1. How far can the long-run risk model with durable goods explain the variation of the yield curve?. (2024). Igarashi, Yoske ; Ikeda, Ryoichi.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pa:p:444-459.

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2. Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap. (2023). Zheng, Zhongxi ; Zhang, Zhaoyong ; Wu, Junxiang ; Tsui, Albert K.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:42:y:2023:i:5:p:1205-1227.

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3. Extreme Inflation and Time-Varying Expected Consumption Growth. (2023). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya.
   In: Management Science.
   RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2972-3002.

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4. Implementation and Transmission of Monetary Policy: a speech at the H. Parker Willis Lecture, Washington and Lee University, Lexington, Virginia, March 27, 2023.. (2023). Jefferson, Philip N.
   In: Speech.
   RePEc:fip:fedgsq:95893.

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5. .

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6. Extreme inflation and time-varying expected consumption growth. (2022). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya.
   In: SAFE Working Paper Series.
   RePEc:zbw:safewp:334.

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7. (Un)expected monetary policy shocks and term premia. (2022). Meyergohde, Alexander ; Kliem, Martin .
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:37:y:2022:i:3:p:477-499.

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8. Economic Policy Uncertainty and the Yield Curve*. (2022). Matthys, Felix ; Leippold, Markus.
   In: Review of Finance.
   RePEc:oup:revfin:v:26:y:2022:i:4:p:751-797..

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9. Estimating robustness. (2022). Szke, Balint.
   In: Journal of Economic Theory.
   RePEc:eee:jetheo:v:199:y:2022:i:c:s0022053121000429.

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10. An equilibrium model of the term structures of bonds and equities. (2022). Takamizawa, Hideyuki.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003064.

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11. The procyclicality of inflation-linked debt. (2022). Pinter, Gabor.
    In: Economics Letters.
    RePEc:eee:ecolet:v:218:y:2022:i:c:s0165176522002415.

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12. .

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13. The TIPS Liquidity Premium*. (2021). Riddell, Simon ; Andreasen, Martin M.
    In: Review of Finance.
    RePEc:oup:revfin:v:25:y:2021:i:6:p:1639-1675..

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14. Real and Nominal Equilibrium Yield Curves. (2021). Rica, E ; Hsu, Alex ; Palomino, Francisco.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1138-1158.

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15. Unspanned Global Macro Risks in Bond Returns. (2021). Zhu, Xiaoneng ; Zhou, Guofu ; Zhao, Feng.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:12:p:7825-7843.

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16. Disappointment Aversion, Term Structure, and Predictability Puzzles in Bond Markets. (2021). Tedongap, Romeo ; Augustin, Patrick.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:10:p:6266-6293.

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17. Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:1029.

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18. The New Keynesian Model and Bond Yields. (2021). Andreasen, Martin M.
    In: CREATES Research Papers.
    RePEc:aah:create:2021-01.

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19. Risk Premia at the ZLB: A Macroeconomic Interpretation. (2020). Ngo, Phuong ; Gourio, Francois.
    In: Working Paper Series.
    RePEc:fip:fedhwp:92785.

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20. Risk Premia at the ZLB: A Macroeconomic Interpretation. (2020). Gourio, Francois ; Ngo, Phuong.
    In: Working Paper Series.
    RePEc:fip:fedhwp:87504.

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21. Limited Household Risk Sharing: General Equilibrium Implications for the Term Structure of Interest Rates. (2020). Xu, Yu ; Mitra, Indrajit .
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:89452.

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22. Time-varying inflation risk and stock returns. (2020). Duarte, Fernando ; Szymanowska, Marta ; De Roon, Frans ; Boons, Martijn.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:2:p:444-470.

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23. A century of arbitrage and disaster risk pricing in the foreign exchange market. (2020). Corsetti, Giancarlo ; Marin, Emile Alexandre.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14497.

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24. A century of arbitrage and disaster risk pricing in the foreign exchange market. (2020). Corsetti, Giancarlo ; Marin, Emile A.
    In: Discussion Papers.
    RePEc:cfm:wpaper:2018.

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25. Equilibrium Yield Curves and the Interest Rate Lower Bound. (2020). Tanaka, Hiroatsu ; Nakata, Taisuke.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf482.

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26. A Century of Arbitrage and Disaster Risk Pricing in the Foreign Exchange Market. (2020). Corsetti, Giancarlo ; Marin, E A.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:2020.

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27. Exchange rate risk and business cycles. (2020). Lloyd, Simon ; Marin, Emile.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0872.

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28. Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai.
    In: Staff Working Papers.
    RePEc:bca:bocawp:20-14.

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29. (Un)expected monetary policy shocks and term premia. (2019). Meyer-Gohde, Alexander ; Kliem, Martin.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:137.

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30. Extreme inflation and time-varying consumption growth. (2019). Meinerding, Christoph ; Schlag, Christian ; Dergunov, Ilya .
    In: Discussion Papers.
    RePEc:zbw:bubdps:162019.

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31. Short-Run Bond Risk Premia. (2019). Zhou, Hao ; Vedolin, Andrea ; Mueller, Philippe.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:09:y:2019:i:03:n:s2010139219500113.

