publication . Preprint . 2016

Interest Rates and Inflation

Coopersmith, Michael; Gambardella, Pascal J.;
Open Access English
  • Published: 28 Mar 2016
Abstract
This article is an extension of the work of one of us (Coopersmith, 2011) in deriving the relationship between certain interest rates and the inflation rate of a two component economic system. We use the well-known Fisher relation between the difference of the nominal interest rate and its inflation adjusted value to eliminate the inflation rate and obtain a delay differential equation. We provide computer simulated solutions for this equation over regimes of interest. This paper could be of interest to three audiences: those in Economics who are interested in interest and inflation; those in Mathematics who are interested in examining a detailed analysis of a d...
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Subjects
free text keywords: Quantitative Finance - Economics, Quantitative Finance - General Finance
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Preprint . 2016
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