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Details about William J. Crowder

E-mail:
Homepage:http://www.uta.edu/faculty/crowder/
Workplace:Department of Economics, College of Business Administration, University of Texas-Arlington, (more information at EDIRC)

Access statistics for papers by William J. Crowder.

Last updated 2020-09-23. Update your information in the RePEc Author Service.

Short-id: pcr130


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Working Papers

1997

  1. Are Tax Effects Important in the Long-Run Fisher Relation?: Evidence from the Municipal Bond Market
    Finance, University Library of Munich, Germany Downloads
  2. The Liquidity Effect: Identifying Permanent and Transitory Components of Money Growth
    Macroeconomics, University Library of Munich, Germany Downloads
  3. The Long-Run Linkage Between Yields on Treasury and Municipal Bonds and the 1986 Tax Act
    Finance, University Library of Munich, Germany Downloads
  4. The U.S. Intertemporal Budget Constraint: Restoring Equilibrium Through Increased Revenues or Decreased Spending?
    Macroeconomics, University Library of Munich, Germany Downloads View citations (4)

Journal Articles

2020

  1. The Neo-Fisherian hypothesis: empirical implications and evidence?
    Empirical Economics, 2020, 58, (6), 2867-2888 Downloads

2019

  1. Volatility in productivity and the impact on unemployment
    Applied Economics, 2019, 51, (56), 6034-6039 Downloads

2014

  1. Real Exchange Rate Persistence in US Dollar PPP Systems
    International Finance, 2014, 17, (2), 209-240 Downloads View citations (4)

2012

  1. The liquidity effect: Evidence from the U.S
    Economics Letters, 2012, 117, (1), 315-317 Downloads View citations (1)

2009

  1. Does investment lead to greater output? A panel error-correction model analysis
    Applied Economics, 2009, 43, (7), 773-785 Downloads View citations (5)

2007

  1. A re-examination of international inflation convergence over the modern float
    Journal of International Financial Markets, Institutions and Money, 2007, 17, (2), 125-139 Downloads View citations (6)

2006

  1. THE INTERACTION OF MONETARY POLICY AND STOCK RETURNS
    Journal of Financial Research, 2006, 29, (4), 523-535 Downloads View citations (8)

2005

  1. Stability of the S&P 500 futures market efficiency conditions
    Applied Financial Economics, 2005, 15, (12), 855-866 Downloads View citations (2)

2004

  1. A cointegrated structural VAR model of the Canadian economy
    Applied Economics, 2004, 36, (3), 195-213 Downloads View citations (3)
  2. Why Are Real Interest Rates Not Equalized Internationally?
    Southern Economic Journal, 2004, 71, (2), 441-458 View citations (20)

1999

  1. Are Tax Effects Important in the Long‐Run Fisher Relationship? Evidence from the Municipal Bond Market
    Journal of Finance, 1999, 54, (1), 307-317 Downloads View citations (33)
  2. Identification, Long-Run Relations, and Fundamental Innovations in a Simple Cointegrated System
    The Review of Economics and Statistics, 1999, 81, (1), 109-121 Downloads View citations (21)
  3. The changing long-run linkage between yields on Treasury and municipal bonds and the 1986 Tax Act
    Review of Financial Economics, 1999, 8, (2), 101-119 Downloads
    Also in Review of Financial Economics, 1999, 8, (2), 101-119 (1999) Downloads

1998

  1. Cointegration, forecasting and international stock prices
    Global Finance Journal, 1998, 9, (2), 181-204 Downloads View citations (23)
  2. Stock Price Effects of Permanent and Transitory Shocks
    Economic Inquiry, 1998, 36, (4), 540-52 View citations (12)
  3. The Long-Run Link between Money Growth and Inflation
    Economic Inquiry, 1998, 36, (2), 229-43 View citations (23)

1997

  1. Balanced growth and public capital: an empirical analysis
    Applied Economics, 1997, 29, (8), 1045-1053 Downloads View citations (31)
  2. The Long-Run Fisher Relation in Canada
    Canadian Journal of Economics, 1997, 30, (4), 1124-42 Downloads View citations (22)

1996

  1. A Reexamination of Long-Run PPP: The Case of Canada, the UK, and the US
    Review of International Economics, 1996, 4, (1), 64-78 View citations (13)
  2. A note on cointegration and international capital market efficiency: A reply
    Journal of International Money and Finance, 1996, 15, (4), 661-664 Downloads View citations (21)
  3. Purchasing Power Parity When Prices Are I(2)
    Review of International Economics, 1996, 4, (2), 234-46 View citations (4)
  4. The Long-Run Relationship between Nominal Interest Rates and Inflation: The Fisher Equation Revisited
    Journal of Money, Credit and Banking, 1996, 28, (1), 102-18 Downloads View citations (134)
  5. The international convergence of inflation rates during fixed and floating exchange rate regimes
    Journal of International Money and Finance, 1996, 15, (4), 551-575 Downloads View citations (12)

1995

  1. Covered interest parity and international capital market efficiency
    International Review of Economics & Finance, 1995, 4, (2), 115-132 Downloads View citations (17)
  2. The dynamic effects of aggregate demand and supply disturbances: Another look
    Economics Letters, 1995, 49, (3), 231-237 Downloads View citations (6)

1994

  1. Foreign exchange market efficiency and common stochastic trends
    Journal of International Money and Finance, 1994, 13, (5), 551-564 Downloads View citations (75)

1993

  1. A cointegration test for oil futures market efficiency
    Journal of Futures Markets, 1993, 13, (8), 933-941 Downloads View citations (26)

1992

  1. Purchasing power parity over the modern float An application in higher order cointegration
    Economics Letters, 1992, 40, (3), 313-318 Downloads View citations (6)
 
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