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Expected Inflation and Inflation Risk Premium in the Euro Area and in the United States
16 references·2 citing·44 second hop
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this work references cited by second hop

References

  • 1991Common Factors Affecting Bond Returns1,796 cited
  • 2000Specification Analysis of Affine Term Structure Models1,708 cited
  • 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
  • 2010Housing Market Spillovers: Evidence from an Estimated DSGE Model1,500 cited
  • 2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
  • 2010Credit and Banking in a DSGE Model of the Euro Area1,252 cited
  • 2009Innovation and productivity in SMEs: empirical evidence for Italy860 cited
  • 2008Bank profitability and the business cycle801 cited
  • 2008The general equilibrium effects of fiscal policy: Estimates for the Euro area601 cited
  • 2009Securitisation and the bank lending channel578 cited
  • 2010Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns573 cited
  • 2009Bank risk and monetary policy566 cited
  • 2013POLITICIANS AT WORK: THE PRIVATE RETURNS AND SOCIAL COSTS OF POLITICAL CONNECTIONS562 cited
  • 2008A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy556 cited
  • 1999A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables

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543 cited
  • 2007The Term Structure of Real Rates and Expected Inflation538 cited
  • Cited by

    • 2012Entry Dynamics as a Solution to the Puzzling Behaviour of Real Marginal Costs in the Ghironi-Melitz Model18 cited
    • 2013Macroeconomic and Monetary Policy Surprises and the Term Structure of Interest Rates15 cited