NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yields and Stock Prices in the United States since 1856

Frederick R. Macaulay

Published in 1938 by NBER

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0625 pages
ISBN: 0-87014-032-9

Table of Contents

1. Front matter to "Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yields and Stock Prices in the United States since 1856". (p. -15 - -6) (bibliographic info) (download)

2. Preface: Wesley C. Mitchell (p. -5 - -3) (bibliographic info) (download)

3. I Introduction. (p. 3 - 23) (bibliographic info) (download)

4. II The Concept of Long Term Interest Rates. (p. 24 - 53) (bibliographic info) (download)

5. III Some Theoretical and Practical Difficulties of Comparing Long Term Interest Rates at Different and Especially at Widely Separated Dates. (p. 54 - 84) (bibliographic info) (download)

6. IV The Relation of the Movements of Bond Yields to the Grades of the Bonds -- Economic 'Drift'. (p. 85 - 127) (bibliographic info) (download)

7. V Bond Yields, Economic 'Drift', and the Prices of Common Stocks. (p. 130 - 162) (bibliographic info) (download)

8. VI Interest Rates and Commodity Prices. (p. 167 - 212) (bibliographic info) (download)

9. VII Factual Leads and Lags and Empirical Forecasting. (p. 223 - 248) (bibliographic info) (download)

10. List of Tables. (p. 249 - 250) (bibliographic info) (download)

11. List of Charts. (p. 251 - 252) (bibliographic info) (download)

12. Appendix A Tables. (p. 255 - 560) (bibliographic info) (download)

13. Appendix B Professor Irving Fisher's Statistical Measures of 'Price Change'. (p. 563 - 575) (bibliographic info) (download)

14. Appendix C The Meaning of Gold Yields of Bonds Payable Principal and Interest in Currency. (p. 579 - 580) (bibliographic info) (download)

15. Appendix D Methods for Computing Cyclical and Trend Graduations and Moving Seasonals. (p. 581 - 5) (bibliographic info) (download)

16. Appendix E Short Term Interest Rates. (p. 588 - 598) (bibliographic info) (download)

 
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