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2. Inflation Expectations and the News. (2014). Bauer, Michael.
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3. Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity. (2013). Viceira, Luis ; Pflueger, Carolin.
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4. Pricing deflation risk with U.S. Treasury yields. (2012). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; Jens H. E. Christensen, .
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5. Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields. (2012). Fontaine, Jean-Sebastien ; Feunou, Bruno.
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3. Christensen, Jens H. E., Francis X. Diebold, and Glenn D. Rudebusch, 2011, The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models, Forthcoming in Journal of Econometrics.

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1. The term structure of macroeconomic risks at the effective lower bound. (2025). Roussellet, Guillaume.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:248:y:2025:i:c:s0304407623000143.

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2. What drives the TIPS–Treasury bond mispricing?. (2023). Ahn, Yongkil.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001056.

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3. The common and specific components of inflation expectations across European countries. (2022). Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Wang, Weining ; Chen, Shi.
   In: Empirical Economics.
   RePEc:spr:empeco:v:62:y:2022:i:2:d:10.1007_s00181-021-02027-1.

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4. Dissecting the yield curve: The international evidence. (2022). Plazzi, Alberto ; Berardi, Andrea.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002429.

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5. The common and speci fic components of inflation expectation across European countries. (2020). Wang, Weining ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Chen, Shi.
   In: IRTG 1792 Discussion Papers.
   RePEc:zbw:irtgdp:2020023.

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6. The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian.
   In: Discussion Papers.
   RePEc:zbw:bubdps:322020.

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7. The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20202476.

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8. Market risk and market-implied inflation expectations. (2019). Orlowski, Lucjan ; Soper, Carolyne.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:66:y:2019:i:c:s1057521919301978.

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9. What Determines the Neutral Rate of Interest in an Emerging Economy?. (2018). Elizondo, Rocio ; Carrillo, Julio ; Jessica, Roldan-Pea ; Alonso, Rodriguez-Perez Cid ; Rocio, Elizondo ; Julio, Carrillo.
   In: Working Papers.
   RePEc:bdm:wpaper:2018-22.

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10. Computing long‐term market inflation expectations for countries without inflation expectation markets. (2017). Rosenblatt-Wisch, Rina ; Moessner, Richhild ; Gerlach-Kristen, Petra.
    In: Working Papers.
    RePEc:snb:snbwpa:2017-09.

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11. An empirical decomposition of the liquidity premium in breakeven inflation rates. (2017). Guler, Mustafa ; Polat, Tandoan ; Kele, Gursu .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:63:y:2017:i:c:p:185-192.

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12. Volatility of commodity futures prices and market-implied inflation expectations. (2017). Orlowski, Lucjan.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:51:y:2017:i:c:p:133-141.

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13. Staying at zero with affine processes: An application to term structure modelling. (2017). Roussellet, Guillaume ; Renne, Jean-Paul ; Pegoraro, Fulvio ; Monfort, Alain.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:201:y:2017:i:2:p:348-366.

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14. Decomposing real and nominal yield curves. (2016). Moench, Emanuel ; Crump, Richard ; Adrian, Tobias ; Abrahams, Michael ; Yu, Rui.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:84:y:2016:i:c:p:182-200.

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15. Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey. (2016). Çakmaklı, Cem ; Altug, Sumru ; Akmakli, Cem.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:1:p:138-153.

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16. Information in the Term Structure of Yield Curve Volatility. (2016). Povala, Pavol ; Cieslak, Anna.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:71:y:2016:i:3:p:1393-1436.

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17. Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach. (2015). Wang, Weining ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Chen, Shi.
    In: SFB 649 Discussion Papers.
    RePEc:zbw:sfb649:sfb649dp2015-049.

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18. Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach. (2015). Wang, Weining ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Chen, Shi.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2015-049.

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19. Assessing the anchoring of inflation expectations. (2015). Strohsal, Till ; Winkelmann, Lars.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:50:y:2015:i:c:p:33-48.

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20. Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey. (2015). Çakmaklı, Cem ; Altug, Sumru ; Cakmakli, Cem.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10419.

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21. Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model. (2015). Nakajima, Jouchi ; Imakubo, Kei.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp15e01.

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22. Inflation Targeting and Inflation Expectations: Evidence for Brazil and Turkey. (2014). Çakmaklı, Cem ; Altug, Sumru ; Cakmakli, Cem.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1413.

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23. Assessing the anchoring of inflation expectations. (2012). Winkelmann, Lars ; Strohsal, Till.
    In: SFB 649 Discussion Papers.
    RePEc:zbw:sfb649:sfb649dp2012-022.

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24. Inflation risk premium: evidence from the TIPS market. (2012). Huang, Jingzhi ; Grishchenko, Olesya.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2012-06.

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25. The term structure of inflation expectations. (2012). Mueller, Philippe ; Chernov, Mikhail.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:106:y:2012:i:2:p:367-394.

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26. Expected inflation and inflation risk premium in the euro area and in the United States. (2012). Pericoli, Marcello.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_842_12.

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27. A model-independent maximum range for the liquidity correction of TIPS yields. (2011). Christensen, Jens ; Jens H. E. Christensen, ; Gillan, James M..
    In: Working Paper Series.
    RePEc:fip:fedfwp:2011-16.

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28. Extracting deflation probability forecasts from Treasury yields. (2011). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; Jens H. E. Christensen, .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2011-10.

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29. Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle. (2010). Lustig, Hanno ; Longstaff, Francis ; Fleckenstein, Matthias.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16358.

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30. Macro-finance models of interest rates and the economy. (2010). Rudebusch, Glenn.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2010-01.

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31. Actualización de la descomposición del BEI cuando se dispone de nueva información. (2010). Moreno Gutiérrez, José ; Melo-Velandia, Luis ; Melovelandia, Luis Fernando ; Jose Fernando Moreno Gutierrez, .
    In: Borradores de Economia.
    RePEc:col:000094:007333.

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32. Actualización de la descomposición del BEI cuando se dispone de nueva información. (2010). Moreno Gutiérrez, José ; Melo-Velandia, Luis ; Melovelandia, Luis Fernando ; Jose Fernando Moreno Gutierrez, .
    In: Borradores de Economia.
    RePEc:bdr:borrec:620.

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33. International Interest-Rate Risk Premia in Affine Term Structure Models. (2009). Geiger, Felix.
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
    RePEc:hoh:hohdip:316.

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34. Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates. (2008). Pennacchi, George ; Haubrich, Joseph ; Ritchken, Peter.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0810.

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