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This paper examines inflation dynamics in the United States since 1960, with a particular focus...

We propose an original method to estimate the market price of risk under stress, which is needed...

We study a model where investment decisions are based on investors' information about the unknown...

We develop monthly indicators for tracking growth in 32 advanced and emerging-market economies....

We apply a hidden Markov model of the term structure to modeling the Brazilian swap rate curve....