Pages that link to "Item:Q318879"
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The following pages link to The yield curve and the macro-economy across time and frequencies (Q318879):
Displaying 23 items.
- The macroeconomy and the yield curve: a dynamic latent factor approach (Q292022) (← links)
- The yield curve and financial risk premia. Implications for monetary policy. (Q549280) (← links)
- Yield curve in an estimated nonlinear macro model (Q550835) (← links)
- Intelligible factors for the yield curve (Q736543) (← links)
- No-arbitrage macroeconomic determinants of the yield curve (Q736697) (← links)
- Investigating time-variation in the marginal predictive power of the yield spread (Q844643) (← links)
- Macroeconomic models and the yield curve: an assessment of the fit (Q991391) (← links)
- The slope of the yield curve and real economic activity: tracing the transmission mechanism (Q1128935) (← links)
- Interest rate spreads and output: a time scale decomposition analysis using wavelets (Q1623529) (← links)
- On the cyclicity of regional house prices: new evidence for U.S. metropolitan statistical areas (Q1655652) (← links)
- Dynamic regression models for time-ordered functional data (Q2057327) (← links)
- Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries (Q2150845) (← links)
- Okun's law across time and frequencies (Q2191501) (← links)
- The relation between the corporate bond-yield spread and the real economy: stable or time-varying? (Q2292830) (← links)
- A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US (Q2338512) (← links)
- Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models (Q2338517) (← links)
- Time-frequency regression (Q2661314) (← links)
- Improving model performance with the integrated wavelet denoising method (Q2687882) (← links)
- Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes (Q2691644) (← links)
- Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach (Q2691708) (← links)
- Extrapolating Long-Run Yield Curves: An Innovative and Consistent Approach (Q6075091) (← links)
- The Phillips curve at 65: time for time and frequency (Q6111409) (← links)
- Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective (Q6553219) (← links)
