Inflation and Asset Returns in a Monetary Economy

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

1987 • 15,268 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Time to Build and Aggregate Fluctuations

1982 • 5,852 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

Asset returns and inflation

1977 • 2,770 citations

Stock Returns, Real Activity, Inflation, and Money

1981 • 2,625 citations

Habit Formation: A Resolution of the Equity Premium Puzzle

1990 • 2,223 citations

Implications of Security Market Data for Models of Dynamic Economies

1991 • 1,158 citations

The New Palgrave: A Dictionary of Economics

1987 • 1,060 citations

Nonexpected Utility in Macroeconomics

1990 • 1,019 citations

Inflation, Rational Valuation and the Market

1979 • 942 citations

COMMON STOCKS AS A HEDGE AGAINST INFLATION

1976 • 656 citations

Functional equivalence between liquidity costs and the utility of money

1986 • 631 citations

Estimation of Dynamic Labor Demand Schedules under Rational Expectations

1978 • 611 citations

Interpreting the evidence on money-income causality

1989 • 552 citations

INFLATION AND RATES OF RETURN ON COMMON STOCKS

1976 • 524 citations

Inflation, real returns and capital investment

1982 • 491 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 SECURITY RETURNS*

1975 • 238 citations

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

1982 • 204 citations

Asset Pricing and Expected Inflation

1986 • 186 citations

Inflation and Asset Prices in an Exchange Economy

1986 • 127 citations

Inflation and Real Interest Rates on Assets with Different Risk Characteristics

1984 • 122 citations

Money in a theory of finance

1984 • 120 citations

The Variability of Velocity in Cash-in-Advance Models

1991 • 107 citations

Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods

1990 • 99 citations

Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data

1990 • 98 citations

Risk Aversion and Intertemporal Substitution in the Capital Asset Pricing Model

1989 • 98 citations

Temporal Aggregation and Structural Inference in Macroeconomics

1987 • 90 citations

Stochastic inflation and the equity premium

1989 • 78 citations

Temporal aggregation and structural inference in macroeconomics

1987 • 69 citations

The Effect of Inflation on Stock Prices: International Evidence

1981 • 58 citations

Real Stock Returns and Inflation

1984 • 51 citations

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

1989 • 40 citations

THEORETICAL ANALYSIS OF THE DEMAND FOR MONEY

1986 • 27 citations

Solving non-linear stochastic models by parameterizing expectations: An application to asset pricing with production

1991 • 11 citations