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There are 9773 results for: content related to: DO POLITICS CAUSE REGIME SHIFTS IN MONETARY POLICY?

  1. A new poolability test for cointegrated panels

    Journal of Applied Econometrics

    Volume 26, Issue 1, January/February 2011, Pages: 56–88, Professor Joakim Westerlund and Wolfgang Hess

    Version of Record online : 14 DEC 2009, DOI: 10.1002/jae.1143

  2. Finding political capital for monetary tightening: Unemployment insurance and partisan monetary cycles

    European Journal of Political Research

    Volume 51, Issue 6, October 2012, Pages: 809–836, DESPINA ALEXIADOU

    Version of Record online : 1 FEB 2012, DOI: 10.1111/j.1475-6765.2012.02053.x

  3. Causal relations between nominal exchange rates and monetary fundamentals in Central and Eastern European countries

    Economics of Transition

    Volume 23, Issue 1, January 2015, Pages: 45–73, Marek A. Dąbrowski, Monika Papież and Sławomir Śmiech

    Version of Record online : 19 NOV 2014, DOI: 10.1111/ecot.12055

  4. Weak identification in the ESTAR model and a new model

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 238–261, Florian Heinen, Stefanie Michael and Philipp Sibbertsen

    Version of Record online : 8 NOV 2012, DOI: 10.1111/jtsa.12008

  5. You have free access to this content
    Dissecting Exchange Rates and Fundamentals in the Modern Floating Era: The Role of Permanent and Transitory Shocks

    Review of International Economics

    Volume 25, Issue 1, February 2017, Pages: 165–194, Yu-Hsi Chou

    Version of Record online : 29 SEP 2016, DOI: 10.1111/roie.12261

  6. Trend-cycle correlation, drift break and the estimation of trend and cycle in Canadian GDP

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 40, Issue 2, May/mai 2007, Pages: 584–606, Arabinda Basistha

    Version of Record online : 14 MAY 2007, DOI: 10.1111/j.1365-2966.2007.00422.x

  7. Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries

    Real Estate Economics

    Guglielmo Maria Caporale, Ricardo M. Sousa and Mark E. Wohar

    Version of Record online : 1 FEB 2016, DOI: 10.1111/1540-6229.12135

  8. Exchange Rates and Fundamentals: Evidence from Long-Horizon Regression Tests

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 1, February 2010, Pages: 63–88, Shiu-Sheng Chen and Yu-Hsi Chou

    Version of Record online : 21 OCT 2009, DOI: 10.1111/j.1468-0084.2009.00571.x

  9. CAN DIVIDEND YIELDS OUT-PREDICT UK STOCK RETURNS WITHOUT SHORT RATES?

    The Manchester School

    Volume 79, Issue 6, December 2011, Pages: 1179–1196, JYH-LIN WU, YU-HAU HU and CHINGNUN LEE

    Version of Record online : 6 APR 2011, DOI: 10.1111/j.1467-9957.2010.02218.x

  10. Out-of-Sample Exchange Rate Forecasting and Macroeconomic Fundamentals: The Case of Japan

    Australian Economic Papers

    Volume 55, Issue 4, December 2016, Pages: 409–433, Takashi Matsuki and Ming-Jen Chang

    Version of Record online : 23 MAR 2017, DOI: 10.1111/1467-8454.12088

  11. FACTOR MODELS AND TIME-VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY

    Journal of Economic Surveys

    Lasha Kavtaradze and Manouchehr Mokhtari

    Version of Record online : 3 APR 2017, DOI: 10.1111/joes.12205

  12. Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics

    Journal of Money, Credit and Banking

    Volume 41, Issue 6, September 2009, Pages: 1047–1070, NELSON C. MARK

    Version of Record online : 10 AUG 2009, DOI: 10.1111/j.1538-4616.2009.00246.x

  13. Monetary Policy Estimation in Real Time: Forward-Looking Taylor Rules without Forward-Looking Data

    Journal of Money, Credit and Banking

    Volume 43, Issue 5, August 2011, Pages: 871–897, ALEX NIKOLSKO-RZHEVSKYY

    Version of Record online : 20 JUL 2011, DOI: 10.1111/j.1538-4616.2011.00400.x

  14. MONETARY POLICY RULES AND BUSINESS CYCLE CONDITIONS

    The Manchester School

    Volume 79, Issue s2, September 2011, Pages: 73–97, THANASSIS KAZANAS, APOSTOLIS PHILIPPOPOULOS and ELIAS TZAVALIS

    Version of Record online : 1 SEP 2011, DOI: 10.1111/j.1467-9957.2011.02267.x

  15. Modelling Time-Variation in the Stock Return-Dividend Yield Predictive Equation

    Financial Markets, Institutions & Instruments

    Volume 23, Issue 5, December 2014, Pages: 273–302, David G. McMillan

    Version of Record online : 27 OCT 2014, DOI: 10.1111/fmii.12021

  16. Forecasting the recent behavior of US business fixed investment spending: an analysis of competing models

    Journal of Forecasting

    Volume 26, Issue 1, January 2007, Pages: 33–51, David E. Rapach and Mark E. Wohar

    Version of Record online : 4 JAN 2007, DOI: 10.1002/for.1010

  17. Realized Volatility Forecast of Stock Index Under Structural Breaks

    Journal of Forecasting

    Volume 34, Issue 1, January 2015, Pages: 57–82, Ke Yang, Langnan Chen and Fengping Tian

    Version of Record online : 28 NOV 2014, DOI: 10.1002/for.2318

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    Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective

    Journal of Applied Econometrics

    Volume 24, Issue 1, January/February 2009, Pages: 35–75, Nathan S. Balke and Mark E. Wohar

    Version of Record online : 5 SEP 2008, DOI: 10.1002/jae.1025

  19. The Taylor Rule, Wealth Effects and the Exchange Rate

    Review of International Economics

    Volume 24, Issue 2, May 2016, Pages: 282–301, Rudan Wang, Bruce Morley and Javier Ordóñez

    Version of Record online : 19 JAN 2016, DOI: 10.1111/roie.12213

  20. The Taylor Rule and Forecast Intervals for Exchange Rates

    Journal of Money, Credit and Banking

    Volume 44, Issue 1, February 2012, Pages: 103–144, JIAN WANG and JASON J. WU

    Version of Record online : 27 JAN 2012, DOI: 10.1111/j.1538-4616.2011.00470.x