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File URL: http://links.jstor.org/sici?sici=0022-2879%28197911%2911%3A4%3C457%3AOTRWCO%3E2.0.CO%3B2-3&origin=bc
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Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 11 (1979)
Issue (Month): 4 (November)
Pages: 457-66

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Handle: RePEc:mcb:jmoncb:v:11:y:1979:i:4:p:457-66

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

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Cited by:

1. Richard Deaves & Angelo Melino & James E. Pesando, 1987. "The Response of Interest Rates to the Federal Reserve's Weekly Money Announcements: The "Puzzle" of Anticipated Money," NBER Working Papers 2125, National Bureau of Economic Research, Inc.
   
   • Deaves, Richard & Melino, Angelo & Pesando, James E., 1987. "The response of interest rates to the Federal Reserve's weekly money announcements : The 'puzzle' of anticipated money," Journal of Monetary Economics, Elsevier, vol. 19(3), pages 393-404, May.
2. Kelly, Logan J, 2008. "The Currency Equivalent Index and the Current Stock of Money," MPRA Paper 7176, University Library of Munich, Germany.
3. V. Vance Roley, 1983. "The Response of Short-Term Interest Rates to Weekly Money Announcements," NBER Working Papers 1001, National Bureau of Economic Research, Inc.
4. Douglas Fisher & Adrian Fleisseg & Apostolos Serletis, . "Monetary Aggregation, Rational Expectations, and the Demand for Money in the United States," Working Paper Series 01, North Carolina State University, Department of Economics.
   
   • Fisher, Douglas & Fleissig, Adrian R. & Serletis, Apostolos, 1998. "Monetary aggregation, rational expectations, and the demand for money in the United States," The North American Journal of Economics and Finance, Elsevier, vol. 9(1), pages 1-13.
5. Hamid Hasan, 1999. "Fisher Effect in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 38(2), pages 153-166.
6. Bauer, Dietmar & Wagner, Martin, 2009. "Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1954-1973, April.
7. Kelly, Logan, 2007. "Measuring the Economic Stock of Money," MPRA Paper 4914, University Library of Munich, Germany.
8. Baghestani, Hamid, 2009. "Forecasting in efficient bond markets: Do experts know better?," International Review of Economics & Finance, Elsevier, vol. 18(4), pages 624-630, October.
9. Baghestani, Hamid, 2008. "A random walk approach to predicting US 30-year home mortgage rates," Journal of Housing Economics, Elsevier, vol. 17(3), pages 225-233, September.
10. V. Vance Roley & Carl E. Walsh, 1984. "Unanticipated Money and Interest Rates," NBER Working Papers 1278, National Bureau of Economic Research, Inc.
    
    • Roley, V Vance & Walsh, Carl E, 1984. "Unanticipated Money and Interest Rates," American Economic Review, American Economic Association, vol. 74(2), pages 49-54, May.
11. Chiang, Thomas C. & Chiang, Jeanette Jin, 1995. "Emperical analysis of short-term eurocurrency rates: Evidence from a transfer function error correction model," Journal of Economics and Business, Elsevier, vol. 47(4), pages 335-351, October.
12. Yvon Fauvel & Alain Paquet & Christian Zimmermann, 1999. "A Survey on Interest Rate Forecasting," Cahiers de recherche CREFE / CREFE Working Papers 87, CREFE, Université du Québec à Montréal.

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