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2. Duration structure of unemployment hazards and the trend unemployment rate. (2023). Ahn, Hie Joo.
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3. The All‐Gap Phillips Curve. (2023). Smith, Gregor ; McNeil, James.
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4. The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times. (2022). Sahin, Aysegul ; Giannoni, Marc ; Eusepi, Stefano ; Crump, Richard.
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5. The Role of Industrial Composition in Driving the Frequency of Price Change. (2022). Garga, Vaishali ; Cotton, Christopher.
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6. The inexorable recoveries of unemployment. (2022). Kudlyak, Marianna ; Hall, Robert E.
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7. Slack and prices during Covid-19: Accounting for labor market participation. (2022). Guglielminetti, Elisa ; De Philippis, Marta ; lo Bello, Salvatore ; Damuri, Francesco.
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8. Natural unemployment and activity rates: flow-based determinants and implications for price dynamics. (2021). Guglielminetti, Elisa ; De Philippis, Marta ; D'Amuri, Francesco ; lo Bello, Salvatore.
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9. Job Applications and Labour Market Flows. (2021). See, Kurt ; Birinci, Serdar ; Wee, Shu Lin.
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10. Beveridgean Unemployment Gap. (2021). Saez, Emmanuel ; Michaillat, Pascal.
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11. FAQ: How do I extract the output gap?. (2020). Canova, Fabio.
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12. The Unemployment Cost of COVID-19: How High and How Long?. (2020). Tasci, Murat ; Sahin, Aysegul.
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13. Unemployment flows, participation, and the natural rate of unemployment: Evidence from turkey. (2020). Sengul, Gonul ; Tasci, Murat.
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14. FAQ: How do I measure the Output gap?. (2020). Canova, Fabio.
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15. Beveridgean Unemployment Gap. (2019). Saez, Emmanuel ; Michaillat, Pascal.
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16. The Natural Level of Capital Flows. (2019). Burger, John ; Warnock, Veronica Cacdac.
    In: NBER Working Papers.
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17. Beveridgean Unemployment Gap. (2019). Saez, Emmanuel ; Michaillat, Pascal.
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1. (ed.), Workers, Jobs, and Inflation, Brookings Institution. Greenspan, A., 1998. Question: Is there a new economy? Remarks at the Haas Annual Business Faculty Research Dialogue. University of California at Berkeley, September 4, 1998.
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3. Abrahams, M., Adrian, T., Crump, R. K., Moench, E., Yu, R., 2016. Decomposing real and nominal yield curves. Journal of Monetary Economics 84, 182–200.

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9. Between March 1986 and March 1996 longer-run forecasts are provided in the March and October surveys.
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14. Blue Chip Financial Forecasts The Blue Chip Financial Forecasts Survey (BCFF) is a monthly survey of about 50 professional forecasters that has been running since 1982. The survey is typically released on the first day of the month, and is based on participants’ responses that have been collected during the last week of the previous month. The survey focuses primarily on financial variables such as interest rates (as compared to the BCEI) but also includes forecasts for major macroeconomic variables (such as output and inflation). The participants of the survey range from broker-dealers to economic consulting firms, and the identity of the participants is known for their shorter-term forecasts (out to as much as six-quarters ahead).
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15. Brauer, D., 2007. The natural rate of unemployment. Working Paper 2007-06, Congressional Budget Office.

16. Business Dynamics Statistics (BDS) The Business Dynamics Statistics (BDS) provides annual measures of business dynamics for the economy and aggregated by establishment and firm characteristics. We use firm-age-specific job destruction rates by state from the publicly available BDS database for 1977-2014. The BDS is created from the Longitudinal Business Database (LBD), a confidential database available to qualified researchers through secure Federal Statistical Research Data Centers.
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17. Business Employment Dynamics (BED) Business Employment Dynamics is a set of statistics generated from the Quarterly Census of Employment and Wages program. These quarterly data series consist of gross job gains and gross job losses statistics from 1992 forward. These data help to provide a picture of the dynamic state of the labor market. The change in the number of jobs over time is the net result of increases and decreases in employment that occur at all private businesses in the economy. Business Employment Dynamics (BED) statistics track these changes in employment at private-sector establishments from the third month of one quarter to the third month of the next. The difference between the number of gross job gains and the number of gross job losses is the net change in employment.
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20. Carvalho, C., Eusepi, S., Moench, E., Preston, B., 2017. Anchored inflation expectations, working Paper.
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21. Coibion, O., Gorodnichenko, Y., 2015. Is the Phillips curve alive and well after all? inflation expectations and the missing disinflation. American Economic Journal: Macroeconomics 7, 197–232.

