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

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  • 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. Diba, Behzad T & Oh, Seonghwan, 1991. "Money, Output, and the Expected Real Interest Rate," The Review of Economics and Statistics, MIT Press, vol. 73(1), pages 10-17, February.
  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. 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.
  4. Newey, Whitney K & West, Kenneth D, 1987. "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, Econometric Society, vol. 55(3), pages 703-08, May.
  5. Robert J. Shiller, 1980. "Can the Fed Control Real Interest Rates?," NBER Chapters, in: Rational Expectations and Economic Policy, pages 117-167 National Bureau of Economic Research, Inc.
  6. Robert B. Litterman & Laurence Weiss, 1983. "Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data," NBER Working Papers 1077, National Bureau of Economic Research, Inc.
  7. John F. Boschen & Leonard O. Mills, 1987. "Tests of the relation between money and output in the real business cycle model," Working Papers 87-14, Federal Reserve Bank of Philadelphia.
  8. Sims, Christopher A, 1980. "Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered," American Economic Review, American Economic Association, vol. 70(2), pages 250-57, May.
  9. Cumby, Robert E. & Huizinga, John & Obstfeld, Maurice, 1983. "Two-step two-stage least squares estimation in models with rational expectations," Journal of Econometrics, Elsevier, vol. 21(3), pages 333-355, April.
  10. Martin Eichenbaum & Kenneth I. Singleton, 1986. "Do Equilibrium Real Business Cycle Theories Explain Postwar U.S. Business Cycles?," NBER Chapters, in: NBER Macroeconomics Annual 1986, Volume 1, pages 91-146 National Bureau of Economic Research, Inc.
  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.
  12. Frydman, Roman, 1986. "Are the Cross-Equation Restrictions Imposed in the Rational Expectations Models Valid?," Working Papers, C.V. Starr Center for Applied Economics, New York University 86-07, C.V. Starr Center for Applied Economics, New York University.
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