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

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 citations

Testing for a unit root in time series regression

1988 • 17,004 citations

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

1981 • 14,059 citations

A Theory of the Term Structure of Interest Rates

1985 • 8,604 citations

Distribution of the Estimators for Autoregressive Time Series With a Unit Root

1979 • 8,550 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

Money and Economic Growth

1965 • 1,656 citations

Rational expectations and the role of monetary policy

1976 • 999 citations

Short- Term Interest Rates as Predictors of Inflation

2021 • 937 citations

Inflation and Real Interest

1963 • 706 citations

Effects of model specification on tests for unit roots in macroeconomic data

1987 • 670 citations

Tests for Unit Roots: A Monte Carlo Investigation

1989 • 640 citations

Inflation, real returns and capital investment

1982 • 491 citations

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

1990 • 464 citations

Is the Fisher effect for real?

1992 • 407 citations

Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant

2016 • 395 citations

The Fisher hypothesis and the forecastability and persistence of inflation

1987 • 394 citations

Inflation and Relative Price Variability

1978 • 394 citations

THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES

1975 • 364 citations

Relative Shocks, Relative Price Variability, and Inflation

1981 • 358 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

The Formation of Inflationary Expectations

1981 • 254 citations

Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data

1991 • 225 citations

The Real Interest Rate: An Empirical Investigation

1981 • 205 citations

The Nonadjustment of Nominal Interest Rates: A Study of the Fisher Effect

1982 • 204 citations

Survey evidence on the ‘rationality’ of interest rate expectations

1980 • 194 citations

The real interest rate: An empirical investigation

1981 • 173 citations

Uncovering Financial Market Expectations of Inflation

1985 • 134 citations

Inflation and Real Interest Rates on Assets with Different Risk Characteristics

1984 • 122 citations

Is Collusion Profitable?

1976 • 115 citations

Short-Term Interest Rates as Predictors of Inflation: Comment

1977 • 105 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

On the Real Effects of Inflation and Relative-Price Variability: Some Empirical Evidence

1980 • 80 citations

Interest rates and monetary policy uncertainty

1986 • 71 citations

Information Aggregation, Inflation, and the Pricing of Indexed Bonds

1985 • 68 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

The Effect of Price Level Uncertainty on the Determination of Nominal Interest Rates: Some Empirical Evidence

1979 • 47 citations

Changes in Price Expectations: Some Tests Using Data on Indexed and Non-Indexed Bonds

1977 • 37 citations

Learning from Trading

1993 • 14 citations

Expected inflation, unexpected inflation, and relative price dispersion

1991 • 5 citations

The effects of expected inflation on real returns in the argentine indexed bond market

1987 • 3 citations

Deleted Work

1955 • 0 citations