The real interest rate: An empirical investigation

Carnegie-Rochester Confer. Series on Public Policy

Volumn 15, Issue C, 1981, Pages 151-200

  Mishkin, Frederic S ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 49149134391     PISSN: 01672231     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-2231(81)90022-1     Document Type: Article

References (43)

1. Taxation Saving and the Rate of Interest
2. Anticipated Price Changes and Nominal Interest Rates in the 1950s
3. Short-Term Interest Rates as Predictors of Inflation: Comment
4. Two-Step, Two-Stage Least Squares Estimation in Models with Rational Expectations
5. The Financial and Tax Effects of Monetary Policy on Interest Rates
6. Efficient Capital Markets A Review of Theory and Empirical Work
7. Short-Term Interest Rates as Predictors of Inflation
8. Inflation Uncertainty and Expected Returns on Treasury Bills
9. Inflation Interest and Relative Prices
10. Inflation, Income Taxes and the Rate of Interest: A Theoretical Analysis
11. Tax Rules and the Mismanagement of Monetary Policy
12. Inflation Tax Rules and the Long-Term Interest Rate
13. A Pitfall in Estimation of Models with Rational Expectations
14. Time Variation in the Relationship Between Inflation and Interest Rates
15. Interest Rates and Inflationary Expectations: New Evidence
16. A New Test for Heteroscedasticity
17. Some Tests for Homoscedasticity
18. Capital Asset Prices Versus Time Series Models as Predictors of Inflation: The Expected Real Rate of Interest and Market Efficiency
19. The Measurement and Determination of Loanable-Funds Saving
20. Short-Term Interest Rates as Predictors of Inflation: Comment
21. Inflationary Expectations: Their Formation and Interest Rate Effects
22. Anticipated Inflation and Interest Rates
23. Fisher Phillips Friedman and the Measured Impact of Inflation on Interest
24. On a Measure of Lack of Fit in Time Series Models
25. Money and the Great Depression: A Critique of Professor Temin's Thesis
26. Monetary and Other Explanations of the Great Depression
27. Efficient Markets Theory Implications for Monetary Policy
28. Monetary Policy and Long-Term Interest Rates: An Efficient Markets Approach
29. Are Market Forecasts Rational?
30. The Channels of Monetary Policy in the FMP Econometric Model of the U.S.
31. Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant
32. Comparing Survey and Rational Measures of Expected Inflation Forecast Performance and Interest Rate Effects
33. The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure
34. Can the Fed Control Real Interest Rates?
35. National Bureau of Economic Research Working Paper #302
36. Inflationary Expectations, Economic Activity, Taxes and Interest Rates
37. Saving and the Rate of Interest