References

• 2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models1,004 cited
• 2002Expectation puzzles, time-varying risk premia, and affine models of the term structure754 cited
• 2005An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates490 cited
• 2009International capital flows and U.S. interest rates399 cited
• 2002The Opportunistic Approach to Disinflation281 cited
• 2003Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information138 cited
• 2005Changing beliefs and the term structure of interest rates: Cross-equation restrictions with drifting parameters54 cited
• 2001Can TIPS Help Identify Long-Term Inflation Expectations?45 cited
• 2004Expectations and the monetary policy transmission mechanism21 cited
• 2004Expected Inflation and TIPS19 cited

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