12
H index
13
i10 index
2153
Citations
Federal Reserve Board (Board of Governors of the Federal Reserve System) | 12 H index 13 i10 index 2153 Citations RESEARCH PRODUCTION: 11 Articles 32 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Min Wei. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
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| International Journal of Central Banking | 2 |
| Year | Title of citing document | |
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| 2024 | Comparative analysis of Mixed-Data Sampling (MIDAS) model compared to Lag-Llama model for inflation nowcasting. (2024). de Weerd, Harmen ; Bahelka, Adam. In: Papers. RePEc:arx:papers:2407.08510. Full description at Econpapers || Download paper | |
| 2024 | Multi-Factor Function-on-Function Regression of Bond Yields on WTI Commodity Futures Term Structure Dynamics. (2024). Peters, Gareth W ; He, Peilun ; Kordzakhia, Nino ; Shevchenko, Pavel V. In: Papers. RePEc:arx:papers:2412.05889. Full description at Econpapers || Download paper | |
| 2024 | Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:0750. Full description at Econpapers || Download paper | |
| 2024 | Heterogeneous Expectations among Professional Forecasters. (2024). Lahiri, Kajal ; Conrad, Christian. In: Working Papers. RePEc:awi:wpaper:0754. Full description at Econpapers || Download paper | |
| 2024 | U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields. (2024). Sekkel, Rodrigo ; Feunou, Bruno ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Staff Working Papers. RePEc:bca:bocawp:24-12. Full description at Econpapers || Download paper | |
| 2024 | Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6. Full description at Econpapers || Download paper | |
| 2024 | Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24. Full description at Econpapers || Download paper | |
| 2025 | German Inflation-Linked Bonds: Overpriced, yet Undervalued. (2025). Mouabbi, Sarah ; Paulson, Caroline ; Christensen, Jens. In: Working papers. RePEc:bfr:banfra:1012. Full description at Econpapers || Download paper | |
| 2025 | The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014. Full description at Econpapers || Download paper | |
| 2025 | When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017. Full description at Econpapers || Download paper | |
| 2024 | The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds. (2024). Mouabbi, Sarah ; Christensen, Jens. In: Working papers. RePEc:bfr:banfra:948. Full description at Econpapers || Download paper | |
| 2025 | Firms’ Inflation and Wage Expectations during the Inflation Surge. (2025). Savignac, Frédérique ; Gautier, Erwan ; Coibion, Olivier. In: Working papers. RePEc:bfr:banfra:995. Full description at Econpapers || Download paper | |
| 2025 | Integrating balance sheet policy into monetary policy conditions. (2025). Rungcharoenkitkul, Phurichai ; Mojon, Benoit ; Xia, Dora. In: BIS Working Papers. RePEc:bis:biswps:1281. Full description at Econpapers || Download paper | |
| 2024 | Analysts Inflation Expectations vs Univariate Models of Inflation Forecasting in the Russian Economy. (2024). Perevyshin, Yury. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:2:p:54-76. Full description at Econpapers || Download paper | |
| 2024 | CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69. Full description at Econpapers || Download paper | |
| 2024 | The yield curve impact of government debt issuance surprises and the implications for QT. (2024). Lengyel, Andras ; Joyce, Michael. In: Bank of England working papers. RePEc:boe:boeewp:1097. Full description at Econpapers || Download paper | |
| 2025 | Monetary policy along the yield curve: why can central banks affect long-term real rates?. (2025). Willems, Tim ; Cavallino, Paolo ; Beaudry, Paul. In: Bank of England working papers. RePEc:boe:boeewp:1117. Full description at Econpapers || Download paper | |
| 2025 | Forecasting Macro with Finance. (2025). Schmitz, N ; Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2574. Full description at Econpapers || Download paper | |
| 2025 | Star-struck; Monetary Policy and the Neutral Rate. (2025). Garabedian, Garo. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/25. Full description at Econpapers || Download paper | |
| 2024 | What’s so Inconvenient About TIPS?. (2024). Lee, Sukjoon ; Herrenbrueck, Lucas ; Geromichalos, Athanasios. In: Working Papers. RePEc:cda:wpaper:364. Full description at Econpapers || Download paper | |
| 2024 | The influence of global uncertainty and financial shocks, and sovereign risk shock on the Brazilian term structure of interest rate.. (2024). Ferreira, Mauro Sayar ; Figueiredo, Joice Marques. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td674. Full description at Econpapers || Download paper | |
