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Short-Term Interest Rates as Predictors of Inflation: Comment
1 references·9 citing·51 second hop
Short-Term Interest Rates as Predictors of Inflation: Comment (2016)Short-Term Interest Rates as Predictors o…Short- Term Interest Rates as Predictors of Inflation (2021)Short- Term Interest Rates as…Re-Visiting Fisher Effect for Fragile Five Economies (2018)Re-Visiting Fisher Effect for…Asset Returns and Inflation in Response to Supply, Monetary, and Fiscal Disturbances (2003)Asset Returns and Inflation i…The Fisher Effect: A Review of the Literature (2002)The Fisher Effect: A Review o…The Fisher effect in a signal extraction framework The recent Brazilian experience (1993)The Fisher effect in a signal…Evidence of the Fisher Effect From U.K. Indexed Bonds (1992)Evidence of the Fisher Effect…Empirical evidence on the rational expectations hypothesis using reported expectations (1981)Empirical evidence on the rat…Can the Fed Control Real Interest Rates? (1979)Can the Fed Control Real Inte…A Technique for Extracting a Measure of Expected Inflation from the Interest Rate Term Structure (1979)A Technique for Extracting a …On the Efficiency of the Bond Market: Some Canadian Evidence (1978)On the Efficiency of the Bond…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Efficiency of the Market for Single-Family Homes (1988)Business conditions and expected returns on stocks and bonds (1989)Asset returns and inflation (1977)Stock Returns, Real Activity, Inflation, and Money (1981)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Price inflation and stock returns (2012)Fiscal policy and the US stock market (2015)Border disputes, conflicts, war, and financial markets research: A systematic review (2023)The Distributed Lag Between Capital Appropriations and Expenditures (1965)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Testing Fisher hypothesis in long horizons for G7 and eight Asian countries.1 (2003)Validity of Fisher Effect for Turkish economy: Cointegration Analysis (2012)Dynamics of Interest and Inflation Rates (2016)Some International Evidence on Output-Inflation Tradeoffs. (1973)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)On some international parity conditions (1986)Interest-Rate Smoothing (1988)Estimating Risk Premia in Money Market Rates (2003)A Monetary History of the United States, 1867-1960 (2017)Interest Rates and Inflationary Expectations: New Evidence (1972)The Behavior of Interest Rates. (1972)The Information Content of the Inflation Term Structure (1998)Expectations and the monetary policy transmission mechanism (2004)Deriving Agents' Inflation Forecasts from the Term Structure of Interest Rates (2021)Money and Economic Growth (1965)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)The theory and practice of econometrics (1986)Measures of Fit for Rational Expectations Models (2002)Stock Returns Under High Inflation and Interest Rates: Evidence from the Brazilian Market (2014)Does the Fisher hypothesis hold for the G7? Evidence from the panel cointegration test (2015)Rational Expectations and the Theory of Price Movements (1961)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Expectations and the neutrality of money (1972)Rationality, causality, and the relation between economic conditions and the popularity of parties (1985)On rationality of business expectations: A micro analysis of qualitative responses (1986)Testing the rationality of price expectations for manufacturing firms (1986)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Speculation in the Housing Market? (1997)Fisher Hypothesis in Japan: Analysis of Long‐term Interest Rates under Different Monetary Policy Regimes (2009)INFLATION AND REAL STOCK RETURNS REVISITED (2009)The Determinants of the Treasury Security Yield Curve (1981)The Predictive Power of Yield Spreads for Future Interest Rates: Evidence from the Danish Term Structure (1995)The Adjustment of Stock Prices to New Information (2003)Adaptive calendar effects and volume of extra returns in the cryptocurrency market (2021)General Diagnostic Tests for Cross Section Dependence in Panels (2004)A simple panel unit root test in the presence of cross‐section dependence (2007)Interest Rate Volatility of the Federal Funds Rate: Response of the Bank Indonesia and its Impact on the Indonesian Economic Stability (2020)The response of asset prices to monetary policy shock in Indonesia: A structural VAR approach (2022)The effectiveness of ultra-loose monetary policy in a high inflation economy: a time-varying causality analysis for Turkey (2023)
this work references cited by second hop

References

  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited

Cited by

  • 1978On the Efficiency of the Bond Market: Some Canadian Evidence63 cited
  • 2002The Fisher Effect: A Review of the Literature41 cited
  • 1979Can the Fed Control Real Interest Rates?41 cited
  • 1992Evidence of the Fisher Effect From U.K. Indexed Bonds32 cited
  • 1993The Fisher effect in a signal extraction framework The recent Brazilian experience28 cited
  • 1979A Technique for Extracting a Measure of Expected Inflation from the Interest Rate Term Structure26 cited
  • 2003Asset Returns and Inflation in Response to Supply, Monetary, and Fiscal Disturbances23 cited
  • 1981Empirical evidence on the rational expectations hypothesis using reported expectations19 cited
  • 2018Re-Visiting Fisher Effect for Fragile Five Economies15 cited

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