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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E43: Interest Rates: Determination, Term Structure, and Effects
This JEL code is mentioned in the follow RePEc Biblio entries:
  1. > Econometrics > Forecasting > Forecasting Economic Activity Using Financial Variables

This topic is covered by the following reading lists:
  1. Quantitative Macroeconomics and Real Business Cycles (QM&RBC)
  2. Mondialisation
  3. Advanced Monetary Theory and Policy (ECON 447)

Most recent items first, undated at the end.
  • 2014 Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain
    by Goodness C. Aye & Olorato Gadinabokao & Rangan Gupta
  • 2014 How to aggregate experts' discount rates: An equilibrium approach
    by Napp, Clotilde & Jouini, Elyès
  • 2014 An Empirical Investigation of Fisherian Link in BRIC-T Countries
    by Tayfur BAYAT & Selim KAYHAN & Çetin DOĞAN
  • 2014 The role of demographics in small business loan pricing
    by Neuberger, Doris & Räthke-Döppner, Solvig
  • 2014 Stability and Identification with Optimal Macroprudential Policy Rules
    by Chatelain, Jean-Bernard & Ralf, Kirsten
  • 2014 Monetary policy, long real yields and the financial crisis
    by Moretti, Laura
  • 2014 When Is Lift-Off? Evaluating Forward Guidance From The Shadow
    by M. Neuenkirch, P. Siklos
  • 2014 Banking and Sovereign Debt Crises in Monetary Union Without Central Bank Intervention
    by Jin Cheng & Meixing Dai & Frédéric Dufourt
  • 2014 The Treatment of Financial Transactions in the SNA: A User Cost Approach
    by , & Diewert, Erwin
  • 2014 Gamma discounters are short-termist
    by Gollier, Christian
  • 2014 When is Lift-off? Evaluating Forward Guidance from the Shadow
    by Matthias Neuenkirch & Pierre L. Siklos
  • 2014 An essay on horizontalism, structuralism and historical time
    by Mark Setterfield
  • 2014 Subjective Term Premia, Consumer Sentiment, and the Zero Lower Bound
    by Josh Stillwagon
  • 2014 Identification of Monetary Policy Shocks in Turkey: A Structural VAR Approach
    by Mustafa Kilinc & Cengiz Tunc
  • 2014 Interest Rate Corridor, Liquidity Management and the Overnight Spread
    by Hande Kucuk & Pinar Ozlu & Anil Talasli & Deren Unalmis & Canan Yuksel
  • 2014 Yield Curve and Recession Forecasting in a Machine Learning Framework
    by Gogas, Periklis & Papadimitriou , Theophilos & Matthaiou, Maria- Artemis & Chrysanthidou, Efthymia
  • 2014 Can Low Interest Rates be Harmful: An Assessment of the Bank Risk-Taking Channel in Asia
    by Ramayandi, Arief & Rawat, Umang & Tang, Hsiao Chink
  • 2014 Term structure of discount rates under multivariate s-ordered consumption growth
    by Christoph Heinzel
  • 2014 Capital inflows and euro area long-term interest rates
    by Daniel Carvalho & Michael Fidora
  • 2014 An Investigation into the Impact of Federal Government Budget Deficits on the Ex Ante Real Interest Rate Yield on Treasury Notes in the U.S
    by Cebula, Richard
  • 2014 The Natural Rate of Interest with Endogenous Growth, Financial Frictions and Trend Inflation
    by Olmos, Lorena & Sanso Frago, Marcos
  • 2014 Modelo de ciclo de negocios real con dinero endógeno y pasivo
    by Guberman, Carlos & Cymbler, David
  • 2014 Endividamento antes e após a introdução do euro: análise ARDL do caso português
    by Gaspar, Catarina & Fuinhas, José Alberto & Marques, António Cardoso
  • 2014 On the Nominal Interest Rate Yield Response to Net Government Borrowing in the U.S.: An Empirical Analysis with Robustness Tests
    by Alexander, Gigi & Foley, Maggie
  • 2014 Is India Ready for Flexible Inflation-Targeting?
    by Sen Gupta, Abhijit & Sengupta, Rajeswari
  • 2014 Current Evidence on the Impact of Budget Deficits on the Nominal Interest Rate Yield on Intermediate-term Debt Issues of the U.S. Treasury: An Analysis with Robustness Tests
    by Cebula, Richard
  • 2014 Fisher's Relation and the Term Structure: Implications for IS Curves
    by Malikane, Christopher & Ojah, Kalu
  • 2014 The Elasticity of Intertemporal Substitution Reconsidered
    by Dladla, Pholile & Malikane, Christopher & Ojah, Kalu
  • 2014 Have U.S. Budget Deficits Raised the Real Interest Rate Yield on Tax-Free Municipal Bonds?
    by Cebula, Richard
  • 2014 Stability and Identification with Optimal Macroprudential Policy Rules
    by Chatelain, Jean-Bernard & Ralf, Kirsten
  • 2014 An Empirical Investigation into the Impact of U.S. Federal Government Budget Deficits on the Real Interest Rate Yield on Intermediate-term Treasury Debt Issues, 1972-2012
    by Cebula, Richard
  • 2014 Impact of Federal Government Budget Deficits on the Longer-term Real Interest Rate in the U.S.: Evidence Using Annual and Quarterly Data, 1960-2013
    by Cebula, Richard
  • 2014 Sovereign defaults, external debt and real exchange rate dynamics
    by Asonuma, Tamon
  • 2014 Pricing of retail deposits in Croatia: including the premium for country default
    by Vidakovic, Neven
  • 2014 Interest Rates Rigidities and the Fisher Equation
    by Belanger, Gilles
  • 2014 Bond Market Exposures to Macroeconomic and Monetary Policy Risks
    by Dongho Song
  • 2014 The Liquidity Premium of Near-Money Assets
    by Stefan Nagel
  • 2014 Optimal Taylor Rules in New Keynesian Models
    by Christoph E. Boehm & Christopher L. House
  • 2014 Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
    by Jing Cynthia Wu & Fan Dora Xia
  • 2014 Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility
    by Drew D. Creal & Jing Cynthia Wu
  • 2014 Monetary Policy and Real Borrowing Costs at the Zero Lower Bound
    by Simon Gilchrist & David López-Salido & Egon Zakrajšek
  • 2014 Monetary Policy Drivers of Bond and Equity Risks
    by John Y. Campbell & Carolin Pflueger & Luis M. Viceira
  • 2014 Measuring the ''World'' Real Interest Rate
    by Mervyn King & David Low
  • 2014 Market Set-Up in Advance of Federal Reserve Policy Decisions
    by Dick van Dijk & Robin L. Lumsdaine & Michel van der Wel
  • 2014 Interest rate pass-through in Poland. Evidence from individual bank data
    by Ewa Stanisławska
  • 2014 Credit rating agency downgrades and the Eurozone sovereign debt crises
    by Christopher F Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephen
  • 2014 Heterogeneous monetary transmission process in the Eurozone: Does banking competition matter?
    by Aurélien Leroy & Yannick Lucotte
  • 2014 A macro-financial analysis of the euro area sovereign bond market
    by Hans Dewachter & Leonardo Iania & Marco Lyrio & Maite de Sola Perea
  • 2014 Information in the yield curve: A Macro-Finance approach
    by Hans Dewachter & Leonardo Iania & Marco Lyrio
  • 2014 Stability and Identification with Optimal Macroprudential Policy Rules
    by Jean-Bernard Chatelain & Kirsten Ralf
  • 2014 The Macroeconomic Determinants of the US Term-Structure during the Great Moderation
    by Alessia Paccagnini
  • 2014 Household Risk Management and Actual Mortgage Choice in the Euro Area
    by Ehrmann, Michael & Ziegelmeyer, Michael
  • 2014 How Effective Is Central Bank Forward Guidance?
    by Clemens J. M. Kool Author-Name-First Clemens J. M. & Daniel L. Thornton Author-Name-First Daniel L.
  • 2014 Fiscal shocks and the exchange rate
    by Giorgio Di Giorgio Author-Name-First Giorgio & Salvatore Nistico' Author-Name-First Salvatore & Guido Traficante Author-Name-First Guido
  • 2014 A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates
    by Jean-Michel Sahut
  • 2014 Is India ready for flexible inflation-targeting?
    by Abhijit Sen Gupta & Rajeswari Sengupta
  • 2014 Banks competition, managerial efficiency and the interest rate pass-through in India
    by Jugnu Ansari & Ashima Goyal
  • 2014 Gamma discounters are short-termist
    by Gollier, Christian
  • 2014 Inflation Targeting in Colombia, 2002-2012
    by Miguel Urrutia & Franz Hamann & Marc Hofstetter
  • 2014 Does Innovation Affect Credit Access? New Empirical Evidence from Italian Small Business Lending
    by Andrea Bellucci & Ilario Favaretto & Germana Giombini
  • 2014 Modelo VEC para la estimación de inflación bursátil: Evidencia empírica en mercados norteamericanos
    by Juan José Jordán Sánchez
  • 2014 Unemployment benefits extensions at the zero lower bound on nominal interest rate
    by Julien Albertini & Arthur Poirier & &
  • 2014 Interest Rate Determination in China: Past, Present, and Future
    by Dong He & Honglin Wang & Xiangrong Yu
  • 2014 How Persistent are Monetary Policy Effects at the Zero Lower Bound?
    by Neely, Christopher J.
  • 2014 Money, liquidity and welfare
    by Wen, Yi
  • 2014 Flights to Safety
    by Baele, Lieven & Bekaert, Geert & Inghelbrecht, Koen & Wei, Min
  • 2014 Has U.S. monetary policy tracked the efficient interest rate?
    by Curdia, Vasco & Ferrero, Andrea & Ng, Ging Cee & Tambalotti, Andrea
  • 2014 Inflation expectations and the news
    by Bauer, Michael D.
  • 2014 Can spanned term structure factors drive stochastic yield volatility?
    by Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D.
  • 2014 Asset markets and monetary policy shocks at the zero lower bound
    by Edda Claus & Iris Claus & Leo Krippner
  • 2014 Measuring the stance of monetary policy in conventional and unconventional environments
    by Leo Krippner
  • 2014 The impact of sovereign and credit risk on interest rate convergence in the euro area
    by Ivo Arnold & Saskia van Ewijk
  • 2014 Bank Competition, Borrower Competition and Interest Rates
    by Carlos Bellón
  • 2014 Modelling Long Bonds - The Case of Optimal Fiscal Policy
    by Faraglia, Elisa & Marcet, Albert & Scott, Andrew
  • 2014 Monetary Policy Surprises, Credit Costs and Economic Activity
    by Gertler, Mark & Karadi, Peter
  • 2014 Risk Matters: A Comment
    by Born, Benjamin & Pfeifer, Johannes
  • 2014 An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields?
    by Alexander Guarín & José Fernando Moreno & Hernando Vargas
  • 2014 Inflation Targeting in Colombia, 2002-2012
    by Franz Hamann & Marc Hofstetter & Miguel Urrutia
  • 2014 Inflation Targeting in Colombia, 2002-2012
    by Franz Hamann & Marc Hofstetter & Miguel Urrutia
  • 2014 Risk Matters: A Comment
    by Benjamin Born & Johannes Pfeifer
  • 2014 ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds
    by Christoph Trebesch & Jeromin Zettelmeyer
  • 2014 Forward Guidance in a Simple Model with a Zero Lower Bound
    by Gerhard Illing & Thomas Siemsen
  • 2014 Smells Like Fiscal Policy? Assessing the Potential Effectiveness of the ECB's OMT Program
    by Nikolay Hristov & Oliver Hülsewig & Thomas Siemsen & Timo Wollmershäuser
  • 2014 Learning about Disaster Risk: Joint Implications for Consumption and Asset Prices
    by Max Gillman & Michal Kejak & Michal Pakos
  • 2014 How do banks respond to increased funding uncertainty?
    by Robert A. Ritz & Ansgar Walther
  • 2014 U.S. Treasury Auction Yields Before and During Quantitative Easing: Market Factors vs.Auction Specific Factors
    by Catherine L. Mann & Oren Klachkin
  • 2014 Transmission effects in the presence of structural breaks: evidence from south-eastern European countries
    by Minoas Koukouritakis & Athanasios P. Papadopoulos & Andreas Yannopoulos
  • 2014 Expectations, risk premia and information spanning in dynamic term structure model estimation
    by Guimarães, Rodrigo
  • 2014 Monetary Policy, Bond Risk Premia, and the Economy
    by Peter N. Ireland
  • 2014 The impact of the Term Auction Facility on the liquidity risk premium and unsecured interbank spreads
    by Olav Syrstad
  • 2014 Determinants of OECD countries’ sovereign yields: safe havens, purgatory, and the damned
    by C. Bortoli & L. Harreau & C. Pouvelle
  • 2014 Specification Analysis of International Treasury Yield Curve Factors
    by Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L.
