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On the term structure of interest rates
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1007/978-1-349-01989-2openalex-snapshot
Allocation under Uncertainty: Equilibrium and Optimality
inferredcites →https://doi.org/10.1007/springerreference_2685openalex-snapshot
Term Structure of Interest Rates
inferredcites →https://doi.org/10.1016/0022-0531(72)90135-4openalex-snapshot
Optimal economic growth and uncertainty: The discounted case
inferredcites →https://doi.org/10.1016/0022-0531(75)90022-8openalex-snapshot
On optimal growth under uncertainty
inferredcites →https://doi.org/10.1016/0022-0531(82)90012-6openalex-snapshot
Duality theory for dynamic optimization models of economics: The continuous time case
inferredcites →https://doi.org/10.1016/0022-0531(83)90049-2openalex-snapshot
Stochastic growth with correlated production shocks
inferredcites →https://doi.org/10.1016/0022-0531(83)90090-xopenalex-snapshot
Maximum principle and transversality condition for concave infinite horizon economic models
inferredcites →https://doi.org/10.1016/0047-2727(85)90002-7openalex-snapshot
Capital income taxation and perfect foresight
inferredcites →https://doi.org/10.1016/0165-1765(82)90079-9openalex-snapshot
Risk-aversion and the term structure of real interest rates
inferredcites →https://doi.org/10.1016/0167-2231(81)90020-8openalex-snapshot
Interest rates during the cycle, inventories and monetary policy—A theoretical analysis
inferredcites →https://doi.org/10.1016/0167-2231(86)90035-7openalex-snapshot
Theory ahead of business-cycle measurement
inferredcites →https://doi.org/10.1016/0304-3932(85)90039-xopenalex-snapshot
Indivisible labor and the business cycle
inferredcites →https://doi.org/10.1016/0304-3932(85)90061-3openalex-snapshot
The equity premium: A puzzle
inferredcites →https://doi.org/10.1016/0304-3932(87)90038-9openalex-snapshot
On the superneutrality of money in a stochastic dynamic macroeconomic model
inferredcites →https://doi.org/10.1016/0304-3932(89)90027-5openalex-snapshot
Risk premiums in the term structure
inferredcites →https://doi.org/10.1016/0304-405x(78)90019-3openalex-snapshot
An arbitrage model of the term structure of interest rates
inferredcites →https://doi.org/10.1016/0304-405x(82)90005-8openalex-snapshot
Do forecast errors or term premia really make the difference between long and short rates?
inferredcites →https://doi.org/10.1016/0304-405x(84)90013-8openalex-snapshot
The information in the term structure
inferredcites →https://doi.org/10.1016/0304-405x(88)90031-1openalex-snapshot
The information in forward rates
inferredcites →https://doi.org/10.1017/cbo9780511546839.006openalex-snapshot
Term Structure of Interest Rates
inferredcites →https://doi.org/10.1086/260832openalex-snapshot
The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure
inferredcites →https://doi.org/10.1086/260933openalex-snapshot
Expectations Models of the Term Structure and Implied Variance Bounds
inferredcites →https://doi.org/10.1086/296258openalex-snapshot
Nominal Prices and Interest Rates in General Equilibrium: Money Shocks
inferredcites →https://doi.org/10.1086/296259openalex-snapshot
Nominal Prices and Interest Rates in General Equilibrium: Endowment Shocks
inferredcites →https://doi.org/10.1111/j.1540-6261.1981.tb04884.xopenalex-snapshot
A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates
inferredcites →https://doi.org/10.1142/9789812701022_0011openalex-snapshot
RECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF HOMOGENEOUS HOUSEHOLDS
inferredcites →https://doi.org/10.1287/mnsc.19.7.783openalex-snapshot
Duality Theory for Infinite Horizon Convex Models
inferredcites →https://doi.org/10.21034/wp.239openalex-snapshot
"Can the Cycle Be Reconciled With a Consistent Theory of Expectations" Or a Progress Report on Business Cycle Theory
inferredcites →https://doi.org/10.2307/1911242openalex-snapshot
A Theory of the Term Structure of Interest Rates
inferredcites →https://doi.org/10.2307/1912634openalex-snapshot
Invariant Distributions and the Limiting Behavior of Markovian Economic Models
inferredcites →https://doi.org/10.2307/1912812openalex-snapshot
Recursive Competitive Equilibrium: The Case of Homogeneous Households
inferredcites →https://doi.org/10.2307/1913386openalex-snapshot
Time to Build and Aggregate Fluctuations
inferredcites →https://doi.org/10.2307/1992432openalex-snapshot
The Term Structure and Time Series Properties of Nominal Interest Rates: Implications from Theory
inferredcites →https://doi.org/10.2307/2297436openalex-snapshot
Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model
inferredcites →https://doi.org/10.2307/2525969openalex-snapshot
Optimal Economic Growth and Uncertainty: The No Discounting Case
inferredcites →https://doi.org/10.2307/2534279openalex-snapshot
Do Long-Term Interest Rates Overreact to Short-Term Interest Rates?
