| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables |
5 |
15 |
80 |
558 |
12 |
44 |
176 |
1,363 |
| Accounting for the Growth and Financial Returns of Firms |
0 |
0 |
0 |
0 |
2 |
5 |
15 |
104 |
| An Econometric Model of the Yield Curve With Macroeconomic Jump Effects |
4 |
9 |
23 |
128 |
9 |
21 |
62 |
398 |
| An Econometric Model of the Yield Curve with Macroeconomic Jump Effects |
7 |
10 |
42 |
510 |
13 |
23 |
111 |
1,607 |
| Bond Risk Premia |
6 |
20 |
89 |
874 |
12 |
39 |
204 |
2,170 |
| Bond positions, expectations, and the yield curve |
2 |
9 |
54 |
143 |
9 |
34 |
175 |
340 |
| Corporate Earnings and the Equity Premium |
1 |
1 |
7 |
24 |
4 |
13 |
44 |
131 |
| Corporate Earnings and the Equity Premium |
2 |
2 |
5 |
193 |
4 |
8 |
27 |
532 |
| Equilibrium Yield Curves |
3 |
10 |
51 |
131 |
13 |
34 |
197 |
465 |
| Expectations and Asset Prices with Heterogeneous Households |
0 |
0 |
0 |
0 |
0 |
2 |
16 |
74 |
| Futures Prices as Risk-adjusted Forecasts of Monetary Policy |
0 |
2 |
13 |
133 |
2 |
11 |
40 |
350 |
| Futures prices as risk-adjusted forecasts of monetary policy |
2 |
6 |
19 |
89 |
2 |
9 |
42 |
212 |
| Housing v. Financial Wealth: a Cross-Country Comparison |
0 |
0 |
0 |
0 |
2 |
5 |
19 |
319 |
| Housing, Consumption and Asset Pricing |
0 |
0 |
0 |
0 |
4 |
12 |
70 |
411 |
| Housing, Consumption, and Asset Pricing |
3 |
5 |
33 |
181 |
6 |
12 |
83 |
432 |
| Inflation Illusion, Credit, and Asset Pricing |
1 |
7 |
25 |
108 |
3 |
15 |
77 |
267 |
| Inflation and the price of real assets |
5 |
9 |
35 |
35 |
7 |
17 |
56 |
56 |
| Modeling Bond Yields in Finance and Macroeconomics |
1 |
3 |
14 |
154 |
1 |
6 |
37 |
292 |
| Modeling Bond Yields in Finance and Macroeconomics |
0 |
1 |
14 |
233 |
1 |
5 |
39 |
470 |
| Modeling Bond Yields in Finance and Macroeconomics |
1 |
10 |
43 |
245 |
5 |
27 |
96 |
500 |
| Modeling bond yields in finance and macroeconomics |
2 |
5 |
36 |
184 |
2 |
12 |
73 |
390 |
| Momentum traders in the housing market: survey evidence and a search model |
4 |
5 |
58 |
58 |
11 |
35 |
151 |
151 |
| Momentum traders in the housing market: survey evidence and a search model |
1 |
2 |
16 |
16 |
4 |
8 |
26 |
26 |
| No-Arbitrage Taylor Rules |
2 |
5 |
25 |
63 |
4 |
11 |
58 |
111 |
| The Fed and Interest Rates: A High-Frequency Identification |
1 |
3 |
28 |
241 |
4 |
11 |
69 |
806 |
| Trend and cycle in bond premia |
1 |
5 |
16 |
16 |
3 |
10 |
30 |
30 |
| What Does the Yield Curve Tell us about GDP Growth? |
3 |
13 |
40 |
279 |
19 |
44 |
151 |
842 |
| Total Working Papers |
57 |
157 |
766 |
4,596 |
158 |
473 |
2,144 |
12,849 |