  • 2014 International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment
    by Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L.
  • 2014 Credit Risk in the Euro area
    by Gilchrist, S. & Mojon, B.
  • 2014 Household Risk Management and Actual Mortgage Choice in the Euro Area
    by Michael Ehrmann & Michael Ziegelmeyer
  • 2014 Bond Risk Premia and Gaussian Term Structure Models
    by Bruno Feunou & Jean-Sébastien Fontaine
  • 2014 Household Risk Management and Actual Mortgage Choice in the Euro Area
    by Michael Ehrmann & Michael Ziegelmeyer
  • 2014 Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model
    by Constantino Hevia & Martin Gonzalez-Rozada & Martin Sola & Fabio Spagnolo
  • 2014 Capturing the Interaction of Trend, Cycle, Expectations and Risk Premia in the US Term Structure
    by Soloschenko, Max & Weber, Enzo
  • 2014 Do Good Institutions Promote Counter-cyclical Macroeconomic Policies?
    by César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel
  • 2014 Monetary Policy Efficiency in Conditions of Excess Liquidity Withdrawal
    by Martin Mandel & Vladimír Tomšík
  • 2014 Which Agency and Which Period is The Best? Analyzing National and International Fiscal Forecasts in Italy
    by Laura Carabotta
  • 2014 Essay on Wavelet analysis and the European term structure of interest rates
    by Michaela M. Kiermeier
  • 2014 Financial integration and fragmentation in the euro area
    by M. de Sola Perea & Ch. Van Nieuwenhuyze
  • 2014 What factors influence the yield curve?
    by Dániel Horváth & Péter Kálmán & Zalán Kocsis & Imre Ligeti
  • 2014 Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage
    by Uwe Hassler & Verena Werkmann
  • 2014 Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico?
    by Michiel De Pooter & Patrice Robitaille & Ian Walker & Michael Zdinak
  • 2014 QE: is there a portfolio balance effect?
    by Thornton, Daniel L.
  • 2014 Liquidity and capital under uncertainty and changing market sentiment: A simple analysis
    by Bossone, Biagio
  • 2014 The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market
    by Fernandez-Perez, Adrian & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón
  • 2014 Financial crises and economic growth
    by Jarrow, Robert A.
  • 2014 Are public preferences reflected in monetary policy reaction functions?
    by Neuenkirch, Matthias
  • 2014 Monetary policy: Why money matters (and interest rates don’t)
    by Thornton, Daniel L.
  • 2014 Signals and learning in a new Keynesian economy
    by Marzioni, Stefano
  • 2014 Time-varying equilibrium rates in small open economies: Evidence for Canada
    by Berger, Tino & Kempa, Bernd
  • 2014 Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis
    by Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros
  • 2014 International channels of the Fed's unconventional monetary policy
    by Bauer, Michael D. & Neely, Christopher J.
  • 2014 Macroeconomic fundamentals and the exchange rate dynamics: A no-arbitrage macro-finance approach
    by Yin, Weiwei & Li, Junye
  • 2014 Inflation targeting, credibility, and non-linear Taylor rules
    by Neuenkirch, Matthias & Tillmann, Peter
  • 2014 Time-changed Lévy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube
    by Leippold, Markus & Strømberg, Jacob
  • 2014 Testing for a break in the persistence in yield spreads of EMU government bonds
    by Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias
  • 2014 Applying a macro-finance yield curve to UK quantitative Easing
    by Chadha, Jagjit S. & Waters, Alex
  • 2014 Analysing interest rate mark-ups in the Australian mortgage market
    by Valadkhani, Abbas
  • 2014 What explains deviations in the unbiased expectations hypothesis? Market irrationality vs. the peso problem
    by Chen, Cathy Yi-Hsuan & Kuo, I-Doun & Chiang, Thomas C.
  • 2014 Bond futures, inflation-indexed bonds, and inflation risk premium
    by Kanas, Angelos
  • 2014 Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model
    by Chen, Son-Nan & Chiang, Mi-Hsiu & Hsu, Pao-Peng & Li, Chang-Yi
  • 2014 GDP growth and the yield curvature
    by Møller, Stig V.
  • 2014 Long-run and short-run determinants of sovereign bond yields in advanced economies
    by Poghosyan, Tigran
  • 2014 Adaptive dynamic Nelson–Siegel term structure model with applications
    by Chen, Ying & Niu, Linlin
  • 2014 An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
    by Choi, Hwan-sik & Jeong, Minsoo & Park, Joon Y.
  • 2014 Central banks’ interest rate projections and forecast coordination
    by Pierdzioch, Christian & Rülke, Jan-Christoph
  • 2014 Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation
    by Moura, Marcelo L. & Gaião, Rafael L.
  • 2014 Relationship between the benchmark interest rate and a macroeconomic indicator
    by Duan, Qihong & Wei, Ying & Chen, Zhiping
  • 2014 Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market
    by Al-Shboul, Mohammad & Anwar, Sajid
  • 2014 Incomplete interest rate pass-through under credit and labor market frictions
    by Ciccarone, Giuseppe & Giuli, Francesco & Liberati, Danilo
  • 2014 Macroeconomic equilibrium and welfare under simple monetary and switching fiscal policy rules
    by Danciulescu, Cristina
  • 2014 How to aggregate experts' discount rates: An equilibrium approach
    by Jouini, Elyès & Napp, Clotilde
  • 2014 Unconventional government debt purchases as a supplement to conventional monetary policy
    by Ellison, Martin & Tischbirek, Andreas
  • 2014 Bounded interest rate feedback rules in continuous-time
    by d'Albis, Hippolyte & Augeraud-Véron, Emmanuelle & Hupkes, Hermen Jan
  • 2014 Interest rate pass-through and monetary policy asymmetry: A journey into the Caucasian black box
    by Jamilov, Rustam & Égert, Balázs
  • 2014 Legal And Economic Perspectives On The Legal Penalty Interest
    by Rodica Diana APAN & Simona SABOU
  • 2014 Assesment of the Interest Rates in the Serbian Banking Sector
    by Lidija Barjaktarović & Maja Dimić & Dejan Ječmenica
  • 2014 The effectiveness of monetary policy transmission under capital inflows: Evidence from Asia
    by Sonali Jain-Chandra & D. Filiz Unsal
  • 2014 Non-US banks' claims on the Federal Reserve
    by Robert N McCauley & Patrick McGuire
  • 2014 "Fisher Dynamics" in US Household Debt, 1929-2011
    by J. W. Mason & Arjun Jayadev
  • 2014 Persistent Liquidity Effects and Long-Run Money Demand
    by Fernando Alvarez & Francesco Lippi
  • 2014 The Role of Policy in the Great Recession and the Weak Recovery
    by John B. Taylor
  • 2014 The Natural Rate of Interest and Its Usefulness for Monetary Policy
    by Robert Barsky & Alejandro Justiniano & Leonardo Melosi
  • 2014 Sovereign Debt Booms in Monetary Unions
    by Mark Aguiar & Manuel Amador & Emmanuel Farhi & Gita Gopinath
  • 2014 Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply
    by Jonathan H. Wright
  • 2014 Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment
    by Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu
  • 2014(XXIV) Analyzing The Relationship Between Eonia And Eoniaswap Rates. A Cointegration Approach
    by Codruta Maria FAT & Simona MUTU
  • 2013 Liquidity regulation and the implementation of monetary policy
    by Morten L. Bech & Todd Keister
  • 2013 The Leading Indicator Property of the Term Spread and the Monetary Policy Factors in Japan
    by Hiroshi Nakaota & Yuichi Fukuta
  • 2013 ECB monetary operations and the interbank repo market
    by Dunne, Peter G. & Fleming, Michael J. & Zholos, Andrey
  • 2013 Regime switching in bond yield and spread dynamics
    by Renne, Jean-Paul
  • 2013 The Stabilizing Effects’ Illusion of the “Command and Control”-Type Regulation [Iluzia efectelor stabilizatoare ale reglementării de tip “comandă şi control”]
    by Croitoru Lucian
  • 2013 A Comment on Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure: Cointegration Methods Matter
    by Natalie Hegwood & M.H. Tuttle
  • 2013 The Interest Rate Pass-Through in the Euro Area During the Global Financial Crisis
    by Wollmershäuser, Timo & Hristov, Nikolay & Hülsewig, Oliver
  • 2013 Determinants of the onshore and offshore Chinese Government yield curves
    by Loechel, Horst & Packham, Natalie & Walisch, Fabian
  • 2013 Kapitalwertmethode bei nicht-flacher Zinsstrukturkurve
    by Kohn, Wolfgang
  • 2013 Kapitalwertmethode bei nicht-flacher Zinsstrukturkurve
    by Kohn, Wolfgang
  • 2013 Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions
    by Azizi, Karim & Canry, Nicolas & Chatelain, Jean-Bernard & Tinel, Bruno
  • 2013 Monetary policy and stock market volatility
    by Bleich, Dirk & Fendel, Ralf & Rülke, Jan-Christoph
  • 2013 The US Economy, the Treasury Bond Market and the Specification of Macro-Finance Models
    by Peter Spencer
  • 2013 Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box
    by Rustam Jamilov & Balázs Égert
  • 2013 Long-run interest rate convergence in Poland and the EMU
    by Łukasz Goczek & Dagmara Mycielska
  • 2013 Ready for euro? Empirical study of the actual monetary policy independence in Poland
    by Łukasz Goczek & Dagmara Mycielska
  • 2013 The Fisher Relation in the Great Depression and the Great Recession
    by David Laidler
  • 2013 Monetary Policy Effects on Long-term Rates and Stock Prices
    by Ranaldo, Angelo & Reynard, Samuel
  • 2013 Announcements of Interest Rate Forecasts: Do Policymakers Stick to Them?
    by Mirkov, Nikola & Natvik, Gisle James
  • 2013 Does it Pay to Work for Free? Wage Returns and Gender Differences in the Market for Volunteers
    by Cozzi, Guido & Mantovan, Noemi & Sauer, Robert M.
  • 2013 Can Monetary Policy Delay the Reallocation of Capital?
    by Schnell, Fabian
  • 2013 Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models
    by Audrino, Francesco & Camponovo, Lorenzo
  • 2013 Determinants of sovereign debt yield spreads under EMU: Pairwise approach
    by Fazlioglu S.
