1. Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation. (2023). Qian, Liang ; Palomino, Francisco ; Hsu, Alex.
   In: Management Science.
   RePEc:inm:ormnsc:v:69:y:2023:i:5:p:3025-3047.

   Full description at Econpapers || Download paper

2. Estimating robustness. (2022). Szke, Balint.
   In: Journal of Economic Theory.
   RePEc:eee:jetheo:v:199:y:2022:i:c:s0022053121000429.

   Full description at Econpapers || Download paper

3. Risk?Sharing and the Term Structure of Interest Rates. (2022). Schneider, Andres.
   In: Journal of Finance.
   RePEc:bla:jfinan:v:77:y:2022:i:4:p:2331-2374.

   Full description at Econpapers || Download paper

4. Limited Household Risk Sharing: General Equilibrium Implications for the Term Structure of Interest Rates. (2020). Xu, Yu ; Mitra, Indrajit .
   In: FRB Atlanta Working Paper.
   RePEc:fip:fedawp:89452.

   Full description at Econpapers || Download paper

5. A Portfolio-Balance Model of Inflation and Yield Curve Determination. (2020). de los Rios, Antonio Diez.
   In: Staff Working Papers.
   RePEc:bca:bocawp:20-6.

   Full description at Econpapers || Download paper

6. Term Premium Dynamics and the Taylor Rule. (2017). Gallmeyer, Michael ; Zin, Stanley ; Palomino, Francisco ; Hollifield, Burton.
   In: Quarterly Journal of Finance (QJF).
   RePEc:wsi:qjfxxx:v:07:y:2017:i:04:n:s2010139217500112.

   Full description at Econpapers || Download paper

7. Zeroing in: Asset Pricing at the Zero Lower Bound. (2017). Bilal, Mohsan .
   In: 2017 Meeting Papers.
   RePEc:red:sed017:377.

   Full description at Econpapers || Download paper

8. Resolving the Spanning Puzzle in Macro-Finance Term Structure Models. (2017). Rudebusch, Glenn ; Bauer, Michael.
   In: Review of Finance.
   RePEc:oup:revfin:v:21:y:2017:i:2:p:511-553..

   Full description at Econpapers || Download paper

9. Impact of pension system structure on international financial capital allocation. (2017). Staveley-O'Carroll, James ; Staveley-Ocarroll, Olena M.
   In: European Economic Review.
   RePEc:eee:eecrev:v:95:y:2017:i:c:p:1-22.

   Full description at Econpapers || Download paper

10. A macrofinance view of US Sovereign CDS premiums. (2016). Chernov, Mikhail ; Schmid, Lukas ; Schneider, Andres .
    In: 2016 Meeting Papers.
    RePEc:red:sed016:432.

    Full description at Econpapers || Download paper

11. Mortgages and Monetary Policy. (2016). Sustek, Roman ; Kydland, Finn ; Garriga, Carlos.
    In: Working Papers.
    RePEc:fip:fedlwp:2015-033.

    Full description at Econpapers || Download paper

12. A Macrofinance View of U.S. Sovereign CDS Premiums. (2016). Chernov, Mikhail ; Schneider, Andres ; Schmid, Lukas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11576.

    Full description at Econpapers || Download paper

13. Bond Market Exposures to Macroeconomic and Monetary Policy Risks. (2016). Song, Dongho.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:915.

    Full description at Econpapers || Download paper

14. Mortgages and Monetary Policy. (2015). Sustek, Roman ; Kydland, Finn ; Garriga, Carlos.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp751.

    Full description at Econpapers || Download paper

15. Mortgages and Monetary Policy. (2015). Garriga, Carlos ; Ustek, Roman ; Kydland, Finn E.
    In: Working Papers.
    RePEc:qmw:qmwecw:751.

    Full description at Econpapers || Download paper

16. Resolving the spanning puzzle in macro-finance term structure models. (2015). Rudebusch, Glenn ; Bauer, Michael.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2015-01.

    Full description at Econpapers || Download paper

17. Macroeconomic linkages between monetary policy and the term structure of interest rates. (2015). Kung, Howard.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:1:p:42-57.

