1. Downward Nominal Rigidities and Bond Premia. (2024). Ngo, Phuong ; Gourio, Francois.
   In: Working Paper Series.
   RePEc:fip:fedhwp:98104.

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2. Undesired Consequences of Calvo Pricing in a Non-linear World. (2023). Kaszab, Lorant ; Rabitsch, Katrin ; Marsal, Ales.
   In: Working and Discussion Papers.
   RePEc:svk:wpaper:1091.

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3. Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J.
   In: Working Papers.
   RePEc:fip:fedcwq:96114.

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4. Unconventional monetary policy and the bond market in Japan: A new Keynesian perspective. (2023). Wada, Kenji ; Basu, Parantap.
   In: Japan and the World Economy.
   RePEc:eee:japwor:v:67:y:2023:i:c:s0922142523000336.

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5. .

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6. Equilibrium Yield Curve, the Phillips Curve, and Monetary Policy. (2022). Katagiri, Mitsuru.
   In: Journal of Money, Credit and Banking.
   RePEc:wly:jmoncb:v:54:y:2022:i:8:p:2235-2272.

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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. Equilibrium Yield Curves with Imperfect Information. (2022). Tanaka, Hiroatsu.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2022-86.

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9. Dynamics of bond and stock returns. (2022). Kozak, Serhiy.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:126:y:2022:i:c:p:188-209.

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10. Why does the Fed move markets so much? A model of monetary policy and time-varying risk aversion. (2022). Rinaldi, Gianluca ; Pflueger, Carolin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:146:y:2022:i:1:p:71-89.

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11. The effects of Federal Reserves quantitative easing and balance sheet normalization policies on long-term interest rates. (2022). Georgiou, Evangelia A ; Brissimis, Sophocles N.
    In: Working Papers.
    RePEc:bog:wpaper:299.

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12. Interest rate rules and inflation risks in a macro?finance model. (2022). Marsal, Ales ; Kaszab, Lorant ; Horvath, Roman.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:69:y:2022:i:4:p:416-440.

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13. Risk?Sharing and the Term Structure of Interest Rates. (2022). Schneider, Andres.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:77:y:2022:i:4:p:2331-2374.

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14. .

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15. .

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16. Interest Rate Rules, Rigidities and Inflation Risks in a Macro-Finance Model. (2021). Horvath, Roman ; Marsal, Ales ; Kaszab, Lorant.
    In: MNB Working Papers.
    RePEc:mnb:wpaper:2021/2.

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17. MoNK: Mortgages in a New-Keynesian model. (2021). Ustek, Roman ; Kydland, Finn E ; Garriga, Carlos.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:123:y:2021:i:c:s016518892030227x.

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18. Bond risk premia in consumption?based models. (2020). Wu, Jing Cynthia ; Creal, Drew.
    In: Quantitative Economics.
    RePEc:wly:quante:v:11:y:2020:i:4:p:1461-1484.

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19. An optimization model of retiree decisions under recursive utility with housing. (2020). Aydilek, Harun.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:44:y:2020:i:2:d:10.1007_s12197-019-09485-5.

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20. 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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21. 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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22. 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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23. Connecting Silos : On linking macroeconomics and finance, and the role of econometrics therein. (2020). van der Wel, M.
    In: ERIM Inaugural Address Series Research in Management.
    RePEc:ems:euriar:124748.

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24. The Importance of Timing Attitudes in Consumption-Based Asset Pricing Models. (2020). Jorgensen, Kasper ; Andreasen, Martin M.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:111:y:2020:i:c:p:95-117.

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25. The term structure and inflation uncertainty. (2020). Orphanides, Athanasios ; Breach, Tomas ; Damico, Stefania.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:138:y:2020:i:2:p:388-414.

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26. Fiscal policy driven bond risk premia. (2020). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:138:y:2020:i:1:p:53-73.

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27. Estimation of Impulse response functions with term structure local projections. (2020). McNeil, James.
    In: Working Papers.
    RePEc:dal:wpaper:daleconwp2020-05.

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28. 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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29. The financial accelerator and marketable debt: the prolongation channel. (2020). Kühl, Michael ; Michael, Kuhl.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:20:y:2020:i:1:p:23:n:8.

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30. (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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31. Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race. (2019). Jondeau, Eric ; Rockinger, Michael.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:51:y:2019:i:8:p:2239-2291.

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32. Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0234.

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33. Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2019n05.

