Discussion paper DP4360 Why are Long Rates Sensitive to Monetary Policy? Tore Ellingsen Ulf Söderström 23 Apr 2004 International Macroeconomics E43 E52
Discussion paper DP4279 Heterogenous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules Eric Schaling Sylvester Eijffinger Mewael F. Tesfaselassie 23 Mar 2004 International Macroeconomics C53 E43 E52 F33
Discussion paper DP4314 The Yield Spread as a Symmetric Predictor of Output and Inflation Gikas Hardouvelis Dimitrios Malliaropoulos 23 Mar 2004 Financial Economics E43 E44
Discussion paper DP4165 On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts John Driffill Martin Sola Turalay Kenc Fabio Spagnolo 23 Jan 2004 Financial Economics International Macroeconomics E43 G12
Discussion paper DP3187 Interpreting the Term Structure of Interbank Rates in Hong Kong Stefan Gerlach 20 Feb 2002 International Macroeconomics E43
Discussion paper DP2849 Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? Carlo A. Favero 18 Jun 2001 International Macroeconomics E44 E52 F41
Discussion paper DP2748 Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates Carlo A. Favero Federico Mosca 27 Mar 2001 International Macroeconomics E44 E52 F41
Discussion paper DP2375 The Term Structure of Interest Rates and Inflation Forecast Targeting Eric Schaling Sylvester Eijffinger Willem Verhagen 29 Feb 2000 International Macroeconomics E43 E52 E58
Discussion paper DP2034 Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models Peter C Schotman Dennis Bams 18 Dec 1998 Financial Economics C33 G13
Discussion paper DP1892 Does the Term Structure Predict Recessions? The International Evidence Henri J Bernard Stefan Gerlach 31 May 1998 International Macroeconomics E32 E43 E5
Discussion paper DP1758 Why Does the Yield Curve Predict Economic Activity? Dissecting the Evidence for Germany and the United States Frank Smets Kostas Tsatsaronis 19 Dec 1997 International Macroeconomics E43 E44 E58
Discussion paper DP1752 Exchange Rate Regimes and the Expectations Hypothesis of the Term Structure Stefan Gerlach Frank Smets 30 Nov 1997 International Macroeconomics E4