way of testing theory by studying the links between forecasts of U.S. nominal interest rates, inflation, and real …

The extent to which the stock market provides a hedge to investors against inflation is examined for African stock …

cointegration linking interest rates and inflation, and stationarity of the real interest rate implying in turn homogeneity of the … relate key model parameters on economic states, as e.g. periods of higher vs. lower inflation or inflation risk. From the … evidence in favor of cointegration is weak over periods of high inflation. The Fisher coefficient turns out to be remarkably …

We study the long-run relation between money, measured by inflation or interest rates, and unemployment. We first …

last two years, can well be explained. Alongside the more traditional macroeconomic determinants like core inflation … Einflüsse und/oder strukturelle Faktoren zum niedrigen Niveau der Renditen in den USA in den letzten Jahren beigetragen haben …