The term structure spread and future changes in long and short rates in the G7 countries

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

Cointegration and Tests of Present Value Models

1987 • 2,166 citations

Yield Spreads and Interest Rate Movements: A Bird's Eye View

1991 • 1,822 citations

The Term Structure as a Predictor of Real Economic Activity

1991 • 1,655 citations

The Information in Long-Maturity Forward Rates

1987 • 1,646 citations

Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement

1992 • 1,304 citations

Financial Investment Opportunities and the Macroeconomy

1991 • 875 citations

The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure

1979 • 866 citations

The information in the term structure

1984 • 689 citations

The effect of changes in the federal funds rate target on market interest rates in the 1970s

1989 • 623 citations

Dividend yields and expected stock returns: alternative procedures for inference and measurement

1992 • 607 citations

The Changing Behavior of the Term Structure of Interest Rates

1986 • 513 citations

Term-structure forecasts of interest rates, inflation and real returns

1990 • 464 citations

Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates

1983 • 447 citations

What does the term structure tell us about future inflation?

1990 • 445 citations

Drawing inferences from statistics based on multiyear asset returns

1989 • 434 citations

Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates

1983 • 391 citations

New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates

1989 • 344 citations

The Term Structure as a Predictor of Real Economic Activity

1991 • 242 citations

Financial Investment Opportunities and the Macroeconomy

1991 • 233 citations

Do Long-Term Interest Rates Overreact to Short-Term Interest Rates?

1984 • 229 citations

The Money Supply Announcements Puzzle: Review and Interpretation

1983 • 219 citations

A multicountry comparison of term-structure forecasts at long horizons

1991 • 217 citations

The Information in the Longer Maturity Term Structure About Future Inflation

1990 • 192 citations

The Term Structure of Interest Rates Revisited

1986 • 190 citations

A Defense of Traditional Hypotheses about the Term Structure of Interest Rates

1986 • 174 citations

The Predictive Power of the Term Structure during Recent Monetary Regimes

1988 • 163 citations

A multi-country study of the information in the shorter maturity term structure about future inflation

1991 • 142 citations

The information in the term structure: Some further results

1988 • 137 citations

Market perceptions of federal reserve policy and the weekly monetary announcements

1984 • 116 citations

New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates

1989 • 93 citations

Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements

1985 • 76 citations

The Predictive Power of the Term Structure During Recent Monetary Regimes

1988 • 32 citations

Reserves Announcements and Interest Rates: Does Monetary Policy Matter?

1987 • 32 citations

A Defense of Traditional Hypotheses about the Term Structure of Interest Rates

1986 • 31 citations

Reserves Announcements and Interest Rates: Does Monetary Policy Matter?

1987 • 20 citations

A Multi-Country Comparison of Term Structure Forecasts at Long Horizons

1991 • 16 citations

Do Stationary Risk Premia Explain It All? Evidence from the Term Structure

1992 • 9 citations

Monetary policy and the term structure of interest rates in Japan

1991 • 2 citations