Rational expectations, inflation and the nominal interest rate

DOI10.1016/S0304-4076(97)00075-4zbMATH Open0886.62115OpenAlexW2171763954MaRDI QIDQ1377321FDOQ1377321

Authors: Jean A. Crockett 

Publication date: 14 May 1998

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(97)00075-4

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zbMATH Keywords

rational expectationsinflationFisher hypothesismarket forecasts

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• On the aggregation of information in competitive markets
• The Present-Value Relation: Tests Based on Implied Variance Bounds
• An Introduction to the Theory of Rational Expectations Under Asymmetric Information

Cited In (8)

• Simple interpolations of inflation expectations
• On the equality of real interest rates across borders in integrated capital markets
• Inflationary expectations and rationality revisited
• A functional coefficient approach to modeling the Fisher hypothesis: worldwide evidence
• INTEREST RATE PEGS, WEALTH EFFECTS AND PRICE LEVEL DETERMINACY
• The statistical impact of inflation on interest rates
• Inflation indexed bonds and monetary theory
• Inflation risk premia and risk-adjusted expectations of inflation

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