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Inflation Illusion, Credit, and Asset Pricing. (2007). Schneider, Martin ; Piazzesi, Monika.
In: NBER Working Papers.
RePEc:nbr:nberwo:12957.

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Cocites: 59

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  1. Interest Rates, Local Housing Markets and House Price Over†reactions. (2018). Tsiaplias, Sarantis ; Lim, Guay.
    In: The Economic Record.
    RePEc:bla:ecorec:v:94:y:2018:i:s1:p:33-48.

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  2. Money Illusion and Exchange Rate Dynamics in a Small Open Economy. (2015). Lai, Chung-Fu.
    In: Research in World Economy.
    RePEc:jfr:rwe111:v:6:y:2015:i:1:p:199-207.

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  3. Macroeconomic Variables and Real Estate in Italy and in the usa. (2015). Manganelli, Benedetto ; Tajani, Francesco.
    In: SCIENZE REGIONALI.
    RePEc:fan:scresc:v:html10.3280/scre2015-003002.

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  4. Does Inflation Illusion Explain the Relation between REITs and Inflation?. (2013). Hong, Gwangheon ; Lee, Bong .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:1:p:123-151.

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  5. The housing price boom of the late 1990s: Did inflation targeting matter?. (2010). Mésonnier, Jean-Stéphane ; Frappa, Sébastien ; Mesonnier, Jean-Stephane.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:6:y:2010:i:4:p:243-254.

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  6. Comments on The Mortgage Market Meltdown and House Prices. (2009). Walter, Torous .
    In: The B.E. Journal of Economic Analysis & Policy.
    RePEc:bpj:bejeap:v:9:y:2009:i:3:p:1-3:n:12.

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  7. Housing Market Spillovers: Evidence from an Estimated DSGE Model. (2009). Neri, Stefano ; Iacoviello, Matteo.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:659.

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  8. The housing price boom of the late ’90s: did inflation targeting matter?. (2009). Mésonnier, Jean-Stéphane ; Frappa, Sébastien ; Mesonnier, J-S., .
    In: Working papers.
    RePEc:bfr:banfra:255.

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  9. Prices, Rents and Rational Speculative Bubbles in the Sydney Housing Market. (2008). Otto, Glenn ; Hatzvi, Eden.
    In: The Economic Record.
    RePEc:bla:ecorec:v:84:y:2008:i:267:p:405-420.

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  10. Monetary Policy and Economic Growth under Money Illusion. (2007). Xie, Danyang ; Miao, Jianjun.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2007-045.

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  11. Heterogeneous Expectations and Bond Markets. (2006). Yan, Hongjun ; Xiong, Wei.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12781.

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References

References cited by this document

  1. Asness, Clifford. 2003. Fight the Fed Model: The Relationship between Future Returns and Stock and Bond Market Yields. Journal of Portfolio Management 30(i), pp. ii - 24.
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  2. Basak, Suleyman, and Hongjun Yan. 2005. Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion. Working Paper, London Business School and Yale School of Management.

  3. Brunnermeier, Markus, and Christian Julliard. 2006. Money Illusion and Housing Frenzies. NBER Working Paper i28i0, December.

  4. Campbell, John Y., and Tuomo Vuolteenaho. 2004. Inflation Illusion and Stock Prices. American Economic Review 94(2), pp. i9 - 23.

  5. Cohen, Randolph B., Christopher Polk, and Tuomo Vuolteenaho. 2005. Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis. Quarterly Journal of Economics i20(2), pp. 639 - 668.

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Impact of Monetary Policy on Financial Markets Efficiency and Speculative Bubbles: A Non-linear Entropy-based Approach. (2014). Venegas-Martínez, Francisco ; Cruz-Ake, Salvador ; Alonso-Rivera, Angelica ; Venegas-Martinez, Francisco.
    In: MPRA Paper.
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  2. Oil shocks, stock market prices, and the U.S. dividend yield decomposition. (2014). Chortareas, Georgios ; Noikokyris, Emmanouil .
    In: International Review of Economics & Finance.
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  3. Inflation illusion and the Taylor principle: An experimental study. (2014). Scharler, Johann ; Luhan, Wolfgang.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:45:y:2014:i:c:p:94-110.

