The Information in Long-Maturity Forward Rates

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

1980 • 25,774 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

Trends and random walks in macroeconomic time series

1988 • 2,527 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

A comparison of inflation forecasts

1984 • 387 citations

The Structure of Interest Rates

1940 • 234 citations

Stock prices, inflation, and the term structure of interest rates

1974 • 234 citations

The Cyclical Behavior of the Term Structure of Interest Rates

1970 • 214 citations

An Estimate of the Liquidity Premium

1975 • 128 citations

Do forecast errors or term premia really make the difference between long and short rates?

1982 • 69 citations

Monetary regimes and the term structure of interest rates, 1862–1982

1983 • 1 citations