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Yield spread selection in predicting recession probabilities
Choi, Jaehyuk, (2023)
Term structure modeling and forecasting of government bond yields : does a good in -sample fit imply reasonable out-of-sample forecasts?
Ullah, Wali, (2013)
Liquidity and yield curve estimation
Tsai, Shih-chuan, (2012)
A general equilibrium model of the term structure of interest rates under regime-switching risk
Wu, Shu, (2005)
State-space models : applications in economics and finance
Zeng, Yong, (2013)
Monetary policy and long-term interest rates
Wu, Shu, (2008)