The macroeconomy and the yield curve: a dynamic latent factor approachFrancis X. Diebold, Glenn D. Rudebusch, S. Borağan Aruoba2005-03-11articleJournal of Econometrics967 citationsclosedNo readable copy stored yet — this record is metadata only.Monetary Policy and Economic ImpactFinancial Markets and Investment StrategiesStochastic processes and financial applicationsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 967 citations exist upstream.References1991The Term Structure as a Predictor of Real Economic Activity1987The Information in Long-Maturity Forward Rates1998Predicting U.S. Recessions: Financial Variables as Leading Indicators2003Forecasting Output and Inflation: The Role of Asset PricesCited by2010Basel Committee On Banking Supervision2009Real-Time Measurement of Business Conditions2013Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks2008A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy2013Forecasting Inflation2011The affine arbitrage-free class of Nelson–Siegel term structure models2012The Response of Interest Rates to US and UK Quantitative Easing2012Macroeconomics and the Term Structure