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1
A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US
Fernandes, Marcelo
;
Vieira, Fausto
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012132004
Saved in:
2
The effectiveness of the federal funds rate as the U.S. monetary policy tool before, during and after the Great Recession
Miller, Michael S.
;
Choi, Jin W.
- In:
European research studies
17
(
2014
)
3
,
pp. 37-58
Persistent link: https://www.econbiz.de/10012003651
Saved in:
3
The macroeconomic determinants of the US term structure during the Great Moderation
Paccagnini, Alessia
- In:
Economic modelling
52
(
2016
),
pp. 216-225
Persistent link: https://www.econbiz.de/10011645630
Saved in:
4
Monetary policy, real activity, and credit spreads : evidence from Bayesian proxy SVARs
Caldara, Dario
;
Herbst, Edward P.
- In:
American economic journal : a journal of the American …
11
(
2019
)
1
,
pp. 157-192
Persistent link: https://www.econbiz.de/10011962410
Saved in:
5
Term structure views of monetary policy under alternative models of agent expectations
Kozicki, Sharon
;
Tinsley, Peter A.
- In:
Journal of economic dynamics & control
25
(
2001
)
1/2
,
pp. 149-184
Persistent link: https://www.econbiz.de/10001518180
Saved in:
6
What did the Fed do when inflation died? : an empirical investigation
Giovannoni, Olivier
- In:
International journal of political economy : a journal …
37
(
2008/09
)
2
,
pp. 49-70
Persistent link: https://www.econbiz.de/10003797000
Saved in:
7
Time-varying yield curve dynamics and monetary policy
Mumtaz, Haroon
;
Surico, Paolo
- In:
Journal of applied econometrics
24
(
2009
)
6
,
pp. 895-913
Persistent link: https://www.econbiz.de/10003886926
Saved in:
8
Intelligible factors for the yield curve
Lengwiler, Yvan
;
Lenz, Carlos
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 481-491
Persistent link: https://www.econbiz.de/10008662977
Saved in:
9
Can monetary policy influence long-term interest rates? : it depends
Beckworth, David
;
Moon, Kenneth P.
;
Toles, J. Holland
- In:
Economic inquiry : journal of the Western Economic …
50
(
2012
)
4
,
pp. 1080-1096
Persistent link: https://www.econbiz.de/10009696165
Saved in:
10
Alternative maximum likelihood estimation of structural vector autoregressive models partially identified with short-run restrictions
Jang, Kyungho
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
2/3
,
pp. 465-476
Persistent link: https://www.econbiz.de/10009759303
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