Monetary Policy Shifts and the Term Structure

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The Signaling Channel for Federal Reserve Bond Purchases (2013, unknown): “Other papers that have used MCMC methods for estimation of DTSMs include Ang et al. (2007), Ang et al. (2011) and Chib and Ergashev (2009).”
Yield curve in an estimated nonlinear macro model (2011, methodology): “Another closely related paper is Bekaert et al. (2006) who combine the log-linear solution of a stylized New Keynesian model with the log-normality of the approximate pricing kernel. Their interpretation that the time-varying inflation target of the central bank is the main factor that explains the ”
Macroeconomics and the Term Structure (2012, background): “s)ds)) and so equation (5) would collapse to equation (3), and long-term yields would be equal to the expected average future short-term interest rate as is the case under EH.”
The Yield Curve and the Macro-economy across Time and Frequencies" (Cef.up Working Paper nº. 2010-04, July 2010) (2012, methodology): “The Morlet wavelet has one major property: it has optimal joint time-frequency concentration.(6) For all these reasons we will use the Morlet wavelet, first introduced in Goupillaud et al.”
Appendix: Monetary Policy Drivers of Bond and Equity Risks (2020, unknown): “Endogenous responses of bond risk premia amplify these effects of monetary policy on bond risks.”