Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States?

Parsimonious Modeling of Yield Curves

1987 • 2,902 citations

Cointegration and Tests of Present Value Models

1987 • 2,166 citations

Do Measures of Monetary Policy in a Var Make Sense?

1998 • 654 citations

A Simple Nonparametric Test of Predictive Performance

1992 • 630 citations

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

1989 • 623 citations

The Changing Behavior of the Term Structure of Interest Rates

1986 • 513 citations

Interest rates and the conduct of monetary policy

1991 • 448 citations

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

1983 • 447 citations

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

1983 • 391 citations

Federal Reserve interest rate targeting, rational expectations, and the term structure

1995 • 374 citations

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

1994 • 305 citations

Monetary Policy and the Term Structure of Interest Rates

1994 • 159 citations

Estimating and Interpreting Forward Interest Rates

1994 • 141 citations

Measuring Monetary Policy with VAR Models: An Evaluation

1997 • 93 citations

CREDIBILITY AND MONETARY POLICY: THEORY AND EVIDENCE¹

1995 • 62 citations

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

1984 • 36 citations

The Term Structure of Euro-Rates: Some Evidence in Support of the Expectations Hypothesis

1995 • 24 citations