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Citations of
James Pesando

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  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. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Richard G. Sheehan & R.W. Hafer, 1987. "On the response of interest rates to unexpected weekly money: are policy changes important?," Working Papers 1987-005, Federal Reserve Bank of St. Louis. [Downloadable!]
    2. Daniel L. Thornton, 1989. "Tests of covered interest rate parity," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 55-66. [Downloadable!]
    3. William Poole, 1987. "Monetary Policy Lessons of recent Inflation and Disinflation," NBER Working Papers 2300, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  2. Zvi Bodie & James E. Pesando, 1986. "Retirement Annuity Design in an Inflationary Climate," NBER Working Papers 0896, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Wolfram Horneff & Raimond Maurer & Olivia Mitchell & Michael Stamos, 2007. "Money in Motion: Dynamic Portfolio Choice in Retirement," Working Papers wp152, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
      Other versions:
    2. Jeffrey R. Brown, 2000. "Differential Mortality and the Value of Individual Account Retirement Annuities," NBER Working Papers 7560, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Jeffrey R. Brown & Olivia S. Mitchell & James M. Poterba, 1999. "The Role of Real Annuities and Indexed Bonds in an Individual Accounts Retirement Program," NBER Working Papers 7005, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Jeffrey R. Brown & Olivia S. Mitchell & James M. Poterba, 2000. "Mortality Risk, Inflation Risk, and Annuity Products," NBER Working Papers 7812, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    5. Robert C. Merton & Zvi Bodie & Alan J. Marcus, 1984. "Pension Plan Integration as Insurance Against Social Security Risk," NBER Working Papers 1370, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    6. Koijen, Ralph S.J. & Nijman, Theo E. & Werker, Bas J.M., 2006. "Optimal portfolio choice with annuitization," Discussion Paper 78, Tilburg University, Center for Economic Research. [Downloadable!]

  3. James E. Pesando, 1985. "The Usefulness of the Wind-Up Measure of Pension Liabilities: A LabourMarket Perspective," NBER Working Papers 1559, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. David McCarthy, 2003. "A Lifecycle Analysis of Defined Benefit Pension Plans," Working Papers wp053, University of Michigan, Michigan Retirement Research Center. [Downloadable!]

  4. James E. Pesando, 1982. "Valuing Pensions (Annuities) with Different Types of Inflation Protection in Total Compensation Comparisons," NBER Working Papers 0956, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Steenkamp, Tom B.M. van, 1999. "Contingent claims analysis and the valuation of pension liabilities," Serie Research Memoranda 0019, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  5. James E. Pesando, 1981. "Employee Valuation of Pension Claims and the Impact of Indexing Initiatives," NBER Working Papers 0767, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Zvi Bodie & James E. Pesando, 1986. "Retirement Annuity Design in an Inflationary Climate," NBER Working Papers 0896, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Steven G. Allen & Robert L. Clark & Ann A. McDermed, 1993. "Post-Retirement Increases in Pensions in the 1980s: Did Plan Finances Matter?," NBER Working Papers 4413, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  6. James E. Pesando, 1980. "On Expectations, Term Premiums and the Volatility of Long-Term Interest Rates," NBER Working Papers 0595, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Robert J. Shiller, 1981. "The Use of Volatility Measures in Assessing Market Efficiency," NBER Working Papers 0565, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  7. James E. Pesando, 1979. "On Forecasting Interest Rates: An Efficient Markets Perspective," NBER Working Papers 0410, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Pami Dua & Nishita Raje & Satyananda Sahoo, 2004. "Interest Rate Modeling and Forecasting in India," Occasional papers 3, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
      Other versions:
    2. 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. [Downloadable!]
    3. Obermaier, Robert, 2005. "Unternehmensbewertung, Basiszinssatz und Zinsstruktur. Kapitalmarktorientierte Bestimmung des risikolosen Basiszinssatzes bei nicht-flacher Zinsstruktur," Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 408, University of Regensburg, Department of Economics. [Downloadable!]

  8. James E. Pesando, . "The Government's Role in Insuring Pensions," Pension Research Council Working Papers 94-16, Wharton School Pension Research Council, University of Pennsylvania.

