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Time variation in the relationship between inflation and interest rates

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Author Info
Garbade, Kenneth
Wachtel, Paul

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6VBW-45F91RK-14/2/864f23ce849cceaee4eaeceb1e541869
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Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 4 (1978)
Issue (Month): 4 (November)
Pages: 755-765
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Handle: RePEc:eee:moneco:v:4:y:1978:i:4:p:755-765

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Web page: http://www.elsevier.com/locate/inca/505566

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  1. Stanley Fischer, 1982. "Investing for the Short and the Long Term," NBER Working Papers 0922, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Robert B. Litterman & Laurence M. Weiss, 1984. "Money, real interest rates, and output: a reinterpretation of postwar U.S. data," Staff Report 89, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
  3. Markus J. Granziol & Anna Holzgang, 1988. "The Contribution of Inflation to the Level and the Variability of Nominal Interest Rates : Some Multi-Country Evidence," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 124(IV), pages 559-573, December. [Downloadable!]
  4. Christopher J. Neely & David E. Rapach, 2008. "Real interest rate persistence: evidence and implications," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 609-642. [Downloadable!]
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  5. Joseph D. Albert & Willard McIntosh, 1989. "Identifying Risk-Adjusted Indifference Rents for Alternative Operating Leases," Journal of Real Estate Research, American Real Estate Society, vol. 4(3), pages 81-94. [Downloadable!]
  6. John H. Makin, 1981. "Real Interest, Money Surprises and Anticipated Inflation," NBER Working Papers 0818, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. Stanley Fischer & George Pennacchi, 1985. "Serial Correlation of Asset Returns and Optimal Portfolios for the Long and Short Term," NBER Working Papers 1625, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. René Garcia & Pierre Perron, 1995. "An Analysis of the Real Interest Rate Under Regime Shifts," CIRANO Working Papers 95s-05, CIRANO. [Downloadable!]
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  9. Kate Phylaktis & David Blake, 1993. "The fisher hypothesis: Evidence from three high inflation economies," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 129(3), pages 591-599, September. [Downloadable!] (restricted)
  10. Patric H. Hendershott & Roger D. Huang, 1985. "Debt and Equity Yields: 1926-80," NBER Working Papers 1142, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  11. Karen K. Lewis & Martin D. Evans, 1992. "Do Expected Shifts in Inflation Policy Affect Real Rates?," NBER Working Papers 4134, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  12. Frederic S. Mishkin, 1985. "The Real Interest Rate: A Multi-Country Empirical Study," NBER Working Papers 1047, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  13. Martin D. Evans & Paul Wachtel, 1990. "A Modern Look At Asset Pricing and Short-Term Interest Rates," NBER Working Papers 3245, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  14. David W. Findlay, 1990. "Budget Deficits, Expected Inflation And Short-Term Real Interest Rates: Evidence For The U.S," International Economic Journal, Korean International Economic Association, vol. 4(3), pages 41-53, October. [Downloadable!] (restricted)
  15. Herman B. Leonard, 1984. "The Federal Civil Service Retirement System: An Analysis of its Financial Condition and Current Reform Proposals," NBER Working Papers 1258, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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This page was last updated on 2009-11-7.


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