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Determinants of Long-term Yields: A Panel Data Analysis of Major Countries and Decomposition of Yields of Japan and the US
7 references·1 citing·44 second hop
Determinants of Long-term Yields: A Panel Data Analysis of Major Countries and Decomposition of Yields of Japan and the US (2012)Determinants of Long-term Yields: A Panel…Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset (2011)Term Premia and Inflation Unc…Why Do the Elderly Save? The Role of Medical Expenses (2010)Why Do the Elderly Save? The …POPULATION AGE STRUCTURE, SAVING, CAPITAL FLOWS AND THE REAL EXCHANGE RATE: A SURVEY OF THE LITERATURE (2010)POPULATION AGE STRUCTURE, SAV…New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)New Evidence on the Interest …Federal Government Debt and Interest Rates (2004)Federal Government Debt and I…Demographic Structure and Asset Returns (2001)Demographic Structure and Ass…Inflation and Uncertainty at Short and Long Horizons (1990)Inflation and Uncertainty at …Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies (2016)Foreign Investor Flows and So…The Behavior of U. S. Public Debt and Deficits (1998)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (1999)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)Budget Deficits, National Saving, and Interest Rates (2004)Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries (2007)The macroeconomic effects of fiscal policy (2011)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A Positive Theory of Monetary Policy in a Natural-Rate Model (1981)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? (1995)On inflation and inflation uncertainty in the G7 countries (1998)Macroeconomic Drivers of Bond and Equity Risks (2014)Nobel Lecture: Inflation and Unemployment (1977)Inflation targeting: lessons from the international experience (1999)Why Has U.S. Inflation Become Harder to Forecast? (2007)A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets (2012)Pricing the term structure with linear regressions (2013)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)A Contribution to the Theory of Economic Growth (1956)Technical Change and the Aggregate Production Function (1957)A Contribution to the Empirics of Economic Growth (1992)Determinants of long-term yields: A panel data analysis of major countries (2015)Determinants of Relative Sectoral Prices: The Role of Demographic Change (2016)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Ageing, Pension Reform and Capital Flows: A Multi‐Country Simulation Model (2006)On the Long-Run Evolution of Inheritance: France 1820–2050 * (2011)Demographics and Automation (2021)Parsimonious Modeling of Yield Curves (1987)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Debt and growth: New evidence for the euro area (2012)The Econometrics of Financial Markets (2012)Public debt and economic growth: Is there a causal effect? (2014)Public debt and growth: Heterogeneity and non-linearity (2015)The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Shocks (2009)The Aggregate Demand for Treasury Debt (2012)Saving and Liquidity Constraints (1989)Precautionary Saving and Social Insurance (1995)Consumption Over the Life Cycle (2002)The Economic Importance of Financial Literacy: Theory and Evidence (2013)Cohort Profile: the Health and Retirement Study (HRS) (2014)Optimal Financial Knowledge and Wealth Inequality (2017)
this work references cited by second hop

References

  • 2010Why Do the Elderly Save? The Role of Medical Expenses874 cited
  • 2009New Evidence on the Interest Rate Effects of Budget Deficits and Debt698 cited
  • 2011Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset504 cited
  • 2001Demographic Structure and Asset Returns410 cited
  • 2004Federal Government Debt and Interest Rates323 cited
  • 1990Inflation and Uncertainty at Short and Long Horizons313 cited
  • 2010POPULATION AGE STRUCTURE, SAVING, CAPITAL FLOWS AND THE REAL EXCHANGE RATE: A SURVEY OF THE LITERATURE38 cited

Cited by

  • 2016Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies24 cited

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