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2. What Moves Treasury Yields?. (2021). Moench, Emanuel ; Siavash, Soroosh Soofi.
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3. Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem.
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4. Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem.
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5. Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem.
   In: CESifo Working Paper Series.
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9. Modelling and Estimating Large Macroeconomic Shocks During the Pandemic. (2021). Corrado, Luisa ; Grassi, Stefano ; Paolillo, Aldo.
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23. Likelihood Evaluation of Models with Occasionally Binding Constraints. (2019). Zhong, Molin ; Iacoviello, Matteo ; Guerrieri, Luca ; Cuba-Borda, Pablo.
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42. The Term Premium as a Leading Macroeconomic Indicator. (2016). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis.
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44. The interest rate effects of government bond purchases away from the lower bound. (2016). B. De Rezende, Rafael.
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49. Determinants of long-term yields: A panel data analysis of major countries. (2015). Ichiue, Hibiki ; Shimizu, Yuhei .
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50. Decomposing Long-Term Interest Rates: An International Comparison. (2015). Romero, Damian ; Ceballos, Luis.
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51. Banks Price Setting and Lending Maturity: Evidence from an Inflation- Targeting Economy. (2015). Pedersen, Michael ; Luttini, Emiliano.
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52. Tasas de Interés de Largo Plazo en Economías Desarrolladas: Tendencias Recientes e Implicancias de Política Monetaria en Chile.. (2015). Vergara, Rodrigo ; Albagli, Elias.
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53. Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Cao, Shuo ; Byrne, Joseph P ; Korobilis, Dimitris.
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54. The term structure of interest rates in a small open economy DSGE model with Markov switching. (2014). Maršál, Aleš ; Horvath, Roman ; Maral, Ale.
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55. Testing the Expectations Hypothesis with Survey Forecasts: The Impacts of Consumer Sentiment and the Zero Lower Bound in an I(2) CVAR. (2014). Stillwagon, Josh.
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56. Nominal Term Structure and Term Premia. Evidence from Chile. (2014). Romero, Damian ; Naudon, Alberto ; Ceballos, Luis.
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57. Perturbation Methods for Markov-Switching DSGE Models. (2014). Zha, Tao ; Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Foerster, Andrew.
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59. Perturbation methods for Markov-switching DSGE models. (2014). Zha, Tao ; Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Foerster, Andrew.
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60. Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply. (2014). Wright, Jonathan.
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61. Non-Local Solutions to Dynamic Equilibrium Models: the Approximate Stable Manifolds Approach. (2013). Ajevskis, Viktors.
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62. The relationship between DSGE and VAR models. (2013). Giacomini, Raffaella.
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63. What caused the decline in long-term yields?. (2013). Rudebusch, Glenn ; Bauer, Michael.
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64. DSGE Model-Based Forecasting. (2013). del Negro, Marco ; Schorfheide, Frank.
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65. The relationship between DSGE and VAR models. (2013). Giacomini, Raffaella.
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66. Term Structure Persistence. (2012). Moreno, Antonio ; Lovcha, Yuliya ; Gil-Alana, Luis ; Abbritti, Mirko.
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67. Consumption dynamics in general equilibrium. (2012). Hall, Jamie.
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68. Rapid estimation of nonlinear DSGE models. (2012). Hall, Jamie.
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69. Too much cocited documents. This list is not complete

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