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Real Interest Rates and Inflation: An Ex‐Ante Empirical Analysis

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References

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1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
1985A Theory of the Term Structure of Interest Rates8,333 cited
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2021Short- Term Interest Rates as Predictors of Inflation870 cited
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1982Inflation, real returns and capital investment477 cited
1990Term-structure forecasts of interest rates, inflation and real returns444 cited
1991

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Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates

438 cited

Cited by

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2005Elections and Markets: The Effect of Partisanship, Policy Risk, and Electoral Margins on the Economy106 cited
2012INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES102 cited
2009Stock returns and inflation revisited: An evaluation of the inflation illusion hypothesis90 cited
2000A note on nonstationarity, structural breaks, and the Fisher effect68 cited
1996Mean Reversion in Interest Rates: New Evidence from a Panel of OECD Countries64 cited
2014ANALYSIS OF THE EFFECT OF INFLATION, INTEREST RATES, AND EXCHANGE RATES ON GROSS DOMESTIC PRODUCT (GDP) IN INDONESIA61 cited
2000Evaluating the Fisher effect in long-term cross-country averages58 cited
2003A long memory test of the long-run Fisher effect in the G7 countries58 cited
2019Real interest rate and economic growth: A statistical exploration for transitory economies52 cited
1999The Impact of Inflation Uncertainty on Interest Rates in the UK51 cited
2011Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices47 cited
2007Inflation Risk Premia in the Term Structure of Interest Rates43 cited
2007The Fisher effect, survey data and time-varying volatility36 cited