22. Cutler, D. M., Poterba, J. M., Sheiner, L., Summers, L. H., 1990. An aging society: Opportunity or challenge? Brookings Papers on Economic Activity 21, 1–73.

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24. Davis, S. J., Faberman, R. J., Haltiwanger, J., Jarmin, R., Miranda, J., 2010. Business volatility, job destruction, and unemployment. American Economic Journal: Macroeconomics 2, 259–287.

25. Davis, S. J., Haltiwanger, J., 2014. Labor market fluidity and economic performance. Tech. Rep. 20479, NBER.

26. Davis, S. J., Haltiwanger, J., Jarmin, R., Miranda, J., 2006. Volatility and dispersion in business growth rates: Publicly traded versus privately held firms. In: Acemoglu, D., Rogoff, K., Woodford, M. (eds.), NBER Macroeconomics Annual, MIT Press, vol. 21, pp. 259–287.

27. Davis, S. J., von Wachter, T., 2011. Recessions and the costs of job loss. Brookings Papers on Economic Activity 42, 1–72.

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29. Decker, R. A., Haltiwanger, J. C., Jarmin, R. S., Miranda, J., 2017. Changing business dynamism and productivity: Shocks vs. responsiveness, working paper.
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30. Del Negro, M., Giannone, D., Giannoni, M. P., Tambalotti, A., 2018. Safety, liquidity, and the natural rate of interest. Brookings Papers on Economic Activity 49, 235–94.
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31. Del Negro, M., Giannoni, M. P., Schorfheide, F., 2015. Inflation in the great recession and new Keynesian models. American Economic Journal: Macroeconomics 7, 168–196.

32. Elsby, M. W. L., Hobijn, B., Şahin, A., 2010. The labor market in the great recession. Brookings Papers on Economic Activity 41, 1–69.

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35. Engbom, N., 2017. Firm and worker dynamics in an aging labor market, working paper.
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36. Erceg, C. J., Henderson, D. W., Levin, A. T., 2000. Optimal monetary policy with staggered wage and price contracts. Journal of Monetary Economics 46, 281–313.

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38. Faberman, R. J., Şahin, A., 2011. Reserve bank report on structural unemployment. FOMC Memo, Meeting of January 25-26.
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39. For longer horizons the consensus (i.e., mean) forecast is provided for each variable. Beginning in 1983, BCFF began querying respondents on their forecasts for a selection of variables over the following five years (once in 1983 and twice in 1984 and 1985). Starting in 1986 these biannual special questions included longer horizons including 6-to-10 years or 7-to-11 years ahead. We merge responses for either horizon to form a single series.
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40. Fort, T. C., Haltiwanger, J., Jarmin, R. S., Miranda, J., 2013. How firms respond to business cycles: The role of firm age and firm size. IMF Economic Review 61, 520–559.

41. Friedman, M., 1968. The role of monetary policy. American Economic Review 58, 1–17.
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42. From December 1996 onward, long-run forecasts are provided in the June and December releases. The only exception to this rule is that long-run forecasts were provided in the January 2003 survey instead of the December 2002 survey. Blue Chip Financial Forecasts is owned by Wolters Kluwer.
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43. Fuhrer, J., Moore, G., 1995. Inflation persistence. Quarterly Journal of Economics 110, 127–159.

44. Fujita, S., Ramey, G., 2009. The cyclicality of separation and job finding rates. International Economic Review 50, 415–430.

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46. Galı́, J., 2015. Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework and Its Applications. Princeton University Press.
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47. Galı́, J., Gertler, M., 1999. Inflation dynamics: A structural econometric analysis. Journal of Monetary Economics 44, 195–222.

