479 research outputs found
Correcting Estimation Bias in Dynamic Term Structure Models
- Author
- Amihud Y.
- Andrews D. W. K.
- Ang A.
- Ball C. A.
- Campbell J. Y.
- Christensen J. H. E.
- Christensen J. H. E.
- Cochrane J. H.
- Dai Q.
- Duffee G. R.
- Duffee G. R.
- Engsted T.
- Glenn D. Rudebusch
- Gourieroux C.
- Gourieroux C.
- Gürkaynak R. S.
- Hall P.
- Hamilton J. D.
- Hamilton J. D.
- Hamilton J. D.
- Harvey C. R.
- Jing Cynthia Wu
- Joslin S.
- Kendall M. G.
- Kilian L.
- Kilian L.
- Kilian L.
- Kilian L.
- Kilian L.
- Kozicki S.
- Marriott F. H. C.
- Michael D. Bauer
- Nicholls D. F.
- Phillips P. C. B.
- Pierse R. G.
- Pope A. L.
- Rudebusch G.
- Rudebusch G. D.
- Rudebusch G. D.
- Schotman P. C.
- Stine R. A.
- Tang C. Y.
- Wachter J. A.
- Wright J. H.
- Publication venue
- 'Informa UK Limited'
- Publication date
- Field of study
What Does Monetary Policy Reveal about Central Bank's Preferences?
- Author
- A Muscatelli
- B S Bernanke
- B Sack
- B T Mccallum
- C A E Goodhart
- C E Walsh
- C Favero
- Castelnuovo Efrem
- D W Andrews
- E Castelnuovo
- Efrem Castelnuovo
- F Bagliano
- F S Mishkin
- G D Rudebusch
- G D Rudebusch
- G D Rudebusch
- G D Rudebusch
- G D Rudebusch
- J B Taylor
- J C Fuhrer
- J P Judd
- K Neiss
- K Tano
- L Ball
- L E O Svensson
- L E O Svensson
- L E O Svensson
- L E O Svensson
- L J Christiano
- L J Christiano
- L Ljungqvist
- Lucas
- M Goodfriend
- M Goodfriend
- M Woodford
- M Woodford
- Paolo Surico
- R Clarida
- R Clarida
- R Dennis
- S G Cecchetti
- S G Cecchetti
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2002
- Field of study
A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
The Bond Yield 'Conundrum' from a Macro-Finance Perspective
- Author
- A Ang
- Andrew Ang
- Ben Bernanke
- Ben Bernanke
- Ben Bernanke
- C L Evans
- D Du� E
- Don H Kim
- Eric T Swanson
- Eric T. Swanson
- Francis Diebold
- Francis X Diebold
- Frank E Warnock
- Glenn D Rudebusch
- Glenn D Rudebusch
- Glenn D Rudebusch
- Glenn D Rudebusch
- Glenn D Rudebusch
- Glenn D. Rudebusch
- Gregory R Du�ee
- Gregory R Du�ee
- H Dewachter
- Je�rey C Fuhrer
- Je�rey C Fuhrer
- John B Taylor
- John Cochrane
- John Cochrane
- Margaret Mcconnell
- Monika Piazzesi
- Monika Piazzesi
- Nobuyuki Oda
- Peter H�rdahl
- Q Dai
- Refet G�rkaynak
- Refet G�rkaynak
- Richard Clarida
- Ruslan Bikbov
- Sharon Kozicki
- Sharon Kozicki
- Tao Wu
- Tao Wu
- Tao Wu
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2006
- Field of study
MCMC Method for Markov Mixture Simultaneous-Equation Models: A Note
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2004
- Field of study
Interest Rates Under Falling Stars
- Author
- A Ang
- A Ang
- A C Harvey
- A Cieslak
- A Cieslak
- A D Hall
- A Garg
- A Goli�nskigoli�nski
- A K Rose
- A Orphanides
- A Orphanides
- A Timmermann
- C Jardet
- C R Nelson
- D Harvey
- D Van Dijk
- Del Negro
- E F Fama
- E F Fama
- E T Swanson
- F Brayton
- F X Diebold
- F X Diebold
- G D Rudebusch
- G D Rudebusch
- G D Rudebusch
- G R Duffee
- Glenn D. Rudebusch
- H Dewachter
- H Dewachter
- J Beeler
- J Brooks