  • 2013 The Ties that Bind: Monetary Policy and Government Debt Management
    by Jagjit S. Chadha & Philip Turner & Fabrizio Zampolli
  • 2013 The politics of fiscal effort in Spain and Ireland: Market credibility versus political legitimacy
    by Sebastian Dellepiane & Niamh Hardiman
  • 2013 From Tiger to PIIGS: Ireland and the use of heuristics in comparative political economy
    by Samuel Brazys & Niamh Hardiman
  • 2013 Voyage Accounting, User Costs and the Treatment of Financial Transactions in the Theory of the Firm
    by Diewert, Erwin
  • 2013 US TFP Growth and the Contribution of Changes in Export and Import Prices to Real Income Growth
    by Diewert, Erwin
  • 2013 Extended Business Sector Data on Outputs and Inputs for the U.S.: 1987-2011
    by Diewert, Erwin
  • 2013 Using Interest Rates as the Instrument of Monetary Policy: Beware Real effects, Positive Feedbacks, and Discontinuities
    by Mark Setterfield
  • 2013 How do Banks’ Stock Returns Respond to Monetary Policy Committee Announcements in Turkey? Evidence from Traditional versus New Monetary Policy Episodes
    by Guray Kucukkocaoglu & Deren Unalmis & Ibrahim Unalmis
  • 2013 Yield Curve Estimation for Corporate Bonds in Turkey
    by Ibrahim Burak Kanli & Doruk Kucuksarac & Ozgur Ozel
  • 2013 Gecelik Kur Takasi Faizleri ve BIST Gecelik Repo Faizleri
    by Doruk Kucuksarac & Ozgur Ozel
  • 2013 Market-Based Measurement of Expectations on Short-Term Rates in Turkey
    by Ibrahim Burak Kanli
  • 2013 The equity price channel in a New-Keynesian DSGE model with financial frictions and banking
    by Hylton Hollander & Guangling Liu
  • 2013 An issue with own-rates: Keynes borrows from Sraffa , Sraffa criticises Keynes, and present-day commentators get hold of the wrong end of the stick
    by Roy H Grieve
  • 2013 The relations between bank-funding costs, retail rates, and loan volumes. Evidence form Norwegian microdata
    by Arvid Raknerud & Bjørn Helge Vatne
  • 2013 Behind closed doors: Revealing the ECB’s Decision Rule
    by Bernd Hayo & Pierre-Guillaume Méon
  • 2013 Time variation in asset price responses to macro announcements
    by Linda S. Goldberg & Christian Grisse
  • 2013 The Equity Price Channel in a New-Keynesian DSGE Model with Financial Frictions and Banking
    by Hylton Hollander and Guangling Liu
  • 2013 Monetary Policy, Stock Prices and Central Banks - Cross-Country Comparisons of Cointegrated VAR Models
    by Ansgar Belke & Marcel Wiedmann
  • 2013 The Domestic Debt Intolerance and Bad Equilibrium: An Empirical Default Model
    by Ozkaya, Ata
  • 2013 The Determinants of Greek Bond Yields: An Empirical Study Before and During the Crisis
    by Chionis, Dionisios & Pragidis, Ioannis & Schizas, Panagiotis
  • 2013 The Threat of Financial Contagion to Emerging Asia’s Local Bond Markets: Spillovers from Global Crises
    by Azis, Iwan J. & Mitra, Sabyasachi & Baluga, Anthony & Dime, Roselle
  • 2013 Output effects of a measure of tax shocks based on changes in legislation for Portugal
    by Manuel Coutinho Pereira & Lara Wemans
  • 2013 Financial markets and the response of monetary policy to uncertainty in South Africa
    by Ruthira Naraidoo & Leroi Raputsoane
  • 2013 The Impact of Interest Rate on Bank Deposits Evidence from the Nigerian Banking Sector
    by Ojeaga, Paul & Ojeaga, Daniel & Odejimi, Deborah O.
  • 2013 The Monetary Model of Exchange Rate in Nigeria: an Autoregressive Distributed Lag (ARDL) Approach
    by Evans, Olaniyi
  • 2013 Liquidity Issues in Indian Sovereign Bond Market
    by Nath, Golaka
  • 2013 Macroeconomic factors influencing interest rates of microfinance institutions in Latin America
    by Janda, Karel & Zetek, Pavel
  • 2013 Financial Crisis and Exchange Rates in Emerging Economics: An Empirical Analysis using PPP-UIP-Framework
    by Rashid, Abdul & Saedan, Mashael
  • 2013 A factor-augemented model of markup on mortgage loans in Poland
    by Bystrov, Victor
  • 2013 Evaluating Quantitative Easing: A DSGE Approach
    by Falagiarda, Matteo
  • 2013 The real financial crisis: an individual households' crisis The case for index-linked government bonds for the Netherlands, the U.S. and the U.K
    by DE KONING, Kees
  • 2013 Risk Premium, Interest Rate Differential, and Subsidized Lending in Pakistan
    by Shabbir, Safia & Iqbal, Javed & Hameed, Saima
  • 2013 Did Greenspan Open Pandora's Box? Testing the Taylor Hypothesis and Beyond
    by Palma, Nuno
  • 2013 Do the Spanish regions converge? A unit root analysis for the HDI of the Spanish regions
    by Montañés, Antonio & Olmos, Lorena
  • 2013 Economic System Failures: the U.S. case
    by DE KONING, Kees
  • 2013 Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions
    by Azizi, Karim & Canry, Nicolas & Chatelain, Jean-Bernard & Tinel, Bruno
  • 2013 An income gap theory and its effects on unemployment and economic growth
    by De Koning, Kees
  • 2013 Bounded Interest Rate Feedback Rules in Continuous-Time
    by d'Albis, Hippolyte & Augeraud-Véron, Emmanuelle & Hupkes, Hermen Jan
  • 2013 The United Kingdom: Economic Growth, a Draft Master Plan
    by De Koning, Kees
  • 2013 Conditional Eurobonds and the Eurozone Sovereign Debt Crisis
    by John Muellbauer
  • 2013 Unconventional government debt purchases as a supplement to conventional monetary policy
    by Martin Ellison
  • 2013 On Real Interest Rate Persistence: The Role of Breaks
    by Alfred A. Haug
  • 2013 The Leading Indicator Property of the Term Spread and the Monetary Policy Factors in Japan
    by Hiroshi Nakaota & Yuichi Fukuta
  • 2013 The Effect of Government Debt, External Debt and their Interaction on OECD Interest Rates
    by David Turner & Francesca Spinelli
  • 2013 The Benefits and Costs of Highly Expansionary Monetary Policy
    by Łukasz Rawdanowicz & Romain Bouis & Shingo Watanabe
  • 2013 The Effectiveness of Monetary Policy since the Onset of the Financial Crisis
    by Romain Bouis & Łukasz Rawdanowicz & Jean-Paul Renne & Shingo Watanabe & Ane Kathrine Christensen
  • 2013 Parameter Uncertainty and the Fiscal Multiplier
    by Jamie Murray
  • 2013 A tractable framework for zero lower bound Gaussian term structure models
    by Leo Krippner
  • 2013 Time Variation in Asset Price Responses to Macro Announcements
    by Linda S. Goldberg & Christian Grisse
  • 2013 Identifying Taylor Rules in Macro-Finance Models
    by David Backus & Mikhail Chernov & Stanley E. Zin
  • 2013 Payment Size, Negative Equity, and Mortgage Default
    by Andreas Fuster & Paul S. Willen
  • 2013 Long-Run Price Elasticities of Demand for Credit: Evidence from a Countrywide Field Experiment in Mexico
    by Dean Karlan & Jonathan Zinman
  • 2013 Flights to Safety
    by Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei
  • 2013 Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity
    by Venky Venkateswaran & Randall Wright
  • 2013 Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt
    by Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos
  • 2013 Speculative Runs on Interest Rate Pegs
    by Marco Bassetto & Christopher Phelan
  • 2013 Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions
    by Karim Azizi & Nicolas Canry & Jean-Bernard Chatelain & Bruno Tinel
  • 2013 Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure
    by Claudio Morana
  • 2013 How Monetary Policy is Made: Two Canadian Tales
    by Matthias Neuenkirch & Pierre Siklos
  • 2013 Party Affiliation Rather than Former Occupation: The Background of Central Bank Governors and its Effect on Monetary Policy
    by Matthias Neuenkirch & Florian Neumeier
  • 2013 Predicting Bank of England’s Asset Purchase Decisions with MPC Voting Records
    by Matthias Neuenkirch
  • 2013 Are Public Preferences Reflected in Monetary Policy Reaction Functions?
    by Matthias Neuenkirch
  • 2013 Political Economics of External Sovereign Defaults
    by Carolina Achury & Christos Koulovatianos & John Tsoukalas
  • 2013 Announcements of ECB Unconventional Programs: Implications for the Sovereign Risk of Italy
    by Matteo Falagiarda & Stefan Reitz
  • 2013 How Do Income and Bequest Taxes Affect Income Inequality? The Role of Parental Transfers
    by Osamu Nakamura
  • 2013 On the time-varying relationship between EMU sovereign spreads and their determinants
    by António Afonso, & Michael G. Arghyrou, & George Bagdatoglou, & Alexandros Kontonikas
  • 2013 Estimating the Indian natural interest rate and evaluating policy
    by Ashima Goyal & Sanchit Arora
  • 2013 Horizontalists, verticalists, and structuralists: The theory of endogenous money reassessed
    by Thomas I. Palley
  • 2013 Monetary policy in the liquidity trap and after: A reassessment of quantitative easing and critique of the Federal Reserve’s proposed exit strategy
    by Thomas I. Palley
  • 2013 Testing the Preferred-Habitat Theory: The Role ofTime-Varying Risk Aversion
    by Till Strohsal & & &
  • 2013 China's Monetary Policy Communication: Money Markets not only Listen, They also Understand
    by Alicia Garcia-Herrero & Eric Girardin
  • 2013 Can fiscal austerity be expansionary in present Europe? The lessons from Sweden
    by Erixon, Lennart
  • 2013 Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises
    by Baum, Christopher & Karpava, Margarita & Schäfer, Dorothea & Stephan, Andreas
  • 2013 Asymmetric Trends and European Monetary Policy in the post-Bretton Woods Era
    by Johansson, Tony & Ljungberg, Jonas
  • 2013 Central bank liquidity auction mechanism design and the interbank market
    by Ollikka, Kimmo & Tukiainen , Janne
  • 2013 Unconventional government debt purchases as a supplement to conventional monetary policy
    by Ellison , Martin & Tischbirek , Andreas
  • 2013 Structural features and interest-rate dynamics of Russia’s interbank lending market
    by Egorov, Alexey & Kovalenko , Olga
  • 2013 On the use of sterilisation bonds in emerging Asia
    by Mehrotra, Aaron
  • 2013 Are there any Animal Spirits behind the Scenes of the Euro area Sovereign Debt Crisis?
    by Emmanuel Mamatzakis
  • 2013 Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds
    by Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias
  • 2013 On the time-varying relationship between EMU sovereign spreads and their determinants
    by António Afonso & Michael G. Arghyrou & George Bagdatoglou & Alexandros Kontonikas
  • 2013 Temporary and Persistent Fiscal Policy Shocks
    by Sergio Sola
  • 2013 Fiscal Policy, Interest Rates and Risk Premia in Open Economy
    by Salvatore Dell'Erba & Sergio Sola
  • 2013 Russia’s Monetary Policy in 2012
    by Natalia Luksha & Pavel Trunin
  • 2013 The stimulative effect of forward guidance
    by Gavin, William T. & Keen, Benjamin D. & Richter, Alexander & Throckmorton, Nathaniel
  • 2013 A Portfolio-Balance Approach to the Nominal Term Structure
    by King, Thomas B.
  • 2013 Modeling yields at the zero lower bound: are shadow rates the solution?
    by Christensen, Jens H.E. & Rudebusch, Glenn D.
  • 2013 A probability-based stress test of Federal Reserve assets and income
    by Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D.
  • 2013 Not so fast: high-frequency financial data for macroeconomic event studies
    by Ozdagli, Ali K.
