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14. | Hardouvelis, G. A.(1988)。The predictive power of the term structure during recent monetary regimes。Journal of Finance,43,339-356。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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16. | Jones, D. S.、Roley, V. V.(1983)。Rational expections and the expections model of the term structure: A test using weekly data。Journal of Monetary Economics,12,453-465。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Huizinga, J.、Mishkin, F. S.(1986)。Monetary policy regime shifts and the unusual behavior of real interest rates。Carnegie-Rochester Conference Series on Public Policy,24,231-274。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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20. | Mishkin, F. S.(1988)。The information in the term structure: Some further results。Journal of Applied Econometrics,3,307-314。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Mishkin, F. S.(1981)。The real rate of interest: A empirical investigation。Carnegie-Rochester Conference Series on Public Policy,15,151-200。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Sargan, J. D.(1958)。The Estimation of Economic relations using instrumental variables。Econometrics,26,393-415。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Newey, W.、West, K.(1987)。A simple positive definite heteroskedasticity and autocorrelation consistent covariance matrix。Econometrica,53,703-708。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Mishkin, F. S.(1992)。Is the Fisher effect for real?。Journal of Monetary Economics,30,195-215。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
25. | Mishkin, F. S.(1990)。What does the term structure tell us about future inflation?。Journal of Monetary Economics,25,77-95。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
26. | White, H.(1980)。A heteroskedasticity-consistent variance matrix estimator and direct tests for heteroscedasticity。Econometrica,48,817-838。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
27. | Startz, R.(1982)。Do forecast error or term premia really make the difference between long and short rates?。Journal of Financial Economics,10,323-329。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
28. | Hansen, Lars Peter(1982)。Large Sample Properties of Generalized Method of Moments Estimators。Econometrica: Journal of the Econometric Society,50(4),1029-1054。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |