THE TERM STRUCTURE OF INTEREST RATES: A TEST OF THE EXPECTATIONS HYPOTHESIS

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

MONEY, INCOME, AND CAUSALITY

1972 • 3,059 citations

Proof that Properly Anticipated Prices Fluctuate Randomly

2015 • 1,924 citations

INNOVATIONS IN INTEREST RATE POLICY

2016 • 494 citations

Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models

1966 • 449 citations

Debt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience

1967 • 251 citations

Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals

1969 • 215 citations

The Brookings Quarterly Econometric Model of the United States

1966 • 205 citations

Rational Expectations and the Term Structure of Interest Rates

1972 • 130 citations

Spectral Methods in Econometrics

1969 • 128 citations

The behavior of interest rates : an application of the efficient market model to U.S. Treasury bills

1970 • 94 citations

The Estimation of Relationships Involving Distributed Lags

1965 • 90 citations

A Comparative Study of Alternative Estimators in a Distributed Lag Model

1967 • 70 citations

INVESTMENT DIVERSIFICATION AND BOND MATURITY

1971 • 66 citations

The Cyclical Behavior of the Term Structure of Interest Rates.

1965 • 61 citations

A Model of the Term Structure of Interest Rates

1967 • 42 citations

Basic Yields of Corporate Bonds, 1900-1942

1942 • 39 citations

Spectral Analysis of the Term Structure of Interest Rates

1968 • 38 citations

The Expectations Hypothesis, The Yield Curve, and Monetary Policy

1964 • 36 citations

The Term Structure of Interest Rates

1989 • 34 citations

Basic Yields of Corporate Bonds, 1900-1942

1942 • 29 citations

Interest Rates, the Meiselman Model and Random Numbers

1967 • 24 citations

Interest Rates in the Nineteen-Fifties

1968 • 24 citations

Expectations, the Term Structure of Interest Rates, and Recent British Experience

1966 • 24 citations

Time and Frequency Domain Representations of Futures Prices as a Stochastic Process

1972 • 23 citations

The Term Structure of Interest Rates: Some Additional Evidence

1969 • 21 citations

Rational Expectations and the Term Structure of Interest Rates: Comment

1973 • 20 citations

Meiselman on the Structure of Interest Rates: A British Test

1964 • 17 citations

A Spectral Approach to Estimating the Distributed Lag Relationship between Long and Short Term Interest Rates

1972 • 17 citations

The Term Structure of Interest Rates: A Reexamination of the Evidence: Reply

1969 • 17 citations

A Time-Series Analysis of the "Bills-Only" Theory of Interest Rates

1966 • 16 citations

Estimation of Solow's Distributed Lag Models

1971 • 15 citations

The Structure of Interest Rates: A Comment

1964 • 5 citations

[The Structure of Interest Rates]: A Reply

1964 • 5 citations

[The Structure of Interest Rates and Recent British Experience]: Reply

1967 • 4 citations

The Structure of Interest Rates and Recent British Experience: A Comment

1967 • 3 citations

Spectral Methods in Econometrics.

1970 • 3 citations

Estimating Term Structure Phenomena from Data Aggregated over Time

1974 • 3 citations

Long-term and short-term interest rates

1967 • 2 citations