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Results of search for Term structure of interest rates
Records found: 25
| DP14830 |
Monetary Policy with Opinionated Markets Author(s): Ricardo Caballero and Alp Simsek Published: May 2020 |
| DP13450 |
The Origins and Effects of Macroeconomic Uncertainty Author(s): Francesco Bianchi, Howard Kung and Mikhail Tirskikh Published: January 2019 |
| DP9755 |
Speculation, Risk Premia and Expectations in the Yield Curve Author(s): Francisco Barillas and Kristoffer P Nimark Published: November 2013 |
| DP7547 |
A Preferred-Habitat Model of the Term Structure of Interest Rates Author(s): Dimitri Vayanos and Jean-Luc Vila Published: November 2009 |
| DP6445 |
The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value Author(s): Pasquale Della Corte, Lucio Sarno and Daniel L Thornton Published: September 2007 |
| DP6206 |
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set Author(s): Carlo A. Favero, Linlin Niu and Luca Sala Published: March 2007 |
| DP6188 |
Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach Author(s): Massimo Guidolin and Allan Timmermann Published: March 2007 |
| DP5956 |
New-Keynesian Macroeconomics and the Term Structure Author(s): Geert Bekaert, Seonghoon Cho and Antonio Moreno Ibáñez Published: November 2006 |
| DP5896 |
Learning About the Term Structure and Optimal Rules for Inflation Targeting Author(s): Sylvester C W Eijffinger, Eric Schaling and Mewael F. Tesfaselassie Published: October 2006 |
| DP5259 |
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields Author(s): Lucio Sarno, Daniel L Thornton and Giorgio Valente Published: September 2005 |
| DP4910 |
The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation Author(s): Carlo A. Favero, Iryna Kaminska and Ulf Söderström Published: February 2005 |
| DP4835 |
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates Author(s): Richard Clarida, Lucio Sarno, Mark P Taylor and Giorgio Valente Published: January 2005 |
| DP4360 |
Why are Long Rates Sensitive to Monetary Policy? Author(s): Tore Ellingsen and Ulf Söderström Published: April 2004 |
| DP4314 |
The Yield Spread as a Symmetric Predictor of Output and Inflation Author(s): Gikas A Hardouvelis and Dimitrios Malliaropoulos Published: March 2004 |
| DP4279 |
Heterogenous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules Author(s): Sylvester C W Eijffinger, Eric Schaling and Mewael F. Tesfaselassie Published: March 2004 |
| DP4165 |
On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts Author(s): John Driffill, Turalay Kenc, Martin Sola and Fabio Spagnolo Published: January 2004 |
| DP3187 |
Interpreting the Term Structure of Interbank Rates in Hong Kong Author(s): Stefan Gerlach Published: February 2002 |
| DP2849 |
Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? Author(s): Carlo A. Favero Published: June 2001 |
| DP2748 |
Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates Author(s): Carlo A. Favero and Federico Mosca Published: March 2001 |
| DP2375 |
The Term Structure of Interest Rates and Inflation Forecast Targeting Author(s): Sylvester C W Eijffinger, Eric Schaling and Willem Verhagen Published: February 2000 |
| DP2034 |
Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models Author(s): Dennis Bams and Peter C Schotman Published: December 1998 |
| DP1892 |
Does the Term Structure Predict Recessions? The International Evidence Author(s): Henri J Bernard and Stefan Gerlach Published: May 1998 |
| DP1758 |
Why Does the Yield Curve Predict Economic Activity? Dissecting the Evidence for Germany and the United States Author(s): Frank Smets and Kostas Tsatsaronis Published: December 1997 |
| DP1752 |
Exchange Rate Regimes and the Expectations Hypothesis of the Term Structure Author(s): Stefan Gerlach and Frank Smets Published: November 1997 |
| DP1676 |
Extracting Information from Asset Prices: The Methodology of EMU Calculators Author(s): Carlo A. Favero, Francesco Giavazzi, Fabrizio Iacone and Guido Tabellini Published: July 1997 |
Records Found 25