    Cited by:

    1. Olivia S. Mitchell, . "Insulating Old-Age Systems from Political Risk," Pension Research Council Working Papers 98-3, Wharton School Pension Research Council, University of Pennsylvania. [Downloadable!]

Articles

  1. James E. Pesando & Pauline M. Shum, 2008. "The Auction Market For Modern Prints: Confirmations, Contradictions, And New Puzzles," Economic Inquiry, Western Economic Association International, vol. 46(2), pages 149-159, 04. [Downloadable!] (restricted)

    Cited by:

    1. William N. Goetzmann & Luc Renneboog & Christophe Spaenjers, 2009. "Art and Money," NBER Working Papers 15502, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. James E. Pesando, 2008. "Risky Assumptions: A closer Look at the Bearing of Investment Risk in Defined-Benefit Pension Plans," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 266, June. [Downloadable!]

    Cited by:

    1. Arthur J. Cockfield, 2008. "Finding Silver Linings in the Storm: An Evaluation of Recent Canada-US Crossborder Developments," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 272, September. [Downloadable!]
    2. Peter W. Hogg, 2008. "A Question of Parliamentary power: Criminal Law and the Control of Greenhouse Gas Emissions," C.D. Howe Institute Backgrounder, C.D. Howe Institute, issue 114, August. [Downloadable!]

  3. James Pesando & Pauline Shum, 1999. "The Returns to Picasso's Prints and to Traditional Financial Assets, 1977 to 1996," Journal of Cultural Economics, Springer, vol. 23(3), pages 181-190, August. [Downloadable!] (restricted)

    Cited by:

    1. Kim Oosterlinck, 2009. "The Price of Degenerate Art," Working Papers CEB 09-031.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
    2. Nicoletta Marinelli & Giulio Palomba, . "A Model for Pricing the Italian Contemporary Art Paintings at Auction," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
      Other versions:

  4. Pesando, James E, 1993. "Art as an Investment: The Market for Modern Prints," American Economic Review, American Economic Association, vol. 83(5), pages 1075-89, December. [Downloadable!] (restricted)

    Cited by:

    1. Kerr, Suzi & Sanchirico, James & Newell, Richard, 2002. "Fishing Quota Markets," Discussion Papers dp-02-20, Resources For the Future. [Downloadable!]
      Other versions:
    2. James Pesando & Pauline Shum, 1999. "The Returns to Picasso's Prints and to Traditional Financial Assets, 1977 to 1996," Journal of Cultural Economics, Springer, vol. 23(3), pages 181-190, August. [Downloadable!] (restricted)
    3. Kim Oosterlinck, 2009. "The Price of Degenerate Art," Working Papers CEB 09-031.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
    4. Jianping Mei & Michael Moses, 2002. "Art as an Investment and the Underperformance of Masterpieces," American Economic Review, American Economic Association, vol. 92(5), pages 1656-1668, December. [Downloadable!]
    5. Sanchirico, James & Newell, Richard & Papps, Kerry, 2005. "Asset Pricing in Created Markets for Fishing Quotas," Discussion Papers dp-05-46, Resources For the Future. [Downloadable!]
    6. Campos, Nauro F. & Leite Barbosa, Renata, 2008. "Paintings and Numbers: An Econometric Investigation of Sales Rates, Prices and Returns in Latin American Art Auctions," IZA Discussion Papers 3445, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    7. G. Candela & A. Scorcu, 1997. "A Price Index for Art Market Auctions," Journal of Cultural Economics, Springer, vol. 21(3), pages 175-196, September. [Downloadable!] (restricted)
    8. Richard J. Agnello, 2002. "Investment Returns and Risk for Art: Evidence from Auctions of American Paintings," Eastern Economic Journal, Eastern Economic Association, vol. 28(4), pages 443-463, Fall. [Downloadable!]
    9. Olivier Chanel & Louis-André Gérard-Varet & Victor Ginsburgh, 1996. "The relevance of hedonic price indices," Journal of Cultural Economics, Springer, vol. 20(1), pages 1-24, March. [Downloadable!] (restricted)
    10. Alan Beggs & Kathryn Graddy, 2008. "Failure to meet the reserve price: the impact on returns to art," Journal of Cultural Economics, Springer, vol. 32(4), pages 301-320, December. [Downloadable!] (restricted)
      Other versions:
    11. Elisabetta Lazzaro, 2006. "Assessing Quality in Cultural Goods: The Hedonic Value of Originality in Rembrandt's Prints," Journal of Cultural Economics, Springer, vol. 30(1), pages 15-40, March. [Downloadable!] (restricted)
    12. Orley Ashenfelter & Kathryn Graddy, 2002. "Art Auctions: A Survey of Empirical Studies," NBER Working Papers 8997, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    13. G. Candela & P. Figini & A. E. Scorcu, 2003. "Price indices for artists - A proposal," Working Papers 491, Dipartimento Scienze Economiche, Universita' di Bologna. [Downloadable!]
      Other versions:
    14. Bruno Frey, 1997. "Art Markets and Economics: Introduction," Journal of Cultural Economics, Springer, vol. 21(3), pages 165-173, September. [Downloadable!] (restricted)
    15. Richard Agnello & Renée Pierce, 1996. "Financial returns, price determinants, and genre effects in American art investment," Journal of Cultural Economics, Springer, vol. 20(4), pages 359-383, December. [Downloadable!] (restricted)
    16. Kathryn Graddy & Orley Ashenfelter, 2002. "Auctions and the Price of Art," Economics Series Working Papers 131, University of Oxford, Department of Economics. [Downloadable!]
      Other versions:
    17. Bruno S. Frey, . "Art Fakes - What Fakes? An Economic View," IEW - Working Papers iewwp014, Institute for Empirical Research in Economics - IEW. [Downloadable!]
    18. James Pesando & Pauline Shum, 2007. "The law of one price, noise and “irrational exuberance”: the auction market for Picasso prints," Journal of Cultural Economics, Springer, vol. 31(4), pages 263-277, December. [Downloadable!] (restricted)
    19. Guido Candela & Antonello Scorcu, 2001. "In Search of Stylized Facts on Art Market Prices: Evidence from the Secondary Market for Prints and Drawings in Italy," Journal of Cultural Economics, Springer, vol. 25(3), pages 219-231, August. [Downloadable!] (restricted)
    20. Robert Ekelund & Rand Ressler & John Watson, 1998. "Estimates, Bias and “No Sales” in Latin-American Art Auctions, 1977–1996," Journal of Cultural Economics, Springer, vol. 22(1), pages 33-42, March. [Downloadable!] (restricted)
    21. Sebastian Edwards, 2004. "The Economics of Latin American Art: Creativity Patterns and Rates of Return," NBER Working Papers 10302, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    22. Merijn Rengers & Olav Velthuis, 2002. "Determinants of Prices for Contemporary Art in Dutch Galleries, 1992–1998," Journal of Cultural Economics, Springer, vol. 26(1), pages 1-28, February. [Downloadable!] (restricted)
    23. Finn R. Førsund & Roberto Zanola, 2001. "Selling Picasso paintings: the efficiency of auction houses," ICER Working Papers 07-2001, ICER - International Centre for Economic Research. [Downloadable!]
    24. Leslie Singer & Gary Lynch, 1997. "Are Multiple Art Markets Rational?," Journal of Cultural Economics, Springer, vol. 21(3), pages 197-218, September. [Downloadable!] (restricted)
    25. Nicoletta Marinelli & Giulio Palomba, . "A Model for Pricing the Italian Contemporary Art Paintings at Auction," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
      Other versions:
    26. Lucio Picci & Antonello Scorcu, 2003. "Bidders' and Sellers' Strategies in Sequential Auctions. New Evidence about the Afternoon Effect," Empirica, Springer, vol. 30(2), pages 163-178, June. [Downloadable!] (restricted)
    27. Andrew C. Worthington & Helen Higgs, 2003. "Risk, return and portfolio diversification in major painting markets: The application of conventional financial analysis to unconventional investments," School of Economics and Finance Discussion Papers and Working Papers Series 148, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
    28. Helen Higgs & Andrew C Worthington, 2004. "Financial returns and price determinants in the Australian art market, 1973-2003," School of Economics and Finance Discussion Papers and Working Papers Series 184, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
    29. William N. Goetzmann & Luc Renneboog & Christophe Spaenjers, 2009. "Art and Money," NBER Working Papers 15502, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    30. Erdal Atukeren & Aylin Seçkin, 2007. "On the valuation of psychic returns to art market investments," Economics Bulletin, Economics Bulletin, vol. 26(5), pages 1-12. [Downloadable!]
    31. Richard J. Agnello, 2006. "Do U.S. Paintings Follow the CAPM? Findings Disaggregated by Subject, Artist, and Value of the Work," Working Papers 06-02, University of Delaware, Department of Economics. [Downloadable!]

