1. Bond supply expectations and the term structure of interest rates. (2025). Dufour, Alfonso ; Billio, Monica ; Busetto, F ; Varotto, S.
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2. Perceptions about Monetary Policy. (2023). Pflueger, Carolin ; Bauer, Michael ; Sunderam, Adi.
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3. Exchange rate and inflation under weak monetary policy: Turkey verifies theory. (2022). Lee, Sang Seok ; Kısacıkoğlu, Burçin ; Gürkaynak, Refet ; Gurkaynak, Refet S ; Kisacikolu, Burin.
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4. Monetary policy reaction function and the financial cycle. (2022). Rungcharoenkitkul, Phurichai ; Hubert, Paul ; Filardo, Andrew.
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5. Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory. (2022). Lee, Sang Seok ; Kısacıkoğlu, Burçin ; Gürkaynak, Refet.
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6. The effects of Federal Reserves quantitative easing and balance sheet normalization policies on long-term interest rates. (2022). Georgiou, Evangelia ; Brissimis, Sophocles.
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7. Gold, platinum and the predictability of bond risk premia. (2021). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie.
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8. Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia. (2021). Wohar, Mark ; GUPTA, RANGAN ; Cepni, Oguzhan.
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9. Oil price uncertainty and movements in the US government bond risk premia. (2020). Wohar, Mark ; Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet.
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10. Gold, Platinum and the Predictability of Bond Risk Premia. (2019). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie.
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11. Oil Price Uncertainty and Movements in the US Government Bond Risk Premia. (2019). Wohar, Mark ; Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet.
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12. Macroeconomic Drivers of Bond and Equity Risks. (2018). Viceira, Luis ; Pflueger, Carolin ; Campbell, John.
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13. Central banks going long. (2018). Reis, Ricardo.
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14. Central Banks Going Long. (2018). Reis, Ricardo.
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15. Central Banks Going Long. (2018). Reis, Ricardo.
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16. Nominal term structure and term premia: evidence from Chile. (2016). Romero, Damian ; Naudon, Alberto ; Ceballos, Luis.
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17. Influence de la politique monétaire sur le taux long Quelques évidences empiriques, cas du Maroc. (2016). el Faiz, Zakaria ; Ziani, Manal .
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18. Do long term interest rates drive GDP and inflation in small open economies? Evidence from Poland. (2016). Wesołowski, Grzegorz ; Wesoowski, Grzegorz.
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19. A Markov switching unobserved component analysis of the CDX index term premium. (2016). Miao, Rong Hui ; Calice, Giovanni ; Ioannidis, Christos.
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20. Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph.
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21. Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Cao, Shuo ; Byrne, Joseph P ; Korobilis, Dimitris.
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22. Nominal Term Structure and Term Premia. Evidence from Chile. (2014). Romero, Damian ; Naudon, Alberto ; Ceballos, Luis.
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23. Macroeconomic Drivers of Bond and Equity Risks. (2014). Viceira, Luis ; Pflueger, Carolin ; Campbell, John.
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24. Identifying Taylor Rules in Macro-finance Models. (2013). Zin, Stanley ; Chernov, Mikhail.
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25. Measuring monetary policy expectations. (2013). .
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26. Identifying Taylor Rules in Macro-Finance Models. (2013). Zviadadze, Irina ; Zin, Stanley ; Chernov, Mikhail.
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27. Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs. (2013). Singleton, Kenneth ; Joslin, Scott.
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28. The yield curve and the macroeconomy: Evidence from Turkey. (2013). Kaya, Huseyin.
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29. Identifying Taylor rules in macro-finance models. (2013). Zviadadze, Irina ; Zin, Stanley ; Chernov, Mikhail ; Backus, David.
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30. The interest rate effects of government debt maturity. (2013). Zampolli, Fabrizio ; Turner, Philip ; Chadha, Jagjit.
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31. Greenspan’s conundrum and the Fed’s ability to affect long-term yields. (2012). Thornton, Daniel.
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32. Counter-cyclical Economic Policy. (2010). Sutherland, Douglas ; Röhn, Oliver ; Hoeller, Peter ; Égert, Balázs ; Rohn, Oliver.
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33. Estimating the Market-Perceived Monetary Policy Rule. (2010). Pruitt, Seth ; Hamilton, James ; Borger, Scott.
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1. A macro-finance term structure model with multivariate stochastic volatility. (2016). Laurini, Márcio ; Caldeira, Joo F.
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2. Identification of Affine Term Structure Models with Observed Factors: Economic Shocks on Brazilian Yield Curves. (2015). Matsumura, Marco S. ; Ajax R. B. Moreira, .
   In: Discussion Papers.
   RePEc:ipe:ipetds:0178.

