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Financial Flow Variables and the Short-Run Determination of Long-Term Interest Rates

Citations

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Cited by:

  1. Benjamin M. Friedman, 1978. "Interest Rate Expectations Versus Forward Rates: Evidence From An Expectations Survey," NBER Working Papers 0295, National Bureau of Economic Research, Inc.
  2. David G. Hartman, 1980. "International Effects on the U.S. Capital Market," NBER Working Papers 0581, National Bureau of Economic Research, Inc.
  3. Mr. S. M. Ali Abbas & Laura Blattner & Mark De Broeck & Ms. Asmaa A ElGanainy & Malin Hu, 2014. "Sovereign Debt Composition in Advanced Economies: A Historical Perspective," IMF Working Papers 2014/162, International Monetary Fund.
  4. Richard Zeckhauser & Jayendu Patel & Darryll Hendricks, 1991. "Nonrational Actors and Financial Market Behavior," NBER Working Papers 3731, National Bureau of Economic Research, Inc.
  5. Pesando, James E., 1981. "On forecasting interest rates : An efficient markets perspective," Journal of Monetary Economics, Elsevier, vol. 8(3), pages 305-318.
  6. Thierry Chauveau & Patrick Frochen, 1983. "Etude du comportement de l'épargnant français vis-à-vis des liquidités : 1971-1981," Revue Économique, Programme National Persée, vol. 34(1), pages 152-181.
  7. V. Vance Roley, 1980. "A Disaggregated Structural Model of the Treasury Securities, Corporate Bond, and Equity Markets: Estimation and Simulation Results," NBER Technical Working Papers 0007, National Bureau of Economic Research, Inc.
  8. V. Vance Roley, 1983. "Asset Substitutability and the Impact of Federal Deficits," NBER Working Papers 1082, National Bureau of Economic Research, Inc.
  9. V. Vance Roley, 1980. "Symmetry Restrictions in a System of Financial Asset Demands: A Theoretical and Empirical Analysis," NBER Working Papers 0593, National Bureau of Economic Research, Inc.
  10. Benjamin M. Friedman, 1980. "Effects of Shifting Saving Patterns on Interest Rates and Economic Activity," NBER Working Papers 0587, National Bureau of Economic Research, Inc.
  11. Christopher J. Green & Victor Murinde, 2003. "Flow of funds: implications for research on financial sector development and the real economy," Journal of International Development, John Wiley & Sons, Ltd., vol. 15(8), pages 1015-1036.
  12. N. Gregory Mankiw & Jeffrey A. Miron, 1986. "The Changing Behavior of the Term Structure of Interest Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 101(2), pages 211-228.
  13. Seo, Byeongseon, 2003. "Nonlinear mean reversion in the term structure of interest rates," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11-12), pages 2243-2265, September.
  14. V. Vance Roley, 1985. "Money Demand Predictability," NBER Working Papers 1580, National Bureau of Economic Research, Inc.
  15. Carl E. Walsh, 1981. "Measurement Error and the Flow of Funds Accounts: Estimates of HouseholdAsset Demand Equations," NBER Working Papers 0732, National Bureau of Economic Research, Inc.
  16. R. Glenn Hubbard, 1984. "Social Security and Household Portfolio Allocation," NBER Working Papers 1361, National Bureau of Economic Research, Inc.
  17. Sergey Drobyshevsky & G.Kuzmicheva & Elena Sinelnikova & Pavel Trunin, 2010. "Modeling monetary demand in the Russian economy over 1999–2008," Research Paper Series, Gaidar Institute for Economic Policy, issue 136P.
  18. Alho, Kari, . "Analysis of Financial Markets and Central Bank Policy in the Flow-of-Funds Framework. An Application to the Case of Finland," ETLA A, The Research Institute of the Finnish Economy, number 12.
  19. Benjamin M. Friedman, 1981. "Debt Management Policy, Interest Rates, and Economic Activity," NBER Working Papers 0830, National Bureau of Economic Research, Inc.
