ЛИТЕРАТУРА
К оглавлению1 2 3 4 5 6 7 8 9 10 11 12 131. Dickey, David A. and Wayne A. Fuller, 1981, Likelyhood Ratio Statistics for Autoregressive
Time Series with a Unit Root, Econometrica, 49, 4, 1057-1072.
2. Dvorkovitch, A.V. and E.T.Gurvich, 1997, Interest Rate and Domestic Borrowing Costs in the
Medium-Term Prospective, EERC grant proposal.
3. Dvorkovitch, A.V. and E.T.Gurvich, 1997, Interest Rate and Domestic Borrowing Costs in the
Medium-Term Prospective, interim report on the EERC project.
4. Economic Expert Group under the Ministry of Finance of the Russian Federation, 1995,
Confidential Credit Rating Presentation To Standard&Poor’s.
5. Economic Expert Group under the Ministry of Finance of the Russian Federation, 1996,
Confidential Credit Rating Presentation To Standard&Poor’s.
6. Engle, R.F., and C.W.J.Gramger, 1987, Cointegration and Error - Correction: Representation,
Estimation and Testing, Econometrica, 55, 2, 251-276.
7. Englsted, T., 1995, Does the Long-Term Interest Rate Predict Future Inflation? A Multi-Country
Analysis, Review of Economics and Statistics, 77, 1, 42-54.
8. Fama, E.F., 1975, Short-Term Interest Rates as Predictors of Inflation, American Economic
Review, 65, 3, 269-282.
9. Frankel, Jeffrey A., 1995, Financial Markets and Monetary policy, MIT Press, Cambridge,
Massachusetts.
10.Fuller, Wayne A.,1976, Introduction to Statistical Time Series, John Wiley & Sons
11.Granville, B. and M.Rockinger, 1997, Testing the Fisher Relation: the case of Russia, CR
601/1997, Groupe HEC, Paris.
12. Holden, D. and R. Perman, 1994, Unir Roots and Cointegration for the Economist, in B.B.Rao
(ed), Cointegration for the Applied Economist, St.Martin’s Press.
13.Johansen, S., 1988, Statistical analysis of cointegration vectors, Journal of Economic Dynamic
and Control, 12, 231-254.
14.Mishkin, F., 1990, The Information in the Longer Maturity Term Structure about Future
Inflation”, The Quaterly Journal of Economics, 422, 815-828.
15.Mishkin, F., 1992, Is The Fisher Effect For Real? A Reexamination of Relationship between
Inflation and Interest Rate”, Journal of Monetary Economics, 30, 195-215.
16.Ragan, C., 1995, Deriving Agents’ Inflation Forecasts from the Term Structure of Interest Rates,
working paper #1, Bank of Canada.
17.Roberds, W., D.Runckle and C.H.Whiteman, 1996, A Daily View of Yield Spreads and Short-
Term Interest Rate Movements, Journal Of Money, Credit and Banking, 28, 1, 34-53.
18.Tzavalis, E., and M.R.Wickens, 1996, Forecasting Inflation from the Term Structure, Journal of
Empirical Finance, 3, 103-122.__________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
1. Dickey, David A. and Wayne A. Fuller, 1981, Likelyhood Ratio Statistics for Autoregressive
Time Series with a Unit Root, Econometrica, 49, 4, 1057-1072.
2. Dvorkovitch, A.V. and E.T.Gurvich, 1997, Interest Rate and Domestic Borrowing Costs in the
Medium-Term Prospective, EERC grant proposal.
3. Dvorkovitch, A.V. and E.T.Gurvich, 1997, Interest Rate and Domestic Borrowing Costs in the
Medium-Term Prospective, interim report on the EERC project.
4. Economic Expert Group under the Ministry of Finance of the Russian Federation, 1995,
Confidential Credit Rating Presentation To Standard&Poor’s.
5. Economic Expert Group under the Ministry of Finance of the Russian Federation, 1996,
Confidential Credit Rating Presentation To Standard&Poor’s.
6. Engle, R.F., and C.W.J.Gramger, 1987, Cointegration and Error - Correction: Representation,
Estimation and Testing, Econometrica, 55, 2, 251-276.
7. Englsted, T., 1995, Does the Long-Term Interest Rate Predict Future Inflation? A Multi-Country
Analysis, Review of Economics and Statistics, 77, 1, 42-54.
8. Fama, E.F., 1975, Short-Term Interest Rates as Predictors of Inflation, American Economic
Review, 65, 3, 269-282.
9. Frankel, Jeffrey A., 1995, Financial Markets and Monetary policy, MIT Press, Cambridge,
Massachusetts.
10.Fuller, Wayne A.,1976, Introduction to Statistical Time Series, John Wiley & Sons
11.Granville, B. and M.Rockinger, 1997, Testing the Fisher Relation: the case of Russia, CR
601/1997, Groupe HEC, Paris.
12. Holden, D. and R. Perman, 1994, Unir Roots and Cointegration for the Economist, in B.B.Rao
(ed), Cointegration for the Applied Economist, St.Martin’s Press.
13.Johansen, S., 1988, Statistical analysis of cointegration vectors, Journal of Economic Dynamic
and Control, 12, 231-254.
14.Mishkin, F., 1990, The Information in the Longer Maturity Term Structure about Future
Inflation”, The Quaterly Journal of Economics, 422, 815-828.
15.Mishkin, F., 1992, Is The Fisher Effect For Real? A Reexamination of Relationship between
Inflation and Interest Rate”, Journal of Monetary Economics, 30, 195-215.
16.Ragan, C., 1995, Deriving Agents’ Inflation Forecasts from the Term Structure of Interest Rates,
working paper #1, Bank of Canada.
17.Roberds, W., D.Runckle and C.H.Whiteman, 1996, A Daily View of Yield Spreads and Short-
Term Interest Rate Movements, Journal Of Money, Credit and Banking, 28, 1, 34-53.
18.Tzavalis, E., and M.R.Wickens, 1996, Forecasting Inflation from the Term Structure, Journal of
Empirical Finance, 3, 103-122.__________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________