Expectations Models of the Term Structure and Implied Variance Bounds

Value and Capital

1939 • 3,079 citations

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

1980 • 2,192 citations

The Statistical Analysis of Time Series.

1995 • 2,128 citations

Multiple time series

1970 • 1,885 citations

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

1979 • 866 citations

Formulating and estimating dynamic linear rational expectations models

1980 • 845 citations

Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment

1973 • 523 citations

The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating

1977 • 491 citations

Rational Expectations and the Dynamics of Hyperinflation

1973 • 432 citations

Prediction and Regulation by Linear Least-Square Methods

1964 • 368 citations

The Cyclical Behavior of the Term Structure of Interest Rates

1970 • 214 citations

Spectral Methods in Econometrics

1972 • 147 citations

Rational Expectations and the Term Structure of Interest Rates

1972 • 130 citations