Monetary Policy and Short‐term Interest Rates: An Efficient Markets‐Rational Expectations Approach

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

Efficient Capital Markets: A Review of Theory and Empirical Work

1970 • 10,493 citations

The Role of Monetary Policy

1995 • 4,093 citations

Investigating Causal Relations by Econometric Models and Cross-Spectral Methods

2010 • 3,086 citations

MONEY, INCOME, AND CAUSALITY

1972 • 3,059 citations

The Theory of Interest

2013 • 2,919 citations

Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market

1979 • 494 citations

Note on the Correlation of First Differences of Averages in a Random Chain

1960 • 408 citations

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

1976 • 307 citations

Does Anticipated Monetary Policy Matter? An Econometric Investigation

1982 • 294 citations

Forward rates as predictors of future spot rates

1976 • 237 citations

Market Response to the Weekly Money Supply Announcements in the 1970s

1981 • 166 citations

Policies for employment, prices, and exchange rates

1979 • 95 citations

Efficient-Markets Theory: Implications for Monetary Policy

1978 • 76 citations

Monetary policy and long-term interest rates

1981 • 64 citations

Simulation Methodology in Macroeconomics: An Innovation Technique

1979 • 17 citations