Details about Richard Sheehan

Access statistics for papers by Richard Sheehan.

Last updated 2013-05-09. Update your information in the RePEc Author Service.

Short-id: psh315

Working Papers

1987

1. On the response of interest rates to unexpected weekly money: are policy changes important?
   Working Papers, Federal Reserve Bank of St. Louis View citations (2)
2. On the sensitivity of VAR forecasts to alternative lag structures
   Working Papers, Federal Reserve Bank of St. Louis View citations (1)
   See also Journal Article The sensitivity of VAR forecasts to alternative lag structures, International Journal of Forecasting, Elsevier (1989) View citations (27) (1989)
3. Policy inference using VAR models: the effects of alternative lag structures
   Working Papers, Federal Reserve Bank of St. Louis View citations (1)

1986

4. A model of global aggregate supply and demand using vector autoregressive techniques
   Working Papers, Federal Reserve Bank of St. Louis
5. A note on the temporal stability of the interest rate-weekly money relationship
   Working Papers, Federal Reserve Bank of St. Louis View citations (2)

1985

6. A vector autoregressive model of Saudi Arabian inflation
   Working Papers, Federal Reserve Bank of St. Louis View citations (1)
7. Is there a stable relationship between debt growth and the money stock?
   Working Papers, Federal Reserve Bank of St. Louis
8. On the importance of being expected: insights to the weekly money puzzle
   Working Papers, Federal Reserve Bank of St. Louis View citations (1)
9. The efficient markets hypothesis and weekly money: some contrary evidence
   Working Papers, Federal Reserve Bank of St. Louis

Journal Articles

2013

1. Valuing Core Deposits
   Journal of Financial Services Research, 2013, 43, (2), 197-220 View citations (14)

1995

2. A vector autoregressive model of the Saudi Arabian economy
   Journal of Economics and Business, 1995, 47, (1), 79-90 View citations (9)

1994

3. Is the Conventional View of Discount Window Borrowing Consistent with the Behavior of Weekly Reporting Banks?
   The Review of Economics and Statistics, 1994, 76, (4), 761-70 View citations (9)

1992

4. U.S. Influences on Foreign Monetary Policy
   Journal of Money, Credit and Banking, 1992, 24, (4), 447-64 View citations (1)

1991

5. Policy Inference Using VAR Models
   Economic Inquiry, 1991, 29, (1), 44-52 View citations (20)

1989

6. A comparison of national and international aggregate supply and demand var models: The United States, Japan and the European economic community
   Review of World Economics (Weltwirtschaftliches Archiv), 1989, 125, (2), 252-272 View citations (2)
7. Financial Market Responses to Treasury Debt Announcements: A Note
   Journal of Money, Credit and Banking, 1989, 21, (3), 394-400
8. The sensitivity of VAR forecasts to alternative lag structures
   International Journal of Forecasting, 1989, 5, (3), 399-408 View citations (27)
   See also Working Paper On the sensitivity of VAR forecasts to alternative lag structures, Working Papers (1987) View citations (1) (1987)

1988

9. A global model of OECD aggregate supply and demand using vector autoregressive techniques
   European Economic Review, 1988, 32, (9), 1711-1729 View citations (15)
10. On the Temporal Stability of the Interest Rate-Weekly Money Relationship
    The Review of Economics and Statistics, 1988, 70, (3), 516-20 View citations (6)

1987

11. Does U. S. money growth determine money growth in other nations?
    Review, 1987, (Jan), 5-14
12. The Informational Efficiency of Weekly Money Announcements: An Econometric Critique
    Journal of Business & Economic Statistics, 1987, 5, (3), 351-56 View citations (3)

1985

13. Money, Anticipated Changes, and Policy Effectiveness
    American Economic Review, 1985, 75, (3), 524-29 View citations (7)
14. The federal reserve reaction function: does debt growth influence monetary policy?
    Review, 1985, 67, (Mar), 24-33 View citations (6)
15. Weekly money announcements: new information and its effects
    Review, 1985, 67, (Aug), 25-34 View citations (9)

1983

16. Money-income causality: Results for six countries
    Journal of Macroeconomics, 1983, 5, (4), 473-494 View citations (6)
17. Oil prices and world inflation
    Journal of Economics and Business, 1983, 35, (2), 235-238 View citations (3)

1976

18. The Interaction between the Actual and the Potential Rates of Growth: Comment
    The Review of Economics and Statistics, 1976, 58, (4), 494-96