SHORT-TERM INTEREST-RATES AS PREDICTORS OF INFLATION - TESTING HYPOTHESIS THAT REAL RATE OF INTEREST IS CONSTANT

被引：0

作者：

NELSON, CR

SCHWERT, GW

机构：

[1] UNIV WASHINGTON,SEATTLE,WA 98105

[2] UNIV ROCHESTER,GRAD SCH MANAGEMENT,ROCHESTER,NY 14627

来源：

关键词：

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：478 / 486

页数：9

共 12 条

[1]

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[2]

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[3]

FAMA EF, 1975, AM ECON REV, V65, P269

[4] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J].

FAMA, EF .

[5]

Fisher I, 1930, THEORY INTEREST

[6]

HESS PJ, 1975, J FINANC ECON, V2, P341

[7]

KESSEL RA, 1965, CYCLICAL BEHAVIOR TE

[8] INFLATION AND REAL INTEREST [J].

MUNDELL, R .

[9] RATIONAL-EXPECTATIONS AND THE THEORY OF PRICE MOVEMENTS [J].

MUTH, JF .

ROLL, R .