Inflation and Real Interest Rates on Assets with Different Risk Characteristics

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Asset returns and inflation

1977 • 2,770 citations

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

1980 • 2,192 citations

Short- Term Interest Rates as Predictors of Inflation

2021 • 937 citations

Inflation, real returns and capital investment

1982 • 491 citations

Two-step two-stage least squares estimation in models with rational expectations

1983 • 259 citations

Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions

1984 • 111 citations

Information Aggregation, Inflation, and the Pricing of Indexed Bonds

1985 • 68 citations

The Consumer Price Index and the Measurement of Recent Inflation

1980 • 48 citations

Intertemporal substitution and the business cycle

1981 • 35 citations

Stocks, Bonds, Bills, and Inflation:Year-by-Year Historical Returns (1926–1974)

2006 • 21 citations