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Accounting for the Slow Recovery from the Great Recession: The Role of Credit Constraints.. (2019). Nicolini, Juan Pablo ; Buera, Francisco.
In: 2019 Meeting Papers.
RePEc:red:sed019:492.

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  11. Matthias Kehrig. The Cyclical Nature of the Productivity Distribution. Manuscript, University of Texas at Austin, 2015.
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  12. Neil Mehrotra and Dmitriy Sergeyev. Financial shocks and job flows. Technical report, Brown University Working Paper, 2015.

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  14. Nobuhiro Kiyotaki. Credit and Business Cycles. Japanese Economic Review, 49(1): 18–35, March 1998.

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Cocites

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  1. Common shocks in stocks and bonds. (2021). Pang, Hao ; Cieslak, Anna.
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    RePEc:eee:jfinec:v:142:y:2021:i:2:p:880-904.

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  2. Macro risks and the term structure of interest rates. (2021). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric.
    In: Journal of Financial Economics.
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  3. The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian.
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  4. Real Term Structure and New Keynesian Models. (2020). Kısacıkoğlu, Burçin ; Kisacikolu, Burin.
    In: International Journal of Central Banking.
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  5. Extracting Information from Different Expectations. (2020). Martinez, Andrew.
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  6. Risk Premia at the ZLB: A Macroeconomic Interpretation. (2020). Ngo, Phuong ; Gourio, Francois.
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  7. Risk Premia at the ZLB: A Macroeconomic Interpretation. (2020). Gourio, Francois ; Ngo, Phuong.
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  8. The term structure and inflation uncertainty. (2020). Orphanides, Athanasios ; Breach, Tomas ; Damico, Stefania.
    In: Journal of Financial Economics.
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  9. The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian.
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  10. Forecasting Bond Risk Premia with Unspanned Macroeconomic Information. (2019). Liu, Rui.
    In: Quarterly Journal of Finance (QJF).
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  11. Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison. (2019). Renne, Jean-Paul ; Mouabbi, Sarah ; Grishchenko, Olesya.
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  12. Accounting for the Slow Recovery from the Great Recession: The Role of Credit Constraints.. (2019). Nicolini, Juan Pablo ; Buera, Francisco.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:492.

    Full description at Econpapers || Download paper

  13. Why Does the Yield-Curve Slope Predict Recessions?. (2018). Chyruk, Olena ; Benzoni, Luca ; Kelley, David.
    In: Working Paper Series.
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  14. Macroeconomic determinants of the term structure: Long-run and short-run dynamics. (2018). Doshi, Hitesh ; Liu, Rui ; Jacobs, Kris.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:48:y:2018:i:c:p:99-122.

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  15. Liquidity Traps and Monetary Policy: Managing a Credit Crunch. (2017). Nicolini, Juan Pablo ; Buera, Francisco.
    In: Staff Report.
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  16. Macro Risks and the Term Structure of Interest Rates. (2017). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric.
    In: Finance and Economics Discussion Series.
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  17. Liquidity Traps and Monetary Policy: Managing a Credit Crunch. (2016). Nicolini, Juan Pablo.
    In: 2016 Meeting Papers.
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  18. Macro Risks and the Term Structure of Interest Rates. (2016). Bekaert, Geert ; Engstrom, Eric ; Ermolov, Andrey .
    In: NBER Working Papers.
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  19. Term structures of inflation expectations and real interest rates. (2016). Aruoba, S. Boragan.
    In: Working Papers.
    RePEc:fip:fedpwp:16-9.

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  20. The Term Structure and Inflation Uncertainty. (2016). Orphanides, Athanasios ; D'Amico, Stefania ; Breach, Tomas .
    In: Working Paper Series.
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  21. Predicting the yield curve using forecast combinations. (2016). Santos, Andre ; Moura, Guilherme ; Caldeira, Joo F.
    In: Computational Statistics & Data Analysis.
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  22. Term Structures of Inflation Expectations and Real Interest Rates: The Effects of Unconventional Monetary Policy. (2014). Aruoba, S. Boragan.
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  23. Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields. (2012). Fontaine, Jean-Sebastien ; Feunou, Bruno.
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