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J. Huston McCulloch

17 works· latest 2016· 3 institutionscluster: provisional

Works

17 shown

The Ban on Indexed Bonds, 1933-77

American Economic Review·2016·1 author

26citations

Estimation of stable spectral measures

Mathematical and Computer Modelling·2001·3 authors·Open access

101citations

Optimal univariate inflation forecasting with symmetric stable shocks

Journal of Applied Econometrics·1998·2 authors

35citations

The Inflation Premium Implicit in the US Real and Nominal Term Structures of Interest Rates

RePEc: Research Papers in Economics·1998·2 authors·preprint

33citations

Measuring Tail Thickness to Estimate the Stable Index α: A Critique

Journal of Business and Economic Statistics·1997·1 author

183citations

13 Financial applications of stable distributions

Handbook of statistics·1996·1 author·chapter

273citations

A Reexamination of Traditional Hypotheses About the Term Structure: A Comment

The Journal of Finance·1993·1 author

46citations

U.S. term structure data, 1947-1991

Ohio State University eBooks·1993·2 authors·book

128citations

Chapter 13 The term structure of interest rates

Handbook of monetary economics·1990·2 authors·chapter

123citations

The Term Structure of Interest Rates

National Bureau of Economic Research·1987·2 authors·report·Open access

108citations

The monotonicity of the term premium

Journal of Financial Economics·1987·1 author

50citations

Interest-risk sensitive deposit insurance premia

Journal of Banking & Finance·1985·1 author

107citations

Continuous Time Processes with Stable Increments

The Journal of Business·1978·1 author

55citations

THE MONTE CARLO CYCLE IN BUSINESS ACTIVITY

Economic Inquiry·1975·1 author

57citations

THE TAX‐ADJUSTED YIELD CURVE

The Journal of Finance·1975·1 author

548citations

An Estimate of the Liquidity Premium

Journal of Political Economy·1975·1 author

122citations

Measuring the Term Structure of Interest Rates

The Journal of Business·1971·1 author

542citations