| 2025 | The ECBs Pandemic Emergency Purchase Programme and Fiscal Policy: Synergies or Conflict?. (2025). Afonso, Antonio ; Ferreira, Jorge Braga. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11864. Full description at Econpapers || Download paper | |
| 2025 | Changes in Inflation Expectations and Firm Performance during Recent Global Economic Shocks. (2025). Selmi, Refk. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:2:selmi. Full description at Econpapers || Download paper | |
| 2025 | Measuring Long-Run Expectations that Correlate with Investment Decisions. (2025). Sun, Chen ; Weinhardt, Felix ; Haan, Peter ; Weizscker, Georg. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2130. Full description at Econpapers || Download paper | |
| 2025 | Hedging against inflation: International evidence on investor clientele effects in the bond market. (2025). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:838. Full description at Econpapers || Download paper | |
| 2024 | Measuring market-based core inflation expectations. (2024). Jorgensen, Kasper ; Schupp, Fabian ; Gronlund, Asger Munch. In: Working Paper Series. RePEc:ecb:ecbwps:20242908. Full description at Econpapers || Download paper | |
| 2025 | Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012. Full description at Econpapers || Download paper | |
| 2025 | Foreign demand for safety and macroeconomic instability. (2025). Vanasco, Victoria ; Castells-Jauregui, Madalen ; Kuvshinov, Dmitry ; Richter, Bjrn. In: Working Paper Series. RePEc:ecb:ecbwps:20253126. Full description at Econpapers || Download paper | |
| 2025 | The inflationary impact of oil price shock in Korea: The role of inflation expectations. (2025). Kim, Young Min ; Lee, Seojin. In: Journal of Asian Economics. RePEc:eee:asieco:v:96:y:2025:i:c:s1049007824001568. Full description at Econpapers || Download paper | |
| 2024 | Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x. Full description at Econpapers || Download paper | |
| 2024 | A tale of two tightenings. (2024). Lu, Yundi ; Valcarcel, Victor J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000988. Full description at Econpapers || Download paper | |
| 2024 | Low interest rates and the predictive content of the yield curve. (2024). Bordo, Michael D ; Haubrich, Joseph G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000056. Full description at Econpapers || Download paper | |
| 2025 | A predictive term-spread model in the age of inflation targeting. (2025). Tvedt, Jostein. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082500004x. Full description at Econpapers || Download paper | |
| 2024 | Forecasting inflation using sentiment. (2024). Eugster, Patrick ; Uhl, Matthias W. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000582. Full description at Econpapers || Download paper | |
| 2024 | The asymmetric effects of quantitative tightening and easing on financial markets. (2024). Ostry, Daniel ; Lloyd, Simon. In: Economics Letters. RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524002052. Full description at Econpapers || Download paper | |
| 2024 | Better the devil you know: Improved forecasts from imperfect models. (2024). Oh, Dong Hwan ; Patton, Andrew J. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001131. Full description at Econpapers || Download paper | |
| 2025 | Bootstrapping out-of-sample predictability tests with real-time data. (2025). Yao, Yongxu ; McCracken, Michael W ; Gonalves, Slvia. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002677. Full description at Econpapers || Download paper | |
| 2025 | The term structure of macroeconomic risks at the effective lower bound. (2025). Roussellet, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623000143. Full description at Econpapers || Download paper | |
| 2024 | The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x. Full description at Econpapers || Download paper | |
| 2024 | Evaluating the yield curve effects of central bank asset purchases under a forward-looking supply factor. (2024). Thomas, Carlos ; Gimeno, Ricardo ; Equiza-Goñi, Juan ; Moreno, Antonio. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000734. Full description at Econpapers || Download paper | |
| 2025 | Unit cost expectations: Firms’ perspectives on inflation. (2025). Meyer, Brent ; Sheng, Xuguang Simon. In: European Economic Review. RePEc:eee:eecrev:v:174:y:2025:i:c:s0014292125000066. Full description at Econpapers || Download paper | |
| 2024 | A two-step dynamic factor modelling approach for forecasting inflation in small open economies. (2024). Wright, Cardel ; Aysun, Uluc. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000839. Full description at Econpapers || Download paper | |
| 2025 | From the core to the European periphery: Spillover effects of financial cycles. (2025). Jursa, Luk ; Jank, Jan. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000548. Full description at Econpapers || Download paper | |
