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subject:"Expectation formation"
~isPartOf:"Journal of applied econometrics"
~subject:"Estimation"
~subject:"Modellierung"
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Search: subject_exact:"LIBOR-Markt-Modell"
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Expectation formation
Estimation
Modellierung
Yield curve
22
Zinsstruktur
22
USA
11
United States
11
Schätzung
8
Theorie
8
Theory
8
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7
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Nelson-Siegel model
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1954-2004
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Altavilla, Carlo
1
Croushore, Dean Darrell
1
Dewachter, Hans
1
Doh, Taeyoung
1
Fischer, Manfred M.
1
Giacomini, Raffaella
1
González Rozada, Martín
1
Hauzenberger, Niko
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Hevia, Constantino
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Shu, Haicheng
1
Sola, Martin
1
Spagnolo, Fabio
1
Spencer, Peter D.
1
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1
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Journal of applied econometrics
NBER working paper series
45
Working paper / National Bureau of Economic Research, Inc.
45
Journal of banking & finance
42
NBER Working Paper
37
Journal of financial economics
35
Discussion paper / Centre for Economic Policy Research
34
Journal of international money and finance
31
Finance and economics discussion series
30
International review of economics & finance : IREF
29
Journal of empirical finance
27
Applied economics
26
Applied financial economics
24
Working paper
24
Journal of money, credit and banking : JMCB
23
The journal of fixed income
23
Applied economics letters
22
International journal of finance & economics : IJFE
22
The journal of finance : the journal of the American Finance Association
21
Finance research letters
20
Working paper series / European Central Bank
20
Discussion paper
19
Economic modelling
19
Journal of financial and quantitative analysis : JFQA
19
Discussion papers / CEPR
18
Journal of economic dynamics & control
18
CESifo working papers
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Journal of international financial markets, institutions & money
16
Research paper series / Swiss Finance Institute
16
The North American journal of economics and finance : a journal of financial economics studies
16
BIS working papers
14
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International review of financial analysis
13
Journal of monetary economics
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The review of financial studies
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Bank of Finland research discussion papers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
2
(Un)expected monetary policy shocks and term premia
Kliem, Martin
;
Meyer-Gohde, Alexander
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013186692
Saved in:
3
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
4
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
5
Anchoring the yield curve using survey expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
Saved in:
6
Reassessing the relative power of the yield spread in forecasting recessions
Croushore, Dean Darrell
;
Marsten, Katherine
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1183-1191
Persistent link: https://www.econbiz.de/10011687424
Saved in:
7
Estimating and forecasting the yield curve using a Markov switching dynamic Nelson and Siegel model
Hevia, Constantino
;
González Rozada, Martín
;
Sola, Martin
- In:
Journal of applied econometrics
30
(
2015
)
6
,
pp. 987-1009
Persistent link: https://www.econbiz.de/10011431680
Saved in:
8
Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
Saved in:
9
Information in the Yield curve : a macro-finance approach
Dewachter, Hans
;
Iania, Leonardo
;
Lyrio, Marco
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 42-64
Persistent link: https://www.econbiz.de/10010414258
Saved in:
10
Long-run risks in the term structure of interest rates : estimation
Doh, Taeyoung
- In:
Journal of applied econometrics
28
(
2013
)
3
,
pp. 478-497
Persistent link: https://www.econbiz.de/10009756493
Saved in:
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