Term Structure and Economic Activity
Workshop held August 25, 2003
Papers Presented
The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models
Refet Gürkaynak, Brian Sack, and Eric SwansonWhat Does the Yield Curve Tell Us about GDP Growth?
Andrew Ang, Monika Piazzesi, and Min WeiA No-Arbitrage Factor Model of the Term Structure and the Macroeconomy
Glenn D. Rudebusch and Tao WuTerm Structure Dynamics in a Model with Stochastic Internal Habit
Qiang DaiThe Yield Curve, Recessions, and the Credibility of the Monetary Regime: Long-Run Evidence 1875-1997
Michael Bordo and Joseph Haubrich
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