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The term structure of expectations and bond yields. (2017). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard.
In: Staff Reports.
RePEc:fip:fednsr:775.

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  2. Decomposing the yield curve with linear regressions and survey information. (2023). Halberstadt, Arne.
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  3. Shock and awe? Bond yield responses to domestic monetary policy in a small-open economy. (2023). Nitschka, Thomas ; Ramelet, Marc-Antoine.
    In: Economics Letters.
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  4. (Un)expected monetary policy shocks and term premia. (2022). Meyergohde, Alexander ; Kliem, Martin .
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  7. The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian.
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  9. (Un)expected Monetary Policy Shocks and Term Premia. (2018). Meyer-Gohde, Alexander ; Kliem, Martin.
    In: 2018 Meeting Papers.
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  10. Global Trends in Interest Rates. (2018). Tambalotti, Andrea ; Giannone, Domenico ; Giannoni, Marc ; Del Negro, Marco.
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  11. What to expect from the lower bound on interest rates: evidence from derivatives prices. (2018). Williams, John ; Mertens, Thomas.
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  12. Global Trends in Interest Rates. (2018). Tambalotti, Andrea ; Giannone, Domenico ; Giannoni, Marc ; Del Negro, Marco.
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  15. The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations. (2018). Lange, Ronald Henry.
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  17. (Un)expected monetary policy shocks and term premia. (2017). Meyer-Gohde, Alexander ; Kliem, Martin.
    In: Discussion Papers.
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  18. AFFINE MODELS WITH STOCHASTIC MARKET PRICE OF RISK. (2017). Rebonato, Riccardo.
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  19. Lower bound beliefs and long-term interest rates. (2017). Schumacher, Silvio ; Krogstrup, Signe ; Grisse, Christian.
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  20. Safety, Liquidity, and the Natural Rate of Interest. (2017). Tambalotti, Andrea ; Giannone, Domenico ; Giannoni, Marc ; Del Negro, Marco.
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  21. Is the market always right? Improving federal funds rate forecasts by adjusting for the term premium. (2017). Callaghan, Michael.
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  22. Interest Rates Under Falling Stars. (2017). Rudebusch, Glenn ; Bauer, Michael.
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  23. Safety, Liquidity, and the Natural Rate of Interest. (2017). Tambalotti, Andrea ; Giannone, Domenico ; Del Negro, Marco ; Giannoni, Marc P.
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  24. Decomposing real and nominal yield curves. (2016). Moench, Emanuel ; Crump, Richard ; Adrian, Tobias ; Yu, Rui ; Abrahams, Michael .
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    RePEc:bca:bocadp:18-7.

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  10. Lower bound beliefs and long-term interest rates. (2017). Schumacher, Silvio ; Krogstrup, Signe ; Grisse, Christian.
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  11. The term structure of expectations and bond yields. (2017). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard.
    In: Staff Reports.
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  12. The TIPS Liquidity Premium. (2017). Christensen, Jens ; Riddell, Simon ; Andreasen, Martin M.
    In: Working Paper Series.
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  13. The first arrow hitting the currency target: A long-run risk perspective. (2017). Kano, Takashi ; Wada, Kenji .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:74:y:2017:i:c:p:337-352.

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  14. The expected real yield and inflation components of the nominal yield curve. (2017). Lange, Ronald H.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:39:y:2017:i:c:p:1-18.

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  15. The Outlook, Uncertainty, and Monetary Policy : a speech at the Economic Club of New York, New York, New York, March 29, 2016.. (2016). Yellen, Janet L.
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  16. Exchange rates and the yield curve. (2016). .
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  17. Decomposing real and nominal yield curves. (2016). Moench, Emanuel ; Crump, Richard ; Adrian, Tobias ; Yu, Rui ; Abrahams, Michael .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:84:y:2016:i:c:p:182-200.

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  18. International spillovers in inflation expectations. (2015). Ciccarelli, Matteo ; Garcia, Juan Angel.
    In: Working Paper Series.
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  19. Regression Based Estimation of Dynamic Asset Pricing Models. (2015). Moench, Emanuel ; Crump, Richard ; Adrian, Tobias.
    In: CEPR Discussion Papers.
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  20. Expectativas de inflación, prima de riesgo inflacionario y prima de liquidez: una descomposición del break-even inflation para los bonos del gobierno colombiano. (2015). Moreno Gutiérrez, José ; Moreno Gutiérrez, José ; Melo-Velandia, Luis ; Espinosa Torres, Juan ; Moreno Gutiérrez, José ; Moreno-Gutierrez, Jose Fernando ; Espinosa-Torres, Juan Andres .
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  21. Long-run priors for term structure models. (2015). Roberts-Sklar, Matt ; Meldrum, Andrew.
    In: Bank of England working papers.
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  22. Expectativas de inflación, prima de riesgo inflacionario y prima de liquidez: una descomposición del break-even inflation para los bonos del gobierno colombiano. (2015). Moreno Gutiérrez, José ; Moreno Gutiérrez, José ; Moreno Gutiérrez, José ; Melo-Velandia, Luis ; Espinosa Torres, Juan ; Moreno Gutiérrez, José ; Espinosa-Torres, Juan Andres ; Moreno-Gutierrez, Jose Fernando .
    In: Borradores de Economia.
    RePEc:bdr:borrec:903.

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  23. Official Demand for U.S. Debt; Implications for U.S. Real Interest Rates. (2014). Zinna, Gabriele ; Kaminska, Iryna.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/066.

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  24. Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2014). Pettenuzzo, Davide ; Timmermann, Allan G ; Gargano, Antonio .
    In: CEPR Discussion Papers.
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  25. Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2014). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio .
    In: Working Papers.
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  26. Price pressures in the UK index-linked market: an empirical investigation. (2014). Zinna, Gabriele.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_968_14.

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  27. High Frequency Identification of Monetary Non-Neutrality: The Information Effect. (2013). Steinsson, Jon ; Nakamura, Emi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19260.

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