I employ a sign-identified vector autoregression (VAR) in foreign Treasury purchases and factors of the yield curve to …

level and shape of the Treasury yield curve in the 1940s. The paper begins with a brief review of monetary policy in 1938 … and a description of the period between September 1939 and December 1941, when the idea of maintaining a fixed yield curve … the 1940s. The Committee's efforts offer two lessons in yield curve management: (1) the shape of the curve cannot be fixed …

cycles and to predicting recessions. Applying an effective algorithm, I classify the Treasury yield curve into distinct … recessions, the median-short yield spread trumps the long-short spread for horizons up to 17 months ahead and the yield curve … shape is nearly impressive as the median-short spread. Overall, the yield curve shape is an informative but more succinct …

factors influence their yield. The goal of the research is to investigate the relationship between macroeconomic factors and … the yield of government bonds. We use regression models on a dataset of 22 countries with post-industrial economics for … between the yield of government bonds and gold. Moreover, we indicate a positive association between the yield of government …