inferredcites →https://doi.org/10.2307/2534355openalex-snapshot
Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates
inferredcites →https://doi.org/10.2307/2977281openalex-snapshot
The Cyclical Behavior of the Term Structure of Interest Rates.
inferredcites →https://doi.org/10.2307/3500129openalex-snapshot
The Cyclical Behavior of the Term Structure of Interest Rates
inferredcites →https://doi.org/10.3386/w1203openalex-snapshot
A Simple Account of the Behavior of Long-Term Interest Rates
inferredcites →https://doi.org/10.3386/w2626openalex-snapshot
What Does the Term Structure Tell Us About Future Inflation?
inferredcites →https://doi.org/10.4337/9781782543046.00012openalex-snapshot
Asset Prices in a Production Economy
inferredcites →https://doi.org/10.7208/chicago/9780226555652.001.0001openalex-snapshot
The Economics of Information and Uncertainty
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.1006838openalex-extracted
Macroeconomic Implications of Changes in the Term Premium
inferred← citeshttps://doi.org/10.2139/ssrn.1262201openalex-extracted
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-Linear DSGE Model
inferred← citeshttps://doi.org/10.2139/ssrn.1550169openalex-extracted
News Shocks and the Slope of the Term Structure of Interest Rates
inferred← citeshttps://doi.org/10.2139/ssrn.1705986openalex-extracted
Incomplete Markets, Liquidation Risk, and the Term Structure of Interest Rates
inferred← citeshttps://doi.org/10.2139/ssrn.2013725openalex-extracted
Equilibrium Growth, Inflation, and Bond Yields
inferred← citeshttps://doi.org/10.2139/ssrn.2256328openalex-extracted
A Macroeconomic Foundation for the Equilibrium Term Structure of Interest Rates
inferred← citeshttps://doi.org/10.2139/ssrn.2316965openalex-extracted
Savers and Spenders: Fiscal Policy as a Potential Resolution to the Treasury Bond Premium Puzzle
inferred← citeshttps://doi.org/10.2139/ssrn.252568openalex-extracted
Fiscal Policy with Non-Contingent Debt and the Optimal Maturity Structure
inferred← citeshttps://doi.org/10.2139/ssrn.2611902openalex-extracted
Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates
inferred← citeshttps://doi.org/10.2139/ssrn.2760048openalex-extracted
Revisiting the Bond Premium Puzzle: A Robustness Approach
inferred← citeshttps://doi.org/10.2139/ssrn.4582708openalex-extracted
Real Term Premia in Consumption-Based Models
inferred← citeshttps://doi.org/10.2139/ssrn.869062openalex-extracted
The Cyclical Properties of the Term Structure of Interest Rates
inferred← citeshttps://doi.org/10.2139/ssrn.891545openalex-extracted
Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities
inferred← citeshttps://doi.org/10.2139/ssrn.912788openalex-extracted
Asset Pricing for Idiosyncratically Incomplete Markets
inferred← citeshttps://doi.org/10.2139/ssrn.923779openalex-extracted
Monetary Policy and Rejections of the Expectations Hypothesis
inferred← citeshttps://doi.org/10.1002/jae.1247openalex-snapshot
Risk aversion, intertemporal substitution, and the term structure of interest rates
inferred← citeshttps://doi.org/10.1007/978-3-642-57817-5_1openalex-snapshot
On the Theoretical Relevance and Empirical Validity of Augmented Real Business Cycle Models: An Introduction
inferred← citeshttps://doi.org/10.1016/0014-2921(94)00023-sopenalex-snapshot
The information in Swedish short-maturity forward rates
inferred← citeshttps://doi.org/10.1016/0014-2921(94)e0125-iopenalex-snapshot
Predicting excess returns in financial markets
inferred← citeshttps://doi.org/10.1016/0164-0704(94)90010-8openalex-snapshot
The term structure of interest rates within a production economy: A parametric example
inferred← citeshttps://doi.org/10.1016/0165-1889(92)90051-fopenalex-snapshot
The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model
inferred← citeshttps://doi.org/10.1016/0165-1889(92)90055-jopenalex-snapshot
Term premia in a simple term structure model
inferred← citeshttps://doi.org/10.1016/0165-1889(94)00813-wopenalex-snapshot
The term structure of interest rates in real and monetary economies
inferred← citeshttps://doi.org/10.1016/0165-1889(94)90027-2openalex-snapshot
The term structure of interest rates over the business cycle
inferred← citeshttps://doi.org/10.1016/0165-1889(95)00872-1openalex-snapshot
Reconciling the term structure of interest rates with the consumption-based ICAP model
inferred← citeshttps://doi.org/10.1016/0165-1889(95)00916-7openalex-snapshot
What do interest rates reveal about the functioning of real business cycle models?
