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Citations for "The Financial and Tax Effects of Monetary Policy on Interest Rates"

by Darby, Michael R

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  1. Christophe, Faugere, 2003. "A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination," MPRA Paper 15579, University Library of Munich, Germany, revised 04 Jun 2009.
  2. James Lothian & Yusif Simaan, 1998. "International Financial Relations Under the Current Float: Evidence from Panel Data," Open Economies Review, Springer, vol. 9(4), pages 293-313, October.
  3. repec:eco:journ1:2014-04-21 is not listed on IDEAS
  4. Tamim Bayoumi & Joseph E. Gagnon, 1992. "Taxation and inflation: a new explanation for current account imbalances," International Finance Discussion Papers 420, Board of Governors of the Federal Reserve System (U.S.).
  5. Joseph D. Albert & Willard McIntosh, 1989. "Identifying Risk-Adjusted Indifference Rents for Alternative Operating Leases," Journal of Real Estate Research, American Real Estate Society, vol. 4(3), pages 81-94.
  6. Laatsch, Francis E. & Klein, Daniel P., 2005. "The nominal duration of TIPS bonds," Review of Financial Economics, Elsevier, vol. 14(1), pages 47-60.
  7. Michele Bullock & Mark Rider, 1991. "The Cross-country Relationship between Interest Rates and Inflation over Three Decades," RBA Research Discussion Papers rdp9104, Reserve Bank of Australia.
  8. King Fuei Lee, 2009. "An Empirical Study Of The Fisher Effect And The Dynamic Relation Between Nominal Interest Rate And Inflation In Singapore," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(01), pages 75-88.
  9. Joseph E. Gagnon, 1996. "Long memory in inflation expectations: evidence from international expectations," International Finance Discussion Papers 538, Board of Governors of the Federal Reserve System (U.S.).
  10. Caporale, Guglielmo Maria & Williams, Geoffrey, 2002. "Long-term nominal interest rates and domestic fundamentals," Review of Financial Economics, Elsevier, vol. 11(2), pages 119-130.
  11. Ekaterini Panopoulou, 2005. "A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators," The Institute for International Integration Studies Discussion Paper Series iiisdp067, IIIS.
  12. Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Koç University-TUSIAD Economic Research Forum Working Papers 1022, Koc University-TUSIAD Economic Research Forum.
  13. Sebastian Edwards & Mohsin S. Khan, 1985. "Interest Rate Determination in Developing Countries: A Conceptual Framework," NBER Working Papers 1531, National Bureau of Economic Research, Inc.
  14. Clifford Thies & Robert Crawford, 1997. "Fisher equations inverted and not," Journal of Economics and Finance, Springer, vol. 21(2), pages 13-17, June.
  15. Tödter, Karl-Heinz & Ziebarth, Gerhard, 1997. "Price stability versus low inflation in Germany: An analysis of costs and benefits," Discussion Paper Series 1: Economic Studies 1997,03e, Deutsche Bundesbank, Research Centre.
  16. Mihir A. Desai & James R. Hines Jr., 1997. "Excess Capital Flows and the Burden of Inflation in Open Economies," NBER Working Papers 6064, National Bureau of Economic Research, Inc.
  17. Christoph Zenger, 1985. "Zinssätze und Inflation in der Schweiz: Ein alternativer Test des Fisher-Effektes," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 121(IV), pages 353-374, December.
  18. Bayoumi, Tamim & Gagnon, Joseph, 1996. "Taxation and inflation: A new explanation for capital flows," Journal of Monetary Economics, Elsevier, vol. 38(2), pages 303-330, October.
  19. Michael R. Darby, 1984. "Some Pleasant Monetarist Arithmetic," NBER Working Papers 1295, National Bureau of Economic Research, Inc.
  20. Hakan Berument & Hasan Olgun & Basak Ceylan, 2006. "Inflation Uncertainty and Interest Rates : Is The Fisher Relation Universal?," Working Papers 0607, Department of Economics, Bilkent University.
  21. Markus J. Granziol & Anna Holzgang, 1988. "The Contribution of Inflation to the Level and the Variability of Nominal Interest Rates : Some Multi-Country Evidence," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 124(IV), pages 559-573, December.
  22. Fortin, Mario, 1991. "Une comparaison des taux d’imposition implicites des services du logement locatif et du logement occupé par son propriétaire," L'Actualité Economique, Société Canadienne de Science Economique, vol. 67(1), pages 37-57, mars.
  23. John H. Makin, 1981. "Real Interest, Money Surprises and Anticipated Inflation," NBER Working Papers 0818, National Bureau of Economic Research, Inc.
