Uncovering Financial Market Expectations of Inflation

Some International Evidence on Output-Inflation Tradeoffs.

1973 • 2,466 citations

Inflation, real returns and capital investment

1982 • 491 citations

Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models

1983 • 467 citations

The Real Interest Rate: An Empirical Investigation

1981 • 205 citations

The Identification Problem for Multiple Equation Systems with Moving Average Errors

1971 • 194 citations

Linear Rational Expectations Models for Dynamically Interrelated Variables

1980 • 159 citations

Kalman filtering estimation of unobserved rational expectations with an application to the German hyperinflation

1982 • 110 citations

A Technique for Extracting a Measure of Expected Inflation from the Interest Rate Term Structure

1979 • 24 citations

Are expectations of inflation rational? or Is variation of the expected real interest rate unpredictable?

1981 • 20 citations