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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.

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  1. Persistent government debt and aggregate risk distribution. (2021). Nguyen, Thien T ; Croce, M ; Raymond, S.
    In: Journal of Financial Economics.
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  2. Rigid High Street, Flexible Wall Street. (2021). Sustek, Roman.
    In: Discussion Papers.
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  3. Public Debt and the Slope of the Term Structure. (2019). Nguyen, Thien.
    In: 2019 Meeting Papers.
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  4. Persistent Government Debt and Aggregate Risk Distribution. (2019). Croce, Mariano ; Raymond, Steve ; Nguyen, Thien T.
    In: NBER Working Papers.
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  5. Term structure dynamics in a monetary economy with learning. (2019). Ono, Sadayuki .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:730-745.

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  6. Persistent Government Debt and Aggregate Risk Distribution. (2019). Raymond, Steve ; Nguyen, Thien ; Croce, Mariano Massimiliano.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13922.

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  7. Central Banks Going Long. (2019). Reis, Ricardo.
    In: Central Banking, Analysis, and Economic Policies Book Series.
    RePEc:chb:bcchsb:v26c03pp043-081.

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  8. Central banks going long. (2018). Reis, Ricardo.
    In: LSE Research Online Documents on Economics.
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  9. Central Banks Going Long. (2018). Reis, Ricardo.
    In: CEPR Discussion Papers.
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  10. Taxes and the Fed : Theory and Evidence from Equities. (2017). Waller, William ; Diercks, Anthony M.
    In: Finance and Economics Discussion Series.
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  11. Demographics and the Behavior of Interest Rates. (2016). Favero, Carlo ; Yang, Haoxi ; Gozluklu, Arie E.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:64:y:2016:i:4:d:10.1057_s41308-016-0020-2.

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  12. Macro-Finance Separation by Force of Habit. (2015). Lopez, Pierlauro ; Lopez-Salido, David ; Vazquez-Grande, Francisco.
    In: 2015 Meeting Papers.
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  13. Asset Pricing in a Monetary Economy with Heterogeneous Beliefs. (2015). Croitoru, Benjamin ; Lu, Lei.
    In: Management Science.
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  14. Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2015). Lopez, Pierlauro ; Lopez-Salido, David ; Vazquez-Grande, Francisco.
    In: Finance and Economics Discussion Series.
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  15. Why do term structures in different currencies co-move?. (2015). Le, Anh ; Lundblad, Christian ; Jotikasthira, Chotibhak .
    In: Journal of Financial Economics.
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  16. 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..

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  17. Identifying Taylor Rules in Macro-finance Models. (2013). Zin, Stanley ; Chernov, Mikhail ; Backus, David.
    In: Working Papers.
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  18. Identifying monetary policy in macro-finance models. (2013). Zviadadze, Irina ; Zin, Stanley ; Chernov, Mikhail ; Backus, David.
    In: NBER Working Papers.
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  19. Identifying Taylor rules in macro-finance models. (2013). Zin, Stanley ; Chernov, Mikhail ; Backus, David.
    In: CEPR Discussion Papers.
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  20. Risk and Policy Shocks on the US Term Structure. (2013). Wolters, Juergen ; Weber, Enzo.
    In: Scottish Journal of Political Economy.
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  21. Bond Risk Premiums and Optimal Monetary Policy. (2012). Palomino, Francisco.
    In: Review of Economic Dynamics.
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  22. Bond risk premia, macroeconomic fundamentals and the exchange rate. (2012). Taboga, Marco ; Pericoli, Marcello.
    In: International Review of Economics & Finance.
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  23. The causal structure of bond yields. (2012). Wang, Zijun.
    In: The Quarterly Review of Economics and Finance.
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  24. Why are excess returns on China’s Treasury bonds so predictable? The role of the monetary system. (2012). Zhang, Chu ; Tian, Shu ; Fan, Longzhen .
    In: Journal of Banking & Finance.
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  25. Macroeconomics and the Term Structure. (2012). Gürkaynak, Refet ; Gurkaynak, Refet S. ; Wright, Jonathan H..
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  26. Investors and Central Banks Uncertainty Embedded in Index Options. (2011). David, Alexander ; Veronesi, Pietro.
    In: NBER Working Papers.
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  27. Demographics and The Behaviour of Interest Rates. (2011). Favero, Carlo ; Gozluklu, Arie E. ; Yang, Haoxi .
    In: Working Papers.
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  28. Term structure modelling with observable state variables. (2011). Huse, Cristian.
    In: Journal of Banking & Finance.
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  29. Macro-finance models of interest rates and the economy. (2010). Rudebusch, Glenn ; GlennD. Rudebusch, .
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  30. Chinas official rates and bond yields. (2010). Johansson, Anders ; Fan, Longzhen .
    In: Journal of Banking & Finance.
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  31. No-arbitrage macroeconomic determinants of the yield curve. (2010). Chernov, Mikhail ; Bikbov, Ruslan .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:159:y:2010:i:1:p:166-182.