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  4. Hedging inflation risk in a developing economy: The case of Brazil. (2013). Brière, Marie ; Briere, Marie ; Signori, Ombretta.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:27:y:2013:i:1:p:209-222.

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  5. Inflation illusion and the US dividend yield: Some further evidence. (2013). Acker, Daniella ; Duck, Nigel W..
    In: Journal of International Money and Finance.
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  6. Predicting stock returns: A regime-switching combination approach and economic links. (2013). Zhu, Jie.
    In: Journal of Banking & Finance.
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  7. Structural Breaks and Predictive Regressions Models of South African Equity Premium. (2012). GUPTA, RANGAN ; Aye, Goodness C. ; Modise, Mampho P..
    In: Working Papers.
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  8. REIT Stock Prices with Inflation Hedging and Illusion. (2012). Wu, Zhonghua ; Jiang, Xiaoquan ; Hardin, William.
    In: The Journal of Real Estate Finance and Economics.
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  9. A behavioral model of house prices. (2012). Madsen, Jakob ; JakobB. Madsen, .
    In: Journal of Economic Behavior & Organization.
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  10. Derivatives traders’ reaction to mispricing in the underlying equity. (2012). Hayunga, Darren K. ; Nishikawa, Takeshi ; Holowczak, Richard D. ; Lung, Peter P..
    In: Journal of Banking & Finance.
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  11. Price inflation and stock returns. (2012). Oxman, Jeffrey .
    In: Economics Letters.
    RePEc:eee:ecolet:v:116:y:2012:i:3:p:385-388.

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  12. Inflation-Hedging Portfolios : Economic Regimes Matter. (2012). Briere, Marie ; Signori, Ombretta.
    In: Economics Papers from University Paris Dauphine.
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  13. Inflation illusion or no illusion: what did pre- and post-war data say?. (2011). Wei, Chao ; Joutz, Fred.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:21:y:2011:i:21:p:1599-1603.

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  14. Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices. (2011). Konchitchki, Yaniv.
    In: MPRA Paper.
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  15. A Repayment Model of House Prices. (2011). Madsen, Jakob.
    In: Monash Economics Working Papers.
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  16. Forecasting stock market returns: The sum of the parts is more than the whole. (2011). Santa-Clara, Pedro ; Ferreira, Miguel.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:3:p:514-537.

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  17. Size, book-to-market ratio and macroeconomic news. (2011). Cenesizoglu, Tolga.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:2:p:248-270.

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  18. Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?. (2011). Schrimpf, Andreas ; Schmeling, Maik.
    In: European Economic Review.
    RePEc:eee:eecrev:v:55:y:2011:i:5:p:702-719.

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  19. Inflation-hedging Portfolios in Different Regimes. (2011). Briere, Marie ; Signori, Ombretta.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/7744.

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  20. Inflation hedging portfolios in different regimes. (2011). Briere, Marie ; Signori, Ombretta.
    In: BIS Papers chapters.
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  21. Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules. (2010). Zhou, Guofu ; Tu, Jun ; Neely, Christopher ; Rapach, David E..
    In: Working Papers.
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  22. Inflation and the stock market: Understanding the Fed Model. (2010). Engstrom, Eric ; Bekaert, Geert.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:57:y:2010:i:3:p:278-294.

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  23. International stock return predictability under model uncertainty. (2010). Schrimpf, Andreas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:7:p:1256-1282.

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  24. Stock returns and inflation revisited: An evaluation of the inflation illusion hypothesis. (2010). Lee, BongSoo .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1257-1273.

