Pages that link to "Item:Q292022"

The following pages link to The macroeconomy and the yield curve: a dynamic latent factor approach (Q292022):

Displaying 49 items.

• Estimation of a nonparametric model for bond prices from cross-section and time series information (Q104342) (← links)
• What does the yield curve tell us about GDP growth? (Q292029) (← links)
• Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (Q295690) (← links)
• Global yield curve dynamics and interactions: a dynamic Nelson-Siegel approach (Q299229) (← links)
• Forecasts of US short-term interest rates: a flexible forecast combination approach (Q302204) (← links)
• The yield curve and the macro-economy across time and frequencies (Q318879) (← links)
• What drives short rate dynamics? A functional gradient descent approach (Q429537) (← links)
• Yield curve in an estimated nonlinear macro model (Q550835) (← links)
• Functional dynamic factor models with application to yield curve forecasting (Q714342) (← links)
• Long-term yield in an affine HJM framework on \(S_{d}^{+}\) (Q722068) (← links)
• Intelligible factors for the yield curve (Q736543) (← links)
• No-arbitrage macroeconomic determinants of the yield curve (Q736697) (← links)
• The affine arbitrage-free class of Nelson-Siegel term structure models (Q737987) (← links)
• A genetic algorithm estimation of the term structure of interest rates (Q961416) (← links)
• Macroeconomic models and the yield curve: an assessment of the fit (Q991391) (← links)
• Estimating VAR models for the term structure of interest rates (Q998269) (← links)
• A hybrid spline-based parametric model for the yield curve (Q1657153) (← links)
• Predicting the yield curve using forecast combinations (Q1659103) (← links)
• From bond yield to macroeconomic instability: a parsimonious affine model (Q1683157) (← links)
• Robust term structure estimation in developed and emerging markets (Q1703534) (← links)
• A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
• Bayesian inference in a stochastic volatility Nelson-Siegel model (Q1927156) (← links)
• On the informational role of term structure in the US monetary policy rule (Q1994288) (← links)
• Dynamic regression models for time-ordered functional data (Q2057327) (← links)
• The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises (Q2136958) (← links)
• MoNK: mortgages in a New-Keynesian model (Q2246696) (← links)
• The effects of conventional and unconventional monetary policy on forecasting the yield curve (Q2291799) (← links)
• A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US (Q2338512) (← links)
• Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models (Q2338517) (← links)
• The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (Q2343755) (← links)
• Integrated bank risk modeling: a bottom-up statistical framework (Q2355958) (← links)
• Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
• Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects (Q2687856) (← links)
• BILINEAR TERM STRUCTURE MODEL (Q3069955) (← links)
• Some Remarks on the Nelson–Siegel Model (Q3300638) (← links)
• USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS (Q3632390) (← links)
• An arbitrage‐free generalized Nelson–Siegel term structure model (Q3653355) (← links)
• Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model (Q4687656) (← links)
• Yield curve forecast combinations based on bond portfolio performance (Q4687661) (← links)
• Dynamics of the term structure of interest rates and monetary policy: is monetary policy effective during zero interest rate policy? (Q5128603) (← links)
• Constrained Factor Models for High-Dimensional Matrix-Variate Time Series (Q5130622) (← links)
• PCA-BASED EX-ANTE FORECASTING OF SWAP TERM STRUCTURES (Q5193005) (← links)
• Dynamic credit default swap curves in a network topology (Q5235459) (← links)
• A Bayesian approach to term structure modeling using heavy‐tailed distributions (Q5414514) (← links)
• Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model (Q5860977) (← links)
• Monetary policy is not always systematic and data-driven: evidence from the yield curve (Q6049575) (← links)
• Ranking Forecasts by Stochastic Error Distance, Information and Reliability Measures (Q6086595) (← links)
• Monetary policy and the term structure of inflation expectations with information frictions (Q6106652) (← links)
• Inference in functional factor models with applications to yield curves (Q6134635) (← links)