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Some Lessons from the Yield Curve
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Some Lessons from the Yield Curve (1995)Some Lessons from the Yield CurveThe Decoupling of Monetary Policy from Long-Term Interest Rates in the U.S. and Germany (2012)The Decoupling of Monetary Po…Short-Term Interest Rate Futures as Monetary Policy Forecasts (2008)Short-Term Interest Rate Futu…TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS (2003)TESTING THE EXPECTATIONS THEO…A hipótese das expectativas na estrutura a termo de juros no Brasil: uma aplicação de modelos de valor presente (2003)A hipótese das expectativas n…Bond Risk Premia (2002)Bond Risk PremiaEfficient Capital Markets: II (1991)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Efficient Tests for an Autoregressive Unit Root (1996)Oil and the Macroeconomy: A Quantitative Structural Analysis (2009)A Theory of the Term Structure of Interest Rates (1985)Testing for a Unit Root in Time Series Regression (1988)Cointegration and Tests of Present Value Models (1987)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Modeling the conditional distribution of interest rates as a regime-switching process (1996)Multivariate Threshold Models: TVARs and TVECMs (2003)Tests for a Unit Root Using Three-Regime TAR Models: Power Comparison and Some Applications (2009)Threshold Cointegration: Model Selection with an Application (2013)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Bounds testing approaches to the analysis of level relationships (2001)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Asymmetric impacts of foreign exchange rate on the demand for money in Turkey: new evidence from nonlinear ARDL (2018)The Term Structure as a Predictor of Real Economic Activity (1991)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Does the Yield Curve Predict Output? (2021)
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  • 2002Bond Risk Premia36 cited
  • 2003A hipótese das expectativas na estrutura a termo de juros no Brasil: uma aplicação de modelos de valor presente29 cited
  • 2008Short-Term Interest Rate Futures as Monetary Policy Forecasts25 cited
  • 2003TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS22 cited
  • 2012The Decoupling of Monetary Policy from Long-Term Interest Rates in the U.S. and Germany21 cited

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