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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.
   In: Applied Economics Letters.
   RePEc:taf:apeclt:v:14:y:2007:i:6:p:401-404.

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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.
   RePEc:pra:mprapa:4969.

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3. Structural change and the bond yield conundrum. (2007). Taboga, Marco.
   In: MPRA Paper.
   RePEc:pra:mprapa:4965.

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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.
   In: MPRA Paper.
   RePEc:pra:mprapa:2512.

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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, .
   In: PIER Working Paper Archive.
   RePEc:pen:papers:07-029.

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6. Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set. (2007). Sala, Luca ; Niu, Linlin ; Favero, Carlo.
   In: Working Papers.
   RePEc:igi:igierp:318.

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7. The Long-run Risk Model: Dynamics and Cyclicality of Interest Rates. (2007). Hasseltoft, Henrik.
   In: SIFR Research Report Series.
   RePEc:hhs:sifrwp:0058.

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8. Commentary on \\Macroeconomic implications of changes in the term premium\\. (2007). Cochrane, John.
   In: Review.
   RePEc:fip:fedlrv:y:2007:i:jul:p:271-282:n:v.89no.4.

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9. Macroeconomic implications of changes in the term premium. (2007). Swanson, Eric ; Rudebusch, Glenn ; Sack, Brian P..
   In: Review.
   RePEc:fip:fedlrv:y:2007:i:jul:p:241-270:n:v.89no.4.

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10. Forecasting recessions: the puzzle of the enduring power of the yield curve. (2007). Williams, John ; Rudebusch, Glenn.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2007-16.

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11. Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set. (2007). Sala, Luca ; Niu, Linlin ; Favero, Carlo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6206.

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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.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-25.

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13. Affine Macroeconomic Models of the Term Structure of Interest Rates: The US Treasury Market 1961-99. (2006). Spencer, Peter.
    In: Discussion Papers.
    RePEc:yor:yorken:04/16.

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

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15. An Interpretation of An Affine Term Structure Model for Chile. (2006). Ochoa, Juan.
    In: MPRA Paper.
    RePEc:pra:mprapa:1072.

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16. Equilibrium Yield Curves. (2006). Schneider, Martin ; Piazzesi, Monika.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12609.

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17. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models. (2006). West, Kenneth ; Clark, Todd.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0326.

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18. Forecasting Economic Data with Neural Networks. (2006). Suarez, Emilio.
    In: Computational Economics.
    RePEc:kap:compec:v:28:y:2006:i:1:p:71-88.

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19. The Predictive Power of the Yield Spread under the Veil of Time. (2006). Zagaglia, Paolo.
    In: Research Papers in Economics.
    RePEc:hhs:sunrpe:2006_0004.

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20. The yield curve and predicting recessions. (2006). Wright, Jonathan.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2006-07.

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21. Macroeconomic implications of changes in the term premium. (2006). Swanson, Eric ; Rudebusch, Glenn ; Sack, Brian P..
    In: Working Paper Series.
    RePEc:fip:fedfwp:2006-46.

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22. The bond yield \conundrum\ from a macro-finance perspective. (2006). Wu, Tao ; Swanson, Eric ; Rudebusch, Glenn.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2006-16.

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23. Forecasting with the yield curve; level, slope, and output 1875-1997. (2006). Haubrich, Joseph ; Bordo, Michael.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0611.

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24. The yield curve as a predictor and emerging economies. (2006). Mehl, Arnaud.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006691.

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25. New-Keynesian Macroeconomics and the Term Structure. (2006). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5956.

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26. Term structure of interest models: concept and estimation problem in a continuous-time setting. (2005). Di Miscia, Orazio.
    In: Finance.
    RePEc:wpa:wuwpfi:0504017.

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

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

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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.
    In: Working Papers.
    RePEc:igi:igierp:285.

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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.
    In: Working Papers.
    RePEc:igi:igierp:280.

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31. Approximately normal tests for equal predictive accuracy in nested models. (2005). West, Kenneth ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp05-05.

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

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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.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005544.

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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.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5259.

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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.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4976.

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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.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4910.

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37. Equilibrium Correlation of Asset Price and Return. (2005). Leung, Charles.
    In: Departmental Working Papers.
    RePEc:chk:cuhked:_175.

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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.
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-36.

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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.
    RePEc:rug:rugwps:04/264.

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41. 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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42. 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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43. A macro-finance model of the term structure, monetary policy, and the economy. (2004). Wu, Tao ; Rudebusch, Glenn.
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    RePEc:fip:fedfpr:y:2004:i:mar:x:8.

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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.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2004:i:mar:x:11.

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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.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:581.

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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.
    In: CEPR Discussion Papers.
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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.
    In: CEPR Discussion Papers.
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50. The Macroeconomy and the Yield Curve: A Nonstructural Analysis. (2003). Rudebusch, Glenn ; Diebold, Francis ; Aruoba, S. Boragan.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:03-024.

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