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About Economic Inequality Author info | Abstract | Publisher info | Download info | Related research | Statistics Colin Simkin
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Paper provided by University of Sydney, Department of Economics in its series Working Papers with number
9803.
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Date of creation: Feb 1998Date of revision:
Handle: RePEc:wop:syecwp:9803Contact details of provider: Postal: Department of Economics The University of Sydney N.S.W. 2006, Australia Phone: 61 +2 9351 5055 Fax: 61 +2 9351 4341 Email: Web page: http://www.usyd.edu.au/su/econ/welcome.htm More information through EDIRC
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Keywords: References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.:
Breeden, Douglas T., 1979.
"An intertemporal asset pricing model with stochastic consumption and investment opportunities ,"
Journal of Financial Economics ,
Elsevier, vol. 7(3), pages 265-296, September.
[Downloadable!] (restricted)
Merton, Robert C, 1973.
"An Intertemporal Capital Asset Pricing Model ,"
Econometrica ,
Econometric Society, vol. 41(5), pages 867-87, September.
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Fisher, Lance A. & Richardson, Paul A., 1992.
"Stochastic trends in consumption and the term structure of interest rates ,"
Journal of Macroeconomics ,
Elsevier, vol. 14(2), pages 289-304.
[Downloadable!] (restricted)
Estrella, Arturo & Hardouvelis, Gikas A, 1991.
" The Term Structure as a Predictor of Real Economic Activity ,"
Journal of Finance ,
American Finance Association, vol. 46(2), pages 555-76, June.
[Downloadable!] (restricted)
Other versions: Ben Bernanke, 1990.
"On the Predictive Power of Interest Rates and Interest Rate Spreads ,"
NBER Working Papers
3486, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Benjamin M. Friedman & Kenneth N. Kuttner, 1991.
"Why does the paper-bill spread predict real economic activity? ,"
Working Paper Series, Macroeconomic Issues
91-16, Federal Reserve Bank of Chicago.
Other versions:
Benjamin M. Friedman & Kenneth N. Kuttner, 1994.
"Why Does the Paper-Bill Spread Predict Real Economic Activity? ,"
NBER Working Papers
3879, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Benjamin M. Friedman & Kenneth Kuttner, 1993.
"Why Does the Paper-Bill Spread Predict Real Economic Activity? ,"
NBER Chapters ,
in: Business Cycles, Indicators and Forecasting, pages 213-254
National Bureau of Economic Research, Inc.
[Downloadable!] Lutkepohl, Helmut & Reimers, Hans-Eggert, 1992.
"Granger-causality in cointegrated VAR processes The case of the term structure ,"
Economics Letters ,
Elsevier, vol. 40(3), pages 263-268, November.
[Downloadable!] (restricted)
Brock, William A., 1980.
"Asset Prices in a Production Economy ,"
Working Papers
275, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
Other versions: Salyer, Kevin D., 1994.
"The term structure of interest rates within a production economy: A parametric example ,"
Journal of Macroeconomics ,
Elsevier, vol. 16(4), pages 729-734.
[Downloadable!] (restricted)
Lucas, Robert E, Jr, 1978.
"Asset Prices in an Exchange Economy ,"
Econometrica ,
Econometric Society, vol. 46(6), pages 1429-45, November.
[Downloadable!] (restricted)
Philip Lowe, 1992.
"The Term Structure of Interest Rates, Real Activity and Inflation ,"
RBA Research Discussion Papers
rdp9204, Reserve Bank of Australia.
[Downloadable!]
Bernanke, Ben S & Blinder, Alan S, 1992.
"The Federal Funds Rate and the Channels of Monetary Transmission ,"
American Economic Review ,
American Economic Association, vol. 82(4), pages 901-21, September.
[Downloadable!] (restricted)
Other versions: Bennett T. McCallum, 1990.
"Real Business Cycle Models ,"
NBER Working Papers
2480, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Chen, Nai-Fu, 1991.
" Financial Investment Opportunities and the Macroeconomy ,"
Journal of Finance ,
American Finance Association, vol. 46(2), pages 529-54, June.
[Downloadable!] (restricted)
Lakshman Alles, 1995.
"The Australian Term Structure as a Predictor of Real Economic Activity ,"
Australian Economic Review ,
The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 28(4), pages 71-85.
[Downloadable!] (restricted)
Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1985.
"A Theory of the Term Structure of Interest Rates ,"
Econometrica ,
Econometric Society, vol. 53(2), pages 385-407, March.
[Downloadable!] (restricted)
Kydland, Finn E & Prescott, Edward C, 1982.
"Time to Build and Aggregate Fluctuations ,"
Econometrica ,
Econometric Society, vol. 50(6), pages 1345-70, November.
[Downloadable!] (restricted)
Other versions: Harvey, Campbell R., 1988.
"The real term structure and consumption growth ,"
Journal of Financial Economics ,
Elsevier, vol. 22(2), pages 305-333, December.
[Downloadable!] (restricted)
Campbell, John Y., 1994.
"Inspecting the mechanism: An analytical approach to the stochastic growth model ,"
Journal of Monetary Economics ,
Elsevier, vol. 33(3), pages 463-506, June.
[Downloadable!] (restricted)
Other versions: Balvers, Ronald J & Cosimano, Thomas F & McDonald, Bill, 1990.
" Predicting Stock Returns in an Efficient Market ,"
Journal of Finance ,
American Finance Association, vol. 45(4), pages 1109-28, September.
[Downloadable!] (restricted)
Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1985.
"An Intertemporal General Equilibrium Model of Asset Prices ,"
Econometrica ,
Econometric Society, vol. 53(2), pages 363-84, March.
[Downloadable!] (restricted)
Zuliu Hu, 1993.
"The Yield Curve and Real Activity ,"
IMF Working Papers
93/19, International Monetary Fund.
Plosser, Charles I. & Geert Rouwenhorst, K., 1994.
"International term structures and real economic growth ,"
Journal of Monetary Economics ,
Elsevier, vol. 33(1), pages 133-155, February.
[Downloadable!] (restricted)
King, Robert G. & Plosser, Charles I. & Rebelo, Sergio T., 1988.
"Production, growth and business cycles : I. The basic neoclassical model ,"
Journal of Monetary Economics ,
Elsevier, vol. 21(2-3), pages 195-232.
[Downloadable!] (restricted)
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