Advanced search
Publication Cover
Applied Economics Letters Volume 3, 1996 - Issue 12
Submit an article Journal homepage
11
Views
0
CrossRef citations to date
0
Altmetric
Original Articles

Velocity and interest rate variability in Italy: a further test of the Friedman hypothesis

Bradley T. Ewing
Pages 775-778 | Published online: 05 Oct 2010

References

  • Chowdhury , A. 1988 . Velocity and the variability of money growth: some international evidence . Economics Letters , 27 : 355 – 360 .
  • Dickey , D. A. , Jansen , D. W. and Thornton , D. L. March/April 1991 . A primer on cointegration with an application to money and income , March/April , 58 – 78 . Federal Reserve Bank of St Louis .
  • Engle , R. F. and Granger , C. W. J. 1987 . Cointegration and error–correction: representation, estimation, and testing . Econometrica , 55 : 251 – 276 .
  • Friedman , M. 1983 . Monetary variability: United States and Japan . Journal of Money, Credit, and Banking , 15 : 339 – 343 .
  • Johansen , S. 1988 . Statistical analysis of cointegrated vectors . Journal of Economic Dynamics and Control , 12 : 231 – 254 .
  • Johansen , S. 1991 . Estimation and hypothesis testing of cointegration vectors in Gaussian autoregressive models . Econometrica , 59 : 1551 – 1580 .
  • Lynch , G. J. and Ewing , B. T. 1995 . Velocity and the variability of anticipated and unanticipated money growth: a cross–country comparison . Applied Economics Letters , 2 : 444 – 448 .
  • MacKinnon , J. G. 1991 . “ Critical values for cointegration tests ” . In Long–Run Econometric Relationships: Readings in Cointegration , Edited by: Engle , R. F. and Granger , C. W. J. 266 – 276 . New York : Oxford University Press .
  • Mascaro , A. and Meltzer , A. H. 1983 . Long– and short–term interest rates in a risky world . Journal of Monetary Economics , 12 : 485 – 528 .
  • McMillin , W. D. 1990 . The velocity of M1 in the 1980s: evidence from a multivariate time series model . Southern Economic Journal , 57 : 634 – 648 .
  • Nelson , C. R. and Plosser , C. I. 1982 . Trends and random walks in macroeconomic time series: some evidence and implications . Journal of Monetary Economics , 10 : 139 – 162 .
  • Payne , J. E. 1995 . Velocity and the variability of yields on financial and other assets . American Economist , 39 : 89 – 94 .
  • Thornton , J. 1995 . Friedman's money supply volatility hypothesis: some international evidence . Journal of Money, Credit, and Banking , 27 : 288 – 292 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.