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Interest Rates and Inflation. (arXiv:1603.08311v1 [q-fin.EC])

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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 delay differential equation, which includes a summary of existing results, simulations, and an exact solution; and those in Physics who are interested in non-traditional applications of traditional methods of modeling.

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