    Full description at Econpapers || Download paper

18. Consumption risk and the cross-section of government bond returns. (2015). Abhyankar, Abhay ; Lee, Soyeon ; Klinkowska, Olga .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:32:y:2015:i:c:p:180-200.

    Full description at Econpapers || Download paper

19. Resolving the Spanning Puzzle in Macro-Finance Term Structure Models. (2015). Rudebusch, Glenn ; Bauer, Michael ; GlennD. Rudebusch, .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5187.

    Full description at Econpapers || Download paper

20. Immunization of Fixed-Income Portfolios Using an Exponential Parametric Model. (2014). Almeida, Caio ; Lund, Bruno .
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:34:y:2014:i:2:a:18432.

    Full description at Econpapers || Download paper

21. Asset Pricing and Monetary Policy. (2014). Dong, Bingbing.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:881.

    Full description at Econpapers || Download paper

22. Macroeconomic linkages between monetary policy and the term structure of interest rates. (2014). Kung, Howard.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:560.

    Full description at Econpapers || Download paper

23. Bond Market Exposures to Macroeconomic and Monetary Policy Risks. (2014). Song, Dongho.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:14-017.

    Full description at Econpapers || Download paper

24. Investors and Central Banks Uncertainty Embedded in Index Options. (2014). David, Alexander ; Veronesi, Pietro.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:27:y:2014:i:6:p:1661-1716..

    Full description at Econpapers || Download paper

25. U.S. Monetary Policy: A View from Macro Theory. (2013). Keen, Benjamin ; Gavin, William.
    In: Open Economies Review.
    RePEc:kap:openec:v:24:y:2013:i:1:p:33-49.

    Full description at Econpapers || Download paper

26. U.S. monetary policy: a view from macro theory. (2012). Keen, Benjamin ; Gavin, William.
    In: Working Papers.
    RePEc:fip:fedlwp:2012-019.

    Full description at Econpapers || Download paper

27. The term structure of inflation expectations. (2012). Mueller, Philippe ; Chernov, Mikhail.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:106:y:2012:i:2:p:367-394.

    Full description at Econpapers || Download paper

28. An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks. (2012). Diez de los Rios, Antonio ; Bauer, Gregory.
    In: Staff Working Papers.
    RePEc:bca:bocawp:12-5.

    Full description at Econpapers || Download paper

29. Investors and Central Banks Uncertainty Embedded in Index Options. (2011). David, Alexander ; Veronesi, Pietro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16764.

    Full description at Econpapers || Download paper

30. Monetary policy and corporate default. (2011). Bhamra, Harjoat ; Fisher, Adlai J. ; Kuehn, Lars-Alexander.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:58:y:2011:i:5:p:480-494.

    Full description at Econpapers || Download paper

31. A nonlinear DSGE model of the term structure with regime shifts. (2010). Tristani, Oreste ; amisano, gianni.
    In: 2010 Meeting Papers.
    RePEc:red:sed010:234.

    Full description at Econpapers || Download paper

32. Monetary Policy and the Uncovered Interest Parity Puzzle. (2010). Zin, Stanley ; Telmer, Chris ; Gavazzoni, Federico ; Backus, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16218.

    Full description at Econpapers || Download paper

33. The difficult art of eliciting long-run inflation expectations from government bond prices. (2010). Zarazaga, Carlos ; Carlos E. J. M. Zarazaga, .
    In: Staff Papers.
    RePEc:fip:feddst:y:2010:i:mar:n:9.

    Full description at Econpapers || Download paper

34. The term structure of policy rules. (2009). Taylor, John ; Smith, Josephine M..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:56:y:2009:i:7:p:907-917.

    Full description at Econpapers || Download paper

35. Risk premiums and macroeconomic dynamics in a heterogeneous agent model. (2008). Wouters, Raf ; Sneessens, Henri ; Dossche, Maarten ; de Graeve, Ferre ; Emiris, Marina .
    In: Working Paper Research.
    RePEc:nbb:reswpp:200810-25.

    Full description at Econpapers || Download paper

36. The Long and the Short End of the Term Structure of Policy Rules. (2007). Taylor, John ; Smith, Josephine.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13635.

