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Monetary policy games, inflationary bias and openness Author: Gikas A. Hardouvelis Journal: Journal of Economic Dynamics and Control 16 (1992) 147-164. North-Holland Abstract: When a country’s central bank has higher output objectives than those Read More …
Money and Interest Rates: The Effects of Temporal Aggregation and Data Revisions Authors: Thomas J. Cunningham and Gikas A. Hardouvelis Journal: Journal of Economics and Business, February 1992, volume 44:19-30 Abstract: Econometric estimates of liquidity Read More …
The Term Structure as a Predictor of Real Economic Activity Authors: A. Estrella, G. Hardouvelis Journal: Journal of Finance, June 1991, 46(2): 555-576 Abstract: A positive slope of the yield curve is associated with Read More …
Commentary: Stock Market Margin Requirements and Volatility Author: Gikas A. Hardouvelis Journal: Journal of Financial Services Research, Volume 3:139-151 (December 1989) Abstract: Michael Salinger has provided a very thoughtful and well-balanced article on margin Read More …
The Evolution of Federal Reserve Credibility: 1978-1984 Authors: G. Hardouvelis and Sc. W. Barnhart Journal: The Review of Economics and Statistics, August 1989, LXXI: 385-393 Abstract: A random coefficients Kalman filter model of the Read More …
The Predictive Power of the Term Structure during Recent Monetary Regimes Author: Gikas A. Hardouvelis Journal: The Journal of Finance, Vol. XLIII, NO2, June 1988 Abstract: I use weekly Treasury-bill rates with maturities of Read More …
Stock Prices: Nominal vs. Real Shocks Author: Gikas A. Hardouvelis Journal: FinanzMarkt und Portfolio Management, Jahrgang 1988, 2: 10-18 Abstract: The impressive increase in stock prices during the 1980s, their subsequent October 1987 worldwide Read More …
Economic News, Exchange Rates and Interest Rates Author: Gikas A. Hardouvelis Journal: Journal of International Money and Finance, March 1988, 7:23-35 Abstract: The paper examines the post-October 1979 response of exchange rates and interest rates Read More …
MONETARY POLICY AND SHORT-TERM INTEREST RATES New Evidence on the Liquidity Effect Author: Gikas A. Hardouvelis Journal: Economics Letters (June 1987), 25: 63-66 Abstract: There is evidence of a strong liquidity effect in the period Read More …
Optimal Wage Indexation and Monetary Policy in an Economy with Imported Raw Materials Author: Gikas A. Hardouvelis Journal: Journal of International Money and Finance (1987),6. 419-432 Abstract: An economy’s openness from the input side Read More …