Can Futures Market Data Be Used to Understand the Behavior of Real Interest Rates? (JF 1990)

From ReplicationWiki
Jump to: navigation, search
This page needs attention because In Can inflation expectations be measured using commodity futures prices? (Structural Change & Economic Dynamics 2018) it is claimed that this study is flawed.



Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Frederic S. Mishkin Can Futures Market Data Be Used to Understand the Behavior of Real Interest Rates? JF 1990 1 245-57 - -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - - - - - -

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
James D. Hamilton Monetary factors in the great depression JME 1987 2 145-69 - - - 2 - failed (different results) - 2 - partly -

References

DOI: 10.2307/2328819 IDEAS: a/bla/jfinan/v45y1990i1p245-57.html EconPapers: RePEc:bla:jfinan:v:45:y:1990:i:1:p:245-57


Personal tools
Namespaces

Variants
Actions
Navigation
Toolbox