    Full description at Econpapers || Download paper

1. Ang, A., and M. Piazzesi, 2003, A No-Arbitrage Vector Autoregression of Term Structure Dynam- ics with Macroeconomic and Latent Variables, Journal of Monetary Economics, 50, 745-787.

2. Ang, A., S. Dong, and M. Piazzesi, 2004, No-Arbitrage Taylor Rules, Columbia University.

3. Backus, D. K., and S. E. Zin, 1994, Reverse Engineering the Yield Curve, NBER Working Paper.

4. Backus, D. K., and S. E. Zin, 2006, Bond Pricing with Recursive Utility and Stochastic Volatility, New York University Working Paper.
   Paper not yet in RePEc: Add citation now
   

5. Backus, D. K., S. Foresi, and C. I. Telmer, 2001, Affine Term Structure Models and the Forward Premium Anomaly, Journal of Finance, 56, 279-304.

6. Bansal, R., and A. Yaron, 2004, Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles, The Journal of Finance, 59, 1481-1510.

7. Bekaert, G., S. Cho, and A. Moreno, 2005, New-Keynesian Macroeconomics and the Term Struc- ture, Columbia University Working Paper.

8. Campbell, J. Y., and J. H. Cochrane, 1999, By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior, Journal of Political Economy, 107, 205-251.

9. Clarida, R., J. Gall, and M. Gertler, 2000, Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory, The Quarterly Journal of Economics, 115, 147-180.

10. Cochrane, J. H., 2006, Identification and Price Determination with Taylor Rules: A Critical Review, University of Chicago Working Paper.
    Paper not yet in RePEc: Add citation now
    
11. Duffie, D., and R. Kan, 1996, A Yield-Factor Model of Interest Rates, Mathematical Finance, 6, 379-406.
    Paper not yet in RePEc: Add citation now
    

12. Epstein, L. G., and S. E. Zin, 1989, Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework, Econometrica, 57, 937-969.

13. Hördahl, P., 0. Tristani, and D. Vestin, 2003, A Joint Econometric Model of Macroeconomic and Term Structure Dynamics, European Central Bank.

14. Hansen, L. P., J. Heaton, and N. Li, 2005, Consumption Strikes Back?: Measuring Long-Run Risk, NBER Working Paper No. ui476.

15. McCulloch, J. H., and H.-C. Kwon, i993, U.S. Term Structure Data, i947-i99i, Ohio State University Working Paper 93-6. Piazzesi, M., 2005, Bond Yields and the Federal Reserve, Journal of Political Economy, ui3, 3ui-344.

16. Piazzesi, M., and M. Schneider, 2006, Equilibrium Yield Curves, forthcoming in NBER Macroe- conomics Annual.

17. Ravenna, F., and J. Seppala, 2006, Monetary Policy and Rejections of the Expectations Hypoth- esis, University of Illinois Working Paper.
    Paper not yet in RePEc: Add citation now
    

18. Rudebusch, G., and T. Wu, 2004, A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy, Federal Reserve Bank of San Francisco.

19. Vayanos, D., and J.-L. Vila, 2006, A Preferred-Habitat Model of the Term Structure of Interest Rates, London School of Economics Working Paper.

1. Cracking the Conundrum. (2007). Wright, Jonathan ; Backus, David.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:13419.

   Full description at Econpapers || Download paper

2. Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models. (2007). Zin, Stanley ; Palomino, Francisco ; Hollifield, Burton ; Gallmeyer, Michael.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:13245.

   Full description at Econpapers || Download paper

3. Macro volatility in a model of the UK Gilt edged bond market. (2007). Spencer, Peter.
   In: Money Macro and Finance (MMF) Research Group Conference 2006.
   RePEc:mmf:mmfc06:73.

   Full description at Econpapers || Download paper

4. Forecasts of U.S. short-term interest rates: a flexible forecast combination approach. (2007). Guidolin, Massimo ; Timmerman, Allan.
   In: Working Papers.
   RePEc:fip:fedlwp:2005-059.

   Full description at Econpapers || Download paper

5. Determinants of long-term interest rates in the Scandinavian countries. (2006). Hol, Suzan.
   In: Discussion Papers.
   RePEc:ssb:dispap:469.

