New Keynesian Macroeconomics and the Term Structure
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1538-4616.2009.00277.x/fullpdf
Reference53 articles.
1. The Term Structure of Real Rates and Expected Inflation;Ang;Journal of Finance,2008
2. A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables;Ang;Journal of Monetary Economics,2003
3. What Does the Yield Curve Tell Us about GDP Growth;Ang;Journal of Econometrics,2006
4. Bekaert, Geert , Seonghoon Cho , and Antonio Moreno . (2005) âNew-Keynesian Macroeconomics and the Term Structure.â NBER Working Paper No. 11340.
5. Bekaert, Geert , Eric Engstrom , and Steven R. Grenadier . (2006) âStock and Bond Returns with Moody Investors.â NBER Working Paper No. 12248.
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