that the real rates of return on common stocks and the expected inflation rate are independent and that nominal stock … returns vary in a one‐to‐one correspondence with the expected inflation rate. The regression results indicate that stock … returns in general are negatively correlated to both expected and unexpected inflation, and that common stocks provide a poor …

capital cities. Design/methodology/approach – A vector autoregression model and variance decomposition are introduced to … develops an innovative interdependence analysis approach of regional house prices based on a variance decomposition method.  …

conditional variance and inflation in the mean and conditional variance equations respectively, and Full Information Maximum …The study investigates the relationship between inflation and inflation uncertainty for the period 1984-2011. The work … uses the monthly Consumer Price Index to proxy inflation. The General Autoregressive Heteroscedasticity (GARCH) model is …

inflation error variance by 42% by simply reporting more digits in the CPI index, resulting in a significantly more accurate … the published CPI inflation series is calculated from those rounded index values. While rounding has only a relatively … small effect on the level of the CPI series at present, it can have a significant effct on CPI inflation, the monthly …

that rising debt is okay as long as inflation remains low. In fact, most credit is not needed for economic growth--but it … will lead to harmful inflation. To escape the mess created by past policy errors, we sometimes need to monetize government … that rising debt is okay as long as inflation remains low. In fact, most credit is not needed for economic growth--but it …

Does the combination of inflation and high corporate taxes explain the increase in bank leverage in the 20th century …? Inflation automatically increases bank debt, while high corporate taxes hinder capital accumulation. Capital ratios therefore … Swedish bank data 1870-2001. Bank capital ratios dropped when inflation and corporate tax rates were high, during WWI and in …