References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
• 1987Cointegration and Tests of Present Value Models2,160 cited
• 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
• 1987The Information in Long-Maturity Forward Rates1,552 cited
• 1990Handbook of monetary economics961 cited
• 1979The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure811 cited
• 1992Tests for Parameter Instability in Regressions with I(1) Processes573 cited
• 1992Benchmarking the Expectations Hypothesis of the Interest-Rate Term Structure: An Analysis of Cointegration Vectors115 cited
• 1992The Treasury Yield Curve as a Cointegrated System77 cited
• 1988THE TERM STRUCTURE OF INTEREST RATES IN THE UK*41 cited
• 1991NEW EVIDENCE CONCERNING THE EXPECTATIONS THEORY FOR THE SHORT END OF THE MATURITY SPECTRUM29 cited
• 1988The Expectations Theory of the Term Structure of Interest Rates in Australia*26 cited
• 1995The information content of the yield curve in Australia18 cited
• 1991The expectations hypothesis of the term structure: More evidence