Interest Rates and Prices in the Long Run: A Study of the Gibson Paradox
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
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.)
Contact details of provider:
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.
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Coulombe, Serge, 1998. "A Non-Paradoxical Interpretation of the Gibson Paradox," Working Papers 98-22, Bank of Canada.
- 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.
- 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.
- Robert B. Barsky, 1986. "The Fisher Hypothesis and the Forecastability and Persistence of Inflation," NBER Working Papers 1927, National Bureau of Economic Research, Inc.
- 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.
- Robert B. Barsky & Lawrence H. Summers, 1990.
"Gibson's Paradox and the Gold Standard,"
NBER Working Papers
1680, National Bureau of Economic Research, Inc.
- Halicioglu, Ferda, 2004. "The Gibson Paradox: An Empirical Investigation for Turkey," MPRA Paper 3556, University Library of Munich, Germany.
- 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).
If references are entirely missing, you can add them using this form.