-
2
-
-
34247346581
-
Do macro variables, asset markets, or surveys forecast inflation Better?
-
Ang, Andrew, Geert Bekaert, and Min Wei. 2007. "Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better?" Journal of Monetary Economics, 54(4): 1163-212.
-
(2007)
Journal of Monetary Economics
, vol.54
, Issue.4
, pp. 1163-1212
-
-
Ang, A.1
Bekaert, G.2
Wei, M.3
-
3
-
-
0037905686
-
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
-
DOI 10.1016/S0304-3932(03)00032-1, PII S0304393203000321
-
Ang, Andrew, and Monika Piazzesi. 2003. "A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables." Journal of Monetary Economics, 50(4): 745-87. (Pubitemid 36678161)
-
(2003)
Journal of Monetary Economics
, vol.50
, Issue.4
, pp. 745-787
-
-
Ang, A.1
Piazzesi, M.2
-
4
-
-
0002032312
-
The new keynesian economics and the output-inflation trade-off
-
Ball, Laurence, N. Gregory Mankiw, and David Romer. 1988. "The New Keynesian Economics and the Output-Inflation Trade-Off." Brookings Papers on Economic Activity, (1): 1-65.
-
(1988)
Brookings Papers on Economic Activity
, vol.1
, pp. 1-65
-
-
Ball, L.1
Mankiw, N.G.2
Romer, D.3
-
5
-
-
79959902213
-
-
Bank for international settlements Accessed at the Federal Reserve Board, June 16
-
Bank for International Settlements. Yields database compiled from contributing central banks. Accessed at the Federal Reserve Board, June 16 2009.
-
(2009)
Yields Database Compiled from Contributing Central Banks.
-
-
-
8
-
-
33747873710
-
International capital markets and foreign exchange risk
-
DOI 10.1093/rfs/hhj029
-
Brennan, Michael J., and Yihong Xia. 2006. "International Capital Markets and Foreign Exchange Risk." Review of Financial Studies, 19(3): 753-95. (Pubitemid 44290382)
-
(2006)
Review of Financial Studies
, vol.19
, Issue.3
, pp. 753-795
-
-
Brennan, M.J.1
Xia, Y.2
-
12
-
-
0041669393
-
Do bonds span the fixed income markets? Theory and evidence for unspanned stochastic volatility
-
Collin-Dufresne, Pierre, and Robert S. Goldstein. 2002. "Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility." Journal of Finance, 57(4): 1685-730. (Pubitemid 36932120)
-
(2002)
Journal of Finance
, vol.57
, Issue.4
, pp. 1685-1730
-
-
Collin-Dufresne, P.1
Goldstein, R.S.2
-
13
-
-
79959909819
-
-
Survey forecasts for transcribed from hard copies
-
Consensus Forecasts. Survey forecasts for 1990-2009, transcribed from hard copies.
-
(1990)
Consensus Forecasts
-
-
-
14
-
-
84977402535
-
Differential inflationary expectations and the variability of the rate of Inflation: Theory and Evidence
-
Cukierman, Alex, and Paul Wachtel. 1979. "Differential Inflationary Expectations and the Variability of the Rate of Inflation: Theory and Evidence." American Economic Review, 69(4): 595-609.
-
(1979)
American Economic Review
, vol.69
, Issue.4
, pp. 595-609
-
-
Cukierman, A.1
Wachtel, P.2
-
15
-
-
0036221014
-
Expectation puzzles, time-varying risk premia, and affine models of the Term Structure
-
Dai, Qiang, and Kenneth J. Singleton. 2002. "Expectation Puzzles, Time-Varying Risk Premia, and Affine Models of the Term Structure." Journal of Financial Economics, 63(3): 415-41.
-
(2002)
Journal of Financial Economics
, vol.63
, Issue.3
, pp. 415-441
-
-
Dai, Q.1
Singleton, K.J.2
-
16
-
-
79959913982
-
-
Accessed at the Federal Reserve Board, June 16
-
Datastream. Thomson Financial. Accessed at the Federal Reserve Board, June 16 2009.
