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subject:"Expectation formation"
~isPartOf:"Journal of applied econometrics"
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Expectation formation
Estimation
Yield curve
22
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22
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11
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11
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8
Theorie
8
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8
Forecasting model
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Altavilla, Carlo
1
Croushore, Dean Darrell
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Doh, Taeyoung
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González Rozada, Martín
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Hevia, Constantino
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Spagnolo, Fabio
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Journal of applied econometrics
NBER working paper series
44
Working paper / National Bureau of Economic Research, Inc.
44
Journal of banking & finance
42
NBER Working Paper
36
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
29
International review of economics & finance : IREF
29
Applied economics
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Journal of empirical finance
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Applied financial economics
24
Working paper
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Journal of money, credit and banking : JMCB
23
Applied economics letters
22
International journal of finance & economics : IJFE
22
The journal of finance : the journal of the American Finance Association
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The journal of fixed income
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Finance research letters
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Discussion paper
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Economic modelling
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Journal of financial and quantitative analysis : JFQA
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Discussion papers / CEPR
18
Working paper series / European Central Bank
18
CESifo working papers
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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
Journal of economic dynamics & control
15
Economics letters
14
BIS working papers
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Journal of econometrics
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Journal of monetary economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
The review of financial studies
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International review of financial analysis
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
(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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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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