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~person:"Hamilton, James D."
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Hamilton, James D.
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A Re-Examination of the Predictability of Economic Activity Using the Yield Spread
Hamilton, James D.
;
Kim, Dong Heon
-
2021
This paper revisits the yield spread's usefulness for predicting future real GDP growth. We show that the contribution of the spread can be decomposed into the effect of expected future changes in short rates and the effect of the term premium. We find that both factors are relevant for...
Persistent link: https://www.econbiz.de/10013236801
Saved in:
2
Robust bond risk premia
Bauer, Michael D.
;
Hamilton, James D.
-
2015
-
Rev.: September 25, 2015
slope of the
yield
curve
are robust predictors of excess bond returns, and there is no robust and convincing evidence for …
Persistent link: https://www.econbiz.de/10011346306
Saved in:
3
Robust Bond Risk Premia
Bauer, Michael
-
2017
A consensus has recently emerged that variables beyond the level, slope, and curvature of the
yield
curve
can help …
Persistent link: https://www.econbiz.de/10012954916
Saved in:
4
Robust Bond Risk Premia
Bauer, Michael
-
2017
A consensus has recently emerged that variables beyond the level, slope, and curvature of the
yield
curve
can help …
Persistent link: https://www.econbiz.de/10012970955
Saved in:
5
Robust bond risk premia
Bauer, Michael D.
;
Hamilton, James D.
-
2017
Persistent link: https://www.econbiz.de/10011684596
Saved in:
6
Robust Bond Risk Premia
Bauer, Michael D.
-
2017
A consensus has recently emerged that variables beyond the level, slope, and curvature of the
yield
curve
can help …
Persistent link: https://www.econbiz.de/10012455201
Saved in:
7
Robust bond risk premia
Bauer, Michael D.
;
Hamilton, James D.
-
2016
-
Revised: January 20, 2016
Persistent link: https://www.econbiz.de/10011529375
Saved in:
8
The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment
Hamilton, James D.
-
2016
This paper reviews alternative options for monetary policy when the short-term interest rate is at the zero lower bound and develops new empirical estimates of the effects of the maturity structure of publicly held debt on the term structure of interest rates. We use a model of risk-averse...
Persistent link: https://www.econbiz.de/10013008627
Saved in:
9
Robust Bond Risk Premia
Bauer, Michael D.
;
Hamilton, James D.
-
2015
slope of the
yield
curve
are robust predictors of excess bond returns, and there is no robust and convincing evidence for …
Persistent link: https://www.econbiz.de/10011388198
Saved in:
10
Robust Bond Risk Premia
Bauer, Michael
-
2015
slope of the
yield
curve
are robust predictors of excess bond returns, and there is no robust and convincing evidence for …
Persistent link: https://www.econbiz.de/10013012562
Saved in:
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