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Money and output viewed through a rolling window. (1998). Swanson, Norman.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:41:y:1998:i:3:p:455-474.

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  72. A detailed look at crude oil price volatility prediction using macroeconomic variables. (2020). Nonejad, Nima.
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  73. Does the price of crude oil help predict the conditional distribution of aggregate equity return?. (2020). Nonejad, Nima.
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  74. Crude oil price changes and the United Kingdom real gross domestic product growth rate: An out-of-sample investigation. (2020). Nonejad, Nima.
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  75. A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatility. (2020). Nonejad, Nima.
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  76. Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima.
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  77. Relationship between green bonds and financial and environmental variables: A novel time-varying causality. (2020). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302814.

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  78. Integration reforms in the European natural gas market: A rolling-window spillover analysis. (2020). Li, Raymond ; Broadstock, David ; Wang, Linjin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302796.

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  79. Functional monetary aggregates, monetary policy, and business cycles. (2020). Serletis, Apostolos ; Xu, Libo.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301627.

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  80. Interactions between Credit and Market Risk, Diversification vs Compounding effects. (2019). Szybisz, Martin Andres.
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    RePEc:pra:mprapa:93173.

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  81. Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach. (2019). Xu, Xiaojie.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00330-7.

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  82. Wavelet Multiresolution Analysis of the Liquidity Effect and Monetary Neutrality. (2019). Habimana, Olivier.
    In: Computational Economics.
    RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9725-1.

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  83. Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors. (2019). Shi, Shuping ; Hurn, Stan ; Volkov, Vladimir ; Dungey, Mardi.
    In: Econometrics.
    RePEc:gam:jecnmx:v:7:y:2019:i:1:p:5-:d:198651.

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  84. Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices. (2019). Ebrahimi, Seyed Babak ; Ghazani, Majid Mirzaee.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:30:y:2019:i:c:p:60-68.

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  85. Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach. (2019). Czudaj, Robert.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:12:y:2019:i:c:p:78-145.

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  86. Forecasting aggregate equity return volatility using crude oil price volatility: The role of nonlinearities and asymmetries. (2019). Nonejad, Nima.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306296.

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  87. Banking net income and macroeconomics, from multicollinearity to Granger causality using US data. (2018). Szybisz, Martin Andres.
    In: MPRA Paper.
    RePEc:pra:mprapa:90473.

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  88. The Predictive Power of Oil and Commodity Prices for Equity Markets. (2018). Dagher, Leila ; Badra, Nasser ; Jamali, Ibrahim.
    In: MPRA Paper.
    RePEc:pra:mprapa:116055.

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  89. Forecasting short-term transaction fees on a smart contracts platform. (2018). van Zeebroeck, Nicolas ; Hoffreumon, Charles.
    In: Working Papers TIMES².
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  90. Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987.

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  91. A new time-varying optimal copula model identifying the dependence across markets. (2017). Ji, Qiang ; Fan, Ying ; Liu, Bing-Yue.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:17:y:2017:i:3:p:437-453.

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  92. Aggregate earnings and stock market returns: The good, the bad, and the state-dependent. (2017). Zolotoy, Leon ; Lyon, John D ; Frederickson, James R.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:77:y:2017:i:c:p:157-175.

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  93. Rolling window selection for out-of-sample forecasting with time-varying parameters. (2017). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:196:y:2017:i:1:p:55-67.

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  94. An empirical investigation of herding in the U.S. stock market. (2017). Shi, Shuping ; Hurn, Stan ; Clements, Adam.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:67:y:2017:i:c:p:184-192.

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  95. Rolling window selection for out-of-sample forecasting with time-varying parameters. (2016). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1435.

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  96. Tourism and growth in Lebanon: new evidence from bootstrap simulation and rolling causality approaches. (2016). TANG, Chor Foon ; Abosedra, Salah.
    In: Empirical Economics.
    RePEc:spr:empeco:v:50:y:2016:i:2:d:10.1007_s00181-015-0944-9.

