A Cointegration Analysis of Treasury Bill Yields

Co-Integration and Error Correction: Representation, Estimation, and Testing

1987 • 30,456 citations

Statistical analysis of cointegration vectors

1988 • 16,501 citations

MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

1990 • 14,144 citations

A Theory of the Term Structure of Interest Rates

1985 • 8,604 citations

Some properties of time series data and their use in econometric model specification

1981 • 2,283 citations

Cointegration and Tests of Present Value Models

1987 • 2,166 citations

Testing for Common Trends

1988 • 1,998 citations

A General Computer for Econometric Models--Shazam

1978 • 348 citations

Explorations Into Factors Explaining Money Market Returns

1994 • 283 citations

The information in forward rates

1988 • 282 citations

Interpreting cointegrated models

1988 • 246 citations

Monetary policy regime shifts and the unusual behavior of real interest rates

1986 • 204 citations

The Predictive Power of the Term Structure during Recent Monetary Regimes

1988 • 163 citations