Do Expected Shifts in Inflation Affect Estimates of the Long‐Run Fisher Relation?

MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

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Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

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Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

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Techniques for Testing the Constancy of Regression Relationships Over Time

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Permanent and Temporary Components of Stock Prices

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Asset returns and inflation

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Stock Returns, Real Activity, Inflation, and Money

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Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

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Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors

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Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots

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Mean Reversion in Stock Prices

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Nonstationarity and Level Shifts With an Application to Purchasing Power Parity

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Short- Term Interest Rates as Predictors of Inflation

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Testing for parameter instability in linear models

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Inflation and Real Interest

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The purchasing power of money

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Inflation, real returns and capital investment

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Is the Real Interest Rate Stable?

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Is the Fisher effect for real?

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The Fisher hypothesis and the forecastability and persistence of inflation

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Nonstationarity and Level Shifts with an Application to Purchasing Power Parity

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THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES

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Inflation and Uncertainty at Short and Long Horizons

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The Long-Run Relationship between Nominal Interest Rates and Inflation: The Fisher Equation Revisited

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Exchange Rates and International Macroeconomics

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Inflation and Asset Returns in a Monetary Economy

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Inflation, Income Taxes, and the Rate of Interest: A Theoretical Analysis

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Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange

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INFLATION AND SECURITY RETURNS*

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Inflation Regimes and the Sources of Inflation Uncertainty

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Monetary policy regime shifts and the unusual behavior of real interest rates

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Asset Pricing and Expected Inflation

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The real interest rate: An empirical investigation

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Do stationary risk premia explain it all?

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Inflation and Asset Prices in an Exchange Economy

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Inflation and Real Interest Rates on Assets with Different Risk Characteristics

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Rational Expectations and Economic Policy

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Inflation, Tax Rules, and the Long-Term Interest Rate

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A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems

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Was there a "Peso Problem" in the U.S. Term Structure of Interest Rates: 1979-1982?

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Inflation, Taxation, and Interest Rates

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Interpreting the Movements in Short-Term Interest Rates

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The Purchasing Power of Money and Nominal Interest Rates: A Re‐Examination

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An Analysis of the Real Interest rate Under Regime Shifts

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