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  97. Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship. (2016). Shi, Shuping ; Phillips, Peter ; Hurn, Stan.
    In: NCER Working Paper Series.
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  98. The nexus between insurance activity and economic growth: A bootstrap rolling window approach. (2016). Lee, Chien-Chiang ; Liu, Guan-Chun.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:43:y:2016:i:c:p:299-319.

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  99. What does money and credit tell us about real activity in the United States?. (2016). Seitz, Franz ; Albuquerque, Bruno ; Baumann, Ursel.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:37:y:2016:i:c:p:328-347.

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  100. Not all international monetary shocks are alike for the Japanese economy. (2016). Vespignani, Joaquin ; Ratti, Ronald.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:822-837.

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  101. Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship. (2016). Shi, Shuping ; Phillips, Peter ; Hurn, Stan.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2059.

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  102. Climate as a Cause of Conflict: An Econometric Analysis. (2016). Wu, Ximing ; McCarl, Bruce ; Bessler, David ; Chen, Junyi ; Price, Edwin.
    In: 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas.
    RePEc:ags:saea16:229783.

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  103. Estimating relative price impact: The case of Brent and WTI. (2016). Karali, Berna ; Ye, Shiyu.
    In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
    RePEc:ags:aaea16:235728.

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  104. The Causality between Energy Consumption and Economic Growth for China in a Time-varying Framework. (2016). Zhang, Jin ; Broadstock, David.
    In: The Energy Journal.
    RePEc:aen:journl:ej37-si1-zhang.

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  105. The Information Content Of Money And Credit For US Activity. (2015). Seitz, Franz ; Albuquerque, Bruno ; Baumann, Ursel.
    In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:113066.

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  106. Oil prices and global factor macroeconomic variables. (2015). Vespignani, Joaquin ; Ratti, Ronald.
    In: Working Papers.
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  107. Change Detection and the Casual Impact of the Yield Curve. (2015). Shi, Shuping ; Phillips, Peter ; Hurn, Stan.
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2015_05.

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  108. Long-Run Equilibrium Shift and Short-Run Dynamics of U.S. Home Price Tiers during the Housing Bubble. (2015). Escobari, Diego ; Damianov, Damian.
    In: MPRA Paper.
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  109. What drives the global interest rate. (2015). Vespignani, Joaquin ; Ratti, Ronald.
    In: Globalization Institute Working Papers.
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  110. Commodity prices and BRIC and G3 liquidity: A SFAVEC approach. (2015). Vespignani, Joaquin ; Ratti, Ronald.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:53:y:2015:i:c:p:18-33.

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  111. The information content of money and credit for US activity. (2015). Seitz, Franz ; Albuquerque, Bruno ; Baumann, Ursel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151803.

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  112. The information content of money and credit for US activity. (2015). Baumann, Ursel ; Seitz, Franz ; Albuquerque, Bruno.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141803.

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  113. Oil prices and the economy: A global perspective. (2014). Vespignani, Joaquin ; Ratti, Ronald.
    In: MPRA Paper.
    RePEc:pra:mprapa:59407.

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  114. Impact of Monetary Policy on Industrial Growth in Nigeria. (2014). Adejare, ADEGBITE ; Usman, Owolabi A..
    In: International Journal of Academic Research in Business and Social Sciences.
    RePEc:hur:ijarbs:v:4:y:2014:i:1:p:18-31.

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  115. Oil prices and the economy: A global perspective. (2014). Vespignani, Joaquin ; Ratti, Ronald.
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  116. Not all international monetary shocks are alike for the Japanese economy. (2014). Vespignani, Joaquin ; Ratti, Ronald.
    In: CAMA Working Papers.
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  117. Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach. (2014). Vespignani, Joaquin ; Ratti, Ronald.
    In: CAMA Working Papers.
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  118. Measuring rank correlation coefficients between financial time series: A GARCH-copula based sequence alignment algorithm. (2014). Laih, Yih-Wenn.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:232:y:2014:i:2:p:375-382.

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  119. Testing conditional independence via empirical likelihood. (2014). Su, Liangjun ; White, Halbert.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:182:y:2014:i:1:p:27-44.

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  120. Money–output Granger causal dynamics in China. (2014). Zhu, Yanli ; Wang, Xia ; Zheng, Tingguo.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:43:y:2014:i:c:p:192-200.

