Reference health
Yield Forecasts and Stochastic Volatility in Affine Models with Macro Factors
15/15 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 15 checked references that resolve
resolves10.3386/t0286
Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions
resolves10.1016/s0304-3932(03)00032-1
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
resolves10.3905/jfi.1993.408090
Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates
resolves10.1016/s0304-405x(02)00067-3
Expectation puzzles, time-varying risk premia, and affine models of the term structure
resolves10.1023/A:1008304625054
Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter
resolves10.1093/rfs/4.1.53
Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data
The 8 references without a DOI — listed, not checked
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no DOI — not checkedref13
no DOI — not checkedThe Information in Long-Maturity Forward Rates
no DOI — not checkedref16
no DOI — not checkedref18
no DOI — not checkedThis ?gure shows a plot of monthly yields of maturity 1 month, 12 months and 60 months from
no DOI — not checkedThis ?gure shows a plot of Treasury bill with maturity of 3 months and the estimated Taylor rule using in ?ation and output gap
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