   Full description at Econpapers || Download paper

6. The relative importance of Term Spread, Policy Inertia and Persistent Monetary Policy Shocks in Monetary Policy Rules. (2006). Vázquez, Jesús ; Maria-Dolores, Ramón.
   In: Computing in Economics and Finance 2006.
   RePEc:sce:scecfa:6.

   Full description at Econpapers || Download paper

7. The term structure of inflation risk premia and macroeconomic dynamics. (2006). Vestin, David ; Tristani, Oreste ; Hrdahl, Peter.
   In: Computing in Economics and Finance 2006.
   RePEc:sce:scecfa:203.

   Full description at Econpapers || Download paper

8. Macroeconomic Models and the Yield Curve. (2006). Holly, Sean ; Chadha, Jagjit.
   In: Computing in Economics and Finance 2006.
   RePEc:sce:scecfa:105.

   Full description at Econpapers || Download paper

9. A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration. (2006). Diebold, Francis ; Li, Canlin ; Ji, Lei .
   In: PIER Working Paper Archive.
   RePEc:pen:papers:06-017.

   Full description at Econpapers || Download paper

10. High Dimensional Yield Curves: Models and Forecasting. (2006). Meeks, Roland ; Bowsher, Clive.
    In: Economics Papers.
    RePEc:nuf:econwp:0612.

    Full description at Econpapers || Download paper

11. Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods. (2006). Giglio, Stefano ; Favero, Carlo.
    In: Working Papers.
    RePEc:igi:igierp:312.

    Full description at Econpapers || Download paper

12. A factor risk model with reference returns for the US dollar and Japanese yen bond markets. (2006). Nyholm, Ken ; Coche, Joachim ; Bernadell, Carlos.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006641.

    Full description at Econpapers || Download paper

13. Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods. (2006). Giglio, Stefano ; Favero, Carlo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5793.

    Full description at Econpapers || Download paper

14. Macroeconomic Models and the Yield Curve: An assessment of the Fit. (2006). Holly, Sean ; Chadha, Jagjit.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0640.

    Full description at Econpapers || Download paper

15. Modelling Term-Structure Dynamics for Risk Management: A Practitioners Perspective. (2006). Bolder, David.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-48.

    Full description at Econpapers || Download paper

16. Can Affine Term Structure Models Help Us Predict Exchange Rates?. (2006). Diez de los Rios, Antonio.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-27.

    Full description at Econpapers || Download paper

17. New-Keynesian Macroeconomics and the Term Structure. (2005). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0405.

    Full description at Econpapers || Download paper

18. Term structure estimation without using latent factors. (2005). Duffee, Greg.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:103.

    Full description at Econpapers || Download paper

19. Modeling Bond Yields in Finance and Macroeconomics. (2005). Rudebusch, Glenn ; Piazzesi, Monika ; Diebold, Francis.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:05-008.

    Full description at Econpapers || Download paper

20. New-Keynesian Macroeconomics and the Term Structure. (2005). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11340.

    Full description at Econpapers || Download paper

21. Taylor Rules, McCallum Rules and the Term Structure of Interest Rates. (2005). Zin, Stanley ; Hollifield, Burton ; Gallmeyer, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11276.

    Full description at Econpapers || Download paper

22. Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium. (2005). Wachter, Jessica ; Lettau, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11144.

    Full description at Econpapers || Download paper

23. Modeling Bond Yields in Finance and Macroeconomics. (2005). Rudebusch, Glenn ; Piazzesi, Monika ; Diebold, Francis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11089.

    Full description at Econpapers || Download paper

24. Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets. (2005). Wu, Shu.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:200519.

    Full description at Econpapers || Download paper

25. Term structure transmission of monetary policy. (2005). Tinsley, Peter ; Kozicki, Sharon.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp05-06.

    Full description at Econpapers || Download paper

26. No-arbitrage Taylor rules. (2005). Piazzesi, Monika ; Dong, Sen ; Ang, Andrew.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2005:x:14.

    Full description at Econpapers || Download paper

27. Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach. (2005). Moench, Emanuel ; Monch, Emanuel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005544.

