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The Term Structure of Expectations and Bond Yields
8 references·16 citing·53 second hop
The Term Structure of Expectations and Bond Yields (2016)The Term Structure of Expectations and Bo…Expectations and Investment (2015)Expectations and InvestmentPricing the term structure with linear regressions (2013)Pricing the term structure wi…Inattentive professional forecasters (2013)Inattentive professional fore…Identifying Government Spending Shocks: It's All in the Timing (2009)Identifying Government Spendi…A structural decomposition of the US yield curve (2009)A structural decomposition of…Investment Shocks and Business Cycles (2008)Investment Shocks and Busines…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…The term structure of expectations (2023)The term structure of expecta…Zombies on the Brink: Evidence from Japan on the Reversal of Monetary Policy Effectiveness (2021)Zombies on the Brink: Evidenc…What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices (2021)What to Expect from the Lower…Do Inflation Expectations Improve Model-Based Inflation Forecasts? 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this work references cited by second hop

References

  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 2008Investment Shocks and Business Cycles887 cited
  • 2013Pricing the term structure with linear regressions703 cited
  • 2013Inattentive professional forecasters324 cited
  • 2009Identifying Government Spending Shocks: It's All in the Timing281 cited
  • 2015Expectations and Investment107 cited
  • 2009A structural decomposition of the US yield curve104 cited

Cited by

  • 2015Financial Stability Monitoring106 cited
  • 2020Monetary Policy Expectation Errors64 cited
  • 2019Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison53 cited
  • 2017Robustness of Long-Maturity Term Premium Estimates39 cited
  • 2021Do Inflation Expectations Improve Model-Based Inflation Forecasts?37 cited
  • 2021What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices24 cited
  • 2023The term structure of expectations24 cited
  • 2018Global Trends in Interest Rates

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24 cited
  • 2018Global Trends in Interest Rates22 cited
  • 2018Some implications of learning for price stability18 cited
  • 2018What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices18 cited
  • 2019Dissecting the Yield Curve: The International Evidence18 cited
  • 2021Zombies on the Brink: Evidence from Japan on the Reversal of Monetary Policy Effectiveness18 cited
  • 2020A Fundamental Connection: Exchange Rates and Macroeconomic Expectations17 cited
  • 2017Interest Rates Under Falling Stars16 cited
  • 2019When Creativity Strikes: News Shocks and Business Cycle Fluctuations16 cited