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The Inflation Premium Implicit in the US Real and Nominal Term Structures of Interest Rates
McCulloch, J. Huston, (1998)
Signal Extraction Can Generate Volatility Clusters From IID Shocks
McCulloch, J. Huston, (2002)
Long Forward and Zero-Coupon Rates Indeed Can Never Fall, but Are Indeterminate: A Comment on Dybvig, Ingersoll and Ross
McCulloch, J. Huston, (2000)