Consumption, Production, Inflation and Interest Rates: A Synthesis

Keywords

Consumption (sociology), Inflation (cosmology), Economics, Production (economics), Econometrics

References

• Short-Term Interest Rates as Predictors of InflationEugene F. Fama — 1975
• Changes in consumption and investment opportunities and the valuation of securitiesDouglas T. Breeden — 1977
• Multiperiod Consumption-Investment DecisionsEugene F. Fama — 1970
• An arbitrage model of the term structure of interest ratesScott F. Richard — 1978
• The Structure of the Cost of Capital under UncertaintyAvraham Beja — 1971
• Inflation, real returns and capital investmentEugene F. Fama, Michael R. Gibbons — 1982
• Notes on Multiperiod Valuation and the Pricing of OptionsSudipto Bhattacharya — 1981
• Stock prices, inflation, and the term structure of interest ratesJ. Bradford De Long — 1974
• Prices for State-contingent Claims: Some Estimates and ApplicationsRolf W. Banz, Merton H. Miller — 1978
• Monetary rules and the nominal rate of interest under uncertaintyFrederick L. A. Grauer, Robert H. Litzenberger — 1980
• Prices of State-Contingent Claims Implicit in Option PricesDouglas T. Breeden, Robert H. Litzenberger — 1978
• A Quantitative Theory of Risk Premiums on Securities with an Application to the Term Structure of Interest RatesBruce C. Dieffenbach — 1975
• The Pricing of Commodity Futures Contracts, Nominal Bonds and Other Risky Assets under Commodity Price UncertaintyFrederick L. A. Grauer, Robert H. Litzenberger — 1979
• Futures markets and commodity options: Hedging and optimality in incomplete marketsDouglas T. Breeden — 1984
• Modeling the term structure of interest rates under non-separable utility and durability of goodsKenneth B. Dunn, Kenneth J. Singleton — 1986
• Trends and random walks in macroeconmic time series: Some evidence and implicationsCharles R. Nelson, Charles R. Plosser — 1982
• Real Business CyclesJohn B. Long,, Charles I. Plosser — 1983
• Stochastic Processes for Interest Rates and Equilibrium Bond PricesTerry A. Marsh, Eric Rosenfeld — 1983
• The Demand for Index BondsStanley Fischer — 1975
• The Pricing of Options and Corporate LiabilitiesFischer Black, Myron S. Scholes — 1973

Cited by

• Monetary Analysis in Continuous TimeAbraham Lioui, Patrice Poncet — 2002
• On Money Growth and the Business CycleAbraham Lioui, Patrice Poncet — 2002
• Central Bank Policy Impacts on the Distribution of Future Interest RatesDouglas T. Breeden, Robert H. Litzenberger — 2014
• The Term Structure of Interest Rates: Estimation and InterpretationJuha Seppälä, Petri Viertiö — 1996
• A Two-Country Discontinuous General Equilibrium ModelCiprian Necula — 2008
• Precautionary Saving and the Marginal Propensity to ConsumeMiles Kimball — 1990
• Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty: Are popular recommendations consistent with rational behavior?Claus Munk, Carsten Sørensen, Tina Nygaard Vinther — 2004
• Consumption and asset prices: An analysis across income groupsHerbert J. Smoluk, Raymond P Neveu — 2002
• Term, Inflation, and Foreign Exchange Risk Premia: A Unified TreatmentYacine Aı̈t-Sahalia — 1993
• Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial dataThomas C. Chiang, Shuh-Chyi Doong — 1999
• Forecasting Future Economic Growth: The Term Structure of Interest Rates, Volatility and Inflation as Leading IndicatorsMaria Khait — 2012
• TÜRKİYE’DE KREDİ KARTLARININ TOPLAM ÖZEL NİHAİ TÜKETİM HARCAMALARINA ETKİSİ: BİR ÇOKLU REGRESYON ANALİZİMikail Altan, İbrahim Emre Göktürk — 2007
• Aggregate Wealth and Consumption, and the Term Structure of Interest RatesDavid P. Brown — 2008
• Asset Pricing in a Two-Country Discontinuous General Equilibrium ModelCiprian Necula — 2008
• Financial Asset Pricing TheoryClaus Munk — 2013
• Three models of the term structure of interest ratesJoon-Hee Rhee — 1998
• The New Palgrave: Finance: A book reviewDarrell Duffie — 1990
• Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business CycleJohn H. Cochrane — 1989
• The information in forward rates: Implications for models of the term structureRobert F. Stambaugh — 1988
• Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with an Affine Term Structure ModelHibiki Ichiue — 2004

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