W Thorbecke… - Southern Economic Journal, 1996 - JSTOR
What causes business cycle fluctuations? Do they arise from real factors such as productivity
shocks and taste changes, or do nominal factors such as changes in monetary policy also
matter? If monetary factors affect real variables, what are the channels transmitting policy ...
L Coppock… - International Review of Economics & Finance, 2000 - Elsevier
This article uses long-term cross-country data to examine the Fisher hypothesis that nominal
interest rates respond point-for-point to changes in the expected inflation rate. The analysis
employs bounded-influence estimation to limit the effects of hyperinflation countries such ...
[CITATION] Why Good News about Employment Depresses Bond and Stock Returns
L Coppock… - George Mason University, Fairfax, Va, 1997
W Thorbecke… - Economics Letters, 1997 - Elsevier
In the spring of 1996 good economic news depressed asset prices. This could have
occurred because investors feared either inflation or a monetary contraction. Using a model
with time-varying risk this paper presents evidence supporting the monetary contraction ...
LA Coppock - Cap. UL Rev., 2009 - litigation-essentials.lexisnexis.com
... NAME: LEE A. COPPOCK *. BIO: Copyright (c) 2009, Lee Coppock * Lee Coppock is a Trial
Advocacy Fellow at the Stetson University College of Law. Professor Coppock received his JD
at the Stetson University College of Law and his BA from the University of South Florida. ...
D Sutter… - Constitutional Political Economy, 2003 - Springer
Passage of an Internal Revenue Service (IRS) overhaul bill in 1998 reflects the depth of
American taxpayer frustration with the agency. We bring a constitutional, or rules of the
game, perspective to tax enforcement. We examine political costs and benefits and ...
[CITATION] Interest rates and future inflation
L Coppock… - Papers and proceedings of the... annual meeting, …, 1993
[CITATION] The term structure of interest rates as a monetary policy indicator
LA Coppock - 1994 - George Mason University
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