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Econometric Models and Current Interest Rates: How Well Do They Predict Future Rates?
14 references·1 citing·39 second hop
Econometric Models and Current Interest Rates: How Well Do They Predict Future Rates? (1979)Econometric Models and Current Interest R…The Expectations Hypothesis and the Efficiency of the Treasury Bill Market (1975)The Expectations Hypothesis a…Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment (1973)Rational Expectations, the Re…Multimarket Expectations and The Rate of Interest (1973)Multimarket Expectations and …Interest Rates and Prices in the Long Run: A Study of the Gibson Paradox (1973)Interest Rates and Prices in …Inflation, Rational Expectations and the Term Structure of Interest Rates (1973)Inflation, Rational Expectati…EXPECTED INFLATION IMPLIED BY CAPITAL MARKET RATES (1973)EXPECTED INFLATION IMPLIED BY…A Distributed Lag Estimator Derived from Smoothness Priors (1973)A Distributed Lag Estimator D…Anticipated Inflation and the Nominal Rate of Interest (1972)Anticipated Inflation and the…The Fundamental Determinants of the Interest Rates (1970)The Fundamental Determinants …PRICE‐EXPECTATIONS EFFECTS ON INTEREST RATES (1970)PRICE‐EXPECTATIONS EFFECTS ON…Interest Rates and Price Level Changes, 1952-69 (1969)Interest Rates and Price Leve…Commodity Price Expectations and the Interest Rate (1969)Commodity Price Expectations …Debt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience (1967)Debt Management and the Term …Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…The Determinants of the Treasury Security Yield Curve (1981)The Determinants of the Treas…Value and Capital (1939)The monetary dynamics of hyperinflation (1956)Money and Economic Growth (1965)Government financing decisions and asset returns (1982)Federal Borrowing and Short Term Interest Rates (1983)Budget Deficits, National Saving, and Interest Rates (2004)The Distributed Lag Between Capital Appropriations and Expenditures (1965)Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review (1975)ESTIMATION AND USES OF THE TERM STRUCTURE OF INTEREST RATES (1976)Chapter 13 The term structure of interest rates (1990)Term Structure of Interest Rates (2011)A Contribution to the Theory of Economic Growth (1956)A General Equilibrium Approach To Monetary Theory (1969)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)The Gibson Paradox and Historical Movements in Real Interest Rates (1977)Gibson's Paradox and the Gold Standard (1988)Forecasting Pre-World War I Inflation: The Fisher Effect and the Gold Standard (1991)The Term Structure of Interest Rates (1957)Stock Prices and Economic News (1984)Stock Prices and Economic News (1985)Applied Statistical Decision Theory (1962)Statistical Analysis of Econometric Models (1979)Commentary: Economic growth is the basis of mortality rate decline in the 20th century—experience of the United States 1901–2000 (2005)Television Advertising and Online Search (2013)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Asset Prices in an Exchange Economy (1978)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Market Fundamentals versus Price-Level Bubbles: The First Tests (1980)Sectoral Shifts and Cyclical Unemployment (1982)A Semi‐Strong Form Evaluation of the Efficiency of the Hog Futures Market (1979)Rational Expectations and Economic Thought (1979)Rational expectations and the expectations model of the term structure (1983)A THEORY OF OPTIMAL LIFE INSURANCE: DEVELOPMENT AND TESTS (1973)Comparing Survey and Rational Measures of Expected Inflation: Forecast Performance and Interest Rate Effects (1979)INTEREST RATES ON MONETARY ASSETS AND COMMODITY PRICE INDEX CHANGES (1972)Interest Rates, Inflation, and the Aggregate Consumption Function (1981)Stock Market Returns and Inflation Forecasts (1983)
this work references cited by second hop

References

  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1973Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment533 cited
  • 1973A Distributed Lag Estimator Derived from Smoothness Priors298 cited
  • 1973Inflation, Rational Expectations and the Term Structure of Interest Rates270 cited
  • 1967Debt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience248 cited
  • 1970The Fundamental Determinants of the Interest Rates171 cited
  • 1969Commodity Price Expectations and the Interest Rate138 cited
  • 1973Interest Rates and Prices in the Long Run: A Study of the Gibson Paradox137 cited
  • 1970PRICE‐EXPECTATIONS EFFECTS ON INTEREST RATES108 cited
  • 1975The Expectations Hypothesis and the Efficiency of the Treasury Bill Market104 cited
  • 1969Interest Rates and Price Level Changes, 1952-6991 cited
  • 1972Anticipated Inflation and the Nominal Rate of Interest71 cited
  • 1973Multimarket Expectations and The Rate of Interest36 cited
  • 1973EXPECTED INFLATION IMPLIED BY CAPITAL MARKET RATES26 cited

Cited by

  • 1981The Determinants of the Treasury Security Yield Curve

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32 cited