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An econometric model of the yield curve with macroeconomic jump effects
Piazzesi, Monika, (2001)
A three-factor econometric model of the US term structure
Gong, Frank Fangxiong, (1997)
Evolving macroeconomic perceptions and the term structure of interest rates
Orphanides, Athanasios, (2010)
Term structure views of monetary policy under alternative models of agent expectations
Kozicki, Sharon, (2001)
Shifting endpoints in the term structure of interest rates
Kozicki, Sharon, (1997)
Moving endpoints and the internal consistency of agents' ex ante forecasts
Kozicki, Sharon, (1996)