1. Information content in yield curve dynamics: Implications for monetary policy. (2025). Hwang, Youngjin.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:83:y:2025:i:c:s0164070424000727.

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2. Limits to arbitrage and the term structure of CIP violations. (2024). Chen, Xiaohong ; Wohlfarth, Paul.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000970.

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3. Modelling Inflation Dynamics and Global Oil Price Shocks in OAPEC Countries: TVP-VAR. (2024). Elsherif, Marwa.
   In: International Journal of Energy Economics and Policy.
   RePEc:eco:journ2:2024-03-6.

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4. A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan.
   In: Papers.
   RePEc:arx:papers:2401.09874.

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5. Endogenous Time Variation in Vector Autoregressions. (2023). Uzeda, Luis ; Leiva-Leon, Danilo.
   In: The Review of Economics and Statistics.
   RePEc:tpr:restat:v:105:y:2023:i:1:p:125-142.

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6. The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Huszar, Zsuzsa R ; Badics, Milan Csaba ; Kotro, Balazs B.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051.

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7. Bayesian Mode Inference for Discrete Distributions in Economics and Finance. (2023). Cross, Jamie ; Zhu, Dan ; Poon, Aubrey.
   In: Working Papers.
   RePEc:bny:wpaper:0123.

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8. Is gold a safe haven for exchange rate risks? An empirical study of major currency countries. (2022). wang, kuan min ; Lee, Yuan-Ming.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:63:y:2022:i:c:s1042444x21000293.

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9. Economic uncertainty shocks and Chinas commodity futures returns: A time-varying perspective. (2021). HU, Yingyi ; Lyu, Yongjian ; Yang, MO ; Yi, Heling.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720310072.

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10. Time-varying effects of global economic policy uncertainty shocks on crude oil price volatility：New evidence. (2021). Wei, YU ; Lyu, Yongjian ; Tuo, Siwei ; Yang, MO.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309739.

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11. Good volatility, bad volatility and economic uncertainty: Evidence from the crude oil futures market. (2021). HU, Yingyi ; Wei, YU ; Lyu, Yongjian ; Yang, MO.
    In: Energy.
    RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001730.

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12. Revisiting the role of economic uncertainty in oil price fluctuations: Evidence from a new time-varying oil market model. (2021). WEI, Y ; Lyu, Yongjian ; Yang, MO ; Yi, Heling.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002054.

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13. Evolving Monetary Policy in the Aftermath of the Great Recession. (2020). Ortmans, Aymeric.
    In: Documents de recherche.
    RePEc:eve:wpaper:20-01.

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14. The dynamic relationships among CO2 emissions, renewable and non-renewable energy sources, and economic growth in India: Evidence from time-varying Bayesian VAR model. (2019). Tiwari, Aviral ; Islam, Faridul ; Kang, Sang Hoon.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:50:y:2019:i:c:p:90-101.

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15. A quasi-Bayesian local likelihood approach to time varying parameter VAR models. (2019). Petrova, Katerina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:212:y:2019:i:1:p:286-306.

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16. A time-varying parameter structural model of the UK economy. (2019). Waldron, Matt ; Petrova, Katerina ; Masolo, Riccardo M. ; Kapetanios, George.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:106:y:2019:i:c:5.

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17. Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. (2018). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin.
    In: Working Papers in Economics.
    RePEc:ris:sbgwpe:2018_005.

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18. Monetary Policy across Space and Time. (2018). Petrova, Katerina ; Matthes, Christian ; Liu, Laura.
    In: Working Paper.
    RePEc:fip:fedrwp:18-14.

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19. The re-pricing of sovereign risks following the Global Financial Crisis. (2018). Migiakis, Petros ; Malliaropulos, Dimitrios.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:49:y:2018:i:c:p:39-56.

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20. Changing Macroeconomic Dynamics at the Zero Lower Bound. (2017). Zanetti, Francesco ; Theodoridis, Konstantinos ; mumtaz, haroon ; Liu, Philip.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:824.

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21. A time varying parameter structural model of the UK economy. (2017). Waldron, Matt ; Petrova, Katerina ; Masolo, Riccardo M. ; Kapetanios, George.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0677.

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22. Volatility Co-movement and the Great Moderation. An Empirical Analysis. (2016). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp804.

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23. Volatility Co-movement and the Great Moderation. An Empirical Analysis. (2016). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Working Papers.
    RePEc:qmw:qmwecw:804.

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24. A macro-finance term structure model with multivariate stochastic volatility. (2016). Laurini, Márcio ; Caldeira, Joo F.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:44:y:2016:i:c:p:68-90.

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25. The macroeconomic determinants of the US term structure during the Great Moderation. (2016). Paccagnini, Alessia.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pa:p:216-225.

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26. The central bank as shaper and observer of events: The case of the yield spread. (2016). Florio, Anna.
    In: Canadian Journal of Economics.
    RePEc:cje:issued:v:49:y:2016:i:1:p:320-346.

