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Capital asset prices versus time series models as predictors of inflation

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References

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1983Expectations of Real Interest Rates and Aggregate Consumption: Empirical Tests67 cited
1978On the Efficiency of the Bond Market: Some Canadian Evidence63 cited
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1979Recursive Structure in U.S. Income, Prices, and Output32 cited
1996

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SOME EVIDENCE ON MEAN REVERSION IN EX ANTE REAL INTEREST RATES

27 cited

1981Are expectations of inflation rational? or Is variation of the expected real interest rate unpredictable?20 cited

1979Inflation and the Holding Period Returns on Bonds18 cited

1988Forecasting Inflation Using Interest Rate and Time-Series Models: Some International Evidence17 cited

1981Unreal Estimates of the Real Rate of Interest17 cited

1979Do Money Supply Announcements Affect Short-Term Interest Rates?: Note16 cited

2018Re-Visiting Fisher Effect for Fragile Five Economies15 cited

1983Rationality of inflationary expectations in the European Economic Communities Countries15 cited

1979Relative price changes and deviations from purchasing power parity15 cited

1987A comparison of models of long-term inflationary expectations14 cited