Adaptive learning with term structure information

Postwar U.S. Business Cycles: An Empirical Investigation

Robert J. Hodrick, Edward C. Prescott · Journal of money credit and banking · 1997 · 7.4K citations

Social Sciences, Business Economics, Economics +17

Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach

Frank Smets, Rafael Wouters · American Economic Review · 2007 · 4.7K citations

Social Sciences, Business Economics, Economics +17

The Term Structure as a Predictor of Real Economic Activity

Arturo Estrella, Gikas A. Hardouvelis · The Journal of Finance · 1991 · 1.7K citations

Social Sciences, Economics, Finance +15

The Aggregate Demand for Treasury Debt

Arvind Krishnamurthy, Annette Vissing‐Jørgensen · Journal of Political Economy · 2012 · 1.6K citations · Full text

Business, Economics, Finance +13

Bond Risk Premia

John H. Cochrane, Monika Piazzesi · American Economic Review · 2005 · 1.5K citations

Business, Finance, Asset Pricing +16