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32. Forecasting Bond Risk Premia with Unspanned Macroeconomic Information. (2019). Liu, Rui.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:09:y:2019:i:01:n:s2010139219400019.

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33. Treasuries variance decomposition and the impact of monetary policy. (2019). Zekaite, Zivile ; Nolan, Charles ; Lamla, Michael ; Kontonikas, Alexandros.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:24:y:2019:i:4:p:1506-1519.

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34. The Origins and Effects of Macroeconomic Uncertainty. (2019). Tirskikh, Mikhail ; Kung, Howard ; Bianchi, Francesco.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:245.

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35. Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates. (2019). amisano, gianni ; Tristani, Oreste.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-24.

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36. Precautionary Pricing: The Disinflationary Effects of ELB Risk. (2019). Leduc, Sylvain ; Carter, Thomas ; Amano, Robert.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2019-26.

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37. Uncertainty shocks, monetary policy and long-term interest rates. (2019). amisano, gianni ; Tristani, Oreste.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192279.

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38. Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil. (2019). Timmermann, Allan ; Qu, Ritong ; Burjack, Rafael .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14097.

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39. Exchange Rate Risk and Business Cycles. (2019). Lloyd, Simon ; Marin, E A.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1996.

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40. Back to the real economy: the effects of risk perception shocks on the term premium and bank lending. (2019). Yung, Julieta ; Bluwstein, Kristina.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0806.

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41. When creativity strikes: news shocks and business cycle fluctuations. (2019). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0788.

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42. Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment. (2018). Rohloff, Hannes ; Herwartz, Helmut.
    In: Center for European, Governance and Economic Development Research Discussion Papers.
    RePEc:zbw:cegedp:358.

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43. Government Spending and the Term Structure of Interest Rates in a DSGE Model. (2018). Maršál, Aleš.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:107.

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44. (Un)expected Monetary Policy Shocks and Term Premia. (2018). Meyer-Gohde, Alexander ; Kliem, Martin.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:102.

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45. The Origins and Effects of Macroeconomic Uncertainty. (2018). Bianchi, Francesco ; Tirskikh, Mikhail ; Kung, Howard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25386.

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46. Low Inflation: High Default Risk AND High Equity Valuations. (2018). Weber, Michael ; Bhamra, Harjoat ; Jeanneret, Alexandre ; Dorion, Christian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25317.

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47. Equilibrium Yield Curve, the Phillips Curve, and Monetary Policy. (2018). Katagiri, Mitsuru.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/242.

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48. Rational Ignorance in Long-run Risk Models. (2018). d'Addona, Stefano ; Daddona, Stefano.
    In: International Journal of Business and Economics.
    RePEc:ijb:journl:v:17:y:2018:i:1:p:43-54.

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49. An Equilibrium Model of Term Structures of Bonds and Equities. (2018). Takamizawa, Hideyuki.
    In: Working Paper Series.
    RePEc:hit:hcfrwp:g-1-19.

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50. Macroeconomic Drivers of Bond and Equity Risks. (2018). Viceira, Luis ; Pflueger, Carolin ; Campbell, John.
    In: Harvard Business School Working Papers.
    RePEc:hbs:wpaper:14-031.

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51. The Real Term Premium in a Stationary Economy with Segmented Asset Markets. (2018). Lee, Junsang ; Chien, YiLi.
    In: Working Papers.
    RePEc:fip:fedlwp:2018-030.

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52. Inflation, Debt, and Default. (2018). Perri, Fabrizio ; Kondo, Illenin ; Hur, Sewon.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1812.

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53. When creativity strikes: news shocks and business cycle fluctuations. (2018). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:90381.

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54. Term structures of asset prices and returns. (2018). Boyarchenko, Nina ; Chernov, Mikhail ; Backus, David.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:129:y:2018:i:1:p:1-23.

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55. Stochastic volatility implies fourth-degree risk dominance: Applications to asset pricing. (2018). Gollier, Christian.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:95:y:2018:i:c:p:155-171.

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56. Stochastic discounting and the transmission of money supply shocks. (2018). Jaccard, Ivan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182174.

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57. When Creativity Strikes: News Shocks and Business Cycle Fluctuations. (2018). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1823.

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58. Low Inflation: High Default Risk AND High Equity Valuations. (2018). Weber, Michael ; Bhamra, Harjoat ; Jeanneret, Alexandre ; Dorion, Christian.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7391.

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59. Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai.
    In: Staff Working Papers.
    RePEc:bca:bocawp:18-24.

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60. (Un)expected monetary policy shocks and term premia. (2017). Meyer-Gohde, Alexander ; Kliem, Martin.
    In: Discussion Papers.
    RePEc:zbw:bubdps:302017.

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61. Essays on robust asset pricing. (2017). Horvath, Ferenc.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:e54d7b33-1f27-4b0e-9f84-f96636a04c1e.

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62. Government Spending and the Term Structure of Interest Rates in a DSGE Model. (2017). Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales .
    In: Working and Discussion Papers.
    RePEc:svk:wpaper:1044.

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63. Fiscal Discount Rates and Debt Maturity. (2017). Corhay, Alexandre ; Morales, Gonzalo ; Kung, Howard.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:840.

