Interest Rates and Prices in the Long Run: A Study of the Gibson Paradox
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Bibliographic InfoArticle provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.
Volume (Year): 5 (1973)
Issue (Month): 1 (Part II Feb.)
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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879
Other versions of this item:
- Thomas J. Sargent, 1971. "Interest rates and prices in the long run: a study of the Gibson paradox," Working Papers 75, Federal Reserve Bank of Minneapolis.
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- Dr Ferda Halicioglou, 2004.
"The Gibson Paradox: An Empirical Investigation for Turkey,"
European Research Studies Journal,
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- Halicioglu, Ferda, 2004. "The Gibson Paradox: An Empirical Investigation for Turkey," MPRA Paper 3556, University Library of Munich, Germany.
- Robert B. Barsky & Lawrence H. Summers, 1985.
"Gibson's Paradox and the Gold Standard,"
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1680, National Bureau of Economic Research, Inc.
- Robert B. Barsky & J. Bradford De Long, 1988. "Forecasting Pre-World War I Inflation: The Fisher Effect Revisited," NBER Working Papers 2784, National Bureau of Economic Research, Inc.
- Robert B. Barsky, 1986.
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1927, National Bureau of Economic Research, Inc.
- Barsky, Robert B., 1987. "The Fisher hypothesis and the forecastability and persistence of inflation," Journal of Monetary Economics, Elsevier, vol. 19(1), pages 3-24, January.
- Coulombe, Serge, 1998. "A Non-Paradoxical Interpretation of the Gibson Paradox," Working Papers 98-22, Bank of Canada.
- Jagjit S. Chadha & Morris Perlman, 2014.
"Was the Gibson Paradox for real? a wicksellian study of the relationship between interest rates and prices,"
Economic History Working Papers
56896, London School of Economics and Political Science, Department of Economic History.
- Jagjit S. Chadha & Morris Perlman, 2014. "Was the Gibson Paradox for Real? A Wicksellian study of the Relationship between Interest Rates and Prices," Studies in Economics 1403, Department of Economics, University of Kent.
- Flaschel, Peter & Sethi, Rajiv, 1996. "Classical dynamics in a general model of the Keynes-Wicksell type," Structural Change and Economic Dynamics, Elsevier, vol. 7(4), pages 401-428, December.
- Tak-Kuen Siu & Wai-Ki Ching & Eric Fung & Michael Ng, 2005.
"Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models,"
Society for Computational Economics, vol. 26(3), pages 69-102, November.
- Tak-Kuen Siu & Wai-Ki Ching & Eric Fung & Michael Ng, 2007. "Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models," Computational Economics, Society for Computational Economics, vol. 29(3), pages 425-425, May.
- Jan Kodera & Karel Sladký & Miloslav Vošvrda, 2007. "Neokeynesian and Neoclassical Macroeconomic Models: Stability and Lyapunov Experiments," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 1(3), pages 302-311, November.
- Paul Evans & Xiaojun Wang, 2008.
"A Tale of Two Effects,"
The Review of Economics and Statistics,
MIT Press, vol. 90(1), pages 147-157, February.
- Cihan Yalcin & Gulbin Sahinbeyoglu, 2000. "The Term Structure of Interest Rates : Does It Tell About Future Inflation," Discussion Papers 0002, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
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