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Future inflation and the information in international term structures
16 references·3 citing·41 second hop
Future inflation and the information in international term structures (1995)Future inflation and the information in i…Term Structure of Interest Rates (2008)Term Structure of Interest Ra…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…A multicountry comparison of term-structure forecasts at long horizons (1991)A multicountry comparison of …World Real Interest Rates (1990)World Real Interest RatesWhat does the term structure tell us about future inflation? (1990)What does the term structure …The Information in the Longer Maturity Term Structure About Future Inflation (1990)The Information in the Longer…The demand for money (1990)The demand for moneyTerm-structure forecasts of interest rates, inflation and real returns (1990)Term-structure forecasts of i…The Information in the Longer Maturity Term Structure about Future Inflation (1989)The Information in the Longer…The Information in Long-Maturity Forward Rates (1987)The Information in Long-Matur…The Fisher hypothesis and the forecastability and persistence of inflation (1987)The Fisher hypothesis and the…Parsimonious Modeling of Yield Curves (1987)Parsimonious Modeling of Yiel…The Term Structure of Interest Rates Revisited (1986)The Term Structure of Interes…Monetary policy regime shifts and the unusual behavior of real interest rates (1986)Monetary policy regime shifts…The information in the term structure (1984)The information in the term s…Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)Forward Rates and Future Poli…On the predictive power of the term structure of interest rates for future inflation changes in the presence of political instability: the Turkish economy (2003)On the predictive power of th…A two-factor model of the German term structure of interest rates (2003)A two-factor model of the Ger…The information content of the German term structure regarding inflation (1999)The information content of th…Trends and random walks in macroeconomic time series (1988)Dynamic Asset Pricing Theory. (1993)Investor Psychology and Asset Pricing (2001)Trends and random walks in macroeconmic time series (1982)Dividend yields and expected stock returns (1988)Business conditions and expected returns on stocks and bonds (1989)A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)Household Risk Management and Optimal Mortgage Choice (2003)The Term Structure of Real Rates and Expected Inflation (2007)Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)A multivariate model of strategic asset allocation (2002)Financial Markets and the Real Economy (2005)Short- Term Interest Rates as Predictors of Inflation (2021)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)The Origins of Banking Panics: Models, Facts, and Bank Regulation (1991)Stock returns and inflation: A long-horizon perspective (1993)Forecasting Economic Time Series (2000)Likelihood‐based cointegration tests in heterogeneous panels (2001)Econometric policy evaluation: A critique (1976)The theory and practice of econometrics (1986)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Credit Spreads and Business Cycle Fluctuations (2012)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Cointegration and Tests of Present Value Models (1987)What Moves the Stock and Bond Markets? A Variance Decomposition for Long‐Term Asset Returns (1993)Inflation Illusion and Stock Prices (2004)THE TAX‐ADJUSTED YIELD CURVE (1975)One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities (1993)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)What do We Know About Investment Under Uncertainty? (2000)Asset Pricing Implications of Equilibrium Business Cycle Models (2020)Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)ARCH modeling in finance (1992)Explaining the Rate Spread on Corporate Bonds (2001)Forecasting the Term Structure of Government Bond Yields (2003)The U.S. Treasury yield curve: 1961 to the present (2007)Fixing Exchange Rates: A Virtual Quest for Fundamentals (1993)Another look at long-run money demand (2001)The Impact of Treasury Supply on Financial Sector Lending and Stability (2015)
this work references cited by second hop

References

  • 1987Parsimonious Modeling of Yield Curves2,918 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 1987The Information in Long-Maturity Forward Rates1,552 cited
  • 1984The information in the term structure659 cited
  • 1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates562 cited
  • 2008Term Structure of Interest Rates524 cited
  • 1990Term-structure forecasts of interest rates, inflation and real returns444 cited
  • 1990What does the term structure tell us about future inflation?428 cited
  • 1987The Fisher hypothesis and the forecastability and persistence of inflation385 cited
  • 1990The demand for money264 cited
  • 1989The Information in the Longer Maturity Term Structure about Future Inflation256 cited
  • 1990The Information in the Longer Maturity Term Structure About Future Inflation209 cited
  • 1991A multicountry comparison of term-structure forecasts at long horizons198 cited
  • 1986Monetary policy regime shifts and the unusual behavior of real interest rates194 cited
  • 1986The Term Structure of Interest Rates Revisited183 cited

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1990
World Real Interest Rates
163 cited

Cited by

  • 2003A two-factor model of the German term structure of interest rates28 cited
  • 1999The information content of the German term structure regarding inflation24 cited
  • 2003On the predictive power of the term structure of interest rates for future inflation changes in the presence of political instability: the Turkish economy19 cited