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64. Deflation, Sticky Leverage and Asset Prices. (2017). Weber, Michael ; Bhamra, Harjoat ; Jeanneret, Alexandre ; Dorion, Christian.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:796.

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65. Variance Risk Premia on Stocks and Bonds. (2017). Mueller, Philippe ; Vedolin, Andrea ; Whelan, Paul ; Sabtchevsky, Petar.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1161.

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66. Why are Banks Exposed to Monetary Policy?. (2017). di Tella, Sebastian ; Kurlat, Pablo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24076.

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67. Robust Bond Risk Premia. (2017). Hamilton, James ; Bauer, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23480.

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68. Comment on Survey Measurement of Probabilistic Economic Expectations: Progress and Promise. (2017). Hansen, Lars .
    In: NBER Chapters.
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69. (Un)expected Monetary Policy Shocks and Term Premia. (2017). Meyer-Gohde, Alexander ; Kliem, Martin.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2017-015.

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70. The cross-section and time series of stock and bond returns. (2017). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:88:y:2017:i:c:p:50-69.

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71. Ultimate consumption risk and investment-based stock returns. (2017). Kang, Hankil ; Lee, Changjun.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:42:y:2017:i:c:p:473-486.

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72. Dynamic asset allocation and consumption under inflation inequality: The impacts of inflation experiences and expectations. (2017). Li, Shaoyu ; Xu, Zhiwei ; Wei, Lijia.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:61:y:2017:i:c:p:113-125.

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73. A search-theoretic model of the term premium. (2016). Salyer, Kevin ; Herrenbrueck, Lucas ; Geromichalos, Athanasios.
    In: Theoretical Economics.
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74. Term structures of asset prices and returns. (2016). Chernov, Mikhail ; Boyarchenko, Nina ; Backus, David.
    In: Working Papers.
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75. News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models. (2016). Avdjiev, Stefan.
    In: Review of Economic Dynamics.
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76. Durable Goods, Inflation Risk, and Equilibrium Asset Prices. (2016). Eraker, Bjorn ; Wang, Wenyu ; Shaliastovich, Ivan.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:29:y:2016:i:1:p:193-231..

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77. Term Structures of Asset Prices and Returns. (2016). Chernov, Mikhail ; Boyarchenko, Nina ; Backus, David.
    In: NBER Working Papers.
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78. Solution and Estimation Methods for DSGE Models. (2016). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: NBER Working Papers.
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79. Macroeconomic Effects of Inflationary Shocks with Durable and Non-Durable Consumption. (2016). Mallick, Sushanta ; Mohsin, Mohammed.
    In: Open Economies Review.
    RePEc:kap:openec:v:27:y:2016:i:5:d:10.1007_s11079-016-9405-0.

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80. Term structures of asset prices and returns. (2016). Chernov, Mikhail ; Boyarchenko, Nina ; Backus, David.
    In: Staff Reports.
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81. Time-varying inflation risk and the cross section of stock returns. (2016). Szymanowska, Marta ; Duarte, Fernando.
    In: Staff Reports.
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82. Equilibrium Yield Curves and the Interest Rate Lower Bound. (2016). Nakata, Taisuke ; Tanaka, Hiroatsu.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2016-85.

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83. A representative agent asset pricing model with heterogeneous beliefs and recursive utility. (2016). Suzuki, Masataka .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:45:y:2016:i:c:p:298-315.

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84. Solution and Estimation Methods for DSGE Models. (2016). Fernndez-Villaverde, J ; Schorfheide, F ; Rubio-Ramrez, J F.
    In: Handbook of Macroeconomics.
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85. The term structure of interest rates in an estimated New Keynesian policy model. (2016). Buncic, Daniel ; Lentner, Philipp .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:50:y:2016:i:c:p:126-150.

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86. Term structures of asset prices and returns. (2016). Chernov, Mikhail ; Boyarchenko, Nina ; Backus, David.
    In: CEPR Discussion Papers.
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87. The central bank as shaper and observer of events: The case of the yield spread. (2016). Florio, Anna.
    In: Canadian Journal of Economics.
    RePEc:cje:issued:v:49:y:2016:i:1:p:320-346.

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88. Labor Rigidity, Ination Risk and Bond Returns. (2016). Marfè, Roberto ; Marfe, Roberto.
    In: Carlo Alberto Notebooks.
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89. Bond Market Exposures to Macroeconomic and Monetary Policy Risks. (2016). Song, Dongho.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:915.

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90. The term structure of interest rates and the macroeconomy: Learning about economic dynamics from a FAVAR. (2015). Halberstadt, Arne .
    In: Discussion Papers.
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91. Disentangling the Predictive Power of Term Spreads under Inflation Targeting. (2015). Lee, Ji Young .
    In: International Economic Journal.
    RePEc:taf:intecj:v:29:y:2015:i:3:p:419-450.

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92. Monetary transaction costs and the term premium. (2015). Tsomocos, Dimitrios ; Espinoza, Raphael.
    In: Economic Theory.
    RePEc:spr:joecth:v:59:y:2015:i:2:p:355-375.

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93. Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility. (2015). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp760.

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94. Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach. (2015). Theodoridis, Konstantinos ; Filippeli, Thomai ; Chin, Michael.
    In: Working Papers.
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95. Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility. (2015). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Working Papers.
    RePEc:qmw:qmwecw:760.

