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1. Predictability of future economic growth and the credibility of monetary regimes in Germany, 1870-2003. (2007). Kling, Gerhard ; Baltzer, Markus.
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2. A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors. (2007). Taboga, Marco ; Pericoli, Marcello ; Marcello, Pericoli.
   In: MPRA Paper.
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3. Structural change and the bond yield conundrum. (2007). Taboga, Marco.
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4. Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information. (2007). van Dijk, Dick ; Ravazzolo, Francesco ; De Pooter, Michiel.
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5. The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models. (2007). Rudebusch, Glenn ; Diebold, Francis ; Christensen, Jens ; Jens H. E. Christensen, .
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6. Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set. (2007). Sala, Luca ; Niu, Linlin ; Favero, Carlo.
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7. The Long-run Risk Model: Dynamics and Cyclicality of Interest Rates. (2007). Hasseltoft, Henrik .
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8. Commentary on Macroeconomic implications of changes in the term premium. (2007). Cochrane, John.
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9. Macroeconomic implications of changes in the term premium. (2007). Swanson, Eric ; Rudebusch, Glenn ; Sack, Brian P..
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10. Forecasting recessions: the puzzle of the enduring power of the yield curve. (2007). Williams, John ; Rudebusch, Glenn.
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11. Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set. (2007). Sala, Luca ; Niu, Linlin ; Favero, Carlo.
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12. Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models. (2007). Benzoni, Luca ; Andersen, Torben.
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13. Affine Macroeconomic Models of the Term Structure of Interest Rates: The US Treasury Market 1961-99. (2006). Spencer, Peter.
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14. The term structure of inflation risk premia and macroeconomic dynamics. (2006). Vestin, David ; Tristani, Oreste ; Hrdahl, Peter.
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15. An Interpretation of An Affine Term Structure Model for Chile. (2006). Ochoa, Juan.
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16. Equilibrium Yield Curves. (2006). Schneider, Martin ; Piazzesi, Monika.
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17. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models. (2006). West, Kenneth ; Clark, Todd.
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18. Forecasting Economic Data with Neural Networks. (2006). Suarez, Emilio.
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19. The Predictive Power of the Yield Spread under the Veil of Time. (2006). Zagaglia, Paolo.
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20. The yield curve and predicting recessions. (2006). Wright, Jonathan.
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21. Macroeconomic implications of changes in the term premium. (2006). Swanson, Eric ; Rudebusch, Glenn ; Sack, Brian P..
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22. The bond yield conundrum from a macro-finance perspective. (2006). Wu, Tao ; Swanson, Eric ; Rudebusch, Glenn.
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23. Forecasting with the yield curve; level, slope, and output 1875-1997. (2006). Haubrich, Joseph ; Bordo, Michael.
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24. The yield curve as a predictor and emerging economies. (2006). Mehl, Arnaud.
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25. New-Keynesian Macroeconomics and the Term Structure. (2006). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
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26. Term structure of interest models: concept and estimation problem in a continuous-time setting. (2005). Di Miscia, Orazio.
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27. Term structure estimation without using latent factors. (2005). Duffee, Greg.
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28. New-Keynesian Macroeconomics and the Term Structure. (2005). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
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29. A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series. (2005). Watson, Mark ; Marcellino, Massimiliano ; Stock, James .
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30. The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation. (2005). Söderström, Ulf ; Kaminska, Iryna ; Favero, Carlo.
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31. Approximately normal tests for equal predictive accuracy in nested models. (2005). West, Kenneth ; Clark, Todd.
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32. No-arbitrage Taylor rules. (2005). Piazzesi, Monika ; Dong, Sen ; Ang, Andrew.
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33. Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach. (2005). Moench, Emanuel ; Monch, Emanuel.
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34. The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields. (2005). Valente, Giorgio ; Thornton, Daniel ; Sarno, Lucio.
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35. A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series. (2005). Watson, Mark ; Stock, James ; Marcellino, Massimiliano.
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36. The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation. (2005). Söderström, Ulf ; Kaminska, Iryna ; Favero, Carlo.
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37. Equilibrium Correlation of Asset Price and Return. (2005). Leung, Charles.
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38. Equilibrium Correlation of Asset Price and Return. (2005). Leung, Charles.
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39. The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach. (2005). Luger, Richard ; Garcia, René.
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40. Bank risks and the business cycle. (2004). Vander Vennet, Rudi ; De Jonghe, Olivier ; Baele, Lieven.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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41. Reading the minds of investors: an empirical term structure model for policy analysis. (2004). Clouse, Jim.
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42. Monetary policy alternatives at the zero bound: an empirical assessment. (2004). Reinhart, Vincent ; Bernanke, Ben ; Sack, Brian P..
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43. A macro-finance model of the term structure, monetary policy, and the economy. (2004). Wu, Tao ; Rudebusch, Glenn.
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44. Regime shifts in a dynamic term structure model of U.S. Treasury bond yields. (2004). Singleton, Kenneth ; Yang, Wei ; Dai, Qiang.
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45. Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with Affine Term Structure Model. (2004). Ichiue, Hibiki.
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46. Modeling Yield-Factor Volatility. (2004). Smith, Daniel ; Parignon, Christophe.
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47. Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model. (2004). Vahid, Farshid ; Luo, Lin .
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48. The Yield Spread as a Symmetric Predictor of Output and Inflation. (2004). Malliaropulos, Dimitrios ; HARDOUVELIS, GIKAS ; Malliaropoulos, Dimitrios.
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49. Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates. (2004). Kaminska, Iryna ; Favero, Carlo ; Carriero, Andrea.
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50. The Macroeconomy and the Yield Curve: A Nonstructural Analysis. (2003). Rudebusch, Glenn ; Diebold, Francis ; Aruoba, S. Boragan.
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