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  32. MACRO-FINANCE MODELS OF INTEREST RATES AND THE ECONOMY. (2010). Rudebusch, Glenn ; GlennD. Rudebusch, .
    In: Manchester School.
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  33. Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change. (2009). Valls Pereira, Pedro ; Marçal, Emerson ; Maral, Emerson F. ; Abbara, Omar.
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  34. On the Need for a New Approach to Analyzing Monetary Policy. (2009). Atkeson, Andrew ; Kehoe, Patrick J..
    In: NBER Chapters.
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  35. Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates. (2009). Luger, Richard ; Garcia, René.
    In: CIRANO Working Papers.
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  36. Canonical Term‐Structure Models with Observable Factors and the Dynamics of Bond Risk Premia. (2008). Taboga, Marco ; Pericoli, Marcello.
    In: Journal of Money, Credit and Banking.
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  37. The Yield Curve and Macroeconomic Dynamics. (2008). Vestin, David ; Tristani, Oreste ; Hordahl, Peter.
    In: Economic Journal.
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  38. Long-Run Inflation Risk and the Postwar Term Premium. (2008). Swanson, Eric ; Rudebusch, Glenn.
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  39. The Economic Content of Interest Rates, Monetary Policy and Time-Varying Risk Premia. (2008). Palomino, Francisco.
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  40. Bond risk premia, macroeconomic fundamentals and the exchange rate. (2008). Taboga, Marco ; Pericoli, Marcello.
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  41. A No-Arbitrage Analysis of Macroeconomic Determinants of the Credit Spread Term Structure. (2008). Wu, Liuren ; Zhang, Frank Xiaoling.
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  42. On the need for a new approach to analyzing monetary policy. (2008). Kehoe, Patrick ; Atkeson, Andrew.
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  43. On the need for a new approach to analyzing monetary policy. (2008). Kehoe, Patrick ; Atkeson, Andrew.
    In: Staff Report.
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  44. Examining the bond premium puzzle with a DSGE model. (2008). Swanson, Eric ; Rudebusch, Glenn.
    In: Working Paper Series.
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  45. Examining the bond premium puzzle with a DSGE model. (2008). Swanson, Eric ; Rudebusch, Glenn.
    In: Journal of Monetary Economics.
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  46. Term Structure Dynamics in a Monetary Economy with Learning. (2007). Ono, Sadayuki .
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  47. Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Models. (2007). Rudebusch, Glenn ; Wu, Tao.
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  48. A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors. (2007). Taboga, Marco ; Pericoli, Marcello ; Marcello, Pericoli.
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  49. Cracking the Conundrum. (2007). Wright, Jonathan ; Backus, David.
    In: NBER Working Papers.
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  50. Arbitrage-free bond pricing with dynamic macroeconomic models. (2007). Zin, Stanley ; Palomino, Francisco ; Hollifield, Burton ; Gallmeyer, Michael.
    In: Review.
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  51. Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy. (2007). Balduzzi, Pierluigi.
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  52. Monetary policy, expected inflation and inflation risk premia. (2007). Ravenna, Federico ; Seppala, Juha .
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  53. Cracking the Conundrum. (2007). Wright, Jonathan ; Backus, David.
    In: Brookings Papers on Economic Activity.
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  54. Term Structure Rules for Monetary Policy. (2006). Kulish, Mariano.
    In: RBA Research Discussion Papers.
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  55. Macroeconomic implications of changes in the term premium. (2006). Swanson, Eric ; Rudebusch, Glenn ; Sack, Brian P..
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References

References cited by this document

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  2. Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models. (2007). Zin, Stanley ; Palomino, Francisco ; Hollifield, Burton ; Gallmeyer, Michael.
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  28. Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium. (2005). Wachter, Jessica ; Lettau, Martin.
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    RePEc:cpr:ceprdp:4921.

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  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.

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  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.

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

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  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.

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  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.

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  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.

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  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.

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  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.

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  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.

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

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  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.

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  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.

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  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.

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

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

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

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  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.

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

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

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  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.

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

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

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