| 2024 | Credit default swaps and corporate carbon emissions in Japan. (2024). Okimoto, Tatsuyoshi ; Takaoka, Sumiko. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123. Full description at Econpapers || Download paper | |
| 2025 | Iterated Dynamic Model Averaging and application to inflation forecasting. (2025). Chen, Sihan ; Ming, Lei ; Yang, Haoxi. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001826. Full description at Econpapers || Download paper | |
| 2024 | Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting. (2024). Mirza, Nawazish ; Abbas, Syed Kumail ; Umar, Muhammad ; Naqvi, Bushra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001704. Full description at Econpapers || Download paper | |
| 2024 | Inflation expectations and risk premia in emerging bond markets: Evidence from Mexico. (2024). Zhu, Simon ; Beauregard, Remy ; Fischer, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000886. Full description at Econpapers || Download paper | |
| 2024 | World ESG performance and economic activity. (2024). Sakkas, Athanasios ; Angelidis, Timotheos ; Michairinas, Athanasios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000623. Full description at Econpapers || Download paper | |
| 2025 | The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501. Full description at Econpapers || Download paper | |
| 2025 | Sovereign debt cost and economic complexity. (2025). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000113. Full description at Econpapers || Download paper | |
| 2024 | Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284. Full description at Econpapers || Download paper | |
| 2024 | Conditionally optimal weights and forward-looking approaches to combining forecasts. (2024). Vasnev, Andrey ; Gibbs, Christopher. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1734-1751. Full description at Econpapers || Download paper | |
| 2025 | Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution. (2025). Niu, Linlin ; Hong, Zhiwu ; Chen, Jiazi. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:153-174. Full description at Econpapers || Download paper | |
| 2025 | Trust the experts? The performance of inflation expectations, 1960–2023. (2025). Goodspeed, Tyler. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:863-876. Full description at Econpapers || Download paper | |
| 2024 | Mutual fund flows and government bond returns. (2024). Nathan, Daniel ; Abudy, Menachem ; Wohl, Avi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000396. Full description at Econpapers || Download paper | |
| 2024 | Interest rates across the world: Global, regional, and idiosyncratic factors. (2024). Zhou, Hang ; Shambaugh, Jay. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624001092. Full description at Econpapers || Download paper | |
| 2024 | U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K.. (2024). Feunou, Bruno ; Sekkel, Rodrigo ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001845. Full description at Econpapers || Download paper | |
| 2025 | Modeling and pricing credit risk with a focus on recovery risk. (2025). Liu, Haibo ; Tang, Qihe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002310. Full description at Econpapers || Download paper | |
| 2025 | Macroeconomic drivers and the pricing of uncertainty, inflation, and bonds. (2025). Williams, John ; Bok, Brandyn ; Mertens, Thomas M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001382. Full description at Econpapers || Download paper | |
| 2024 | The out-of-sample performance of carry trades. (2024). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan ; Li, Yan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000299. Full description at Econpapers || Download paper | |
| 2024 | Heterogeneous inflation expectations: A call for customized monetary policy communication?. (2024). Medina, Juan ; Mello, Miguel ; Ponce, Jorge. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001980. Full description at Econpapers || Download paper | |
| 2025 | Bond supply expectations and the term structure of interest rates. (2025). Dufour, Alfonso ; Billio, Monica ; Busetto, F ; Varotto, S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002043. Full description at Econpapers || Download paper | |
| 2025 | A post-pandemic new normal for interest rates in emerging bond markets? Evidence from Chile. (2025). Romero, Damian ; Ceballos, Luis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002213. Full description at Econpapers || Download paper | |
| 2024 | A two-for-one deal: Targeting nominal GDP to create a supply-shock robust inflation target. (2024). Horan, Patrick J ; Beckworth, David. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:6:p:1071-1089. Full description at Econpapers || Download paper | |
