This paper carries out the methodology suggested by Den Haan (2000) to investigate the co-movement of inflation and …-run relationships between inflation and real stock returns, regardless of whether the underlying time series data are purely I(0 … long-run relationship between these two variables in 12 OECD countries. That is, an increase in inflation depresses real …

This paper investigates the impact of revisions in inflation expectations on the prices of UK inflation-indexed and … conventional government bonds with a vector autoregressive (VAR) model. Downwards revisions of inflation expectations are … affected. This suggests that indexed bonds protect investors against inflation while nominal bonds are exposed to changing …

's share of national income to the inflation rate (as well as to the output gap, the unemployment rate and the capital stock … inflation and the labor share. Our results suggest that disinflation is not distributively neutral, provide empirical support … negative impact of inflation on growth. …

This model analyses the interaction between inflation and the long-run levels of employment and output growth in a … equilibrium, both employment and growth are hump-shaped functions of money growth peaking at positive inflation rates. This is due … to four effects of money growth under rigidity: Erosion of its relative price through inflation and the optimal initial …

The purpose of this paper is to empirically determine the causes of the worldwide diversity of inflation volatility. We … higher inflation volatility. …

evolution of inflation and unemployment in the United States and Canada since 1930. …

Many pricing models imply that nominal interest rates contain information on inflation expectations. This has lead to a … large empirical literature that investigates the use of interest rates as predictors of future inflation. Most of these … focus on the Fisher hypothesis in which the interest rate maturity matches the inflation horizon. In general forecast …

inflation rates affect mainly low income groups. Apparently, the Rose Revolution of 2003 did not lead to an attenuation of …