References

• 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
• 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
• 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
• 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
• 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
• 2005Bond Risk Premia1,546 cited
• 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
• 1999State-Space Models with Regime Switching1,304 cited
• 1998Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory1,166 cited
• 2010Rethinking Macroeconomic Policy941 cited
• 2004Testing for Indeterminacy: An Application to U.S. Monetary Policy868 cited
• 2007The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s?866 cited
• 2002Term structure evidence on interest rate smoothing and monetary policy inertia772 cited
• 2002Expectation puzzles, time-varying risk premia, and affine models of the term structure754 cited
• 2013Pricing the term structure with linear regressions