According to Wikipedia, Frederick Robertson Macaulay was a Canadian economist of the Institutionalist School. He is known for introducing the concept of bond duration. Macaulay's contributions also include a mammoth empirical study of the time series behavior of interest rates published in 1938 and a study of short selling on the New York Stock Exchange . The term "Macaulay duration" is named after him.
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Appendix C The Meaning of Gold Yields of Bonds Payable Principal and Interest in Currency (1938) (0)
The Extension of Summation Formulas to Cover the Range of the Data (1931) (0)
Appendix B Professor Irving Fisher's Statistical Measures of 'Price Change' (1938) (0)
Front matter, prefatory note, tables of content (0)
The Construction of a Frequency Curve for All Income Recipients (0)
IRREGULAR-CYCLICAL RATIOS FOR DIFFERENT MONTHLY SPANS, NUMBER OF MONTHS REQUIRED FOR CYCLICAL DOMINANCE, AND AVERAGE LEADS AND LAGS, EIGHTEEN SERIES MONTHLY ECONOMIc INDICATORS, 1947-56 (1970) (0)
Dr. E. C. Rhodes' Graduation Proposal (1931) (0)
Fifth-Degree Parabolic Summation Formulas for Graduation (0)
Desirable Characteristics of Formulas for Graduating Monthly Time Series (1931) (0)
Some Theoretical and Practical Difficulties of Comparing Long Term Interest Rates at Different and Especially at Widely Separated Dates (1938) (0)
The Relation of the Movements of Bond Yields to the Grades of the Bonds -- Economic 'Drift' (1938) (0)
Graduating by Simple Moving Averages and by the Mid-Ordinates of Third-Degree Parabolas Fitted by the Method of Least Squares (1931) (0)
