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Have Money-Stock Fluctuations Had a Liquidity Effect on Expected Real Interest Rates

  • Behzad T. Diba


  • Seonghwan Oh

    (Georgetown University)

No abstract is available for this item.

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Paper provided by UCLA Department of Economics in its series UCLA Economics Working Papers with number 534.

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Date of creation: 01 Nov 1988
Date of revision:
Handle: RePEc:cla:uclawp:534
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  1. Robert B. Litterman & Laurence Weiss, 1983. "Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data," NBER Working Papers 1077, National Bureau of Economic Research, Inc.
  2. Frederic S. Mishkin, 1981. "The Real Interest Rate: An Empirical Investigation," NBER Working Papers 0622, National Bureau of Economic Research, Inc.
  3. Cumby, Robert E. & Huizinga, John & Obstfeld, Maurice, 1983. "Two-step two-stage least squares estimation in models with rational expectations," Journal of Econometrics, Elsevier, vol. 21(3), pages 333-355, April.
  4. Diba, Behzad T & Oh, Seonghwan, 1991. "Money, Output, and the Expected Real Interest Rate," The Review of Economics and Statistics, MIT Press, vol. 73(1), pages 10-17, February.
  5. Newey, Whitney K & West, Kenneth D, 1987. "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, vol. 55(3), pages 703-08, May.
  6. 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.
  7. Robert B. Barsky, 1986. "The Fisher Hypothesis and the Forecastability and Persistence of Inflation," NBER Working Papers 1927, National Bureau of Economic Research, Inc.
  8. Christopher A. Sims, 1980. "Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered," NBER Working Papers 0430, National Bureau of Economic Research, Inc.
  9. Martin S. Eichenbaum & Kenneth J. Singleton, 1986. "Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles?," NBER Working Papers 1932, National Bureau of Economic Research, Inc.
  10. John F. Boschen & Leonard O. Mills, 1987. "Tests of the relation between money and output in the real business cycle model," Working Papers 87-14, Federal Reserve Bank of Philadelphia.
  11. Evans, G B A & Savin, N E, 1984. "Testing for Unit Roots: 2," Econometrica, Econometric Society, vol. 52(5), pages 1241-69, September.
  12. Frydman, Roman, 1986. "Are the Cross-Equation Restrictions Imposed in the Rational Expectations Models Valid?," Working Papers 86-07, C.V. Starr Center for Applied Economics, New York University.
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