this work references cited by second hopReferences
- 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
- 1985Continuous Auctions and Insider Trading9,626 cited
- 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
- 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
- 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
- 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,153 cited
- 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
- 2005Implications of Dynamic Factor Models for VAR Analysis870 cited
- 2003Disagreement about Inflation Expectations586 cited
- 2009The TIPS Yield Curve and Inflation Compensation365 cited
- 1992Unobserved component time series models with Arch disturbances329 cited
- 2007The TIPS Yield Curve and Inflation Compensation163 cited
- 2009Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves124 cited
- 2013The Inflation Risk Premium: Evidence from the TIPS Market97 cited
- 2006Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. The U.S. Treasury Yield Curve: 1961 to the Present
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work