-
1
-
-
38249016136
-
Why does high inflation raises inflation uncertainty?
-
Ball, L. (1992) Why does high inflation raises inflation uncertainty? Journal of Monetary Economics, 29, 371-88.
-
(1992)
Journal of Monetary Economics
, vol.29
, pp. 371-388
-
-
Ball, L.1
-
3
-
-
84944832471
-
Common stocks as a hedge against inflation
-
Bodie, Z. (1976) Common stocks as a hedge against inflation, Journal of Finance, 31, 459-70.
-
(1976)
Journal of Finance
, vol.31
, pp. 459-470
-
-
Bodie, Z.1
-
4
-
-
21144480803
-
Are higher levels of inflation less predictable? a state dependent conditional heteroscedasticity approach
-
Brunner, A. D. and Hess, G. D. (1993) Are higher levels of inflation less predictable? A state dependent conditional heteroscedasticity approach, Journal of Business and Economic Statistics, 7, 75-83.
-
(1993)
Journal of Business and Economic Statistics
, vol.7
, pp. 75-83
-
-
Brunner, A.D.1
Hess, G.D.2
-
5
-
-
0000134506
-
On the sign of the investment-uncertainty relationship
-
Caballero, R. J. (1991) On the sign of the investment-uncertainty relationship, American Economic Review, 81, 279-88.
-
(1991)
American Economic Review
, vol.81
, pp. 279-288
-
-
Caballero, R.J.1
-
6
-
-
0000496978
-
Economic forces and the stock market
-
Chen, N., Roll, R. and Ros, S. A. (1986) Economic forces and the stock market, Journal of Business, 59, 383-403.
-
(1986)
Journal of Business
, vol.59
, pp. 383-403
-
-
Chen, N.1
Roll, R.2
Ros, S.A.3
-
7
-
-
0346443508
-
The return of the liquidity effect: A study of the short-run relation between money growth and interest rates
-
Cochrane, J. H. (1989) The return of the liquidity effect: a study of the short-run relation between money growth and interest rates, Journal of Business and Economic Statistics, 7, 75-83.
-
(1989)
Journal of Business and Economic Statistics
, vol.7
, pp. 75-83
-
-
Cochrane, J.H.1
-
8
-
-
84954974222
-
Permanent and transitory components of GNP and stock prices
-
Cochrane, J. H. (1994) Permanent and transitory components of GNP and stock prices, Quarterly Journal of Economics, 109, 241-65.
-
(1994)
Quarterly Journal of Economics
, vol.109
, pp. 241-265
-
-
Cochrane, J.H.1
-
9
-
-
84977402535
-
Differential inflationary expectations and the variability of the rate of inflation: Theory and evidence
-
Cukierman, A. and Wachtel, P. (1979) Differential inflationary expectations and the variability of the rate of inflation: theory and evidence, American Economic Review, 69, 595-609.
-
(1979)
American Economic Review
, vol.69
, pp. 595-609
-
-
Cukierman, A.1
Wachtel, P.2
-
10
-
-
0000341126
-
Inflation and asset prices in an exchange economy
-
Danthine, J.-P. and Donaldson, J. (1986) Inflation and asset prices in an exchange economy, Econometrica, 54, 585-606.
-
(1986)
Econometrica
, vol.54
, pp. 585-606
-
-
Danthine, J.-P.1
Donaldson, J.2
-
11
-
-
0000525788
-
Real stock returns and inflation
-
Day, T. E. (1984) Real stock returns and inflation, Journal of Finance, 39, 493-502.
-
(1984)
Journal of Finance
, vol.39
, pp. 493-502
-
-
Day, T.E.1
-
12
-
-
0041059062
-
A long memory property of stock market returns and a new model
-
Ding, Z., Granger, C. W. J. and Engle, R. F. (1993) A long memory property of stock market returns and a new model, Journal of Empirical Finance, 1, 83-106.
