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Country spreads and emerging countries : who drives whom?

Uribe, Martín (contributor); Yue, Vivian Z. (contributor) - 2003

Persistent link: https://www.econbiz.de/10003156375

Monetary policy inertia : fact or fiction?

Rudebusch, Glenn D. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003159430

The recent shift in term structure behavior from a no-arbitrage macro-finance perspective

Rudebusch, Glenn D. (contributor); Wu, Tao (contributor) - 2004

Persistent link: https://www.econbiz.de/10003154848

Monetary policy and the slope factor in empirical term structure estimations

Wu, Tao (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001686948

Stylized facts on nominal term structure and business cycles : an empirical VAR study

Wu, Tao (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001686954

Term structure evidence on interest rate smoothing and monetary policy inertia

Rudebusch, Glenn D. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001577789

On the Estimation of Term Structure Models and An Application to the United States

International Monetary Fund - 2010

This paper discusses the estimation of models of the term structure of interest rates. After reviewing the term structure models, specifically the Nelson-Siegel Model and Affine Term- Structure Model, this paper estimates the terms structure of Treasury bond yields for the United States with...

Persistent link: https://www.econbiz.de/10014402641