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34. MoNK: Mortgages in a New-Keynesian Model. (2019). Sustek, Roman ; Kydland, Finn ; Garriga, Carlos.
    In: Working Papers.
    RePEc:fip:fedlwp:2019-032.

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35. Perturbations in DSGE models: An odd derivatives theorem. (2019). Lott, Sherwin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:106:y:2019:i:c:1.

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36. MoNK: Mortgages in a New-Keynesian Model. (2019). Sustek, Roman ; Kydland, Finn ; Garriga, Carlos ; Carriga, carlos .
    In: Discussion Papers.
    RePEc:cfm:wpaper:1920.

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37. Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7697.

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38. Explaining Bond Return Predictability in an Estimated New Keynesian Model. (2019). Andreasen, Martin M.
    In: CREATES Research Papers.
    RePEc:aah:create:2019-11.

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39. 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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40. 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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41. (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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42. Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:846.

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43. 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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44. Unconventional Monetary Policy and the Bond Market in Japan: A New-Keynesian Perspective. (2018). Basu, Parantap ; Wada, Kenji .
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:18-e-12.

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45. Time-varying Response of Treasury Yields to Monetary Policy Shocks: Evidence from the Tunisian Bond Market. (2018). Marfatia, Hardik ; Juko, Sonja ; Mbarek, Lassaad .
    In: Working Papers.
    RePEc:erg:wpaper:1243.

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46. Beauty contests and the term structure. (2018). Tischbirek, Andreas ; Ellison, Martin.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:87384.

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

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48. Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12762.

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49. Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1807.

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50. Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data. (2018). Wohlfarth, Paul.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:1803.

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

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53. 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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54. Level and Volatility Shocks to Fiscal Policy: Term Structure Implications. (2017). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:258.

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55. (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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56. 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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57. Estimating DSGE models with zero interest rate policy. (2017). Robinson, Tim ; Morley, James ; Kulish, Mariano.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:88:y:2017:i:c:p:35-49.

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58. Do Term Premiums Matter? Transmission via Exchange Rate Dynamics. (2017). Takahashi, Koji ; Katagiri, Mitsuru .
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp17e07.

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59. The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty.. (2017). Renne, Jean-Paul ; Mouabbi, Sarah ; Grishchenko, Olesya.
    In: Working papers.
    RePEc:bfr:banfra:622.

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60. Targeting Long Rates in a Model with Segmented Markets. (2017). Paustian, Matthias ; Fuerst, Timothy S ; Carlstrom, Charles T.
    In: American Economic Journal: Macroeconomics.
    RePEc:aea:aejmac:v:9:y:2017:i:1:p:205-42.

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61. Estimating DSGE models with Zero Interest Rate Policy. (2016). Robinson, Tim ; Morley, James ; Kulish, Mariano.
    In: Discussion Papers.
    RePEc:swe:wpaper:2014-32b.

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62. 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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63. Term Structure of Interest Rates: Macro-Finance Approach. (2016). Stork, Zbynek .
    In: EcoMod2016.
    RePEc:ekd:009007:9566.

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64. Estimating dynamic equilibrium models using mixed frequency macro and financial data. (2016). van der Wel, Michel ; Posch, Olaf ; Christensen, Bent Jesper.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:194:y:2016:i:1:p:116-137.

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65. Public Debt and Changing Inflation Targets. (2016). Moyen, Stéphane ; Krause, Michael.
    In: American Economic Journal: Macroeconomics.
    RePEc:aea:aejmac:v:8:y:2016:i:4:p:142-76.

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66. Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution. (2016). Jorgensen, Kasper ; Andreasen, Martin M.
    In: CREATES Research Papers.
    RePEc:aah:create:2016-16.

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67. 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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68. 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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69. Macro-Finance Separation by Force of Habit. (2015). Lopez, Pierlauro ; Lopez-Salido, David ; Vazquez-Grande, Francisco.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:980.

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70. Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2015). Lopez, Pierlauro ; Lopez-Salido, David ; Vazquez-Grande, Francisco.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-64.

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71. Funding liquidity constraints and the forward premium anomaly in a DSGE model. (2015). Chu, Shiou-Yen.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:76-89.

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72. 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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73. Macroeconomic linkages between monetary policy and the term structure of interest rates. (2015). Kung, Howard.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:1:p:42-57.

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74. 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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75. How Did We Get to Where We Are Now? Reflections on 50 Years of Macroeconomic and Financial Econometrics. (2015). Wickens, Michael .
    In: Manchester School.
    RePEc:bla:manchs:v:83:y:2015:i::p:60-82.