| 2025 | The real effects of financial disruptions in a monetary economy. (2025). Kospentaris, Ioannis ; Herrenbrueck, Lucas ; Gabrovski, Miroslav ; Lee, Sukjoon ; Geromichalos, Athanasios. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000066. Full description at Econpapers || Download paper | |
| 2025 | Corporate bond market distress. (2025). Crump, Richard ; Shachar, OR ; Kovner, Anna ; Boyarchenko, Nina. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000364. Full description at Econpapers || Download paper | |
| 2024 | Money/asset ratio as a predictor of inflation. (2024). Do, Nguyen Duc. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001029. Full description at Econpapers || Download paper | |
| 2025 | An investigation into the causes of stock market return deviations from real earnings yields. (2025). Alsalman, Zeina ; Souropanis, Ioannis ; Murphy, Austin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s105905602500379x. Full description at Econpapers || Download paper | |
| 2024 | Transmission of liquidity and credit risks in the Chinese bond market: Analysis based on joint modeling of multiple yield curves. (2024). Hong, Zhiwu ; Lin, Mucai ; Su, GE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:597-615. Full description at Econpapers || Download paper | |
| 2024 | Foreign trade and China’s yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free Nelson–Siegel model. (2024). Hong, Zhiwu ; Wang, Zhenhan ; Li, Xinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001624. Full description at Econpapers || Download paper | |
| 2025 | Extreme return connectedness among renewable energy and rare earth markets: The role of global factors. (2025). Assaf, Ata ; Mokni, Khaled ; Charif, Husni ; al Daia, Roula. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002351. Full description at Econpapers || Download paper | |
| 2024 | Unbundling quantitative easing: taking a cue from treasury auctions. (2024). Gorodnichenko, Yuriy ; Droste, Michael ; Ray, Walker. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120833. Full description at Econpapers || Download paper | |
| 2024 | Sequential learning and economic benefits from dynamic term structure models. (2024). Dubiel-Teleszynski, Tomasz ; Karouzakis, Nikolaos ; Kalogeropoulos, Konstantinos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:123659. Full description at Econpapers || Download paper | |
| 2025 | Adaptation to climate-induced macrofinancial risks: top-down and bottom-up solutions. (2025). Ciola, Emanuele ; Legrenzi, Demis ; Bazzana, Davide. In: Working Papers. RePEc:fem:femwpa:2025.18. Full description at Econpapers || Download paper | |
| 2024 | Unit Cost Expectations and Uncertainty: Firms Perspectives on Inflation. (2024). Sheng, Xuguang Simon ; Meyer, Brent. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:97889. Full description at Econpapers || Download paper | |
| 2024 | Constructing Fan Charts from the Ragged Edge of SPF Forecasts. (2024). Mertens, Elmar ; Ganics, Gergely ; Clark, Todd. In: Working Papers. RePEc:fip:fedcwq:98629. Full description at Econpapers || Download paper | |
| 2024 | Practice Makes Perfect: Learning Effects with Household Point and Density Forecasts of Inflation. (2024). Shiroff, Taylor ; Mitchell, James ; Braitsch, Hana. In: Working Papers. RePEc:fip:fedcwq:99062. Full description at Econpapers || Download paper | |
| 2025 | Revisiting the Interest Rate Effects of Federal Debt. (2025). Richter, Alexander ; Plante, Michael ; Zubairy, Sarah. In: Working Papers. RePEc:fip:feddwp:99902. Full description at Econpapers || Download paper | |
| 2025 | Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds. (2022). Williams, John ; Mertens, Thomas ; Bok, Brandyn. In: Working Paper Series. RePEc:fip:fedfwp:94005. Full description at Econpapers || Download paper | |
| 2024 | The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market. (2023). Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:95617. Full description at Econpapers || Download paper | |
| 2025 | A Financial New Keynesian Model. (2023). Mertens, Thomas ; Zhang, Tony. In: Working Paper Series. RePEc:fip:fedfwp:97341. Full description at Econpapers || Download paper | |
| 2025 | Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy. (2024). Zhang, Xin ; Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:98076. Full description at Econpapers || Download paper | |
| 2024 | Government Debt, Limited Foresight, and Longer-term Interest Rates. (2024). Skaperdas, Arsenios ; Gust, Christopher. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-27. Full description at Econpapers || Download paper | |
| 2024 | Tale About Inflation Tails. (2024). Grishchenko, Olesya ; Wilcox, Laura. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-28. Full description at Econpapers || Download paper | |
| 2024 | Why Have Long-term Treasury Yields Fallen Since the 1980s? Expected Short Rates and Term Premiums in (Quasi-) Real Time. (2024). Kiley, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-54. Full description at Econpapers || Download paper | |
