interest rate and inflation rate across a time frequency space and then employ wavelet coherence tools to investigate the … interest rates and inflation for SACU countries in the post-2000 period, with stronger Fisher effects existing around the …

interest rates lead to changes to inflation in the opposite direction. I conclude that this is how credit crunches and monetary … tightening reduce inflation. I simulate different monetary policy through a variable inflation target. Wild swings in the target … kill the persistence in inflation, which may explain the absence of persistence under the Gold Standard. A stable target …

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 …

inflation expectations in Finland utilising a univariate time series model and a special structural change procedure in Junttila … relationship between the domestic nominal interest rate and domestic inflation expectations in all the analysed settings involving …-run relationship between domestic interest rates and inflation expectations with corresponding expectation horizons was accepted when …

in previous studies, i.e., the finding of nominal interest rates not fully adjusting to changes in inflation, may be … attributed to the particular time series behavior of inflation and interest rates which cannot be accounted for by standard non …-stationary models. The stochastic process governing the bivariate system of inflation and interest rates depends on the level of the …