SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The term structure of Japanese interest rates:
16 references·4 citing·31 second hop
The term structure of Japanese interest rates: (2003)The term structure of Japanese interest r…A Cointegration Analysis of Treasury Bill Yields (2008)A Cointegration Analysis of T…Threshold Autoregression with a Unit Root (2001)Threshold Autoregression with…Cointegration and Threshold Adjustment (2001)Cointegration and Threshold A…Japan's financial crisis and its parallels to U.S. experience (2000)Japan's financial crisis and …Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates (1998)Unit-Root Tests and Asymmetri…Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates (1998)Unit-Root Tests and Asymmetri…Monetary policy rules in practice (1998)Monetary policy rules in prac…Federal Reserve interest rate targeting, rational expectations, and the term structure (1995)Federal Reserve interest rate…A Cointegration Analysis of Treasury Bill Yields (1992)A Cointegration Analysis of T…Testing for Common Trends (1988)Testing for Common TrendsTesting for Common Trends (1988)Testing for Common TrendsCointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The Changing Behavior of the Term Structure of Interest Rates (1986)The Changing Behavior of the …Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Credit Risk Management in Indian Commercial Banks (2013)Credit Risk Management in Ind…The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies (2010)The term structure of interes…Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR framework (2006)Non-linear adjustment in the …Asymmetric adjustment towards long-run PPP: Some new evidence for Asian economies (2006)Asymmetric adjustment towards…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Trends and random walks in macroeconmic time series (1982)Financial development and economic growth: evidence from panel unit root and cointegration tests (2003)Asymmetric Price Transmission: A Survey (2004)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (2006)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Threshold autoregression in economics (2011)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)A PANIC Attack on Unit Roots and Cointegration (2004)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Interest rates and the conduct of monetary policy (1991)Asset Pricing at the Millennium (2000)Time-varying short-horizon predictability☆ (2010)Hidden Cointegration (2002)Oil prices and economic activity: An asymmetric cointegration approach (2006)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1988Testing for Common Trends1,894 cited
  • 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,203 cited
  • 2001Cointegration and Threshold Adjustment1,149 cited
  • 2001Threshold Autoregression with a Unit Root707 cited
  • 1986The Changing Behavior of the Term Structure of Interest Rates472 cited
  • 1988Testing for Common Trends428 cited
  • 1992A Cointegration Analysis of Treasury Bill Yields392 cited
  • 1998Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates380 cited
  • 1995Federal Reserve interest rate targeting, rational expectations, and the term structure356 cited
  • 2008A Cointegration Analysis of Treasury Bill Yields320 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2000Japan's financial crisis and its parallels to U.S. experience155 cited
  • Cited by

    • 2010The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies19 cited
    • 2006Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR framework16 cited
    • 2013Credit Risk Management in Indian Commercial Banks16 cited
    • 2006Asymmetric adjustment towards long-run PPP: Some new evidence for Asian economies11 cited