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Inflation, Output, and Money

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  • Fama, Eugene F

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  • Fama, Eugene F, 1982. "Inflation, Output, and Money," The Journal of Business, University of Chicago Press, vol. 55(2), pages 201-231, April.
  • Handle: RePEc:ucp:jnlbus:v:55:y:1982:i:2:p:201-31
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    Citations

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    Cited by:

    1. Sanvicente, A. Z. & Adrangi, B. & Chatrath, A., 2000. "Inflation, output and stock prices: evidence from Brazil," Finance Lab Working Papers flwp_34, Finance Lab, Insper Instituto de Ensino e Pesquisa.
    2. 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, vol. 28(1), pages 195-224, March.
    3. Richard H. Jefferis, Jr., 1990. "Expectations and the core rate of inflation," Economic Review, Federal Reserve Bank of Cleveland, issue Q IV, pages 13-21.
    4. K.R. Shanmugam & Biswa Swarup Misra, 2008. "Stock Returns-Inflation Relation In India," Working Papers 2008-038, Madras School of Economics,Chennai,India.
    5. 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.
    6. Fama, Eugene, 2013. "Financial intermediation and control of the level of prices," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, pages 161-185, December.
    7. Alberto Giovannini, 1987. "Uncertainty and Liquidity," NBER Working Papers 2296, National Bureau of Economic Research, Inc.
    8. Tarun K. Mukherjee & Atsuyuki Naka, 1995. "Dynamic Relations Between Macroeconomic Variables And The Japanese Stock Market: An Application Of A Vector Error Correction Model," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(2), pages 223-237, June.
    9. Bjorn Wahlroos & Tom Berglund, 1984. "Stock Returns," Discussion Papers 598, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    10. Kelly, Bryan & Pruitt, Seth, 2015. "The three-pass regression filter: A new approach to forecasting using many predictors," Journal of Econometrics, Elsevier, vol. 186(2), pages 294-316.
    11. Joseph H. Haslag & Scott E. Hein, 1993. "Constructing an alternative measure of changes in reserve requirement ratios," Working Papers 9306, Federal Reserve Bank of Dallas.
    12. Robert L. Hetzel, 1984. "The behavior of the M1 demand function in the early 1980s," Economic Review, Federal Reserve Bank of Richmond, issue Nov, pages 20-29.
    13. 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., vol. 25(75), pages 247-282.
    14. 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, vol. 12(1), pages 39-51.
    15. repec:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-017-0075-6 is not listed on IDEAS
    16. 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.
    17. Arjun Chatrath & Sanjay Ramchander & Frank Song, 1997. "Stock prices, inflation and output: evidence from India," Applied Financial Economics, Taylor & Francis Journals, vol. 7(4), pages 439-445.
    18. 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, vol. 9(1).
    19. Hondroyiannis, George & Papapetrou, Evangelia, 2006. "Stock returns and inflation in Greece: A Markov switching approach," Review of Financial Economics, Elsevier, vol. 15(1), pages 76-94.
    20. Joseph Haslag, 1993. "On quantity theory restriction and the signalling of the money multiplier," Working Papers 9308, Federal Reserve Bank of Dallas.
    21. Gerald P. Dwyer & R. W. Hafer, 1989. "Interest rates and economic announcements," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 34-46.
    22. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    23. Dikaios Tserkezos & Eleni Thanou, 2007. "Conventional Nonlinear Relationships between GDP, Inflation and Stock Market Returns. An Investigation for the Greek Economy," Working Papers 0731, University of Crete, Department of Economics.

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