A note on nonstationarity, structural breaks, and the Fisher effect

The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

1989 • 7,573 citations

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

2002 • 5,336 citations

Asset returns and inflation

1977 • 2,770 citations

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

1992 • 1,969 citations

Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots

1991 • 1,327 citations

Nonstationarity and Level Shifts With an Application to Purchasing Power Parity

1992 • 1,101 citations

An Analysis of the Real Interest Rate Under Regime Shifts

1996 • 798 citations

Inflation, real returns and capital investment

1982 • 491 citations

Nonstationarity and Level Shifts with an Application to Purchasing Power Parity

1992 • 382 citations

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

1996 • 321 citations

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

1995 • 277 citations

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

1986 • 204 citations

Nonstationary and Level Shifts With An Application To Purchasing Power Parity

1991 • 191 citations

The real interest rate: An empirical investigation

1981 • 173 citations

The Fisher Effect and the Term Structure of Interest Rates: Tests of Cointegration

1993 • 160 citations

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

1996 • 135 citations

Inflation and Real Interest Rates on Assets with Different Risk Characteristics

1984 • 122 citations

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

1995 • 85 citations

Does the Long-Term Interest Rate Predict Future Inflation? A Multi-Country Analysis

1995 • 71 citations

Inflation and Real Interest Rates on Assets with Different Risk Characteristics

1984 • 37 citations

Modelling real interest rates

1994 • 32 citations

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

1996 • 26 citations

Testing the Fisher effect as a long-run equilibrium relation

1996 • 17 citations