  24. Don Fullerton, 1985. "The Indexation of Interest, Depreciation, and Capital Gains: A Model ofInvestment Incentives," NBER Working Papers 1655, National Bureau of Economic Research, Inc.
  25. Benjamin M. Friedman, 1978. "Who Puts the Inflation Premium Into Nominal Interests Rates?," NBER Working Papers 0231, National Bureau of Economic Research, Inc.
  26. John Y. Campbell & Robert J. Shiller, 1996. "A Scorecard for Indexed Government Debt," NBER Working Papers 5587, National Bureau of Economic Research, Inc.
  27. Laatsch, Francis E. & Klein, Daniel P., 2003. "Nominal rates, real rates, and expected inflation: Results from a study of U.S. Treasury Inflation-Protected Securities," The Quarterly Review of Economics and Finance, Elsevier, vol. 43(3), pages 405-417.
  28. Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012. "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers 201204, University of Pretoria, Department of Economics.
  29. Harold M. Somers, 1992. "Deficits and Interest Rates," UCLA Economics Working Papers 645, UCLA Department of Economics.
  30. Andros Gregoriou & Alexandros Kontonikas, . "The Long Run Relationship Between Stock Prices And Goods Prices: New Evidence From Panel Cointegration," Working Papers 2008_19, Business School - Economics, University of Glasgow.
  31. Edwards, Sebastian, 1982. "Exchange rates and `news': A multi-currency approach," Journal of International Money and Finance, Elsevier, vol. 1(1), pages 211-224, January.
  32. Omran, Mohammed & Pointon, John, 2001. "Does the inflation rate affect the performance of the stock market? The case of Egypt," Emerging Markets Review, Elsevier, vol. 2(3), pages 263-279, September.
  33. David F. Bradford & Charles Stuart, 1986. "Issues in the Measurement and Interpretation of Effective Tax Rates," NBER Working Papers 1975, National Bureau of Economic Research, Inc.
  34. Martin Feldstein, 1978. "The Effect of Inflation on the Prices of Land And Gold," NBER Working Papers 0296, National Bureau of Economic Research, Inc.
  35. Westerlund Joakim, 2006. "Panel Cointegration Tests of the Fisher Effect," Research Memorandum 054, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  36. Alan J. Auerbach, 1982. "Taxation, Corporate Financial Policy and the Cost of Capital," NBER Working Papers 1026, National Bureau of Economic Research, Inc.
  37. Robert S. Chirinko & Stephen R. King, 1985. "Hidden Stimuli to Capital Formation: Debt and the Incomplete Adjustment of Financial Returns," NBER Working Papers 1684, National Bureau of Economic Research, Inc.
  38. A. Steven Holland, 1984. "Real interest rates: what accounts for their recent rise?," Review, Federal Reserve Bank of St. Louis, issue Dec, pages 18-29.
  39. Jonathan Skinner, 1991. "Housing and Saving in the United States," NBER Working Papers 3874, National Bureau of Economic Research, Inc.
  40. Benjamin M. Friedman, 1978. "Price Inflation, Portfolio Choice, and Nominal Interest Rates," NBER Working Papers 0235, National Bureau of Economic Research, Inc.
  41. Brealey, Richard A. & Kwan, Sabrina, 1999. "Personal taxes and the time variation of stock returns - evidence from the UK," Journal of Banking & Finance, Elsevier, vol. 23(11), pages 1557-1577, November.
  42. Darrel Cohen & Kevin Hassett & R. Glenn Hubbard, 1999. "Inflation and the User Cost of Capital: Does Inflation Still Matter?," NBER Chapters, in: The Costs and Benefits of Price Stability, pages 199-234 National Bureau of Economic Research, Inc.
  43. M J Manohar Rao, 2010. "On Some Monetarist Arithmetic," Working Papers id:3027, eSocialSciences.
  44. Christopher J. Neely & David E. Rapach, 2008. "Real interest rate persistence: evidence and implications," Working Papers 2008-018, Federal Reserve Bank of St. Louis.
  45. Yash P. Mehra, 1985. "Inflationary expectations, money growth, and the vanishing liquidity effect of money on interest : a further investigation," Economic Review, Federal Reserve Bank of Richmond, issue Mar, pages 23-35.
  46. Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," Journal of Environmental Economics and Management, Elsevier, vol. 73(C), pages 32-49.
  47. James A. Wilcox, 1985. "Short-Term Movements of Long-Term Real Interest Rates: Evidence from the U.K. Indexed Bond Market," NBER Working Papers 1543, National Bureau of Economic Research, Inc.
