The nominal interest rate as a predictor of inflation: a re-examination of the underlying model

On a measure of lack of fit in time series models

1978 • 5,638 citations

Forecasting, Structural Time Series Models and the Kalman Filter

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Forecasting, Structural Time Series Models and the Kalman Filter

1990 • 3,965 citations

The American Economic Review

2009 • 1,758 citations

Short- Term Interest Rates as Predictors of Inflation

2021 • 937 citations

Omnibus test contours for departures from normality based on b1 and b2

1975 • 337 citations

Stamp 5.0 Structural Time Series Analyser, Modeller and Predictor.

1996 • 140 citations

Short-Term Interest Rates as Predictors of Inflation: Comment

1977 • 105 citations

Short-term interest rates as predictors of inflation revisited: a signal extraction approach

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