No-arbitrage macroeconomic determinants of the yield curve

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Monetary Policy Shifts and the Term Structure (2011, unknown): “The quadratic short rate (1) or (5), combined with the linear VAR in equation (2), and the pricing kernel (7) gives rise to a quadratic term structure model.”
Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs (2011, methodology): “27All of our results are qualitatively the same if we replace these measures of (g, π) by the help wanted index and CPI inflation used by Bikbov and Chernov (2010).”
Properties of Foreign Exchange Risk Premiums (2012, background): “The first building block of the global economy are two domestic factors (X1t, X2t)t>0 structure models with latent factors, see Duffee (2002, 2006, 2011) and Bikbov and Chernov (2010, 2011).”
Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013, unknown): “Dai and Singleton (2000) and Bikbov and Chernov (2010) are examples of papers that follow the second strategy.”