References

• 1977An equilibrium characterization of the term structure6,104 cited
• 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
• 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
• 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
• 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
• 2002Term Premia and Interest Rate Forecasts in Affine Models1,581 cited
• 2005Bond Risk Premia1,546 cited
• 2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
• 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
• 2009Macro Factors in Bond Risk Premia1,043 cited
• 2005What does the yield curve tell us about GDP growth?815 cited
• 2001Are Phillips Curves Useful for Forecasting Inflation?731 cited
• 2004Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment670 cited
• 1984The information in the term structure659 cited
• 2013Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks587 cited