Daniel L. Thornton

Lag-Length Selection and Tests of Granger Causality Between Money and Income

Daniel L. Thornton, Dallas S. Batten · Journal of money credit and banking · 1985 · 287 citations

Economics, Monetary Theory, Macroeconomics +8

Market Anticipations of Monetary Policy Actions

William Poole, Robert H. Rasche, Daniel L. Thornton · 2002 · 207 citations · Full text

A Primer on Cointegration with an Application to Money and Income

David A. Dickey, Dennis W. Jansen, Daniel L. Thornton · 1991 · 196 citations · Full text

Unit Root, Applied Econometrics, Economic Fluctuation +18

Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective

Daniel L. Thornton, Giorgio Valente · Review of Financial Studies · 2012 · 170 citations

The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation

Lucio Sarno, Daniel L. Thornton · Journal of Banking & Finance · 2003 · 146 citations

Treasury Bill Rate, Monetary Policy, Economics +9