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3. Impact of Macro Shocks on Sovereign Default Probabilities. (2015). Matsumura, Marco S..
   In: Discussion Papers.
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4. Macro Factors and the Brazilian Yield Curve with no Arbitrage Models. (2015). Matsumura, Marcos S. ; Ajax R. B. Moreira, .
   In: Discussion Papers.
   RePEc:ipe:ipetds:0171.

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5. Can Macroeconomic Variables Account for the Term Structure of Sovereign Spreads? Studying the Brazilian Case. (2015). Matsumura, Marco ; Ajax R. B. Moreira, .
   In: Discussion Papers.
   RePEc:ipe:ipetds:0152.

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6. Why do term structures in different currencies co-move?. (2015). Lundblad, Christian ; Jotikasthira, Chotibhak ; Le, An H.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:115:y:2015:i:1:p:58-83.

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7. Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks. (2013). Smith, Peter ; Mendoza-Velázquez, Alfonso ; Velzquez, Alfonso Mendoza .
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8. On the informational role of term structure in the US monetary policy rule. (2013). Vázquez, Jesús ; Maria-Dolores, Ramon ; Londoo, Juan-Miguel ; Vazquez, Jesus.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:37:y:2013:i:9:p:1852-1871.

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9. A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve. (2013). Kaminska, Iryna.
   In: Oxford Bulletin of Economics and Statistics.
   RePEc:bla:obuest:v:75:y:2013:i:5:p:680-704.

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10. Equity Returns and the Business Cycle: the Role of Supply and Demand Shocks. (2013). Smith, Peter ; Mendoza-Velázquez, Alfonso ; Velazquez, Alfonso Mendoza.
    In: Manchester School.
    RePEc:bla:manchs:v:81:y:2013:i::p:100-124.

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11. An affine multifactor model with macro factors for the German term structure: Changing results during the recent crises. (2012). Stapf, Jelena ; Halberstadt, Arne.
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12. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Bansal, Ravi ; Shaliastovich, Ivan.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:778.

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13. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Bansal, Ravi ; Shaliastovich, Ivan.
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14. Some Comments on a Macro-Finance Model with Stochastic Volatility. (2012). Laurini, Márcio ; Caldeira, Joo Frois.
    In: IBMEC RJ Economics Discussion Papers.
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15. Joint dynamics of Brazilian interest rate yields and macro variables under a no-arbitrage restriction. (2012). de Melo, Eduardo F. L., ; Barbedo, Claudio H. S., .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:64:y:2012:i:5:p:364-376.

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16. No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates. (2011). Hassan, Shakill ; Aling, Peter .
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17. The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy. (2010). Raes, Louis ; Mahieu, Ronald ; Eijffinger, Sylvester ; Raes, L. B. D., ; Eijffinger, S. C. W., .
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18. The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy. (2010). Raes, Louis ; Mahieu, Ronald ; Eijffinger, Sylvester ; Raes, L. B. D., ; Eijffinger, S. C. W., .
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19. The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy. (2010). Raes, Louis ; Mahieu, Ronald ; Eijffinger, Sylvester ; Raes, L. B. D., ; Eijffinger, S. C. W., .
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20. The bond yield conundrum: alternative hypotheses and the state of the economy. (2010). Mahieu, Ronald ; Eijffinger, Sylvester ; Raes, Louis ; Eijffinger, Sylvester C. W., .
    In: CEPR Discussion Papers.
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21. On the informational role of term structure in the US monetary policy rule. (2009). Vázquez, Jesús ; Londono, Juan M. ; Maria-Dolores, Ramon ; Londoo, Juan M..
    In: UMUFAE Economics Working Papers.
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22. Time-varying yield curve dynamics and monetary policy. (2009). Surico, Paolo ; mumtaz, haroon.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:6:p:895-913.

