| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comment on Wu and Xia (2016) from a Macroeconomic Perspective |
0 |
0 |
1 |
76 |
0 |
2 |
10 |
248 |
| A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models |
0 |
0 |
0 |
299 |
6 |
15 |
31 |
643 |
| A New Framework for Yield Curve, Output and Inflation Relationships |
0 |
0 |
0 |
212 |
3 |
3 |
14 |
529 |
| A Theoretical Foundation for the Nelson and Siegel Class of Yield Curve Models |
0 |
0 |
0 |
111 |
2 |
5 |
25 |
345 |
| A Tractable Framework for Zero-Lower-Bound Gaussian Term Structure Models |
0 |
0 |
0 |
86 |
0 |
3 |
26 |
289 |
| A Yield Curve Perspective on Uncovered Interest Parity |
0 |
0 |
0 |
279 |
7 |
8 |
16 |
1,274 |
| A comment on Wu and Xia (2015), and the case for two-factor Shadow Short Rates |
0 |
0 |
3 |
122 |
2 |
3 |
16 |
236 |
| A model for interest rates near the zero lower bound: An overview and discussion |
0 |
0 |
0 |
174 |
4 |
5 |
13 |
273 |
| A theoretical foundation for the Nelson and Siegel class of yield curve models |
0 |
0 |
0 |
106 |
2 |
3 |
13 |
250 |
| A theoretical foundation for the Nelson and Siegel class of yield curve models, and an empirical application to U.S. yield curve dynamics |
0 |
0 |
1 |
73 |
1 |
1 |
9 |
153 |
| A tractable framework for zero lower bound Gaussian term structure models |
0 |
0 |
1 |
168 |
4 |
10 |
20 |
441 |
| An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models |
0 |
0 |
2 |
361 |
5 |
6 |
14 |
988 |
| Applications of Vector Autoregressions in Their Scalar Autoregressive Component Form |
0 |
0 |
2 |
16 |
0 |
0 |
7 |
21 |
| Asset Markets and Monetary Policy Shocks at the Zero Lower Bound |
0 |
0 |
0 |
145 |
1 |
3 |
11 |
280 |
| Asset markets and monetary policy shocks at the zero lower bound |
0 |
0 |
0 |
116 |
0 |
7 |
14 |
120 |
| Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve |
0 |
0 |
0 |
101 |
3 |
5 |
12 |
382 |
| Efficient Jacobian Evaluations for Estimating Zero Lower Bound Term Structure Models |
0 |
0 |
0 |
60 |
4 |
4 |
8 |
106 |
| Estimating and Applying Autoregression Models Via Their Eigensystem Representation |
0 |
0 |
2 |
6 |
8 |
9 |
19 |
24 |
| Estimating and Applying Autoregression Models via Their Eigensystem Representation |
0 |
0 |
1 |
30 |
0 |
1 |
5 |
40 |
| Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve |
0 |
0 |
0 |
123 |
4 |
11 |
20 |
816 |
| Faster Solutions for Black Zero Lower Bound Term Structure Models |
0 |
0 |
0 |
86 |
5 |
9 |
14 |
117 |
| Forecasting New Zealand's economic growth using yield curve information |
0 |
0 |
1 |
95 |
2 |
5 |
20 |
257 |
| Investigating a measure of conventional and unconventional stimulus for the euro area |
0 |
0 |
0 |
27 |
1 |
4 |
12 |
49 |
| Investigating the Relationships between the Yield Curve, Output and Inflation using an Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models |
0 |
0 |
0 |
433 |
1 |
8 |
18 |
1,173 |
| Measuring the Stance of Monetary Policy in Zero Lower Bound Environments |
0 |
0 |
1 |
71 |
1 |
2 |
22 |
223 |
| Measuring the stance of monetary policy in conventional and unconventional environments |
0 |
0 |
5 |
276 |
2 |
9 |
23 |
491 |
| Measuring the stance of monetary policy in zero lower bound environments |
0 |
0 |
0 |
140 |
3 |
7 |
27 |
341 |
| Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation |
0 |
2 |
2 |
551 |
1 |
7 |
13 |
1,603 |
| Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach |
0 |
1 |
1 |
411 |
1 |
6 |
15 |
1,242 |
| Modifying Gaussian Term Structure Models When Interest Rates Are near the Zero lower bound (this is a revised version of CAMA working paper 36/2011) |
0 |
0 |
0 |
84 |
2 |
3 |
8 |
209 |
| Modifying Gaussian term structure models when interest rates are near the zero lower bound |
0 |
1 |
3 |
140 |
3 |
8 |
20 |
464 |
| Modifying Gaussian term structure models when interest rates are near the zero lower bound |
0 |
1 |
1 |
64 |
4 |
6 |
11 |
209 |
| Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound |
0 |
1 |
1 |
122 |
3 |
6 |
15 |
181 |
| Real-time forecasting with macro-finance models in the presence of a zero lower bound |
1 |
1 |
4 |
107 |
6 |
8 |
31 |
175 |
| Short-term risk premiums and policy rate expectations in the United States |
0 |
0 |
0 |
42 |
4 |
4 |
8 |
90 |
| Testing the predictive power of New Zealand bank bill futures rates |
0 |
0 |
0 |
67 |
3 |
7 |
13 |
658 |
| The effect of conventional and unconventional euro area monetary policy on macroeconomic variables |
0 |
0 |
1 |
130 |
2 |
7 |
31 |
247 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
71 |
2 |
4 |
26 |
247 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
100 |
3 |
8 |
19 |
309 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
72 |
4 |
11 |
24 |
197 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
51 |
3 |
3 |
11 |
159 |
| Will the Real Eigensystem VAR Please Stand Up? A Univariate Primer |
0 |
0 |
0 |
80 |
2 |
4 |
9 |
89 |
| Total Working Papers |
1 |
7 |
33 |
5,884 |
114 |
240 |
693 |
16,188 |
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