Stock returns and inflation

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 7,696 citations

The Theory of Interest

2013 • 2,919 citations

Asset returns and inflation

1977 • 2,770 citations

A Monetary History of the United States, 1867-1960

2017 • 2,733 citations

Stock Returns, Real Activity, Inflation, and Money

1981 • 2,625 citations

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 1,514 citations

Inflation, Rational Valuation and the Market

1979 • 942 citations

The Fiscal and Monetary Linkage between Stock Returns and Inflation

1983 • 895 citations

Unanticipated Money Growth and Unemployment in the United States

1977 • 841 citations

COMMON STOCKS AS A HEDGE AGAINST INFLATION

1976 • 656 citations

INFLATION AND RATES OF RETURN ON COMMON STOCKS

1976 • 524 citations

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

2016 • 395 citations

A comparison of inflation forecasts

1984 • 387 citations

What Economics Is Most Important to Teach: The Hansen Committee Report

1977 • 382 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

The Fiscal and Monetary Linkage Between Stock Returns and Inflation

1983 • 255 citations

INFLATION AND SECURITY RETURNS*

1975 • 238 citations

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

1983 • 190 citations

Money and stock prices

1974 • 189 citations

Asset Pricing and Expected Inflation

1986 • 186 citations

Common Stocks as a Hedge Against Inflation

1976 • 156 citations

Inflation and Rates of Return on Common Stocks

1976 • 152 citations

Deficits, money and inflation

1981 • 148 citations

Effects of Nominal Contracting on Stock Returns

1983 • 145 citations

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

1985 • 126 citations

STOCK RETURNS, MONEY SUPPLY AND THE DIRECTION OF CAUSALITY

1977 • 125 citations

Inflation, Output, and Money

1982 • 119 citations

Stock Market Returns and Inflation: Evidence from Other Countries

1983 • 114 citations

Time variation in the relationship between inflation and interest rates

1978 • 109 citations

Inflation and Security Returns

1975 • 106 citations

Monetary Policy and Short‐term Interest Rates: An Efficient Markets‐Rational Expectations Approach

1982 • 106 citations

EFFICIENT CAPITAL MARKETS AND THE QUANTITY THEORY OF MONEY

1974 • 95 citations

Capital asset prices versus time series models as predictors of inflation

1975 • 86 citations

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

1983 • 76 citations

Nominal Prices and Interest Rates in General Equilibrium: Money Shocks

1984 • 59 citations

Monetary Policy and Short-Term Interest Rates: An Efficient Markets- Rational Expectations Approach

1982 • 55 citations

Real Stock Returns and Inflation

1984 • 51 citations

Asset Pricing and Expected Inflation

1986 • 43 citations

ACTIVE AND PASSIVE MONETARY POLICY IN A NEOCLASSICAL MODEL

1972 • 42 citations

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

1979 • 36 citations

Stock Returns, Money Supply and the Direction of Causality

1977 • 35 citations

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

1985 • 35 citations

Efficient Capital Markets and the Quantity Theory of Money

1974 • 31 citations

Nominal Prices and Interest Rates in General Equilibrium: Endowment Shocks

1984 • 21 citations

Active and Passive Monetary Policy in a Neoclassical Model

1972 • 13 citations