References

• 1977An equilibrium characterization of the term structure6,104 cited
• 1991Common Factors Affecting Bond Returns1,796 cited
• 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
• 2002Term Premia and Interest Rate Forecasts in Affine Models1,581 cited
• 2005Bond Risk Premia1,546 cited
• 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
• 1992Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model977 cited
• 2005What does the yield curve tell us about GDP growth?815 cited
• 2002Expectation puzzles, time-varying risk premia, and affine models of the term structure754 cited
• 1988The real term structure and consumption growth703 cited
• 2005A consumption-based model of the term structure of interest rates☆693 cited
• 2005An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates490 cited
• 2002A Reexamination of the Predictability of Economic Activity Using the Yield Spread357 cited
• 2005Why Does the Yield Curve Predict Output and Inflation?329 cited
• 2006Macro Factors and the Term Structure of Interest Rates