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• W1963991641 abstract "Previous articleNext article No AccessUncovering Financial Market Expectations of InflationJames D. HamiltonJames D. Hamilton Search for more articles by this author PDFPDF PLUS Add to favoritesDownload CitationTrack CitationsPermissionsReprints Share onFacebookTwitterLinkedInRedditEmail SectionsMoreDetailsFiguresReferencesCited by Journal of Political Economy Volume 93, Number 6Dec., 1985 Article DOIhttps://doi.org/10.1086/261357 Views: 22Total views on this site Citations: 56Citations are reported from Crossref Copyright 1985 The University of ChicagoPDF download Crossref reports the following articles citing this article:Roman Matkovskyy, Akanksha Jalan Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model, Revue économique Vol. 72, no.55 (Sep 2021): 785–797.https://doi.org/10.3917/reco.pr2.0173Travis Box, Ryan Davis, Richard Evans, Andrew Lynch Intraday arbitrage between ETFs and their underlying portfolios, Journal of Financial Economics 141, no.33 (Sep 2021): 1078–1095.https://doi.org/10.1016/j.jfineco.2021.04.023GREGORY R. DUFFEE Expected Inflation and Other Determinants of Treasury Yields, The Journal of Finance 73, no.55 (Jul 2018): 2139–2180.https://doi.org/10.1111/jofi.12700Liuyan Zhao Stock returns under hyperinflation: Evidence from China 1945–48, China Economic Review 45 (Sep 2017): 155–167.https://doi.org/10.1016/j.chieco.2017.07.003Matthias Fleckenstein, Francis A. Longstaff, Hanno Lustig Deflation Risk, The Review of Financial Studies 30, no.88 (Feb 2017): 2719–2760.https://doi.org/10.1093/rfs/hhx021Nathaniel Light, Denys Maslov, Oleg Rytchkov Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach, The Review of Financial Studies 30, no.44 (Feb 2017): 1339–1381.https://doi.org/10.1093/rfs/hhw102Matthias Hartmann, Helmut Herwartz, Maren Ulm A comparative assessment of alternative ex ante measures of inflation uncertainty, International Journal of Forecasting 33, no.11 (Jan 2017): 76–89.https://doi.org/10.1016/j.ijforecast.2016.08.005Carola Conces Binder Estimation of historical inflation expectations, Explorations in Economic History 61 (Jul 2016): 1–31.https://doi.org/10.1016/j.eeh.2016.01.002Geert Bekaert, Marie Hoerova What do asset prices have to say about risk appetite and uncertainty?, Journal of Banking & Finance 67 (Jun 2016): 103–118.https://doi.org/10.1016/j.jbankfin.2015.06.015Geert Bekaert, Marie Hoerova What Do Asset Prices Have to Say About Risk Appetite and Uncertainty?, SSRN Electronic Journal (Jan 2015).https://doi.org/10.2139/ssrn.2620228Veljko Fotak, Vikas Raman, Pradeep K. 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OFER, ODED SARIG Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis, The Journal of Finance 51, no.11 (Apr 2012): 205–225.https://doi.org/10.1111/j.1540-6261.1996.tb05207.xBrian Goff The Regulatory Index and Macro Performance, (Jan 1996): 105–117.https://doi.org/10.1007/978-1-4613-1343-4_7Yangru Wu Are there rational bubbles in foreign exchange markets? Evidence from an alternative test, Journal of International Money and Finance 14, no.11 (Feb 1995): 27–46.https://doi.org/10.1016/0261-5606(94)00002-IJames D. Hamilton Chapter 50 State-space models, (Jan 1994): 3039–3080.https://doi.org/10.1016/S1573-4412(05)80019-4Andy W. Mullineux, David G. Dickinson EQUILIBRIUM BUSINESS CYCLES: THEORY AND EVIDENCE, Journal of Economic Surveys 6, no.44 (Dec 1992): 321–358.https://doi.org/10.1111/j.1467-6419.1992.tb00156.xTA Carstens, E vd M Smit Aandeelopbrengste as Vooruitskatters Van Inflasie En Rentekoerse: Die Suid-Afrikaanse Ondervinding, Studies in Economics and Econometrics 15, no.33 (Jan 2022): 23–41.https://doi.org/10.1080/03796205.1991.12129008Gilbert W. Bassett, Virginia G. France, Stanley R. 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Clarida The dollar and real interest rates, Carnegie-Rochester Conference Series on Public Policy 27 (Jan 1987): 103–139.https://doi.org/10.1016/0167-2231(87)90005-4Frederic S. Mishkin The dollar and real interest rates a comment, Carnegie-Rochester Conference Series on Public Policy 27 (Jan 1987): 141–148.https://doi.org/10.1016/0167-2231(87)90006-6James D. Hamilton A standard error for the estimated state vector of a state-space model, Journal of Econometrics 33, no.33 (Dec 1986): 387–397.https://doi.org/10.1016/0304-4076(86)90004-7Edwin Burmeister, Kent D. Wall, James D. Hamilton Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering, Journal of Business & Economic Statistics 4, no.22 (Apr 1986): 147–160.https://doi.org/10.1080/07350015.1986.10509510" @default.
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