TIME VARIATION IN THE RELATIONSHIP BETWEEN INFLATION AND INTEREST-RATES

被引:54
作者
GARBADE, K
WACHTEL, P
机构
关键词
D O I
10.1016/0304-3932(78)90027-2
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:755 / 765
页数:11
相关论文
共 15 条
[1]  
ATHANS M, 1974, ANN ECON SOC MEAS, V3, P49
[2]  
FAMA EF, 1975, AM ECON REV, V65, P269
[3]   2 METHODS FOR EXAMINING STABILITY OF REGRESSION COEFFICIENTS [J].
GARBADE, K .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1977, 72 (357) :54-63
[4]  
GIBSON K, 1972, AM EC REV, V62, P854
[6]  
NELSON C, 1975, 7522 U CHIC GRAD SCH
[7]  
ROSENBERG B, 1973, ANN ECON SOC MEAS, V2, P399
[8]  
RUTLEDGE J, 1975, I FISHER AUTOREGRESS
[9]  
Sage AP, 1971, ESTIMATION THEORY AP
[10]  
SARGENT T, 1976, EXPLORATIONS EC RES, V3, P303