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The term structure of interest rates over the business cycle
11 references·4 citing·50 second hopsampled
The term structure of interest rates over the business cycle (1994)The term structure of interest rates over…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…Unit roots in real GNP: Do we know, and do we care? (1990)Unit roots in real GNP: Do we…Unit roots in real GNP: Do we know and do we care? (1990)Unit roots in real GNP: Do we…Risk premiums in the term structure (1989)Risk premiums in the term str…Asset Prices and Interest Rates in Cash-In-Advance Models (1989)Asset Prices and Interest Rat…How Big Is the Random Walk in GNP? (1988)How Big Is the Random Walk in…Are Output Fluctuations Transitory? (1987)Are Output Fluctuations Trans…Bond and Stock Returns in a Simple Exchange Model (1986)Bond and Stock Returns in a S…Real and Nominal Interest Rates under Uncertainty: The Fisher Theorem and the Term Structure (1983)Real and Nominal Interest Rat…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…Does the Yield Curve Predict Output? (2021)Does the Yield Curve Predict …Money and liquidity effects: Separating demand from supply (2010)Money and liquidity effects: …Monetary Policy and the Term Structure of Interest Rates (2005)Monetary Policy and the Term …The Rational Expectations Hypothesis of the Term Structure, Monetary Policy, and Time-Varying Term Premia (1995)The Rational Expectations Hyp…An Intertemporal Capital Asset Pricing Model (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A Theory of the Term Structure of Interest Rates (1985)Predictable returns and asset allocation: Should a skeptical investor time the market? (2008)The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks (2009)Dynamic Valuation Decomposition Within Stochastic Economies (2012)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Time to Build and Aggregate Fluctuations (1982)A Model of Growth Through Creative Destruction (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The Role of Securities in the Optimal Allocation of Risk-bearing (1973)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981)The Term Structure of Interest Rates (1987)Chapter 13 The term structure of interest rates (1990)Elections and Markets: The Effect of Partisanship, Policy Risk, and Electoral Margins on the Economy (2005)Immiserizing Growth: A Geometrical Note (1958)Theory of Value (1959)Asset Prices in an Exchange Economy (1978)Trying to Explain Home Bias in Equities and Consumption (1999)The Economics of Exchange Rates (2003)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Econometric policy evaluation: A critique (1976)The theory and practice of econometrics (1986)The Information in Long-Maturity Forward Rates (1987)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Credit Spreads and Business Cycle Fluctuations (2012)The equity premium: A puzzle (1985)The term structure of interest rates in real and monetary economies (1995)Quantitative Asset Pricing Implications of Endogenous Solvency Constraints (2001)Consumption-Based Asset Pricing with Higher Cumulants (2012)Some International Evidence on Output-Inflation Tradeoffs. (1973)Mean reversion in stock prices (1988)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Asset returns and inflation (1977)The Inflation Tax in a Real Business Cycle Model (1998)The Optimal Inflation Tax (1999)Asset Prices, Liquidity, and Monetary Policy in an Exchange Economy (2011)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Measures of Fit for Calibrated Models (1991)An empirical investigation of labor income processes (2008)The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks (2012)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 1988How Big Is the Random Walk in GNP?1,270 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 1987Are Output Fluctuations Transitory?811 cited
  • 1990Unit roots in real GNP: Do we know, and do we care?265 cited
  • 1989Risk premiums in the term structure239 cited
  • 1986Bond and Stock Returns in a Simple Exchange Model204 cited
  • 1983Real and Nominal Interest Rates under Uncertainty: The Fisher Theorem and the Term Structure88 cited
  • 1989Asset Prices and Interest Rates in Cash-In-Advance Models44 cited
  • 1990Unit roots in real GNP: Do we know and do we care?35 cited

Cited by

  • 2010Money and liquidity effects: Separating demand from supply27 cited
  • 2005Monetary Policy and the Term Structure of Interest Rates26 cited
  • 1995The Rational Expectations Hypothesis of the Term Structure, Monetary Policy, and Time-Varying Term Premia21 cited
  • 2021Does the Yield Curve Predict Output?15 cited

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