-
(1993)
Journal of Empirical Finance
, vol.1
, pp. 83-106
-
-
Ding, Z.1
Granger, C.W.J.2
Engle, R.F.3
-
14
-
-
0001005120
-
Estimates of the variance of US inflation based upon the ARCH model, journal of money
-
Engle, R. F. (1983) Estimates of the variance of US inflation based upon the ARCH model, Journal of Money, Credit, and Banking, 15, 286-301.
-
(1983)
Credit, and Banking
, vol.15
, pp. 286-301
-
-
Engle, R.F.1
-
15
-
-
0040999745
-
Inflation regimes and the sources of inflation uncertainty
-
Evans, M. and Wachetel, P. (1993) Inflation regimes and the sources of inflation uncertainty, Journal of Money, Credit, and Banking, 25, 514-20.
-
(1993)
Journal of Money, Credit, and Banking
, vol.25
, pp. 514-520
-
-
Evans, M.1
Wachetel, P.2
-
16
-
-
84993907289
-
Do expected shifts in inflation affect estimates of the long-run fisher relations?
-
Evans, M. and Lewis, K. K. (1995) Do expected shifts in inflation affect estimates of the long-run Fisher relations? Journal of Finance, 50, 225-53.
-
(1995)
Journal of Finance
, vol.50
, pp. 225-253
-
-
Evans, M.1
Lewis, K.K.2
-
17
-
-
0002369216
-
Risk adjusted discount rates and capital budgeting under uncertainty
-
Fama, E. F. (1977) Risk adjusted discount rates and capital budgeting under uncertainty, Journal of Financial Economics, 5, 3-24.
-
(1977)
Journal of Financial Economics
, vol.5
, pp. 3-24
-
-
Fama, E.F.1
-
18
-
-
33749009107
-
Stock returns, real activity, inflation, and money
-
Fama, E. F. (1981) Stock returns, real activity, inflation, and money, American Economic Reviews, 71, 545-65.
-
(1981)
American Economic Reviews
, vol.71
, pp. 545-565
-
-
Fama, E.F.1
-
20
-
-
0001492519
-
Inflation and stock market
-
Feldstein, M. (1980) Inflation and stock market, American Economic Review, 70, 839-47.
-
(1980)
American Economic Review
, vol.70
, pp. 839-847
-
-
Feldstein, M.1
-
21
-
-
0001625363
-
Inflation and the taxation of capital gains in the corporate sector
-
Feldstein, M. and Summers, L. 1(1979) Inflation and the taxation of capital gains in the corporate sector, National Tax Journal, 32, 445-70.
-
(1979)
National Tax Journal
, vol.32
, pp. 445-470
-
-
Feldstein, M.1
Summers, L.2
-
22
-
-
0000527972
-
The adjustment of consumption of changing expectations of future income
-
Flavin, M. A. (1981) The adjustment of consumption of changing expectations of future income, Journal of Political Economy, 89, 974-1009.
-
(1981)
Journal of Political Economy
, vol.89
, pp. 974-1009
-
-
Flavin, M.A.1
-
23
-
-
0000962629
-
Nobel lecture: Inflation and unemployment
-
Friedman, M. (1977) Nobel lecture: inflation and unemployment, Journal of Political Economy, 85, 451-72.
-
(1977)
Journal of Political Economy
, vol.85
, pp. 451-472
-
-
Friedman, M.1
-
24
-
-
84944830931
-
The fiscal and monetary linkage between stock returns and inflation
-
Geske, R. and Roll, R. (1983) The fiscal and monetary linkage between stock returns and inflation, Journal of Finance, 38, 1-33.
-
(1983)
Journal of Finance
, vol.38
, pp. 1-33
-
-
Geske, R.1
Roll, R.2
-
25
-
-
0003664106
-
-
Academic Press, San Diego, CA
-
Granger, C. W. J. and Newbold, P. (1986) Forecasting Economic Time Series, 2nd edn, Academic Press, San Diego, CA.
-
(1986)
Forecasting Economic Time Series, 2nd Edn
-
-
Granger, C.W.J.1
Newbold, P.2
-
26
-
-
0000155749
-
Stochastic implications of the life-cycle-permanent income hypothesis: Theory and evidence
-
Hall, R. E. (1978) Stochastic implications of the life-cycle-permanent income hypothesis: theory and evidence, Journal of Political Economy, 86, 971-88.
