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What Do Regressions of Interest on Inflation Show?

In: Annals of Economic and Social Measurement, Volume 2, number 3

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  • Thomas J. Sargent

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  • Thomas J. Sargent, 1973. "What Do Regressions of Interest on Inflation Show?," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 2, number 3, pages 289-301, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:9905
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    References listed on IDEAS

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    1. Thomas J. Sargent, 1972. "Anticipated Inflation and the Nominal Rate of Interest," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 86(2), pages 212-225.
    2. Gibson, William E, 1970. "Price Expectations Effects on Interest Rates," Journal of Finance, American Finance Association, vol. 25(1), pages 19-34, March.
    3. Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-552, September.
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    Cited by:

    1. Pelaez, Rolando F., 1995. "The Fisher effect: Reprise," Journal of Macroeconomics, Elsevier, vol. 17(2), pages 333-346.
    2. Lester D. Taylor, 1974. "Price Expectations and Households' Demand for Financial Assets," NBER Chapters, in: Explorations in Economic Research, Volume 1, number 2, pages 258-339, National Bureau of Economic Research, Inc.
    3. Lawrence H. Summers, 1982. "The Nonadjustment of Nominal Interest Rates: A Study of the Fisher Effect," NBER Working Papers 0836, National Bureau of Economic Research, Inc.
    4. Benjamin Klein, 1975. "Our New Monetary Standard: The Measurement and Effects of Price Uncertainty," UCLA Economics Working Papers 062, UCLA Department of Economics.

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