Why have interest rates been so volatile?
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Other versions of this item:
- Paul Evans, 1981. "Why have interest rates been so volatile?," Economic Review, Federal Reserve Bank of San Francisco, issue Sum, pages 7-20.
References listed on IDEAS
- Sargent, Thomas J, 1976. "A Classical Macroeconometric Model for the United States," Journal of Political Economy, University of Chicago Press, vol. 84(2), pages 207-237, April.
- Mishkin, Frederie S., 1981.
"Monetary policy and long-term interest rates : An efficient markets approach,"
Journal of Monetary Economics, Elsevier, vol. 7(1), pages 29-55.
- Frederic S. Mishkin, 1980. "Monetary Policy and Long-Term Interest Rates: An Efficient Markets Approach," NBER Working Papers 0517, National Bureau of Economic Research, Inc.
- Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
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Cited by:
- Goodhart, Charles, 1989. "The Conduct of Monetary Policy," Economic Journal, Royal Economic Society, vol. 99(396), pages 293-346, June.
- V. Vance Roley, 1982. "The Response of Short-Term Interest Rates to Weekly Money Announcements," NBER Working Papers 1001, National Bureau of Economic Research, Inc.
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Keywords
Interest rates; Econometric models; Monetary policy - United States;All these keywords.
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