1. Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure. (2023). Wang, Chien-Chiang.
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2. Term premium in a fractionally cointegrated yield curve. (2023). Gil-Alana, Luis ; Carcel, Hector ; Abbritti, Mirko ; Moreno, Antonio.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000171.

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3. Do central banks rebalance their currency shares?. (2022). McCauley, Robert ; Ito, Hiro ; Chinn, Menzie.
   In: Journal of International Money and Finance.
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4. Identification of triggers of U.S. yield curve movements. (2020). Kučera, Adam ; Kuera, Adam.
   In: The North American Journal of Economics and Finance.
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5. Estimating the term structure with linear regressions: Getting to the roots of the problem. (2019). Spencer, Peter ; Golinski, Adam.
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6. Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates. (2017). Chiang, Thomas C ; Chen, Cathy Yi-Hsuan.
   In: Review of Quantitative Finance and Accounting.
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7. Determining the effectiveness of the Eurosystem’s Covered Bond Purchase Programs on secondary markets. (2017). Zietz, Joachim ; Markmann, Holger.
   In: The Quarterly Review of Economics and Finance.
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8. Markov-switching variance models and structural changes underlying Japanese bond yields: An inquiry into non-linear dynamics. (2016). Kurita, Takamitsu.
   In: The Journal of Economic Asymmetries.
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9. Forecasting growth and stock performance using government and corporate yield curves: Evidence from the European and Asian markets. (2015). Yagil, Yossi ; Saar, Dan.
   In: Journal of International Financial Markets, Institutions and Money.
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10. Nominal Term Structure and Term Premia: Evidence from Chile. (2015). Romero, Damian ; Naudon, Alberto ; Ceballos, Luis.
    In: Working Papers Central Bank of Chile.
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11. Restrictions on Risk Prices in Dynamic Term Structure Models. (2015). Bauer, Michael.
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12. International Capital Flows and Bond Risk Premia. (2014). Sierra, Jesus.
    In: Quarterly Journal of Finance (QJF).
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13. Nominal Term Structure and Term Premia. Evidence from Chile. (2014). Romero, Damian ; Naudon, Alberto ; Ceballos, Luis.
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14. What factors influence the yield curve?. (2014). Kocsis, Zalan ; Kalman, Peter ; Ligeti, Imre ; Horvath, Daniel.
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15. Short-rate expectations and term premia: experiences from Hungary and other emerging market economies. (2014). Kocsis, Zalan ; Kalman, Peter ; Ligeti, Imre ; Horvath, Daniel.
    In: BIS Papers chapters.
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16. Bond Risk Premia and Gaussian Term Structure Models. (2014). Fontaine, Jean-Sebastien ; Feunou, Bruno.
    In: Staff Working Papers.
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17. No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth. (2013). Pegoraro, Fulvio ; Monfort, Alain ; Jardet, Caroline.
    In: Journal of Banking & Finance.
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18. Financial Risk Measurement for Financial Risk Management. (2013). Andersen, Torben G ; Bollerslev, Tim ; Christoffersen, Peter F ; Diebold, Francis X.
    In: Handbook of the Economics of Finance.
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19. Uncovering the US term premium: An alternative route. (2012). Moreno, Antonio ; Gil-Alana, Luis.
    In: Journal of Banking & Finance.
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20. Convergence of Real Capital Market Interest Rates—Evidence from Inflation Indexed Bonds. (2011). Roestel, Jan ; Herwartz, Helmut.
    In: Journal of Money, Credit and Banking.
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21. Time-variation in term premia: International survey-based evidence. (2011). Wolff, Christian ; Verschoor, Willem ; Wolff, Christian C. P., ; Verschoor, Willem F. C., ; Jongen, Ron .
    In: Journal of International Money and Finance.
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22. A nonlinear DSGE model of the term structure with regime shifts. (2010). Tristani, Oreste ; amisano, gianni.
    In: 2010 Meeting Papers.
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23. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2009). Viceira, Luis ; Campbell, John ; Sunderam, Adi.
    In: NBER Working Papers.
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24. Challenges in macro-finance modeling. (2009). Kim, Don H..
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25. Macro-finance VARs and bond risk premia: A caveat. (2009). Taboga, Marco.
    In: Review of Financial Economics.
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26. A structural decomposition of the US yield curve. (2009). Wouters, Raf ; De Graeve, Ferre ; Emiris, Marina.
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27. The TIPS yield curve and inflation compensation. (2008). Wright, Jonathan ; Gürkaynak, Refet ; Gurkaynak, Refet S. ; Sack, Brian.
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10. Dai, Qiang, and Kenneth J. Singleton, 2002, âExpectation puzzles, time-varying risk premia, and aïne models of the term structure,â Journal of Financial Economics 63, 415-441.

