| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models |
0 |
0 |
5 |
294 |
1 |
4 |
12 |
595 |
| A New Framework for Yield Curve, Output and Inflation Relationships |
0 |
0 |
0 |
211 |
0 |
0 |
1 |
498 |
| A Yield Curve Perspective on Uncovered Interest Parity |
0 |
0 |
4 |
273 |
1 |
4 |
21 |
1,225 |
| A comment on Wu and Xia (2015), and the case for two-factor Shadow Short Rates |
2 |
5 |
15 |
79 |
6 |
15 |
36 |
122 |
| A comment on Wu and Xia (2016) from a macroeconomic perspective |
2 |
3 |
9 |
39 |
8 |
18 |
42 |
96 |
| A model for interest rates near the zero lower bound: An overview and discussion |
0 |
0 |
4 |
159 |
0 |
4 |
13 |
213 |
| A theoretical foundation for the Nelson and Siegel class of yield curve models |
0 |
0 |
2 |
105 |
0 |
1 |
3 |
299 |
| A theoretical foundation for the Nelson and Siegel class of yield curve models |
1 |
1 |
2 |
102 |
1 |
1 |
2 |
223 |
| A theoretical foundation for the Nelson and Siegel class of yield curve models, and an empirical application to U.S. yield curve dynamics |
0 |
1 |
3 |
63 |
0 |
1 |
6 |
119 |
| A tractable framework for zero lower bound Gaussian term structure models |
0 |
0 |
4 |
120 |
0 |
2 |
22 |
243 |
| A tractable framework for zero-lower-bound Gaussian term structure models |
0 |
0 |
4 |
76 |
0 |
1 |
11 |
118 |
| An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models |
0 |
0 |
1 |
354 |
2 |
2 |
4 |
954 |
| Asset markets and monetary policy shocks at the zero lower bound |
0 |
0 |
2 |
109 |
1 |
1 |
9 |
79 |
| Asset markets and monetary policy shocks at the zero lower bound |
1 |
1 |
5 |
132 |
1 |
3 |
15 |
222 |
| Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve |
0 |
0 |
0 |
100 |
0 |
0 |
0 |
351 |
| Efficient Jacobian evaluations for estimating zero lower bound term structure models |
0 |
0 |
2 |
58 |
0 |
0 |
5 |
57 |
| Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve |
0 |
0 |
0 |
122 |
1 |
6 |
9 |
786 |
| Faster solutions for Black zero lower bound term structure models |
0 |
0 |
0 |
82 |
0 |
0 |
1 |
79 |
| Forecasting New Zealand's economic growth using yield curve information |
0 |
0 |
1 |
85 |
0 |
3 |
6 |
216 |
| 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 |
2 |
4 |
4 |
1,144 |
| Measuring the stance of monetary policy in conventional and unconventional environments |
1 |
3 |
19 |
213 |
2 |
8 |
42 |
320 |
| Measuring the stance of monetary policy in zero lower bound environments |
0 |
2 |
5 |
105 |
0 |
3 |
10 |
197 |
| Measuring the stance of monetary policy in zero lower bound environments |
1 |
4 |
8 |
53 |
3 |
6 |
17 |
109 |
| Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation |
0 |
0 |
0 |
544 |
1 |
1 |
2 |
1,558 |
| Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach |
0 |
1 |
5 |
390 |
1 |
3 |
17 |
1,167 |
| Modifying Gaussian term structure models when interest rates are near the zero lower bound |
1 |
1 |
6 |
120 |
3 |
7 |
20 |
337 |
| Modifying Gaussian term structure models when interest rates are near the zero lower bound |
1 |
1 |
2 |
55 |
1 |
2 |
8 |
170 |
| 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 |
2 |
73 |
1 |
1 |
7 |
170 |
| Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound |
0 |
2 |
3 |
106 |
1 |
5 |
14 |
114 |
| Real-time forecasting with macro-finance models in the presence of a zero lower bound |
0 |
1 |
12 |
72 |
3 |
9 |
40 |
55 |
| Short-term risk premiums and policy rate expectations in the United States |
0 |
2 |
2 |
27 |
1 |
5 |
9 |
32 |
| Testing the predictive power of New Zealand bank bill futures rates |
0 |
0 |
0 |
67 |
1 |
2 |
6 |
637 |
| The effect of conventional and unconventional euro area monetary policy on macroeconomic variables |
1 |
6 |
11 |
85 |
3 |
11 |
25 |
101 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
47 |
2 |
6 |
9 |
45 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
1 |
1 |
1 |
48 |
1 |
4 |
7 |
74 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
1 |
6 |
90 |
1 |
5 |
21 |
194 |
| The interest rate pass-through in the euro area during the sovereign debt crisis |
0 |
0 |
0 |
65 |
2 |
4 |
7 |
109 |
| Will the real eigensystem VAR please stand up? A univariate primer |
0 |
2 |
53 |
53 |
1 |
6 |
21 |
21 |
| Total Working Papers |
12 |
38 |
198 |
5,209 |
52 |
158 |
504 |
13,049 |
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