Pages that link to "Item:Q292033"

The following pages link to A joint econometric model of macroeconomic and term-structure dynamics (Q292033):

Displaying 32 items.

• Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (Q291853) (← links)
• The macroeconomy and the yield curve: a dynamic latent factor approach (Q292022) (← links)
• Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates (Q292025) (← links)
• What does the yield curve tell us about GDP growth? (Q292029) (← links)
• Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (Q295690) (← links)
• The yield curve and the macro-economy across time and frequencies (Q318879) (← links)
• Monetary policy regimes and the term structure of interest rates (Q386942) (← links)
• Evolving macroeconomic perceptions and the term structure of interest rates (Q413326) (← links)
• Identification and estimation of Gaussian affine term structure models (Q527947) (← links)
• Yield curve in an estimated nonlinear macro model (Q550835) (← links)
• A Markov regime-switching marked point process for short-rate analysis with credit risk (Q611051) (← links)
• Long-term yield in an affine HJM framework on \(S_{d}^{+}\) (Q722068) (← links)
• No-arbitrage macroeconomic determinants of the yield curve (Q736697) (← links)
• A tale of two yield curves: modeling the joint term structure of dollar and euro interest rates (Q737878) (← links)
• Macroeconomic models and the yield curve: an assessment of the fit (Q991391) (← links)
• Estimating VAR models for the term structure of interest rates (Q998269) (← links)
• Predicting the yield curve using forecast combinations (Q1659103) (← links)
• From bond yield to macroeconomic instability: a parsimonious affine model (Q1683157) (← links)
• On the informational role of term structure in the US monetary policy rule (Q1994288) (← links)
• Fundamental bubbles in equity markets (Q2156535) (← links)
• MoNK: mortgages in a New-Keynesian model (Q2246696) (← links)
• Forecasting long-term interest rates with a general-equilibrium model of the Euro area: what role for liquidity services of bonds? (Q2254286) (← 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)
• Structural estimation of jump-diffusion processes in macroeconomics (Q2630127) (← links)
• Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
• Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects (Q2687856) (← links)
• Common time variation of parameters in reduced-form macroeconomic models (Q2691652) (← links)
• An Affine Two-Factor Heteroskedastic Macro-Finance Term Structure Model (Q2889591) (← links)
• Resolving the Spanning Puzzle in Macro-Finance Term Structure Models* (Q4555650) (← links)
• Dynamics of the term structure of interest rates and monetary policy: is monetary policy effective during zero interest rate policy? (Q5128603) (← links)
• Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements (Q6626282) (← links)