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96. Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach. (2015). Theodoridis, Konstantinos ; Filippeli, Thomai ; Chin, Michael.
    In: Working Papers.
    RePEc:qmw:qmwecw:753.

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97. Solution and Estimation Methods for DSGE Models. (2015). Schorfheide, Frank ; Fernandez-Villaverde, Jesus ; Rubio-Ramirez, Juan.
    In: PIER Working Paper Archive.
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98. Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility. (2015). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Working Papers.
    RePEc:lan:wpaper:101219932.

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99. Always and Everywhere Inflation? Treasuries Variance Decomposition and the Impact of Monetary Policy. (2015). Zekaite, Zivile ; Nolan, Charles ; Kontonikas, Alexandros.
    In: Working Papers.
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100. Resolving the spanning puzzle in macro-finance term structure models. (2015). Rudebusch, Glenn ; Bauer, Michael.
     In: Working Paper Series.
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101. Asset pricing in production economies with extrapolative expectations. (2015). Hirshleifer, David ; Li, Jun ; Yu, Jianfeng.
     In: Journal of Monetary Economics.
     RePEc:eee:moneco:v:76:y:2015:i:c:p:87-106.

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102. Robustness to model uncertainty and the nominal term premium puzzle. (2015). Xu, Yuan.
     In: Journal of Macroeconomics.
     RePEc:eee:jmacro:v:44:y:2015:i:c:p:124-137.

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103. Good and bad uncertainty: Macroeconomic and financial market implications. (2015). Segal, Gill ; Yaron, Amir ; Shaliastovich, Ivan.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:117:y:2015:i:2:p:369-397.

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104. Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility. (2015). Kim, Hwagyun ; Jeong, Daehee ; Park, Joon Y..
     In: Journal of Financial Economics.
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105. Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?. (2015). Nawosah, Vivekanand ; Harris, Richard ; Bulkley, George .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:58:y:2015:i:c:p:179-193.

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106. Solution and Estimation Methods for DSGE Models. (2015). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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107. Resolving the Spanning Puzzle in Macro-Finance Term Structure Models. (2015). Rudebusch, Glenn ; Bauer, Michael ; GlennD. Rudebusch, .
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108. Cross-country co-movement in long-term interest rates: a DSGE approach. (2015). Theodoridis, Konstantinos ; Filippeli, Thomai ; Chin, Michael.
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109. The term structure of interest rates in a small open economy DSGE model with Markov switching. (2014). Maršál, Aleš ; Horvath, Roman ; Maral, Ale .
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110. Macroeconomic linkages between monetary policy and the term structure of interest rates. (2014). Kung, Howard.
     In: 2014 Meeting Papers.
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111. Term-structure of consumption risk premia in the cross-section of currency returns. (2014). Zviadadze, Irina.
     In: 2014 Meeting Papers.
     RePEc:red:sed014:1075.

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112. Bond Market Exposures to Macroeconomic and Monetary Policy Risks. (2014). Song, Dongho.
     In: PIER Working Paper Archive.
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113. Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach. (2014). Yaron, Amir ; Song, Dongho ; Schorfheide, Frank.
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114. Learning about Rare Disasters: Implications For Consumption and Asset Prices. (2014). Kejak, Michal ; Pakos, Michal .
     In: Working Papers.
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115. Uncertain Risk and Return in Bond Markets, I. (2014). Mang, Chan.
     In: 2014 Papers.
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116. Can interest rate factors explain exchange rate fluctuations?. (2014). Yung, Julieta.
     In: Globalization Institute Working Papers.
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117. Macroeconomic fundamentals and the exchange rate dynamics: A no-arbitrage macro-finance approach. (2014). Li, Junye ; Yin, Weiwei .
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:41:y:2014:i:c:p:46-64.

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118. Learning about Rare Disasters: Implications for Consumptions and Asset Prices. (2014). Pakoš, Michal ; Pakos, Michal ; Kejak, Michal ; Gillman, Max.
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119. Policy uncertainty spillovers to emerging markets – evidence from capital flows. (2014). Reinhardt, Dennis ; McLoughlin, Cameron ; Gauvin, Ludovic.
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120. Bayesian estimation of a DSGE model with asset prices. (2013). Uhlig, Harald ; Kliem, Martin.
     In: Discussion Papers.
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121. Rare Disasters and the Term Structure of Interest Rates. (2013). Tsai, Jerry.
     In: Economics Series Working Papers.
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122. How Much Would You Pay to Resolve Long-Run Risk?. (2013). Strzalecki, Tomasz ; Farhi, Emmanuel ; Epstein, Larry.
     In: NBER Working Papers.
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123. The quality of public information and the term structure of interest rates. (2013). Lundtofte, Frederik.
     In: Review of Quantitative Finance and Accounting.
     RePEc:kap:rqfnac:v:40:y:2013:i:4:p:715-740.

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124. On the unstable relationship between exchange rates and macroeconomic fundamentals. (2013). van Wincoop, Eric ; Bacchetta, Philippe.
     In: Journal of International Economics.
     RePEc:eee:inecon:v:91:y:2013:i:1:p:18-26.

