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Have money-stock fluctuations had a liquidity effect on expected real interest rates?

  • Behzad T. Diba
  • Seonghwan Oh

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Paper provided by Federal Reserve Bank of Philadelphia in its series Working Papers with number 88-19.

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Date of creation: 1988
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Handle: RePEc:fip:fedpwp:88-19
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  1. Robert J. Shiller, 1979. "Can the Fed Control Real Interest Rates?," NBER Working Papers 0348, National Bureau of Economic Research, Inc.
  2. 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.
  3. Newey, Whitney & West, Kenneth, 2014. "A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 33(1), pages 125-132.
  4. Evans, G B A & Savin, N E, 1984. "Testing for Unit Roots: 2," Econometrica, Econometric Society, vol. 52(5), pages 1241-69, September.
  5. Mishkin, Frederic S., 1981. "The real interest rate: An empirical investigation," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 15(1), pages 151-200, January.
  6. Sims, Christopher A, 1980. "Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered," American Economic Review, American Economic Association, vol. 70(2), pages 250-57, May.
  7. 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.
  8. Maurice Obstfeld & Robert E. Cumby & John Huizinga, 1983. "Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations," NBER Technical Working Papers 0011, National Bureau of Economic Research, Inc.
  9. 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.
  10. 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.
  11. Litterman, Robert B & Weiss, Laurence M, 1985. "Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data," Econometrica, Econometric Society, vol. 53(1), pages 129-56, January.
  12. Robert B. Barsky, 1986. "The Fisher Hypothesis and the Forecastability and Persistence of Inflation," NBER Working Papers 1927, National Bureau of Economic Research, Inc.
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