Rational expectations and the dynamic structure of macroeconomic models

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

The General Theory of Employment, Interest and Money.

1936 • 14,151 citations

Efficient Capital Markets: A Review of Theory and Empirical Work

1970 • 10,493 citations

Rational Expectations and the Theory of Price Movements

1961 • 5,518 citations

Econometric policy evaluation: A critique

1976 • 5,457 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

Expectations and the neutrality of money

1972 • 4,734 citations

The Role of Monetary Policy

1995 • 4,093 citations

MONEY, INCOME, AND CAUSALITY

1972 • 3,059 citations

Some International Evidence on Output-Inflation Tradeoffs.

1973 • 2,466 citations

"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule

1975 • 2,222 citations

Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule

1977 • 2,007 citations

Proof that Properly Anticipated Prices Fluctuate Randomly

2015 • 1,924 citations

The monetary dynamics of hyperinflation

1956 • 1,603 citations

ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION

1976 • 1,388 citations

An Equilibrium Model of the Business Cycle

1975 • 1,045 citations

Real Wages, Employment, and Inflation

1969 • 1,020 citations

Rational expectations and the role of monetary policy

1976 • 999 citations

Short- Term Interest Rates as Predictors of Inflation

2021 • 937 citations

Investment Under Uncertainty

1971 • 925 citations

Studies in the Quantity Theory of Money.

1957 • 865 citations

Unanticipated Money Growth and Unemployment in the United States

1977 • 841 citations

Inflation and Unemployment

1995 • 837 citations

Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets

1972 • 737 citations

The Phillips curve and labor markets

1976 • 634 citations

Rational expectations and the theory of economic policy

1976 • 595 citations

A Classical Macroeconometric Model for the United States

1976 • 562 citations

Stabilizing Powers of Monetary Policy under Rational Expectations

1977 • 557 citations

Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment

1973 • 523 citations

Money and Growth: The Case of Long Run Perfect Foresight

1974 • 506 citations

The Second Crisis of Economic Theory

1972 • 500 citations

Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates

1976 • 449 citations

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

1966 • 449 citations

Rational Expectations and the Dynamics of Hyperinflation

1973 • 432 citations

What Economics Is Most Important to Teach: The Hansen Committee Report

1977 • 382 citations

Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy?

1976 • 307 citations

Inflation Policy and Unemployment Theory.

1973 • 290 citations

The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics

1976 • 282 citations

Inflation, Rational Expectations and the Term Structure of Interest Rates

1973 • 278 citations

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

1967 • 251 citations

Proof That Properly Discounted Present Values of Assets Vibrate Randomly

1973 • 239 citations

Conditions for Unique Solutions in Stochastic Macroeconomic Models with Rational Expectations

1977 • 203 citations

The Predictability of Social Events

1954 • 187 citations

Monetary Policy during a Transition to Rational Expectations

1975 • 186 citations

A Note on the Rationality of the Livingston Price Expectations

1975 • 183 citations

Rational Expectations and Bayesian Analysis

1974 • 170 citations

The Rigidity of Wages and the Persistence of Unemployment

1975 • 159 citations

Rational Expectations and the Term Structure of Interest Rates

1972 • 130 citations

The Gibson Paradox and Historical Movements in Real Interest Rates

1977 • 109 citations

Economic Forecasts and Expectations.

1971 • 93 citations

Rational Expectations in the Macro Model

1976 • 82 citations

Rational Expectations and the Estimation of Econometric Models

1975 • 66 citations

Consistent Expectations, Distributed Lags and the Quantity Theory

1971 • 48 citations

Rational expectations and the structure of interest rates.

1972 • 40 citations

A Monetarist Model of Inflationary Expectations.

1975 • 33 citations

Models of Adaptive Forecasting

1969 • 30 citations

The term structure of interest rates

1996 • 28 citations

Rational Expectations and the Term Structure of Interest Rates: Comment

1973 • 20 citations

Testing a Model of the Term Structure of Interest Rates by Simulation of Market Forecasts

1970 • 18 citations

Debt Management and the Term Structure of Interest Rates: Comment

1967 • 16 citations

Reduced Forms of Rational Expectations Models

2013 • 15 citations

On the Predictability of Economic Events

1980 • 15 citations

A Critique of Some Recent Empirical Research on the Explanation of the Term Structure of Interest Rates: Comment

1970 • 14 citations

EXPECTATIONS AND THE TERM STRUCTURE OF INTEREST RATES

1977 • 11 citations

Expectations, Risk, and the Term Structure of Interest Rates

1970 • 9 citations

"Rational Expectations": A Correction

1973 • 5 citations

Testing a Model of the Term Structure of Interest Rates by Simulation of Market Forecasts

1970 • 4 citations

Rational Response to the Money Supply

1974 • 3 citations

Rational Forecasts from Non-Rational Models

1981 • 1 citations

Deleted Work

1955 • 0 citations