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Evaluating the Robustness of UK Term Structure Decompositions Using Linear Regression Methods
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The 29 checked references that resolve
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Likelihood Inference in Non-Linear Term Structure Models: The Importance of the Zero Lower Bound
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Dynamic Term Structure Models: The Best Way to Enforce the Zero Lower Bound in the United States
resolves10.1016/s0304-3932(03)00032-1
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
resolves10.1016/s0304-405x(02)00067-3
Expectation puzzles, time-varying risk premia, and affine models of the term structure
resolves10.2139/ssrn.2422861
Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices
resolves10.2139/ssrn.2420379
Expectations, Risk Premia and Information Spanning in Dynamic Term Structure Model Estimation
resolves10.1016/j.jeconom.2012.01.035
Identification and estimation of Gaussian affine term structure models
resolves10.1016/j.jbankfin.2009.07.018
Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves
resolves10.1111/obes.12001
A No‐Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve*
resolves10.1017/s0022109011000627
Term Structure Estimation with Survey Data on Interest Rate Forecasts
resolves10.2139/ssrn.813267
An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates
resolves10.1016/j.jeconom.2008.06.002
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach
resolves10.2139/ssrn.2350873
Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow-Rate Term Structure Models
resolves10.1002/jae.3950070203
The relationship between forecast dispersion and forecast uncertainty: Evidence from a survey data—arch model
resolves10.1257/aer.101.4.1514
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset
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