We develop an econometric methodology for the study of the yield curve and its interactions with measures of non-standard monetary policy during possibly turbulent times. The yield curve is modeled by the dynamic Nelson-Siegel model while the monetary policy measurements are modeled as...

We compare three stochastic user equilibrium traffic assignment models (multinomial probit, nested logit, and generalized nested logit), using a congestible transport network. We test the models in two situations: one in which they have theoretically equivalent coefficients, and one in which...