  5. Morley Gunderson & James Pesando & Douglas Hyatt, 1992. "Wage-pension trade-offs in collective agreements," Industrial and Labor Relations Review, ILR Review, ILR School, Cornell University, vol. 46(1), pages 146-160, October.

    Cited by:

    1. Antonis Adam, 2004. "Macroeconomic Effects of Social Security Privatization in a Small Unionized Economy," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    2. Erwin Ooghe & Erik Schokkaert & Jef Flechet, 2003. "The Incidence of Social Security Contributions: An Empirical Analysis," Empirica, Springer, vol. 30(2), pages 81-106, June. [Downloadable!] (restricted)
    3. Robert L. Clark & Joseph F. Quinn, 1999. "Effects of Pensions on Labor Markets and Retirement," Boston College Working Papers in Economics 431, Boston College Department of Economics. [Downloadable!]

  6. James E. Pesando & Morley Gunderson & John McLaren, 1991. "Pension Benefits and Male-Female Wage Differentials," Canadian Journal of Economics, Canadian Economics Association, vol. 24(3), pages 536-50, August. [Downloadable!] (restricted)

    Cited by:

    1. Janet Currie, 1993. "Gender Gaps in Benefits Coverage," NBER Working Papers 4265, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  7. James E. Pesando & Morley Gunderson, 1988. "Retirement Incentives Contained in Occupational Pension Plans and Their Implications for the Mandatory Retirement Debate," Canadian Journal of Economics, Canadian Economics Association, vol. 21(2), pages 244-64, May. [Downloadable!] (restricted)

    Cited by:

    1. Michael Baker & Jonathan Gruber & Kevin Milligan, 2001. "The Retirement Incentive Effects of Canada's Income Security Programs," Social and Economic Dimensions of an Aging Population Research Papers 65, McMaster University. [Downloadable!]
      Other versions:
    2. Morley Gunderson & James E. Pesando, 1988. "The Case for Allowing Mandatory Retirement," Canadian Public Policy, University of Toronto Press, vol. 14(1), pages 32-39, March. [Downloadable!] (restricted)
    3. James E. Pesando, 2008. "Risky Assumptions: A closer Look at the Bearing of Investment Risk in Defined-Benefit Pension Plans," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 266, June. [Downloadable!]

  8. 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. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  9. James E. Pesando & Stuart M. Turnbull, 1985. "Mortgage Rate Insurance and the Canadian Mortgage Market: Some Further Reflections," Canadian Public Policy, University of Toronto Press, vol. 11(1), pages 115-117, March. [Downloadable!] (restricted)

    Cited by:

    1. Keith P. Sharp, 1986. "Mortgage Rate Insurance in Canada," Canadian Public Policy, University of Toronto Press, vol. 12(3), pages 432-437, September. [Downloadable!] (restricted)

  10. Pesando, James E, 1985. " The Usefulness of the Wind-Up Measure of Pension Liabilities: A Labor Market Perspective," Journal of Finance, American Finance Association, vol. 40(3), pages 927-40, July. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  11. James E. Pesando, 1984. "Valuing Pensions (Annuities) with Different Types of Inflation Protection in Total Compensation Comparisons," Canadian Journal of Economics, Canadian Economics Association, vol. 17(3), pages 569-87, August. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  12. Pesando, James E, 1984. "Employee Evaluation of Pension Claims and the Impact of Indexing Initiatives," Economic Inquiry, Oxford University Press, vol. 22(1), pages 1-17, January.
    Other versions:

    See citations under working paper version above.

