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The cyclical properties of consumption growth and the real term structure. Journal of Monetary Economics, 39 (2): 145--172 (July 1997)Why constrain your mutual fund manager?, , , and . Journal of Financial Economics, 73 (2): 289--321 (August 2004)Cotrending and the stationarity of the real interest rate, and . Economics Letters, 42 (2-3): 133--138 (1993)