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Short rate nonlinearities and regime switches
Ang, Andrew; Bekaert, Geert - In: Journal of economic dynamics & control 26 (2002) 7/8, pp. 1243-1274
Persistent link: https://www.econbiz.de/10001656086
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Changes in regime and the term structure : a note
Driffill, John - In: Journal of economic dynamics & control 16 (1992) 1, pp. 165-173
Persistent link: https://www.econbiz.de/10001115961
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Testing the term structure of interest rates using a stationary vector autoregression with regime switching
Sola, Martin - In: Journal of economic dynamics & control 18 (1994) 3, pp. 601-628
Persistent link: https://www.econbiz.de/10001160926
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Reconciling the term structure of interest rates with the consumption-based ICAP model
Canova, Fabio - In: Journal of economic dynamics & control 20 (1996) 4, pp. 709-750
Persistent link: https://www.econbiz.de/10001194699
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A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US
Fernandes, Marcelo; Vieira, Fausto - In: Journal of economic dynamics & control 106 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012132004
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Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics?
Hodrick, Robert J.; Vassalou, Maria - In: Journal of economic dynamics & control 26 (2002) 7/8, pp. 1275-1299
Persistent link: https://www.econbiz.de/10001656088
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Term structure views of monetary policy under alternative models of agent expectations
Kozicki, Sharon; Tinsley, Peter A. - In: Journal of economic dynamics & control 25 (2001) 1/2, pp. 149-184
Persistent link: https://www.econbiz.de/10001518180
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Exchange rates and interest rates : can term structue models explain currency movements?
Inci, Ahmet Can; Lu, Biao - In: Journal of economic dynamics & control 28 (2004) 8, pp. 1595-1624
Persistent link: https://www.econbiz.de/10001966237
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Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach
Takamizawa, Hideyuki; Shoji, Isao - In: Journal of economic dynamics & control 33 (2009) 1, pp. 65-77
Persistent link: https://www.econbiz.de/10003810161
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Macroeconomic models and the yield curve : an assessment of the fit
Chadha, Jagjit; Holly, Sean - In: Journal of economic dynamics & control 34 (2010) 8, pp. 1343-1358
Persistent link: https://www.econbiz.de/10008663619