References
- Akaike , H. 1969a . Statistical predictor identification . Annals of the Institute of Statistical Mathematics , 21 : 203 – 217 .
- Akaike , H. 1969b . Fitting auto regressions for prediction . Annals of the Institute of Statistical Mathematics , 21 : 243 – 247 .
- Burger , A. E. 1971 . The Money Supply Process ,
- Cagan , P. 1969 . “ Interest rates and bank reserves - a reinterpretation of the statistical association ” . In Essays on Interest Rates , Edited by: Gutentag , J. M. and Cagan , P. 223 – 271 . New York : National Bureau of Economic Research .
- Chen , G. H. A graphical note on the aggregate effectofpayrnent of interest on deposit , 223 – 271 . JMCB .
- Deleeuw , F. and Gramlich , E. M. 1969 . The channels of monetary policy: a further report on the Federal Reserve-MIT Model . Journal of Finance , : 265 – 290 .
- Fama , E. 1975 . Short-term interest rates as predictors of inflation . American Economic Review , 65 : 269 – 282 .
- Feige , E. L. and Pearce , D. K. 1979 . The causal relationship between money and income: some caveats for time series analysis . The Review of Economics and Statistics , 61 : 521 – 533 .
- Fisher , I. 1930 . The Theory of Interest , New York : Macmillan .
- Fisher, I. (1963)The purchasing power of money: its determination and relation to credit interest and crises (rev. ed) New York Reprints of Economic Classics.
- Friedman , M. 1956 . “ The quantity theory of money: a restatement, in Studies ” . In Quantity Theory of Money , Edited by: Friedman , M. Chicago : University of Chicago Press .
- Friedman , M. 1968 . The role of monetary policy . American Economic Review ,
- Studies
- Granger , C. W. J. 1969 . Investigating causal relations by econometric models and cross spectral . Econometrics , 97 : 455 – 438 .
- Hashemzadeh , N. and Taylor , P. 1988 . Stock prices, money supply, and interest rates: the question of . Applied Economics , 20 : 1603 – 1611 .
- Hsiao , C. 1981 . Regressive modelling and money income causality detection . Journal of Monetary Economics , 7 : 85 – 106 .
- Hsiao , C. “ Time series modeling and causal ording of Canadian money, income and interest ” . In Time Series Analysis Edited by: Anderson , O. D.
- Humphrey, T. M. (1982) The real bills doctrine, Economic Review of FRB of Richmond, collected in Essays on Injlation
- Jorgenson , D. W. 1963 . Capital theory and investment behavior . American Economic Review , : 247 – 259 .
- Keynes , J. M. 1936 . The General Theory of Employment, Interest and Money , New York : Macmillan .
- Mundell , R. A. Monetary Theory .
- Pierce , D. A. 1977 . Relationships and the lack thereof between economic series, with special reference . Journal of the American Statistical Association , : 11 – 26 .
- Pierce , D. A. and Haugh , L. D. 1977 . Causality in temporal system: characterizations and survey . Journal of Econometrics , 5 : 265 – 293 .
- Sims , C. A. 1972 . Money, income, and causality . American Economic Review , 62 : 540 – 552 .
- Stokes , H. H. 1983 . “ The relationship between money, interest rates and prices 1867–1936: a vector ” . In Time Series Analysis: Theory and Practice 3 Edited by: Anderson , O. D.
- Stokes , H. and Neuberger , H. 1979 . The effect of monetary changes on interest rates: a Box-Jenkins . Review of Economics and Statistics , 61 : 534 – 548 .
- Tanner , E. J. 1969 . Lag in the effectsof monetary policy:a statistical investigation . American Economic Review ,
- Tanner , J. E. 1979 . Are the lags in the effects of monetary policy variable . Journal of Economics , 5 : 105 – 121 .
- Tiao , G. C. and Box , G. E. P. 1981 . Modeling multiple time series with applications . JASA , 76 : 802 – 816 .