- J Cochrane
- J D Hamilton
- J Faust
- J H Cochrane
- J H E Christensen
- J H E Christensen
- J H Stock
- J H Wright
- J M Harrison
- J Y Campbell
- J Y Campbell
- J Y Campbell
- J Y Campbell
- J Y Campbell
- K G Lunsford
- K Holston
- L H Summers
- L Rachel
- M D Bauer
- M D Bauer
- M D Bauer
- M D Bauer
- M Del Negro
- M Piazzesi
- M W Watson
- Michael D. Bauer
- P C B Phillips
- P H�rdahl
- Q Dai
- R Bikbov
- R Crump
- R Giacomini
- R S G�rkaynak
- R S G�rkaynak
- T Adrian
- T Clark
- T E Clark
- T Laubach
- U K M�ller
- U Malmendier
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
The Announcement Effect: Evidence from Open Market Desk Data
- Author
- A Meulendyke
- Athanasios Orphanides
- C H Furfine
- C L Edwards
- D L Thornton
- G D Cohen
- G Guthrie
- G S Maddala
- Glenn D Rudebusch
- H R Heller
- J A Clouse
- J B Taylor
- J D Hamilton
- J D Hamilton
- J Feinman
- K N Kuttner
- L Bartolini
- M A Akhtar
- M Goodfriend
- M Woodford
- Oscar Jorda
- R A Gilbert
- R G Anderson
- S Demiralp
- S Hilton
- S Lumpkin
- Selva Demiralp
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2001
- Field of study
Monetary Policy and Risk Taking
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study
The Recent Shift in Term Structure Behavior from a No-arbitrage Macro-finance Perspective
- Author
- A Ang
- Andrew Ang
- Antonio Moreno
- Bekaert
- Bekaert
- Chang-Jin Kim
- D Backus
- D Du�e
- Donald Andrews
- Francis Diebold
- Francis Diebold
- G M Constantinides
- Gerard O&apos
- Glenn D Rudebusch
- Glenn D Rudebusch
- Glenn D Rudebusch
- Glenn D Rudebusch
- Glenn D. Rudebusch
- Gregory R Du�ee
- Gregory R Du�ee
- H Dewachter
- J D Hamilton
- James H Stock
- Je�rey C Fuhrer
- Joe Lange
- John B Taylor
- John Judd
- John Y Campbell
- Margaret M Mcconnell
- Mark W Watson
- Monika Piazzesi
- N Mankiw
- Olivier Blanchard
- Peter H�rdahl
- Q Dai
- Q Dai
- Q Dai
- R Bansal
- Richard Clarida
- Robert Litterman
- Robert R Bliss
- Sharon Kozicki
- Stephen F Gray
- Tao Wu
- Tao Wu
- Timothy Cogley
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2004
- Field of study
The Mechanics of a Reasonably Fitted Quarterly New Keynesian Macro Model
- Author
- Altig
- Andrew Levin
- Ball Laurence
- Ben Martin
- Bennett T Mccallum
- Carl E Walsh
- Carlo Favero
- Charles Goodhart
- Efrem Castelnuovo
- Eric Jondeau
- Eric Mayer
- Glenn D Rudebusch
- Glenn D Rudebusch
- Glenn D Rudebusch
- Gregor Mankiw
- Gregor Mankiw
- Guillermo A Calvo
- J Christiano
- Jagjit Chadha
- Jeff Fuhrer
- Jeffery D Amato
- Jeffrey C Fuhrer
- Jeremy Rudd
- Jesper Linde
- John B Taylor
- John B Taylor
- John H Cochrane
- John M Roberts
- Jordi Gali
- Jordi Gali
- Julio J Rotemberg
- Julio J Rotemberg
- Julio Rotemberg
- Kenneth L Judd
- Kevin Lansing
- Lars E O Svensson
- Lars E O Svensson
- Lars E O Svensson
- Laurence Ball
- Mathew B Canzoneri
- Michael Woodford
- Paul S�derlind
- Paul S�derlind
- Peter Bofinger
- Rafael Domenech
- Richard Clarida
- Richard Dennis
- Stephen G Cecchetti
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2003
- Field of study
- …