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Monetary Policy Regimes and the Term Structure of Interest Rates. (2008). Chernov, Mikhail ; Bikbov, Ruslan .
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:7096.

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Cited: 17

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  1. A model of the euro-area yield curve with discrete policy rates. (2017). Renne, Jean-Paul ; Jean-Paul, Renne .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:21:y:2017:i:1:p:99-116:n:1.

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  2. Term premia implications of macroeconomic regime changes. (2014). Carboni, Giacomo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141694.

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  3. No-Arbitrage Taylor Rules with Switching Regimes. (2013). Li, Tao ; Yu, Cindy .
    In: Management Science.
    RePEc:inm:ormnsc:v:59:y:2013:i:10:p:2278-2294.

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  4. No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth. (2013). Pegoraro, Fulvio ; Monfort, Alain ; Jardet, Caroline.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:389-402.

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  5. Macroeconomic Regimes. (2012). Moreno, Antonio ; Inghelbrecht, Koen ; Bekaert, Geert ; Cho, Seong Hoon ; Baele, Lieven .
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0312.

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  6. A model of the euro-area yield curve with discrete policy rates.. (2012). Renne, Jean-Paul ; Renne, J-P., .
    In: Working papers.
    RePEc:bfr:banfra:395.

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  7. Macroeconomics and the Term Structure. (2012). Gürkaynak, Refet ; Gurkaynak, Refet S. ; Wright, Jonathan H..
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:50:y:2012:i:2:p:331-67.

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  8. Macroeconomic Regimes. (2011). Moreno, Antonio ; Inghelbrecht, Koen ; Cho, Seonghoon ; Bekaert, Geert ; Baele, Lieven .
    In: 2011 Meeting Papers.
    RePEc:red:sed011:817.

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  9. Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17182.

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  10. Switching Monetary Policy Regimes and the Nominal Term Structure. (2011). Ferman, Marcelo.
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp678.

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  11. Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8480.

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  12. Switching Monetary Policy Regimes and the Nominal Term Structure. (2011). Ferman, Marcelo.
    In: Dynare Working Papers.
    RePEc:cpm:dynare:005.

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  13. A nonlinear DSGE model of the term structure with regime shifts. (2010). Tristani, Oreste ; amisano, gianni.
    In: 2010 Meeting Papers.
    RePEc:red:sed010:234.

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  14. Macroeconomics and the Term Structure. (2010). Gürkaynak, Refet ; Wright, Jonathan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8018.

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  15. Regime Switches, Agents’ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics. (2009). Bianchi, Francesco.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:198.

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  16. The Determinants of Stock and Bond Return Comovements. (2009). Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15260.

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References

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  3. Inflation ambiguity and the term structure of U.S. Government bonds. (2013). Ulrich, Maxim .
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  4. No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth. (2013). Pegoraro, Fulvio ; Monfort, Alain ; Jardet, Caroline.
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  5. Term structure dynamics with macro-factors using high frequency data. (2013). Kim, Hwagyun ; Park, Hail.
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  6. Monetary policy regimes and the term structure of interest rates. (2013). Chernov, Mikhail ; Bikbov, Ruslan .
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  7. Monetary Policy at the Zero Lower Bound: The Chilean Experience. (2013). Saravia, Diego ; Garcia Cicco, Javier ; Cespedes, Luis ; Garcia-Cicco, Javier.
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  12. The term structure of inflation expectations. (2012). Mueller, Philippe ; Chernov, Mikhail.
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