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On the term structure of interest rates — Empirical results for Germany
16 references·1 citing·31 second hop
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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
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION1,262 cited
  • 1986EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*795 cited
  • 1991Critical Values for Cointegratio11 Tests*762 cited
  • 2008Term Structure of Interest Rates524 cited
  • 1992A Cointegration Analysis of Treasury Bill Yields392 cited
  • 1957The Term Structure of Interest Rates373 cited
  • 2008A Cointegration Analysis of Treasury Bill Yields320 cited
  • 1994On the power of unit root tests against fractional alternatives

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  • 1996The domestic term structure and international interest rate linkages: A cointegration analysis14 cited