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125. Macro-expectations, aggregate uncertainty, and expected term premia. (2013). Schrimpf, Andreas ; Schmeling, Maik ; Dick, Christian.
     In: European Economic Review.
     RePEc:eee:eecrev:v:58:y:2013:i:c:p:58-80.

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126. Fiscal Policy and the Nominal Term Premium. (2013). Maršál, Aleš ; Kaszab, Lorant.
     In: Cardiff Economics Working Papers.
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127. A Search-Theoretic Model of the Term Premium. (2013). Salyer, Kevin ; Herrenbrueck, Lucas ; Geromichalos, Athanasios.
     In: Working Papers.
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128. Bayesian Games with Unawareness and Unawareness Perfection. (2013). Schipper, Burkhard ; Geromichalos, Athanasios ; Herrenbrueck, Lucas ; Salyer, Kevin .
     In: Working Papers.
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129. A Search-Theoretic Model of the Term Premium. (2013). Salyer, Kevin ; Herrenbrueck, Lucas ; Geromichalos, Athanasios.
     In: Working Papers.
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130. How Much Would You Pay to Resolve Long-Run Risk?. (2013). Farhi, Emmanuel ; Epstein, Larry ; Strzaleck, Tomasz .
     In: Boston University - Department of Economics - Working Papers Series.
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131. Interest Rates with Long Memory: A Generalized Affine Term-Structure Model. (2013). Osterrieder, Daniela .
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132. Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Does Macroeconomic Factors Imply Better Out-of-Sample Forecasts?. (2012). Matsuda, Yasumasa ; Waliullah, ; Tsukuda, Yoshihiko.
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133. Valuation Risk and Asset Pricing. (2012). Rebelo, Sergio ; Eichenbaum, Martin ; Albuquerque, Rui.
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134. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Bansal, Ravi ; Shaliastovich, Ivan.
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135. Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence. (2012). Steinsson, Jon ; Sergeyev, Dmitriy ; Nakamura, Emi.
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136. Skewness Risk and Bond Prices. (2012). Ruge-Murcia, Francisco.
     In: Cahiers de recherche.
     RePEc:mtl:montec:17-2012.

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137. Skewness Risk and Bond Prices. (2012). Ruge-Murcia, Francisco.
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     RePEc:mtl:montde:2012-14.

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138. Forecasting interest rates. (2012). Duffee, Greg.
     In: Economics Working Paper Archive.
     RePEc:jhu:papers:599.

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139. Bond pricing and the macroeconomy. (2012). Duffee, Greg.
     In: Economics Working Paper Archive.
     RePEc:jhu:papers:598.

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140. An estimation of economic models with recursive preferences. (2012). Ludvigson, Sydney ; Chen, Xiaohong.
     In: CeMMAP working papers.
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141. The term structure of interest rates in a DSGE model with recursive preferences. (2012). van Binsbergen, Jules ; Rubio-Ramirez, Juan F ; koijen, ralph ; Fernandez-Villaverde, Jesus ; Koijen, Ralph S. J., ; Koijen,Ralph S. J., .
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142. The term structure of inflation expectations. (2012). Mueller, Philippe ; Chernov, Mikhail.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:106:y:2012:i:2:p:367-394.

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143. Variance bounds on the permanent and transitory components of stochastic discount factors. (2012). Chabi-Yo, Fousseni ; Bakshi, Gurdip .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:105:y:2012:i:1:p:191-208.

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144. Evolving macroeconomic perceptions and the term structure of interest rates. (2012). Wei, Min ; Orphanides, Athanasios.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:36:y:2012:i:2:p:239-254.

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145. An Estimation of Economic Models with Recursive Preferences. (2012). Sunder, Shyam ; Ludvigson, Sydney ; Chen, Xiaohong ; Fuvilukis, Jack .
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146. Valuation Risk and Asset Pricing. (2012). Rebelo, Sergio ; Eichenbaum, Martin ; Albuquerque, Rui .
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147. Liquidity, Term Spreads and Monetary Policy. (2012). Basso, Henrique ; Aksoy, Yunus.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_3988.

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148. A DSGE model with Endogenous Term Structure. (2012). Marzo, Massimiliano ; Falagiarda, Matteo.
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149. Liquidity, term spreads and monetary policy. (2012). Basso, Henrique ; Aksoy, Yunus.
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150. Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields. (2012). Fontaine, Jean-Sebastien ; Feunou, Bruno.
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151. Liquidity, Term Spreads and Monetary Policy. (2012). Basso, Henrique ; Aksoy, Yunus.
     In: Birkbeck Working Papers in Economics and Finance.
     RePEc:bbk:bbkefp:1211.

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152. Risks for the Long Run and the Real Exchange Rate. (2011). Colacito, Riccardo ; Croce, Mariano M..
     In: Journal of Political Economy.
     RePEc:ucp:jpolec:doi:10.1086/659238.

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153. Loss aversion and the term structure of interest rates. (2011). Wang, Jr-Yan ; Hung, Mao-Wei.
     In: Applied Economics.
     RePEc:taf:applec:v:43:y:2011:i:29:p:4623-4640.

