Modelling real interest rates

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 citations

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

1981 • 14,059 citations

Distribution of the Estimators for Autoregressive Time Series With a Unit Root

1979 • 8,550 citations

Theory of rational option pricing

2005 • 7,870 citations

Theory of Rational Option Pricing

1973 • 7,693 citations

An equilibrium characterization of the term structure

1977 • 6,242 citations

The Theory of Interest

2013 • 2,919 citations

Monetary Trends in the United States and the United Kingdom

1982 • 683 citations

On the term structure of interest rates

1978 • 636 citations

Analyzing Convertible Bonds

1980 • 569 citations

Duration and the Measurement of Basis Risk

1979 • 236 citations

Stochastic Processes for Interest Rates and Equilibrium Bond Prices

1983 • 166 citations

EXPECTATIONS IN ECONOMICS

1996 • 162 citations

Test Consistency with Varying Sampling Frequency

1991 • 129 citations

SHAZAM. Econometrics Computer Program.

1989 • 75 citations

On alternative interest rate processes

1996 • 61 citations

Stochastic Processes for Interest Rates and Equilibrium Bond Prices

1983 • 55 citations

Companion to contemporary economic thought

1992 • 26 citations

Interest rates and inflation

1991 • 9 citations

Fisher's relationship in a volatile world A note on Malliaris and Malliaris

1992 • 1 citations

Deleted Work

1955 • 0 citations