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Term Structure Forecasts of Inflation
14 references·0 citing·47 second hop
Term Structure Forecasts of Inflation (1992)Term Structure Forecasts of InflationTerm Structure of Interest Rates (2008)Term Structure of Interest Ra…What does the term structure tell us about future inflation? (1990)What does the term structure …The limits to rational expectations (1989)The limits to rational expect…The Information in the Longer Maturity Term Structure about Future Inflation (1989)The Information in the Longer…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…M2 per unit of potential GNP as an anchor for the price level (1989)M2 per unit of potential GNP …A Multi-Country Study of the Information in the Term Structure about Future Inflation (1989)A Multi-Country Study of the …Monetary Policy Without Quantity Variables (1988)Monetary Policy Without Quant…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Asymptotic Properties of Leas…Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments (1983)Nearly Efficient Estimation o…Tax-induced clientele effects in the market for British government securities (1982)Tax-induced clientele effects…Measuring a Tax-Specific Term Structure of Interest Rates in the Market for British Government Securities (1981)Measuring a Tax-Specific Term…ESTIMATION AND USES OF THE TERM STRUCTURE OF INTEREST RATES (1976)ESTIMATION AND USES OF THE TE…The Estimation of Partial Adjustment Models with Rational Expectations (1979)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Two-step two-stage least squares estimation in models with rational expectations (1983)Panel Data Models: Some Recent Developments (2001)The simultaneous evolution of growth and inequality (2003)Inattentive consumers (2006)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)International R&D spillovers (1995)Optimal financing decisions (1965)Debt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience (1967)Measuring the Term Structure of Interest Rates (1971)Factors Affecting Seasoned Corporate Bond Prices (1981)ESTIMATING THE GILT‐EDGED TERM STRUCTURE: BASIS SPLINES AND CONFIDENCE INTERVALS (1991)Estimating the Term Structure of Interest Rates for Monetary Policy Analysis (1996)The Theory of Linear Economic Models (1962)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)THE TAX‐ADJUSTED YIELD CURVE (1975)The Term Structure of Interest Rates (1987)Chapter 13 The term structure of interest rates (1990)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Cointegration and Tests of Present Value Models (1987)The Information in Long-Maturity Forward Rates (1987)Interest Rate Pass‐Through and Monetary Transmission: Evidence from Individual Financial Institutions' Retail Rates (2004)Should Macroeconomic Forecasters Use Daily Financial Data and How? (2013)Expected Returns in Treasury Bonds (2015)Econometric policy evaluation: A critique (1976)What Moves the Stock and Bond Markets? A Variance Decomposition for Long‐Term Asset Returns (1993)Household Risk Management and Optimal Mortgage Choice (2003)Inflation Illusion and Stock Prices (2004)Parsimonious Modeling of Yield Curves (1987)One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities (1993)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)What do We Know About Investment Under Uncertainty? (2000)Asset Pricing Implications of Equilibrium Business Cycle Models (2020)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Prospections, Retrospections, and Rationality: The "Bankers" Model of Presidential Approval Reconsidered (1994)The Solution of Singular Linear Difference Systems under Rational Expectations (1998)Chapter 14 Survey Expectations (2006)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
  • 2008Term Structure of Interest Rates524 cited
  • 1989The limits to rational expectations469 cited
  • 1990What does the term structure tell us about future inflation?428 cited
  • 1989The Information in the Longer Maturity Term Structure about Future Inflation256 cited
  • 1983Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments208 cited
  • 1981Measuring a Tax-Specific Term Structure of Interest Rates in the Market for British Government Securities147 cited
  • 1976ESTIMATION AND USES OF THE TERM STRUCTURE OF INTEREST RATES131 cited
  • 1982Tax-induced clientele effects in the market for British government securities95 cited
  • 1989A Multi-Country Study of the Information in the Term Structure about Future Inflation56 cited
  • 1989M2 per unit of potential GNP as an anchor for the price level55 cited
  • 1988Monetary Policy Without Quantity Variables50 cited

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