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The Level and Volatility of Interest Rates in the United States: The Roles of Expected Inflation, Real Rates, and Taxes
16 references·0 citing·38 second hop
The Level and Volatility of Interest Rates in the United States: The Roles of Expected Inflation, Real Rates, and Taxes (1983)The Level and Volatility of Interest Rate…Short- Term Interest Rates as Predictors of Inflation (2021)Short- Term Interest Rates as…Real Interest, Money Surprises, Anticipated Inflation and Fiscal Deficits (1983)Real Interest, Money Surprise…The Nonadjustment of Nominal Interest Rates: A Study of the Fisher Effect (1982)The Nonadjustment of Nominal …Inflationary Expectations, Economic Activity, Taxes, and Interest Rates: Reply (1982)Inflationary Expectations, Ec…Inflation, real returns and capital investment (1982)Inflation, real returns and c…The Real Interest Rate: An Empirical Investigation (1981)The Real Interest Rate: An Em…The "Rationality" of Money Supply Expectations and the Short-Run Response of Interest Rates to Monetary Surprises (1981)The "Rationality" of Money Su…Inventories, rational expectations, and the business cycle (1981)Inventories, rational expecta…Inflation, Tax Rules, and the Long-Term Interest Rate (1978)Inflation, Tax Rules, and the…Inflation, Income Taxes, and the Rate of Interest: A Theoretical Analysis (1976)Inflation, Income Taxes, and …Inflation Uncertainty and Expected Returns on Treasury Bills (1976)Inflation Uncertainty and Exp…THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES (1975)THE FINANCIAL AND TAX EFFECTS…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis Forecast…Inflation and Real Interest (1963)Inflation and Real InterestThe Theory and Measurement of Demand. (1941)The Theory and Measurement of…The Theory and Measurement of Demand (1939)The Theory and Measurement of…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Asset returns and inflation (1977)The Efficiency of the Market for Single-Family Homes (1988)Business conditions and expected returns on stocks and bonds (1989)Inflation, Rational Valuation and the Market (1979)Towards an understanding of the costs of inflation: II (1981)Risk, Inflation, and the Stock Market (1983)The Decline of Inflation and the Bull Market of 1982-1999 (2002)The Relation Between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861–1957 1 (1958)Money and Economic Growth (1965)Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? (1995)Real Rates, Expected Inflation, and Inflation Risk Premia (1998)Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Stock Returns, Real Activity, Inflation, and Money (1981)The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions (1984)Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)A Cross-Sectional Test of an Investment-Based Asset Pricing Model (1996)Portfolio Selection: Efficient Diversification of Investments (1959)THE “FISHER EFFECT” FOR RISKY ASSETS: AN EMPIRICAL INVESTIGATION (1976)The Adjustment of Stock Prices to Information About Inflation (1981)Business Cycles, Financial Crises, and Stock Volatility (1989)Do Workers Prefer Increasing Wage Profiles? (1991)Journal of the American Statistical Association (1995)The Evolution of Economic Understanding and Postwar Stabilization Policy (2002)The Liquidation of Government Debt (2011)A general proposition on the design of a neutral business tax (1984)Tax Policy and Business Investment**RGH acknowledges financial support from Harvard Business School and the American Enterprise Institute. (2002)New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)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)A synthesis of pure demand analysis (1943)Estimating U.S. consumer preferences for meat with a flexible utility function (1977)Qualities, Prices and Budget Enquiries (1992)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Some recent development in a concept of causality (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
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References

  • 1971Time Series Analysis Forecasting and Control.6,714 cited
  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited
  • 1963Inflation and Real Interest720 cited
  • 1982Inflation, real returns and capital investment477 cited
  • 1975THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES361 cited
  • 1976Inflation, Income Taxes, and the Rate of Interest: A Theoretical Analysis281 cited
  • 1982The Nonadjustment of Nominal Interest Rates: A Study of the Fisher Effect275 cited
  • 1941The Theory and Measurement of Demand.213 cited
  • 1981The Real Interest Rate: An Empirical Investigation206 cited
  • 1976Inflation Uncertainty and Expected Returns on Treasury Bills193 cited
  • 1981Inventories, rational expectations, and the business cycle168 cited
  • 1983Real Interest, Money Surprises, Anticipated Inflation and Fiscal Deficits160 cited
  • 1982Inflationary Expectations, Economic Activity, Taxes, and Interest Rates: Reply148 cited
  • 1981The "Rationality" of Money Supply Expectations and the Short-Run Response of Interest Rates to Monetary Surprises128 cited
  • 1978Inflation, Tax Rules, and the Long-Term Interest Rate87 cited

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  • 1939The Theory and Measurement of Demand85 cited
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