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154. News Shocks and the Term Structure of Interest Rates: A Challenge for DSGE Models. (2011). Otrok, Christopher ; Kurmann, André.
     In: 2011 Meeting Papers.
     RePEc:red:sed011:426.

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155. RATIONAL IGNORANCE IN LONG-RUN RISK MODELS. (2011). d'Addona, Stefano ; Brevik, Frode.
     In: Working Papers.
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156. Theory and empirics of an affine term structure model applied to European data. (2011). Jakas, Vicente.
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157. Asset Pricing Tests with Long-run Risks in Consumption Growth. (2011). Constantinides, George ; Ghosh, Anisha.
     In: Review of Asset Pricing Studies.
     RePEc:oup:rasset:v:1:y:2011:i:1:p:96-136..

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158. Temperature, Aggregate Risk, and Expected Returns. (2011). Ochoa, Juan ; Bansal, Ravi.
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159. Welfare Costs of Long-Run Temperature Shifts. (2011). Ochoa, Juan ; Bansal, Ravi.
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160. The term structure of inflation compensation in the nominal yield curve. (2011). Pasaogullari, Mehmet ; Tsonevy, Simeon .
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161. The term structures of equity and interest rates. (2011). Wachter, Jessica ; Lettau, Martin.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:101:y:2011:i:1:p:90-113.

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162. Term structure modelling with observable state variables. (2011). Huse, Cristian.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:35:y:2011:i:12:p:3240-3252.

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163. Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors. (2011). Chabi-Yo, Fousseni ; Bakshi, Gurdip .
     In: Working Paper Series.
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164. Government bond risk premia and the cyclicality of fiscal policy. (2011). Kilponen, Juha ; Jaccard, Ivan ; Christoffel, Kai.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:20111411.

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165. On the Term Structure of Interest Rates of the Mexican Government. (2011). Garcia-Verdu, Santiago.
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166. A nonlinear DSGE model of the term structure with regime shifts. (2010). Tristani, Oreste ; amisano, gianni.
     In: 2010 Meeting Papers.
     RePEc:red:sed010:234.

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167. Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure. (2010). Chen, Hui.
     In: NBER Working Papers.
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168. Crises and Recoveries in an Empirical Model of Consumption Disasters. (2010). Steinsson, Jon ; Nakamura, Emi ; Barro, Robert ; Ursua, Jose .
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169. Interest Rate Risk and Other Determinants of Post-WWII U.S. Government Debt/GDP Dynamics. (2010). Sargent, Thomas ; Hall, George.
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170. The Cross-Section and Time-Series of Stock and Bond Returns. (2010). Van Nieuwerburgh, Stijn ; Lustig, Hanno ; koijen, ralph ; Ralph S. J. Koijen, .
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171. News Shocks and the Slope of the Term Structure of Interest Rates. (2010). Otrok, Christopher ; Kurmann, André.
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172. Macro-finance models of interest rates and the economy. (2010). Rudebusch, Glenn ; GlennD. Rudebusch, .
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173. The difficult art of eliciting long-run inflation expectations from government bond prices. (2010). Zarazaga, Carlos ; Carlos E. J. M. Zarazaga, .
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174. Asset pricing implications of a New Keynesian model. (2010). De Paoli, Bianca ; Scott, Alasdair ; Weeken, Olaf .
     In: Journal of Economic Dynamics and Control.
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175. Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics. (2010). Sargent, Thomas ; Hall, George ; ThomasJ. Sargent, .
     In: Working Papers.
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176. MACRO-FINANCE MODELS OF INTEREST RATES AND THE ECONOMY. (2010). Rudebusch, Glenn ; GlennD. Rudebusch, .
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177. Equilibrium yield curves under regime switching. (2010). Garcia-Verdu, Santiago.
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178. Heterogeneous Expectations and Bond Markets. (2009). Yan, Hongjun ; Xiong, Wei ; Financial, Review .
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179. The Bond Risk Premium and the Cross-Section of Equity Returns. (2009). Van Nieuwerburgh, Stijn ; Lustig, Hanno ; koijen, ralph.
     In: 2009 Meeting Papers.
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180. Computing DSGE Models with Recursive Preferences. (2009). Yao, Wen ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Caldara, Dario.
     In: PIER Working Paper Archive.
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181. An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. (2009). Yaron, Amir ; Bansal, Ravi ; Kiku, Dana .
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182. Computing DSGE Models with Recursive Preferences. (2009). Yao, Wen ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Caldara, Dario ; Rubio-Ramrez, Juan F. ; Fernndez-Villaverde, Jess.
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183. Understanding Inflation-Indexed Bond Markets. (2009). Viceira, Luis ; Shiller, Robert ; Campbell, John.
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184. The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment. (2009). Campbell, John ; Beeler, Jason .
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185. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2009). Viceira, Luis ; Campbell, John ; Sunderam, Adi.
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186. The Term Structures of Equity and Interest Rates. (2009). Wachter, Jessica ; Lettau, Martin.
     In: NBER Working Papers.
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187. Learning in Financial Markets. (2009). Pastor, Lubos ; Veronesi, Pietro ; Pstor, ubo.
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188. On the Need for a New Approach to Analyzing Monetary Policy. (2009). Atkeson, Andrew ; Kehoe, Patrick J..
     In: NBER Chapters.
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189. Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS. (2009). Nozawa, Wataru.
     In: Asia-Pacific Financial Markets.
     RePEc:kap:apfinm:v:16:y:2009:i:3:p:231-263.