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23. Challenges in macro-finance modeling. (2009). Kim, Don H..
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    RePEc:fip:fedlrv:y:2009:i:sep:p:519-544:n:v.91no.5,pt.2.

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24. The term structure of policy rules. (2009). Taylor, John ; Smith, Josephine M..
    In: Journal of Monetary Economics.
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25. Affine General Equilibrium Models. (2008). Eraker, Bjorn.
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    RePEc:inm:ormnsc:v:54:y:2008:i:12:p:2068-2080.

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26. Challenges in macro-finance modeling. (2008). Kim, Don.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2008-06.

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27. Term structure transmission of monetary policy. (2008). Kozicki, Sharon.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:19:y:2008:i:1:p:71-92.

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28. An affine macro-finance term structure model for the euro area. (2008). Lemke, Wolfgang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:19:y:2008:i:1:p:41-69.

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29. Further evidence on the impact of economic news on interest rates. (2007). Ielpo, Florian ; GUEGAN, Dominique.
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30. The Explanatory Power of Monetary Policy Rules. (2007). Taylor, John.
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31. The Long and the Short End of the Term Structure of Policy Rules. (2007). Taylor, John ; Smith, Josephine.
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32. Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set. (2007). Sala, Luca ; Niu, Linlin ; Favero, Carlo.
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33. Further evidence on the impact of economic news on interest rates. (2007). Guegan, Dominique.
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34. Inflation risk and optimal monetary policy. (2007). Pakko, Michael ; Keen, Benjamin ; Gavin, William.
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35. What does the yield curve tell us about the Federal Reserves implicit inflation target?. (2007). Doh, Taeyoung.
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36. On forecasting the term structure of credit spreads. (2007). Thomson, James ; Ritchken, Peter H. ; C. N. V. Krishnan, .
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37. Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy. (2007). Balduzzi, Pierluigi.
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38. Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set. (2007). Sala, Luca ; Niu, Linlin ; Favero, Carlo.
    In: CEPR Discussion Papers.
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39. A Macro-Finance Analysis of the Term Structure and Monetary Policy in Japan: Using a Model with Time-Variant Equilibrium Rates of Real Interest and Inflation and with the Zero Lower Bound of Nominal Interest Rates. (2007). Suzuki, Takashi ; Oda, Nobuyuki.
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40. An affine macro-factor model of the UK yield curve. (2007). Lildholdt, Peter ; Panigirtzoglou, Nikolaos ; Peacock, Chris .
    In: Bank of England working papers.
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41. Term Structure Transmission of Monetary Policy. (2007). Kozicki, Sharon.
    In: Staff Working Papers.
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42. IMPACT OF MACRO SHOCKS ON SOVEREIGN DEFAULT PROBABILITIES. (2007). Matsumura, Marco S..
    In: Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting].
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43. The relative importance of Term Spread, Policy Inertia and Persistent Monetary Policy Shocks in Monetary Policy Rules. (2006). Vázquez, Jesús.
    In: Computing in Economics and Finance 2006.
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44. Macro Factors and the Brazilian Yield Curve With no Arbitrage Models. (2006). Moreira, Ajax ; Matsumura, Marcos S. ; Ajax R. B. Moreira, .
    In: Discussion Papers.
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45. Monetary Policy Inertia: Fact or Fiction?. (2006). Rudebusch, Glenn.
    In: International Journal of Central Banking.
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46. State-Dependent Stock Market Reactions to Monetary Policy. (2006). Davig, Troy ; Gerlach, Jeffrey R..
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2006:q:4:a:3.

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47. The Importance of Stock Market Returns in Estimated Monetary Policy Rules: a Structural Approach. (2006). Perez, Jesus Vazquez .
    In: DFAEII Working Papers.
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48. The Importance of Stock Market Returns in Estimated Monetary Policy Rules: a Structural Approach. (2006). Perez, Jesus Vazquez .
    In: DFAEII Working Papers.
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49. Can Macroeconomic Variables Account for the Term Structure of Sovereign Spreads? Studying the Brazilian Case. (2005). Moreira, Ajax ; Matsumara, Marco ; Ajax R. B. Moreira, .
    In: Discussion Papers.
    RePEc:ipe:ipetds:1106.

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

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