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A re-examination of the regional expectations hypothesis of the term structure : reconciling the evidence from long-run and short-run tests
Tzavalis, Elias, (1998)
Explanations of an empirical puzzle : what can be learnt from a test of the rational expectations hypothesis?
Anderson, Heather M., (1999)
Multicointegration and present value relations
Engsted, Tom, (1995)
Time Series Analysis
Hamilton, James D., (1994)
What is an oil shock?
Hamilton, James D., (2000)
The daily market for federal funds
Hamilton, James D., (1995)