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   RePEc:gam:jecnmx:v:13:y:2025:i:2:p:17-:d:1632780.

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2. Recency bias and the cross-section of international stock returns. (2023). Cakici, Nusret ; Zaremba, Adam.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069.

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3. Salience theory and the cross-section of stock returns: International and further evidence. (2022). Cakici, Nusret ; Zaremba, Adam.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:146:y:2022:i:2:p:689-725.

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4. Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets. (2022). Zaremba, Adam ; Umar, Zaghum ; Kizys, Renatas ; Aharon, David Y.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001239.

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5. The arbitrage-free generalized Nelson–Siegel term structure model: Does a good in-sample fit imply better out-of-sample forecasts?. (2020). , Waliullah.
   In: Empirical Economics.
   RePEc:spr:empeco:v:59:y:2020:i:3:d:10.1007_s00181-019-01710-8.

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6. The role of temporal dependence in factor selection and forecasting oil prices. (2020). Pourahmadi, Mohsen ; Binder, Kyle E ; Mjelde, James W.
   In: Empirical Economics.
   RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1574-9.

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7. Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model. (2020). Lelo-De, Alejandra.
   In: Working Papers.
   RePEc:bdm:wpaper:2020-01.

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8. A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US. (2019). Fernandes, Marcelo ; Vieira, Fausto.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:106:y:2019:i:c:4.

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9. Projecting impacts of carbon dioxide emission reductions in the US electric power sector: evidence from a data-rich approach. (2018). Binder, Kyle E ; Mjelde, James W.
   In: Climatic Change.
   RePEc:spr:climat:v:151:y:2018:i:2:d:10.1007_s10584-018-2297-9.

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10. The Term Structure of Government Bond Yields in an Emerging Market. (2018). Bari, Khadija.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2018:i:3:p:5-28.

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11. Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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12. Fitting and forecasting yield curves with a mixed-frequency affine model: Evidence from China. (2018). Shang, Yuhuang ; Zheng, Tingguo.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:68:y:2018:i:c:p:145-154.

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13. Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach. (2017). Siriopoulos, Costas ; Evgenidis, Anastasios ; Tsagkanos, Athanasios.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:39:y:2017:i:pa:p:267-279.

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14. Demographics and the Behavior of Interest Rates. (2016). Favero, Carlo ; Yang, Haoxi ; Gozluklu, Arie E.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:64:y:2016:i:4:d:10.1057_s41308-016-0020-2.

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15. FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE. (2016). Santos, Andre ; Moura, Guilherme ; Caldeira, Joo F ; Tourrucoo, Fabricio.
    In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting].
    RePEc:anp:en2014:028.

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16. Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market. (2015). Andrada-Felix, Julian ; Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian.
    In: SERIEs: Journal of the Spanish Economic Association.
    RePEc:spr:series:v:6:y:2015:i:2:p:207-245.

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17. Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications. (2013). Niu, Linlin ; Chen, Ying.
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    RePEc:wyi:wpaper:002047.

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18. Financial integration and the term structure of interest rates. (2013). Traczyk, Adam .
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19. Forecasting Interest Rates. (2013). Duffee, Gregory.
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20. Forecasting the yield curve and the role of macroeconomic information in Turkey. (2013). Kaya, Huseyin.
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    RePEc:eee:ecmode:v:33:y:2013:i:c:p:1-7.

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21. Forecasting interest rates. (2012). Duffee, Greg.
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22. Forecasting government bond yields with large Bayesian vector autoregressions. (2012). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:7:p:2026-2047.

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1. Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries. (2019). Salisu, Afees ; Emmanuel, Zachariah ; Adekunle, Wasiu ; Alimi, Wasiu A.
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5. Macroeconomic regimes. (2015). Moreno, Antonio ; Inghelbrecht, Koen ; Cho, Seonghoon ; Bekaert, Geert ; Baele, Lieven.
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6. Measuring Macroeconomic Uncertainty: US Inflation and Output Growth. (2014). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz.
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7. Estimating Parameters of Short-Term Real Interest Rate Models. (2013). Khramov, Vadim.
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8. Bayesian forecasting of federal funds target rate decisions. (2013). van Dijk, Dick ; Paap, Richard ; van den Hauwe, Sjoerd .
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10. Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models. (2012). Ormeo, Arturo.
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13. Core measures of inflation as predictors of total inflation. (2011). Mester, Loretta ; Crone, Theodor M. ; N. NEIL K. KHETTRY, ; NOVAK, JASON A..
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14. The information content of the embedded deflation pption in TIPS. (2011). Grishchenko, Olesya ; Vanden, Joel M. ; Zhang, Jianing.
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16. Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective. (2011). Raková, Marie ; Novotný, Filip.
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18. Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?. (2011). Schrimpf, Andreas ; Schmeling, Maik.
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19. Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models. (2011). Ormeo, Arturo.
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23. Household inflation expectations and inflation dynamics. (2010). Gábriel, Péter ; Gabriel, Peter.
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24. Multi-horizon inflation forecasts using disaggregated data. (2010). Ramos Francia, Manuel ; Capistrán, Carlos ; Ramos-Francia, Manuel ; Constandse, Christian .
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25. Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts. (2010). Ciccarelli, Matteo ; Altavilla, Carlo.
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27. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco.
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28. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco.
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29. The Determinants of Stock and Bond Return Comovements. (2009). Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven.
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32. Using Seasonal Models to Forecast Short-Run Inflation in Mexico. (2009). Ramos Francia, Manuel ; Capistrán, Carlos ; Ramosfrancia, Manuel ; Constandse, Christian .
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39. Do Macroeconomic Variables Forecast Changes in Liquidity? An Out-of-sample Study on the Order-driven Stock Markets in Scandinavia. (2008). Soderberg, Jonas.
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40. The New Keynesian Phillips curve : lessons from single-equation econometric estimation. (2008). Smith, Gregor ; Nason, James.
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41. An empirical assessment of the relationships among inflation and short- and long-term expectations. (2008). Davig, Troy ; Clark, Todd.
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42. Expected consumption growth from cross-country surveys: implications for assessing international capital markets. (2008). Rogers, John ; Engel, Charles.
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44. The TIPS yield curve and inflation compensation. (2008). Wright, Jonathan ; Gürkaynak, Refet ; Gurkaynak, Refet S. ; Sack, Brian.
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45. Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates. (2008). Pennacchi, George ; Haubrich, Joseph ; Ritchken, Peter.
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47. The Calibration of Probabilistic Economic Forecasts. (2008). van Norden, Simon ; Galbraith, John.
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48. Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices. (2008). Wei, Min ; D'Amico, Stefania ; Kim, Don H.
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49. Reporting biases and survey results: evidence from European professional forecasters. (2007). Garcia, Juan Angel ; Manzanares, Andres.
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50. An evaluation of inflation forecasts from surveys using real-time data. (2006). Croushore, Dean.
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