-
(1978)
Journal of Political Economy
, vol.86
, pp. 971-988
-
-
Hall, R.E.1
-
27
-
-
85017108575
-
Generalized instrumental variables estimation of nonlinear rational expectation models
-
Hansen, L. P. and Singleton, K. J. (1982) Generalized instrumental variables estimation of nonlinear rational expectation models, Econometrica, 50, 1269-86.
-
(1982)
Econometrica
, vol.50
, pp. 1269-1286
-
-
Hansen, L.P.1
Singleton, K.J.2
-
29
-
-
0040999745
-
Comments on inflation regimes and the sources of inflation uncertainty
-
Holland, S. A. (1993) Comments on inflation regimes and the sources of inflation uncertainty, Journal of Money, Credit, and Banking, 25, 514-20.
-
(1993)
Journal of Money, Credit, and Banking
, vol.25
, pp. 514-520
-
-
Holland, S.A.1
-
30
-
-
21144482018
-
Inflation uncertainty, relative price uncertainty, and investment in US manufacturing
-
Huizinga, J. (1993) Inflation uncertainty, relative price uncertainty, and investment in US manufacturing, Journal of Money, Credit, and Banking, 25, 521-49.
-
(1993)
Journal of Money, Credit, and Banking
, vol.25
, pp. 521-549
-
-
Huizinga, J.1
-
31
-
-
0001715015
-
Stock returns and inflation: The role of the monetray sector
-
Kaul, G. (1987) Stock returns and inflation: the role of the monetray sector, Journal of Financial Economics, 18, 253-76.
-
(1987)
Journal of Financial Economics
, vol.18
, pp. 253-276
-
-
Kaul, G.1
-
32
-
-
0000681519
-
Inflation-caused wealth redistribution: A test of hypothesis
-
Kessel, R. A. (1956) Inflation-caused wealth redistribution: a test of hypothesis, American Economic Review, 46, 128-41.
-
(1956)
American Economic Review
, vol.46
, pp. 128-141
-
-
Kessel, R.A.1
-
33
-
-
21144478136
-
Unobserved-component time series models with Markov-switching heteroscedasticity: Changes in regime and the link between inflation and rates and inflation uncertainty
-
Kim, C.-J. (1993) Unobserved-component time series models with Markov-switching heteroscedasticity: changes in regime and the link between inflation and rates and inflation uncertainty, Journal of Business and Economic Statistics, 11, 341-49.
-
(1993)
Journal of Business and Economic Statistics
, vol.11
, pp. 341-349
-
-
Kim, C.-J.1
-
34
-
-
84993924920
-
Macroeconomic seasonality and the january effect
-
Kramer, C. (1994) Macroeconomic seasonality and the January effect, Journal of Finance, 49, 1883-91.
-
(1994)
Journal of Finance
, vol.49
, pp. 1883-1891
-
-
Kramer, C.1
-
35
-
-
38249004114
-
Solving estimating, and testing a nonliner stochastic equilibrium model, with an example of the asset returns and inflation relationship
-
Lee, B.-S. (1989) Solving estimating, and testing a nonliner stochastic equilibrium model, with an example of the asset returns and inflation relationship, Journal of Economic Dynamics and Control, 13, 499-531.
-
(1989)
Journal of Economic Dynamics and Control
, vol.13
, pp. 499-531
-
-
Lee, B.-S.1
-
36
-
-
0039412092
-
An economic application of time-domain chebyshev filters: A test of the permanent income hypothesis
-
Lee, K. (1996a) An economic application of time-domain Chebyshev filters: a test of the permanent income hypothesis, The Statistician, 45, 65-76.
-
(1996)
The Statistician
, vol.45
, pp. 65-76
-
-
Lee, K.1
-
37
-
-
0040597386
-
Long-term output growth as a predictor of stock returns
-
Lee, K. (1996b) Long-term output growth as a predictor of stock returns, Applied Financial Economics, 6, 421-32.
