AN EVALUATION OF ALTERNATIVE EMPIRICAL MODELS OF THE TERM STRUCTURE OF INTEREST RATES*
Data up to Jan 2025
Total Citations Per Year
Abstract
References (47)
The monetary dynamics of hyperinflation
1956 • 1,603 citations
The Distributed Lag Between Capital Appropriations and Expenditures
1965 • 1,100 citations
Optimal Properties of Exponentially Weighted Forecasts
1960 • 888 citations
Studies in the Quantity Theory of Money.
1957 • 865 citations
Distributed Lags: A Survey
1967 • 721 citations
Distributed Lags and Investment Analysis
1956 • 698 citations
From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’
2017 • 551 citations
INNOVATIONS IN INTEREST RATE POLICY
2016 • 494 citations
Distributed Lags and Investment Analysis.
1955 • 415 citations
The Term Structure of Interest Rates
1957 • 364 citations
Rational Distributed Lag Functions
1966 • 312 citations
Debt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience
1967 • 251 citations
Business Cycles and Economic Growth.
1959 • 244 citations
The Structure of Interest Rates
1940 • 234 citations
Distributed Lags: Problems of Estimation and Formulation
1983 • 219 citations
The Cyclical Behavior of the Term Structure of Interest Rates
1970 • 214 citations
The Movements of Interest Rates, Bond Yields and Stock Prices in the United States since 1856.
1939 • 213 citations
A Note on Serial Correlation Bias in Estimates of Distributed Lags
1961 • 196 citations
Demand relations with autocorrelated disturbances.
1960 • 154 citations
Economic forecasts and expectations : analyses of forecasting behavior and performance
1969 • 106 citations
The Cyclical Behavior of the Term Structure of Interest Rates.
1965 • 61 citations
Interest-Rate Risk and the Term Structure of Interest Rates
1965 • 60 citations
The Term Structure of Interest Rates: Expectations and Behavior Patterns
1968 • 59 citations
The Term Structure of Interest Rates: An Analysis of a Survey of Interest-Rate Expectations
1967 • 44 citations
A Model of the Term Structure of Interest Rates
1967 • 42 citations
The Term Structure of Interest Rates: Expectations and Behavior Patterns.
1967 • 37 citations
The Expectations Hypothesis, The Yield Curve, and Monetary Policy
1964 • 36 citations
Models of Adaptive Forecasting
1969 • 30 citations
The term structure of interest rates
1996 • 28 citations
Expectations, the Term Structure of Interest Rates, and Recent British Experience
1966 • 24 citations
Interest Rates, the Meiselman Model and Random Numbers
1967 • 24 citations
Monetary Policy, Debt Management and Interest Rates: A Quantitative Appraisal
1964 • 21 citations
The Term Structure of Interest Rates: Some Additional Evidence
1969 • 21 citations
Meiselman on the Structure of Interest Rates: A British Test
1964 • 17 citations
The Term Structure of Interest Rates: A Reexamination of the Evidence: Reply
1969 • 17 citations
Liquidity and the Term Structure of Interest Rates
1965 • 13 citations
THE EFFECT OF ECONOMIC POLICY ON THE TERM STRUCTURE OF INTEREST RATES*
1970 • 12 citations
Expectations and Interest Rates: A Cross-sectional Test of the Error-learning Hypothesis
1969 • 10 citations
Expectations, Risk, and the Term Structure of Interest Rates
1970 • 9 citations
Effect of Economic Policy on the Term Structure of Interest Rates
1970 • 8 citations
The Behavior of Interest Rates: A Progress Report
1966 • 8 citations
Testing a Model of the Term Structure of Interest Rates in an Error-learning Framework
1972 • 5 citations
A Note on the "Traditional Theory" of the Term Structure of Interest Rates and Rates on Three- and Six- Month Treasury Bills
1965 • 5 citations
Hicks, Lutz, Meiselman and the Expectations Theory
1970 • 3 citations
The Bierwag and Grove Model of the Term Structure of Interest Rates: An Alternative British Test
1968 • 3 citations
The Formulation of Expected Interest Rates: An Examination of Alternative Hypotheses.
1971 • 2 citations
The Relative Impact of Expectations and Investor Preferences on the Structure of Government Yields
1971 • 1 citations