  13. Pesando, James E., 1983. "On expectations, term premiums and the volatility of long-term interest rates," Journal of Monetary Economics, Elsevier, vol. 12(3), pages 467-474, September. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  14. Pesando, James E, 1982. " Investment Risk, Bankruptcy Risk, and Pension Reform in Canada," Journal of Finance, American Finance Association, vol. 37(3), pages 741-49, June. [Downloadable!] (restricted)

    Cited by:

    1. Jeffrey R. Brown, 2007. "Guaranteed Trouble: The Economic Effects of the Pension Benefit Guaranty Corporation," NBER Working Papers 13438, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Kent Smetters, 2002. "Controlling the Cost of Minimum Benefit Guarantees in Public Pension Conversions," NBER Working Papers 8732, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. James E. Pesando, 1986. "Discontinuities in Pension Benefit Formulas and the Spot Model of the Labor Market: Implications for Financial Economists," NBER Working Papers 1795, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  15. Pesando, James E., 1981. "On forecasting interest rates : An efficient markets perspective," Journal of Monetary Economics, Elsevier, vol. 8(3), pages 305-318. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  16. Morley Gunderson & James E. Pesando, 1980. "Eliminating Mandatory Retirement: Economics and Human Rights," Canadian Public Policy, University of Toronto Press, vol. 6(2), pages 352-360, Spring. [Downloadable!] (restricted)

    Cited by:

    1. Morley Gunderson & James E. Pesando, 1988. "The Case for Allowing Mandatory Retirement," Canadian Public Policy, University of Toronto Press, vol. 14(1), pages 32-39, March. [Downloadable!] (restricted)
    2. Joonmo Cho & Sunwoong Kim, 2005. "On using mandatory retirement to reduce workforce in korea," International Economic Journal, Korean International Economic Association, vol. 19(2), pages 283-303, June. [Downloadable!] (restricted)
    3. Thomas Flanagan, 1985. "Policy-making by Exegesis: The Abolition of 'Mandatory Retirement' in Manitoba," Canadian Public Policy, University of Toronto Press, vol. 11(1), pages 40-53, March. [Downloadable!] (restricted)

  17. Pesando, James E, 1979. "On the Random Walk Characteristics of Short- and Long-Term Interest Rates in an Efficient Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 11(4), pages 457-66, November. [Downloadable!] (restricted)

    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. [Downloadable!] (restricted)
      Other versions:
    2. Kelly, Logan J, 2008. "The Currency Equivalent Index and the Current Stock of Money," MPRA Paper 7176, University Library of Munich, Germany. [Downloadable!]
    3. V. Vance Roley & Carl E. Walsh, 1984. "Unanticipated Money and Interest Rates," NBER Working Papers 1278, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. 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. [Downloadable!] (restricted)
    5. Hamid Hasan, 1999. "Fisher Effect in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 38(2), pages 153-166. [Downloadable!]
    6. 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. [Downloadable!]
    7. Kelly, Logan, 2007. "Measuring the Economic Stock of Money," MPRA Paper 4914, University Library of Munich, Germany. [Downloadable!]

  18. Pesando, James E, 1978. "On the Efficiency of the Bond Market: Some Canadian Evidence," Journal of Political Economy, University of Chicago Press, vol. 86(6), pages 1057-76, December. [Downloadable!] (restricted)

    Cited by:

    1. Peter S. Spiro, 1984. "Exchange Rate Risk and the Cost of Foreign Capital," Canadian Public Policy, University of Toronto Press, vol. 10(1), pages 54-63, March. [Downloadable!] (restricted)
    2. David S. Jones & V. Vance Roley, 1984. "Rational Expectations, the Expectations Hypothesis, and Treasury Bill Yields: An Econometric Analysis," NBER Working Papers 0869, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Christopher Ragan, . "Deriving Agents' Inflation Forecasts from the Term Structure of Interest Rates," Working Papers 95-1, Bank of Canada. [Downloadable!]
      Other versions:
    4. James E. Pesando, 1979. "On Forecasting Interest Rates: An Efficient Markets Perspective," NBER Working Papers 0410, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    5. V. Vance Roley, 1983. "Asset Substitutability and the Impact of Federal Deficits," NBER Working Papers 1082, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. 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. [Downloadable!]
    7. Kroon, E.P., 1991. "Bond market efficiency : some Dutch evidence," Serie Research Memoranda 0045, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  19. Pesando, James E & Yatchew, Adonis, 1977. "Real versus Nominal Interest Rates and the Demand for Consumer Durables in Canada," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 9(3), pages 428-36, August. [Downloadable!] (restricted)