-
(1996)
Applied Financial Economics
, vol.6
, pp. 421-432
-
-
Lee, K.1
-
38
-
-
0003114587
-
The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
-
Lintner, J. (1965) The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets, Review of Economics and Statistics, 47, 13-37.
-
(1965)
Review of Economics and Statistics
, vol.47
, pp. 13-37
-
-
Lintner, J.1
-
39
-
-
0009067199
-
A note on the relation between the rate and variability of inflation
-
Logue, D. E. and Willett, T. D. (1976) A note on the relation between the rate and variability of inflation, Economica, 43, 151-58.
-
(1976)
Economica
, vol.43
, pp. 151-158
-
-
Logue, D.E.1
Willett, T.D.2
-
40
-
-
0000085909
-
Some international evidence on the output-inflation tradeoffs
-
Lucas, R. E., Jr (1973) Some international evidence on the output-inflation tradeoffs, American Economic Review, 63, 326-34.
-
(1973)
American Economic Review
, vol.63
, pp. 326-334
-
-
Lucas R.E., Jr.1
-
42
-
-
0000106844
-
Dividend variability and variance bounds tests for the rationality of stock market prices
-
Marsh, T. A. and Merton, R. C. (1986) Dividend variability and variance bounds tests for the rationality of stock market prices, American Economic Review, 76, 483-98.
-
(1986)
American Economic Review
, vol.76
, pp. 483-498
-
-
Marsh, T.A.1
Merton, R.C.2
-
43
-
-
84977732134
-
Inflation and asset returns in a monetary economy
-
Marshall, D. A. (1992) Inflation and asset returns in a monetary economy, Journal of Finance, 47, 1315-42.
-
(1992)
Journal of Finance
, vol.47
, pp. 1315-1342
-
-
Marshall, D.A.1
-
44
-
-
0002799801
-
Does anticipated monetary policy matter? an econometric investigation
-
Mishkin, F. S. (1982) Does anticipated monetary policy matter? An econometric investigation, Journal of Political Economy, 90, 22-51.
-
(1982)
Journal of Political Economy
, vol.90
, pp. 22-51
-
-
Mishkin, F.S.1
-
45
-
-
84944829972
-
Inflation and rates of return on common stocks
-
Nelson, C. R. (1976) Inflation and rates of return on common stocks, Journals of Finance, 31, 471-83.
-
(1976)
Journals of Finance
, vol.31
, pp. 471-483
-
-
Nelson, C.R.1
-
47
-
-
84977717696
-
Firm characteristics, unanticipated inflation, and stock returns
-
Pearce, D. K. and Roley, V. V. (1988) Firm characteristics, unanticipated inflation, and stock returns, Journal of Finance, 43, 965-81.
-
(1988)
Journal of Finance
, vol.43
, pp. 965-981
-
-
Pearce, D.K.1
Roley, V.V.2
-
48
-
-
84977730667
-
Is the real interest rate stable?
-
Rose, A. K. (1988) Is the real interest rate stable? Journal of Finance, 43, 1095-112.
-
(1988)
Journal of Finance
, vol.43
, pp. 1095-1112
-
-
Rose, A.K.1
-
50
-
-
84980092818
-
Capital asset prices: A theory of market equilibrium under conditions of risk
-
Sharpe, W. F. (1964) Capital asset prices: a theory of market equilibrium under conditions of risk, Journal of Finance, 19, 425-42.
-
(1964)
Journal of Finance
, vol.19
, pp. 425-442
-
-
Sharpe, W.F.1
-
51
-
-
0000893807
-
Do stock price move too much to be justified by subsequent changes in dividends?
-
Shiller, R. J. (1981) Do stock price move too much to be justified by subsequent changes in dividends? American Economic Review, 71, 421-36.
-
(1981)
American Economic Review
, vol.71
, pp. 421-436
-
-
Shiller, R.J.1
-
52
-
-
84930007173
-
Asset pricing and expected inflation
-
Stulz, R. M. (1986) Asset pricing and expected inflation, Journal of Finance, 41, 209-23.
-
(1986)
Journal of Finance
, vol.41
, pp. 209-223
-
-
Stulz, R.M.1
|