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Interest Rates Under Falling Stars. (2019). Rudebusch, Glenn ; Bauer, Michael.
In: Working Paper Series.
RePEc:fip:fedfwp:2017-16.

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  1. Undesired Consequences of Calvo Pricing in a Non-linear World. (2023). Rabitsch, Katrin ; Maršál, Aleš ; Kaszab, Lorant ; Marsal, Ales.
    In: Working and Discussion Papers.
    RePEc:svk:wpaper:1091.

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  2. Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks. (2023). Rabitsch, Katrin ; Lukmanova, Elizaveta.
    In: European Economic Review.
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  3. The term structure and inflation uncertainty. (2020). Orphanides, Athanasios ; Breach, Tomas ; Damico, Stefania.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:138:y:2020:i:2:p:388-414.

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  4. Estimating the neutral Czech government bond yield curve. (2019). Szabo, Milan ; Kucera, Adam.
    In: Occasional Publications - Chapters in Edited Volumes.
    RePEc:cnb:ocpubc:tafs2019/3.

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  5. With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound. (2018). Schupp, Fabian ; Geiger, Felix.
    In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
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  6. The term structure of liquidity premia and the macroeconomy in Canada: A dynamic latent-factor approach. (2018). Lange, Ronald Henry.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:57:y:2018:i:c:p:164-182.

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  7. Macroeconomic determinants of the term structure: Long-run and short-run dynamics. (2018). Liu, Rui ; Jacobs, Kris ; Doshi, Hitesh.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:48:y:2018:i:c:p:99-122.

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    RePEc:bca:bocawp:15-46.

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  33. Financial conditions, macroeconomic factors and (un)expected bond excess returns. (2014). Menkhoff, Lukas ; Fricke, Christoph.
    In: Discussion Papers.
    RePEc:zbw:bubdps:352014.

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  34. Nominal Term Structure and Term Premia. Evidence from Chile. (2014). Romero, Damian ; Naudon, Alberto ; Ceballos, Luis.
    In: MPRA Paper.
    RePEc:pra:mprapa:60911.

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  35. Term structure estimation in the presence of autocorrelation. (2014). Juneja, Januj.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:28:y:2014:i:c:p:119-129.

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  36. Estimación de la prima por vencimiento de los TES en pesos del gobierno colombiano. (2014). Moreno Gutiérrez, José ; Melo-Velandia, Luis ; Espinosa Torres, Juan ; Melovelandia, Luis Fernando ; Juan Andres Espinosa Torres, ; Jose Fernando Moreno Gutierrez, .
    In: Borradores de Economia.
    RePEc:col:000094:012333.

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  37. An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields?. (2014). Vargas-Herrera, Hernando ; Moreno Gutiérrez, José ; Guarín López, Alexander ; Guarin, Alexander.
    In: Borradores de Economia.
    RePEc:col:000094:011311.

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  38. Evaluating the robustness of UK term structure decompositions using linear regression methods. (2014). Meldrum, Andrew ; Malik, Sheheryar.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0518.

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  39. An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields. (2014). Moreno, Jose Fernando ; Vargas, Hernando ; Guarin, Alexander.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:78-09.

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  40. Specification Analysis of International Treasury Yield Curve Factors. (2014). Tiozzo Pezzoli, Luca ; Pegoraro, Fulvio ; Siegel, A. F..
    In: Working papers.
    RePEc:bfr:banfra:490.

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  41. Estimación de la prima por vencimiento de los TES en pesos del gobierno colombiano. (2014). Moreno Gutiérrez, José ; Melo-Velandia, Luis ; Espinosa Torres, Juan ; Melovelandia, Luis Fernando ; Juan Andres Espinosa Torres, ; Jose Fernando Moreno Gutierrez, .
    In: Borradores de Economia.
    RePEc:bdr:borrec:854.

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  42. An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields. (2014). Vargas-Herrera, Hernando ; Moreno Gutiérrez, José ; Guarín López, Alexander ; Guarin, Alexander.
    In: Borradores de Economia.
    RePEc:bdr:borrec:822.

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  43. Dynamic term structure models: The best way to enforce the zero lower bound. (2014). Meldrum, Andrew ; Andreasen, Martin M..
    In: CREATES Research Papers.
    RePEc:aah:create:2014-47.

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  44. The US Economy, the Treasury Bond Market and the Specification of Macro-Finance Models. (2013). Spencer, Peter.
    In: Discussion Papers.
    RePEc:yor:yorken:13/22.

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  45. More on U.S. Treasury term premiums: spot and expected measures. (2013). Durham, J. Benson.
    In: Staff Reports.
    RePEc:fip:fednsr:658.

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  46. Financial stability monitoring. (2013). Adrian, Tobias ; Liang, Nellie J. ; Covitz, Daniel .
    In: Staff Reports.
    RePEc:fip:fednsr:601.

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  47. Financial stability monitoring. (2013). Adrian, Tobias ; Liang, Nellie ; Covitz, Daniel .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-21.

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  48. A New Linear Estimator for Gaussian Dynamic Term Structure Models. (2013). Diez de los Rios, Antonio.
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-10.

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  49. Forecasting through the rear-view mirror: data revisions and bond return predictability. (2012). Moench, Emanuel ; Ghysels, Eric.
    In: Staff Reports.
    RePEc:fip:fednsr:581.

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  50. Decomposing real and nominal yield curves. (2012). Moench, Emanuel ; Crump, Richard ; Adrian, Tobias ; Abrahams, Michael.
    In: Staff Reports.
    RePEc:fip:fednsr:570.

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