    Full description at Econpapers || Download paper

28. Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium. (2005). Wachter, Jessica ; Lettau, Martin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4921.

    Full description at Econpapers || Download paper

29. Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates. (2004). Kaminska, Iryna ; Favero, Carlo ; Carriero, Andrea.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:76.

    Full description at Econpapers || Download paper

30. Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve. (2004). Lyrio, Marco ; Dewachter, Hans.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:188.

    Full description at Econpapers || Download paper

31. Macroeconomic Sources of Risk in the Term Structure. (2004). Wickens, Michael ; Balfoussia, Hiona.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:61.

    Full description at Econpapers || Download paper

32. Macro factors and the term structure of interest rates. (2004). Dewachter, Hans.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:25.

    Full description at Econpapers || Download paper

33. Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates. (2004). Kaminska, Iryna ; Favero, Carlo ; Carriero, Andrea.
    In: Working Papers.
    RePEc:igi:igierp:253.

    Full description at Econpapers || Download paper

34. Reading the minds of investors: an empirical term structure model for policy analysis. (2004). Clouse, Jim.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-64.

    Full description at Econpapers || Download paper

35. Monetary policy alternatives at the zero bound: an empirical assessment. (2004). Reinhart, Vincent ; Bernanke, Ben ; Sack, Brian P..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-48.

    Full description at Econpapers || Download paper

36. Regime shifts in a dynamic term structure model of U.S. Treasury bond yields. (2004). Singleton, Kenneth ; Yang, Wei ; Dai, Qiang.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2004:i:mar:x:11.

    Full description at Econpapers || Download paper

37. A joint econometric model of macroeconomic and term structure dynamics. (2004). Tristani, Oreste ; Hördahl, Peter ; Hoerdahl, Peter.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:379.

    Full description at Econpapers || Download paper

38. Modeling Yield-Factor Volatility. (2004). Smith, Daniel ; Parignon, Christophe.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:307.

    Full description at Econpapers || Download paper

39. Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model. (2004). Vahid, Farshid ; Luo, Lin .
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:232.

    Full description at Econpapers || Download paper

40. A joint econometric model of macroeconomic and term structure dynamics. (2004). Tristani, Oreste ; Hördahl, Peter ; Hordahl, Peter ; Vestin, David .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004405.

    Full description at Econpapers || Download paper

41. Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates. (2004). Kaminska, Iryna ; Favero, Carlo ; Carriero, Andrea.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4301.

    Full description at Econpapers || Download paper

42. Macroeconomic Sources of Risk in the Term Structure. (2004). Wickens, Michael ; Balfoussia, Hiona.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1329.

    Full description at Econpapers || Download paper

43. Time-Consistent No-Arbitrage Models of the Term Structure. (2003). Yaron, Amir ; Brandt, Michael W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9458.

    Full description at Econpapers || Download paper

44. Monetary policy and the yield curve. (2003). Bomfim, Antulio N..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2003-15.

    Full description at Econpapers || Download paper

45. What does the yield curve tell us about GDP growth?. (2003). Wei, Min ; Piazzesi, Monika ; Ang, Andrew.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2003:i:mar:x:4.

    Full description at Econpapers || Download paper

46. What makes the yield curve move?. (2003). Wu, Tao.
    In: FRBSF Economic Letter.
    RePEc:fip:fedfel:y:2003:i:jun6:n:2003-15.

    Full description at Econpapers || Download paper

47. Macroeconomic modelling of monetary policy. (2003). Klaeffling, Matt.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003257.

    Full description at Econpapers || Download paper

48. Forecasting the Term Structure of Government Bond Yields. (2002). Diebold, Francis ; Li, Canlin.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:02-34.

    Full description at Econpapers || Download paper

49. Stock Return Predictability: Is it There?. (2001). Bekaert, Geert ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8207.

    Full description at Econpapers || Download paper

50. Economic determinants of the nominal treasury yield curve. (2001). Marshall, David ; Evans, Charles.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-01-16.

    Full description at Econpapers || Download paper

Report date: 2025-02-26 01:21:59 || Missing content? Let us know