SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Uncovering Financial Market Expectations of Inflation
4 references·16 citing·54 second hop
Uncovering Financial Market Expectations of Inflation (1985)Uncovering Financial Market Expectations …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…Some International Evidence on Output-Inflation Tradeoffs. (1973)Some International Evidence o…The Identification Problem for Multiple Equation Systems with Moving Average Errors (1971)The Identification Problem fo…Intraday Arbitrage Between ETFs and their Underlying Portfolios (2019)Intraday Arbitrage Between ET…Expected Inflation and Other Determinants of Treasury Yields (2018)Expected Inflation and Other …Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach (2016)Aggregation of Information Ab…What do asset prices have to say about risk appetite and uncertainty? (2015)What do asset prices have to …Filtering Out Expected Dividends and Expected Returns (2012)Filtering Out Expected Divide…Understanding the Fisher equation (2004)Understanding the Fisher equa…The Term Structure of Real Rates and Expected Inflation (2003)The Term Structure of Real Ra…Low-Frequency Movements in Stock Prices: A State-Space Decomposition (2002)Low-Frequency Movements in St…Measuring Inflation Expectations: A Survey Data Approach (2001)Measuring Inflation Expectati…Measuring inflation expectations: a survey data approach (1999)Measuring inflation expectati…RATIONAL BUBBLES IN THE STOCK MARKET: ACCOUNTING FOR THE U.S. STOCK‐PRICE VOLATILITY (1997)RATIONAL BUBBLES IN THE STOCK…Real Interest Rates and Inflation: An Ex‐Ante Empirical Analysis (1996)Real Interest Rates and Infla…Vancouver's Gasoline-Price Wars: An Empirical Exercise in Uncovering Supergame Strategies (1992)Vancouver's Gasoline-Price Wa…Modelling stochastic and cyclical components of technical change (1989)Modelling stochastic and cycl…THE ARBITRAGE PRICING THEORY AND MACROECONOMIC FACTOR MEASURES (1986)THE ARBITRAGE PRICING THEORY …Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering (1986)Estimation of Unobserved Expe…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)Noncooperative Collusion under Imperfect Price Information (1984)A Supergame-Theoretic Model of Price Wars during Booms (1986)A Theory of Dynamic Oligopoly, II: Price Competition, Kinked Demand Curves, and Edgeworth Cycles (1988)EDGEWORTH PRICE CYCLES: EVIDENCE FROM THE TORONTO RETAIL GASOLINE MARKET* (2007)Retail gasoline pricing: What do we know? (2008)Learning to Coordinate: A Study in Retail Gasoline (2019)Asset Prices in an Exchange Economy (1978)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)The present value model of U.S. stock prices redux: a new testing strategy and some evidence (2003)Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective (2019)Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model (2022)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)Portfolio management with heuristic optimization (2005)Effect Of Macroeconomic Variables On Stock Market Returns For Four Emerging Economies: Brazil, Russia, India, And China (2011)The COVID-19 storm and the energy sector: The impact and role of uncertainty (2021)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)The Benefits of Relationship Lending in a Cross-Country Context: A Meta-Analysis (2012)Analysis of Factors Affecting Inflation and its Impact on Human Development Index and Poverty in Indonesia (2017)Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices (2018)A Theory of the Consumption Function (1960)Econometric policy evaluation: A critique (1976)Trends and random walks in macroeconmic time series (1982)A SENSITIVITY ANALYSIS OF CROSS-COUNTRY GROWTH REGRESSIONS (1991)The Role of Monetary Policy (1995)A Theory of the Term Structure of Interest Rates (1985)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Discretion versus policy rules in practice (1993)Does the Failure of the Expectations Hypothesis Matter for Long‐Term Investors? (2005)Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates (2007)Discrete-Time AffineℚTerm Structure Models with Generalized Market Prices of Risk (2010)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES (1975)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)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Are Disagreements Agreeable? Evidence from Information Aggregation (2017)Dissecting Characteristics Nonparametrically (2017)Forecasting crude oil prices: A scaled PCA approach (2021)Statistical Analysis of Econometric Models (1979)The New Palgrave Dictionary of Economics Online (2008)Dynamic Identification of Dynamic Stochastic General Equilibrium Models (2011)
this work references cited by second hop

References

  • 1973Some International Evidence on Output-Inflation Tradeoffs.2,448 cited
  • 1982Inflation, real returns and capital investment477 cited
  • 1981The Real Interest Rate: An Empirical Investigation206 cited
  • 1971The Identification Problem for Multiple Equation Systems with Moving Average Errors184 cited

Cited by

  • 1992Vancouver's Gasoline-Price Wars: An Empirical Exercise in Uncovering Supergame Strategies184 cited
  • 1996Real Interest Rates and Inflation: An Ex‐Ante Empirical Analysis125 cited
  • 2003The Term Structure of Real Rates and Expected Inflation124 cited
  • 2016Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach122 cited
  • 1986THE ARBITRAGE PRICING THEORY AND MACROECONOMIC FACTOR MEASURES120 cited
  • 2002Low-Frequency Movements in Stock Prices: A State-Space Decomposition119 cited
  • 2018Expected Inflation and Other Determinants of Treasury Yields101 cited
  • 2001Measuring Inflation Expectations: A Survey Data Approach98 cited
  • 2004Understanding the Fisher equation95 cited
  • 2015What do asset prices have to say about risk appetite and uncertainty?94 cited
  • 1997RATIONAL BUBBLES IN THE STOCK MARKET: ACCOUNTING FOR THE U.S. STOCK‐PRICE VOLATILITY

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

86 cited
  • 1999Measuring inflation expectations: a survey data approach84 cited
  • 1989Modelling stochastic and cyclical components of technical change80 cited
  • 2019Intraday Arbitrage Between ETFs and their Underlying Portfolios77 cited
  • 1986Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering75 cited
  • 2012Filtering Out Expected Dividends and Expected Returns65 cited