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190. Procyclicality and Fair Value Accounting. (2009). Novoa, Alicia ; Sole, Juan ; Scarlata, Jodi G.
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191. International Interest-Rate Risk Premia in Affine Term Structure Models. (2009). Geiger, Felix.
     In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
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192. On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals. (2009). van Wincoop, Eric ; Bacchetta, Philippe.
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193. Understanding Inflation-Indexed Bond Markets. (2009). Viceira, Luis ; Shiller, Robert ; Campbell, John.
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194. On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals. (2009). van Wincoop, Eric ; Bacchetta, Philippe.
     In: CEPR Discussion Papers.
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195. Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates. (2009). Luger, Richard ; Garcia, René.
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196. Understanding Inflation-Indexed Bond Markets. (2009). Viceira, Luis ; Shiller, Robert ; Campbell, John.
     In: Brookings Papers on Economic Activity.
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197. The Yield Curve and Macroeconomic Dynamics. (2008). Vestin, David ; Tristani, Oreste ; Hordahl, Peter.
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198. The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia. (2008). Ludvigson, Sydney.
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199. On the Need for a New Approach to Analyzing Monetary Policy. (2008). Kehoe, Patrick ; Atkeson, Andrew.
     In: NBER Working Papers.
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200. The Wealth-Consumption Ratio. (2008). Verdelhan, Adrien ; Van Nieuwerburgh, Stijn ; Lustig, Hanno.
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201. Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance. (2008). Gabaix, Xavier.
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202. Term Structure of Interest Rates Under Recursive Preferences in Continuous Time. (2008). .
     In: Asia-Pacific Financial Markets.
     RePEc:kap:apfinm:v:15:y:2008:i:3:p:273-305.

