The great moderation of the term structure of UK interest rates

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Estimation and Inference of FAVAR Models (2014, background): “(For example, Boivin, Giannoni, and Mihov (2009), Bianchi, Mumtaz, and Surico (2009), Forni and Gambetti (2010), Moench (2008), and Ludvigson and Ng (2009), to name a few.”
The Yield Curve and the Macro-economy across Time and Frequencies" (Cef.up Working Paper nº. 2010-04, July 2010) (2012, background): “rates to disinflate the economy while managing the business cycle initiated after the monetarist experiment of 1979-82, which followed the oil crises, and subsequent inflationary pressures, of the 1970s.(12)”
Decomposing real and nominal yield curves (2016, unknown): “In sum our results thus provide evidence for the “risk taking channel” of monetary policy, which implies that an important transmission channel of interest rate policy is via the equilibrium pricing of risk in the economy (see Borio and Zhu (2012), Adrian and Shin (2010), and Dell’Ariccia, Laeven, a”