SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Interest Rates and Prices Since 1950
0 references·6 citing·23 second hop
Interest Rates and Prices Since 1950 (1974)Interest Rates and Prices Since 1950ESTIMATING THE FISHER EFFECT AND THE STOCHASTIC MONEY GROWTH PROCESS (1989)ESTIMATING THE FISHER EFFECT …The Term Structure of Inflationary Expectations and Market Efficiency (1980)The Term Structure of Inflati…Interest Rates and Inflationary Expectations: Tests For Structural Change 1952–1976 (1979)Interest Rates and Inflationa…The Time Varying Response of Income to Changes in Monetary and Fiscal Policy (1978)The Time Varying Response of …Anticipated Inflation and Interest Rates In an Open Economy (1978)Anticipated Inflation and Int…INTERTEMPORAL STABILITY OF THE RELATIONSHIP BETWEEN INTEREST RATES AND PRICE CHANGES (1977)INTERTEMPORAL STABILITY OF TH…Methods of Estimation for Markets in Disequilibrium (1972)Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment (1973)Short- Term Interest Rates as Predictors of Inflation (2021)Expectations and the neutrality of money (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Trends and random walks in macroeconmic time series (1982)A Paradox: An Empiric Approach to Inflation-Interest Rates Relationship: Evidence from Turkey (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)A RESPECIFIED TAX‐ADJUSTED FISHER RELATION (1986)Some International Evidence on Output-Inflation Tradeoffs. (1973)Unanticipated Money Growth and Unemployment in the United States (1976)Taxation, inflation, and interest rates (1985)Real business cycle models and money: A survey of theories and stylized facts (1995)The Role of Monetary Policy (1995)MONEY, INCOME, AND CAUSALITY (1972)Are the lags in the effects of monetary policy variable? (1979)Public inputs and the pure theory of trade (1983)A Monetary History of the United States, 1867-1960 (2017)Distributed Lags: Problems of Estimation and Formulation (1983)Board of Governors of the Federal Reserve System (2001)From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’ (2017)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 1980The Term Structure of Inflationary Expectations and Market Efficiency27 cited
  • 1977INTERTEMPORAL STABILITY OF THE RELATIONSHIP BETWEEN INTEREST RATES AND PRICE CHANGES15 cited
  • 1978Anticipated Inflation and Interest Rates In an Open Economy15 cited
  • 1978The Time Varying Response of Income to Changes in Monetary and Fiscal Policy15 cited
  • 1989ESTIMATING THE FISHER EFFECT AND THE STOCHASTIC MONEY GROWTH PROCESS11 cited
  • 1979Interest Rates and Inflationary Expectations: Tests For Structural Change 1952–197610 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work