Advanced Search
MyIDEAS: Login to save this article or follow this journal

Inflation, Output, and Money

Contents:

Author Info

  • Fama, Eugene F

Abstract

No abstract is available for this item.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://links.jstor.org/sici?sici=0021-9398%28198204%2955%3A2%3C201%3AIOAM%3E2.0.CO%3B2-A&origin=repec
File Function: full text
Download Restriction: Access to full text is restricted to JSTOR subscribers. See http://www.jstor.org for details.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Bibliographic Info

Article provided by University of Chicago Press in its journal Journal of Business.

Volume (Year): 55 (1982)
Issue (Month): 2 (April)
Pages: 201-31

as in new window
Handle: RePEc:ucp:jnlbus:v:55:y:1982:i:2:p:201-31

Contact details of provider:
Web page: http://www.journals.uchicago.edu/JB/

Related research

Keywords:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Chan Il Park, 1998. "Transactions Demand for Money and the Inverse Relation Between Inflation and Output: the Case of Korean Economy," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 12(1), pages 39-51.
  2. Bjorn Wahlroos & Tom Berglund, 1984. "Stock Returns," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 598, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  3. Sanvicente, A. Z. & Adrangi, B. & Chatrath, A., 2000. "Inflation, output and stock prices: evidence from Brazil," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa flwp_34, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  4. Felipe Larraín & Aníbal Larraín, 1988. "El Caso del Dinero Desaparecido Chile 1984-1986," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 25(75), pages 247-282.
  5. K.R. Shanmugam & Biswa Swarup Misra, 2008. "Stock Returns-Inflation Relation in India," Finance Working Papers 22514, East Asian Bureau of Economic Research.
  6. Gerald P. Dwyer, Jr. & R.W. Hafer, 1989. "Interest rates and economic announcements," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 34-46.
  7. SHANMUGAM, K.R. & MISRA, Biswa Swarup, 2009. "Stock Returns-Inflation Relation In India, 1980-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, Euro-American Association of Economic Development, vol. 9(1).
  8. Richard H. Jefferis, Jr., 1990. "Expectations and the core rate of inflation," Economic Review, Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, issue Q IV, pages 13-21.
  9. Hondroyiannis, George & Papapetrou, Evangelia, 2006. "Stock returns and inflation in Greece: A Markov switching approach," Review of Financial Economics, Elsevier, Elsevier, vol. 15(1), pages 76-94.
  10. Alberto Giovannini, 1987. "Uncertainty and Liquidity," NBER Working Papers 2296, National Bureau of Economic Research, Inc.
  11. Mondher bellalah & Umie Habiba, 2013. "Impact of Macroeconomic Factors on Stock Exchange Prices: Evidence from USA Japan and China," THEMA Working Papers 2013-15, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  12. Chatrath, Arjun & Ramchander, Sanjay & Song, Frank, 1996. "Stock prices, inflation and output: Evidence from India," Journal of Asian Economics, Elsevier, Elsevier, vol. 7(2), pages 237-245.
  13. D. Sornette & W. -X. Zhou, 2004. "Non-parametric Determination of Real-Time Lag Structure between Two Time Series: the "Optimal Thermal Causal Path" Method," Papers cond-mat/0408166, arXiv.org.
  14. Robert L. Hetzel, 1984. "The behavior of the M1 demand function in the early 1980s," Economic Review, Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond, issue Nov, pages 20-29.
  15. Zhou, Wei-Xing & Sornette, Didier, 2006. "Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data," Journal of Macroeconomics, Elsevier, Elsevier, vol. 28(1), pages 195-224, March.
  16. Dikaios Tserkezos & Eleni Thanou, . "Conventional Nonlinear Relationships between GDP , Inflation and Stock Market Returns. An investigation for the Greek Economy," Working Papers, University of Crete, Department of Economics 0731, University of Crete, Department of Economics.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:ucp:jnlbus:v:55:y:1982:i:2:p:201-31. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Journals Division).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.