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Anticipated Price Changes and Nominal Interest Rates in the 1950's
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Anticipated Price Changes and Nominal Interest Rates in the 1950's (1976)Anticipated Price Changes and Nominal Int…A Study of Price Forecasts (1977)A Study of Price ForecastsEmpirical Evidence on the Formation of Price Expectations (1970)Empirical Evidence on the For…The Importance of Time-Series Extrapolation for Macroeconomic Expectations (2011)The Importance of Time-Series…Evidence from lesser developed countries on the Fisher hypothesis: a cointegration analysis (1997)Evidence from lesser develope…Does the Fisher Effect Apply in Greece? A Cointegration Analysis (1996)Does the Fisher Effect Apply …Evidence of the Fisher Effect From U.K. Indexed Bonds (1992)Evidence of the Fisher Effect…Can Futures Market Data Be Used to Understand the Behavior of Real Interest Rates? 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(1997)Fisher Hypothesis in Japan: Analysis of Long‐term Interest Rates under Different Monetary Policy Regimes (2009)INFLATION AND REAL STOCK RETURNS REVISITED (2009)The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors (1970)John Maynard Keynes (1975)THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES (1975)The Fisher Hypothesis and International Capital Markets (1986)The effect of federal deficits and debt on the tax-adjusted, short-term, real interest rate (1990)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Testing for the Fisher hypothesis under regime shifts: an application to Asian countries (2008)The interest rate–inflation relationship under an inflation targeting regime: The case of Turkey (2012)Interest rates, inflation, and exchange rates in fragile EMEs: A fresh look at the long-run interrelationships (2019)Rational Expectations and the Theory of Price Movements (1961)Applied Economic Forecasting (1967)Money-Wage Dynamics and Labor-Market Equilibrium (1968)On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective (1981)What do Economists Know? An Empirical Study of Experts' Expectations (1981)Coordination of Expectations in Asset Pricing Experiments (2004)A model of investor sentiment /Experimenter Effects in Behavioral Research. (1967)A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 (1998)Inflation Expectations, Learning and Supermarket Prices: Evidence from Survey Experiments (2014)Animal spirits and credit cycles (2015)Learning from Potentially Biased Statistics (2016)Survey of current business (1921)The Economic Report of the President. (1955)Engineering and econometric interpretations of energy-capital complementarity (1979)The Fisher Hypothesis and Inflation Persistence (1995)The Fisher effect and Australian interest rates (1997)OUR NEW MONETARY STANDARD: THE MEASUREMENT AND EFFECTS OF PRICE UNCERTAINTY, 1880-1973 (1975)TAX EFFECTS, PRICE EXPECTATIONS AND THE NOMINAL RATE OF INTEREST (1976)Cointegration Tests of the Fisher Hypothesis with Variable Trends in the World Real Interest Rate (1995)The Almon Lag Technique and the Monetary Versus Fiscal Policy Debate (1973)A Multivariate Analysis of Loss Reserving Estimates in Property-Liability Insurers (1985)Whole-life insurance lapse rates and the emergency fund hypothesis (1990)The determinants of the demand for life insurance in an emerging economy – the case of China (2003)A Study of Economists' Consensus Forecasts (1983)Rational Expectations and Macroeconomic Forecasts (1983)Wage Indexation and the Effect of Inflation Uncertainty on Employment: An Empirical Analysis (1984)
this work references cited by second hop

References

  • 1977A Study of Price Forecasts243 cited
  • 1970Empirical Evidence on the Formation of Price Expectations208 cited

Cited by

  • 1997Evidence from lesser developed countries on the Fisher hypothesis: a cointegration analysis50 cited
  • 1983The Postwar Stability of the Fisher Effect50 cited
  • 2011The Importance of Time-Series Extrapolation for Macroeconomic Expectations46 cited
  • 1979EXPECTED INFLATION AND INTEREST RATES39 cited
  • 1985The Real Rate of Interest: Inferences from the New U.K. Indexed Gilts38 cited
  • 1979Modeling Life Insurance Savings: Some Methodological Issues35 cited
  • 1977DIRECT EVIDENCE OF THE DARBY HYPOTHESIS FOR THE UNITED STATES33 cited
  • 1992Evidence of the Fisher Effect From U.K. Indexed Bonds32 cited
  • 1980The Term Structure of Inflationary Expectations and Market Efficiency27 cited
  • 1986Direct test of the rational expectation hypothesis25 cited
  • 1981Inflation and Stock Market Returns:Some Australian Evidence*24 cited
  • 1989THE IMPACT OF BUDGET DEFICITS ON REAL INTEREST RATES: AN INTERNATIONAL EMPIRICAL INVESTIGATION20 cited
  • 1990Can Futures Market Data Be Used to Understand the Behavior of Real Interest Rates?

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19 cited
  • 1977INTERTEMPORAL STABILITY OF THE RELATIONSHIP BETWEEN INTEREST RATES AND PRICE CHANGES15 cited
  • 1978Anticipated Inflation and Interest Rates In an Open Economy15 cited
  • 1996Does the Fisher Effect Apply in Greece? A Cointegration Analysis13 cited