Evans is from New York University, and Lewis is from the University of Pennsylvania and the National Bureau of Economic Research. We are grateful for useful comments from Bob Barsky, John Campbell, Bob Cumby, Bill Crowder, Frank Diebold, Pierre Perron, and seminar participants at Columbia University, New York University, the Wharton Macro lunch seminar, Ohio State University, the Philadelphia Federal Reserve, and the National Bureau of Economic Research Summer Institute. Any errors are our own.
Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?
Version of Record online: 30 APR 2012
© 1995 the American Finance Association
The Journal of Finance
Volume 50, Issue 1, pages 225–253, March 1995
How to Cite
EVANS, M. D. D. and LEWIS, K. K. (1995), Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?. The Journal of Finance, 50: 225–253. doi: 10.1111/j.1540-6261.1995.tb05172.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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