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The Equity Risk Premium and the Required Share Returns in a Tobin’s q Model.. (2003). Madsen, Jakob.
In: EPRU Working Paper Series.
RePEc:kud:epruwp:03-10.

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  2. Asness, Clifford S, 2002, Equity Risk Forum.
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  3. Barsky, Robert B and J Bradford De Long , 1991, “Forecasting Pre-World War I Inflation: The Fisher Effect and the Gold Standard,” Quarterly Journal of Economics, 106, 815-836.

  4. Blanchard, Olivier J, 1993, “Movements in the Equity Premium,” Brookings Papers on Economic Activity, No 2, 75-138.

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  6. Claus, James and Jacob Thomas, 2001, “Equity Premia as Low as Three Percent? Evidence from Analysts’ Earning Forecasts for Domestic and International Stock Markets,” Journal of Finance, LVI, 1629-1666.
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  7. Fama, Eugene F and Kenneth R French, 2002, “The Equity Premium,” Journal of Finance, LVII, 637-659.
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  8. Hamilton, James D, 1992, “Was the Deflation during the Depression Anticipated? Evidence from the Commodity Futures Market,” American Economic Review, 82, 157-178.

  9. Harris, Robert S and Felicia C Marston, 2001, “The Market Risk Premium: Expected Estimates Using Analysts’ Forecasts,” Journal of Applied Finance, 11.
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  10. Hayashi, Fumio, 1982, “Tobin’s Marginal q and Average q: A Neoclassical Interpretation,” Econometria, 50, 213-24.
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  11. Heaton, J and Deborah Lucas, 1999, “Stock Prices and Fundamentals,” in Ben S Bernanke and Rotemberg, Julio J (eds), NBER Macroeconomics Annual, Volume 14, London: MIT Press, 213-42.
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  12. Homer, Sidney and Richard Sylla, 1991, A History of Interest Rates, London: Rutgers University Press.
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  13. Jagannathan, Ravi, Ellen R McGrattan and Anna Scherbina, 2001, “The Declining U.S. Equity Premium,” NBER Working paper 8172.

  14. Maddison, Angus, 1995, Monitoring the World Economy 1820-1992, Paris: OECD.
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  15. McGrattan, Ellen R and Edward C Prescott, 2003, “Average Debt and Equity Returns: Puzzling?”, Federeral Reserve Bank of Minneapolis, Research Department Staff Report 313.

  16. Ross, Stephen, 2002, Equity Risk Forum.
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  17. Sharpe, Stephen A, 2002, “Reexamining Stock Valuation and Inflation: The Implications of Analysts’ Earnings Forecasts,” Review of Economics and Statistics, 84, 632-648.

  18. Shiller, Robert J, 2001, Irrational Exuberance, New York: Broadway Books.
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  19. Siegel, Jeremy J, 2002 a, Stocks for the Long Run, New York: McGraw Hill.
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  20. Siegel, Jeremy J, 2002 b, Equity Risk Forum.
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  21. Summers, Lawrence H, 1981, “Taxation and Corporate Investment: A q-Theory Approach,” Brookings Papers on Economic Activity, No 1, 67-127.

  22. Thaler, Richard H, 2002, Equity Risk Forum.
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  23. Welch, Ivo, 2000, “Views of Financial Economists on the Equity Premium and on Professional Controversies,” Journal of Business, 73, 501-537.

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    In: CESifo Working Paper Series.
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  2. Is Deflation Costly After All? Evidence from Noisy Historical Data. (2016). Kaufmann, Daniel.
    In: KOF Working papers.
    RePEc:kof:wpskof:16-421.

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  3. Estimation of historical inflation expectations. (2016). Binder, Carola.
    In: Explorations in Economic History.
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  4. Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?. (2015). Pantelidis, Theologos ; Panopoulou, Ekaterini ; Groom, Ben ; Greeman, Mark C..
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2015_01.

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  5. Declining discount rates and the Fisher Effect: inflated past, discounted future?. (2015). Panopoulou, Ekaterini ; Groom, Ben ; Pantelidis, Theologos ; Freeman, Mark C.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:64143.

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  6. Declining discount rates and the Fisher Effect: Inflated past, discounted future?. (2015). Pantelidis, Theologos ; Panopoulou, Ekaterini ; Groom, Ben ; Freeman, Mark C.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:73:y:2015:i:c:p:32-49.

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  7. Harvests and Financial Crises in Gold Standard America. (2013). Rhode, Paul ; Hanes, Christopher .
    In: The Journal of Economic History.
    RePEc:cup:jechis:v:73:y:2013:i:01:p:201-246_00.

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  8. Searching for Irving Fisher. (2013). Mitchener, KrisJames ; Weidenmier, Marc D.
    In: CAGE Online Working Paper Series.
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  9. Understanding bond risk premia. (2012). Povala, Pavol ; Cieslak, Anna.
    In: 2012 Meeting Papers.
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  10. Harvests and Financial Crises in Gold-Standard America. (2012). Rhode, Paul ; Hanes, Christopher.
    In: NBER Working Papers.
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  11. The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks. (2012). Swanson, Eric ; Rudebusch, Glenn ; GlennD. Rudebusch, .
    In: American Economic Journal: Macroeconomics.
    RePEc:aea:aejmac:v:4:y:2012:i:1:p:105-43.

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  12. Searching for Irving Fisher. (2010). Weidenmier, Marc ; Mitchener, KrisJames.
    In: NBER Working Papers.
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  13. The postbellum deflation and its lessons for today. (2007). Beckworth, David.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:18:y:2007:i:2:p:195-214.

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  14. Perspectiveson Low Global Interest Rates. (2006). Catão, Luis ; MacKenzie, George A ; Cato, Luis.
    In: IMF Working Papers.
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  15. Agricultural and monetary shocks before the great depression: A graph-theoretic causal investigation. (2006). Siegler, Mark ; Perez, Stephen.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:28:y:2006:i:4:p:720-736.

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  16. UK monetary regimes and macroeconomic stylised facts. (2006). Benati, Luca.
    In: Bank of England working papers.
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  17. A Tale of Two Effects. (2005). Wang, Xiaojun ; Evans, Paul.
    In: Working Papers.
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  18. Money, interest, and prices: Some international evidence. (2005). Kandil, Magda.
    In: International Review of Economics & Finance.
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  19. Looking back at the international deflation record. (2004). Filardo, Andrew ; BORIO, Claudio.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:15:y:2004:i:3:p:287-311.

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  20. Back to the future? Assessing the deflation record. (2004). Filardo, Andrew ; BORIO, Claudio ; Claudio E. V. Borio, .
    In: BIS Working Papers.
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  21. The Equity Risk Premium and the Required Share Returns in a Tobin’s q Model.. (2003). Madsen, Jakob.
    In: EPRU Working Paper Series.
    RePEc:kud:epruwp:03-10.

    Full description at Econpapers || Download paper

  22. Fisher, Barro, and the Italian Interest Rate, 1845-93. (2000). spinelli, Franco ; Muscatelli, Vito.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:22:y:2000:i:2:p:149-169.

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  23. Americas Only Peacetime Inflation: The 1970s. (1996). DeLong, James.
    In: NBER Historical Working Papers.
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  24. The Fisher effect: Reprise. (1995). Pelaez, Rolando F..
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:17:y:1995:i:2:p:333-346.

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  25. Why Does the Stock Market Fluctuate?. (1992). DeLong, James ; barsky, robert.
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  26. Americas Peacetime Inflation: The 1970s. (). DeLong, James.
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