(Applied Financial Economics, 13, 693-700, 2003) on inflation and output on stock returns and volatility is extended by … inflation, output growth, and interest rate, has weak predictor power on stock market volatility and returns. In line with the …

of the daily percentage change in the S&P 500 on the TIPS spread measuring inflation expectations show little correlation … between asset prices and expected inflation from 2003 until early 2008. However, since early 2008 the correlation between … changes in stock prices and in inflation expectations has been strongly positive and statistically significant …

This paper extends previous research on how monetary policy rates impact interest and inflation rates. We develop and … steady state policy rate elasticities of inflation and interest rates are derived. Employing U.S. rate series and state space … econometric methods, we estimate time-varying coefficients of the augmented system model. Policy rate elasticities of inflation …

. This model decomposes the changes in original inflation series as two new series: increases and decreases in inflation … rates. Hence, it enables us to examine the Fisher effect in terms of increases and decreases in inflation separately. The …

selection approach, the study interacts money supply, interest rate, economic growth, and inflation rate, among themselves and … inflation rate as the impact factor. On the basis of the above findings and the evidence from other studies, lending and … inflation rate generated substantial destabilizing impacts on the economic growth, suggesting that the monetary authorities …

(1/P)] whereas the ubiquitous conventional Fisher equation (CFE) uses expected goods inflation [percent change in E … non-rationality leveled against the CFE. The puzzling substitution of inflation for expected money appreciation in Fisher …