Capital asset prices versus time series models as predictors of inflation: The expected real rate of interest and market efficiency
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- Christopher J. Neely & David E. Rapach, 2008.
"Real interest rate persistence: evidence and implications,"
Federal Reserve Bank of St. Louis, issue Nov, pages 609-642.
- Christopher J. Neely & David E. Rapach, 2008. "Real interest rate persistence: evidence and implications," Working Papers 2008-018, Federal Reserve Bank of St. Louis.
- Pelaez, Rolando F., 1995. "The Fisher effect: Reprise," Journal of Macroeconomics, Elsevier, vol. 17(2), pages 333-346.
- John H. Makin, 1981. "Real Interest, Money Surprises and Anticipated Inflation," NBER Working Papers 0818, National Bureau of Economic Research, Inc.
- Pamela Jervis, 2007. "Inflation Compensation and Its Components in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 10(2), pages 27-56, August.
- Frederic S. Mishkin, 1984.
"The Real Interest Rate: A Multi-Country Empirical Study,"
Canadian Journal of Economics,
Canadian Economics Association, vol. 17(2), pages 283-311, May.
- Frederic S. Mishkin, 1982. "The Real Interest Rate: A Multi-Country Empirical Study," NBER Working Papers 1047, National Bureau of Economic Research, Inc.
- Robert J. Shiller, 1980. "Can the Fed Control Real Interest Rates?," NBER Chapters,in: Rational Expectations and Economic Policy, pages 117-167 National Bureau of Economic Research, Inc.
- Jean C. H. Loo, 1988. "Common Stock Returns, Expected Inflation, And The Rational Expectations Hypothesis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 11(2), pages 165-172, June.
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