1. Campbell, John Y, 1995. "Some Lessons from the Yield Curve," Journal of Economic Perspectives, American Economic Association, vol. 9(3), pages 129-52, Summer. [Downloadable!] (restricted)
   Other versions:
   • John Y. Campbell, 1995. "Some Lessons from the Yield Curve," NBER Working Papers 5031, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   • John Y. Campbell, 1995. "Some Lessons from the Yield Curve," Harvard Institute of Economic Research Working Papers 1713, Harvard - Institute of Economic Research.
2. Henri Bernard & Stefan Gerlach, 1996. "Does the term structure predict recessions? The international evidence," BIS Working Papers 37, Bank for International Settlements. [Downloadable!]
   Other versions:
   • Bernard, Henri J & Gerlach, Stefan, 1998. "Does the Term Structure Predict Recessions? The International Evidence," CEPR Discussion Papers 1892, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
   • Bernard, Henri & Gerlach, Stefan, 1998. "Does the Term Structure Predict Recessions? The International Evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(3), pages 195-215, July. [Downloadable!] (restricted)
3. David Barr & John Campbell, . "Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices," CERF Discussion Paper Series 95-09, Economics and Finance Section, School of Social Sciences, Brunel University.
   Other versions:
   • David G. Barr & John Y. Campbell, 1996. "Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices," NBER Working Papers 5821, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
4. Marvin Goodfriend, 1997. "Monetary policy comes of age: a 20th century odyssey," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 1-22. [Downloadable!]
5. King, Mervyn, 1995. "Credibility and Monetary Policy: Theory and Evidence," Scottish Journal of Political Economy, Scottish Economic Society, vol. 42(1), pages 1-19, February.
6. Mishkin, Frederic S, 1990. "The Information in the Longer Maturity Term Structure about Future Inflation," The Quarterly Journal of Economics, MIT Press, vol. 105(3), pages 815-28, August. [Downloadable!] (restricted)
   Other versions:
   • Frederic S. Mishkin, 1991. "The Information in the Longer Maturity Term Structure about Future Inflation," NBER Working Papers 3126, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
7. Stefan Gerlach, 1996. "Monetary policy and the behaviour of interest rates: are long rates excessively volatile?," BIS Working Papers 34, Bank for International Settlements. [Downloadable!]
8. Peter N. Ireland, 1996. "Long-term interest rates and inflation: a Fisherian approach," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 21-36. [Downloadable!]
9. Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1997. ""Peso problem" explanations for term structure anomalies," Working Paper Series, Issues in Financial Regulation WP-97-07, Federal Reserve Bank of Chicago.
   Other versions:
   • Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1997. ""Peso Problem" Explanations for Term Structure Anomalies," NBER Working Papers 6147, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   • Bekaert, Geert & Hodrick, Robert J. & Marshall, David A., 2001. "Peso problem explanations for term structure anomalies," Journal of Monetary Economics, Elsevier, vol. 48(2), pages 241-270, October. [Downloadable!] (restricted)
10. Mehra, Yash P, 1997. "A Federal Funds Rate Equation," Economic Inquiry, Oxford University Press, vol. 35(3), pages 621-30, July.
11. Dahlquist, Magnus & Svensson, Lars E O, 1996. " Estimating the Term Structure of Interest Rates for Monetary Policy Analysis," Scandinavian Journal of Economics, Blackwell Publishing, vol. 98(2), pages 163-83, June.

Cited by:
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1. Karel Bruna, 2006. "Disinflationary Monetary Strategy and Instability of the Forward Yield Curve: The Case of the Czech Republic, 1999--2005," Post-Communist Economies, Taylor and Francis Journals, vol. 18(4), pages 459-478, December. [Downloadable!] (restricted)
2. Anders Møller Christensen & Heino Bohn Nielsen, 2005. "US Monetary Police 1988-2004: An Empirical Analysis," FRU Working Papers 2005/01, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
3. Peter Tillmann, 2004. "Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates," Econometric Society 2004 North American Summer Meetings 26, Econometric Society. [Downloadable!]
