The Term Structure as a Predictor of Real Economic Activity

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

Econometric policy evaluation: A critique

1976 • 5,457 citations

The theory and practice of econometrics

1986 • 4,551 citations

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

1980 • 2,192 citations

Cointegration and Tests of Present Value Models

1987 • 2,166 citations

Common Factors Affecting Bond Returns

1991 • 1,873 citations

The Information in Long-Maturity Forward Rates

1987 • 1,646 citations

How Big Is the Random Walk in GNP?

1988 • 1,326 citations

NBER macroeconomics annual 1987

1989 • 969 citations

The Theory and Practice of Econometrics.

1981 • 866 citations

The real term structure and consumption growth

1988 • 690 citations

The information in the term structure

1984 • 689 citations

The Changing Behavior of the Term Structure of Interest Rates

1986 • 513 citations

Term-structure forecasts of interest rates, inflation and real returns

1990 • 464 citations

Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates

1983 • 447 citations

What does the term structure tell us about future inflation?

1990 • 445 citations

Forecasts of Economic Growth from the Bond and Stock Markets

1989 • 427 citations

Testing between Competing Models of Sharecropping

1987 • 419 citations

Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates

1983 • 391 citations

The information in forward rates

1988 • 282 citations

Term premiums and default premiums in money markets

1986 • 248 citations

The Term Structure as a Predictor of Real Economic Activity

1991 • 242 citations

Volatility and the Yield Curve

1991 • 166 citations

The Predictive Power of the Term Structure during Recent Monetary Regimes

1988 • 163 citations

Stock prices under time-varying dividend risk

1988 • 150 citations

An interest rate-based indicator of monetary policy

1988 • 150 citations

The information in the term structure: Some further results

1988 • 137 citations

The workweek of capital and its cyclical implications

1988 • 133 citations

The puzzling price behavior of treasury bills that mature at the turn of calendar months

1986 • 74 citations

The Yield Curve and Recessions

1989 • 10 citations