Discussion paper DP11005 Forward Guidance in the Yield Curve: Short Rates versus Bond Supply Dimitri Vayanos Robin Greenwood 20 Dec 2015 Financial Economics Monetary Economics and Fluctuations E43 E52 G12 H63
VoxEU Column Interpreting the yield curve: Pessimism or precaution? Minouche Shafik 25 Jun 2015 Macroeconomic policy
VoxEU Column The impact of the maturity of US government debt on forward rates and the term premium: New results from old data Jagjit Chadha 2 Nov 2014 Financial Markets Macroeconomic policy Monetary Policy
Discussion paper DP9965 Modelling Long Bonds - The Case of Optimal Fiscal Policy Albert Marcet Andrew Scott Elisa Faraglia 4 May 2014 Financial Economics International Macroeconomics E43 E62 H63
Discussion paper DP9442 The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications Juan Francisco Rubio-Ramírez Jesús Fernández-Villaverde 21 Apr 2013 International Macroeconomics C15 C53 E30
Discussion paper DP8063 The bond yield conundrum: alternative hypotheses and the state of the economy Sylvester Eijffinger Ronald Mahieu Louis Raes 18 Oct 2010 International Macroeconomics E43 E44 E52
Discussion paper DP6859 In Search of a Theory of Debt Management Albert Marcet Andrew Scott Elisa Faraglia 13 Jun 2008 International Macroeconomics E43 E62
Discussion paper DP6654 Should the Euro Area be Run as a Closed Economy? Francesco Giavazzi Carlo A. Favero 18 Jan 2008 International Macroeconomics E43 E52 E58
VoxEU Column Does a downward-sloping yield curve predict a recession? Charles Goodhart 24 Sep 2007 Monetary Policy
Discussion paper DP6206 Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set Carlo A. Favero Luca Sala Linlin Niu 23 Mar 2007 International Macroeconomics C33 C53 E43 E44
Discussion paper DP4910 The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation Carlo A. Favero Ulf Söderström Iryna Kaminska 23 Feb 2005 International Macroeconomics E27 E37 E43
Discussion paper DP4360 Why are Long Rates Sensitive to Monetary Policy? Tore Ellingsen Ulf Söderström 23 Apr 2004 International Macroeconomics E43 E52