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  25. The long-run relationship between stock prices and goods prices: New evidence from panel cointegration. (2010). Kontonikas, Alexandros ; Gregoriou, Andros.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:2:p:166-176.

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  26. The dividend-price ratio does predict dividend growth: International evidence. (2010). Pedersen, Thomas ; Engsted, Tom.
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  27. Is Noise Trading Cancelled Out by Aggregation?. (2009). Yan, Hongjun.
    In: Yale School of Management Working Papers.
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  28. Myopic loss aversion, bond returns and the equity premium puzzle. (2009). Madsen, Jakob ; Jagd, Philip .
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  29. Inflation-hedging portfolios in Different Regimes. (2009). Signori, Ombretta ; Brière, Marie ; Briere, Marie.
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  30. The Determinants of Stock and Bond Return Comovements. (2009). Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven.
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  31. Mispricing and the cross-section of stock returns. (2009). Lung, Peter ; Wang, F. ; Chen, Carl .
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  32. Predicting premiums for the market, size, value, and momentum factors. (2009). Steiner, Michael.
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  33. The Co-Movement and Long-Run Relationship between Inflation and Stock Returns: Evidence from 12 OECD Countries. (2009). Yeh, Chih-Chuan ; Chi, Ching-Fang .
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  34. Are share prices still too high?. (2009). McMillan, David G..
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  35. The fed model: The bad, the worse, and the ugly. (2009). Estrada, Javier.
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  37. Housing Market Spillovers: Evidence from an Estimated DSGE Model. (2009). Neri, Stefano ; Iacoviello, Matteo.
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  38. The U.S. Equity Return Premium: Past, Present, and Future. (2009). Magin, Konstantin ; De Long, Bradford J. ; DeLong, Bradford J..
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  39. Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?. (2008). Schrimpf, Andreas ; Schmeling, Maik.
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  41. Is Real Estate Really an Inflation Hedge? Evidence from Taiwan. (2008). wang, kuan min ; Fang, Wen-Shwo ; Nguyen, Thanh-Binh T..
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  42. Housing market spillovers: Evidence from an estimated DSGE model. (2008). Neri, Stefano ; Iacoviello, Matteo.
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  44. Mortgage Timing. (2007). Van Nieuwerburgh, Stijn ; koijen, ralph ; Van Hemert, Otto ; Ralph S. J Koijen, .
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  45. Inflation Illusion, Credit, and Asset Pricing. (2007). Schneider, Martin ; Piazzesi, Monika.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12957.

    Full description at Econpapers || Download paper

  46. Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities. (2007). Spencer, Peter ; Kizys, Renatas.
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  50. Monetary Policy and Economic Growth under Money Illusion. (2007). Xie, Danyang ; Miao, Jianjun.
    In: Boston University - Department of Economics - Working Papers Series.
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  52. Stock returns, aggregate earnings surprises, and behavioral finance. (2006). WARNER, JEROLD B. ; KOTHARI, S. P. ; Lewellen, Jonathan .
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  53. Stock prices-inflation puzzle and the predictability of stock market returns. (2006). Boucher, Christophe.
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  54. The Term Structure of the Risk-Return Tradeoff. (2005). Viceira, Luis ; Campbell, John.
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  55. Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis. (2005). Polk, Christopher ; Cohen, Randolph B. ; Vuolteenaho, Tuomo .
    In: NBER Working Papers.
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  56. Cointegration analysis of the Fed model. (2005). Koivu, Matti ; Ziemba, William T. ; Pennanen, Teemu.
    In: Finance Research Letters.
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  57. The Term Structure of the Risk-Return Tradeoff. (2005). Viceira, Luis ; Campbell, John.
    In: CEPR Discussion Papers.
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  58. Inflation Illusion and Stock Prices. (2004). Campbell, John ; Vuolteenaho, Tuomo .
    In: American Economic Review.
    RePEc:aea:aecrev:v:94:y:2004:i:2:p:19-23.

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