Is the Real Interest Rate Stable?
Data up to Jan 2025
Total Citations Per Year
Abstract
References (29)
Spurious regressions in econometrics
1974 • 6,029 citations
Asset Prices in an Exchange Economy
1978 • 5,134 citations
Trends and random walks in macroeconmic time series
1982 • 4,673 citations
Introduction to Statistical Time Series
1978 • 4,545 citations
Time Series Regression with a Unit Root
1987 • 2,905 citations
Trends and random walks in macroeconomic time series
1988 • 2,527 citations
Introduction to Statistical Time Series.
1977 • 2,373 citations
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
1984 • 2,013 citations
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
1982 • 1,846 citations
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns
1983 • 1,611 citations
How Big Is the Random Walk in GNP?
1988 • 1,326 citations
Short- Term Interest Rates as Predictors of Inflation
2021 • 937 citations
The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure
1979 • 866 citations
Monetary Trends in the United States and the United Kingdom
1982 • 683 citations
The Changing Behavior of the Term Structure of Interest Rates
1986 • 513 citations
Inflation, real returns and capital investment
1982 • 491 citations
Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant
2016 • 395 citations
The Real Interest Rate: An Empirical Investigation
1981 • 205 citations
Inflation Uncertainty and Expected Returns on Treasury Bills
1976 • 199 citations
Spurious Regressions in Econometrics
2008 • 185 citations
The real interest rate: An empirical investigation
1981 • 173 citations
Inflation and Real Interest Rates on Assets with Different Risk Characteristics
1984 • 122 citations
The Gibson Paradox and Historical Movements in Real Interest Rates
1977 • 109 citations
Time variation in the relationship between inflation and interest rates
1978 • 109 citations
On the Interpretation of Near Random-Walk Behavior in GNP
1988 • 102 citations
Rational Expectations and Economic Policy
1981 • 99 citations
Interest Rates and Inflation: The Message in the Entrails
2016 • 82 citations
Is Increased Price Flexibility Stabilizing
1985 • 82 citations
Segmentation of the Labor Market: Comment
2016 • 5 citations