No-Arbitrage Taylor Rules
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Publisher
Elsevier BV
Reference64 articles.
1. The Term Structure of Real Rates and Expected Inflation
2. A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables;A Ang;Journal of Monetary Economics,2003
3. What does the Yield Curve Tell us about GDP Growth?;A Ang;forthcoming Journal of Econometrics,2004
4. Measuring Monetary Policy with VAR Models: An Evaluation;F C Bagliano;European Economic Review,1998
5. Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle;R Bansal;Journal of Business and Economic Statistics,2004
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1. Affine Term Structure Models;The New Palgrave Dictionary of Economics;2018
2. Why do term structures in different currencies co-move?;Journal of Financial Economics;2015-01
3. On the informational role of term structure in the US monetary policy rule;Journal of Economic Dynamics and Control;2013-09
4. Equity Returns and the Business Cycle: the Role of Supply and Demand Shocks;The Manchester School;2013-08-13
5. A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve*;Oxford Bulletin of Economics and Statistics;2012-11-06
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