The study of interest rate models and term structure analysis is central to understanding financial markets, underpinning the valuation of fixed income securities, derivatives, and risk management ...

This paper develops and estimates a macro-finance model that combines a canonical affine no-arbitrage finance specification of the term structure with standard macroeconomic aggregate relationships ...

This Economic Letter summarizes the papers presented at a conference on “Interest Rates and Monetary Policy” held at the Federal Reserve Bank of San Francisco on March 19 and 20, 2004, under the joint ...