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76. The term structure of interest rates in a small open economy DSGE model with Markov switching. (2014). Maršál, Aleš ; Horvath, Roman ; Maral, Ale .
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:22.

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77. How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics. (2014). Wickens, Michael.
    In: Discussion Papers.
    RePEc:yor:yorken:14/17.

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78. Asset Returns and Labor Supply in a Production Economy. (2014). Jaccard, Ivan.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:46:y:2014:i:5:p:889-919.

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79. Bond Pricing with a Time‐Varying Price of Risk in an Estimated Medium‐Scale Bayesian DSGE Model. (2014). Dew-Becker, Ian ; DEWBECKER, IAN .
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:46:y:2014:i:5:p:837-888.

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80. Global Factors in the Term Structure of Interest Rates. (2014). Sola, Sergio ; Moreno, Antonio ; Abbritti, Mirko ; Dell'Erba, Salvatore.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0114.

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81. Macroeconomic linkages between monetary policy and the term structure of interest rates. (2014). Kung, Howard.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:560.

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82. Monetary Policy in the New Normal. (2014). Valencia, Fabian ; Dell'ariccia, Giovanni ; Bayoumi, Tamim ; Griffoli, Tommaso Mancini ; Habermeier, Karl Friedrich .
    In: IMF Staff Discussion Notes.
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83. Inflation Uncertainty and Disagreement in Bond Risk Premia. (2014). Orphanides, Athanasios ; D'Amico, Stefania.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2014-24.

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84. Implications of Labor Market Frictions for Risk Aversion and Risk Premia. (2014). Swanson, Eric.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2013-30.

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85. Nominal rigidities, asset returns, and monetary policy. (2014). Palomino, Francisco ; Li, Erica X. N., .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:66:y:2014:i:c:p:210-225.

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86. Term premia implications of macroeconomic regime changes. (2014). Carboni, Giacomo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141694.

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87. How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics. (2014). Wickens, Michael.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10197.

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88. Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data. (2014). van der Wel, Michel ; Posch, Olaf ; Christensen, Bent Jesper.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5030.

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89. Policy uncertainty spillovers to emerging markets – evidence from capital flows. (2014). Reinhardt, Dennis ; McLoughlin, Cameron ; Gauvin, Ludovic.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0512.

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90. Bayesian estimation of a DSGE model with asset prices. (2013). Uhlig, Harald ; Kliem, Martin.
    In: Discussion Papers.
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91. Public debt and changing inflation targets. (2013). Moyen, Stéphane ; Krause, Michael.
    In: Discussion Papers.
    RePEc:zbw:bubdps:062013.

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92. Cyclical Risk Aversion, Precautionary Saving, and Monetary Policy. (2013). Zabczyk, Pawel ; de Paoli, Bianca.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:45:y:2013:i:1:p:1-36.

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93. Testing for linear and Markov switching DSGE models. (2013). Vavra, Marian.
    In: Working and Discussion Papers.
    RePEc:svk:wpaper:1024.

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94. Testing for non-linearity in multivariate stochastic processes. (2013). Vavra, Marian.
    In: Working and Discussion Papers.
    RePEc:svk:wpaper:1023.

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95. Was there a Greenspan conundrum in the Euro area ?. (2013). LAME, GILDAS.
    In: MPRA Paper.
    RePEc:pra:mprapa:45870.

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96. Rare Disasters and the Term Structure of Interest Rates. (2013). Tsai, Jerry.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:665.

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97. A Production-Based Model for the Term Structure. (2013). Jermann, Urban.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18774.

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98. Global Factors in the Term Structure of Interest Rates. (2013). Sola, Sergio ; Moreno, Antonio ; Abbritti, Mirko ; Dell'Erba, Salvatore.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/223.

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99. The inflation risk premium on government debt in an overlapping generations model. (2013). Hatcher, Michael.
    In: Working Papers.
    RePEc:gla:glaewp:2013_17.

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100. Perturbation Methods for Markov-Switching DSGE Models. (2013). Zha, Tao ; Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Foerster, Andrew.
     In: Working Papers.
     RePEc:fda:fdaddt:2013-22.

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101. Inflation ambiguity and the term structure of U.S. Government bonds. (2013). Ulrich, Maxim .
     In: Journal of Monetary Economics.
     RePEc:eee:moneco:v:60:y:2013:i:2:p:295-309.

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102. A production-based model for the term structure. (2013). Jermann, Urban J..
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:109:y:2013:i:2:p:293-306.

