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Testing the predictive power of New Zealand bank bill futures rates. (1998). Krippner, Leo.
In: Reserve Bank of New Zealand Discussion Paper Series.
RePEc:nzb:nzbdps:1998/08.

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Cited: 3

Citations received by this document

Cites: 10

References cited by this document

Cocites: 50

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Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Some benefits of monetary policy transparency in New Zealand. (2008). Karagedikli, Ozer ; Drew, Aaron.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2008/01.

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  2. Some Benefits of Monetary-Policy Transparency in New Zealand. (2007). Karagedikli, Ozer ; Drew, Aaron.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:57:y:2007:i:11-12:p:521-539.

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  3. Extracting expectations of New Zealands Official Cash Rate from the bank-risk yield curve. (2002). Krippner, Leo.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2002/01.

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References

References cited by this document

  1. Ashley, R, C Granger and R Schmalensee (1980), Advertising and Aggregate Consumption: An Analysis of Causality, Econometrica 48, 1149-67.

  2. Brigham, E and L Capenski (1994), Financial Management, Theory and Practice, Harcourt Brace College.
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  3. Campbell J and R Shiller (1991), Yield Spreads and Interest Rate Movements: A Birds Eye View, Review of Economic Studies, 58, 495-514.

  4. Cutherbertson, K (1996), The Expectations Hypothesis of the Term Structure: The UK Interbank Market, The Economic Journal, 106 (May), 578-592.

  5. Deaves, R (1996), Forecasting Canadian Short-term Interest Rates, Canadian Journal of Economics, xxxix, number 3 (August), 615-634.

  6. Engsted, T (1996), The Predictive Power of the Money Market Term Structure, International Journal of Forecasting 12, 289-295.

  7. Hamilton, J (1994), Time Series Analysis, Princeton University Press, 571-629.
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  8. Mishkin, F (1988), The Information in the Term Structure: Some Further Results, Journal of Applied Economics, Vol. 3, 307-314.

  9. Rae, D (1997), New Zealands Forward Exchange Market, National Bank of New Zealand Limited Financial Research Paper No. 8 (August 1997).
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  10. Stock, J and M Watson (1993), A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems, Econometrica, 61, 783-820.

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  2. The Causal Relationship between IPR Infringement and Socio-economic Factors.. (2015). Bekir, Insaf .
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  6. Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs. (2008). Österholm, Pär ; Berger, Helge ; Osterholm, Par.
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  9. Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs. (2007). Österholm, Pär ; Berger, Helge.
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  10. Canadian Chicken Industry: Consumer Preferences, Industry Structure and Producer Benefits from Investment in Research and Advertising. (2007). Nilsson, Tomas ; Goddard, Ellen ; Cash, Sean ; Shank, Ben ; Panter, Chris .
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  12. Short-Term Water Consumption Patterns in Ciudad Juárez, Mexico. (2006). Fullerton, Thomas.
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  13. The predictive content of financial variables: Evidence from the euro area. (2006). Panopoulou, Ekaterini.
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  21. Does advertising increase labour supply? Time series evidence from the UK. (2003). Paton, David ; Fraser, Stuart .
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  39. Testing the predictive power of New Zealand bank bill futures rates. (1998). Krippner, Leo.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:1998/08.

    Full description at Econpapers || Download paper

  40. Regression-Based Tests of Predictive Ability. (1998). West, Kenneth ; McCracken, Michael.
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  41. Causal relationship between construction flows and GDP: evidence from Hong Kong. (1997). Raymond Y. C. Tse, Sivaguru Ganesan, .
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  42. Causality Among Sales,Advertising and Prices: New Evidence from a Multivariate Cointegrated System. (1996). Ribeiro Ramos, Francisco ; Francisco F. R. Ramos, .
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  43. Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance. (1996). Ribeiro Ramos, Francisco ; Francisco F. R. Ramos, .
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  44. Comparing Predictive Accuracy. (1994). Mariano, Roberto ; Diebold, Francis.
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  45. Advertising and Cigarette Consumption. (1991). Seldon, Barry J. ; Doroodian, Khosrow .
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  46. Comparing futures and survey forecasts of near-term Treasury bill rates. (1989). Hein, Scott ; Hafer, Rik.
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  47. Forecasting inflation using interest rate and time-series models: some international evidence. (1988). Hein, Scott ; Hafer, Rik.
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  48. FORECASTING AGRICULTURAL PRICES USING A BAYESIAN COMPOSITE APPROACH. (1988). McIntosh, Christopher ; Bessler, David.
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  49. DYNAMICS OF THE AGRICULTURAL RESEARCH AND OUTPUT RELATIONSHIP. (1987). Pardey, Philip ; Craig, Barbara.
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  50. The causal role of money in West Germany. (1983). Thomas, J. ; Weissenberger, Edgar.
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