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The liquidity premium in average interest rates

  • John Coleman, Wilbur II
  • Gilles, Christian
  • Labadie, Pamela

This paper studies recent models of the liquidity effect of money on interest rates to determine if a systematic relationship between liquidity shocks and the economy could affect the average real interest rate.

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File URL: http://www.sciencedirect.com/science/article/B6VBW-45D0KRB-1D/2/5af4f609e40e08f9e77583e3dbc2ed85
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Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 30 (1992)
Issue (Month): 3 (December)
Pages: 449-465

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Handle: RePEc:eee:moneco:v:30:y:1992:i:3:p:449-465
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505566

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  1. Eric M. Leeper & David B. Gordon, 1991. "In search of the liquidity effect," International Finance Discussion Papers 403, Board of Governors of the Federal Reserve System (U.S.).
  2. Julio J. Rotemberg, 1982. "A Monetary Equilibrium Model with Transactions Costs," NBER Working Papers 0978, National Bureau of Economic Research, Inc.
  3. Fuerst, Timothy S., 1992. "Liquidity, loanable funds, and real activity," Journal of Monetary Economics, Elsevier, vol. 29(1), pages 3-24, February.
  4. Lucas, Robert Jr., 1990. "Liquidity and interest rates," Journal of Economic Theory, Elsevier, vol. 50(2), pages 237-264, April.
  5. Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-52, September.
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