... Lyrio 2006, “Macro Factors and the Term Structure of Interest Rates, ”Journal of Money, Credit, and Banking, Vol. 38, 119–140.27Macro-Finance Models of Interest Rates and the EconomyGlenn D. ... research includes Ang, Bekaert, and Wei (2008), Chernov and Mueller (2008), H¨ordahl and Tristani(2008), D’Amico, Kim, and Wei (2008), Haubrich, Pennacchi, and Ritchken (2008), and Adrian and Wu ... Pennacchi, and Peter Ritchken, 2008, “Estimating Real and Nom-inal Term Structures Using Treasury Yields, In ation, In ation Forecasts and In ationSwap Rates, ” Federal Reserve Bank of Cleveland Working...