  • 2013 The monetary transmission mechanism in France: effects of the policy interest rate on bank interest rates and credit conditions
    by Paul Hubert & Mathilde Viennot
  • 2013 Monetary Transmission to UK Retail Mortgage Rates before and after August 2007
    by Jack R. Rogers
  • 2013 Dynamic stochastic general equilibrium model with banks and endogenous defaults of firms
    by Sergei Ivashchenko
  • 2013 Financial Intermediation, House Prices, and the Distributive Effects of the U.S. Great Recession
    by Dominik Menno & Tommaso Oliviero
  • 2013 A Robust Approach to Risk Aversion
    by Antoine Bommier & François Le Grand
  • 2013 Long-Run Price Elasticities of Demand for Credit: Evidence from a Countrywide Field Experiment in Mexico
    by Dean Karlan & Jonathan Zinman
  • 2013 An Estimated Dynamic Stochastic General Equilibrium Model for Armenian Economy
    by Barseghyan Gayane
  • 2013 Efficient Jacobian evaluations for estimating zero lower bound term structure models
    by Leo Krippner
  • 2013 Faster solutions for Black zero lower bound term structure models
    by Leo Krippner
  • 2013 A tractable framework for zero-lower-bound Gaussian term structure models
    by Leo Krippner
  • 2013 What's in a Second Opinion? Shadowing the ECB and the Bank of England
    by Matthias Neuenkirch & Pierre L. Siklos
  • 2013 Asymmetry in Government Bond Returns
    by Ippei Fujiwara & Lena Mareen Korber & Daisuke Nagakura
  • 2013 Global House Price Fluctuations: Synchronization and Determinants
    by Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones
  • 2013 Unspanned Macroeconomic Factors in the Yields Curve
    by Laura Coroneo & Domenico Giannone & Michèle Modugno
  • 2013 Asymmetry in Government Bond Returns
    by Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura
  • 2013 Asymmetry in Government Bond Returns
    by Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura
  • 2013 Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box
    by Rustam Jamilov & Balázs Égert
  • 2013 Are European sovereign bonds fairly priced? The role of modeling uncertainty
    by Leo de Haan & Jeroen Hessel & Jan Willem van den End
  • 2013 Determinants of the rate of the Dutch unsecured overnight money market
    by Ronald Heijmans & Lola Hern�ndez & Richard Heuver
  • 2013 Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis
    by Christopher F. Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan
  • 2013 The Interest Rate and Capital Durability, and the Importance of Methodological Pluralism
    by Roder van Arkel & Koen Vermeylen
  • 2013 Prediction Bias Correction for Dynamic Term Structure Models
    by Eran Raviv
  • 2013 Estimating Implied Recovery Rates from the Term Structure of CDS Spreads
    by Marcin Jaskowski & Michael McAleer
  • 2013 Does Monetary Policy Respond to Commodity Price Shocks?
    by Ano Sujithan, Kuhanathan & Koliai, Lyes & Avouyi-Dovi, Sanvi
  • 2013 Asymmetry in government bond returns
    by Daisuke Nagakura & Lena Mareen Korber & Ippei Fujiwara
  • 2013 Linkages between the Eurozone and the South-Eastern European Countries: A Global VAR Analysis
    by Minoas Koukouritakis & Athanasios Papadopoulos & Andreas Yannopoulos
  • 2013 Transmission Effects in the Presence of Structural Breaks: Evidence from South-Eastern European Countries
    by Minoas Koukouritakis & Athanasios Papadopoulos & Andreas Yannopoulos
  • 2013 Linkages between the Eurozone and the South-Eastern European Countries: A VECMX* Analysis
    by Minoas Koukouritakis & Athanasios Papadopoulos & Andreas Yannopoulos
  • 2013 Was there a « Greenspan Conundrum » in the Euro area?
    by G. LAMÉ
  • 2013 Regime Switching and Bond Pricing
    by Christian Gouriéroux & Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne
  • 2013 Was there a "Greenspan conundrum" in the Euro Area ?
    by Gildas Lamé
  • 2013 Some Lessons from Six Years of Practical Inflation Targeting
    by Svensson, Lars E O
  • 2013 Identifying Taylor rules in macro-finance models
    by Backus, David & Chernov, Mikhail & Zin, Stanley E.
  • 2013 Long-Run Price Elasticities of Demand for Credit: Evidence from a Countrywide Field Experiment in Mexico
    by Karlan, Dean S. & Zinman, Jonathan
  • 2013 Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt
    by Guibaud, Stéphane & Nosbusch, Yves & Vayanos, Dimitri
  • 2013 Identification and Inference Using Event Studies
    by Gürkaynak, Refet S. & Wright, Jonathan
  • 2013 Forecasting Latin-American yield curves: An artificial neural network approach
    by Daniel Vela
  • 2013 Long-Term Interest Rates and Public Debt Maturity
    by Ieva Sakalauskaite & Roel Beetsma & Massimo Giuliodori
  • 2013 Credit Shocks and Macroeconomic Fluctuations in Emerging Markets
    by Houssa Romain & Jolan Mohimont & Chris Otrok
  • 2013 Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box
    by Rustam Jamilov & Balazs Egert
  • 2013 Asset Pricing with Uncertain Betas: A Long-Term Perspective
    by Christian Gollier
  • 2013 Fiscal Policy and the Nominal Term Premium
    by Kaszab, Lorant & Marsal, Ales
  • 2013 A Search-Theoretic Model of the Term Premium
    by Athanasios Geromichalos & Lucas Herrenbrueck & Kevin Salyer
  • 2013 Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields?
    by Doran, David & Dunne, Peter & Monks, Allen & O'Reilly, Gerard
  • 2013 Determinants of Short-term Lender Location and Interest Rates
    by Taylor J. Canann & Richard W. Evans
  • 2013 Linkages between the euro zone and the south-eastern European countries: a global VAR analysis
    by Minoas Koukouritakis & Athanasios P. Papadopoulos & Andreas Yannopoulos
  • 2013 Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises
    by Christopher F. Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan
  • 2013 Inferring interbank loans and interest rates from interbank payments - an evaluation
    by Q. Farooq Akram & Casper Christophersen
  • 2013 Announcements of interest rate forecasts: Do policymakers stick to them?
    by Nikola Mirkov & Gisle James Natvik
  • 2013 The dynamics of bank loans short-term interest rates in the Euro area: what lessons can we draw from the current crisis?
    by Avouyi-Dovi, S. & Horny, G. & Sevestre, P.
  • 2013 Regime Switching and Bond Pricing
    by Gouriéroux, C. & Monfort, A. & Pegoraro, F. & Renne, J-P.
  • 2013 Pricing Default Events: Surprise, Exogeneity and Contagion
    by Gouriéroux, C. & Monfort, A. & Renne, J-P.
  • 2013 Credit and Liquidity in Interbank Rates: a Quadratic Approach
    by Dubecq, S. & Monfort, A. & Renne, J-P. & Roussellet, G.
  • 2013 Market-implied inflation and growth rates adversely affected by the Brent
    by Cette, G. & de Jong, M.
  • 2013 Forecasting the Term Structure of Interest Rates in Mexico Using an Affine Model
    by Rocío Elizondo
  • 2013 The management of interest rate risk during the crisis: evidence from Italian banks
    by Lucia Esposito & Andrea Nobili & Tiziano Ropele
  • 2013 The impact of the sovereign debt crisis on bank lending rates in the euro area
    by Stefano Neri
  • 2013 Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk
    by Emma Berenguer & Ricardo Gimeno & Juan M. Nave
  • 2013 Why Do Emerging Markets Liberalize Capital Outflow Controls? Fiscal versus Net Capital Flow Concerns
    by Joshua Aizenman & Gurnain Pasricha
  • 2013 Money Market Rates and Retail Interest Regulation in China: The Disconnect between Interbank and Retail Credit Conditions
    by Nathan Porter & TengTeng Xu
  • 2013 A New Linear Estimator for Gaussian Dynamic Term Structure Models
    by Antonio Diez de los Rios
  • 2013 On the Predictive Power of Yield Spread for Future Growth and Recession: The Turkish Case
    by Huseyin Kaya
  • 2013 The Fiscal Limit and Non-Ricardian Consumers
    by Alexander W. Richter
  • 2013 Changes in persistence, spurious regressions and the Fisher hypothesis
    by Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega
  • 2013 The development of financial markets and financial theory: 50 years of interaction
    by Morten Balling & Ernest Gnan
  • 2013 States, Banks and the Financing of the Economy: Monetary Policy and Regulatory Perspectives
    by Morten Balling & Patricia Jackson & Ernest Gnan & Jean-Pierre Danthine & Jean-Charles Rochet & Lorenzo Bini Smaghi & Thorvald Grung Moe & Malgorzata Pawlowska & Jerzy Marzec & Andrew R. Gimber & Alex Cukierman & Edward J. Kane & D. Wilson Ervin & Stephen G. Cecchetti
  • 2013 States, Banks, and the Financing of the Economy: Fiscal Policy and Sovereign Risk Perspectives
    by Morten Balling & Peter Egger & Ernest Gnan & Axel A. Weber & Harald W. Stieber & Stavros Vourloumis & António Afonso & João Tovar Jalles & Franco Bruni & André van Poeck & Maartje Wijffelaars & Séverine Menguy & Wim Boonstra & Allard Bruinshoofd & Aneta Hryckiewicz
  • 2013 Stress-Test Exercises and the Pricing of Very Long-Term Bonds
    by Dubecq, Simon
  • 2013 Risks And Constraints For The Monetary Stability
    by MILEA, Camelia
  • 2013 What Does the Yield Curve Tell Us about Exchange Rate Predictability?
    by Yu-chin Chen & Kwok Ping Tsang
  • 2013 Interbank Interest Rate Transmission In The Baltic Countries
    by Marianna SINICÁKOVÁ & Veronika ŠULIKOVÁ
  • 2013 Interest Rate Transmission Mechanism In V4 Countries
    by Ludmila BARTOKOVA & Julia DURCOVA
  • 2013 Meta-Analysis Combining Cluster Analysis And Multidimensional Scaling – Categorisation Of Signs Of The European Union Countries´ Insolvency
    by Alena ANDREJOVSKÁ
  • 2013 A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data
    by Robert Faff & Sirimon Treepongkaruna
  • 2013 Parametric Yield Curve Modeling In An Illiquid And Undeveloped Financial Market
    by Zoricic, Davor & Orsag, Silvije
  • 2013 The Analysis of Relationship between the Rate of Stock Return and Interest Rate with Nonlinear Methods: The Case of Turkey
    by Ekrem Akbas, Yusuf
  • 2013 Bank Risk-Taking in CEE Countries
    by Georgios P. Kouretas & Chris Tsoumas
  • 2013 An Interpretation of Interest Rates Variability in Dealer´s Model of Optimal Interest Margin
    by Karel Brůna & Jiří Korbel
  • 2013 Walking Hand in Hand: Fiscal Policy and Growth in Advanced Economies
    by Carlo Cottarelli & Laura Jaramillo
  • 2013 Europe, Time to Wake Up! Change of monetary policy instruments — reduction of public debt (interest burdens), system of fiscal and monetary objectives — central bank independence
    by Tamás Bánfi & Attila Bánfi & Zoltán Bánfi
  • 2013 The Euro Changeover Monetary Strategies of the European States that Joined the European Union: Bulgaria, Romania, Hungary, Czech Republic and PolandAbstract:One of the most ambitious projects undertaken by the European Union focuses on its own expansion, through the reunification of the European continent, its people and legislative framework. The desire to become members of the European Union has led to decisions on democracy and market economy and encouraged the continuation of the tendency to reform. These new states had to undertake a series of reforms in the legislation in order to align to the requirements of the Maastricht criteria for adopting euro and becoming mmembers of the European Monetary Union, for completing their integration process
    by Radulescu Magdalena & Stanciu Radu
  • 2013 Macroeconomic, Market and Bank-Specific Determinants of the Net Interest Margin in Austria
    by Ulrich Gunter & Gerald Krenn & Michael Sigmund
  • 2013 Private Sector Debt in CESEE EU Member States
    by Mathias Lahnsteiner
  • 2013 Are We Going to Have Deflation and Current Account Surpluses? [Vom avea deflaţie şi surplusuri de cont curent?]
    by Croitoru Lucian
  • 2013 Do Budget Deficits Raise Interest Rates in Nepal?
    by Shoora B. Paudyal
  • 2013 Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms
    by Ivashchenko, S.
  • 2013 Causes and implications of the low level of the risk-free interest rate
    by J. Boeckx & N. Cordemans & M. Dossche
  • 2013 The Contagion of the Greek Fiscal Crisis and Structural Changes in the Euro Sovereign Bond Markets
    by Tomoo Inoue & Atsushi Masuda & Hitoshi Oshige
  • 2013 Neutral interest rate in Hungary
    by Dániel Baksa & Dániel Felcser & Ágnes Horváth & Norbert Kiss M. & Csaba Köber & Balázs Krusper & Gábor Dániel Soós & Katalin Szilágyi
  • 2013 Reasons for the LIBOR review and its effects on international interbank reference rate quotations
    by Szilárd Erhart & Imre Ligeti & Zoltán Molnár
  • 2013 Interest Rate Pass-Through: Empirical Evidence from Pakistan
    by Sheikh Khurram Fazal & Muhammad Abdus Salam
  • 2013 A European History Lesson for Today’s Central Bankers
    by Hanno Lustig
  • 2013 Monetary Aggregates and the Central Bank’s Financial Stability Mandate Money is the balance sheet counterpart to bank lending. As such, highly procyclical components of money reflect incremental bank lending that may reverse abruptly as financial conditions deteriorate. Components of monetary aggregates that correspond to cross-border banking sector flows depend sensitively on both domestic and global financial factors and display a procyclical pattern that may be utilized in constructing a set of indicators of the vulnerability of the financial system to crises. We illustrate our arguments by drawing on the experience of Korea and by presenting an empirical analysis of crossborder banking flows into "demand-pull" and "supply-push"
    by Hyun Jeong Kim & Hyun Song Shin & Jacho Yun
  • 2013 Horizontalists, verticalists, and structuralists: the theory of endogenous money reassessed
    by Thomas I. Palley
  • 2013 Horizontalists and Verticalists after 25 years
    by James Culham & John E. King
  • 2013 An endogenous money perspective on the post-crisis monetary policy debate
    by Scott T. Fullwiler
  • 2013 Economic theory and policy: a coherent post-Keynesian approach
    by Philip Arestis
  • 2013 Convention, interest rates and monetary policy: a post-Keynesian–French-conventions-school approach
    by André de Melo Modenesi & Rui Lyrio Modenesi & José Luis Oreiro & Norberto Montani Martins
  • 2013 Estimating the spot rate curve using the Nelson–Siegel model
    by Annaert, Jan & Claes, Anouk G.P. & De Ceuster, Marc J.K. & Zhang, Hairui
  • 2013 The Canadian macroeconomy and the yield curve: A dynamic latent factor approach
    by Lange, Ronald H.
