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DateTitle Authors
2013 Prediction Bias Correction for Dynamic Term Structure ModelsRaviv, Eran
2010 Forecasting government bond yields with large Bayesian VARsCarriero, Andrea / Kapetanios, George / Marcellino, Massimiliano
2007 A Bayesian framework for the expectations hypothesis.: How to extract additional information from the term structure of interest ratesCarriero, Andrea
2008 A review of forecasting techniques for large data setsEklund, Jana / Kapetanios, George
2008 Revisiting useful approaches to data-rich macroeconomic forecastingGroen, Jan J. J. / Kapetanios, George
2007 Forecasting the Yield curve using priors from no arbitrage affine term structure modelsCarriero, Andrea
2010 Explaining ECB and Fed interest rate correlation: Economic interdependence and optimal monetary policyMandler, Martin
2012 The yield spread puzzle and the information content of SPF forecastsLahiri, Kajal / Monokroussos, George / Zhao, Yongchen
2010 The analytics of New Keynesian Phillips curvesMaußner, Alfred
2008 Information criteria for impulse response function matching estimation of DSGE modelsHall, Alastair / Inoue, Atsushi / Nason, James M. / Rossi, Barbara

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