    Cited by:

    1. Marie-Gabriel Foggea & Pierre Villa, 2002. "Le concept de coût d'usage Putty-Clay des biens durables," Working Papers 2002-09, CEPII research center. [Downloadable!]

  20. Carr, Jack L & Pesando, James E & Smith, Lawrence B, 1976. "Tax Effects, Price Expectations and the Nominal Rate of Interest," Economic Inquiry, Oxford University Press, vol. 14(2), pages 259-69, June.

    Cited by:

    1. John H. Makin, 1984. "A Fiscal Framework for Analysis of Interest Rate Behavior in Open Economies," NBER Working Papers 1355, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  21. James E. Pesando, 1975. "The Impact of the Conversion Loan on the Term Structure of Interest Rates in Canada: Some Additional Evidence," Canadian Journal of Economics, Canadian Economics Association, vol. 8(2), pages 281-88, May. [Downloadable!] (restricted)

    Cited by:

    1. Pierre Siklos, 2007. "Revisiting the Coyne Affair: A Singular Event That Changed the Course of Canadian Monetary History," Working Papers eg0047, Wilfrid Laurier University, Department of Economics, revised 2007. [Downloadable!]

  22. Pesando, James E, 1975. "Determinants of Term Premiums in the Market for United States Treasury Bills," Journal of Finance, American Finance Association, vol. 30(5), pages 1317-27, December. [Downloadable!] (restricted)

    Cited by:

    1. Matteo Modena, 2008. "An Empirical Analysis of the Curvature Factor of the Term Structure of Interest Rates," Working Papers 2008_35, Department of Economics, University of Glasgow. [Downloadable!]
      Other versions:
    2. David S. Jones & V. Vance Roley, 1984. "Rational Expectations, the Expectations Hypothesis, and Treasury Bill Yields: An Econometric Analysis," NBER Working Papers 0869, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Robert J. Shiller & J. Huston McCulloch, 1987. "The Term Structure of Interest Rates," NBER Working Papers 2341, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Matteo Modena, 2008. "The Term Structure and the Expectations Hypothesis: a Threshold Model," Working Papers 2008_36, Department of Economics, University of Glasgow. [Downloadable!]
      Other versions:
    5. Anonymous, 1993. "Expectations and the term structure of interest rates," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 56, December. [Downloadable!]
    6. Benjamin M. Friedman, 1980. "Price Inflation, Portfolio Choice, and Nominal Interest Rates," NBER Working Papers 0235, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. Modena, Matteo, 2008. "Yield curve, time varying term premia, and business cycle fluctuations," MPRA Paper 8873, University Library of Munich, Germany. [Downloadable!]

  23. Pesando, James E, 1975. "A Note on the Rationality of the Livingston Price Expectations," Journal of Political Economy, University of Chicago Press, vol. 83(4), pages 849-58, August. [Downloadable!] (restricted)

    Cited by:

