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The term structure of interest rates in real and monetary economies
16 references·3 citing·44 second hop
The term structure of interest rates in real and monetary economies (1995)The term structure of interest rates in r…The Inflation Tax in a Real Business Cycle Model (1998)The Inflation Tax in a Real B…Inflation Persistence (1995)Inflation PersistenceInterest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model (1992)Interest Rate Volatility and …Monetary Economics: Theory and Policy. (1991)Monetary Economics: Theory an…What does the term structure tell us about future inflation? (1990)What does the term structure …Solving the Stochastic Growth Model by Parameterizing Expectations (1990)Solving the Stochastic Growth…The Equity Premium Puzzle and the Riskfree Rate Puzzle (1989)The Equity Premium Puzzle and…THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE (1988)THE EQUITY PREMIUM PUZZLE AND…Production, growth and business cycles (1988)Production, growth and busine…The Fisher hypothesis and the forecastability and persistence of inflation (1987)The Fisher hypothesis and the…The Changing Behavior of the Term Structure of Interest Rates (1986)The Changing Behavior of the …Modeling the term structure of interest rates under non-separable utility and durability of goods (1986)Modeling the term structure o…The equity premium: A puzzle (1985)The equity premium: A puzzleA Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)An intertemporal asset pricin…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…The Term Structure of Interest Rates in a DSGE Model (2010)The Term Structure of Interes…News Shocks and the Slope of the Term Structure of Interest Rates (2010)News Shocks and the Slope of …Macro Factors and the Affine Term Structure of Interest Rates (2005)Macro Factors and the Affine …A Contribution to the Theory of Economic Growth (1956)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)On the mechanics of economic development (1988)Long-Run Policy Analysis and Long-Run Growth (1991)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Race between Man and Machine: Implications of Technology for Growth, Factor Shares, and Employment (2018)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)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)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Economic Forces and the Stock Market (1986)Debt, Deficits, and Finite Horizons (1985)The Survival of Noise Traders in Financial Markets (1991)Who Should Buy Long-Term Bonds? (2001)Evaluating the effects of incomplete markets on risk sharing nad asset pricing (2010)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates (1993)Spanning and derivative-security valuation (2000)Arbitrage Theory in Continuous Time (2004)An Intertemporal Capital Asset Pricing Model (1973)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)ARCH modeling in finance (1992)Optimum consumption and portfolio rules in a continuous-time model (1971)An equilibrium characterization of the term structure (1977)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Dynamic Asset Pricing Theory. (1993)Theory of rational option pricing (2005)Temporal Resolution of Uncertainty and Dynamic Choice Theory (1978)Myopic Loss Aversion and the Equity Premium Puzzle (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Investor Psychology and Asset Pricing (2001)Business Cycles: Real Facts and a Monetary Myth (1990)Inflation and Welfare (2000)A Unified Framework for Monetary Theory and Policy Analysis (2005)Prices and unit labor costs: a new test of price stickiness (2002)Are Technology Improvements Contractionary? (2006)Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)
this work references cited by second hop

References

  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
  • 1988Production, growth and business cycles2,193 cited
  • 1988THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE1,378 cited
  • 1995Inflation Persistence1,007 cited
  • 1992Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model977 cited
  • 1989The Equity Premium Puzzle and the Riskfree Rate Puzzle922 cited
  • 1998The Inflation Tax in a Real Business Cycle Model833 cited
  • 1986The Changing Behavior of the Term Structure of Interest Rates472 cited
  • 1990What does the term structure tell us about future inflation?428 cited
  • 1987The Fisher hypothesis and the forecastability and persistence of inflation385 cited
  • 1990Solving the Stochastic Growth Model by Parameterizing Expectations321 cited
  • 1991Monetary Economics: Theory and Policy.310 cited
  • 1986

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Modeling the term structure of interest rates under non-separable utility and durability of goods
298 cited

Cited by

  • 2005Macro Factors and the Affine Term Structure of Interest Rates25 cited
  • 2010The Term Structure of Interest Rates in a DSGE Model23 cited
  • 2010News Shocks and the Slope of the Term Structure of Interest Rates18 cited