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103. 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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104. The Inflation Risk Premium on Government Debt in an Overlapping Generations Model. (2013). Hatcher, Michael.
     In: SIRE Discussion Papers.
     RePEc:edn:sirdps:517.

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105. Was there a Greenspan conundrum in the Euro Area ?. (2013). LAME, GILDAS.
     In: Working Papers.
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106. Perturbation Methods for Markov-Switching DSGE Models. (2013). Zha, Tao ; Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Foerster, Andrew.
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107. Fiscal Policy and the Nominal Term Premium. (2013). Maršál, Aleš ; Kaszab, Lorant.
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108. Welfare and bond pricing implications of fiscal stabilization policies. (2013). Kilponen, Juha ; Jaccard, Ivan ; Christoffel, Kai .
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109. Policy Uncertainty Spillovers to Emerging Markets - Evidence from Capital Flows.. (2013). Reinhardt, Dennis ; McLoughlin, Cameron ; Gauvin, Ludovic.
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110. Essays in macro-finance. (2012). Isoré, Marlène ; Isore, Marlene ; Weil, Philippe.
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111. Essays in macro-finance. (2012). Isore, Marlene .
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112. Bond Risk Premiums and Optimal Monetary Policy. (2012). Palomino, Francisco.
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113. The term structure of inflation expectations. (2012). Mueller, Philippe ; Chernov, Mikhail.
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114. An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia. (2012). Andreasen, Martin.
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115. Cyclical Risk Aversion, Precautionary Saving and Monetary Policy. (2012). Zabczyk, Pawel ; De Paoli, Bianca.
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116. A DSGE model with Endogenous Term Structure. (2012). Marzo, Massimiliano ; Falagiarda, Matteo.
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117. Disaster Risk and Business Cycles. (2012). Gourio, Francois.
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118. News Shocks and the Term Structure of Interest Rates: A Challenge for DSGE Models. (2011). Otrok, Christopher ; Kurmann, André.
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119. Yield curve in an estimated nonlinear macro model. (2011). Doh, Taeyoung.
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120. Government bond risk premia and the cyclicality of fiscal policy. (2011). Kilponen, Juha ; Jaccard, Ivan ; Christoffel, Kai.
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121. Inflation versus price-level targeting and the zero lower bound: Stochastic simulations from the Smets-Wouters US model. (2011). Hatcher, Michael.
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122. Comparing inflation and price-level targeting: A comprehensive review of the literature. (2011). Hatcher, Michael.
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123. Asset pricing with concentrated ownership of capital. (2011). Lansing, Kevin ; KevinJ. Lansing, .
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124. Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset. (2011). Wright, Jonathan H..
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125. A nonlinear DSGE model of the term structure with regime shifts. (2010). Tristani, Oreste ; amisano, gianni.
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126. Credit risk and Disaster risk. (2010). Gourio, Francois.
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127. News Shocks and the Slope of the Term Structure of Interest Rates. (2010). Otrok, Christopher ; Kurmann, André.
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128. Macro-finance models of interest rates and the economy. (2010). Rudebusch, Glenn ; GlennD. Rudebusch, .
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129. Risk premiums and macroeconomic dynamics in a heterogeneous agent model. (2010). Wouters, Raf ; Sneessens, Henri ; Dossche, Maarten ; De Graeve, Ferre ; Emiris, Marina .
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130. Asset pricing, habit memory, and the labor market. (2010). Jaccard, Ivan.
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131. MACRO-FINANCE MODELS OF INTEREST RATES AND THE ECONOMY. (2010). Rudebusch, Glenn ; GlennD. Rudebusch, .
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132. Disaster risk and business cycles. (2009). Gourio, Francois.
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133. International Interest-Rate Risk Premia in Affine Term Structure Models. (2009). Geiger, Felix.
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134. Yield curve in an estimated nonlinear macro model. (2009). Doh, Taeyoung.
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135. Risk aversion, the labor margin, and asset pricing in DSGE models. (2009). Swanson, Eric.
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136. A structural decomposition of the US yield curve. (2009). Wouters, Raf ; De Graeve, Ferre ; Emiris, Marina .
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137. Foreign exchange rate risk in a small open economy. (2009). Sondergaard, Jens ; De Paoli, Bianca.
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138. Why do risk premia vary over time? A theoretical investigation under habit formation. (2009). Zabczyk, Pawel ; De Paoli, Bianca.
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139. The bond premium in a DSGE model with long-run real and nominal risks. (2008). Swanson, Eric ; Rudebusch, Glenn.
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140. Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model. (2008). Andreasen, Martin.
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