Real Rates, Expected Inflation, and Inflation Risk Premia

Dynamic Asset Pricing Theory.

1993 • 3,202 citations

The Theory of Interest

2013 • 2,919 citations

Money and Economic Growth

1965 • 1,656 citations

Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement

1992 • 1,304 citations

Journal of monetary economics

1987 • 732 citations

Inflation and Real Interest

1963 • 706 citations

Inflation, real returns and capital investment

1982 • 491 citations

Term-structure forecasts of interest rates, inflation and real returns

1990 • 464 citations

THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES

1975 • 364 citations

The Demand for Index Bonds

1975 • 302 citations

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

1995 • 277 citations

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

1976 • 260 citations

Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions

1992 • 240 citations

The term structure of real interest rates and the Cox, Ingersoll, and Ross model

1994 • 199 citations

Why do we have nominal government debt?

1988 • 188 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

Anticipations and the Nonneutrality of Money

1979 • 105 citations

Real and Nominal Interest Rates under Uncertainty: The Fisher Theorem and the Term Structure

1983 • 89 citations

Interest rates and monetary policy uncertainty

1986 • 71 citations

Estimating the Term Structure of Interest Rates

1994 • 61 citations

The Real Thing: A Dynamic Profile of The Term Structure of Real Interest Rates and Inflation Expectations in The United Kingdom, 1982-89

1990 • 57 citations

Deriving Estimates of Inflation Expectations from the Prices of UK Government Bonds

1994 • 46 citations

The Real Rate of Interest: Inferences from the New U.K. Indexed Gilts

1985 • 37 citations

The Tabular Standard in Massachusetts History

1913 • 37 citations

Interpreting the Movements in Short-Term Interest Rates

1992 • 30 citations

Comment: "The Real Rate of Interest: Inferences from the New U.K. Indexed Gilts"

1988 • 12 citations