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

Frederick R. Macaulay

in NBER Books from National Bureau of Economic Research, Inc

Date: 1938
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Chapters in this book:

Introduction , pp 3-23

Frederick R. Macaulay

Preface , pp -5--3

Wesley C. Mitchell

The Concept of Long Term Interest Rates , pp 24-53

Frederick R. Macaulay

Some Theoretical and Practical Difficulties of Comparing Long Term Interest Rates at Different and Especially at Widely Separated Dates , pp 54-84

Frederick R. Macaulay

The Relation of the Movements of Bond Yields to the Grades of the Bonds -- Economic 'Drift' , pp 85-127

Frederick R. Macaulay

Bond Yields, Economic 'Drift', and the Prices of Common Stocks , pp 128-162

Frederick R. Macaulay

Interest Rates and Commodity Prices , pp 163-208

Frederick R. Macaulay

Factual Leads and Lags and Empirical Forecasting , pp 209-235

Frederick R. Macaulay

List of Tables , pp 237-238

Frederick R. Macaulay

List of Charts , pp 239-240

Frederick R. Macaulay

Appendix A Tables , pp 241-548

Frederick R. Macaulay

Appendix B Professor Irving Fisher's Statistical Measures of 'Price Change' , pp 549-564

Frederick R. Macaulay

Appendix C The Meaning of Gold Yields of Bonds Payable Principal and Interest in Currency , pp 565-568

Frederick R. Macaulay

Appendix D Methods for Computing Cyclical and Trend Graduations and Moving Seasonals , pp 569-572

Frederick R. Macaulay

Appendix E Short Term Interest Rates , pp 573-591

Frederick R. Macaulay

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