  • 2013 The Spanish term structure of interest rates revisited: Cointegration with multiple structural breaks, 1974–2010
    by Esteve, Vicente & Navarro-Ibáñez, Manuel & Prats, María A.
  • 2013 New tips from TIPS: Identifying inflation expectations and the risk premia of break-even inflation
    by Zeng, Zheng
  • 2013 Do FOMC forecasts add value to staff forecasts?
    by Ellis, Michael A. & Liu, Dandan
  • 2013 Inflation ambiguity and the term structure of U.S. Government bonds
    by Ulrich, Maxim
  • 2013 The effect of underreporting on LIBOR rates
    by Monticini, Andrea & Thornton, Daniel L.
  • 2013 Predicting output using the entire yield curve
    by Abdymomunov, Azamat
  • 2013 Quantile cointegration analysis of the Fisher hypothesis
    by Tsong, Ching-Chuan & Lee, Cheng-Feng
  • 2013 Macro-prudential policies to mitigate financial system vulnerabilities
    by Claessens, Stijn & Ghosh, Swati R. & Mihet, Roxana
  • 2013 Friedman's monetary economics in practice
    by Nelson, Edward
  • 2013 Behind closed doors: Revealing the ECB's decision rule
    by Hayo, Bernd & Méon, Pierre-Guillaume
  • 2013 Interest rate pass-through in the EMU – New evidence from nonlinear cointegration techniques for fully harmonized data
    by Belke, Ansgar & Beckmann, Joscha & Verheyen, Florian
  • 2013 What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk
    by Aizenman, Joshua & Hutchison, Michael & Jinjarak, Yothin
  • 2013 Real effects of quantitative easing at the zero lower bound: Structural VAR-based evidence from Japan
    by Schenkelberg, Heike & Watzka, Sebastian
  • 2013 Rare event risk and emerging market debt with heterogeneous beliefs
    by Dieckmann, Stephan & Gallmeyer, Michael
  • 2013 Predicting severe simultaneous recessions using yield spreads as leading indicators
    by Christiansen, Charlotte
  • 2013 The term structure of interbank risk
    by Filipović, Damir & Trolle, Anders B.
  • 2013 Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs
    by Joslin, Scott & Le, Anh & Singleton, Kenneth J.
  • 2013 General equilibrium with heterogeneous participants and discrete consumption times
    by Vasicek, Oldrich Alfons
  • 2013 Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply
    by D’Amico, Stefania & King, Thomas B.
  • 2013 Incomplete markets, liquidation risk, and the term structure of interest rates
    by Challe, Edouard & Le Grand, François & Ragot, Xavier
  • 2013 Strategic behavior of Federal Open Market Committee board members: Evidence from members’ forecasts
    by Nakazono, Yoshiyuki
  • 2013 Asymmetry in government bond returns
    by Fujiwara, Ippei & Körber, Lena Mareen & Nagakura, Daisuke
  • 2013 Testing the expectations hypothesis of the term structure with permanent-transitory component models
    by Casalin, Fabrizio
  • 2013 The interbank market after the financial turmoil: Squeezing liquidity in a “lemons market” or asking liquidity “on tap”
    by De Socio, Antonio
  • 2013 The expectations hypothesis: New hope or illusory support?
    by Jitmaneeroj, Boonlert & Wood, Andrew
  • 2013 No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth
    by Jardet, Caroline & Monfort, Alain & Pegoraro, Fulvio
  • 2013 Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009
    by Liu, Zhuoshi & Spencer, Peter
  • 2013 The information content of Eonia swap rates before and during the financial crisis
    by Hernandis, Lucía & Torró, Hipòlit
  • 2013 The Federal Reserve’s balance sheet and overnight interest rates: Empirical modeling of exit strategies
    by Marquez, Jaime & Morse, Ari & Schlusche, Bernd
  • 2013 The leading indicator property of the term spread and the monetary policy factors in Japan
    by Nakaota, Hiroshi & Fukuta, Yuichi
  • 2013 Policy commitment and market expectations: Lessons learned from survey based evidence under Japan's quantitative easing policy
    by Nakazono, Yoshiyuki & Ueda, Kozo
  • 2013 The contribution of US bond demand to the US bond yield conundrum of 2004–2007: An empirical investigation
    by Goda, Thomas & Lysandrou, Photis & Stewart, Chris
  • 2013 The pricing behaviour of Australian banks and building societies in the residential mortgage market
    by Valadkhani, Abbas
  • 2013 Competition in banks’ lending business and its interference with ECB monetary policy
    by Brämer, Patrick & Gischer, Horst & Richter, Toni & Weiß, Mirko
  • 2013 International Bond Risk Premia
    by Dahlquist, Magnus & Hasseltoft, Henrik
  • 2013 Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?
    by Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek
  • 2013 The realized forward term premium in the repo market
    by Kopchak, Seth J.
  • 2013 The zero-lower bound on interest rates: Myth or reality?
    by Jarrow, Robert A.
  • 2013 Term structure dynamics with macro-factors using high frequency data
    by Kim, Hwagyun & Park, Hail
  • 2013 Macro-expectations, aggregate uncertainty, and expected term premia
    by Dick, Christian D. & Schmeling, Maik & Schrimpf, Andreas
  • 2013 A survey on time-varying parameter Taylor rule: A model modified with interest rate pass-through
    by Yüksel, Ebru & Metin-Ozcan, Kivilcim & Hatipoglu, Ozan
  • 2013 Monetary policy regimes and the term structure of interest rates
    by Bikbov, Ruslan & Chernov, Mikhail
  • 2013 Testing the predictive power of the term structure without data snooping bias
    by Kao, Yi-Cheng & Kuan, Chung-Ming & Chen, Shikuan
  • 2013 High yield spreads, real economic activity, and the financial accelerator
    by De Pace, Pierangelo & Weber, Kyle D.
  • 2013 An alternative approach to the modelling of interest rate pass through and asymmetric adjustment
    by Valadkhani, Abbas & Bollen, Bernard
  • 2013 Euler equations and money market interest rates: The role of monetary policy and risk premium shocks
    by Gareis, Johannes & Mayer, Eric
  • 2013 Are time preferences for risky outcomes, riskless outcomes and commodities really different?
    by Shavit, Tal & Benzion, Uri & Shapir, Offer Moshe & Galil, Koresh
  • 2013 E-stability in the stochastic Ramsey model
    by Evans, George W. & Mitra, Kaushik
  • 2013 The yield spread puzzle and the information content of SPF forecasts
    by Lahiri, Kajal & Monokroussos, George & Zhao, Yongchen
  • 2013 Measuring the stance of monetary policy in zero lower bound environments
    by Krippner, Leo
  • 2013 How do banks' stock returns respond to monetary policy committee announcements in Turkey? Evidence from traditional versus new monetary policy episodes
    by Küçükkocaoğlu, Güray & Ünalmış, Deren & Ünalmış, İbrahim
  • 2013 Modifying Taylor reaction functions in the presence of the zero‐lower‐bound — Evidence for the ECB and the Fed
    by Belke, Ansgar & Klose, Jens
  • 2013 New evidence of heterogeneous bank interest rate pass-through in the euro area
    by Bernhofer, Dominik & van Treeck, Till
  • 2013 Price and liquidity puzzles of a monetary shock: Evidence from indebted African economies
    by Muhanji, Stella & Malikane, Christopher & Ojah, Kalu
  • 2013 Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates
    by Papadamou, Stephanos
  • 2013 Forecasting the yield curve and the role of macroeconomic information in Turkey
    by Kaya, Huseyin
  • 2013 Estimating inflation compensation for Turkey using yield curves
    by Duran, Murat & Gülşen, Eda
  • 2013 Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices
    by Wang, Yu Shan & Chueh, Yen Ling
  • 2013 Credibility and monetary transmission channels under inflation targeting: An econometric analysis from a developing country
    by Montes, Gabriel Caldas
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  • 2012 Why Are Target Interest Rate Changes So Persistent?
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  • 2011 Mean Reversion in the Real Interest Rate and the Effects of Calculating Expected Inflation
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  • 2011 The Pricing of the Option Implicitly Granted by the Italian Treasury to the Specialists in the Reserved Auction Reopening
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  • 2011 Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description
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  • 2011 Stochastic Correlation and Risk Premia in Term Structure Models
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  • 2011 Affine Term Structure Constraints on Euribor data
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  • 2011 Exploring Survey-Based Inflation Forecasts
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  • 2011 Quantitative Easing: A Keynesian Critique
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  • 2011 The Dynamics of Energy-Grain Prices with Open Interest
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  • 2011 Turkiye Icin Getiri Egrileri Kullanilarak Enflasyon Telafisi Tahmin Edilmesi
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  • 2011 Mortgage Rate Pass-Through in Switzerland
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  • 2011 A Disequilibrium Model Of The Interest Rate
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  • 2011 Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market
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    by Delis, Manthos D & Hasan, Iftekhar & Mylonidis, Nikolaos
  • 2011 Are domestic banks' pass through higher than foreign banks? Empirical evidence from Pakistan
    by Mohsin, Hasan Muhammad & Rivers, P
  • 2011 Equilibrium selection in a cashless economy with transaction frictions in the bond market
    by Marzo, Massimiliano & Zagaglia, Paolo
  • 2011 Impact of Monetary Policy on the Volatility of Stock Market in Pakistan
    by Qayyum, Abdul & Anwar, Saba
  • 2011 The pure logic of value, profit, interest
    by Kakarot-Handtke, Egmont
  • 2011 Predicting Output and Inflation in Less Developed Financial Markets Using the Yield Curve: Evidence from Malaysia
    by Abdul Majid, Muhamed Zulkhibri
  • 2011 Quantitative and credit easing policies at the zero lower bound on the nominal interest rate
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  • 2011 Are Dynamically Inefficient Equilibria Learnable?
