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Short-Term Interest Rates as Predictors of Inflation: Comment


  • Joines, Douglas


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  • Joines, Douglas, 1977. "Short-Term Interest Rates as Predictors of Inflation: Comment," American Economic Review, American Economic Association, vol. 67(3), pages 476-477, June.
  • Handle: RePEc:aea:aecrev:v:67:y:1977:i:3:p:476-77

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    References listed on IDEAS

    1. Peter A. Diamond & Tjalling C. Koopmans & Richard E. Williamson, 1962. "Stationary Utility and Time Preference," Cowles Foundation Discussion Papers 142, Cowles Foundation for Research in Economics, Yale University.
    2. Richard Beals & Tjalling C. Koopmans, 1967. "Maximizing Stationary Utility in a Constant Technology," Cowles Foundation Discussion Papers 229, Cowles Foundation for Research in Economics, Yale University.
    3. David Cass, 1964. "Optimum Economic Growth in an Aggregative Model of Capital Accumulation: A Turnpike Theorem," Cowles Foundation Discussion Papers 178, Cowles Foundation for Research in Economics, Yale University.
    4. Tjalling C. Koopmans, 1967. "Intertemporal Distribution and 'Optimal' Aggregate Economic Growth," Cowles Foundation Discussion Papers 228, Cowles Foundation for Research in Economics, Yale University.
    5. Tjalling C. Koopmans, 1959. "Stationary Ordinal Utility and Impatience," Cowles Foundation Discussion Papers 81, Cowles Foundation for Research in Economics, Yale University.
    6. A. P. Lerner, 1938. "Theory and Practice in Socialist Economics," Review of Economic Studies, Oxford University Press, vol. 6(1), pages 71-75.
    7. P. S. Dasgupta, 1969. "On the Concept of Optimum Population," Review of Economic Studies, Oxford University Press, vol. 36(3), pages 295-318.
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    Cited by:

    1. Antonio Ribba, 2011. "On some neglected implications of the Fisher effect," Empirical Economics, Springer, vol. 40(2), pages 451-470, April.
    2. Adrian W. Throop, 1981. "Interest rate forecasts and market efficiency," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 29-43.
    3. Mishkin, Frederic S, 1990. " Can Futures Market Data Be Used to Understand the Behavior of Real Interest Rates?," Journal of Finance, American Finance Association, vol. 45(1), pages 245-257, March.
    4. John H. Makin, 1981. "Real Interest, Money Surprises and Anticipated Inflation," NBER Working Papers 0818, National Bureau of Economic Research, Inc.
    5. Victor Zarnowitz, 1979. "Information, Measurement, And Prediction In Economics," NBER Working Papers 0318, National Bureau of Economic Research, Inc.
    6. Blinder, Alan S. & Newton, William J., 1981. "The 1971-1974 controls program and the price level : An econometric post-mortem," Journal of Monetary Economics, Elsevier, vol. 8(1), pages 1-23.
    7. 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.
    8. Bharat R. Kolluri, 1982. "Anticipated Price Changes, Inflation Uncertainty, And Capital Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(2), pages 135-149, June.
    9. John H. Wood, 1981. "Interest rates and inflation," Economic Perspectives, Federal Reserve Bank of Chicago, issue May, pages 3-12.

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