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  121. Return and volatility spillovers between china and world oil markets. (2014). Wang, Peijie ; Zhang, Bing.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:42:y:2014:i:c:p:413-420.

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  122. What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration. (2014). Ludwig, Alexander.
    In: Economics Bulletin.
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  123. Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters. (2014). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU.
    In: CEPR Discussion Papers.
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  124. The export-output growth nexus in Japan: a bootstrap rolling window approach. (2013). Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: Empirical Economics.
    RePEc:spr:empeco:v:44:y:2013:i:2:p:639-660.

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  125. Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach. (2013). Vespignani, Joaquin ; Ratti, Ronald.
    In: MPRA Paper.
    RePEc:pra:mprapa:49324.

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  126. Not all international monetary shocks are alike for the Japanese economy. (2013). Vespignani, Joaquin ; Ratti, Ronald.
    In: MPRA Paper.
    RePEc:pra:mprapa:48709.

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  127. Spillover and Cojumps Between the U.S. and Chinese Stock Markets. (2013). Li, Xindan ; Zhang, Bing.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:49:y:2013:i:s2:p:23-42.

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  128. Forecasting in macroeconomics. (2013). Giacomini, Raffaella ; Rossi, Barbara.
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  129. Are the crude oil markets becoming more efficient over time? New evidence from a generalized spectral test. (2013). Zhang, Bing.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:875-881.

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  130. Reexamining the time-varying volatility spillover effects: A Markov switching causality approach. (2013). Zheng, Tingguo ; Zuo, Haomiao .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:643-662.

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  131. Advances in Forecasting under Instability. (2013). Rossi, Barbara.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-1203.

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  132. Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries. (2013). Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:60:y:2013:i:1:p:1-42.

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  133. Money-Income Granger-Causality in Quantiles. (2012). Lee, Tae Hwy ; Yang, Weiping.
    In: Working Papers.
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  134. Forecasting ENSO with a smooth transition autoregressive model. (2012). Ubilava, David ; Helmers, Gustav C.
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  135. The performance of short-term forecasts of the German economy before and during the 2008/2009 recession. (2012). Scheufele, Rolf ; Heinisch, Katja ; Drechsel, Katja .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:28:y:2012:i:2:p:428-445.

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  136. Money‐output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective. (2012). Gefang, Deborah.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:74:y:2012:i:1:p:131-151.

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  137. Estimating Time Variation of Market Power: Case of U.S. Soybean Exports. (2012). Nakajima, Toru.
    In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington.
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  138. Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output. (2011). Swanson, Norman ; Armah, Nii Ayi.
    In: Departmental Working Papers.
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  139. “Finance and Growth: A Reassessment of the Empirical Evidence for the Indian Economy” - Finanza e crescita: un riesame dell’evidenza empirica nel caso dell’India. (2011). Tronzano, Marco.
    In: Economia Internazionale / International Economics.
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  140. Tourism, real output and real effective exchange rate in Malaysia: a view from rolling sub-samples. (2011). TANG, Chor Foon.
    In: MPRA Paper.
    RePEc:pra:mprapa:29379.

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  141. Time-varying linkages between tourism receipts and economic growth in a small open economy. (2011). Ozdemir, Zeynel ; Balcilar, Mehmet ; Arslanturk, Yalcin .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1:p:664-671.

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  142. Time-varying linkages between tourism receipts and economic growth in a small open economy. (2011). Ozdemir, Zeynel ; Balcilar, Mehmet ; Arslanturk, Yalcin .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:664-671.

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  143. Advances in Forecasting Under Instability. (2011). Rossi, Barbara.
    In: Working Papers.
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  144. US Money Demand, Monetary Overhang, and Inflation. (2010). Hossfeld, Oliver.
    In: Working Papers.
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  145. Realistic evaluation of real-time forecasts in the Survey of Professional Forecasters. (2010). Stark, Tom.
    In: Research Rap Special Report.
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  146. Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window. (2010). Ozdemir, Zeynel ; Balcilar, Mehmet ; Arslanturk, Yalcin .
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:6:p:1398-1410.

