The Term Structure of Real Rates and Expected Inflation

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Inflation and Asset Returns in a Monetary Economy

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An Equilibrium Model of Nominal Bond Prices with Inflation-Output Correlation and Stochastic Volatility

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Nominal and Inflation Indexed Yields: Separating Expected Inflation and Inflation Risk Premia

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The Yield Curve and Bond Option Prices with Discrete Shifts in Economic Regimes

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The term structure of real rates and expected inflation

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Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering

1986 • 33 citations

Short and Long Horizon Term and Inflation Risk Premia in the US Term Structure: Evidence from an Integrated Model for Nominal and Real Bond Prices Under Regime Shifts

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From Inflation to More Inflation, Disinflation, and Low Inflation

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What Does The Term Structure Tell Us About Future Inflation

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Regime Shifts and Bond Returns

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The Great Inflation of the Seventies: What Really Happened?

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A Structural Estimation and Interpretation of the New Keynesian Macro Model

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Monetary Policy Regimes and the Term Structure of Interest Rates

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The Nominal Facts and the October 1979 Policy Change

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1998 • 9 citations

Evolving Inflation Dynamics, Monetary Policy, and The Fisher Hypothesis

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Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation?

1998 • 2 citations