Stock Returns and Inflation with Supply and Demand Disturbances

A new look at the statistical model identification

1974 • 46,507 citations

Estimating the Dimension of a Model

1978 • 43,634 citations

The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

1988 • 3,689 citations

The Theory of Interest

2013 • 2,919 citations

Asset returns and inflation

1977 • 2,770 citations

Stock Returns, Real Activity, Inflation, and Money

1981 • 2,625 citations

Stock Prices, Earnings, and Expected Dividends

1988 • 2,383 citations

The Fiscal and Monetary Linkage between Stock Returns and Inflation

1983 • 895 citations

Formulating and estimating dynamic linear rational expectations models

1980 • 845 citations

The Dynamic Effects of Aggregate Demand and Supply Disturbances

1988 • 659 citations

COMMON STOCKS AS A HEDGE AGAINST INFLATION

1976 • 656 citations

Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo

1978 • 595 citations

Stock Prices, Earnings, and Expected Dividends

1988 • 585 citations

INFLATION AND RATES OF RETURN ON COMMON STOCKS

1976 • 524 citations

Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation

1992 • 521 citations

Stock returns and inflation

1987 • 432 citations

Stock Market Returns and Inflation: Evidence from Other Countries

1983 • 371 citations

THE “FISHER EFFECT” FOR RISKY ASSETS: AN EMPIRICAL INVESTIGATION

1976 • 370 citations

The "Fisher Effect" for Risky Assets: An Empirical Investigation

1976 • 278 citations

Inflation and Asset Returns in a Monetary Economy

1992 • 266 citations

The Fiscal and Monetary Linkage Between Stock Returns and Inflation

1983 • 255 citations

INFLATION AND SECURITY RETURNS*

1975 • 238 citations

Industry Returns and the Fisher Effect

1994 • 192 citations

The Relation between Stock Prices and Inflationary Expectations: The International Evidence

1983 • 190 citations

Asset Pricing and Expected Inflation

1986 • 186 citations

Inflation, Asset Prices, and the Term Structure of Interest Rates in Monetary Economics

1996 • 181 citations

Common Stocks as a Hedge Against Inflation

1976 • 156 citations

Inflation and Rates of Return on Common Stocks

1976 • 152 citations

Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation

1992 • 137 citations

Inflation and Asset Prices in an Exchange Economy

1986 • 127 citations

A VARMA Analysis of the Causal Relations Among Stock Returns, Real Output, and Nominal Interest Rates

1985 • 126 citations

The Response of Stock Prices to Permanent and Temporary Shocks to Dividends

1995 • 123 citations

Monetary Regimes and the Relation Between Stock Returns and Inflationary Expectations

1990 • 120 citations

Relative Price Variability, Real Shocks, and the Stock Market

1990 • 119 citations

Stock Market Returns and Inflation: Evidence from Other Countries

1983 • 114 citations

Inflation and Security Returns

1975 • 106 citations

The Relation Between Stock Prices and Inflationary Expectations: The International Evidence

1983 • 76 citations

Industry Returns and the Fisher Effect

1994 • 65 citations

Time-Series Implications of Aggregate Dividend Behavior

1996 • 60 citations

Asset Pricing and Expected Inflation

1986 • 43 citations

Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship

1989 • 40 citations

Recursive Structure in U.S. Income, Prices, and Output

1979 • 36 citations

Relative Price Variability, Real Shocks, and the Stock Market

1990 • 31 citations

Stock Returns, Real Activity, Inflation, and Money: Reply

1983 • 26 citations

Anticipated Inflation and the Stock Market

1985 • 10 citations

Market Reactions to Corporate Financial Decisions

1995 • 2 citations