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2. Lower borrowing costs with inflation-indexed bonds: A trading rule based assessment. (2008). Reschreiter, Andreas.
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1. Inflation and Individual Equities. (2012). Signori, Ombretta ; Brière, Marie ; Ang, Andrew.
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2. Expected inflation and inflation risk premium in the euro area and in the United States. (2012). Pericoli, Marcello.
   In: Temi di discussione (Economic working papers).
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3. An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks. (2012). Diez de los Rios, Antonio ; Bauer, Gregory.
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4. The information content of the embedded deflation pption in TIPS. (2011). Grishchenko, Olesya ; Zhang, Jianing ; Vanden, Joel M..
   In: Finance and Economics Discussion Series.
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5. The term structure of inflation compensation in the nominal yield curve. (2011). Pasaogullari, Mehmet ; Tsonevy, Simeon .
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6. Credit and Liquidity Risks in Euro-area Sovereign Yield Curves. (2011). Renne, Jean-Paul ; Monfort, Alain.
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7. Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew.
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8. Japanese Yield Curves In and Out of a Zero Rate Environmnet: A Macro-Finance Perspective. (2011). Koeda, Junko.
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9. An estimated DSGE model: explaining variation in term premia. (2011). Andreasen, Martin.
   In: Bank of England working papers.
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10. Preferred-habitat investors and the US term structure of real rates. (2011). Zinna, Gabriele ; Vayanos, Dimitri ; Kaminska, Iryna.
    In: Bank of England working papers.
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11. Default, liquidity and crises: an econometric framework. (2011). Renne, Jean-Paul ; Monfort, Alain ; Renne, J-P., .
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12. A Reduced Form Model of Default Spreads with Markov-Switching Macroeconomic Factors. (2010). Dionne, Georges ; Gauthier, Genevieve ; Maurice, Mathieu ; Hammami, Khemais ; Simonato, Jean-Guy.
    In: Cahiers de recherche.
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13. Inflation risks and inflation risk premia. (2010). Garcia, Juan Angel ; Werner, Thomas.
    In: Working Paper Series.
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14. The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences. (2010). van Binsbergen, Jules ; Rubio-Ramirez, Juan F ; koijen, ralph ; Fernandez-Villaverde, Jesus.
    In: CEPR Discussion Papers.
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15. Challenges in macro-finance modeling. (2009). Kim, Don H..
    In: Review.
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16. Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion. (2009). Yan, Hongjun ; Basak, Suleyman.
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17. Long-horizon yield curve projections: comparison of semi-parametric and parametric approaches. (2008). Nyholm, Ken ; Rebonato, Riccardo.
    In: Applied Financial Economics.
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18. Pricing Bonds in the Australian Market. (2008). Sullivan, James ; Bilson, Christopher M. ; Brailsford, Timothy J. ; Treepongkaruna, Sirimon.
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:33:y:2008:i:1:p:123-143.

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19. The Term Structure of Inflation Expectations. (2008). Mueller, Philippe ; Chernov, Mikhail.
    In: 2008 Meeting Papers.
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20. Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices. (2008). Wei, Min ; D'Amico, Stefania ; Kim, Don H..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2008-30.

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21. Challenges in macro-finance modeling. (2008). Kim, Don.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2008-06.

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22. Valuation of intergenerational transfers in funded collective pension schemes. (2008). Hoevenaars, Roy ; PONDS, EDUARD H. M., .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:42:y:2008:i:2:p:578-593.

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23. Multivariate Feller conditions in term structure models: Why do(nt) we care?. (2008). Vlaar, Peter ; Veerman, Enno ; Spreij, Peter.
    In: DNB Working Papers.
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24. The Term Structure of Inflation Expectations. (2008). Mueller, Philippe ; Chernov, Mikhail.
    In: CEPR Discussion Papers.
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25. Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices. (2008). Wei, Min ; D'Amico, Stefania ; Kim, Don H.
    In: BIS Working Papers.
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26. Multivariate Feller conditions in term structure models: Why do(nt) we care?. (2008). Vlaar, Peter ; Veerman, Enno ; Spreij, Peter.
    In: Papers.
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27. Cracking the Conundrum. (2007). White, Lawrence ; Wright, Jonathan H..
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28. Term Structure Modeling for Pension Funds:What to do in Practice?. (2007). Vlaar, Peter.
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29. Inflation risk premia in the term structure of interest rates. (2007). Tristani, Oreste ; Hördahl, Peter ; Hoerdahl, Peter.
    In: BIS Working Papers.
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30. Switching VARMA Term Structure Models - Extended Version.. (2007). Pegoraro, Fulvio ; Monfort, Alain.
    In: Working papers.
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31. Inflation-linked bonds from a central bank perspective. (2007). Rixtel, Adrian ; Garcia, Juan Angel.
    In: Occasional Papers.
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32. The term structure of inflation risk premia and macroeconomic dynamics. (2006). Vestin, David ; Tristani, Oreste ; Hrdahl, Peter.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:203.

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33. Risk, Uncertainty and Asset Prices. (2006). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
    In: NBER Working Papers.
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34. Stock and Bond Returns with Moody Investors. (2006). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steven R..
    In: NBER Working Papers.
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35. Indexed Bonds and Revisions of Inflation Expectations. (2006). Reschreiter, Andreas.
    In: Economics Series.
    RePEc:ihs:ihsesp:199.

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36. A joint econometric model of macroeconomic and term-structure dynamics. (2006). Vestin, David ; Tristani, Oreste ; Hördahl, Peter ; Hordahl, Peter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:131:y:2006:i:1-2:p:405-444.

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37. What does the yield curve tell us about GDP growth?. (2006). Wei, Min ; Piazzesi, Monika ; Ang, Andrew.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:131:y:2006:i:1-2:p:359-403.

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38. Term structure estimation without using latent factors. (2005). Duffee, Greg.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:103.

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39. Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?. (2005). Wei, Min ; Bekaert, Geert ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11538.

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40. Risk, uncertainty, and asset prices. (2005). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-40.

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41. No-arbitrage Taylor rules. (2005). Piazzesi, Monika ; Dong, Sen ; Ang, Andrew.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2005:x:14.

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42. Inflation risk premia and the expectations hypothesis. (2005). Buraschi, Andrea ; JILTSOV, ALEXEI.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:75:y:2005:i:2:p:429-490.

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43. The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach. (2005). Luger, Richard ; Garcia, René.
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-36.

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44. Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets. (2004). Beechey, Meredith.
    In: Working Paper Series.
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45. Regime shifts in a dynamic term structure model of U.S. Treasury bond yields. (2004). Singleton, Kenneth ; Yang, Wei ; Dai, Qiang.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2004:i:mar:x:11.

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46. A joint econometric model of macroeconomic and term structure dynamics. (2004). Tristani, Oreste ; Hördahl, Peter ; Hoerdahl, Peter.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:379.

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47. A joint econometric model of macroeconomic and term structure dynamics. (2004). Tristani, Oreste ; Hördahl, Peter ; Hordahl, Peter ; Vestin, David .
    In: Working Paper Series.
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48. The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models. (2003). Swanson, Eric ; Gürkaynak, Refet ; Sack, Brian.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2003-50.

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