-
(2009)
Datastream. Thomson Financial.
-
-
-
17
-
-
53649093475
-
Global yield curve dynamics and interactions: A dynamic nelson-Siegel Approach
-
Diebold, Francis X., Canlin Li, and Vivian Z. Yue. 2008. "Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach." Journal of Econometrics, 146(2): 351-63.
-
(2008)
Journal of Econometrics
, vol.146
, Issue.2
, pp. 351-363
-
-
Diebold, F.X.1
Li, C.2
Yue, V.Z.3
-
19
-
-
0034551268
-
A multivariate latent factor decomposition of international bond Yield Spreads
-
Dungey, Mardi, Vance L. Martin, and Adrian R. Pagan. 2000. "A Multivariate Latent Factor Decomposition of International Bond Yield Spreads." Journal of Applied Econometrics, 15(6): 697-715.
-
(2000)
Journal of Applied Econometrics
, vol.15
, Issue.6
, pp. 697-715
-
-
Dungey, M.1
Martin, V.L.2
Pagan, A.R.3
-
20
-
-
0000962629
-
Nobel lecture: Inflation and unemployment
-
Friedman, Milton. 1977. "Nobel Lecture: Inflation and Unemployment." Journal of Political Economy, 85(3): 451-72.
-
(1977)
Journal of Political Economy
, vol.85
, Issue.3
, pp. 451-472
-
-
Friedman, M.1
-
21
-
-
70349233629
-
-
National Bureau of Economic Research Inc NBER Working Papers 13806
-
Greenwood, Robin, and Dimitri Vayanos. 2008. Bond Supply and Excess Bond Returns: National Bureau of Economic Research, Inc, NBER Working Papers: 13806, 2008.
-
(2008)
Bond Supply and Excess Bond Returns
, pp. 2008
-
-
Greenwood, R.1
Vayanos, D.2
-
22
-
-
78649703761
-
Does inflation targeting anchor long- run inflation expectations? Evidence from the US, Uk, and Sweden
-
Gürkaynak, Refet S., Andrew Levin, and Eric Swanson. 2010. "Does Inflation Targeting Anchor Long- Run Inflation Expectations? Evidence from the US, Uk, and Sweden." Journal of the European Economic Association, 8(6): 1208-42.
-
(2010)
Journal of the European Economic Association
, vol.8
, Issue.6
, pp. 1208-1242
-
-
Gürkaynak, R.S.1
Levin, A.2
Swanson, E.3
-
23
-
-
20444380401
-
The sensitivity of long-term interest rates to economic news: Evidence and Implications for Macroeconomic Models
-
Gürkaynak, Refet S., Brian Sack, and Eric Swanson. 2005. "The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models." American Economic Review, 95(1): 425-36.
-
(2005)
American Economic Review
, vol.95
, Issue.1
, pp. 425-346
-
-
Gürkaynak, R.S.1
Sack, B.2
Swanson, E.3
-
24
-
-
36048973867
-
The U.S. treasury yield curve: 1961 to the present: Dataset
-
Gürkaynak, Refet S., Brian Sack, and Jonathan H. Wright. 2007. "The U.S. Treasury Yield Curve: 1961 to the Present: Dataset." Journal of Monetary Economics, http://www.federalreserve.gov/econresdata/researchdata/ feds200628.xls
-
(2007)
Journal of Monetary Economics
-
-
Gürkaynak, R.S.1
Sack, B.2
Wright, J.H.3
-
27
-
-
0006178565
-
Shifting endpoints in the term structure of interest rates
-
DOI 10.1016/S0304-3932(01)00054-X, PII S030439320100054X
-
Kozicki, Sharon, and P. A. Tinsley. 2001. "Shifting Endpoints in the Term Structure of Interest Rates." Journal of Monetary Economics, 47(3): 613-52. (Pubitemid 33619224)
-
(2001)
Journal of Monetary Economics
, vol.47
, Issue.3
, pp. 613-652
-
-
Kozicki, S.1
Tinsley, P.A.2
-
30
-
-
73449141437
-
Macro factors in bond risk premia
-
Ludvigson, Sydney C., and Serena Ng. 2009. "Macro Factors in Bond Risk Premia." Review of Financial Studies, 22(12): 5027-67.
