The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
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Citations
Cites
Discretion versus policy rules in practice
Taylor, J. B. (1993) · Carnegie-Rochester Conference Series on Public Policy · doi:10.1016/0167-2231(93)90009-l · Cited by 9,065
Cited by
Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment
Bernanke, B., Reinhart, V., & Sack, B. (2004) · Brookings Papers on Economic Activity · doi:10.1353/eca.2005.0002 · Cited by 656
Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks
JOSLIN, S., PRIEBSCH, M., & SINGLETON, K. J. (2014) · The Journal of Finance · doi:10.1111/jofi.12131 · Cited by 585
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset
Wright, J. H. (2011) · American Economic Review · doi:10.1257/aer.101.4.1514 · Cited by 502
Default and the Maturity Structure in Sovereign Bonds
Arellano, C., & Ramanarayanan, A. (2012) · Journal of Political Economy · doi:10.1086/666589 · Cited by 428
Faust, J., & Wright, J. H. (2013) · Handbook of Economic Forecasting · doi:10.1016/b978-0-444-53683-9.00001-3 · Cited by 423
Metadata
- Authors
- Ang, A., & Piazzesi, M.
- Venue
- Journal of Monetary Economics
- Publisher
- Elsevier BV
- Published
- 2003-05
- Volume
- 50
- Issue
- 4
- Pages
- 745-787
- ISSN
- 0304-3932 (ISSN-L)
- OpenAlex
- W3122257378
- Cited by
- 1,685
- References
- 1
- FWCI
- 78.94
- Type
- journal article
- Language
- en
- Open access
- closed
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- Ang, A., & Piazzesi, M. (2003). A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables. Journal of Monetary Economics. https://doi.org/10.1016/s0304-3932(03)00032-1
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
