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Inflation targets and the yield curve: New Zealand and Australia versus the US
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Inflation targets and the yield curve: New Zealand and Australia versus the US (2000)Inflation targets and the yield curve: Ne…The Econometrics of Financial Markets (2012)The Econometrics of Financial…A Cointegration Analysis of Treasury Bill Yields (2008)A Cointegration Analysis of T…Does the term structure predict recessions? The international evidence (1998)Does the term structure predi…The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank (1997)The predictive power of the t…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Another Look at Models of the Short-Term Interest Rate (1996)Another Look at Models of the…Some Lessons from the Yield Curve (1995)Some Lessons from the Yield C…The term structure spread and future changes in long and short rates in the G7 countries (1994)The term structure spread and…Business Cycles, Indicators, and Forecasting (1993)Business Cycles, Indicators, …Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…A Cointegration Analysis of Treasury Bill Yields (1992)A Cointegration Analysis of T…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The Changing Behavior of the Term Structure of Interest Rates (1986)The Changing Behavior of the …Real Business Cycles (1983)Real Business CyclesEconometric policy evaluation: A critique (1976)Limited-dependent and qualitative variables in econometrics (1983)The federal funds rate and the channels of monetary transmission (1989)A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)Forecasting Output and Inflation: The Role of Asset Prices (2001)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)A Theory of the Term Structure of Interest Rates (1985)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Co-integration and Error Correction: Representation, Estimation, and Testing (1991)Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets (1995)Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth (2005)Quantile cointegrating regression (2008)Understanding business cycles (1977)Time to Build and Aggregate Fluctuations (1982)Trends and random walks in macroeconmic time series (1982)Agency Costs, Collateral, and Business Fluctuations (1986)Noise (1986)The Value Premium (2005)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Interest rates and the conduct of monetary policy (1991)Asset Pricing at the Millennium (2000)Time-varying short-horizon predictability☆ (2010)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
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References

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  • 2012The Econometrics of Financial Markets5,875 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
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  • 1987Cointegration and Tests of Present Value Models2,160 cited
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  • 1997The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank537 cited
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  • 2008A Cointegration Analysis of Treasury Bill Yields320 cited
  • 1996Another Look at Models of the Short-Term Interest Rate306 cited
  • 1994The term structure spread and future changes in long and short rates in the G7 countries287 cited
  • 1998

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Does the term structure predict recessions? The international evidence
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