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2010.07.024openalex-snapshot
The term structure of CD rates and monetary policy transmission
inferred← citeshttps://doi.org/10.1016/j.jempfin.2015.03.013openalex-snapshot
Real term structure forecasts of consumption growth
inferred← citeshttps://doi.org/10.1016/j.jfineco.2014.09.006openalex-snapshot
Macroeconomic linkages between monetary policy and the term structure of interest rates
inferred← citeshttps://doi.org/10.1016/j.jmacro.2015.01.007openalex-snapshot
Robustness to model uncertainty and the nominal term premium puzzle
inferred← citeshttps://doi.org/10.1016/j.jmoneco.2003.08.007openalex-snapshot
The predictive power of the yield curve: a theoretical assessment
inferred← citeshttps://doi.org/10.1016/j.jmoneco.2004.01.002openalex-snapshot
The term structure of real interest rates: theory and evidence from UK index-linked bonds
inferred← citeshttps://doi.org/10.1016/j.jmoneco.2008.07.007openalex-snapshot
Examining the bond premium puzzle with a DSGE model
inferred← citeshttps://doi.org/10.1016/j.jmoneco.2018.04.001openalex-snapshot
The term structure of CDS spreads and sovereign credit risk
inferred← citeshttps://doi.org/10.1016/j.ribaf.2010.07.001openalex-snapshot
Global trends in real risk free rates
inferred← citeshttps://doi.org/10.1016/s0261-5606(96)00050-2openalex-snapshot
The term structure of Euro-rates: some evidence in support of the expectations hypothesis
inferred← citeshttps://doi.org/10.1016/s0304-3932(97)00012-3openalex-snapshot
The cyclical properties of consumption growth and the real term structure
inferred← citeshttps://doi.org/10.1016/s1062-9769(99)00003-4openalex-snapshot
Fluctuating uncertainty and flexibility value
inferred← citeshttps://doi.org/10.1017/s0022109012000075openalex-snapshot
Stocks, Bonds, and Long-Run Consumption Risks
inferred← citeshttps://doi.org/10.1017/s1365100524000713openalex-snapshot
Financial frictions, monetary policy, and the term premium
inferred← citeshttps://doi.org/10.1080/14697688.2026.2646274openalex-snapshot
Revisiting the bond premium puzzle: a robustness approach
inferred← citeshttps://doi.org/10.1086/262056openalex-snapshot
A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles
inferred← citeshttps://doi.org/10.1093/rfs/hhae011openalex-snapshot
A Theory of the Term Structure of Interest Rates under Limited Household Risk Sharing
inferred← citeshttps://doi.org/10.1111/j.1467-9957.2010.02198.xopenalex-snapshot
MACRO‐FINANCE MODELS OF INTEREST RATES AND THE ECONOMY
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The Yield Curve and Macroeconomic Dynamics*
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How capital intensity affects technical progress: An empirical analysis for 17 advanced economies
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The Forward Exchange Rate and the Interest Rate within a Production Economy
inferred← citeshttps://doi.org/10.1142/9789812701022_0001openalex-snapshot
Theory of Valuation: Overview and Recent Developments
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News Shocks and the Slope of the Term Structure of Interest Rates
inferred← citeshttps://doi.org/10.1257/jel.50.2.331openalex-snapshot
Macroeconomics and the Term Structure
inferred← citeshttps://doi.org/10.12660/rbfin.v1n1.2003.1124openalex-snapshot
Testes da Hipótese de Expectativas na Estrutura a Termo das Taxas de Juros Brasileiras
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Term Structure of Interest Rates
inferred← citeshttps://doi.org/10.20955/r.101.115-34openalex-snapshot
The Real Term Premium in a Stationary Economy with Segmented Asset Markets
inferred← citeshttps://doi.org/10.20955/r.89.241-270openalex-snapshot
Macroeconomic Implications of Changes in the Term Premium
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The Real Term Premium in a Stationary Economy with Segmented Asset Markets
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EL RIESGO DE MERCADO Y LA ESTRUCTURA INTERTEMPORAL DE LAS TASAS DE INTERÉS
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Time-Varying Technological Uncertainty and Asset Prices
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What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns
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Examining the Bond Premium Puzzle with a DSGE Model
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Have We Underestimated the Likelihood and Severity of Zero Lower Bound Events?
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Lecturas alternativas de la estructura a plazo: una breve revisión de literatura
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What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns
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