The Fisher effect: Reprise
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- Mishkin, Frederic S., 1992.
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"The Power of Cointegration Tests,"
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- Pennacchi, George G, 1991. "Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data," Review of Financial Studies, Society for Financial Studies, vol. 4(1), pages 53-86.
- Johansen, Soren, 1992.
"Determination of Cointegration Rank in the Presence of a Linear Trend,"
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Department of Economics, University of Oxford, vol. 54(3), pages 383-97, August.
- Johansen, S., 1991. "Determination of Cointegration Rank in the Presence of a Linear Trend," Papers 76a, Helsinki - Department of Economics.
- Fama, Eugene F. & Gibbons, Michael R., 1984. "A comparison of inflation forecasts," Journal of Monetary Economics, Elsevier, vol. 13(3), pages 327-348, May.
- Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-80, November.
- Thomas J. Sargent, 1976. "Interest Rates and Expected Inflation: A Selective Summary of Recent Research," NBER Chapters, in: Explorations in Economic Research, Volume 3, number 3, pages 1-23 National Bureau of Economic Research, Inc.
- Breusch, Trevor S & Wickens, Michael R., 1987. "Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models," CEPR Discussion Papers 154, C.E.P.R. Discussion Papers.
- Hess, Patrick J. & Bicksler, James L., 1975. "Capital asset prices versus time series models as predictors of inflation: The expected real rate of interest and market efficiency," Journal of Financial Economics, Elsevier, vol. 2(4), pages 341-360, December.
- Moazzami, Bakhtiar, 1990. "Interest rates and inflationary expectations : Long-run equilibrium and short-run adjustment," Journal of Banking & Finance, Elsevier, vol. 14(6), pages 1163-1170, December.
- Thomas J. Sargent, 1973. "What Do Regressions of Interest on Inflation Show?," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 2, number 3, pages 289-301 National Bureau of Economic Research, Inc.
- Garbade, Kenneth & Wachtel, Paul, 1978. "Time variation in the relationship between inflation and interest rates," Journal of Monetary Economics, Elsevier, vol. 4(4), pages 755-765, November.
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