48. Galı́, J., Smets, F., Wouters, R., 2012. Unemployment in an estimated new Keynesian model. In: Acemoglu, D., Woodford, M. (eds.), NBER Macroeconomics Annual 2011, MIT Press, vol. 26, pp. 329–360.

49. Gertler, M., Sala, L., Trigari, A., 2008. An estimated monetary DSGE model with unemployment and staggered nominal wage bargaining. Journal of Money, Credit and Banking 40, 1713–1764.

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51. Goldin, C., 2006. The quiet revolution that transformed women’s employment, education, and family. American Economic Review 96, 1–21.

52. Goodfriend, M., King, R., 1997. The new neoclassical synthesis and the role of monetary policy. In: Bernanke, B. S., Rotemberg, J. J. (eds.), NBER Macroeconomics Annual, MIT Press, vol. 12, pp. 231–296.

53. Gordon, R. J., 1970a. Prices in 1970: The horizontal Phillips curve? Brookings Papers on Economic Activity 1, 8–47.

54. Gordon, R. J., 1970b. The recent acceleration of lessons inflation and its for the future. Brookings Papers on Economic Activity 1, 8–47.
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55. Gordon, R. J., 1972. Wage-price controls and the shifting Phillips curve. Brookings Papers on Economic Activity 3, 385–421.

56. Gordon, R. J., 1973. The response of wages and prices to the first two years of controls. Brookings Papers on Economic Activity 4, 765–779.

57. Gordon, R. J., 1982. Inflation, flexible exchange rates, and the natural rate of unemployment. In: Baily, M. N.
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58. Hall, R. E., 1970a. The process of inflation in the labor market. Brookings Papers on Economic Activity 5, 343–393.
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59. Hall, R. E., 1970b. Why is the unemployment rate so high at full employment? Brookings Papers on Economic Activity 1, 369–410.

60. Hall, R. E., 2005. Employment fluctuations with equilibrium wage stickiness. American Economic Review 95, 50–65.

61. Hall, R. E., 2011. The long slump. American Economic Review 101, 431–469.

62. Haltiwanger, J., Jarmin, R. S., Miranda, J., 2013. Who creates jobs? small versus large versus young. Review of Economics and Statistics 95, 347–361.

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64. Haubrich, J., Pennacchi, G., Ritchken, P., 2012. Inflation expectations, real rates, and risk premia: Evidence from inflation swaps. Review of Financial Studies 25, 15881629.

65. Hornstein, A., Kudlyak, M., 2019. Aggregate labor force participation and unemployment and demographic trends. Working Paper 2019-07, Federal Reserve Bank of San Francisco.
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66. Humphrey, T. M., 1991. Nonneutrality of money in classical monetary thought. Federal Reserve Bank of Richmond Economic Review 18, 3–15.

67. Job Openings and Labor Turnover Survey (JOLTS) and Help Wanted Online Data (HWOL) We use vacancy data from the Job Openings and Labor Turnover Survey (JOLTS), which provides surveybased measures of job openings and hires at a monthly frequency, starting from December 2000, for seventeen industries roughly corresponding to the 2-digit NAICS classification to calculate the mismatch index. At the occupation level, we use vacancy data from the Help Wanted OnLine (HWOL) dataset provided by The Conference Board (TCB) starting in May 2005. This is a novel data set containing the universe of online advertised vacancies posted on internet job boards or in newspaper online editions. It covers roughly 16,000 online job boards and provides detailed information about the characteristics of advertised vacancies for three to four million unique active ads each month.
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68. Karahan, F., Pugsley, B., Şahin, A., 2018. Demographic origins of the startup deficit, working paper.
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69. Karahan, F., Rhee, S., 2017. Population aging, migration spillovers, and the decline in interstate migration. Staff report 699, Federal Reserve Bank of New York.

70. Kim, C.-J., Nelson, C. R., 1999. State-Space Models with Regime Switching. MIT Press, Cambridge, MA.
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71. Krueger, A. B., 2017. Where have all the workers gone? an inquiry into the decline of the U.S. labor force participation rate. Brookings Papers on Economic Activity 48, 1–87.

72. Laubach, T., 2001. Measuring the NAIRU: Evidence from seven economies. Review of Economics and Statistics 83, 218–231.

