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How useful are estimated DSGE model forecasts?
Edge, Rochelle M.; Gürkaynak, Refet S. - 2011
Persistent link: https://www.econbiz.de/10009405739
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The TIPS yield curve and inflation compensation
Gürkaynak, Refet S.; Sack, Brian; Wright, Jonathan H. - 2008
Persistent link: https://www.econbiz.de/10003828815
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The US Treasury yield curve : 1961 to the present
Gürkaynak, Refet S.; Sack, Brian; Wright, Jonathan H. - 2006
Persistent link: https://www.econbiz.de/10003350338
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Using structural shocks to identify models of investment
Roberts, John M. - 2005
Persistent link: https://www.econbiz.de/10003275250
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Expectations formation and the effectiveness of strategies for limiting the consequences of the zero bound on interest rates
Reifschneider, David Leon; Roberts, John M. - 2005
Persistent link: https://www.econbiz.de/10003275261
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Using federal funds futures contracts for monetary policy analysis
Gürkaynak, Refet S. - 2005
Persistent link: https://www.econbiz.de/10003012508
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Econometric tests of asset price bubbles : taking stock
Gürkaynak, Refet S. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002572667
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Monetary policy and inflation dynamics
Roberts, John M. - 2004
Persistent link: https://www.econbiz.de/10002380636
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Do actions speak louder than words? : The response of asset prices to monetary policy actions and statements
Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - 2004
Persistent link: https://www.econbiz.de/10002455560
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Market-based measures of monetary policy expectations
Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - 2002
Persistent link: https://www.econbiz.de/10001706701