  48. Sebastian Edwards, 1981. "Floating Excahnge Rates, Exectations and New Information," UCLA Economics Working Papers 227, UCLA Department of Economics.
  49. Martin D. Evans & Karen K. Lewis, 1992. "Do Expected Shifts in Inflation Policy Affect Real Rates?," Working Papers 92-22, New York University, Leonard N. Stern School of Business, Department of Economics.
  50. Ka-Fu Wong & Hai-Jun Wu, 2003. "Testing Fisher hypothesis in long horizons for G7 and eight Asian countries.1," Applied Economics Letters, Taylor & Francis Journals, vol. 10(14), pages 917-923.
  51. Crowder, William J. & Wohar, Mark E., 1999. "The changing long-run linkage between yields on Treasury and municipal bonds and the 1986 Tax Act," Review of Financial Economics, Elsevier, vol. 8(2), pages 101-119.
  52. Douglas Dacy & Fuad Hasanov, 2005. "The Rate of Interest or the Rate of Return: Estimating Intertemporal Elasticity of Substitution," Macroeconomics 0510012, EconWPA.
  53. Radó, Márk, 2003. "Infláció, tőkeköltség és a magyar tulajdonosok versenyhátránya
    [Inflation, capital costs and the competitive disadvantage of Hungarian owners]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 964-987.
  54. Yash P. Mehra, 1984. "The tax effect, and the recent behaviours of the after-tax real rate : is it too high?," Economic Review, Federal Reserve Bank of Richmond, issue Jul, pages 8-20.
  55. Karl-Heinz Todter & Gerhard Ziebarth, 1997. "Price Stability vs. Low Inflation in Germany: An Analysis of Costs and Benefits," NBER Working Papers 6170, National Bureau of Economic Research, Inc.
  56. John H. Makin, 1984. "A Fiscal Framework for Analysis of Interest Rate Behavior in Open Economies," NBER Working Papers 1355, National Bureau of Economic Research, Inc.
  57. Sebastian Edwards, 1983. "Floating Exchange Rates, Expectations and New Information," NBER Working Papers 1064, National Bureau of Economic Research, Inc.
  58. Jens Weidmann, 1997. "New Hope for the Fisher Effect? A Re-Examination Using Threshold Cointegration," Macroeconomics 9705005, EconWPA.
  59. Booth, G. Geoffrey & Ciner, Cetin, 2001. "The relationship between nominal interest rates and inflation: international evidence," Journal of Multinational Financial Management, Elsevier, vol. 11(3), pages 269-280, July.
  60. Michael R. Darby, 1982. "Steady-State Stability of Monetary Policy with a Fixed Fiscal Policy: An Exposition," UCLA Economics Working Papers 277, UCLA Department of Economics.
  61. Noor Ghazali & Shamshubariah Ramlee, 2003. "A long memory test of the long-run Fisher effect in the G7 countries," Applied Financial Economics, Taylor & Francis Journals, vol. 13(10), pages 763-769.
  62. Hakan Berument & Kamuran Malatyali, 1999. "Determinants of interest rates in Turkey," Discussion Papers 9902, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  63. G. Everaert, 2012. "A Panel Analysis of the Fisher Effect with an Unobserved I(1) World Real Interest Rate," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/782, Ghent University, Faculty of Economics and Business Administration.
  64. Scott E. Hein & Jeffrey M. Mercer, 2003. "Are TIPS really tax disadvantaged? Rethinking the tax treatment of U.S. Treasury Inflation Indexed Securities," FRB Atlanta Working Paper 2003-9, Federal Reserve Bank of Atlanta.
  65. Kate Phylaktis & David Blake, 1993. "The fisher hypothesis: Evidence from three high inflation economies," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 129(3), pages 591-599, September.
  66. Frederick T. Furlong, 1990. "Tax incentives for corporate leverage in the 1980s," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 3-17.
  67. Michael R. Darby, 1977. "The Monetary Approach to the Balance of Payments:A Review Article," UCLA Economics Working Papers 094, UCLA Department of Economics.
  68. John H. Makin & Vito Tanzi, 1983. "The Level and Volatility of Interest Rates in the United States: The Roles of Expected Inflation, Real Rates, and Taxes," NBER Working Papers 1167, National Bureau of Economic Research, Inc.
  69. Bernardin Akitoby & Takuji Komatsuzaki & Ariel J Binder, 2014. "Inflation and Public Debt Reversals in the G7 Countries," IMF Working Papers 14/96, International Monetary Fund.
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