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Interest rates and prices in the long run: a study of the Gibson paradox

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Thomas J. Sargent

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Paper provided by Federal Reserve Bank of Minneapolis in its series Working Papers with number 75.

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Date of creation: 1971
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Handle: RePEc:fip:fedmwp:75

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Keywords: Interest rates;

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  1. Coulombe, Serge, 1998. "A Non-Paradoxical Interpretation of the Gibson Paradox," Working Papers 98-22, Bank of Canada. [Downloadable!]
  2. Jan Kodera & Karel Sladký & Miloslav Vošvrda, 2007. "Neokeynesian and Neoclassical Macroeconomic Models: Stability and Lyapunov Experiments," AUCO Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 1(3), pages 302-311, November. [Downloadable!]
  3. 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," Computational Economics, Springer, vol. 26(3), pages 69-102, November. [Downloadable!] (restricted)
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  4. Paul Evans & Xiaojun Wang, 2005. "A Tale of Two Effects," Working Papers 200506, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
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  5. Robert B. Barsky & Lawrence H. Summers, 1990. "Gibson's Paradox and the Gold Standard," NBER Working Papers 1680, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. Halicioglu, Ferda, 2004. "The Gibson Paradox: An Empirical Investigation for Turkey," MPRA Paper 3556, University Library of Munich, Germany. [Downloadable!]
  7. Gillman, Max & Cziráky, Dario, 2005. "Money Demand in an EU Accession Country: A VECM Study of Croatia," Cardiff Economics Working Papers E2005/7, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]
    Other versions:
  8. Robert B. Barsky, 1986. "The Fisher Hypothesis and the Forecastability and Persistence of Inflation," NBER Working Papers 1927, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
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