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DateTitle Authors
2012 Forecasting Interest Rates with Shifting Endpointsvan Dijk, Dick / Koopman, Siem Jan / van der Wel, Michel / Wright, Jonathan H.
2012 Deriving the Taylor principle when the central bank supplies moneyDavies, Ceri / Gillman, Max / Kejak, Michal
2013 Estimating Implied Recovery Rates from the Term Structure of CDS SpreadsJaskowski, Marcin / McAleer, Michael
2006 Does money matter in the ECB strategy? New evidence based on ECB communicationBerger, Helge / Haan, Jakob de / Sturm, Jan-Egbert
2006 The impact of ECB communication on financial market expectationsLamla, Michael J. / Rupprecht, Sarah M.
2013 Prediction Bias Correction for Dynamic Term Structure ModelsRaviv, Eran
2009 Common trends and common cycles among interest rates of the G7-countriesLindenberg, Nannette / Westermann, Frank
2010 Changes in central bank procedures during the subprime crisis and their repercussions on monetary theoryLavoie, Marc
2010 Quantitative easing and proposals for reform of monetary policy operationsFullwiler, Scott / Randall Wray, L.
2010 Forecasting government bond yields with large Bayesian VARsCarriero, Andrea / Kapetanios, George / Marcellino, Massimiliano

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