Fiscal Policy and the Term Structure of Interest Rates

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Expectations, Bond Yields and Monetary Policy (2005, background): “The interpretation of inflation as a level factor is also supported by Dewachter and Lyrio (2006), Dewachter, Lyrio, and Maes (2006) and Bekaert, Cho, and Moreno (2005).”
Discrete-Time Dynamic Term Structure Models with Generalized Market Prices of Risk (2010, unknown): “Dai, Singleton, and Yang (2005), Rudebusch and Wu (2003), Hordahl, Tristani, and Vestin (2003), and Dai and Philippon (2005).”
FISCAL POLICY AND ASSET PRICES (2013, unknown): “This variable is used as the fiscal policy instrument in line with the work of Dai and Philippon (2005). • Credit (CREDITit ).”
Bond Supply and Excess Bond Returns (2014, unknown): “Reinhart and Sack (2000) and Dai and Philippon (2006) find that government deficits raise the spread between long- and short-term interest rates.”
Forecasts of US Short-Term Interest Rates: A Flexible Forecast Combination Approach (2005, methodology): “Following studies such as Diebold, Rudebusch, and Aruoba (2006), Ang and Piazzesi (2003) and Dai and Philippon (2004), we explore the role of macroeconomic variables in predicting future spot rates.”
Discrete-Time Affineℚ Term Structure Models with Generalized Market Prices of Risk (2010, background): “Dai, Singleton, and Yang (2005), Rudebusch and Wu (2003), Hordahl, Tristani, and Vestin (2003), and Dai and Philippon (2005).”