73. Livingston Survey The Livingston Survey was begun in June 1946 by Joseph Livingston, but was taken over in 1990 by the Federal Reserve Bank of Philadelphia.40 The survey is conducted twice a year in June and December and was conducted when Livingston worked at the Philadelphia Inquirer. He sent his survey to professional economists. Note that the target CPI measure is the index value in the last month of the quarter.
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74. Lucas, R. E., 1972. Expectations and the neutrality of money. Journal of Economic Theory 4, 103–124.

75. Marston, S. T., 1976. Employment instability and high unemployment rates. Brookings Papers on Economic Activity 7, 169–210.

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79. Montgomery, A. L., Zarnowitz, V., Tsay, R. S., Tiao, G. C., 1998. Forecasting the U.S. unemployment rate. Journal of the American Statistical Association 93, 478–493.
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80. Mortensen, D. T., Pissarides, C. A., 1994. Job creation and job destruction in the theory of unemployment. Review of Economic Studies 61, 397–415.

81. Mukoyama, T., Patterson, C., Şahin, A., 2018. Job search behavior over the business cycle. American Economic Journal: Macroeconomics 10, 190–215.

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85. Perry, G. L., 1978. Slowing the wage–price spiral: The macroeconomic view. Brookings Papers on Economic Activity 9, 259–299.
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86. Phelps, E. S., 1967. Phillips curves, expectations of inflation and optimal unemployment over time. Economica 34, 254–281.
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87. Phelps, E. S., 1968. Money-wage dynamics and labor-market equilibrium. Journal of Political Economy 76, 678–711.

88. Polivka, A. E., Miller, S. M., 1998. The cps after the redesign: Refocusing the economic lens. In: Labor Statistics Measurement Issues, National Bureau of Economic Research, Inc, pp. 249–289.

89. Pugsley, B. W., Şahin, A., 2019. Grown-up business cycles. Review of Financial Studies 32, 1102–1147.

90. Roberts, J. M., 1995. New keynesian economics and the Phillips curve. Journal of Money, Credit, and Banking 27, 975–984.

91. Rogerson, R., 1997. Theory ahead of language in the economics of unemployment. Journal of Economic Perspectives 11, 73–92.

92. Rotemberg, J. J., 1987. The new keynesian microfoundations. In: Fischer, S. (ed.), NBER Macroeconomics Annual, MIT Press, vol. 2, pp. 69–104.

93. Rotemberg, J. J., Woodford, M., 1997. An optimization-based econometric framework for the evaluation of monetary policy. In: Bernanke, B. S., Rotemberg, J. J. (eds.), NBER Macroeconomics Annual, MIT Press, vol. 12, pp. 297–361.

94. Şahin, A., Patterson, C., 2013. The bathtub model of unemployment: The importance of labor market flow dynamics. Liberty Street Economics Blog, March.
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95. Sargent, T. J., 1971. A note on the ‘accelerationist’ controversy. Journal of Money, Credit and Banking 3, 721–725.

96. Sbordone, A. M., 2002. Prices and unit labor costs: a new test of price stickiness. Journal of Monetary Economics 49, 265–292.

97. Schultze, C. L., 1971. Has the Phillips curve shifted? some additional evidence. Brookings Papers on Economic Activity 2, 452–467.

98. Sedláček, P., Sterk, V., 2017. The growth potential of startups over the business cycle. American Economic Review 107, 3182–3210.

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100. Shimer, R., 2001. The impact of young workers on the aggregate labor market. Quarterly Journal of Economics 3, 969–1007.

101. Shimer, R., 2005. The cyclical behavior of equilibrium unemployment and vacancies. American Economic Review 95, 25–49.

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103. Solow, R. M., 1964. The Nature and Sources of Unemployment in the United States. Almqvist & Wiksell, Stockholm.
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104. SPF The Survey of Professional Forecasters (SPF) is conducted on a quarterly basis by the Federal Reserve Bank of Philadelphia (FRBP). The survey began in the fourth quarter of 1968 and, at that time, was conducted by the American Statistical Association (ASA) and the National Bureau of Economic Research (NBER) before being taken over by the FRBP in the second quarter of 1990.41 The forecasts are anonymous but are given specific industry identifiers which were updated in 2007. We use the average of the next four quarters ahead CPI forecasts which are available since 1981:Q3.
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105. Staiger, D., Stock, J., Watson, M. W., 1997. How precise are estimates of the natural rate of unemployment? In: Romer, C., Romer, D. (eds.), Reducing Inflation: Motivation and Strategy, University of Chicago Press, pp. 195–242.

