SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Econometric Models and Current Interest Rates: How Well Do They Predict Future Rates? · Study

ArticleShelves

ArticleEconometric Models and Current Interest Rates: How Well Do They Predict Future Rates?

J. Walter Elliott1979

Article1979

Econometric Models and Current Interest Rates: How Well Do They Predict Future Rates?

J. Walter Elliott · Jerome R. Baier

19 citations·0/0 files stored·The Journal of Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Financial Markets and Investment Strategies Forecasting Techniques and Applications

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 19 citations exist upstream.

References

1961Rational Expectations and the Theory of Price Movements 1973Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment 1973A Distributed Lag Estimator Derived from Smoothness Priors 1973Inflation, Rational Expectations and the Term Structure of Interest Rates 1967Debt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience 1970The Fundamental Determinants of the Interest Rates 1969Commodity Price Expectations and the Interest Rate 1973Interest Rates and Prices in the Long Run: A Study of the Gibson Paradox

Cited by

1981The Determinants of the Treasury Security Yield Curve

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1976TAX EFFECTS, PRICE EXPECTATIONS AND THE NOMINAL RATE OF INTERESTarticle · 9 shared references 1977Measuring the Expected Real Rate of Interest: An Exploration of Macroeconomic Alternativesarticle · 7 shared references 1978On the Efficiency of the Bond Market: Some Canadian Evidencearticle · 6 shared references 1973EXPECTED INFLATION IMPLIED BY CAPITAL MARKET RATESarticle · 6 shared references 1972INTEREST RATES ON MONETARY ASSETS AND COMMODITY PRICE INDEX CHANGESarticle · 5 shared references 1997Evidence from lesser developed countries on the Fisher hypothesis: a cointegration analysisarticle · 5 shared references

Details

Year1979

Typearticle

Published1979-09-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations19

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1111/j.1540-6261.1979.tb03450.x

openalex_workW2062814532

Links

Imported from OpenAlex (CC0) — nothing here is generated.