Reference health
Challenges in Macro-Finance Modeling
2 of 38 checkable references need attention · checked 2026-10-07
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
16 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.2307/2281742
does not resolve to a known work10.1257/002205103322436197
The 36 checked references that resolve
resolves10.1016/j.jmoneco.2006.04.006
Do macro variables, asset markets, or surveys forecast inflation better?
resolves10.3386/w8363
A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables
resolves10.1111/j.1540-6261.2004.00670.x
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
resolves10.1162/003355300554692
Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
resolves10.1353/mcb.2006.0068
The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence
resolves10.1111/1540-6261.00475
Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility
resolves10.1111/j.1540-6261.1981.tb04884.x
A Re‐examination of Traditional Hypotheses about the Term Structure of Interest Rates
resolves10.2202/1534-6005.1073
Interpreting the Significance of the Lagged Interest Rate in Estimated Monetary Policy Rules
resolves10.1016/j.jeconom.2005.01.012
A joint econometric model of macroeconomic and term-structure dynamics
resolves10.1080/07350015.1986.10509491
Forecasting With Bayesian Vector Autoregressions—Five Years of Experience
resolves10.1257/000282806776157560
Can Rational Expectations Sticky-Price Models Explain Inflation Dynamics?
resolves10.2139/ssrn.511282
A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy
resolves10.1111/j.1540-6261.2005.00728.x
Does the Failure of the Expectations Hypothesis Matter for Long‐Term Investors?
resolves10.2307/2527345
Comment on Glenn Rudebusch's "Do Measures of Monetary Policy in a Var Make Sense?"
resolves10.1080/07350015.1996.10524626
Evidence on Structural Instability in Macroeconomic Time Series Relations
The 16 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedWhat Policymakers Can Learn from Asset Prices
no DOI — not checkedref10
no DOI — not checkedref11
no DOI — not checkedref12
no DOI — not checkedref18
no DOI — not checkedLow inflation: The surprise of 1990s
no DOI — not checkedref24
no DOI — not checkedref26
no DOI — not checkedref27
no DOI — not checkedref30
no DOI — not checkedBond market term premium: what is it, and how can we measure it?
no DOI — not checkedComment
no DOI — not checkedref40
no DOI — not checkedref49
no DOI — not checkedImproving economic forecasting with Bayesian vector autoregression
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or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-10-07 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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