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DateTitle Authors
2008 Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecastsden Butter, Frank A.G. / Jansen, Pieter W.
2009 Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest RatesJungbacker, Borus / Koopman, Siem Jan / van der Wel, Michel
2009 Bank of Canada communication and the predictability of Canadian monetary policyHayo, Bernd / Neuenkirch, Matthias
2009 Does FOMC communication help predicting federal funds target rate changes?Hayo, Bernd / Neuenkirch, Matthias
2006 The effect of the MNB's communication on financial marketsGábriel, Péter / Pintér, Klára
2010 (How) do the ECB and the Fed react to financial market uncertainty? The Taylor rule in times of crisisBelke, Ansgar / Klose, Jens
2009 Controllability and persistence of money market rates along the yield curve: evidence from the euro areaBusch, Ulrike / Nautz, Dieter
2006 Can a time-varying equilibrium real interest rate explain the excess sensitivity puzzle?Alexius, Annika / Welz, Peter
2006 Measuring ExpectationsKjellberg, David
2005 A historical perspective on interest rates in Denmark 1875-2003Abildgren, Kim

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