News and Policy Foresight in a Macro-Finance Model of the U.S.

SSRN Electronic Journal ◽

10.2139/ssrn.1781726 ◽

2011 ◽

Author(s):

Cristian Badarinza ◽

Emil Margaritov

Keyword(s):

Finance Model ◽

Policy Foresight ◽

Macro Finance ◽

The U.S

Download Full-text

Stochastic Volatility in a Macro-Finance Model of the U.S. Term Structure of Interest Rates 1961-2004

Journal of money credit and banking ◽

10.1111/j.1538-4616.2008.00153.x ◽

2008 ◽

Vol 40 (6) ◽

pp. 1177-1215 ◽

Cited By ~ 13

Author(s):

PETER D. SPENCER

Keyword(s):

Interest Rates ◽

Stochastic Volatility ◽

Term Structure ◽

Finance Model ◽

Macro Finance ◽

The U.S

Download Full-text

The Information Content of a Nonlinear Macro-Finance Model for Commodity Prices

Review of Financial Studies ◽

10.1093/rfs/hhw087 ◽

2016 ◽

Vol 30 (8) ◽

pp. 2818-2850 ◽

Cited By ~ 3

Author(s):

Saqib Khan ◽

Zeigham Khokher ◽

Timothy Simin

Keyword(s):

Information Content ◽

Commodity Prices ◽

Finance Model ◽

Macro Finance

Download Full-text

An Extended Macro-Finance Model with Financial Factors

SSRN Electronic Journal ◽

10.2139/ssrn.1555610 ◽

2010 ◽

Author(s):

Hans Dewachter ◽

Leonardo Iania

Keyword(s):

Financial Factors ◽

Finance Model ◽

Macro Finance

Download Full-text

A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy

The Economic Journal ◽

10.1111/j.1468-0297.2008.02155.x ◽

2008 ◽

Vol 118 (530) ◽

pp. 906-926 ◽

Cited By ~ 229

Author(s):

Glenn D. Rudebusch ◽

Tao Wu

Keyword(s):

Monetary Policy ◽

Term Structure ◽

Finance Model ◽

Macro Finance

Download Full-text

An open-economy macro-finance model of international interdependence: The OECD, US and the UK

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2009.09.006 ◽

2010 ◽

Vol 34 (3) ◽

pp. 667-680 ◽

Cited By ~ 8

Author(s):

Peter Spencer ◽

Zhuoshi Liu

Keyword(s):

Open Economy ◽

Finance Model ◽

The Uk ◽

Macro Finance

Download Full-text

Imperfect Information, Macroeconomic Dynamics and the Yield Curve: An Encompassing Macro-Finance Model

SSRN Electronic Journal ◽

10.2139/ssrn.1685155 ◽

2008 ◽

Cited By ~ 68

Author(s):

Hans Dewachter

Keyword(s):

Imperfect Information ◽

Yield Curve ◽

Macroeconomic Dynamics ◽

Finance Model ◽

Macro Finance

Download Full-text

Frequency-Domain Analysis of Debt Service in a Macro-Finance Model for the Euro Area

SSRN Electronic Journal ◽

10.2139/ssrn.1630252 ◽

2009 ◽

Cited By ~ 24

Author(s):

Jean-Paul Renne

Keyword(s):

Frequency Domain ◽

Euro Area ◽

Domain Analysis ◽

Frequency Domain Analysis ◽

Debt Service ◽

Finance Model ◽

Macro Finance

Download Full-text

A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy

SSRN Electronic Journal ◽

10.2139/ssrn.511282 ◽

2003 ◽

Cited By ~ 34

Author(s):

Glenn D. Rudebusch ◽

Tao Wu

Keyword(s):

Monetary Policy ◽

Term Structure ◽

Finance Model ◽

Macro Finance

Download Full-text

An Extended Macro-Finance Model with Financial Factors

SSRN Electronic Journal ◽

10.2139/ssrn.1481789 ◽

2009 ◽

Cited By ~ 1

Author(s):

Hans Dewachter ◽

Leonardo Iania

Keyword(s):

Financial Factors ◽

Finance Model ◽

Macro Finance

Download Full-text

Interest Rate Rules and Inflation Risks in a Macro‐Finance Model

Scottish Journal of Political Economy ◽

10.1111/sjpe.12307 ◽

2021 ◽

Author(s):

Roman Horvath ◽

Lorant Kaszab ◽

Ales Marsal

Keyword(s):

Interest Rate ◽

Interest Rate Rules ◽

Finance Model ◽

Macro Finance

Download Full-text