Inflation, real short-term interest rates, and the term structure of interest rates: a regime-switching approach
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/00036840122884
Reference17 articles.
1. Cointegration and Tests of Present Value Models
2. Yield Spreads and Interest Rate Movements: A Bird's Eye View
3. Time-Varying Volatility and the Dynamic Behavior of the Term Structure
4. Inflation Regimes and the Sources of Inflation Uncertainty
5. Do stationary risk premia explain it all?
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1. The expected real yield and inflation components of the nominal yield curve;The North American Journal of Economics and Finance;2017-01
2. A regime-switching model to evaluate bonds in a quadratic term structure of interest rates;Applied Financial Economics;2014-06-11
3. Monetary policy reactions and the exchange rate: a regime-switching structural VAR for Canada;International Review of Applied Economics;2013-09
4. Assessing macro influence on Brazilian yield curve with affine models;Applied Economics;2011-06
5. Regime-switching monetary policy in Canada;Journal of Macroeconomics;2010-09
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