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  • 2011 Microcrédito Y Crecimiento Regional En El Perú
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  • 2011 Estimation Of A Time Varying Natural Interest Rate For Peru
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  • 2011 Trend Inflation, Wage Indexation, and Determinacy in the U.S
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  • 2011 Explaining the Interest-Rate-Growth Differential Underlying Government Debt Dynamics
    by David Turner & Francesca Spinelli
  • 2011 Interest Rate Pass-through During the Global Financial Crisis: The Case of Sweden
    by Niels-Jakob Harbo Hansen & Peter Welz
  • 2011 Principles and Trade-Offs when Making Issuance Choices in the UK
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  • 2011 Credit Default Swaps and Sovereign Debt Markets
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  • 2011 Determinants of Credit Default Swaps in International Markets
    by M. Kabir Hassan & Thiti S. Ngow & Jung Suk-Yu
  • 2011 Fractional integration and the volatility of UK interest rates
    by Simeon Coleman and Kavita Sirichand
  • 2011 Persistent Liquidity Effects and Long Run Money Demand
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  • 2011 Equity Yields
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  • 2011 What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk
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  • 2011 What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound?
    by Jonathan H. Wright
  • 2011 Risk, Monetary Policy and the Exchange Rate
    by Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò
  • 2011 The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment
    by James D. Hamilton & Jing Cynthia Wu
  • 2011 Testable Implications of Affine Term Structure Models
    by James D. Hamilton & Jing Cynthia Wu
  • 2011 Pride Goes Before a Fall: Federal Reserve Policy and Asset Markets
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  • 2011 Monetary policy in a non-representative agent economy: A survey
    by Michał Brzoza-Brzezina & Marcin Kolasa & Grzegorz Koloch & Krzysztof Makarski & Michal Rubaszek
  • 2011 Determinants of credit to households in a life-cycle model
    by Michal Rubaszek & Dobromil Serwa
  • 2011 Behind closed doors: Revealing the ECB’s Decision Rule
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  • 2011 Cross-Checking Optimal Monetary Policy with Information from the Taylor Rule
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  • 2011 What’s in a Second Opinion? Shadowing the ECB and the Bank of England
    by Matthias Neuenkirch & Pierre Siklos
  • 2011 Reputation and Forecast Revisions: Evidence from the FOMC
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  • 2011 Are Unconventional Monetary Policies Effective?
    by Urszula Szczerbowicz
  • 2011 Monetary Policy, Liquidity Stress and Learning Dynamics
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  • 2011 Productivity Shocks, Stabilization Policies and the Dynamics of Net Foreign Assets
    by Giorgio Di Giorgio & Salvatore Nistico'
  • 2011 Financial Intermediation in an Overlapping Generations Model with Transaction Costs
    by Jos van Bommel & Augusto Hasman & Margarita Samartin
  • 2011 Financial Intermediation in an Overlapping Generations Model with Transaction Costs
    by Jos van Bommel & Augusto Hasman & Margarita Samartin
  • 2011 Housing and Banking in a Small Open Economy DSGE Model
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  • 2011 Is There Room for Bulls, Bears, and States in the Circuit?
    by L. Randall Wray
  • 2011 Fractional integration and the volatility of UK interest rates
    by Simeon Coleman & Kavita Sirichand
  • 2011 The Forward Rate Premium Puzzle: A Resolution?
    by Stephen Hall & P. A. V. B. Swamy & George S. Tavlas & Amangeldi Kenjegaliev
  • 2011 Volatility, Money Market Rates, and the Transmission of Monetary Policy
    by Seth B. Carpenter & Selva Demiralp
  • 2011 Demasking the impact of microfinance
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  • 2011 The safe are rationed, the risky not – an extension of the Stiglitz-Weiss model
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  • 2011 To switch or not to switch - Can individual lending do better in microfinance than group lending?
    by Helke Waelde
  • 2011 What Might Central Banks Lose or Gain in Case of Euro Adoption – A GARCH-Analysis of Money Market Rates for Sweden, Denmark and the UK
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  • 2011 Fiscal policy, trigger points and interest rates: Additional evidence from the U.S
    by Gerhard Reitschuler & Rupert Sendlhofer
  • 2011 Policy Commitment and Market Expectations: Lessons Learned from Survey Based Evidence under Japan's Quantitative Easing Policy
    by Yoshiyuki Nakazono & Kozo Ueda
  • 2011 Crédito, Exceso de Toma de Riesgo, Costo del Crédito y Ciclo Económico en Chile
    by Carlos Garcia & Andrés Sagner
  • 2011 Monetary Policy, Determinacy, and the Natural Rate Hypothesis
    by Alexander Meyer-Gohde
  • 2011 Mean-Variance Cointegration and the Expectations Hypothesis
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  • 2011 Sticky Information and Determinacy
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  • 2011 A Macro-Finance Approach to Exchange Rate Determination
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  • 2011 Combining liquidity usage and interest rates on overnight loans: an oversight indicator
    by Laine, Tatu & Nummelin, Tuomas & Snellman, Heli
  • 2011 Policy change and learning in the RBC model
    by Mitra , Kaushik & Evans , George W. & Honkapohja , Seppo
  • 2011 Expected fiscal policy and interest rates in open economy
    by Salvatore Dell’Erba, Sergio Sola
  • 2011 Are unconventional monetary policies effective?
    by Urszula Szcserbowicz &
  • 2011 The EMU sovereign-debt crisis: Fundamentals, expectations and contagion
    by Michael G. Arghyrou & Alexandros Kontonikas
  • 2011 Investment and interest rate policy in the open economy
    by Stephen McKnight
  • 2011 Real indeterminacy and the timing of money in open economies
    by Stephen McKnight
  • 2011 Asymmetric Adjustment in the Ethanol and Grains Markets
    by Chang, C-L. & Chen, L.H. & Hammoudeh, S.M. & McAleer, M.J.
  • 2011 El papel de la tasa de interés real en el ciclo económico de México
    by Arturo Antón-Sarabia & Alan Villegas
  • 2011 Modifying Gaussian term structure models when interest rates are near the zero lower bound
    by Leo Krippner
  • 2011 A SVECM Model of the UK Economy and The Term Premium
    by MARDI DUNGEY & M.TUGRUL VEHBI
  • 2011 Impact of US Quantitative Easing Policy on Emerging Asia
    by Peter J. Morgan
  • 2011 Impact of US Quantitative Easing Policy on Emerging Asia
    by Peter J. Morgan
  • 2011 Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model
    by Siem Jan Koopman & Michel van der Wel
  • 2011 Multiscale Analysis of the Liquidity Effect
    by Antonis Michis
  • 2011 Credit and Liquidity Risks in Euro-area Sovereign Yield Curves
    by Alain Monfort & Jean-Paul Renne
  • 2011 Financial Intermediation in an Overlapping Generations Model with Transaction Costs
    by Jos van Bommel & Augusto Hasman & Margarita Samartin
  • 2011 A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets
    by Acharya, Viral V & Skeie, David
  • 2011 Properties of Foreign Exchange Risk Premiums
    by Sarno, Lucio & Schneider, Paul & Wagner, Christian
  • 2011 Determinantes del margen de intermediación en el sector bancario colombiano para el periodo 2000 - 2010
    by Escobar, Perla & Gómez, Julián
  • 2011 The contribution of us bond demand to the us bond yield conundrum of 2004 to 2007: an empirical investigation
    by Thomas Goda & Photis Lysandrou & Chris Stewart
  • 2011 Mercado interbancario colombiano y manejo de liquidez del Banco de la República
    by Pamela A. Cardozo & Carlos A. Huertas C. & Julián A. Parra P. & Lina V. Patiño Echeverri
  • 2011 Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy?
    by Jaromir Baxa & Roman Horvath & Borek Vasicek
  • 2011 Financial Contagion and the European Debt Crisis
    by Sebastian Missio & Sebastian Watzka
  • 2011 External Sovereign Debt in a Monetary Union: Bailouts and the Role of Corruption
    by Carolina Achury & Christos Koulovatianos & John D. Tsoukalas
  • 2011 Real Effects of Quantitative Easing at the Zero-Lower Bound: Structural VAR-based Evidence from Japan
    by Heike Schenkelberg & Sebastian Watzka
  • 2011 In Search of a Theory of Debt Management
    by Elisa Faraglia & Albert Marcet & Andrew Scott
  • 2011 House Price Booms and the Current Account
    by Klaus Adam & Pei Kuang & Albert Marcet
  • 2011 The Dynamics of Energy-Grain Prices with Open Interest
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  • 2011 The Impact of Macroeconomic News on Bond Yields: (In)Stabilities over Time and Relative Importance
    by Liebermann, Joelle
  • 2011 Metas de Inflação, Crescimento e Estabilidade Macroeconômica Uma análise a partir de um modelo póskeynesianomacrodinâmico não-linear
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  • 2011 U.S. Treasury Auction Yields During Boom, Bust, and Quantitative Easing: Role for Fed and Foreign Purchasers
    by Catherine L. Mann & Oren Klachkin
  • 2011 Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market
    by M. Marzo & P. Zagaglia
  • 2011 The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil
    by M. Marzo & L. Zhoushi & P. Zagaglia
  • 2011 An estimated DSGE model: explaining variation in term premia
    by Andreasen, Martin
  • 2011 A global model of international yield curves: no-arbitrage term structure approach
    by Kaminska, Iryna & Meldrum, Andrew & Smith, James
  • 2011 How non-Gaussian shocks affect risk premia in non-linear DSGE models
    by Andreasen, Martin
  • 2011 How do banks’ funding costs affect interest margins?
    by Arvid Raknerud & Bjørn Helge Vatne & Ketil Rakkestad
  • 2011 Why Do Emerging Economies Borrow Short Term?
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  • 2011 Credit and liquidity risks in euro area sovereign yield curves
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    by Delia-Elena Diaconasu & Alexandru Asavoaei
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    by Popescu Dan & Dinculescu Elena –Silvia & Bursugiu Mihaela
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    by P. Stinglhamber & Ch. Van Nieuwenhuyze & M.-D. Zachary
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    by N. Cordemans & M. de Sola Perea
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    by Liu, Zhentao & Asako, Kazumi
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    by Guo, Yingwen & Zhou Z.F., Sherry
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    by Jean-Marie Le Page
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    by Edwin Le Heron
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    by Agénor, Pierre-Richard & Aizenman, Joshua
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    by Fecht, Falko & Nyborg, Kjell G. & Rocholl, Jörg
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    by Kulish, Mariano & Rees, Daniel
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    by Tangman, D.Y. & Thakoor, N. & Dookhitram, K. & Bhuruth, M.
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    by Skinner, Frank S. & Mason, Andrew
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    by Farka, Mira & DaSilva, Amadeu
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    by Rülke, Jan-Christoph & Tillmann, Peter
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    by Hammoudeh, Shawkat & Chen, Li-Hsueh & Yuan, Yuan
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    by Reschreiter, Andreas
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    by Hassan, Rubina & Shahzad, Mirza Muhammad
  • 2011 Does the ECB Rely on a Taylor Rule During the Financial Crisis? Comparing Ex-post and Real Time Data with Real Time Forecasts
    by Ansgar Belke & Jens Klose
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    by Madeleine Gil Ángel & Jacobo Campo Robledo
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    by Elizabeth Aponte Jaramillo
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    by Carolina Osorio
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    by Miguel Urrutia & Jorge Norberto Llano
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    by Joaquim Pinto de Andrade & Manoel Carlos de Castro Pires &
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    by Carlos Montoro & Ramon Moreno
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    by F. Chai. & D-B.Nguyen.
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    by CHAI, F. & NGUYEN, D B.
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    by Giorgio Szego
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    by Clemens Vinícius de A. Nunes & Márcio Holland & Cleomar Gomes da Silva
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    by Ramona-Andreea TEICA
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    by Florin DUMITER
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    by Isaya Maana & Samuel Tiriongo
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    by Fiorella De Fiore & Pedro Teles & Oreste Tristani
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    by Roberto M. Billi
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    by George J. Hall & Thomas J. Sargent
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    by James D. Hamilton & Seth Pruitt & Scott Borger
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    by Hsing, Yu
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    by Harun ALP & Refet GÜRKAYNAK & Hakan KARA & Gürsu KELEŞ & Musa ORAK
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    by Arango, Luis Eduardo & Velandia, Daniel Eduardo
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    by Olga Susana M. Monteiro & Artur C. B. da Silva Lopes
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    by Dick, Christian D. & Schmeling, Maik & Schrimpf, Andreas
  • 2010 Die Weltwirtschaftskrise als Exempel der Überinvestitionstheorie: Komplementäre Erklärungsansätze von v. Hayek/Garrison und Minsky
    by Sell, Friedrich L.
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    by Hein, Eckhard
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    by Berlemann, Michael & Freese, Julia
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    by Abbassi, Puriya & Nautz, Dieter
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    by Bernoth, Kerstin & Erdogan, Burcu
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    by Schultefrankenfeld, Guido
  • 2010 What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?
    by Dötz, Niko & Fischer, Christoph
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    by Gerlach, Stefan & Schulz, Alexander & Wolff, Guntram B.