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13. Gallmeyer, Michael F., Burton Holliïeld, and Stanley E. Zin, 2005, âTaylor rules, McCallum rules and the term structure of interest rates,â Journal of Monetary Economics 52, 921-950.

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18. Kim, D.H. and A. Orphanides, 2005, âTerm Structure Estimation with Survey Data on Interest Rate Forecasts,â Finance and Economics Discussion Paper 2005-48, Board of Governors of the Federal Reserve System.

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1. Specification Analysis of International Treasury Yield Curve Factors. (2014). Tiozzo Pezzoli, Luca ; Pegoraro, Fulvio ; Siegel, A. F..
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2. Bond Risk Premia and Gaussian Term Structure Models. (2014). Fontaine, Jean-Sebastien ; Feunou, Bruno.
   In: Staff Working Papers.
   RePEc:bca:bocawp:14-13.

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3. The Euro-dividend: public debt and interest rates in the Monetary Union. (2010). Salotti, Simone ; Marattin, Luigi.
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4. Challenges in macro-finance modeling. (2008). Kim, Don.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2008-06.

   Full description at Econpapers || Download paper

5. Examining the bond premium puzzle with a DSGE model. (2008). Swanson, Eric ; Rudebusch, Glenn.
   In: Working Paper Series.
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6. Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters. (2007). van der Wel, Michel ; Koopman, Siem Jan ; Max I. P. Mallee, .
   In: Tinbergen Institute Discussion Papers.
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7. Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information. (2007). van Dijk, Dick ; Ravazzolo, Francesco ; De Pooter, Michiel.
   In: Tinbergen Institute Discussion Papers.
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8. Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information. (2007). van Dijk, Dick ; Ravazzolo, Francesco ; De Pooter, Michiel.
   In: MPRA Paper.
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9. The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models. (2007). Rudebusch, Glenn ; Diebold, Francis ; Christensen, Jens ; Jens H. E. Christensen, .
   In: PIER Working Paper Archive.
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10. The Long and the Short End of the Term Structure of Policy Rules. (2007). Taylor, John ; Smith, Josephine.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13635.

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11. The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models. (2007). Rudebusch, Glenn ; Diebold, Francis ; Christensen, Jens ; Jens H. E. Christensen, .
    In: NBER Working Papers.
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12. Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach. (2007). Yue, Vivian ; Diebold, Francis ; Li, Canlin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13588.

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13. No-Arbitrage Taylor Rules. (2007). Piazzesi, Monika ; Dong, Sen ; Ang, Andrew.
    In: NBER Working Papers.
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14. Cracking the Conundrum. (2007). Wright, Jonathan.
    In: NBER Working Papers.
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15. Mortgage Timing. (2007). Van Nieuwerburgh, Stijn ; koijen, ralph ; Ralph S. J Koijen, ; van Hemert, Otto .
    In: NBER Working Papers.
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16. Predictive Systems: Living with Imperfect Predictors. (2007). Stambaugh, Robert ; Pastor, Lubos.
    In: NBER Working Papers.
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17. Macro volatility in a model of the UK Gilt edged bond market. (2007). Spencer, Peter.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
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18. Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set. (2007). Sala, Luca ; Niu, Linlin ; Favero, Carlo.
    In: Working Papers.
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19. Forecasts of U.S. short-term interest rates: a flexible forecast combination approach. (2007). Guidolin, Massimo ; Timmerman, Allan.
    In: Working Papers.
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20. Arbitrage-free bond pricing with dynamic macroeconomic models. (2007). Zin, Stanley ; Palomino, Francisco ; Hollifield, Burton ; Gallmeyer, Michael.
    In: Review.
    RePEc:fip:fedlrv:y:2007:i:jul:p:305-326:n:v.89no.4.

