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Have money-stock fluctuations had a liquidity effect on expected real interest rates?

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Author Info

  • Behzad T. Diba
  • Seonghwan Oh

Abstract

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Bibliographic Info

Paper provided by Federal Reserve Bank of Philadelphia in its series Working Papers with number 88-19.

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Date of creation: 1988
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Handle: RePEc:fip:fedpwp:88-19

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Related research

Keywords: Interest rates ; Money supply ; Liquidity (Economics);

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References

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  1. Mishkin, Frederic S., 1981. "The real interest rate: An empirical investigation," Carnegie-Rochester Conference Series on Public Policy, Elsevier, Elsevier, vol. 15(1), pages 151-200, January.
  2. Robert B. Barsky, 1986. "The Fisher Hypothesis and the Forecastability and Persistence of Inflation," NBER Working Papers 1927, National Bureau of Economic Research, Inc.
  3. Diba, Behzad T & Oh, Seonghwan, 1991. "Money, Output, and the Expected Real Interest Rate," The Review of Economics and Statistics, MIT Press, MIT Press, vol. 73(1), pages 10-17, February.
  4. Newey, Whitney & West, Kenneth, 2014. "A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix," Applied Econometrics, Publishing House "SINERGIA PRESS", Publishing House "SINERGIA PRESS", vol. 33(1), pages 125-132.
  5. Maurice Obstfeld & Robert E. Cumby & John Huizinga, 1983. "Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0011, National Bureau of Economic Research, Inc.
  6. Robert J. Shiller, 1979. "Can the Fed Control Real Interest Rates?," NBER Working Papers 0348, National Bureau of Economic Research, Inc.
  7. Martin Eichenbaum & Kenneth I. Singleton, 1986. "Do Equilibrium Real Business Cycle Theories Explain Postwar U.S. Business Cycles?," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER Macroeconomics Annual 1986, Volume 1, pages 91-146 National Bureau of Economic Research, Inc.
  8. Litterman, Robert B & Weiss, Laurence M, 1985. "Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data," Econometrica, Econometric Society, Econometric Society, vol. 53(1), pages 129-56, January.
  9. Sims, Christopher A, 1980. "Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered," American Economic Review, American Economic Association, American Economic Association, vol. 70(2), pages 250-57, May.
  10. John F. Boschen & Leonard O. Mills, 1987. "Tests of the relation between money and output in the real business cycle model," Working Papers, Federal Reserve Bank of Philadelphia 87-14, Federal Reserve Bank of Philadelphia.
  11. Evans, G B A & Savin, N E, 1984. "Testing for Unit Roots: 2," Econometrica, Econometric Society, Econometric Society, vol. 52(5), pages 1241-69, September.
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