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Macroeconomics and term structure of interest rates
integrated framework, uncertainty and forecasting -
A simple approach to estimate long-term interest rates
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Quantitative easing, the repo market, and the term structure of interest rates
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Equilibrium yield curves with imperfect information
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Does communicating a numerical inflation target anchor inflation expectations?
evidence & bond market implications -
Term structure dynamics, macro-finance factors and model uncertainty
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Time-varying vector error-correction models
estimation and inference -
Banks' net interest margin and changes in the term structure
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Co-movement, spillovers and excess returns in global bond markets