Money, Output, and the Expected Real Interest Rate

This paper tests the exclusion of lagged growth rates of money and output from regression equations, with serially correlated disturbances, for the expected real interest rate. Our empirical approach is an extension of the empirical strategies of Fama (1975) and Mishkin (1981)--which invoke the orth...

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Bibliographic details
Volume: 73
Main Author: DIBA, BT
OH, SW
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: CAMBRIDGE Elsevier Science Publishers 01.02.1991
MIT PRESS
MIT Press Journals
Harvard University Press, etc
published in: The review of economics and statistics Vol. 73; no. 1; pp. 10 - 17
Related: Mishkin, Frederic S
Fama, Eugene
Data of publication: 19910201
ISSN: 0034-6535
1530-9142
EISSN: 1530-9142
Discipline: Economics
Statistics
Subjects:
Online Access: Fulltext
Database: Web of Knowledge
Social Sciences Citation Index
Web of Science
Web of Science - Social Sciences Citation Index - 1991
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