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Affine Nelson-Siegel model
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Zinsstruktur
15,463
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Rudebusch, Glenn D.
107
Christensen, Jens H. E.
72
Akram, Tanweer
70
Favero, Carlo A.
59
Wu, Jing Cynthia
55
Wright, Jonathan H.
54
Bekaert, Geert
51
Afonso, António
49
Monfort, Alain
47
Chernov, Mikhail
45
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45
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44
Caporale, Guglielmo Maria
44
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43
Bauer, Michael D.
42
Chiarella, Carl
42
Gollier, Christian
42
Krippner, Leo
42
Mishkin, Frederic S.
42
Hamilton, James D.
41
Hördahl, Peter
38
Kim, Don H.
38
Schlögl, Erik
38
Fabozzi, Frank J.
37
Gouriéroux, Christian
37
Wei, Min
37
Thornton, Daniel L.
36
Kaminska, Iryna
35
Dewachter, Hans
34
Goldstein, Robert S.
34
Joshi, Mark S.
34
Lemke, Wolfgang
34
Filipović, Damir
32
Jarrow, Robert A.
32
Singleton, Kenneth J.
32
Batten, Jonathan A.
30
Collin-Dufresne, Pierre
30
Friedman, Benjamin M.
30
Meldrum, Andrew
30
Mönch, Emanuel
30
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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Federal Reserve Bank of San Francisco
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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European Central Bank
9
International Monetary Fund
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Federal Reserve Bank of St. Louis
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University of Exeter / Department of Economics
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Banque de France / Direction des Etudes Economiques et de la Recherche
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European Parliament / Directorate-General for Internal Policies of the Union
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Federal Reserve Bank of Cleveland
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OECD
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Rodney L. White Center for Financial Research
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Internationaler Währungsfonds / European Department <1>
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Springer Fachmedien Wiesbaden
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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2
Bank of England / Economics Division
2
Center for Economic Analysis <Boulder, Colo.>
2
Center for Economic Research <Tilburg>
2
Central Bank of Malta
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
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NBER working paper series
304
NBER Working Paper
255
Working paper / National Bureau of Economic Research, Inc.
255
Journal of banking & finance
230
Discussion paper / Centre for Economic Policy Research
142
The journal of fixed income
137
Journal of international money and finance
132
Journal of financial economics
130
Finance research letters
128
Finance and economics discussion series
121
International journal of theoretical and applied finance
121
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112
Economics letters
109
IMF working papers
105
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104
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101
International review of economics & finance : IREF
99
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94
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91
Journal of economic dynamics & control
88
Journal of monetary economics
86
The journal of finance : the journal of the American Finance Association
85
Economic modelling
84
Journal of empirical finance
83
Applied financial economics
79
Discussion papers / CEPR
78
International review of financial analysis
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Working papers series / Federal Reserve Bank of San Francisco
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CESifo working papers
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Mathematical finance : an international journal of mathematics, statistics and financial theory
70
Applied economics letters
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Journal of international financial markets, institutions & money
68
ECB Working Paper
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62
The journal of futures markets
61
The North American journal of economics and finance : a journal of financial economics studies
60
Finance and stochastics
58
Journal of econometrics
57
The European journal of finance
55
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ECONIS (ZBW)
RePEc
341
EconStor
313
USB Cologne (EcoSocSci)
55
USB Cologne (business full texts)
41
BASE
11
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1
The predictive power of the yield spread : further evidence and a structural interpretation
Favero, Carlo A.
(
contributor
);
Kaminska, Iryna
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002563126
Saved in:
2
Euler equations and money market interest rates : a challenge for monetary policy models
Canzoneri, Matthew B.
;
Cumby, Robert
;
Diba, Behzad
- In:
Journal of monetary economics
54
(
2007
)
7
,
pp. 1863-1881
Persistent link: https://www.econbiz.de/10003557061
Saved in:
3
The predictive power of the yield spread : further evidence and a structural interpretation
Favero, Carlo A.
-
2005
Persistent link: https://www.econbiz.de/10013424580
Saved in:
4
On the estimation of Euler equations in the presence of a potential regime shift
Saikkonen, Pentti
;
Ripatti, Antti
- In:
The Manchester School
68
(
1999
)
Suppl
,
pp. 92-121
Persistent link: https://www.econbiz.de/10001514942
Saved in:
5
The effects of uncertainty on optimal consumption
Mason, Robin
;
Wright, Stephen
- In:
Journal of economic dynamics & control
25
(
2001
)
1/2
,
pp. 185-212
Persistent link: https://www.econbiz.de/10001518181
Saved in:
6
Accuracy of numerical solutions using the Euler equation residuals
Santos, Manuel
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1377-1402
Persistent link: https://www.econbiz.de/10001527501
Saved in:
7
Modelling and identifying central banks' preferences
Favero, Carlo A.
;
Rovelli, Riccardo
-
1999
Persistent link: https://www.econbiz.de/10001446140
Saved in:
8
Consumption, habit formation and precautionary saving : evidence from the UK
Guariglia, Alessandra
;
Rossi, Mariacristina
-
1999
Persistent link: https://www.econbiz.de/10001434979
Saved in:
9
Factor demands and innovation activity : evidence from Spanish manufacturing firms
Alonso-Borrego, César
;
Collado, María Dolores
-
1999
Persistent link: https://www.econbiz.de/10001400273
Saved in:
10
On the index and asymptotic stability of dynamics
DeMichelis, Stefano
-
2000
Persistent link: https://www.econbiz.de/10001469814
Saved in:
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