Frederick R. Macaulay

Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yields and Stock Prices in the United States Since 1856.

R. W. S., Frederick R. Macaulay · Journal Of The Royal Statistical Society · 1938 · 253 citations

Economics, Term Structure Model, Financial Economics +7

The Movements of Interest Rates, Bond Yields and Stock Prices in the United States since 1856.

C. H. P. Gifford, Frederick R. Macaulay · The Economic Journal · 1939 · 200 citations

Economics, Financial Economics, Stock Prices +8

The Smoothing of Time Series

Frederick R. Macaulay · NBER Books · 1931 · 118 citations

Fast Ma, Forecasting, Nonlinear Time Series

Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yields and Stock Prices in the United States Since 1856.

Harold V. Roelse, Frederick R. Macaulay, Wesley C. Mitchell · Journal of the American Statistical Association · 1938 · 72 citations

Economics, Term Structure Model, Financial Economics +7

Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yields and Stock Prices in the United States since 1856

Frederick R. Macaulay · NBER Books · 1938 · 60 citations

Economics, Term Structure Model, Financial Economics +13