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203. Affine General Equilibrium Models. (2008). Eraker, Bjorn .
     In: Management Science.
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204. On the need for a new approach to analyzing monetary policy. (2008). Kehoe, Patrick ; Atkeson, Andrew.
     In: Staff Report.
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205. Macroeconometric equivalence, microeconomic dissonance, and the design of monetary policy. (2008). Yun, Tack ; Nelson, Edward ; Lopez-Salido, David ; Levin, Andrew.
     In: Working Papers.
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206. Temporal risk aversion and asset prices. (2008). Van den Heuvel, Skander.
     In: Finance and Economics Discussion Series.
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207. Term premiums and inflation uncertainty: empirical evidence from an international panel dataset. (2008). Wright, Jonathan.
     In: Finance and Economics Discussion Series.
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208. The bond premium in a DSGE model with long-run real and nominal risks. (2008). Swanson, Eric ; Rudebusch, Glenn.
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209. Examining the bond premium puzzle with a DSGE model. (2008). Swanson, Eric ; Rudebusch, Glenn.
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210. Bond positions, expectations, and the yield curve. (2008). Schneider, Martin ; Piazzesi, Monika.
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211. Macroeconometric equivalence, microeconomic dissonance, and the design of monetary policy. (2008). Yun, Tack ; Nelson, Edward ; Lopez-Salido, David ; Levin, Andrew.
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212. Examining the bond premium puzzle with a DSGE model. (2008). Swanson, Eric ; Rudebusch, Glenn.
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213. Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models. (2007). Zin, Stanley ; Palomino, Francisco ; Hollifield, Burton ; Gallmeyer, Michael.
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214. Long-Run Risks and Financial Markets. (2007). Bansal, Ravi.
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215. Investor Information, Long-Run Risk, and the Term Structure of Equity. (2007). Ludvigson, Sydney ; Lettau, Martin ; Croce, Mariano.
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216. Asset pricing implications for a New Keynesian model. (2007). De Paoli, Bianca.
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217. The Long-run Risk Model: Dynamics and Cyclicality of Interest Rates. (2007). Hasseltoft, Henrik .
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218. Long-run risks and financial markets. (2007). Bansal, Ravi.
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219. An estimation of economic models with recursive preferences. (2007). Ludvigson, Sydney ; Chen, Xiaohong ; Favilukis, Jack.
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220. Asset pricing implications of a New Keynesian model. (2007). De Paoli, Bianca ; Scott, Alasdair ; Weeken, Olaf .
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221. Heterogeneous Expectations and Bond Markets. (2006). Yan, Hongjun ; Xiong, Wei.
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222. Bond price premiums. (2006). Wolman, Alexander.
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223. A Habit-Based Explanation of the Exchange Rate Risk Premium. (2006). Verdelhan, Adrien.
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224. Financial Markets and the Real Economy. (2005). Cochrane, John.
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2. Implications for Asset Pricing Puzzles of a Roll-over Assumption for the Risk-Free Asset-super-. (2008). WARREN, GEOFFREY J..
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3. Great Moderation(s) and U.S. Interest Rates: Unconditional Evidence. (2007). Smith, Gregor ; Nason, James.
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4. Expectations, Shocks, and Asset Returns. (2007). Sousa, Ricardo.
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5. A Multiplier Approach to Understanding the Macro Implications of Household Finance. (2007). Lustig, Hanno ; Cole, Harold ; Chien, YiLi.
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6. Long-Run Risks and Financial Markets. (2007). Bansal, Ravi.
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7. Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities. (2007). Spencer, Peter ; Kizys, Renatas.
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8. Status, Happiness, and Relative Income. (2007). FitzRoy, Felix ; Beath, John .
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9. The Long-run Risk Model: Dynamics and Cyclicality of Interest Rates. (2007). Hasseltoft, Henrik .
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10. Long-run risks and financial markets. (2007). Bansal, Ravi.
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11. Sequential optimization, front-loaded information, and U.S. consumption. (2007). Willman, Alpo.
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12. A Microfounded Sectoral Model for Open Economies. (2007). Plasmans, Joseph ; Michalak, Tomasz ; Fornero, Jorge.
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13. The 24/7 Society and Multiple Habits. (2006). Levine, Paul ; Choudhary, Ali.
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14. Status, Hapiness and Relative Income. (2006). FitzRoy, Felix ; Beath, John .
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15. Equilibrium Yield Curves. (2006). Schneider, Martin ; Piazzesi, Monika.
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16. Equity Premia with Benchmark Levels of Consumption: Closed-Form Results. (2006). Abel, Andrew.
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17. Risk, Uncertainty and Asset Prices. (2006). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
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18. Stock and Bond Returns with Moody Investors. (2006). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steven R..
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19. Housing, Consumption, and Asset Pricing. (2006). Schneider, Martin ; Piazzesi, Monika ; Tuzel, Selale .
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20. Macroeconomic volatility and the equity premium. (2006). Sill, Keith.
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21. Term and Equity Premium in Economies with Habit Formation. (2006). Rodriguez, Santiago ; Díaz, Antonia ; Diaz, Antonia ; Budria, Santiago .
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22. Term premium and equity premium in economies with habit formation. (2006). Rodriguez, Santiago ; Díaz, Antonia ; Diaz, Antonia ; Budria, Santiago .
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23. Stock and Bond Returns with Moody Investors. (2006). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steve.
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24. Risk, Uncertainty and Asset Prices. (2006). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
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25. A microfounded sectoral model for open economies. (2006). Plasmans, Joseph ; Michalak, Tomasz ; Fornero, Jorge.
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26. High-Order Consumption Moments and Asset Pricing. (2005). Semenov, Andrei .
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27. Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options. (2005). Benzoni, Luca ; Goldstein, Robert S. ; Collin-Dufresne, Pierre.
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28. Solving Models with External Habit. (2005). Wachter, Jessica.
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29. Risk, uncertainty, and asset prices. (2005). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
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30. Asset Pricing with Delayed Consumption Decisions. (2004). Semmler, Willi ; Grne, Lars.
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31. Local Substitution and Habit Persistence: Matching the Moments of the Equity Premium and the Risk-Free Rate. (2004). Allais, Olivier.
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32. Money market rates and implied CCAPM rates: some international evidence. (2004). Ahmad, Yamin.
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33. General Properties of Rational Stock-Market Fluctuations. (2004). Mele, Antonio.
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34. Tax Policy Under Keeping Up with the Joneses and Imperfectly Competitive Product Markets. (2004). Guo, Jang-Ting.
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35. High-Order Consumption Moments and Asset Pricing. (2004). Semenov, Andrei .
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36. An Empirical Assessment of a Consumption CAPM with a Reference Level under Incomplete Consumption Insurance. (2003). Semenov, Andrei .
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37. Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk. (2003). Michaelides, Alexander ; Gomes, Francisco.
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38. Corporate Earnings and the Equity Premium. (2003). Piazzesi, Monika ; Longstaff, Francis.
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39. Consumption, habit persistence, imperfect information and the lifetime budget constraint. (2003). Willman, Alpo.
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40. Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk. (2003). Michaelides, Alexander ; Gomes, Francisco.
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41. Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium. (2002). Sialm, Clemens.
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42. Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation. (2002). Whiteman, Charles ; Ravikumar, B ; Otrok, Christopher.
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43. Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities. (2001). Timmermann, Allan ; Guidolin, Massimo.
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44. Consumption Externalities, Habit Formation, and Equilibrium Efficiency. (2001). Raurich, Xavier ; Caballe, Jordi ; Alonso-Carrera, Jaime.
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45. Income Taxation with Habit Formation and Consumption Externalities. (2001). Raurich, Xavier ; Caballe, Jordi ; Alonso-Carrera, Jaime.
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46. Risky Habits and the Marginal Propensity to Consume Output of Permanent Income, or, How Much Would a Permanent Tax Cut Boost Japanese Consumption?. (2000). Carroll, Christopher.
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47. Habit persistence, asset returns and the business cycle. (2000). Fisher, Jonas ; Christiano, Lawrence ; Boldrin, Michele.
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48. Stock and Bond Pricing in an Affine Economy. (1999). Bekaert, Geert ; Grenadier, Steven R..
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49. Growth, Habit Formation, and Catching-up\ with the Joneses. (1997). Raurich, Xavier ; Caballe, Jordi ; Alonso-Carrera, Jaime.
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50. Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh). (). Lustig, Hanno.
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