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Interest rate variability: its link to the variability of monetary growth and economic performance

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  • John A. Tatom

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  • John A. Tatom, 1984. "Interest rate variability: its link to the variability of monetary growth and economic performance," Review, Federal Reserve Bank of St. Louis, vol. 66(Nov), pages 31-47.
    • Handle: RePEc:fip:fedlrv:y:1984:i:nov:p:31-47:n:v.66no.9
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    References listed on IDEAS

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    1. Keith M. Carlson, 1982. "A monetary analysis of the administration's budget and economic projections," Review, Federal Reserve Bank of St. Louis, vol. 64(May), pages 3-14.
    2. Zvi Bodie & Alex Kane & Robert L. McDonald, 1983. "Why Are Real Interest Rates So High?," NBER Working Papers 1141, National Bureau of Economic Research, Inc.
    3. Holthausen, Duncan M, 1976. "Input Choices and Uncertain Demand," American Economic Review, American Economic Association, vol. 66(1), pages 94-103, March.
    4. John A. Tatom, 1984. "Interest rate variability and output: further evidence," Working Papers 1984-016, Federal Reserve Bank of St. Louis.
    5. Sandmo, Agnar, 1971. "On the Theory of the Competitive Firm under Price Uncertainty," American Economic Review, American Economic Association, vol. 61(1), pages 65-73, March.
    6. Gertler, Mark & Grinols, Earl, 1982. "Monetary randomness and investment," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 239-258.
    7. 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.
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    Citations

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    Cited by:

    1. V. Shunmugam & Danish Hashim, 2009. "Volatility in interest rates: its impact and management," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 2(2), pages 247-255.
    2. Pindyck, Robert S, 1991. "Irreversibility, Uncertainty, and Investment," Journal of Economic Literature, American Economic Association, vol. 29(3), pages 1110-1148, September.
    3. Elder, John, 2001. "Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns?," Journal of Macroeconomics, Elsevier, vol. 23(1), pages 73-97, January.
    4. Sajjadur Rahman, 2018. "The Lucas hypothesis on monetary shocks: evidence from a GARCH-in-mean model," Empirical Economics, Springer, vol. 54(4), pages 1411-1450, June.
    5. Pindyck, Robert S., 1986. "Capital risk and models of investment behavior," Working papers 1819-86., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    6. Christian Bordes, 1991. "Variations de la vitesse et volatilité de la croissance monétaire : le cas français," Revue Économique, Programme National Persée, vol. 42(4), pages 733-744.
    7. Cronin, David, 2014. "The interaction between money and asset markets: A spillover index approach," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 185-202.

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    Keywords

    Money supply; Interest rates;

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