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Short-Term Interest Rates as Predictors of Inflation: Comment

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  • 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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    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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