   Other versions:
   • Peter Tillmann, 2003. "Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates," Bonn Econ Discussion Papers bgse27_2003, University of Bonn, Germany. [Downloadable!]
4. PeterTillmann, 2004. "Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates," Computing in Economics and Finance 2004 53, Society for Computational Economics. [Downloadable!]
5. Rasmus Pilegaard & Alain Durre & Snorre Evjen, 2003. "Estimating risk premia in money market rates," Working Paper Series 221, European Central Bank. [Downloadable!]
6. Jennifer E. Roush, 2001. "Evidence uncovered: long-term interest rates, monetary policy, and the expectations theory," International Finance Discussion Papers 712, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
7. Mariano Kulish, 2005. "Should Monetary Policy use Long-term Rates?," Boston College Working Papers in Economics 635, Boston College Department of Economics. [Downloadable!]
8. Ruth, Karsten, 2004. "Interest rate reaction functions for the euro area Evidence from panel data analysis," Discussion Paper Series 1: Economic Studies 2004,33, Deutsche Bundesbank, Research Centre. [Downloadable!]
9. Kristoffer Nimark, 2006. "Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market," RBA Research Discussion Papers rdp2006-05, Reserve Bank of Australia. [Downloadable!]
10. Michael Feroli, 2004. "Monetary Policy and the Information Content of the Yield Spread," The B.E. Journal of Macroeconomics, Berkeley Electronic Press, vol. 0(1). [Downloadable!]
11. Eric Tymoigne, 2006. "Asset Prices, Financial Fragility, and Central Banking," Economics Working Paper Archive wp_456, Levy Economics Institute, The. [Downloadable!]
12. Locarno, Alberto & Massa, Massimo, 2005. "Monetary Policy Uncertainty and the Stock Market," CEPR Discussion Papers 4828, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
13. Viktor Kotlán, 2001. "Monetary policy and the term structure of interest rates in a small open economy - a model framework approach," Macroeconomics 0110003, EconWPA. [Downloadable!]
14. A. Mansur & M. Masih & Vicky Ryan, 2005. "The term structure of interest rates in Australia: an application of long run structural modelling," Applied Financial Economics, Taylor and Francis Journals, vol. 15(8), pages 557-573, May. [Downloadable!] (restricted)
15. Ralf Fendel & Michael Frenkel, 2005. "Monetary policy rules and the information content of the term structure of interest rates," Applied Economics Letters, Taylor and Francis Journals, vol. 12(15), pages 933-936, December. [Downloadable!] (restricted)
16. Petra Gerlach-Kristen, 2003. "Interest rate reaction functions and the Taylor rule in the Euro area," Working Paper Series 258, European Central Bank. [Downloadable!]
17. Erler, Alexander & Krizanac, Damir, 2009. "Taylor-Regel und Subprime-Krise - Eine empirische Analyse der US-amerikanischen Geldpolitik
    [Taylor Rule and the Subprime Crisis - An Empirical Analysis of the US Monetary Policy]," MPRA Paper 18604, University Library of Munich, Germany. [Downloadable!]
18. Peter Lildholdt & Anne Vila Wetherilt, . "Anticipation of monetary policy in UK financial markets," Bank of England working papers 241, Bank of England. [Downloadable!]
19. Angélica Arosemena, . "Lecturas Alternativas de la Estructura a Plazo: Una Breve Revisión de literatura," Borradores de Economia 223, Banco de la Republica de Colombia. [Downloadable!]
20. Okina, Kunio & Shiratsuka, Shigenori, 2004. "Policy Duration Effect under Zero Interest Rates: An Application of Wavelet Analysis," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
21. Michael Feroli, 2004. "Monetary policy and the information content of the yield spread," Finance and Economics Discussion Series 2004-44, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]