  • 2010 Monetary policy, housing booms and financial (im)balances
    by Eickmeier, Sandra & Hofmann, Boris
  • 2010 Real Interest Parity in New Europe
    by Robert J. Sonora & Josip Tica
  • 2010 Rethinking the Liquidity Puzzle: Application of a New Measure of the Economic Money Stock
    by Logan Kelly & William Barnett & John Keating
  • 2010 Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?
    by Benjamin Friedman & Kenneth Kuttner
  • 2010 Catching-up and inflation in Europe: Balassa-Samuelson, Engel’s Law and other Culprits
    by Balazs Egert
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    by Rebeca Jimenez-Rodriguez & Amalia Morales-Zumaquero & Balazs Egert
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    by Peter Chobanov & Amine Lahiani & Nikolay Nenovsky
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    by Iris Biefang Frisancho-Mariscal & Peter Howells
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    by Xavier Freixas & Antoine Martin & David Skeie
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    by Thomas I. Palley
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    by Jin Cheng
  • 2010 Conundrum or Complication: A Study of Yield Curve Dynamics under Unusual Economic Conditions and Monetary Policies
    by Peter Cripwell & David Edelman
  • 2010 How Does Monetary Policy Change? Evidence on Inflation Targeting Countries
    by Jaromír Baxa & Roman Horváth & Borek Vasícek
  • 2010 Measuring the Impact of Monetary Policy on Asset Prices in Turkey (Turkiye’de Para Politikasinin Finansal Varlik Fiyatlari Uzerine Etkisi)
    by Murat Duran & Gulserim Ozcan & Pinar Ozlu & Deren Unalmis
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    by Harun Alp & Hakan Kara & Gursu Keles & Refet Gurkaynak & Musa Orak
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    by Petra Gerlach-Kristen & Barbara Rudolf
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    by Samuel Reynard & Andreas Schabert
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    by John B. Taylor
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    by George W. Evans & Seppo Honkapohja & Kaushik Mitra
  • 2010 Understanding Interactions in Social Networks and Committees
    by Arnab Bhattacharjee & Sean Holly
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    by Arnab Bhattacharjee & Sean Holly
  • 2010 Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques
    by Ansgar Belke & Robert Czudaj
  • 2010 (How) Do the ECB and the Fed React to Financial Market Uncertainty? – The Taylor Rule in Times of Crisis
    by Ansgar Belke & Jens Klose
  • 2010 Monetary Policy and Real Estate Prices: A Disaggregated Analysis for Switzerland
    by Berlemann, Michael & Freese, Julia
  • 2010 Uncovering the Common Risk Free Rate in the European Monetary Union
    by Wagenvoort, Rien & Zwart, Sanne
  • 2010 GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries
    by Gogas, Periklis & Pragidis, Ioannis
  • 2010 Forecasting Government Bond Yields with Large Bayesian VARs
    by Andrea Carriero & George Kapetanios & Massimiliano Marcellino
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    by Luciana Barbosa & Sónia Costa
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    by Cebula, Richard
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    by Mitreska, Ana & Kadievska Vojnovic, Maja & Georgievska, Ljupka & Jovanovic, Branimir & Petkovska, Marija
  • 2010 Estimating a monetary policy rule for India
    by Hutchison, Michael & Sengupta, Rajeswari & Singh, Nirvikar
  • 2010 Banking Redefined
    by varma, Vijaya krushna varma
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    by Stefanescu, Razvan & Dumitriu, Ramona
  • 2010 Yield Curve Analysis: Choosing the optimal maturity date of investments and financing
    by Lenz, Rainer
  • 2010 Indian G-Sec Market II: Anatomy of Short Rates
    by Das, Rituparna
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    by Kontek, Krzysztof
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    by Heryan, Tomas & Stavarek, Daniel
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    by Ruiz-Porras, Antonio & Perez-Sicairos, Rene Benjamin
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    by Lenz, Rainer
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    by Solomon, Bernard Daniel
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    by Smant, David / D.J.C.
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    by Alfaro, Rodrigo & Becerra, Juan Sebastian & Sagner, Andres
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    by Ege, Yazgan & Huseyin, Kaya
  • 2010 Financing U.S. debt: Is there enough money in the world – and at what cost?
    by Kitchen, John & Chinn, Menzie
  • 2010 Noncausal Vector Autoregression
    by Lanne, Markku & Saikkonen, Pentti
  • 2010 The rate of interest as a macroeconomic distribution parameter: Horizontalism and Post-Keynesian models of distribution of growth
    by Hein, Eckhard
  • 2010 The interest rate spread as a forecasting tool of greek industrial production
    by Gogas, Periklis & Pragkidis, Ioannis
  • 2010 Rethinking the liquidity puzzle: application of a new measure of the economic money stock
    by Kelly, Logan & Barnett, William A. & Keating, John
  • 2010 Rethinking the Liquidity Puzzle: Application of a New Measure of the Economic Money Stock
    by Kelly, Logan & Barnett, William A. & Keating, John W.
  • 2010 The yield curve and the prediction on the business cycle: a VAR analysis for the European Union
    by Cinquegrana, Giuseppe & Sarno, Domenico
  • 2010 Some empirical evidence of the euro area monetary policy
    by Forte, Antonio
  • 2010 Properties of Foreign Exchange Risk Premia
    by Sarno, Lucio & Schneider, Paul & Wagner, Christian
  • 2010 Estimating a Monetary Policy Rule for India
    by Hutchison, Michael & Sengupta, Rajeswari & Singh, Nirvikar
  • 2010 The Political Economy of the Yield Curve
    by Di Maggio, Marco
  • 2010 Interest rates and bank risk-taking
    by Delis, Manthos D & Kouretas, Georgios
  • 2010 Direct tests of the expectations theory of the term structure: Survey expectations, the term premium and coefficient biases
    by Smant, David / D.J.C.
  • 2010 The yield curve and the macro-economy across time and frequencies
    by Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares
  • 2010 Inflation, Macroeconomic Policy and Hunger: A Variation on a Theme by C. Rangarajan
    by Raghbendra Jha
  • 2010 Does Ricardian Equivalence Hold When Expectations are not Rational?
    by George W. Evans & Seppo Honkapohja
  • 2010 Turkey's Improving Integration with the Global Capital Market: Impacts on Risk Premia and Capital Costs
    by Rauf Gönenç & Saygin Sahinöz & Ozge Tuncel
  • 2010 Catching-up and Inflation in Europe: Balassa-Samuelson, Engel's Law and Other Culprits
    by Balázs Égert
  • 2010 Why are Real Interest Rates in New Zealand so High? Evidence and Drivers
    by Natalie Labuschagne & Polly Vowles
  • 2010 A theoretical foundation for the Nelson and Siegel class of yield curve models, and an empirical application to U.S. yield curve dynamics
    by Leo Krippner
  • 2010 The yield curve and the macro-economy across time and frequencies
    by Luís Francisco Aguiar & Manuel M. F. Martins & Maria Joana Soares
  • 2010 Inflation Targeting
    by Lars E.O. Svensson
  • 2010 Betting Against Beta
    by Andrea Frazzini & Lasse H. Pedersen
  • 2010 An Empirical Analysis of the Swaption Cube
    by Anders B. Trolle & Eduardo S. Schwartz
  • 2010 The Predictive Power of the Yield Curve across Countries and Time
    by Menzie D. Chinn & Kavan J. Kucko
  • 2010 Central Banks and the Financial System
    by Francesco Giavazzi & Alberto Giovannini
  • 2010 Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?
    by Benjamin M. Friedman & Kenneth N. Kuttner
  • 2010 Interest Rate Risk and Other Determinants of Post-WWII U.S. Government Debt/GDP Dynamics
    by George J. Hall & Thomas J. Sargent
  • 2010 The Cross-Section and Time-Series of Stock and Bond Returns
    by Ralph S.J. Koijen & Hanno Lustig & Stijn Van Nieuwerburgh
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    by Giuseppe Ferrero & Alessandro Secchi
  • 2010 Short-run and Long-run Effects of Banking in a New Keynesian Model
    by Miguel Casares & Jean-Christophe Poutineau
  • 2010 Spatial Propagation of Macroeconomic Shocks in Europe
    by Romain Houssa
  • 2010 Macroeconomic stability and the real interest rate: a cross-country analysis
    by Groth, Charlotta & Zampolli, Fabrizio
  • 2010 Politica monetaria, finanza strutturata e mercati finanziari
    by Giorgio PIZZUTTO
  • 2010 Do FOMC Members Herd?
    by Jan-Christoph Rülke & Peter Tillmann
  • 2010 Strategic Forecasting on the FOMC
    by Peter Tillmann
  • 2010 Determinants of Lending Rates and Interest Rate Spreads in Macedonia
    by Ljupka Georgievska & Rilind Kabashi & Nora Manova - Trajkovska & Ana Mitreska & Mihajlo Vaskov
  • 2010 News Shocks and the Slope of the Term Structure of Interest Rates
    by André Kurmann & Christopher Otrok
  • 2010 Productivity Shocks, Stabilization Policies and the Dynamics of Net Foreign Assets
    by Giorgio Di Giorgio & Salvatore Nisticò
  • 2010 Quantitative Easing and Proposals for Reform of Monetary Policy Operations
    by Scott Fullwiler & L. Randall Wray
  • 2010 Changes in Central Bank Procedures during the Subprime Crisis and Their Repercussions on Monetary Theory
    by Marc Lavoie
  • 2010 Global Imbalances, the U.S. Dollar, and How the Crisis at the Core of Global Finance Spread to "Self-insuring" Emerging Market Economies
    by Jorg Bibow
  • 2010 Economic Value of Stock and Interest Rate Predictability in the UK
    by Stephen Hall & Kavita Sirichand
  • 2010 Decision-Based Forecast Evaluation of UK Interest Rate Predictability
    by Stephen Hall & Kavita Sirichand
  • 2010 Asymmetric Adjustments in the Ethanol and Grains Markets
    by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer
  • 2010 Nonlinear Interest Rate Reaction Functions for the UK
    by Ralf Brüggemann & Jana Riedel
  • 2010 Rethinking the Liquidity Puzzle: Application of a New Measure of the Economic Money Stock
    by William Barnett & Logan Kelly & John Keating
  • 2010 Interbank Lending and the Demand for Central Bank Loans - a Simple Microfoundation
    by Markus Pasche
  • 2010 Some preliminary but troubling evidence on group credits in microfinance programmes
    by Helke Waelde
  • 2010 Financial Integration and Growth -Is Emerging Europe Different?
    by Christian Friedrich & Isabel Schnabel & Jeromin Zettelmeyer
  • 2010 Monetary Transmission Right from the Start: The (Dis)Connection Between the Money Market and the ECB’s Main Refinancing Rates
    by Puriya Abbassi & Dieter Nautz
  • 2010 Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour
    by António Afonso & Manuel M. F. Martins
  • 2010 Financial Integration in European Countries: Some Panel Evidence
    by Cândida Ferreira
  • 2010 Short and Long-run Behaviour of Long-term Sovereign Bond Yields
    by António Afonso & Christophe Rault
  • 2010 Pension financing and macroeconomic equilibrium
    by Enrico D’Elia
  • 2010 Institutions and Cyclical Properties of Macroeconomic Policies in the Global Economy
    by César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel.
  • 2010 The Great Moderation and the Decoupling of Monetary Policy from Long-Term Rates in the U.S. and Germany
    by Matthew Greenwood-Nimmo & Yongcheol Shin & Till van Treeck
  • 2010 The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates
    by Junko Koeda & Ryo Kato
  • 2010 The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis
    by Jouchi Nakajima & Shigenori Shiratsuka & Yuki Teranishi
  • 2010 The 2007-? financial crisis: a euro area money market perspective
    by Nuno Cassola & Claudio Morana
  • 2010 Bank and Official Interest Rates: How Do They Interact over Time?
    by G. C. Lim & Sarantis Tsiaplias & C. L. Chua
  • 2010 Monetary Transmission Right from the Start: The (Dis)Connection Between the Money Market and the ECB’s Main Refinancing Rates
    by Puriya Abbassi & Dieter Nautz
  • 2010 What Does the Yield Curve Tell Us about Exchange Rate Predictability?
    by Yu-chin Chen & Kwok Ping Tsang
  • 2010 Search-Theoretic Money, Capital and International Exchange Rate Fluctuations
    by Gomis-Porqueras, Pere & Kam, Timothy & Lee, Junsang
  • 2010 Does Ricardian Equivalence hold when expectations are not rational?
    by Evans , George W & Honkapohja , Seppo & Mitra, Kaushik
  • 2010 Housing loan rate margins in Finland
    by Putkuri, Hanna
  • 2010 The EMU sovereign-debt crisis: Fundamentals, expectations and contagion
    by Michael G. Arghyrou & Alexandros Kontonikas
  • 2010 Interest Rate Co-movements, Global Factors and the Long End of the Term Spread
    by Joseph P. Byrne & Giorgio Fazio & Norbert Fiess
  • 2010 Financial Intermediaries and Transaction Costs
    by Augusto Hasman & Margarita Samartin & Jos van Bommel
  • 2010 How Does Monetary Policy Change? Evidence on Inflation Targeting Countries
    by Jaromír Baxa & Roman Horváth & Bořek Vašíček
  • 2010 Forecasting Government Bond Yields with Large Bayesian VARs
    by A. Carriero & G. Kapetanios & M. Marcellino
  • 2010 Rules and risk in the euro area: does rules-based national fiscal governance contain sovereign bond spreads?