    1. Visser, H., 1989. "Rational expectations and new classical macroeconomics," Serie Research Memoranda 0008, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    2. William D. Nordhaus & Steven N. Durlauf, 1984. "Empirical Tests of the Rationality of Economic Forecasters: A Fixed Horizons Approach," Cowles Foundation Discussion Papers 717R, Cowles Foundation, Yale University, revised May 1985. [Downloadable!]
    3. Victor Zarnowitz, 1984. "Business Cycles Analysis and Expectational Survey Data," NBER Working Papers 1378, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Dean Croushore, 1997. "The Livingston Survey: still useful after all these years," Business Review, Federal Reserve Bank of Philadelphia, issue Mar, pages 15-27. [Downloadable!]
    5. Thomas Urich & Paul Wachtel, 1984. "The Structure of Expectations of the Weekly Money Supply Announcement," NBER Working Papers 1090, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Sterman, John., 1986. "Expectation formation in behavioral simulation models," Working papers 1826-86., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
    7. David S. Jones & V. Vance Roley, 1984. "Rational Expectations, the Expectations Hypothesis, and Treasury Bill Yields: An Econometric Analysis," NBER Working Papers 0869, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    8. Allan Timmermann & Andrew J. Patton, 2004. "Properties of Optimal Forecasts," Econometric Society 2004 North American Winter Meetings 234, Econometric Society. [Downloadable!]
      Other versions:
    9. Jordi Pons-Novell, 2003. "Strategic bias, herding behaviour and economic forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(1), pages 67-77. [Downloadable!]
    10. Rodney L. Jacobs, 1978. "An Examination of the Economic and Muthian Rationality of Price Level Forecasts," UCLA Economics Working Papers 135A, UCLA Department of Economics. [Downloadable!]
    11. Lawrence H. Summers, 1981. "Inflation and the Valuation of Corporate Equities," NBER Working Papers 0824, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    12. Burton, Diana M. & Love, H. Alan, 1996. "A Review Of Alternative Expectations Regimes In Commodity Markets: Specification, Estimation, And Hypothesis Testing Using Structural Models," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 25(2), October. [Downloadable!]
    13. Andrew B. Abel & Frederic S. Mishkin, 1983. "An Integrated View of Tests of Rationality, Market Efficiency, and the Short-Run Neutrality of Monetary Policy," NBER Working Papers 0726, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    14. E. Levy & A.R. Nobay, 1988. "On Evaluating Speculative Efficiency in Forward Markets," University of California at Los Angeles, Anderson Graduate School of Management 1191, Anderson Graduate School of Management, UCLA. [Downloadable!]
    15. 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. [Downloadable!] (restricted)
    16. Lawrence H. Summers, 1984. "Observations on the Indexation of Old Age Pensions," NBER Working Papers 1023, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    17. Elliott, Graham & Komunjer, Ivana & Timmermann, Allan G, 2003. "Estimating Loss Function Parameters," CEPR Discussion Papers 3821, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    18. Benjamin M. Friedman, 1980. "Survey Evidence on The Rationality of Interest Rate Expectations," NBER Working Papers 0261, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    19. Michael P. Keane & David E. Runkle, 1989. "Are economic forecasts rational?," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr, pages 26-33. [Downloadable!]
    20. Bierens, H.J., 1986. "Armax model specification testing, with an application to unemployment in the Netherlands," Serie Research Memoranda 0026, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
      Other versions:
    21. James Chan-Lee, 1980. "A review of recent work in the area of inflationary expectations," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 116(1), pages 45-86, March. [Downloadable!] (restricted)

  24. Pesando, James E, 1974. "The Supply of Money and Common Stock Prices: Further Observations on the Econometric Evidence," Journal of Finance, American Finance Association, vol. 29(3), pages 909-21, June. [Downloadable!] (restricted)

    Cited by:

    1. Sara Alatiqi & Shokoofeh Fazel, . "Can Money Supply Predict Stock Prices?," Journal for Economic Educators, Middle Tennessee State University, Business and Economic Research Center. [Downloadable!]

  25. Pesando, James E, 1974. "The Interest Sensitivity of the Flow of Funds through Life Insurance Companies: An Econometric Analysis," Journal of Finance, American Finance Association, vol. 29(4), pages 1105-21, September. [Downloadable!] (restricted)

    Cited by:

    1. Timothy Q. Cook & Patric H. Hendershott, 1977. "The risk-free U.S. bond rate : errors in construction and use in econometric work," Working Paper 77-03, Federal Reserve Bank of Richmond. [Downloadable!]

Chapters

  1. Zvi Bodie & James E. Pesando, 1983. "Retirement Annuity Design in an Inflationary Climate," NBER Chapters, in: Financial Aspects of the United States Pension System, pages 291-324 National Bureau of Economic Research, Inc. [Downloadable!]
    Other versions:

    See citations under working paper version above.Sorry, no citations of chapters recorded.

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