Back to search

AN EVALUATION OF ALTERNATIVE EMPIRICAL MODELS OF THE TERM STRUCTURE OF INTEREST RATES*

Data up to Jan 2025

Published1976
Citations34
References47

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

Cited By (0)

Loading...
AN EVALUATION OF ALTERNATIVE EMPIRICAL MODELS OF THE TERM STRUCTURE OF INTEREST RATES* (1976) – The Journal of Finance | Metascience Observatory Explorer