In this speech, I will lay out a path to modeling macrofinancial dynamics using a recent approach that I have worked on, and illustrate the usefulness of this avenue with a term structure application.

Decoding the yield curve and what it means for investors and the US economy Hans Daniel Jasperson has over a decade of experience in public policy research, with an emphasis on workforce development, ...

Empirical monetary policy shocks (EMPS) contain information about monetary policy both today and in the future. We define the term structure of monetary policy news as the marginal impact of an EMPS ...