-
(2009)
Review of Financial Studies
, vol.22
, Issue.12
, pp. 5027-5067
-
-
Ludvigson, S.C.1
Ng, S.2
-
31
-
-
21244501699
-
Disagreement about inflation expectations
-
eds. Gertler, Mark, and Kenneth Rogoff. Cambridge, MA MIT Press
-
Mankiw, N. Gregory, Ricardo Reis, and Justin Wolfers. 2004. "Disagreement about Inflation Expectations." In NBER Macroeconomics Annual 2003, eds. Gertler, Mark, and Kenneth Rogoff. Cambridge, MA: MIT Press.
-
(2003)
NBER Macroeconomics Annual
-
-
Mankiw, N.G.1
Reis, R.2
Wolfers, J.3
-
32
-
-
84948909615
-
Organization for economic co-operation and development
-
Accessed July 28
-
Organization for Economic Co-operation and Development, Main Economic Indicators http://stats.oecd.org/mei/. Accessed July 28 2009.
-
(2009)
Main Economic Indicators
-
-
-
33
-
-
34250831455
-
Equilibrium yield curves
-
ed. Daron Acemoglu, Kenneth Rogoff and Michael Woodford. Cambridge and London MIT Press
-
Piazzesi, Monika, and Martin Schneider. 2007. "Equilibrium Yield Curves." In NBER Macroeconomics Annual 2006, ed. Daron Acemoglu, Kenneth Rogoff and Michael Woodford, 389-442. Cambridge and London: MIT Press.
-
(2006)
NBER Macroeconomics Annual
, pp. 389-442
-
-
Piazzesi, M.1
Schneider, M.2
-
35
-
-
84986409654
-
The relationship between forecast dispersion and forecast Uncertainty: Evidence from a survey data-arch model
-
Rich, R. W., J. E. Raymond, and J. S. Butler. 1992. "The Relationship between Forecast Dispersion and Forecast Uncertainty: Evidence from a Survey Data-Arch Model." Journal of Applied Econometrics, 7(2): 131-48.
-
(1992)
Journal of Applied Econometrics
, vol.7
, Issue.2
, pp. 131-148
-
-
Rich, R.W.1
Raymond, J.E.2
Butler, J.S.3
-
36
-
-
34547689398
-
Macroeconomic implications of changes in the term premium
-
Rudebusch, Glenn D., Brian P. Sack, and Eric T. Swanson. 2007. "Macroeconomic Implications of Changes in the Term Premium." Federal Reserve Bank of St Louis Review, 89(4): 241-69.
-
(2007)
Federal Reserve Bank of St Louis Review
, vol.89
, Issue.4
, pp. 241-269
-
-
Rudebusch, G.D.1
Sack, B.P.2
Swanson, E.T.3
-
38
-
-
33847297019
-
Why has us inflation become harder to forecast?
-
Stock, James H., and Mark W. Watson. 2007. "Why Has US Inflation Become Harder to Forecast?" Journal of Money, Credit, and Banking, 39: 3-33.
-
(2007)
Journal of Money, Credit, and Banking
, vol.39
, pp. 3-33
-
-
Stock, J.H.1
Watson, M.W.2
-
39
-
-
79959875306
-
Term premia and inflation uncertainty: Empirical evidence from an International Panel Dataset: Data
-
Wright, Jonathan H. 2011. "Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Data." American Economic Review. http://www.aeaweb.org/articles.php?-doi10.1257/aer.101.4.1514.
-
(2011)
American Economic Review
-
-
Wright, J.H.1
-
40
-
-
84934562816
-
Consensus and uncertainty in economic prediction
-
Zarnowitz, Victor, and Louis A. Lambros. 1987. "Consensus and Uncertainty in Economic Prediction." Journal of Political Economy, 95(3): 591-621.
-
(1987)
Journal of Political Economy
, vol.95
, Issue.3
, pp. 591-621
-
-
Zarnowitz, V.1
Lambros, L.A.2
|