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  147. Credit, income, and causality: A contemporary co-integration analysis. (2010). Athanasenas, Athanasios L..
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:201:y:2010:i:1:p:194-205.

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  148. Oil and US GDP: A real-time out-of-sample examination. (2010). Rothman, Philip ; Ravazzolo, Francesco.
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  149. Relationship among Money, Prices and Aggregate Output in Thailand. (2009). Jiranyakul, Komain.
    In: MPRA Paper.
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  150. Stock returns and the short-run predictability of health expenditure: Some empirical evidence. (2009). Wang, Zijun.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:25:y:2009:i:3:p:587-601.

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  151. Does money still matter for U.S. output?. (2009). Österholm, Pär ; Berger, Helge.
    In: Economics Letters.
    RePEc:eee:ecolet:v:102:y:2009:i:3:p:143-146.

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  152. Oil Matters: Real Input Prices and U.S. Unemployment Revisited. (2009). Andreopoulos, Spyros .
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:9:y:2009:i:1:n:9.

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  153. On Model Selection and Markov-Switching: An Empirical Examination of Term Structure Models with Regime Shifts. (2008). Spagnolo, Fabio ; Sola, Martin ; Kenc, Turalay ; Driffill, Edward.
    In: Department of Economics Working Papers.
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  154. Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty. (2008). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony ; Mise, Emi.
    In: Reserve Bank of New Zealand Discussion Paper Series.
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  155. An Eclectic Causality Model for Income Growth: Evidence from Greece. (2008). Katrakilidis, Constantinos ; Athanasenas, Athanasios L..
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xi:y:2008:i:1-2:p:31-46.

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  156. Structural change and lag length in VAR models. (2008). Thoma, Mark.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:30:y:2008:i:3:p:965-976.

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  157. Effects of foreign currency component in monetary aggregates on money neutrality. (2008). LI, GUANGZHONG ; Ran, Jimmy ; Voon, Jan P..
    In: Economics Letters.
    RePEc:eee:ecolet:v:99:y:2008:i:3:p:435-438.

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  158. SHOULD OIL PRICES RECEIVE SO MUCH ATTENTION? AN EVALUATION OF THE PREDICTIVE POWER OF OIL PRICES FOR THE U.S. ECONOMY. (2008). Liu, Dandan ; Bachmeier, Lance.
    In: Economic Inquiry.
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  159. Analyse conjoncturelle de donn es brutes et estimation de cycles Partie 2 : mise en oeuvre empirique.. (2008). Lacroix, R..
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  160. Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship. (2007). Hill, Jonathan.
    In: Journal of Applied Econometrics.
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  161. Asymptotics for out of sample tests of Granger causality. (2007). McCracken, Michael.
    In: Journal of Econometrics.
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  162. Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty. (2007). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony ; Mise, Emi.
    In: Birkbeck Working Papers in Economics and Finance.
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  163. The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test. (2006). Swanson, Norman ; Corradi, Valentina.
    In: Journal of Econometrics.
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  164. Regime Shifts in the Indicator Properties of Narrow Money in Canada. (2006). Djoudad, Ramdane ; Chan, Tracy ; Loi, Jackson .
    In: Staff Working Papers.
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  165. Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship. (2005). Hill, Jonathan.
    In: Macroeconomics.
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  166. Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited. (2005). Hill, Jonathan.
    In: Econometrics.
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  167. Does money matter in the CIS? Effects of monetary policy on output and prices. (2005). Starr, Martha.
    In: Journal of Comparative Economics.
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  168. Oil price volatility and the asymmetric response of gasoline prices to oil price increases and decreases. (2005). Radchenko, Stanislav.
    In: Energy Economics.
    RePEc:eee:eneeco:v:27:y:2005:i:5:p:708-730.

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  169. MONEY AND OUTPUT INTERRACTION IN NIGERIA. (2004). Nwaobi, Godwin.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0405012.

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  170. Oil price volatility and the asymmetric response of gasoline prices to oil price increases and decreases. (2004). Radchenko, Stanislav.
    In: Industrial Organization.
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  171. Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited. (2004). Hill, Jonathan.
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