1. Macro factors and the Affine Term Structure of Interest Rates of and;Wu;Journal Money Credit Banking,2006
2. DSGE Model of the Term Structure with Regime Shifts Working paper;Amisano,2009
3. The Bond Premium in a DSGE Model With Long - Run Real and Nominal Risks Macroeconomics;Rudebusch;American Economic Journal,2012
4. Asset Prices Under Persistent Habits and Arbitrary Shocks to Consumption Growth : Closed - form Solutions and Their Implications Working Paper;Zabczyk,2014
5. The Bond Premium in a DSGE Model With Long - Run Real and Nominal Risks Macroeconomics;Rudebusch;American Economic Journal,2012