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27. A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models. (2015). Kapetanios, George ; Galvão, Ana ; Giraitis, Liudas ; Petrova, Katerina ; Galvo, Ana Beatriz.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp770.

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28. Estimating Time-Varying DSGE Models Using Minimum Distance Methods. (2015). Theodoridis, Konstantinos ; Kapetanios, George ; Yates, Tony ; Giraitis, Liudas.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp768.

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29. A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models. (2015). Petrova, Katerina ; Kapetanios, George ; Galvão, Ana ; Giraitis, Liudas ; Galvo, Ana Beatriz.
    In: Working Papers.
    RePEc:qmw:qmwecw:770.

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30. Estimating Time-Varying DSGE Models Using Minimum Distance Methods. (2015). Theodoridis, Konstantinos ; Kapetanios, George ; Giraitis, Liudas ; Yates, Tony.
    In: Working Papers.
    RePEc:qmw:qmwecw:768.

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31. Evaluating changes in the monetary transmission mechanism in the Czech Republic. (2014). Rusnák, Marek ; Horvath, Roman ; Franta, Michal ; Rusnak, Marek.
    In: Empirical Economics.
    RePEc:spr:empeco:v:46:y:2014:i:3:p:827-842.

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32. The Macroeconomic Determinants of the US Term-Structure during the Great Moderation. (2014). Paccagnini, Alessia.
    In: Working Papers.
    RePEc:mib:wpaper:274.

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33. Inference on stochastic time-varying coefficient models. (2014). yates, anthony ; Kapetanios, George ; Giraitis, L..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:179:y:2014:i:1:p:46-65.

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34. Estimating time-varying DSGE models using minimum distance methods. (2014). Theodoridis, Konstantinos ; Kapetanios, George ; Yates, Tony ; Giraitis, Liudas.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0507.

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35. Modeling the relationship between European carbon permits and certified emission reductions. (2013). Koop, Gary.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:24:y:2013:i:c:p:166-181.

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36. Some Comments on a Macro-Finance Model with Stochastic Volatility. (2012). Laurini, Márcio ; Caldeira, Joo Frois.
    In: IBMEC RJ Economics Discussion Papers.
    RePEc:ibr:dpaper:2012-04.

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37. The yield curve and the macro-economy across time and frequencies. (2012). Martins, Manuel ; Aguiar-Conraria, Luís ; Martins, Manuel M. F., ; Soares, Maria Joana.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:12:p:1950-1970.

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38. Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications. (2011). Nakajima, Jouchi.
    In: Monetary and Economic Studies.
    RePEc:ime:imemes:v:29:y:2011:p:107-142.

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39. Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications. (2011). Nakajima, Jouchi.
    In: IMES Discussion Paper Series.
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40. Switching Monetary Policy Regimes and the Nominal Term Structure. (2011). Ferman, Marcelo.
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41. Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic. (2011). Rusnák, Marek ; Horvath, Roman ; Franta, Michal ; Rusnak, Marek.
    In: Working Papers.
    RePEc:cnb:wpaper:2011/13.

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42. Bayesian Vector Autoregressions with Non-Gaussian Shocks. (0000). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai.
    In: CReMFi Discussion Papers.
    RePEc:qmm:wpaper:5.

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1. A macro-finance term structure model with multivariate stochastic volatility. (2016). Laurini, Márcio ; Caldeira, Joo F.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:44:y:2016:i:c:p:68-90.

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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.
   RePEc:ipe:ipetds:0173.

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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 .
   In: CAMA Working Papers.
   RePEc:een:camaaa:2013-22.

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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.
    In: Discussion Papers.
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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.
    RePEc:ibr:dpaper:2012-04.

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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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    RePEc:tiu:tiucen:8b320ebf-1447-46c9-82e3-c234495ce384.

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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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26. Challenges in macro-finance modeling. (2008). Kim, Don.
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    RePEc:fip:fedgfe:2008-06.

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27. Term structure transmission of monetary policy. (2008). Kozicki, Sharon.
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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.
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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 .
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41. Term Structure Transmission of Monetary Policy. (2007). Kozicki, Sharon.
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42. IMPACT OF MACRO SHOCKS ON SOVEREIGN DEFAULT PROBABILITIES. (2007). Matsumura, Marco S..
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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.
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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, .
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45. Monetary Policy Inertia: Fact or Fiction?. (2006). Rudebusch, Glenn.
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46. State-Dependent Stock Market Reactions to Monetary Policy. (2006). Davig, Troy ; Gerlach, Jeffrey R..
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47. The Importance of Stock Market Returns in Estimated Monetary Policy Rules: a Structural Approach. (2006). Perez, Jesus Vazquez .
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48. The Importance of Stock Market Returns in Estimated Monetary Policy Rules: a Structural Approach. (2006). Perez, Jesus Vazquez .
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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, .
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50. Term structure transmission of monetary policy. (2005). Kozicki, Sharon.
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