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Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia. (2018). Finlay, Richard ; Hambur, Jonathan.
In: RBA Research Discussion Papers.
RePEc:rba:rbardp:rdp2018-02.

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Cited: 4

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Cites: 29

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Cocites: 50

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Citations received by this document

  1. Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!. (2023). Haque, Qazi ; Hambur, Jonathan.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2023-04.

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  2. The Yield and Market Function Effects of the Reserve Bank of Australias Bond Purchases. (2022). Xiang, Michelle ; Titkov, Dmitry ; Finlay, Richard.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2022-02.

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  3. Real Term Structure and New Keynesian Models. (2020). Kısacıkoğlu, Burçin ; Kisacikolu, Burin.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2020:q:2:a:3.

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  4. Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data. (2018). La Cava, Gianni ; Hambur, Jonathan.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2018-05.

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References

References cited by this document

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    Paper not yet in RePEc: Add citation now

Cocites

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  2. Treasury Supply Shocks and the Term Structure of Interest Rates in the UK. (2022). Lengyel, Andras.
    In: MNB Working Papers.
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  3. On the Relative Performance of Inflation Forecasts. (2022). Owyang, Michael ; Bennett, Julie.
    In: Review.
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  4. Does quantitative easing affect market liquidity?. (2022). Gillan, James M.
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  5. Dissecting the yield curve: The international evidence. (2022). Plazzi, Alberto ; Berardi, Andrea.
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  6. A robust approach for outlier imputation: Singular Spectrum Decomposition. (2021). Baumeister, Christiane.
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  8. The TIPS Liquidity Premium*. (2021). Riddell, Simon ; Andreasen, Martin M.
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  9. Real and Nominal Equilibrium Yield Curves. (2021). Rica, E ; Hsu, Alex ; Palomino, Francisco.
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    RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1138-1158.

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  10. Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico. (2021). Christensen, Jens ; Zhu, Simon ; Fischer, Eric ; Beauregard, Remy.
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  11. High-Frequency Estimates of the Natural Real Rate and Inflation Expectations. (2021). Meldrum, Andrew ; Aronovich, Alex.
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  12. Central Bank Credibility During COVID-19: Evidence from Japan. (2021). Spiegel, Mark ; Christensen, Jens.
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  13. The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation. (2021). Tzavalis, Elias ; Argyropoulos, Efthymios.
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  19. The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul .
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  20. Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks. (2020). Tillmann, Peter ; PeterTillmann, .
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  21. Official Demand for U.S. Debt: Implications for U.S. Real Rates. (2020). Zinna, Gabriele ; Kaminska, Iryna.
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  26. No-arbitrage pricing of GDP-linked bonds. (2020). Yan, Wen ; Eguren Martin, Fernando ; Meldrum, Andrew ; Eguren-Martin, Fernando.
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