| 2025 | “Good” Inflation, “Bad” Inflation: Implications for Risky Asset Prices. (2025). Palazzo, Berardino ; Bonelli, Diego ; Yamarthy, Ram S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-02. Full description at Econpapers || Download paper | |
| 2025 | How Stable are Inflation Expectations in the Euro Area? Evidence from the Euro-Area Financial Markets. (2025). Grishchenko, Olesya ; Moraux, Franck ; Pakulyak, Olga. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-41. Full description at Econpapers || Download paper | |
| 2024 | Monetary Policy without Moving Interest Rates: The Fed Non-Yield Shock. (2024). Kroner, T. Niklas ; Boehm, Christoph. In: International Finance Discussion Papers. RePEc:fip:fedgif:1392. Full description at Econpapers || Download paper | |
| 2024 | Open-Ended Treasury Purchases: From Market Functioning to Financial Easing. (2024). Schulhofer-Wohl, Sam ; D'Amico, Stefania ; Seida, Tim ; Gillet, Max. In: Working Paper Series. RePEc:fip:fedhwp:98006. Full description at Econpapers || Download paper | |
| 2024 | Downward Nominal Rigidities and Bond Premia. (2024). Ngo, Phuong ; Gourio, Francois. In: Working Paper Series. RePEc:fip:fedhwp:98104. Full description at Econpapers || Download paper | |
| 2024 | Balance Sheet Policy Uncertainty and Its Aggregate Implications. (2024). D'Amico, Stefania ; Feldman, Corey. In: Working Paper Series. RePEc:fip:fedhwp:98724. Full description at Econpapers || Download paper | |
| 2024 | Bootstrapping out-of-sample predictability tests with real-time data. (2024). McCracken, Michael ; Yao, Yongxu ; Goncalves, Silvia. In: Working Papers. RePEc:fip:fedlwp:97409. Full description at Econpapers || Download paper | |
| 2024 | Optimal Monetary and Fiscal Policies to Maximise Non-Parallel Risk Premia in Sovereign Bond Markets. (2024). Mar, Eben ; Hariparsad, Sanveer. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:11:p:510-:d:1521510. Full description at Econpapers || Download paper | |
| 2025 | Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy. (2024). Zhang, Xin. In: Working Paper Series. RePEc:hhs:rbnkwp:0434. Full description at Econpapers || Download paper | |
| 2024 | Central bank balance sheets and long-term interest rates : Revisiting Japans unconventional monetary policy experience. (2024). Nakajima, Jouchi. In: Discussion Paper Series. RePEc:hit:hituec:758. Full description at Econpapers || Download paper | |
| 2024 | Sovereign Risk and Economic Complexity. (2024). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IDB Publications (Working Papers). RePEc:idb:brikps:13393. Full description at Econpapers || Download paper | |
| 2025 | Fiscal and Monetary Policy Interactions in a Low Interest Rate World. (2025). Lombardi, Marco ; Hofmann, Boris ; Orphanides, Athanasios ; Mojon, Benoit. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2025:q:3:a:2. Full description at Econpapers || Download paper | |
| 2025 | The Resilience of the U.S. Corporate Bond Market during Financial Crises. (2025). Benmelech, Efraim ; Becker, BO. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2025:q:4:a:7. Full description at Econpapers || Download paper | |
| 2025 | The ECBs Pandemic Emergency Purchase Programme and Fiscal Policy: Synergies or Conflict?. (2025). Afonso, Antonio ; Ferreira, Jorge Braga. In: Working Papers REM. RePEc:ise:remwps:wp03782025. Full description at Econpapers || Download paper | |
| 2025 | The Central Bank Balance Sheet As a Policy Tool: Lessons From the Bank of Englands Experience. (2025). Bailey, Andrew ; Bridges, Jonathan ; Harrison, Richard ; Jones, Josh ; Mankodi, Aakash. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:67:y:2025:i:1:d:10.1007_s10693-024-00429-7. Full description at Econpapers || Download paper | |
| 2024 | An affine model for short rates when monetary policy is path dependent. (2024). Al-Zoubi, Haitham A. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:2:d:10.1007_s11147-024-09202-3. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Comments on Determinants of Asia-pacific government bond yields In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2008 | Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices In: BIS Working Papers. [Full Text][Citation analysis] | paper | 166 |
| 2018 | Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices.(2018) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 166 | article | |
| 2008 | Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices.(2008) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 166 | paper | |
| 2010 | Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices.(2010) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 166 | paper | |
| 2014 | Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices.(2014) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 166 | paper | |
