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Cited by

• 2010Land leverage and house prices95 cited
• 2000Is there excess comovement of bond yields between countries?60 cited
• 2000Interest rate spreads as predictors of German inflation and business cycles59 cited
• 2004What Does the Yield Curve Tell us about GDP Growth?53 cited
• 1997"Peso Problem" Explanations for Term Structure Anomalies52 cited
• 1996Forecasting inflation from the term structure50 cited
• 2005The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly50 cited
• 2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?44 cited
• 2004Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure39 cited
• 2006Monetary Policy and Rejections of the Expectations Hypothesis39 cited
• 2000Short Rate Nonlinearities and Regime Switches36 cited
• 2003Estimating Risk Premia in Money Market Rates32 cited
• 1998The Structure of Interest Rates in Canada: Information Content About Medium-Term Inflation31 cited
• 2000A Re-examination of the Predictability of Economic Activity Using the Yield Spread29 cited