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Real Interest, Money Surprises, Anticipated Inflation and Fiscal Deficits
14 references·16 citing·33 second hop
Real Interest, Money Surprises, Anticipated Inflation and Fiscal Deficits (1983)Real Interest, Money Surprises, Anticipat…Short- Term Interest Rates as Predictors of Inflation (2021)Short- Term Interest Rates as…Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant (2016)Short-Term Interest Rates as …The Nonadjustment of Nominal Interest Rates: A Study of the Fisher Effect (1982)The Nonadjustment of Nominal …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 Formation of Inflationary Expectations (1981)The Formation of Inflationary…Inventories, rational expectations, and the business cycle (1981)Inventories, rational expecta…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Unanticipated Money Growth and Unemployment in the United States (1976)Unanticipated Money Growth an…Inflation, Income Taxes, and the Rate of Interest: A Theoretical Analysis (1976)Inflation, Income Taxes, and …THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES (1975)THE FINANCIAL AND TAX EFFECTS…Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment (1973)Rational Expectations, the Re…Money and Economic Growth (1965)Money and Economic GrowthInflation and Real Interest (1963)Inflation and Real InterestInflation Hedging for Long-Term Investors (2009)Inflation Hedging for Long-Te…THE BUDGET DEFICIT AND ECONOMIC PERFORMANCE: A SURVEY (2005)THE BUDGET DEFICIT AND ECONOM…Budget Deficits, National Saving, and Interest Rates (2004)Budget Deficits, National Sav…The Economic Effects of Long-Term Fiscal Discipline (2002)The Economic Effects of Long-…Using change-point detection to support artificial neural networks for interest rates forecasting (2000)Using change-point detection …Empirical measures of inflation uncertainty: a cautionary note (1996)Empirical measures of inflati…BUDGET DEFICIT AND INTEREST RATES: IS THERE A LINK? INTERNATIONAL EVIDENCE (1995)BUDGET DEFICIT AND INTEREST R…Why deficit news affects interest rates (1993)Why deficit news affects inte…Government budget deficits, nominal andex ante real long-term interest rates in the U.K., 1960:1–1990:2 (1993)Government budget deficits, n…THE TEMPORAL CAUSALITY BETWEEN FISCAL DEFICITS AND INTEREST RATES (1991)THE TEMPORAL CAUSALITY BETWEE…Segmentation in the Treasury Bill Market: Evidence from Cash Management Bills (1991)Segmentation in the Treasury …BUDGET DEFICITS, EXPECTED INFLATION AND SHORT-TERM REAL INTEREST RATES: EVIDENCE FOR THE U.S. (1990)BUDGET DEFICITS, EXPECTED INF…Interest Rates and the Subjective Probability Distribution of Inflation Forecasts (1988)Interest Rates and the Subjec…THE IMPACT OF MONEY ON SHORT‐TERM INTEREST RATES (1987)THE IMPACT OF MONEY ON SHORT‐…Federal deficits and short-term interest rates (1986)Federal deficits and short-te…The Postwar Stability of the Fisher Effect (1983)The Postwar Stability of the …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)Rational Expectations and the Theory of Price Movements (1961)Likelihood‐based cointegration tests in heterogeneous panels (2001)Chapter 15 Anomalies and market efficiency (2003)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2013)The Relation Between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861–1957 1 (1958)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)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)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)Output Effects of Government Purchases (1981)Sectoral Shifts and Cyclical Unemployment (1982)The Federal Funds Rate and the Channels of Monetary Transnission (1990)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Market Fundamentals versus Price-Level Bubbles: The First Tests (1980)Money-Wage Dynamics and Labor-Market Equilibrium (1968)Social Security, Induced Retirement, and Aggregate Capital Accumulation (1974)Some Unpleasant Monetarist Arithmetic (1984)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)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)Generalized autoregressive conditional heteroskedasticity (1986)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1965Money and Economic Growth1,671 cited
  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited
  • 1976Unanticipated Money Growth and Unemployment in the United States840 cited
  • 1963Inflation and Real Interest720 cited
  • 1973Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment533 cited
  • 1982Inflation, real returns and capital investment477 cited
  • 2016Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant382 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
  • 1981The Formation of Inflationary Expectations247 cited
  • 1981The Real Interest Rate: An Empirical Investigation206 cited
  • 1981Inventories, rational expectations, and the business cycle168 cited

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  • 2004Budget Deficits, National Saving, and Interest Rates

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229 cited
  • 2002The Economic Effects of Long-Term Fiscal Discipline161 cited
  • 1988Interest Rates and the Subjective Probability Distribution of Inflation Forecasts113 cited
  • 2005THE BUDGET DEFICIT AND ECONOMIC PERFORMANCE: A SURVEY96 cited
  • 1987THE IMPACT OF MONEY ON SHORT‐TERM INTEREST RATES94 cited
  • 1986Federal deficits and short-term interest rates73 cited
  • 2009Inflation Hedging for Long-Term Investors72 cited
  • 1995BUDGET DEFICIT AND INTEREST RATES: IS THERE A LINK? INTERNATIONAL EVIDENCE61 cited
  • 1993Why deficit news affects interest rates55 cited
  • 1991Segmentation in the Treasury Bill Market: Evidence from Cash Management Bills54 cited
  • 1983The Postwar Stability of the Fisher Effect50 cited
  • 2000Using change-point detection to support artificial neural networks for interest rates forecasting49 cited
  • 1996Empirical measures of inflation uncertainty: a cautionary note43 cited
  • 1993Government budget deficits, nominal andex ante real long-term interest rates in the U.K., 1960:1–1990:242 cited
  • 1991THE TEMPORAL CAUSALITY BETWEEN FISCAL DEFICITS AND INTEREST RATES39 cited
  • 1990BUDGET DEFICITS, EXPECTED INFLATION AND SHORT-TERM REAL INTEREST RATES: EVIDENCE FOR THE U.S.38 cited