Interest rates and prices in the long run: a study of the Gibson paradox
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Bibliographic InfoPaper provided by Federal Reserve Bank of Minneapolis in its series Working Papers with number 75.
Date of creation: 1971
Date of revision:
Other versions of this item:
- Sargent, Thomas J, 1973. "Interest Rates and Prices in the Long Run: A Study of the Gibson Paradox," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 5(1), pages 385-449, Part II F.
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- Barsky, Robert B & Summers, Lawrence H, 1988.
"Gibson's Paradox and the Gold Standard,"
Journal of Political Economy,
University of Chicago Press, vol. 96(3), pages 528-50, June.
- Paul Evans & Xiaojun Wang, 2005.
"A Tale of Two Effects,"
200506, University of Hawaii at Manoa, Department of Economics.
- 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,"
Society for Computational Economics, vol. 29(3), pages 425-425, May.
- 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, Society for Computational Economics, vol. 26(3), pages 69-102, November.
- Robert B. Barsky, 1986.
"The Fisher Hypothesis and the Forecastability and Persistence of Inflation,"
NBER Working Papers
1927, National Bureau of Economic Research, Inc.
- 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.
- Halicioglu, Ferda, 2004. "The Gibson Paradox: An Empirical Investigation for Turkey," MPRA Paper 3556, University Library of Munich, Germany.
- 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.
- 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.
- Coulombe, Serge, 1998. "A Non-Paradoxical Interpretation of the Gibson Paradox," Working Papers 98-22, Bank of Canada.
- 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.
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