The Fisher Effect and the Term Structure of Interest Rates: Tests of Cointegration

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

Cointegration and Tests of Present Value Models

1987 • 2,166 citations

Testing for Common Trends

1988 • 1,998 citations

Short- Term Interest Rates as Predictors of Inflation

2021 • 937 citations

Is the Real Interest Rate Stable?

1988 • 449 citations

A Primer on Cointegration with an Application to Money and Income

1994 • 404 citations

THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES

1975 • 364 citations

Testing for the long run relationship between nominal interest rates and inflation using cointegration techniques

1989 • 204 citations

Co-integration, error correction and the Fisher effect

1989 • 68 citations