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https://doi.org/10.2139/ssrn.1773215

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The Fed funds futures rate as a predictor of federal reserve policy
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Are More Data Always Better for Factor Analysis' Results for the Euro Area, the Six Largest Euro Area Countries and the UK
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Principal components at work: the empirical analysis of monetary policy with large data sets
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The predictive power of the money market term structure
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Predicting real growth and the probability of recession in the Euro area using the yield spread
inferredcites →https://doi.org/10.1016/j.ijforecast.2007.04.001openalex-extracted
Predictive financial models of the euro area: A new evaluation test
inferredcites →https://doi.org/10.1016/j.jeconom.2005.01.011openalex-extracted
The macroeconomy and the yield curve: a dynamic latent factor approach
inferredcites →https://doi.org/10.1016/j.jeconom.2005.01.032openalex-extracted
What does the yield curve tell us about GDP growth?
inferredcites →https://doi.org/10.1016/j.jeconom.2008.06.002openalex-extracted
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach
inferredcites →https://doi.org/10.1016/j.jmoneco.2008.04.003openalex-extracted
Futures prices as risk-adjusted forecasts of monetary policy
inferredcites →https://doi.org/10.1016/j.spl.2010.08.005openalex-extracted
Improved penalization for determining the number of factors in approximate factor models
inferredcites →https://doi.org/10.1016/s0169-2070(01)00141-8openalex-extracted
Directional accuracy tests of long-term interest rate forecasts
inferredcites →https://doi.org/10.1016/s0304-3932(03)00032-1openalex-extracted
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
inferredcites →https://doi.org/10.1086/296409openalex-extracted
Parsimonious Modeling of Yield Curves
inferredcites →https://doi.org/10.1093/jjfinec/nbl009openalex-extracted
Switching VARMA Term Structure Models
inferredcites →https://doi.org/10.1093/jjfinec/nbn011openalex-extracted
Econometric Asset Pricing Modelling
inferredcites →https://doi.org/10.1093/rfs/hhg046openalex-extracted
Evaluating an Alternative Risk Preference in Affine Term Structure Models
inferredcites →https://doi.org/10.1111/1468-0262.00273openalex-extracted
Determining the Number of Factors in Approximate Factor Models
inferredcites →https://doi.org/10.1111/j.1467-9965.1996.tb00123.xopenalex-extracted
A YIELD‐FACTOR MODEL OF INTEREST RATES
inferredcites →https://doi.org/10.1162/0033553053327452openalex-extracted
Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach
inferredcites →https://doi.org/10.1198/016214502388618960openalex-extracted
Forecasting Using Principal Components From a Large Number of Predictors
inferredcites →https://doi.org/10.2139/ssrn.1003471openalex-extracted
Futures Prices as Risk-Adjusted Forecasts of Monetary Policy
inferredcites →https://doi.org/10.2139/ssrn.1340303openalex-extracted
No-Arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth
inferredcites →https://doi.org/10.2139/ssrn.1676794openalex-extracted
No-Arbitrage Near-Cointegrated Var(p) Term Structure Models, Term Premia and GDP Growth
inferredcites →https://doi.org/10.2139/ssrn.194748openalex-extracted
A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables
inferredcites →https://doi.org/10.2139/ssrn.332200openalex-extracted
What Does the Yield Curve Tell Us About GDP Growth?
inferredcites →https://doi.org/10.2139/ssrn.562503openalex-extracted
The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach
inferredcites →https://doi.org/10.2139/ssrn.676909openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.971451openalex-extracted
Econometric Asset Pricing Modelling
inferredcites →https://doi.org/10.2307/2676223openalex-extracted
Economic News and Bond Prices: Evidence from the U.S. Treasury Market
inferredcites →https://doi.org/10.3386/w11285openalex-extracted
Understanding and Comparing Factor-Based Forecasts
inferredcites →https://doi.org/10.3905/jfi.1993.408090openalex-extracted
Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates
inferredcites →https://doi.org/10.5089/9781451853759.001openalex-extracted
Estimating and Interpreting Forward Interest Rates
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