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108. The Current Population Survey (CPS) reports the labor market status of the respondents each month that allows the BLS to compute important labor market statistics like the unemployment rate. In particular, in any given month a civilian can be in one of three labor force states: employed (E), unemployed (U), and not in the labor force (N) making it possible to compute monthly transition rates between three labor market states. We exploit the replication files of Barnichon and Mesters (2018) who provided a carefully computed estimates of labor market flows by age and gender.
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109. Tobin, J., 1974. Monetary policy in 1974 and beyond. Brookings Papers on Economic Activity 5, 219–232.

110. University of Michigan Consumer Sentiment The UM Consumer Sentiment survey (UM) is a survey of households which began in 1946. The survey queries respondents on a variety of subjects related to current conditions and expectations for the future. The questions range specific to the household along with national conditions. We use data on long-term inflation expectations from the survey. For more details on the survey see https://www.philadelphiafed.org/-/media/research-and-data/ real-time-center/livingston-survey/livingston-documentation.pdf?la=en. For more details on the survey see https://www.philadelphiafed.org/-/media/research-and-data/ real-time-center/survey-of-professional-forecasters/spf-documentation.pdf?la=en. C Additional Tables and Figures
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111. We use the 1-2 quarter ahead and 3-4 quarter ahead forecasts which are available beginning in 1946.
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112. Woodford, M., 2003. Interest and prices: foundations of a theory of monetary policy. Princeton University Press.
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113. Yun, T., 1996. Nominal price rigidity, money supply endogeneity, and business cycles. Journal of Monetary Economics 37, 345–370. .

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9. Real and Nominal Equilibrium Yield Curves. (2021). Palomino, Francisco ; Hsu, Alex.
   In: Management Science.
   RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1138-1158.

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10. Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico. (2021). Christensen, Jens ; Zhu, Simon ; Beauregard, Remy ; Fischer, Eric.
    In: Staff Reports.
    RePEc:fip:fednsr:90325.

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11. High-Frequency Estimates of the Natural Real Rate and Inflation Expectations. (2021). Meldrum, Andrew ; Aronovich, Alex.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2021-34.

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12. Central Bank Credibility During COVID-19: Evidence from Japan. (2021). Spiegel, Mark ; Christensen, Jens.
    In: Working Paper Series.
    RePEc:fip:fedfwp:93581.

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13. The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation. (2021). Tzavalis, Elias ; Argyropoulos, Efthymios.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:80:y:2021:i:c:p:785-796.

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14. Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Kaminska, Iryna ; Ustek, Roman ; Mumtaz, Haroon.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:124:y:2021:i:c:p:48-65.

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15. No-Arbitrage pricing of GDP-Linked bonds. (2021). Eguren Martin, Fernando ; Yan, Wen ; Egurenmartin, Fernando ; Meldrum, Andrew.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000339.

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16. Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies. (2021). Suh, Sangwon ; Kim, Daehwan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001480.

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17. Measuring Market Expectations. (2021). Baumeister, Christiane.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9305.

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18. Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Kaminska, Iryna ; Sustek, Roman ; Mumtaz, Haroon.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0914.

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19. The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra, Raul ; Ibarra-Ramirez, Raul.
    In: Working Papers.
    RePEc:bdm:wpaper:2021-07.

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20. Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks. (2020). Tillmann, Peter.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:52:y:2020:i:4:p:803-833.

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21. Official Demand for U.S. Debt: Implications for U.S. Real Rates. (2020). Zinna, Gabriele ; Kaminska, Iryna.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:52:y:2020:i:2-3:p:323-364.

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22. The TIPS Liquidity Premium. (2020). Christensen, Jens ; Riddell, Simon ; Andreasen, Martin M.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2017-11.

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23. Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme. (2020). Lemke, Wolfgang ; Werner, Thomas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302560.

