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The Macroeconomy and the Yield Curve:A Dynamic Latent Factor Approach
Term structure interest rates macroeconomic fundamentals factor model state-space model
2015/9/18
We estimate a model that summarizes the yield curve using latent factors (specifically, level,slope, and curvature) and also includes observable macroeconomic variables (specifically, real activity,in...
Fifty Years of the Phillips Curve: A Dialog on What We Have Learned
Fifty Years Phillips Curve
2015/8/3
Fifty Years of the Phillips Curve: A Dialog on What We Have Learned.
Falling Behind the Curve: A Positive Analysis of Stop-Start Monetary Policies and the Great Inflation
Monetary Policies Inflation
2015/8/3
This paper documents the evolution of long-run inflation expectations and models the stance
of monetary policy from 1965 to 1980. A host of survey-based measures and financial market
data indicate t...
The Global and Local in Phillips Curve
rank order statistics phillips curve infl ation unemployment rate
2015/7/28
The debate over the Phillips Curve - as the relation between level of unemployment rate and inflation rate - in historical economics is shortly reviewed. By using the analysis in the Extreme Value The...
What does the yield curve tell us about GDP growth?
Term structure Forecasting Financial markets and the macroeconomy
2015/7/23
A lot, including a few things you may not expect. Previous studies find that the term spread
forecasts GDP but these regressions are unconstrained and do not model regressor
endogeneity. We bu...
An Econometric Model of the Yield Curve with Macroeconomic Jump Effects
Macroeconomic Jump Effects Yield Curve
2015/7/23
This paper develops an arbitrage-free time-series model of yields in continuous time
that incorporates central bank policy. Policy-related events, such as FOMC meetings
and releases of macroeconomic...
Strategies in skill acquisition: reconciling continuous models of the learning curve with abrupt strategy shifts
skill acquisition learning mathematical models learning curves
2015/7/21
How does task completion time change with practice and what processes underlie this change? Despite over 100 years of scientific research (e.g., Bryan & Harter, 1899) no wholly satisfactory answer has...
An Exploratory Analysis of Personality,Attitudes,and Study Skills on the Learning Curve within a Team-based Learning Environment
team-based learning latent curve model cooperative learning motivation personality study skills
2018/8/14
Objective. To examine factors that determine the interindividual variability of learning within a team-based learning environment.
Methods. Students in a pharmacokinetics course were given 4 interim,...
Semiinfinite Flags. I. Case of Global Curve P^1
Half infinite flags curve around the world
2014/12/29
Semiinfinite Flags. I. Case of Global Curve P^1.
The A-hypergeometric System Associated with a Monomial Curve
A - hypergeometric system single curve
2014/12/29
The A-hypergeometric System Associated with a Monomial Curve.
The A-hypergeometric system associated with a monomial curve
A - hypergeometric system single curve
2014/12/29
The A-hypergeometric system associated with a monomial curve.
The spectral curve of a quaternionic holomorphic line bundle over a 2-torus
Riemann surface the spectral curve curve four yuan dirichlet energy
2014/12/24
A conformal immersion of a 2-torus into the 4-sphere is characterized by an auxiliary Riemann surface, its spectral curve. This complex curve encodes the monodromies of a certain Dirac type operator o...
Per capita income and farmers’ markets: Searching for an environmental Kuznets curve for environmental attributes
Per capita income farmers’ markets Searching for an environmental Kuznets curve environmental attributes
2014/6/3
Per capita income and farmers’ markets: Searching for an environmental Kuznets curve for environmental attributes。
Comments on Piazzesi and Schneider's "Bond Positions, Expectations, and the Yield Curve"
monetary interactions fiscal interactions integrating finance future enhancement
2011/9/16
The article presents the author commentaries of Monika Piazzesi and Martin Schneider's "Bond Positions, Expectations, and the Yield Curve." It refers to the integration of macroeconomics and finance i...
Manifold embedding for curve registration
Manifold learning Intrinsic statistics Structural statistics Graph-based methods Curve alignment Curve registration Warping Model Functional data
2011/6/20
We focus on the problem of finding a good representative of a
sample of random curves warped from a common pattern f. We first
prove that such a problem can be moved onto a manifold framework.
Then...