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Discussion of "options-implied probability density functions for real interest rates"
Swanson, Eric T. - In: International journal of central banking : IJCB 12 (2016) 3, pp. 151-159
Persistent link: https://www.econbiz.de/10011577892
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Identifying VARS based on high frequency futures data
Faust, Jon; Swanson, Eric T.; Wright, Jonathan H. - In: Journal of monetary economics 51 (2004) 6, pp. 1107-1131
Persistent link: https://www.econbiz.de/10002222223
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Do Federal Reserve policy surprises reveal superior information about economy?
Faust, Jon (contributor); Swanson, Eric T. (contributor);  … - In: Contributions to macroeconomics 4 (2004) 1
Persistent link: https://www.econbiz.de/10002388587
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Identifying the effects of monetary policy shocks on exchange rates using high frequency data
Faust, Jon; Rogers, John H.; Swanson, Eric T.; Wright, … - In: Journal of the European Economic Association 1 (2003) 5, pp. 1031-1057
Persistent link: https://www.econbiz.de/10001824463
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Identifying VARS based on high frequency futures data
Faust, Jon; Swanson, Eric T.; Wright, Jonathan H. - In: Journal of Monetary Economics 51 (2004) 6, pp. 1107-1131
Persistent link: https://www.econbiz.de/10005131744
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An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.; Diebold, Francis X.; … - In: The econometrics journal 12 (2009) 3, pp. 33-64
Persistent link: https://www.econbiz.de/10003948816
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Cracking the conundrum
Backus, David; Wright, Jonathan H. - In: Brookings papers on economic activity : BPEA (2007) 1, pp. 293-329
Persistent link: https://www.econbiz.de/10003559480
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A probability-based stress test of Federal Reserve assets and income
Christensen, Jens H. E.; López, José A.; Rudebusch, … - In: Journal of monetary economics 73 (2015), pp. 26-43
Persistent link: https://www.econbiz.de/10011381692
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Comment on: "A probability-based stress test of Federal Reserve assets and income"
Archer, David J. - In: Journal of monetary economics 73 (2015), pp. 44-47
Persistent link: https://www.econbiz.de/10011381697
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Estimating shadow-rate term structure models with near-zero yields
Christensen, Jens H. E.; Rudebusch, Glenn D. - In: Journal of financial econometrics : official journal of … 13 (2015) 2, pp. 226-259
Persistent link: https://www.econbiz.de/10011339339