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Is the Yield Curve a Useful Information Variable for the Eurosystem?
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Is the Yield Curve a Useful Information Variable for the Eurosystem? (2002)Is the Yield Curve a Useful Information V…Term Structure of Interest Rates (2008)Term Structure of Interest Ra…OPEN-ECONOMY MACROECONOMICS (1996)OPEN-ECONOMY MACROECONOMICSEstimating and Interpreting Foreward Interest Rates: Sweden 1992-1994 (1994)Estimating and Interpreting F…Unemployment: macroeconomic performance and the labour market (1992)Unemployment: macroeconomic p…Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Yield Spreads and Interest Ra…What does the term structure tell us about future inflation? (1990)What does the term structure …Lectures on Macroeconomics. (1990)Lectures on Macroeconomics.The Information in the Longer Maturity Term Structure about Future Inflation (1989)The Information in the Longer…The real term structure and consumption growth (1988)The real term structure and c…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…Market Structure and Macroeconomic Fluctuations (1986)Market Structure and Macroeco…Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)Forward Rates and Future Poli…A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981)A Re-Examination of Tradition…An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)An intertemporal asset pricin…An equilibrium characterization of the term structure (1977)An equilibrium characterizati…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Financial Structure and the Interest Rate Channel of ECB Monetary Policy (2003)Financial Structure and the I…An Intertemporal Capital Asset Pricing Model (1973)Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Stock Returns and the Term Structure (1985)Risk, Uncertainty and Profit (1921)Rational Expectations and the Theory of Price Movements (1961)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Does Culture Affect Economic Outcomes? (2006)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Theory of the Term Structure of Interest Rates (1985)Efficient Capital Markets: II (1991)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Common risk factors in the returns on stocks and bonds (1993)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)The Information in Long-Maturity Forward Rates (1987)Dynamic Asset Pricing Theory. (1993)Introductory Econometrics for Finance (2008)Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Term Structure as a Predictor of Real Economic Activity (1991)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Credit Spreads and Business Cycle Fluctuations (2012)Social Foundations of Postindustrial Economies (1999)An Introduction to Varieties of Capitalism (2001)Bounds testing approaches to the analysis of level relationships (2001)Detrending, stylized facts and the business cycle (1993)The Theory of Incentives: The Principal-Agent Model (2001)On the Empirics of Foreign Aid and Growth (2004)Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Business conditions and expected returns on stocks and bonds (1989)ARCH modeling in finance (1992)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Noise Trader Risk in Financial Markets (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)
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  • 1989

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The Information in the Longer Maturity Term Structure about Future Inflation
256 cited

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  • 2003Financial Structure and the Interest Rate Channel of ECB Monetary Policy331 cited