For decades, the academic literature has focused on three survey measures of expected inflation: the Livingston Survey … models of forecasting inflation, the data are low frequency measures which appear anachronistic in the modern era of high … frequency and real-time data. I present a collection of 37 different measures of inflation expectations, including many …

I present evidence that higher frequency measures of inflation expectations outperform lower frequency measures of … inflation expectations in tests of accuracy, predictive power, and rationality. For decades, the academic literature has focused … on three survey measures of expected inflation: the Livingston Survey, the Survey of Professional Forecasters, and the …

negative relations between asset returns and inflation are addressed. The generalized impulse response functions are adopted … negative relationship between stock prices and inflation. The level of real economic activity affects stock prices positively …

impact of inflation on stock market returns and volatility using monthly time series data from two West African countries … case holds for Ghana. Furthermore, inflation rate and its three month average were found to have significant effect on … stock market volatility in the two countries. Measures employed towards restraining inflation in the two countries …

nominal return on stocks move in one to one correspondence with the expected rate of inflation. The relationship between … nominal stock return and inflation is examined for four stock indices. The empirical results suggest that the Fisher effect …

evidence of a long-run equilibrium negative relation between the inflation rate and a real stock price index. The Dynamic …

This study examines the impact of inflation and output growth on stock market returns and volatility in selected Asian … (1, 1) model, it is found that macroeconomic volatility, which is measured by movement in inflation and output growth …, have a weak predictive power for stock market returns and volatility in these countries. The movements of the inflation …