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INTERTEMPORAL STABILITY OF THE RELATIONSHIP BETWEEN INTEREST RATES AND PRICE CHANGES
16 references·1 citing·35 second hop
INTERTEMPORAL STABILITY OF THE RELATIONSHIP BETWEEN INTEREST RATES AND PRICE CHANGES (1977)INTERTEMPORAL STABILITY OF THE RELATIONSH…From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’ (2017)From ‘Some Theoretical Proble…Board of Governors of the Federal Reserve System (2001)Board of Governors of the Fed…Interest rates and inflationary expectations (1990)Interest rates and inflationa…A Monetarist Model for Economic Stabilization (1986)A Monetarist Model for Econom…Distributed Lags: Problems of Estimation and Formulation (1983)Distributed Lags: Problems of…Anticipated Price Changes and Nominal Interest Rates in the 1950's (1976)Anticipated Price Changes and…Interest Rates and Prices Since 1950 (1974)Interest Rates and Prices Sin…The Almon Lag Technique and the Monetary Versus Fiscal Policy Debate (1973)The Almon Lag Technique and t…Distributed Lags. Problems of Estimation and Formulation. (1973)Distributed Lags. Problems of…Observed Price Expectations and Interest Rates (1972)Observed Price Expectations a…The Fundamental Determinants of the Interest Rates (1970)The Fundamental Determinants …PRICE‐EXPECTATIONS EFFECTS ON INTEREST RATES (1970)PRICE‐EXPECTATIONS EFFECTS ON…A Monetarist Model for Economic Stabilization (1970)A Monetarist Model for Econom…Interest Rates and Price Level Changes, 1952-69 (1969)Interest Rates and Price Leve…Commodity Price Expectations and the Interest Rate (1969)Commodity Price Expectations …The Movements of Interest Rates, Bond Yields and Stock Prices in the United States since 1856. (1939)The Movements of Interest Rat…The Term Structure of Inflationary Expectations and Market Efficiency (1980)The Term Structure of Inflati…Value and Capital (1939)The monetary dynamics of hyperinflation (1956)Money and Economic Growth (1965)Government financing decisions and asset returns (1982)Federal Borrowing and Short Term Interest Rates (1983)Budget Deficits, National Saving, and Interest Rates (2004)Economic Forecasts and Policy (1962)The Distributed Lag Between Capital Appropriations and Expenditures (1965)Adjustment Costs in the Theory of Investment of the Firm (1968)Imitation and Suicide: A Reexamination of the Werther Effect (1984)M1 — Velocity and money-demand functions: Do stable relationships exist? (1987)INTEREST RATE CHANGES AND COMMON STOCK RETURNS OF FINANCIAL INSTITUTIONS: REVISITED (1990)New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates (1989)Implied Equity Duration: A New Measure of Equity Risk (2004)Default and the Maturity Structure in Sovereign Bonds (2012)Behavior of the money stock (1977)Chapter 21 Rules versus discretion in monetary policy (1990)Optimal Economic Policy and the Problem of Instrument Instability (2016)Liquidity Changes Following Stock Splits (1979)Benefits and limitations of panel data (1985)“Theory and Practice of Spatial Econometrics” (2015)A THEORY OF OPTIMAL LIFE INSURANCE: DEVELOPMENT AND TESTS (1973)Interest Rates and Prices in the Long Run: A Study of the Gibson Paradox (1973)Comparing Survey and Rational Measures of Expected Inflation: Forecast Performance and Interest Rate Effects (1979)INTEREST RATES ON MONETARY ASSETS AND COMMODITY PRICE INDEX CHANGES (1972)Interest Rates, Inflation, and the Aggregate Consumption Function (1981)Stock Market Returns and Inflation Forecasts (1983)Forward rates as predictors of future spot rates (1976)The Equity Premium in Retrospect (2003)Modeling Fluctuations in the Global Demand for Commodities (2017)A Demand System Approach to Asset Pricing (2018)Does Climate Change Affect Real Estate Prices? Only If You Believe In It (2018)The Economic Impacts of COVID-19: Evidence from a New Public Database Built Using Private Sector Data (2020)THE EMPIRICAL RELATIONSHIP BETWEEN TRADING VOLUME, RETURNS AND VOLATILITY (1996)Global and National Macroeconometric Modelling (2006)
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References

  • 2001Board of Governors of the Federal Reserve System1,130 cited
  • 2017From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’504 cited
  • 1983Distributed Lags: Problems of Estimation and Formulation212 cited
  • 1939The Movements of Interest Rates, Bond Yields and Stock Prices in the United States since 1856.190 cited
  • 1970The Fundamental Determinants of the Interest Rates171 cited
  • 1973The Almon Lag Technique and the Monetary Versus Fiscal Policy Debate169 cited
  • 1973Distributed Lags. Problems of Estimation and Formulation.146 cited
  • 1969Commodity Price Expectations and the Interest Rate138 cited
  • 1986A Monetarist Model for Economic Stabilization130 cited
  • 1970PRICE‐EXPECTATIONS EFFECTS ON INTEREST RATES108 cited
  • 1969Interest Rates and Price Level Changes, 1952-6991 cited
  • 1970A Monetarist Model for Economic Stabilization72 cited
  • 1976Anticipated Price Changes and Nominal Interest Rates in the 1950's66 cited
  • 1972Observed Price Expectations and Interest Rates61 cited
  • 1990Interest rates and inflationary expectations22 cited

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  • 1974Interest Rates and Prices Since 195022 cited
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    • 1980The Term Structure of Inflationary Expectations and Market Efficiency27 cited