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Commodity Price Expectations and the Interest Rate

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  • Sargent, Thomas J

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Bibliographic Info

Article provided by MIT Press in its journal Quarterly Journal of Economics.

Volume (Year): 83 (1969)
Issue (Month): 1 (February)
Pages: 127-40

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Handle: RePEc:tpr:qjecon:v:83:y:1969:i:1:p:127-40

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Web page: http://mitpress.mit.edu/journals/

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Cited by:
  1. Benjamin M. Friedman, 1978. "Price Inflation, Portfolio Choice, and Nominal Interest Rates," NBER Working Papers 0235, National Bureau of Economic Research, Inc.
  2. Guillaume Guerrero & Nicolas Million, 2004. "The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model," Computing in Economics and Finance 2004 133, Society for Computational Economics.
  3. "Kama, Kunio", 1981. "The Determination of Interest Rates in Japan, 1967-1978," Economic Review, Hitotsubashi University, vol. 32(1), pages 21-33, January.
  4. Yash P. Mehra, 1994. "An error-correction model of the long-term bond rate," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 49-68.
  5. Guillaume Guerrero & Nicolas Million, 2004. "Instabilité de la courbe de Phillips aux Etats-Unis : un modèle explicatif à changements de régimes," Cahiers de la Maison des Sciences Economiques v04048, Université Panthéon-Sorbonne (Paris 1).
  6. Chakraborty, Lekha, 2012. "Determination of Interest Rate in India: Empirical Evidence on Fiscal Deficit-Interest Links and Financial Crowding Out," Working Papers 12/110, National Institute of Public Finance and Policy.
  7. Georges Prat & Remzi Uctum, 2010. "Anticipations, prime de risque et structure par terme des taux d’intérêt : une analyse des comportements d’experts," Discussion Papers (REL - Recherches Economiques de Louvain) 2010024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  8. Yash P. Mehra, 1995. "Some key empirical determinants of short-term nominal interest rates," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 33-51.
  9. Yash P. Mehra, 1992. "Deficits and long-term interest rates: an empirical note," Working Paper 92-02, Federal Reserve Bank of Richmond.
  10. Lekha S. Chakraborty, 2012. "Interest Rate Determination in India: Empirical Evidence on Fiscal Deficit--Interest Rate Linkages and Financial Crowding Out," Economics Working Paper Archive wp_744, Levy Economics Institute.
  11. Thomas M. Humphrey, 1975. "Interest rates, expectations, and the Wicksellian policy rule," Working Paper 75-02, Federal Reserve Bank of Richmond.
  12. Bruno Ducoudré, 2005. "Fiscal policy and interest rates," Documents de Travail de l'OFCE 2005-08, Observatoire Francais des Conjonctures Economiques (OFCE).
  13. Hrishikesh Vinod & Lekha S. Chakraborty & Honey Karun, 2014. "If Deficits Are Not the Culprit, What Determines Indian Interest Rates? An Evaluation Using the Maximum Entropy Bootstrap Method," Economics Working Paper Archive wp_811, Levy Economics Institute.

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