Can Future Market Data Be Used To Understand The Behavior Of Real Interest Rates?
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Other versions of this item:
- 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.
- Frederic S. Mishkin, 1987. "Can Futures Market Data Be Used to Understand the Behavior of Real Interest Rates?," NBER Working Papers 2400, National Bureau of Economic Research, Inc.
References listed on IDEAS
- Huizinga, John & Mishkin, Frederic S., 1986.
"Monetary policy regime shifts and the unusual behavior of real interest rates,"
Carnegie-Rochester Conference Series on Public Policy,
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- John Huizinga & Frederic S. Mishkin, 1985. "Monetary Policy Regime Shifts and the Unusual Behavior of Real Interest Rates," NBER Working Papers 1678, National Bureau of Economic Research, Inc.
- Gibson, William E, 1972. "Interest Rates and Inflationary Expectations: New Evidence," American Economic Review, American Economic Association, vol. 62(5), pages 854-865, December.
- Fama, Eugene F. & Gibbons, Michael R., 1982. "Inflation, real returns and capital investment," Journal of Monetary Economics, Elsevier, vol. 9(3), pages 297-323.
- Hamilton, James D, 1985. "Uncovering Financial Market Expectations of Inflation," Journal of Political Economy, University of Chicago Press, vol. 93(6), pages 1224-1241, December.
- Tanzi, Vito, 1980. "Inflationary Expectations, Economic Activity, Taxes, and Interest Rates," American Economic Review, American Economic Association, vol. 70(1), pages 12-21, March.
- Parks, Richard W, 1978. "Inflation and Relative Price Variability," Journal of Political Economy, University of Chicago Press, vol. 86(1), pages 79-95, February.
- Joines, Douglas, 1977. "Short-Term Interest Rates as Predictors of Inflation: Comment," American Economic Review, American Economic Association, vol. 67(3), pages 476-477, June.
- V. Vance Roley, 1986. "The Response of Interest Rates to Money Announcements under Alternative Operating Prosedures and Reserve Requirement Systems," NBER Working Papers 1812, National Bureau of Economic Research, Inc.
- Black, Fischer, 1976. "The pricing of commodity contracts," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 167-179.
- Carlson, John A, 1977. "Short-Term Interest Rates as Predictors of Inflation: Comment," American Economic Review, American Economic Association, vol. 67(3), pages 469-475, June.
- Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Binder, Carola Conces, 2016. "Estimation of historical inflation expectations," Explorations in Economic History, Elsevier, vol. 61(C), pages 1-31.
- Shibamoto, Masahiko & Shizume, Masato, 2014.
"Exchange rate adjustment, monetary policy and fiscal stimulus in Japan's escape from the Great Depression,"
Explorations in Economic History,
Elsevier, vol. 53(C), pages 1-18.
- Masahiko Shibamoto & Masato Shizume, 2014. "Exchange Rate Adjustment, Monetary Policy and Fiscal Stimulus in Japan's Escape from the Great Depression," Discussion Paper Series DP2014-12, Research Institute for Economics & Business Administration, Kobe University.
More about this item
Keywordsinterest rate ; market ; monetary policy ; commodities ; econometric models;
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