Inflationary Expectations and Interest Rates A'La Patinkin's General Equilibrium Model
Author
Abstract
Suggested Citation
DOI: 10.1177/056943458502900209
Download full text from publisher
References listed on IDEAS
- Thomas J. Sargent, 1972. "Anticipated Inflation and the Nominal Rate of Interest," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 86(2), pages 212-225.
- Lahiri, Kajal, 1976. "Inflationary Expectations: Their Formation and Interest Rate Effects," American Economic Review, American Economic Association, vol. 66(1), pages 124-131, March.
- Robert Mundell, 1963. "Inflation and Real Interest," Journal of Political Economy, University of Chicago Press, vol. 71(3), pages 280-280.
- Gibson, William E, 1972. "Interest Rates and Inflationary Expectations: New Evidence," American Economic Review, American Economic Association, vol. 62(5), pages 854-865, December.
- Feldstein, Martin S & Eckstein, Otto, 1970. "The Fundamental Determinants of the Interest Rate," The Review of Economics and Statistics, MIT Press, vol. 52(4), pages 363-375, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Benjamin M. Friedman, 1978. "Price Inflation, Portfolio Choice, and Nominal Interest Rates," NBER Working Papers 0235, National Bureau of Economic Research, Inc.
- S, Surayya, 2018. "Alternative Specifications of Fisher Hypothesis: An Empirical Investigation," MPRA Paper 90320, University Library of Munich, Germany.
- Dong-Hyeon Kim & Shu-Chin Lin & Joyce Hsieh & Yu-Bo Suen, 2018. "The Fisher Equation: A Nonlinear Panel Data Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(1), pages 162-180, January.
- Gylfason, Thorvaldur & Tómasson, Helgi & Zoega, Gylfi, 2016.
"Around the world with Irving Fisher,"
The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 232-243.
- Thorvaldur Gylfason & Helgi Tómasson & Gylfi Zoega, 2015. "Around the World with Irving Fisher," CESifo Working Paper Series 5257, CESifo.
- Pradeep Ganguly, 1980. "The Effect of Government Debt on Interest Rates," The American Economist, Sage Publications, vol. 24(1), pages 52-56, March.
- Anari, Ali & Kolari, James, 2019. "The Fisher puzzle, real rate anomaly, and Wicksell effect," Journal of Empirical Finance, Elsevier, vol. 52(C), pages 128-148.
- Edward Nelson, 2004.
"Money and the Transmission Mechanism in the Optimizing IS-LM Specification,"
History of Political Economy, Duke University Press, vol. 36(5), pages 271-304, Supplemen.
- Edward Nelson, 2003. "Money and the transmission mechanism in the optimizing IS-LM specification," Working Papers 2003-019, Federal Reserve Bank of St. Louis.
- Nelson, Edward, 2003. "Money and the Transmission Mechanism in the Optimizing IS-LM Specification," CEPR Discussion Papers 3898, C.E.P.R. Discussion Papers.
- Richard Hartman & John H. Makin, 1982. "Inflation Uncertainty and Interest Rates: Theory and Empirical Tests," NBER Working Papers 0906, National Bureau of Economic Research, Inc.
- Bharat R. Kolluri, 1982. "Anticipated Price Changes, Inflation Uncertainty, And Capital Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(2), pages 135-149, June.
- NANDWA, Boaz, 2006. "On The Fisher Effect And Inflation Dynamics In Low-Income Countries: An Assessment Of Sub-Saharan Africa Economies," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(1).
- Hanawa, Toshiya & Kofuji, Yasuo, 1980. "The Nominal Rate of Interest and Inflationary Expectations," Hitotsubashi Journal of commerce and management, Hitotsubashi University, vol. 15(1), pages 57-67, October.
- Frederic S. Mishkin, 1984.
"The Real Interest Rate: A Multi-Country Empirical Study,"
Canadian Journal of Economics, Canadian Economics Association, vol. 17(2), pages 283-311, May.
- Frederic S. Mishkin, 1982. "The Real Interest Rate: A Multi-Country Empirical Study," NBER Working Papers 1047, National Bureau of Economic Research, Inc.
- Yash P. Mehra, 1985. "Inflationary expectations, money growth, and the vanishing liquidity effect of money on interest : a further investigation," Economic Review, Federal Reserve Bank of Richmond, vol. 71(Mar), pages 23-35.
- James Payne & Bradley Ewing, 1997. "Evidence from lesser developed countries on the Fisher hypothesis: a cointegration analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 4(11), pages 683-687.
- Christoph Zenger, 1985. "Zinssätze und Inflation in der Schweiz: Ein alternativer Test des Fisher-Effektes," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 121(IV), pages 353-374, December.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2022.
"Globalization, long memory, and real interest rate convergence: a historical perspective,"
Empirical Economics, Springer, vol. 63(5), pages 2331-2355, November.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective," Working Papers 2020106, University of Pretoria, Department of Economics.
- Söderlind, Paul, 1995.
"Forward Interest Rates as Indicators of Inflation Expectations,"
CEPR Discussion Papers
1313, C.E.P.R. Discussion Papers.
- Söderlind, Paul, 1997. "Forward Interest Rates as Indicators of Inflation Expectations," Seminar Papers 594, Stockholm University, Institute for International Economic Studies.
- Soderlind, P., 1995. "Forward Interest Rates as Indicators of Inflation Expectations," Papers 594, Stockholm - International Economic Studies.
- LAL, Deepak & van Wijnbergen, Sweder, 1985.
"Government deficits, the real interest rate and LDC debt : On global crowding out,"
European Economic Review, Elsevier, vol. 29(2), pages 157-191.
- Lal, Deepak & van Wijnbergen, Sweder, 1984. "Government Deficits, The Real Interest Rate And Ldc Debt: On Global Crowding Out," Discussion Papers 272824, University of Warwick - Department of Economics.
- Muhammad Farooq Arby & Amjad Ali, 2017.
"Threshold Inflation in Pakistan,"
SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 13, pages 1-19.
- Muhammad Farooq Arby & Amjad Ali, 2017. "Threshold Inflation in Pakistan," SBP Working Paper Series 94, State Bank of Pakistan, Research Department.
- Ravenna, Federico & Seppälä, Juha, 2007.
"Monetary policy, expected inflation and inflation risk premia,"
Bank of Finland Research Discussion Papers
18/2007, Bank of Finland.
- Juha Seppala & Federico Ravenna, 2007. "Monetary Policy, Expected Inflation, and Inflation Risk Premium," 2007 Meeting Papers 513, Society for Economic Dynamics.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sae:amerec:v:29:y:1985:i:2:p:55-56. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: SAGE Publications (email available below). General contact details of provider: http://journals.sagepub.com/home/aex .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.