References

• 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
• 1972The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy400 cited
• 1973Inflation, Rational Expectations and the Term Structure of Interest Rates270 cited
• 1973The Almon Lag Technique and the Monetary Versus Fiscal Policy Debate170 cited
• 1972Rational Expectations and the Term Structure of Interest Rates128 cited
• 1975The Expectations Hypothesis and the Efficiency of the Treasury Bill Market104 cited
• 1968Spectral Analysis of the Term Structure of Interest Rates38 cited
• 1976AN EVALUATION OF ALTERNATIVE EMPIRICAL MODELS OF THE TERM STRUCTURE OF INTEREST RATES*38 cited
• 1975DETERMINANTS OF TERM PREMIUMS IN THE MARKET FOR UNITED STATES TREASURY BILLS25 cited
• 1974Tests for Structural Change and Prediction Intervals for the reduced Forms of Two Structural Models of the U.S.: The FRB-MIT and Michigan Quarterly Models23 cited
• 1972A TIME SERIES ANALYSIS OF POST‐ACCORD INTEREST RATES23 cited
• 1975THE TERM STRUCTURE OF INTEREST RATES: A TEST OF THE EXPECTATIONS HYPOTHESIS20 cited
• 1978TIME SERIES ANALYSIS OF INTEREST RATES: SOME ADDITIONAL EVIDENCE17 cited
• 1971The Seasonal Variation of Interest Rates.14 cited