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USA
Yield curve
51
Zinsstruktur
51
Theorie
23
Theory
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12
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12
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11
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Diebold, Francis X.
3
Li, Canlin
2
Ang, Andrew
1
Aruoba, S. Borağan
1
Bams, Dennis
1
Bec, Frédérique
1
Breitung, Jörg
1
Candelon, Bertrand
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Das, Sanjiv R.
1
Granger, C. W. J.
1
Guay, Alain
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Guerre, Emmanuel
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Hyung, Namwon
1
Lengwiler, Yvan
1
Lenz, Carlos
1
Mönch, Emanuel
1
Piazzesi, Monika
1
Rudebusch, Glenn D.
1
Schotman, Peter C.
1
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1
Yue, Vivian Z.
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
92
The review of financial studies
53
Discussion paper / Centre for Economic Policy Research
48
The journal of finance : the journal of the American Finance Association
43
Finance and economics discussion series
42
Journal of banking & finance
41
The journal of fixed income
40
Journal of money, credit and banking : JMCB
39
Journal of financial and quantitative analysis : JFQA
25
Journal of international money and finance
24
Journal of monetary economics
24
Economics letters
22
The journal of futures markets
22
Journal of financial economics
19
NBER working paper series
19
Working papers series / Federal Reserve Bank of San Francisco
19
Journal of economics & business
17
Applied financial economics
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Journal of economic dynamics & control
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Working paper
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BIS working papers
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Working paper series / European Central Bank
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International review of financial analysis
14
Review / Federal Reserve Bank of St. Louis
14
Applied economics
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International finance discussion papers
13
The review of economics and statistics
13
Economic review
12
Staff reports / Federal Reserve Bank of New York
12
Journal of applied econometrics
11
The American economic review
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
CESifo working papers
10
Economic modelling
10
IMF working papers
10
International journal of forecasting
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
NBER Working Paper
10
American economic journal : a journal of the American Economic Association
9
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1
Intelligible factors for the yield curve
Lengwiler, Yvan
;
Lenz, Carlos
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 481-491
Persistent link: https://www.econbiz.de/10008662977
Saved in:
2
Adaptive consistent unit-root test based on autoregressive threshold model
Bec, Frédérique
;
Guay, Alain
;
Guerre, Emmanuel
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 94-133
Persistent link: https://www.econbiz.de/10003608129
Saved in:
3
Forecasting the yield curve in a data-rich environment : a no-arbitrage factor-augmented VAR approach
Mönch, Emanuel
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 26-43
Persistent link: https://www.econbiz.de/10003778196
Saved in:
4
Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X.
;
Li, Canlin
;
Yue, Vivian Z.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 351-363
Persistent link: https://www.econbiz.de/10003782998
Saved in:
5
The macroeconomy and the yield curve: a dynamic latent factor approach
Diebold, Francis X.
;
Rudebusch, Glenn D.
;
Aruoba, S. …
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 309-338
Persistent link: https://www.econbiz.de/10003298588
Saved in:
6
What does the yield curve tell us about GDP growth?
Ang, Andrew
;
Piazzesi, Monika
;
Wei, Min
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 359-403
Persistent link: https://www.econbiz.de/10003298594
Saved in:
7
Forecasting the term structure of government bond yields
Diebold, Francis X.
;
Li, Canlin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
Saved in:
8
Testing for short- and long-run causality : a frequency-domain approach
Breitung, Jörg
;
Candelon, Bertrand
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 363-378
Persistent link: https://www.econbiz.de/10003348759
Saved in:
9
Introduction to m-m processes
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 143-164
Persistent link: https://www.econbiz.de/10003228633
Saved in:
10
Direct estimation of the risk neutral factor dynamcis of Gaussian term structure models
Bams, Dennis
;
Schotman, Peter C.
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10001787610
Saved in:
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