Daniel L. Thornton

Economics and Econometrics · 2002–2010

A researcher in the Science corpus: 4 papers; trusts 24 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 40 citations into it; #14,935 of 23,481 by trust here, #14,051 by citations
• Finance — 33 citations into it; #6,864 of 10,518 by trust here, #5,165 by citations
• Management Science and Operations Research — 7 citations into it

Whom Daniel L. Thornton trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. G. Duffee
2. Nicholas Barberis
3. Y. Tse
4. John Y. Campbell
5. Olivier Ledoit
6. Pierre-Olivier Weill
7. W. Goetzmann
8. Lars Peter Hansen
9. James D. Hamilton
10. Michael Wolf

Who trusts Daniel L. Thornton overall

1. Eric T. Swanson

Papers from Daniel L. Thornton's perspective

Ordered by how strongly the researchers Daniel L. Thornton trusts endorse each paper. Same corpus, a different order for every researcher.

1. Term premia and interest rate forecasts in affine models
2. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
3. Term Structure of Interest Rates with Regime Shifts
4. Monetary policy surprises and interest rates: evidence from the Fed funds futures markets
5. Investing for the Long Run When Returns are Predictable
6. A MACRO-FINANCE MODEL OF THE TERM STRUCTURE, MONETARY POLICY AND THE ECONOMY*
7. Shifting endpoints in the term structure of interest rates
8. A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
9. Regime Switches in Interest Rates
10. A Model for the Federal Funds Rate Target

Their papers

• Market Anticipations of Monetary Policy Actions (2002) — 183 citations
• The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation (2003) — 146 citations
• Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective (2010) — 149 citations
• The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields (2007) — 135 citations