Stock Market Returns and Inflation Forecasts

  • Author(s): N. BULENT GULTEKIN
  • Published: Apr 30, 2012
  • Pages: 663-673
  • DOI: 10.1111/j.1540-6261.1983.tb02495.x

ABSTRACT

This study uses data from the Livingston survey of expectations to examine the Fisher hypothesis as a model relating expected stock returns and expected inflation. We show that the Fisher hypothesis holds much better for ex ante expectations than ex post realizations.

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