#1983-009A
"Complete Results for Lag Length Selection"
by
Dallas S. Batten, and
Daniel L. Thornton
This paper presents the detailed results of employing the various lag-length-selection criteria outlined in "Lag Length Selection Criteria: Some Empirical Results for the St. Louis Equation.'' More...
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#1983-008A
"Lag-Length Selection Criteria: Empirical Results from the St. Louis Equation"
by
Dallas S. Batten, and
Daniel L. Thornton
This article describes and compares six criteria for determining the lag length of finite distributed lag models. These criteria are employed to select the lag length of the distributed lag variables within the St. Louis equation using a computationally efficient procedure. More...
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#1983-007A
"The FOMC Directive and the Treasury-Bill Futures Market: Could Inside Information Produce Profits?"
by
Michael T. Belongia, and
R. W. Hafer
No abstract provided More...
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#1983-006B
"The Appropriate Interest Rate and Scale Variable in Money Demand: Results from Non-Nested Tests"
by
Daniel L. Thornton
Revised 1983
No abstract provided More...
PUBLISHED: Applied Economics, August 1985, 17(4), pp. 735-44
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#1983-005A
"The Formation of Expectations: Some Evidence from Weekly Money Supply Forecasts"
by
R. W. Hafer
No abstract provided. More...
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#1983-004B
"Interest Rates, Commodity Price Changes and Gibson's Paradox"
by
W. W. Brown, and
G.J. Santoni
Revised 1987
This paper argues that the positive relationship between the level of prices and interest rates noted by Gibson arises, in part, because measured prices indexes, which are comprised primarily of the prices of short-lived consumption goods, and nominal interest rates are both driven in the same direction by changes in the real rate of interest. More...
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#1983-003B
"Energy Price Shocks in a Reduced-Form Monetarist Model"
by
John A. Tatom
Revised 1983
No abstract provided More...
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#1983-002A
"Money Management Effects and the Demand for Money: An Empirical Analysis"
by
R. W. Hafer, and
Scott E. Hein
No abstract provided More...
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#1983-001A
"Endpoint Constraints and the St. Louis Equation: A Clarification"
by
Daniel L. Thornton, and
Dallas S. Batten
No abstract provided More...
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#1982-010C
"Some Evidence on Selecting an Intermediate Target of Monetary Policy"
by
Lawrence S. Davidson, and
R. W. Hafer
Revised March 1983
No abstract provided More...
PUBLISHED: Southern Economic Journal, October 1983, 50(2), pp. 406-21
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