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24. Bootstrapping factor models with cross sectional dependence. (2020). Perron, Benoit ; Goncalves, Silvia ; Gonalves, Silvia.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:218:y:2020:i:2:p:476-495.

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25. Estimation of Impulse response functions with term structure local projections. (2020). McNeil, James.
    In: Working Papers.
    RePEc:dal:wpaper:daleconwp2020-05.

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26. The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2020_003.

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27. No-arbitrage pricing of GDP-linked bonds. (2020). Yan, Wen ; Eguren Martin, Fernando ; Eguren-Martin, Fernando ; Meldrum, Andrew.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0849.

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28. Equity tail risk in the treasury bond market. (2020). Ruzzi, Dario ; Rubin, Mirco.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1311_20.

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29. Estimating the term structure with linear regressions: Getting to the roots of the problem. (2019). Spencer, Peter ; Golinski, Adam.
    In: Discussion Papers.
    RePEc:yor:yorken:19/05.

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30. A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt. (2019). Rudebusch, Glenn.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:101:y:2019:i:5:p:933-949.

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31. A Unified Approach to Measuring u*. (2019). Sahin, Aysegul ; Giannoni, Marc ; Eusepi, Stefano ; Crump, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25930.

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32. A unified approach to measuring u*. (2019). Sahin, Aysegul ; Giannoni, Marc ; Eusepi, Stefano ; Crump, Richard.
    In: Staff Reports.
    RePEc:fip:fednsr:889.

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33. The threshold effect of market sentiment and inflation expectations on gold price. (2019). Shi, YU ; Huang, Xiaoyong ; Xu, Xiangyun ; Jia, Fei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:77-83.

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34. A Unified Approach to Measuring u*. (2019). Sahin, Aysegul ; Giannoni, Marc ; Crump, Richard ; Eusepi, Stefano.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13939.

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35. An assessment of recent trends in market-based expected iflation in the euro area. (2019). Pericoli, Marcello.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_542_19.

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36. Explaining Bond Return Predictability in an Estimated New Keynesian Model. (2019). Andreasen, Martin M.
    In: CREATES Research Papers.
    RePEc:aah:create:2019-11.

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37. 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.
    RePEc:zbw:vfsc18:181529.

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38. 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: Discussion Papers.
    RePEc:zbw:bubdps:272018.

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39. Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia. (2018). Finlay, Richard ; Hambur, Jonathan.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2018-02.

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40. Bootstrapping Factor Models With Cross Sectional Dependence. (2018). Perron, Benoit ; Goncalves, Silvia ; Gonalves, Silvia.
    In: Cahiers de recherche.
    RePEc:mtl:montec:10-2018.

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41. Bootstrapping factor models with cross sectional dependence. (2018). Perron, Benoit ; Goncalves, Silvia ; Gonalves, Silvia.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2018-07.

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42. Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias. (2018). Juneja, Januj.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:50:y:2018:i:3:d:10.1007_s11156-017-0643-z.

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43. Equilibrium Yield Curve, the Phillips Curve, and Monetary Policy. (2018). Katagiri, Mitsuru.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/242.

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44. A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt. (2018). Rudebusch, Glenn ; Christensen, Jens.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2017-07.

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45. Oil price dynamics and market-based inflation expectations. (2018). Reboredo, Juan ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:75:y:2018:i:c:p:484-491.

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46. The information in the joint term structures of bond yields. (2018). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0772.

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47. (Un)expected monetary policy shocks and term premia. (2017). Meyer-Gohde, Alexander ; Kliem, Martin.
    In: Discussion Papers.
    RePEc:zbw:bubdps:302017.

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48. Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates. (2017). Wright, Jonathan ; Lucca, David ; Hanson, Samuel.
    In: Staff Reports.
    RePEc:fip:fednsr:810.

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49. Bond Premiums and the Natural Real Rate of Interest. (2017). Smith, Andrew ; Hakkio, Craig.
    In: Economic Review.
    RePEc:fip:fedker:00048.

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50. The TIPS Liquidity Premium. (2017). Riddell, Simon ; Andreasen, Martin M.
    In: CREATES Research Papers.
    RePEc:aah:create:2017-27.

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