Tests of inflation and industry portfolio stock returns

Article Abstract:

Research was conducted on the effect of stock earnings on inflation in nineteen different industries for the pre- and post-World War II years. There were indicators that stock earnings were inversely related to anticipated and unanticipated inflation. The money demand proxy hypothesis, a model that incorporates the quantity theory of money and rational expectations, was analyzed. It was concluded that effects of stock earnings on inflation were caused partly by the systematic risk involved in the process.

Economic aspects, Stocks, Investments

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The long-run relationship between inflation and output in postwar economics

Article Abstract:

Previous research has tackled the determinants of real output growth using either time series or cross-sectional analysis. However, the relationship between inflation and real output has not yet been investigated. A bivariate vector autoregression model that computes for both output growth and change in inflation makes a study on the link between inflation and real output possible. The model is used to determine the connection between inflation and real output in a large sample of postwar economies.

Usage, Gross domestic product, Autoregression (Statistics)

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What determines inflation in the US, job growth or unemployment?

Article Abstract:

Job growth has a greater effect on inflation than unemployment as revealed in post-World War II US data.

United States, Inflation Accounting, Statistical Data Included, Influence, Unemployment, Job vacancies

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