AUTOREGRESSIVE AND NONAUTOREGRESSIVE ELEMENTS IN CROSS-SECTION FORECASTS OF INFLATION

被引：17

作者：

KANE, EJ

MALKIEL, BG

机构：

[1] OHIO STATE UNIV,COLUMBUS,OH 43210

[2] PRINCETON UNIV,PRINCETON,NJ

来源：

关键词：

D O I：

10.2307/1911377

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1 / 16

页数：16

共 28 条

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FELDSTEIN, M ;

ECKSTEIN, O .

[6]

Fisher I., 1930, The theory of interest: As determined by impatience to spend income and opportunity to invest it

[7]

FRIEDMAN M, 1968, 1968 P C SAV RES FIN

[8]

GIBSON WE, 1972, AM ECON REV, V62, P854

[9] PRICE-EXPECTATIONS EFFECTS ON INTEREST RATES [J].

GIBSON, WE .

[10] EXPECTED INFLATION IMPLIED BY CAPITAL MARKET RATES [J].

HENDERSHOTT, PH ;

VANHORNE, JC .