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TIME SERIES ANALYSIS OF INTEREST RATES: SOME ADDITIONAL EVIDENCE
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TIME SERIES ANALYSIS OF INTEREST RATES: SOME ADDITIONAL EVIDENCE (1978)TIME SERIES ANALYSIS OF INTEREST RATES: S…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Preferred Habitat vs. Efficient Market: A Test of Alternative Hypotheses (1976)Preferred Habitat vs. Efficie…Inflation, Rational Expectations and the Term Structure of Interest Rates (1973)Inflation, Rational Expectati…A TIME SERIES ANALYSIS OF POST‐ACCORD INTEREST RATES (1972)A TIME SERIES ANALYSIS OF POS…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis Forecast…Spectral Analysis and the Detection of Lead-Lag Relations (1971)Spectral Analysis and the Det…The Term Structure of Interest Rates: Some Additional Evidence (1969)The Term Structure of Interes…The Term Structure of Interest Rates: A Reexamination of the Evidence: Reply (1969)The Term Structure of Interes…Debt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience (1967)Debt Management and the Term …The Expectations Hypothesis, The Yield Curve, and Monetary Policy (1964)The Expectations Hypothesis, …Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Characterization of demand for short life-cycle technology products (2010)Value and Capital (1939)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)The Term Structure of Interest Rates (1957)Rational Expectations and the Theory of Price Movements (1961)Government financing decisions and asset returns (1982)Stock Prices and Economic News (1984)Stock Prices and Economic News (1985)Interest-Rate Risk and the Term Structure of Interest Rates (1965)Interest Rates, the Meiselman Model and Random Numbers (1967)Commercial Bank Behavior and Economic Activity (1968)A Spectral Approach to Estimating the Distributed Lag Relationship between Long and Short Term Interest Rates (1972)Interest Rate Risk (1978)AN EVALUATION OF ALTERNATIVE EMPIRICAL MODELS OF THE TERM STRUCTURE OF INTEREST RATES* (1976)The Determinants of the Treasury Security Yield Curve (1981)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)Some recent development in a concept of causality (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1971Time Series Analysis Forecasting and Control.6,714 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
  • 1971Spectral Analysis and the Detection of Lead-Lag Relations45 cited
  • 1964The Expectations Hypothesis, The Yield Curve, and Monetary Policy34 cited
  • 1972A TIME SERIES ANALYSIS OF POST‐ACCORD INTEREST RATES23 cited
  • 1969The Term Structure of Interest Rates: Some Additional Evidence20 cited
  • 1976Preferred Habitat vs. Efficient Market: A Test of Alternative Hypotheses19 cited
  • 1969The Term Structure of Interest Rates: A Reexamination of the Evidence: Reply17 cited

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