  20. Benjamin M. Friedman, 1979. "The Determination of Long-Term Interest Rates: Implications for Monetary and Fiscal Policies," NBER Working Papers 0366, National Bureau of Economic Research, Inc.
  21. Benjamin M. Friedman, 1978. "Who Puts the Inflation Premium Into Nominal Interests Rates?," NBER Working Papers 0231, National Bureau of Economic Research, Inc.
  22. William Carlson & Celia Varick & Conway Lackman, 2004. "Forecasting commercial paper rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(1), pages 67-76.
  23. Benjamin M. Friedman, 1978. "How Important is Disaggregation in Structural Models of Interest Rate Determination?," NBER Working Papers 0294, National Bureau of Economic Research, Inc.
  24. Benjamin M. Friedman & V. Vance Roley, 1981. "Structural Models of Interest Rate Determination and Portfolio Behavior in the Corporate and Government Bond Markets," NBER Working Papers 0205, National Bureau of Economic Research, Inc.
  25. Martin Feldstein, 1983. "Fiscal Policies, Inflation, and Capital Formation," NBER Chapters, in: Inflation, Tax Rules, and Capital Formation, pages 61-80, National Bureau of Economic Research, Inc.
  26. De Broeck, Mark, 1997. "The financial structure of government debt in OECD countries: An examination of the time-consistency issue," Journal of Monetary Economics, Elsevier, vol. 39(2), pages 279-301, July.
  27. Jeffrey A. Frankel, 1983. "A Test of Portfolio Crowding-Out and Related Issues in Finance," NBER Working Papers 1205, National Bureau of Economic Research, Inc.
  28. Seo, Byeongseon, 2003. "Nonlinear mean reversion in the term structure of interest rates," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11), pages 2243-2265.
  29. Benjamin M. Friedman, 1978. "Price Inflation, Portfolio Choice, and Nominal Interest Rates," NBER Working Papers 0235, National Bureau of Economic Research, Inc.
  30. Benjamin M. Friedman & V. Vance Roley, 1985. "Aspects of Investor Behavior Under Risk," NBER Working Papers 1611, National Bureau of Economic Research, Inc.
  31. Byeongseon Seo, 2000. "Nonlinear Mean Reversion In The Term Structure Of Interest Rates," Computing in Economics and Finance 2000 121, Society for Computational Economics.
  32. Bekdache, Basma, 2001. "Term Premia and the Maturity Composition of the Federal Debt: New Evidence from the Term Structure of Interest Rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(7), pages 519-539, November.
  33. David S. Jones, 1980. "Consistent Simple Sum Aggregation over Assets," NBER Working Papers 0573, National Bureau of Economic Research, Inc.
  34. Benjamin M. Friedman, 1985. "The Substitutability of Debt and Equity Securities," NBER Chapters, in: Corporate Capital Structures in the United States, pages 197-238, National Bureau of Economic Research, Inc.
  35. Hines, James H., 1987. "A behavioral theory of interest rate behavior," Working papers 1951-87., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  36. V. Vance Roley, 1980. "The Effect of Federal Debt Management Policy on Corporate Bond and Equity Yields," NBER Working Papers 0586, National Bureau of Economic Research, Inc.
  37. Yvon Fauvel & Alain Paquet & Christian Zimmermann, 1999. "A Survey on Interest Rate Forecasting," Cahiers de recherche CREFE / CREFE Working Papers 87, CREFE, Université du Québec à Montréal.
  38. Park, Chul Woo, 1999. "Maturity structure of public debt and expected bond returns," Journal of Banking & Finance, Elsevier, vol. 23(9), pages 1407-1435, September.
  39. Benjamin M. Friedman, 1983. "The Substitutability of Debt and Equity Securities," NBER Working Papers 1130, National Bureau of Economic Research, Inc.
  40. Benjamin M. Friedman, 1982. "Federal Reserve Policy, Interest Rate Volatility, and the U.S. Capital Raising Mechanism," NBER Working Papers 0917, National Bureau of Economic Research, Inc.
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