Comparing Futures and Survey Forecasts of Near-Term Treasury Bill Rates

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 citations

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

Distribution of the Estimators for Autoregressive Time Series With a Unit Root

1979 • 8,550 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

Forward and spot exchange rates

1984 • 2,213 citations

The information in the term structure

1984 • 689 citations

Advertising and Aggregate Consumption: An Analysis of Causality

1980 • 549 citations

Forecasting Efficiency: Concepts and Applications

1987 • 372 citations

Survey evidence on the ‘rationality’ of interest rate expectations

1980 • 194 citations

Detecting Spot Price Forecasts In Futures Prices

1986 • 111 citations

Tests of Rational Expectations in a Stark Setting

1993 • 87 citations

Testing the autoregressive parameter with the t statistic

1985 • 73 citations

The Borrowed-Reserves Operating Procedures: Theory and Evidence

1988 • 64 citations

Operating Procedures for Conducting Monetary Policy

1985 • 64 citations

Interest Rate Expectations Versus Forward Rates: Evidence From an Expectations Survey

1979 • 60 citations

DICKEY-FULLER TESTS WITH DRIFT

1988 • 32 citations

Predicting Interest Rates: A Comparison of Professional and Market- Based Forecasts

1987 • 30 citations

Futures rates and forward rates as predictors of near‐term treasury bill rates

1989 • 26 citations

Advertising and Aggregate Consumption: An Analysis of Causality

2008 • 24 citations

The irrelevance of tests for bias in series of macroeconomic forecasts

1987 • 19 citations

An empirical analysis of arbitrage opportunities in the treasury bill futures market

1985 • 18 citations

Using T-bill futures to gauge interest rate expectations

1978 • 18 citations

Interest rate forecasts and market efficiency

1981 • 17 citations

The Irrelevance of Tests for Bias in Series of Macroeconomic Forecasts

1987 • 16 citations

The FOMC in 1980: A Year of Reserve Targeting

1981 • 12 citations

Multiperiod Forecasts of Interest Rates

1988 • 11 citations

INTEREST RATE RISK, MARKET VALUE, AND HEDGING FINANCIAL PORTFOLIOS

1987 • 4 citations

Using futures to improve treasury bill portfolio performance

1988 • 3 citations

Operating Procedures for Conducting Monetary Policy

1992 • 2 citations