Time variation in the relationship between inflation and interest rates

On the identification of variances and adaptive Kalman filtering

1970 • 1,318 citations

Short- Term Interest Rates as Predictors of Inflation

2021 • 937 citations

Estimation theory with applications to communications and control

1979 • 745 citations

Two Methods for Examining the Stability of Regression Coefficients

1977 • 215 citations

Interest Rates and Inflationary Expectations: New Evidence

1972 • 155 citations

Interest Rates and Price Level Changes, 1952-69

1969 • 96 citations

A Bayesian Approach To Estimation Of Time-Varying Regression Coefficients

1973 • 94 citations

The Importance of Kalman Filtering Methods for Economic Systems

1974 • 91 citations

Estimation theory with applications to communication and control

1972 • 55 citations

Two Methods for Examining the Stability of Regression Coefficients

1977 • 49 citations

Survey Measures of Expected Inflation and Their Potential Usefulness

1977 • 48 citations

Interest rates and inflationary expectations

1990 • 24 citations

Interest Rates and Expected Inflation: A Selective Summary of Recent Research

1976 • 18 citations

Irving Fisher and Autoregressive Expectations

1977 • 18 citations

What Do Regressions of Interest on Inflation Show

1973 • 13 citations

Interest Rates and Expected Inflation : A Selective Summary of Recent Research

1976 • 12 citations

What Do Regressions of Interest on Inflation Show

1973 • 8 citations

Deleted Work

1955 • 0 citations