57
Views
3
CrossRef citations to date
0
Altmetric
Original Articles

An investigation into the cyclical behaviour of output, money, stock prices and interest rates

Pages 235-238 | Published online: 05 Oct 2010

References

  • Backus , D. K. and Kehoe , P. 1992 . International evidence on the historical properties of business cycles . American Economic Review , 82 : 864 – 888 .
  • Coghlan , R. T. 1993 . Strategic Cycle Investing , London : McGraw-Hill .
  • Fama , E. 1981 . Stock returns, real activity, inflation and money . American Economic Review , 71 : 545 – 564 .
  • Friedman , M. and Schwartz , A. J. 1963 . A Monetary History of the United States, 1867–1960 , Princeton, N.J. : Princeton University Press .
  • Gordon , R. J. 1993 . Macroeconomics, , 6th edition , New York : Harper Collins .
  • Harvey , A. C. 1989 . Forecasting, Structural Time Series Models and the Kalman Filter , Cambridge : Cambridge University Press .
  • King , R. G. and Watson , M. W. 1996 . Money, prices, interest rates and the business cycle . Review of Economics and Statistics , 58 : 35 – 53 .
  • Kydland , F. E. and Prescott , E. C. 1990 . Business cycles: real facts and a monetary myth . Quarterly Review of the Federal Reserve Bank of Minneapolis , 14 : 3 – 18 .
  • Malliaris , A. G. and Urrutia , J. L. 1991 . An empirical investigation among real, monetary and financial variables . Economics Letters , 37 : 151 – 158 .
  • Rozeff , M. 1974 . Money and stock prices: market efficiency and the lag in effect of monetary policy . Journal of Financial Economics , 2 : 245 – 302 .
  • Sims , C. A. 1972 . Money, income and causality . American Economic Review , 62 : 540 – 552 .

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:

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:

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.