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Inflationary Expectations, Economic Activity, Taxes, and Interest Rates


  • Tanzi, Vito


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  • Tanzi, Vito, 1980. "Inflationary Expectations, Economic Activity, Taxes, and Interest Rates," American Economic Review, American Economic Association, vol. 70(1), pages 12-21, March.
  • Handle: RePEc:aea:aecrev:v:70:y:1980:i:1:p:12-21

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    References listed on IDEAS

    1. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
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    Cited by:

    1. Crowder, William J. & Wohar, Mark E., 1999. "The changing long-run linkage between yields on Treasury and municipal bonds and the 1986 Tax Act," Review of Financial Economics, Elsevier, vol. 8(2), pages 101-119.
    2. Joe Peek and James A. Wilcox., 1985. "Taxable and Tax-Exempt Interest Rates: The Role of Personal and Corporate Tax Rates," Research Program in Finance Working Papers 146, University of California at Berkeley.
    3. Moazzami, Bakhtiar & Gupta, Kanhaya L., 1995. "The quantity theory of money and its long-run implications," Journal of Macroeconomics, Elsevier, vol. 17(4), pages 667-682.
    4. repec:wsi:serxxx:v:54:y:2009:i:01:n:s0217590809003173 is not listed on IDEAS
    5. Tamim Bayoumi & Joseph E. Gagnon, 1992. "Taxation and inflation: a new explanation for current account imbalances," International Finance Discussion Papers 420, Board of Governors of the Federal Reserve System (U.S.).
    6. Jonathan S. Skinner, 1994. "Housing and Saving in the United States," NBER Chapters,in: Housing Markets in the United States and Japan, pages 191-214 National Bureau of Economic Research, Inc.
    7. Bayoumi, Tamim & Gagnon, Joseph, 1996. "Taxation and inflation: A new explanation for capital flows," Journal of Monetary Economics, Elsevier, vol. 38(2), pages 303-330, October.
    8. Robert S. Chirinko & Stephen R. King, 1985. "Hidden Stimuli to Capital Formation: Debt and the Incomplete Adjustment of Financial Returns," NBER Working Papers 1684, National Bureau of Economic Research, Inc.
    9. 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.
    10. Radó, Márk, 2003. "Infláció, tőkeköltség és a magyar tulajdonosok versenyhátránya
      [Inflation, capital costs and the competitive disadvantage of Hungarian owners]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 964-987.
    11. Dean Croushore, 1997. "The Livingston Survey: still useful after all these years," Business Review, Federal Reserve Bank of Philadelphia, issue Mar, pages 15-27.
    12. John H. Makin, 1981. "Real Interest, Money Surprises and Anticipated Inflation," NBER Working Papers 0818, National Bureau of Economic Research, Inc.
    13. King Fuei Lee, 2009. "An Empirical Study Of The Fisher Effect And The Dynamic Relation Between Nominal Interest Rate And Inflation In Singapore," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(01), pages 75-88.
    14. 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.
    15. Yash P. Mehra, 2006. "Inflation uncertainty and the recent low level of the long bond rate," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 225-253.
    16. Booth, G. Geoffrey & Ciner, Cetin, 2001. "The relationship between nominal interest rates and inflation: international evidence," Journal of Multinational Financial Management, Elsevier, vol. 11(3), pages 269-280, July.
    17. Joe Peek & James A. Wilcox, 1984. "The Reaction of Reduced-Form Coefficients to Regime Changes: The Case of Interest Rates," NBER Working Papers 1379, National Bureau of Economic Research, Inc.

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