| 2008 | The Term Structure of Real Rates and Expected Inflation In: Journal of Finance. [Full Text][Citation analysis] | article | 301 |
| 2007 | The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 301 | paper | |
| 2012 | Evolving macroeconomic perceptions and the term structure of interest rates In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 30 |
| 2010 | Evolving macroeconomic perceptions and the term structure of interest rates.(2010) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2006 | What does the yield curve tell us about GDP growth? In: Journal of Econometrics. [Full Text][Citation analysis] | article | 454 |
| 2004 | What Does the Yield Curve Tell us about GDP Growth?.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 454 | paper | |
| 2007 | Uncovered interest rate parity and the term structure In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 116 |
| 2002 | Uncovered Interest Rate Parity and the Term Structure.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
| 2007 | Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 693 |
| 2006 | Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 693 | paper | |
| 2005 | Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 693 | paper | |
| 2025 | Why Does the Yield Curve Predict GDP Growth? The Role of Banks In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Why Does the Yield Curve Predict GDP Growth? The Role of Banks.(2023) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2023 | Why Does the Yield Curve Predict GDP Growth? The Role of Banks.(2023) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2003 | What does the yield curve tell us about GDP growth? In: Proceedings. [Full Text][Citation analysis] | article | 64 |
| 2025 | Inflation Disagreement Weakens the Power of Monetary Policy In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Inflation Disagreement Weakens the Power of Monetary Policy.(2024) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2009 | Confidence intervals for long-horizon predictive regressions via reverse regressions In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Term structure modelling with supply factors and the Federal Reserves Large Scale Asset Purchase programs In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 16 |
| 2014 | Term Structure Modeling with Supply Factors and the Federal Reserves Large Scale Asset Purchase Programs.(2014) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2012 | Expectations about the Federal Reserves balance sheet and the term structure of interest rates In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 33 |
| 2018 | Expectations about the Federal Reserve’s Balance Sheet and the Term Structure of Interest Rates.(2018) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
| 2014 | Flights to Safety In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 88 |
| 2012 | Flights to Safety.(2012) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
| 2013 | Flights to Safety.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
| 2019 | FLIGHTS TO SAFETY.(2019) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
| 2020 | Macroeconomic Effects of Large-Scale Asset Purchases: New Evidence In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 11 |
| 2016 | Macroeconomic Sources of Recent Interest Rate Fluctuations In: FEDS Notes. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Macroeconomic Sources of Recent Interest Rate Fluctuations.(2016) In: Chicago Fed Letter. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2017 | The Effect of the Federal Reserve’s Securities Holdings on Longer-Term Interest Rates In: FEDS Notes. [Full Text][Citation analysis] | paper | 9 |
| 2017 | Projected Evolution of the SOMA Portfolio and the 10-Year Treasury Term Premium Effect In: FEDS Notes. [Full Text][Citation analysis] | paper | 6 |
| 2019 | Tips from TIPS: Update and Discussions In: FEDS Notes. [Full Text][Citation analysis] | paper | 8 |
| 2020 | Measuring the Natural Rate of Interest: The Role of Inflation Expectations In: FEDS Notes. [Full Text][Citation analysis] | paper | 5 |
| 2020 | What Drove Recent Trends in Corporate Bonds and Loans Usage? In: FEDS Notes. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Term Structure Modeling with Supply Factors and the Federal Reserves Large-Scale Asset Purchase Progarms In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 121 |
| 2014 | Term Structure Modeling with Supply Factors and the Federal Reserves Large Scale Asset Purchase Programs.(2014) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 121 | paper | |
| 2005 | TIPS: Taking Inflation Premium Seriously In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 2 |
| 2013 | REVERSE REGRESSIONS AND LONG‐HORIZON FORECASTING In: Journal of Applied Econometrics. [Citation analysis] | article | 22 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team