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21. Commentary on \\Macroeconomic implications of changes in the term premium\\. (2007). Cochrane, John.
    In: Review.
    RePEc:fip:fedlrv:y:2007:i:jul:p:271-282:n:v.89no.4.

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22. Macroeconomic implications of changes in the term premium. (2007). Swanson, Eric ; Rudebusch, Glenn ; Sack, Brian P..
    In: Review.
    RePEc:fip:fedlrv:y:2007:i:jul:p:241-270:n:v.89no.4.

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23. What does the yield curve tell us about the Federal Reserves implicit inflation target?. (2007). Doh, Taeyoung.
    In: Research Working Paper.
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24. On forecasting the term structure of credit spreads. (2007). Thomson, James ; Ritchken, Peter H. ; C. N. V. Krishnan, .
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25. The role of no-arbitrage on forecasting: lessons from a parametric term structure model. (2007). Vicente, José Valentim ; Almeida, Caio.
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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26. Inflation risk premia in the term structure of interest rates. (2007). Tristani, Oreste ; Hördahl, Peter ; Hordahl, Peter.
    In: Working Paper Series.
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27. 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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28. 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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29. Term Structure Transmission of Monetary Policy. (2007). Kozicki, Sharon.
    In: Staff Working Papers.
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30. A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate. (2007). Yang, Jun ; Chabi-Yo, Fousseni.
    In: Staff Working Papers.
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31. 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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32. 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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33. The term structure of inflation risk premia and macroeconomic dynamics. (2006). Vestin, David ; Tristani, Oreste ; Hördahl, Peter ; Hrdahl, Peter.
    In: Computing in Economics and Finance 2006.
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34. Macroeconomic Models and the Yield Curve. (2006). Holly, Sean ; Chadha, Jagjit.
    In: Computing in Economics and Finance 2006.
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35. A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration. (2006). Diebold, Francis ; Ji, Lei ; Li, Canlin.
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36. A joint model for the term structure of interest rates and the macroeconomy. (2006). Maes, Konstantijn ; Lyrio, Marco ; Dewachter, Hans.
    In: Journal of Applied Econometrics.
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37. Extracting inflation expectations from the term structure: the Fisher equation in a multivariate SDF framework. (2006). Wickens, Michael ; Balfoussia, Hiona.
    In: International Journal of Finance & Economics.
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38. How professional forecasters view shocks to GDP. (2006). Krane, Spencer.
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39. Macroeconomic implications of changes in the term premium. (2006). Swanson, Eric ; Rudebusch, Glenn ; Sack, Brian P..
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40. The bond yield \conundrum\ from a macro-finance perspective. (2006). Wu, Tao ; Swanson, Eric ; Rudebusch, Glenn.
    In: Working Paper Series.
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41. A factor risk model with reference returns for the US dollar and Japanese yen bond markets. (2006). Nyholm, Ken ; Coche, Joachim ; Bernadell, Carlos .
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42. New-Keynesian Macroeconomics and the Term Structure. (2006). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert.
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43. Macroeconomic Models and the Yield Curve: An assessment of the Fit. (2006). Holly, Sean ; Chadha, Jagjit.
    In: Cambridge Working Papers in Economics.
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44. Modelling Term-Structure Dynamics for Risk Management: A Practitioners Perspective. (2006). Bolder, David.
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45. Can Affine Term Structure Models Help Us Predict Exchange Rates?. (2006). Diez de los Rios, Antonio.
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46. The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields. (2005). Valente, Giorgio ; Thornton, Daniel ; Sarno, Lucio.
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47. Towards a Joint Characterization of Monetary Policy and the Dynamics of the Term Structure of Interest Rates. (2004). Fendel, Ralf.
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48. What Does the Yield Curve Tell us about GDP Growth?. (2004). Wei, Min ; Piazzesi, Monika ; Ang, Andrew ; Piazessi, Monika.
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49. Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with Affine Term Structure Model. (2004). Ichiue, Hibiki.
    In: Econometric Society 2004 Far Eastern Meetings.
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50. Modeling Yield-Factor Volatility. (2004). Smith, Daniel ; Parignon, Christophe.
    In: Econometric Society 2004 Australasian Meetings.
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