SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant
4 references·16 citing·49 second hop
Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant (2016)Short-Term Interest Rates as Predictors o…Short- Term Interest Rates as Predictors of Inflation (2021)Short- Term Interest Rates as…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Inflation and Real Interest (1963)Inflation and Real InterestRational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…Core Inflation and Trend Inflation (2016)Core Inflation and Trend Infl…How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2013)How Much Do Investors Care Ab…Phillips Curve Inflation Forecasts (2008)Phillips Curve Inflation Fore…Chapter 15 Anomalies and market efficiency (2003)Chapter 15 Anomalies and mark…A Simple Adaptive Measure of Core Inflation (2002)A Simple Adaptive Measure of …Likelihood‐based cointegration tests in heterogeneous panels (2001)Likelihood‐based cointegratio…Is there a unit root in the inflation rate? Evidence from sequential break and panel data models (1997)Is there a unit root in the i…The Information in the Longer Maturity Term Structure about Future Inflation (1989)The Information in the Longer…Stock prices, asset portfolios and macroeconomic variables in ten European countries (1989)Stock prices, asset portfolio…Monetary policy regime shifts and the unusual behavior of real interest rates (1986)Monetary policy regime shifts…A comparison of inflation forecasts (1984)A comparison of inflation for…The Relation Between Stock Prices and Inflationary Expectations: The International Evidence (1983)The Relation Between Stock Pr…Risk, Inflation, and the Stock Market (1983)Risk, Inflation, and the Stoc…Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data (1983)Money, Real Interest Rates, a…International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence (1982)International Interest-Rate a…The Adjustment of Stock Prices to Information About Inflation (1981)The Adjustment of Stock Price…Expectations and Exchange Rate Dynamics (1976)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Domestic Saving and International Capital Movements in the Long Run and the Short Run (1982)Conditional variance and the risk premium in the foreign exchange market (1985)Capital mobility in the world economy: Theory and measurement (1986)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Striking oil: Another puzzle? (2008)Limits of Arbitrage (2010)Have capital market anomalies attenuated in the recent era of high liquidity and trading activity? (2014)Foundations of Finance. (1977)Time Series Analysis: Forecasting and Control (1977)The Pricing of Exchange Rate Risk in the Stock Market (1991)Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets (1992)Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests (1999)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Spurious regression and residual-based tests for cointegration in panel data (1999)A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (2005)Oil prices and real exchange rates (2006)Trade openness–carbon emissions nexus: The importance of turning points of trade openness for country panels (2016)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Asset returns and inflation (1977)Estimating betas from nonsynchronous data (1977)Stock Returns, Real Activity, Inflation, and Money (1981)Stock Prices and Economic News (1984)BUBBLES AND FADS IN ASSET PRICES (1989)Dynamic analysis between the US stock returns and the macroeconomic variables (2007)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Asset Prices in an Exchange Economy (1978)Risk, Uncertainty and Profit (1921)The Pricing of Options and Corporate Liabilities (1973)Asset pricing: A tale of two days (2014)Earnings Announcements and Systematic Risk (2015)Anomalies and News (2018)The Efficiency of the Market for Single-Family Homes (1988)Business conditions and expected returns on stocks and bonds (1989)Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation (1992)The Political Economy of Central Bank Independence (1995)The Term Structure of Real Rates and Expected Inflation (2007)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited
  • 1963Inflation and Real Interest720 cited

Cited by

  • 2001Likelihood‐based cointegration tests in heterogeneous panels580 cited
  • 2003Chapter 15 Anomalies and market efficiency503 cited
  • 2013How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements410 cited
  • 1981The Adjustment of Stock Prices to Information About Inflation387 cited
  • 1984A comparison of inflation forecasts380 cited
  • 1982International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence369 cited
  • 1983Risk, Inflation, and the Stock Market345 cited
  • 2008Phillips Curve Inflation Forecasts326 cited
  • 1989Stock prices, asset portfolios and macroeconomic variables in ten European countries267 cited
  • 1989The Information in the Longer Maturity Term Structure about Future Inflation256 cited
  • 1983Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

236 cited
  • 2002A Simple Adaptive Measure of Core Inflation229 cited
  • 1997Is there a unit root in the inflation rate? Evidence from sequential break and panel data models228 cited
  • 1983The Relation Between Stock Prices and Inflationary Expectations: The International Evidence207 cited
  • 1986Monetary policy regime shifts and the unusual behavior of real interest rates194 cited
  • 2016Core Inflation and Trend Inflation184 cited