The Macroeconomy and the Yield Curve: A Nonstructural Analysis

Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation

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Parsimonious Modeling of Yield Curves

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A YIELD‐FACTOR MODEL OF INTEREST RATES

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Pricing Interest-Rate-Derivative Securities

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Specification Analysis of Affine Term Structure Models

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Yield Spreads and Interest Rate Movements: A Bird's Eye View

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A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

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Term Premia and Interest Rate Forecasts in Affine Models

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The Term Structure as a Predictor of Real Economic Activity

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The Information in Long-Maturity Forward Rates

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Time Series Analysis by State Space Methods

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Predicting U.S. Recessions: Financial Variables as Leading Indicators

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Forecasting Output and Inflation: The Role of Asset Prices

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Time Series analysis by state space methods

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Policy rules for inflation targeting

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Term structure evidence on interest rate smoothing and monetary policy inertia

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Do Measures of Monetary Policy in a Var Make Sense?

1998 • 654 citations

From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’

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Shifting endpoints in the term structure of interest rates

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Federal Reserve interest rate targeting, rational expectations, and the term structure

1995 • 417 citations

Federal Reserve interest rate targeting, rational expectations, and the term structure

1995 • 374 citations

Monetary policy trade-offs and the correlation between nominal interest rates and real output

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Interest Rate Dynamics and Consistent Forward Rate Curves

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Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yields and Stock Prices in the United States Since 1856.

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Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models

1990 • 253 citations

Monetary Policy Shifts and Long-Term Interest Rates

1996 • 192 citations

A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy

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Forecasting the Term Structure of Government Bond Yields

2002 • 176 citations

What Does the Yield Curve Tell Us about GDP Growth?

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Zero-Coupon Yield Curves: Technical Documentation

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A Joint Econometric Model of Macroeconomic and Term Structure Dynamics

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The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models

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Economic Determinants of the Nominal Treasury Yield Curve

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Estimating the Term Structure of Interest Rates for Monetary Policy Analysis

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The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models

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Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia

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What Does the Yield Curve Tell us about GDP Growth?

2004 • 55 citations

Monetary Policy and the Slope Factor in Empirical Term Structure Estimations

2001 • 50 citations

Economic determinants of the nominal treasury yield curve

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Monetary Policy and the Slope Factors in Empirical Term Structure Estimations

2001 • 21 citations

The Functional Form of Yield Curves

2002 • 14 citations

The Functional Form of Yield Curves

2002 • 12 citations