SSRN Electronic Journal · 2000 · 14 citations · 22 references
Social SciencesEconomicsEconometricsMacroeconomicsMonetary EconomicsEuropean EconomicsMonetary PolicyMonetary Transmission MechanismEuro Area EconomicsEuro Area MacroeconomicsMonetary Policy DynamicsMonetary Policy HistoryMonetary Policy ResponsesYield Curve DynamicsYield Spread Analysis
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Cointegration and Tests of Present Value Models
John Y. Campbell, Robert J. Shiller · Journal of Political Economy · 1987 · 2.1K citations