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On biases in tests of the expectations hypothesis of the term structure of interest rates

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Macro Factors and the Term Structure of Interest Rates

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Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields

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Peso problem explanations for term structure anomalies

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Testing term structure estimation methods

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Regime Switches in Interest Rates

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A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables

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Monetary Policy Shifts and Long-Term Interest Rates

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