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The Real Rate of Interest: Inferences from the New U.K. Indexed Gilts
5 references·5 citing·44 second hop
The Real Rate of Interest: Inferences from the New U.K. Indexed Gilts (1985)The Real Rate of Interest: Inferences fro…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 Formation of Inflationary Expectations (1981)The Formation of Inflationary…Comparing Survey and Rational Measures of Expected Inflation: Forecast Performance and Interest Rate Effects (1979)Comparing Survey and Rational…Anticipated Price Changes and Nominal Interest Rates in the 1950's (1976)Anticipated Price Changes and…ESTIMATING INFLATION RISK PREMIA USING INFLATION‐LINKED BONDS: A REVIEW (2018)ESTIMATING INFLATION RISK PRE…Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity (2009)Testing for linear vector aut…The Information Content of the Inflation Term Structure (1998)The Information Content of th…Central bank independence and inflation expectations: evidence from British index-linked gilts (1998)Central bank independence and…READING THE MESSAGE FROM THE U.K. INDEXED BOND MARKET: REAL INTEREST RATES, EXPECTED INFLATION AND THE RISK PREMIUM (1993)READING THE MESSAGE FROM 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)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Central Bank Strategy, Credibility, and Independence: Theory and Evidence (1992)Measuring the Independence of Central Banks and Its Effect on Policy Outcomes (1992)HAS MONETARY POLICY REACTED TO ASSET PRICE MOVEMENTS? EVIDENCE FROM THE UK (2002)Four Lectures on Central Banking (2014)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)Parsimonious Modeling of Yield Curves (1987)What does the term structure tell us about future inflation? (1990)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Ten Years of Czech Inflation Targeting: Missed Targets and Anchored Expectations (2008)Real Return Bonds, Inflation Expectations, and the Break-Even Inflation Rate (2021)Inflation and Real Interest (1963)THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES (1975)Time Series Analysis: Forecasting and Control (1977)Rational Expectations and Macroeconomic Forecasts (1985)Rational Expectations and Macroeconomic Forecasts (1985)Measuring Inflation Expectations: A Survey Data Approach (2001)Empirical Evidence on the Formation of Price Expectations (1970)A Study of Price Forecasts (1977)The Postwar Stability of the Fisher Effect (1983)Evidence from lesser developed countries on the Fisher hypothesis: a cointegration analysis (1997)The Importance of Time-Series Extrapolation for Macroeconomic Expectations (2011)Inflation Expectations (1975)A comparison of inflation forecasts (1984)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Adaptive estimation of vector autoregressive models with time-varying variance: Application to testing linear causality in mean (2012)International stock return predictability: Evidence from new statistical tests (2016)Pipeline Construction Cost Forecasting Using Multivariate Time Series Methods (2021)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Discretionary fiscal policy, fiscal credibility and inflation risk premium (2021)Analyzing the impact of remittance, FDI and inflation rate on GDP: A comparative study of Bangladesh, Pakistan and Sri-Lanka using VAR and BEKK-GARCH approach (2024)Rational Bias in Macroeconomic Forecasts (1999)Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (2008)Economic Forecasting (2008)
this work references cited by second hop

References

  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited
  • 2016Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant382 cited
  • 1981The Formation of Inflationary Expectations247 cited
  • 1979Comparing Survey and Rational Measures of Expected Inflation: Forecast Performance and Interest Rate Effects109 cited
  • 1976Anticipated Price Changes and Nominal Interest Rates in the 1950's66 cited

Cited by

  • 2009Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity55 cited
  • 1998The Information Content of the Inflation Term Structure25 cited
  • 2018ESTIMATING INFLATION RISK PREMIA USING INFLATION‐LINKED BONDS: A REVIEW18 cited
  • 1998Central bank independence and inflation expectations: evidence from British index-linked gilts14 cited
  • 1993READING THE MESSAGE FROM THE U.K. INDEXED BOND MARKET: REAL INTEREST RATES, EXPECTED INFLATION AND THE RISK PREMIUM11 cited

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