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Macroeconomic factors and yield curve for the emerging Indian economy
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References

  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1996A YIELD‐FACTOR MODEL OF INTEREST RATES2,498 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 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
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 2005The macroeconomy and the yield curve: a dynamic latent factor approach967 cited
  • 1988The real term structure and consumption growth703 cited
  • 2001Shifting endpoints in the term structure of interest rates439 cited
  • 1990What does the term structure tell us about future inflation?428 cited
  • 1989Forecasts of Economic Growth from the Bond and Stock Markets424 cited
  • 2005A joint econometric model of macroeconomic and term-structure dynamics382 cited
  • 1994International term structures and real economic growth358 cited
  • 2003How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States348 cited
  • 1998Monetary policy and the term structure of nominal interest rates: Evidence and theory

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291 cited
  • 1994Explorations Into Factors Explaining Money Market Returns277 cited
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