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Cointegration analysis of the Fisher hypothesis: the role of the real rate and the Fisher identity
16 references·1 citing·42 second hop
Cointegration analysis of the Fisher hypothesis: the role of the real rate and the Fisher identity (1993)Cointegration analysis of the Fisher hypo…Short- Term Interest Rates as Predictors of Inflation (2021)Short- Term Interest Rates as…Fisher's Paradox and the Theory of Interest (2016)Fisher's Paradox and the Theo…4 Two Illustrations of the Quantity Theory of Money (2012)4 Two Illustrations of the Qu…Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates (1991)Is the Fisher Effect for Real…Testing for the long run relationship between nominal interest rates and inflation using cointegration techniques (1989)Testing for the long run rela…The New Palgrave: A Dictionary of Economics (1988)The New Palgrave: A Dictionar…Is the Real Interest Rate Stable? (1988)Is the Real Interest Rate Sta…Gibson's Paradox and the Gold Standard (1988)Gibson's Paradox and the Gold…Monetary policy regime shifts and the unusual behavior of real interest rates (1986)Monetary policy regime shifts…Equilibrium Relationships between Money and Other Economic Variables (1985)Equilibrium Relationships bet…Why Real Interest Rates Were So Low in the 1970's (1983)Why Real Interest Rates Were …The Nonadjustment of Nominal Interest Rates: A Study of the Fisher Effect (1982)The Nonadjustment of Nominal …Monetary Trends in the United States and the United Kingdom: Their Relation to Income, Prices, and Interest Rates, 1867-1975 (1982)Monetary Trends in the United…Monetary Trends in the United States and the United Kingdom (1982)Monetary Trends in the United…Interest Rates and Inflationary Expectations: New Evidence (1972)Interest Rates and Inflationa…An Enquiry into the Nature and Effects of the Paper Credit of Great Britain (1802). (1941)An Enquiry into the Nature an…The expectations theory of the term structure: a cointegration/causality analysis of US interest rates (1995)The expectations theory of th…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)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Understanding spurious regressions in econometrics (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Is the Fisher effect for real? (1992)Shifting endpoints in the term structure of interest rates (2001)Long-horizon regressions: theoretical results and applications (2003)Inflation, Rational Valuation and the Market (1979)Towards an understanding of the costs of inflation: II (1981)Inflation, real returns and capital investment (1982)Risk, Inflation, and the Stock Market (1983)The Decline of Inflation and the Bull Market of 1982-1999 (2002)DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)The Fisher Effect and the Term Structure of Interest Rates: Tests of Cointegration (1993)STOCK PRICES AND INFLATION (2001)Why does the correlation between stock and bond returns vary over time? (2007)Trends and random walks in macroeconmic time series (1982)Time Series Regression with a Unit Root (1987)Trends and random walks in macroeconomic time series (1988)The Term Structure of Real Rates and Expected Inflation (2007)What moves housing markets: A variance decomposition of the rent–price ratio (2009)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Purchasing Power Parity in the Long Run: A Cointegration Approach (1990)The Scientific Illusion in Empirical Macroeconomics (1991)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Price Stability and Central Bank Independence: Discipline, Credibility, and Democratic Institutions (2014)The Estimation of Prewar Gross National Product: Methodology and New Evidence (1989)Modeling the demand for narrow money in the United Kingdom and the United States (1991)The Gold Standard as a “Good Housekeeping Seal of Approval” (1996)Financial Stability, the Trilemma, and International Reserves (2008)Financial Stability, the Trilemma, and International Reserves (2010)Can banks individually create money out of nothing? — The theories and the empirical evidence (2014)Liquidity, loanable funds, and real activity (1992)Price-level determinacy without control of a monetary aggregate (1995)A new approach to the decomposition of the Gini income inequality ratio (1997)Is Economics Performative? Option Theory and the Construction of Derivatives Markets (2006)Expressive Political Behaviour: Foundations, Scope and Implications (2011)
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References

  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited
  • 1982Monetary Trends in the United States and the United Kingdom701 cited
  • 1988Is the Real Interest Rate Stable?489 cited
  • 20124 Two Illustrations of the Quantity Theory of Money479 cited
  • 1988The New Palgrave: A Dictionary of Economics473 cited
  • 1991Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates438 cited
  • 1982Monetary Trends in the United States and the United Kingdom: Their Relation to Income, Prices, and Interest Rates, 1867-1975373 cited
  • 1941An Enquiry into the Nature and Effects of the Paper Credit of Great Britain (1802).316 cited
  • 1982The Nonadjustment of Nominal Interest Rates: A Study of the Fisher Effect275 cited
  • 1989Testing for the long run relationship between nominal interest rates and inflation using cointegration techniques195 cited
  • 1986Monetary policy regime shifts and the unusual behavior of real interest rates194 cited
  • 1972Interest Rates and Inflationary Expectations: New Evidence151 cited
  • 2016Fisher's Paradox and the Theory of Interest124 cited
  • 1988Gibson's Paradox and the Gold Standard117 cited
  • 1983Why Real Interest Rates Were So Low in the 1970's

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106 cited
  • 1985Equilibrium Relationships between Money and Other Economic Variables100 cited
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    • 1995The expectations theory of the term structure: a cointegration/causality analysis of US interest rates17 cited