IS THE REAL INTEREST-RATE STABLE

[11] Granger C.W.J., 1974, J ECONOMETRICS, V2, P111, DOI [10.1016/0304-4076(74)90034-7, DOI 10.1016/0304-4076(74)90034-7]

[12] STOCHASTIC CONSUMPTION, RISK-AVERSION, AND THE TEMPORAL BEHAVIOR OF ASSET RETURNS [J]. JOURNAL OF POLITICAL ECONOMY, 1983, 91 (02) : 249 - 265

[13] GENERALIZED INSTRUMENTAL VARIABLES ESTIMATION OF NON-LINEAR RATIONAL-EXPECTATIONS MODELS [J]. ECONOMETRICA, 1982, 50 (05) : 1269 - 1286

[14] INFLATION AND REAL INTEREST-RATES ON ASSETS WITH DIFFERENT RISK CHARACTERISTICS [J]. JOURNAL OF FINANCE, 1984, 39 (03) : 699 - 712

[15] IBBOSTON RG, 1982, STOCKS BONDS BILLS I

[16] ASSET PRICES IN AN EXCHANGE ECONOMY [J]. ECONOMETRICA, 1978, 46 (06) : 1429 - 1445

[17] MANKIW GN, 1986, Q J EC C, V1, P211

[18] Mishkin F., 1981, CARNEGIE-ROCHESTER C, V15, P151, DOI DOI 10.1016/0167-2231(81)90022-1

[19] TRENDS AND RANDOM-WALKS IN MACROECONOMIC TIME-SERIES - SOME EVIDENCE AND IMPLICATIONS [J]. JOURNAL OF MONETARY ECONOMICS, 1982, 10 (02) : 139 - 162

[20] NELSON CR, 1977, AM ECON REV, V67, P478

[11] Granger C.W.J., 1974, J ECONOMETRICS, V2, P111, DOI [10.1016/0304-4076(74)90034-7, DOI 10.1016/0304-4076(74)90034-7]

[12] STOCHASTIC CONSUMPTION, RISK-AVERSION, AND THE TEMPORAL BEHAVIOR OF ASSET RETURNS [J]. JOURNAL OF POLITICAL ECONOMY, 1983, 91 (02) : 249 - 265

[13] GENERALIZED INSTRUMENTAL VARIABLES ESTIMATION OF NON-LINEAR RATIONAL-EXPECTATIONS MODELS [J]. ECONOMETRICA, 1982, 50 (05) : 1269 - 1286

[14] INFLATION AND REAL INTEREST-RATES ON ASSETS WITH DIFFERENT RISK CHARACTERISTICS [J]. JOURNAL OF FINANCE, 1984, 39 (03) : 699 - 712

[15] IBBOSTON RG, 1982, STOCKS BONDS BILLS I

[16] ASSET PRICES IN AN EXCHANGE ECONOMY [J]. ECONOMETRICA, 1978, 46 (06) : 1429 - 1445

[17] MANKIW GN, 1986, Q J EC C, V1, P211

[18] Mishkin F., 1981, CARNEGIE-ROCHESTER C, V15, P151, DOI DOI 10.1016/0167-2231(81)90022-1

[19] TRENDS AND RANDOM-WALKS IN MACROECONOMIC TIME-SERIES - SOME EVIDENCE AND IMPLICATIONS [J]. JOURNAL OF MONETARY ECONOMICS, 1982, 10 (02) : 139 - 162

[20] NELSON CR, 1977, AM ECON REV, V67, P478