    by Anna Iara & Guntram B. Wolff
  • 2010 Spatial propagation of macroeconomic shocks in Europe
    by Hans DEWACHTER & Romain HOUSSA & Priscilla TOFFANO
  • 2010 Incertidumbre, crecimiento del producto, inflación y depreciación cambiaria en México: Evidencia de modelos GARCH multivariados
    by Rodolfo Cermeño & Benjamín Oliva
  • 2010 Price pressure in the government bond market
    by Robin Greenwood & Dimitri Vayanos
  • 2010 Financial Frictions and Credit Spreads
    by Ke Pang & Pierre L. Siklos
  • 2010 The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010
    by Vicente Esteve & Manuel Navarro-Ibáñez & Maria A. Prats
  • 2010 Monetary Policy and Excessive Bank Risk Taking
    by Itai Agur & Maria Demertzis
  • 2010 Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques
    by Ansgar Belke & Robert Czudaj
  • 2010 Fractional Cointegration in US Term Spreads
    by Guglielmo Maria Caporale & Luis A. Gil-Alana
  • 2010 Global Liquidity, World Savings Glut and Global Policy Coordination
    by Ansgar Belke & Daniel Gros
  • 2010 (How) Do the ECB and the Fed React to Financial Market Uncertainty?: The Taylor Rule in Times of Crisis
    by Ansgar Belke & Jens Klose
  • 2010 Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach
    by Kerstin Bernoth & Burcu Erdogan
  • 2010 Bank Liquidity, Interbank Markets, and Monetary Policy
    by Freixas, X. & Martin, A. & Skeie, D.
  • 2010 The Bond Yield Conundrum: Alternative Hypotheses and the State of the Economy
    by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D.
  • 2010 Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework
    by Jardet, Caroline & Le Fol, Gaëlle
  • 2010 Discounting the Future: the Case of Climate Change
    by Ekeland, Ivar
  • 2010 Monetary Policy, Trend Inflation and the Great Moderation:An Alternative Interpretation
    by Olivier Coibion & Yuriy Gorodnichenko
  • 2010 Anticipations, prime de risque et structure par terme des taux d’intérêt : une analyse des comportements d’experts
    by Georges Prat & Remzi Uctum
  • 2010 The 2007-? financial crisis: a money market perspective
    by Nuno Cassola & Claudio Morana
  • 2010 What Drives the European Central Bank's Interest-Rate Changes?
    by Aastrup, Morten & Jensen, Henrik
  • 2010 Politics and Monetary Policy
    by Ehrmann, Michael & Fratzscher, Marcel
  • 2010 The bond yield conundrum: alternative hypotheses and the state of the economy
    by Eijffinger, Sylvester C. W. & Mahieu, Ronald J & Raes, Louis
  • 2010 Macroeconomics and the Term Structure
    by Gürkaynak, Refet S. & Wright, Jonathan
  • 2010 Banking and Sovereign Risk in the Euro Area
    by Gerlach, Stefan & Schulz, Alexander & Wolff, Guntram B.
  • 2010 Swiss Monetary Policy, 2000-2009
    by Genberg, Hans & Gerlach, Stefan
  • 2010 Forecasting Government Bond Yields with Large Bayesian VARs
    by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano
  • 2010 The Price of Liquidity: Bank Characteristics and Market Conditions
    by Fecht, Falko & Nyborg, Kjell G & Rocholl, Jörg
  • 2010 Does Ricardian Equivalence Hold When Expectations are not Rational?
    by Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik
  • 2010 Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool
    by Pérez-Quirós, Gabriel & Rodriguez Mendizabal, Hugo
  • 2010 Estimations of the natural rate of interest in Colombia
    by Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas
  • 2010 Relación entre variables macro y la curva de rendimientos
    by Luis Fernando Melo Velandia & Giovanni Alfonso Castro Lancheros
  • 2010 Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia
    by Hernando Vargas Herrera & Franz Hamann & Andrés González
  • 2010 A literature review on the tourism-led-growth hypothesis
    by JG. Brida & M. Pulina
  • 2010 Cruise visitors’ intention to return as land tourists and recommend a visited destination. A structural equation model
    by JG. Brida & M. Pulina & E. Riaño & SZ. Aguirre
  • 2010 Financial Frictions and Credit Spreads
    by Ke Pang & Pierre L. Siklos
  • 2010 How Does Monetary Policy Change? Evidence on Inflation Targeting Countries
    by Jaromir Baxa & Roman Horvath & Borek Vasicek
  • 2010 Alternative Models For Hedging Yield Curve Risk: An Empirical Comparison
    by Nicola CARCANO & Hakim DALL'O
  • 2010 The Price of Liquidity: Bank Characteristics and Market Conditions
    by Falko FECHT & Kjell G. NYBORG & Jörg ROCHOLL
  • 2010 Short and Long-run Behaviour of Long-term Sovereign Bond Yields
    by António Afonso & Christophe Rault
  • 2010 Long-run Determinants of Sovereign Yields
    by António Afonso & Christophe Rault
  • 2010 Catching-up and Inflation in Europe: Balassa-Samuelson, Engel's Law and other Culprits
    by Balazs Egert
  • 2010 The VARying Effect of Foreign Shocks in Central and Eastern Europe
    by Rebeca Jiménez-Rodriguez & Amalia Morales-Zumaquero & Balazs Egert
  • 2010 The EMU sovereign-debt crisis: Fundamentals, expectations and contagion
    by Arghyrou, Michael G & Kontonikas, Alexandros
  • 2010 Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors
    by Felix Chan & Michael McAleer & Marcelo C. Medeiros
  • 2010 Asymmetric Adjustments in the Ethanol and Grains Markets
    by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer
  • 2010 Operating Procedures and the Expectations Theory of the Term Structure of Interest Rates: A Note on the New Zealand Experience from 1989 to 2008
    by Alfred Guender & Allan G.J. Wu
  • 2010 Structural Interactions in Spatial Panels
    by Bhattacharjee, A. & Holly, S.
  • 2010 Understanding Interactions in Social Networks and Committees
    by Bhattacharjee, A. & Holly, S.
  • 2010 Rational Partisan Theory, Uncertainty and Spatial Voting: Evidence for the Bank of England’s MPC
    by Bhattacharjee, A. & Holly, S.
  • 2010 Interbank overnight interest rates - gains from systemic importance
    by Q. Farooq Akram & Casper Christophersen
  • 2010 Term structure forecasting using macro factors and forecast combination
    by Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk
  • 2010 Interest rate pass-through in the major European economies - the role of expectations
    by Anindya Banerjee & Victor Bystrov & Paul Mizen
  • 2010 The role of model uncertainty and learning in the U.S. postwar policy response to oil prices
    by Francesca Rondina
  • 2010 Bank Liquidity, Interbank Markets and Monetary Policy
    by Xavier Freixas & Antoine Martin & David Skeie
  • 2010 Incomplete markets, liquidation risk, and the term structure of interest rates
    by Challe, E. & Le Grand, F. & Ragot, X.
  • 2010 Equilibrium yield curves under regime switching
    by Santiago García Verdú
  • 2010 Central banks' macroeconomic projections and learning
    by Giuseppe Ferrero & Alessandro Secchi
  • 2010 The rise of risk-based pricing of mortgage interest rates in Italy
    by Silvia Magri & Raffaella Pico
  • 2010 Credit and banking in a DSGE model of the euro area
    by Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti
  • 2010 Asymmetric standing facilities: an unexploited monetary policy tool
    by Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal
  • 2010 An Assessment of Competition in the Argentine Banking Sector: Empirical Evidence with Data at Bank Level
    by Gustavo Hector González Padilla
  • 2010 Mean-Variance Cointegration and the Expectations Hypothesis
    by Strohsal, Till & Weber, Enzo
  • 2010 Risk and Policy Shocks on the US Term Structure
    by Weber, Enzo & Wolters, Jürgen
  • 2010 The Analytics of New Keynesian Phillips Curves
    by Alfred Maussner
  • 2010 The role of model uncertainty and learning in the U.S. postwar policy response to oil prices
    by Francesca Rondina
  • 2010 State-Dependent Threshold STAR Models
    by Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
  • 2010 The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010
    by Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats
  • 2010 Money, Capital And Exchange Rate Fluctuations
    by Pedro Gomis-Porqueras & Timothy Kam & Junsang Lee
  • 2010 How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models
    by Martin M. Andreasen
  • 2010 Macro Expectations, Aggregate Uncertainty, and Expected Term Premia
    by Christian D. Dick & Maik Schmeling & Andreas Schrimpf
  • 2010 Stochastic Volatility
    by Torben G. Andersen & Luca Benzoni
  • 2010 The Quest for Stability: the macro view
    by Willem H. Buiter & Stefan Gerlach & Clemens J.M. Kool & José Viñals
  • 2010 Yes, we should discount the far-distant future at its lowest possible rate: A resolution of the Weitzman-Gollier puzzle
    by Freeman, Mark C.
  • 2010 The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve
    by Claus Brand & Daniel Buncic & Jarkko Turunen
  • 2010 TCMB Faiz Kararlarinin Hisse Senedi Piyasalari Uzerine Etkisi
    by Murat Duran & Pinar Ozlu & Deren Unalmis
  • 2010 The Yield Curve and the Prediction on the Business Cycle: a Var Analysis for the European Union
    by Giuseppe CINQUEGRANA & Domenico SARNO
  • 2010 Some Empirical Evidence of the Euro Area Monetary Policy
    by Antonio Forte
  • 2010 Discussion: Swiss Monetary Policy 2000-2009
    by Marcel R. Savioz & Maja Ganarin
  • 2010 Swiss Monetary Policy 2000-2009
    by Hans Genberg & Stefan Gerlach
  • 2010 Asymmetric Adjustment in the Lending-Deposit Rate Spread: Evidence from Eastern European Countries
    by Su, Chi Wei & Chang, Hsu Ling
  • 2010 Asset Pricing in a Production Economy with Chew-Dekel Preferences
    by Claudio Campanale & Rui Castro & Gian Luca Clementi
  • 2010 Central Bank´s Foreign Exchange Reserves Accumulation and Dynamics of Banking System Liquidity Absorption: The Case of the Czech Republic, Poland and Hungary
    by Karel Brůna
  • 2010 The Problem of the Yearly Inflation Rate and Its Implications for the Monetary Policy of the Czech National Bank
    by Josef Arlt & Milan Bašta
  • 2010 How Related are Interbank and Lending Interest Rates? Evidence on Selected European Union Countries
    by Tomáš HERYÁN & Daniel STAVÁREK
  • 2010 Monetary Policy Implementation and Liquidity Management of the Czech Banking System
    by Karel BRŮNA
  • 2010 The Econometric Analysis Of The Dependence Between The Consumer, GDP And The Interest Rate Using The Eviews Program
    by Nadia Elena Stoicuţa & Ana Petrina Stanciu
  • 2010 Algorithms For The Processes Of Establishing Prices And Balanced Bank Interests
    by Carina-Elena Stegăroiu & Valentin Stegăroiu
  • 2010 Estimación de la curva de rendimiento cupón cero para el Perú y su uso para el análisis monetario
    by Javier Pereda C.
  • 2010 Modeling the Term Structure of Interest Rates: A Review of the Literature
    by Gibson, Rajna & Lhabitant, Francois-Serge & Talay, Denis
  • 2010 Government Debt and the Long-Term Interest Rate: Application of an Extended Open-Economy Loanable Funds Model to Poland
    by Yu Hsing
  • 2010 Pirruszi dezinfláció vagy tartósan alacsony inflációs környezet?
    by Valentinyi, Ákos & Bihari, Péter
  • 2010 The Impact of Exchange Rate Regime on Interest Rates in Latin America
    by Caroline Duburcq
  • 2010 Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound
    by Andrew Levin & David López-Salido & Edward Nelson & Yack Yun
  • 2010 The Lending-Deposit Rate Relationship in Eastern European Countries: Evidence from the Rank Test for Non-linear Cointegration
    by Hsu-Ling Chang & Chi-Wei Su
  • 2010 The Euro Adoption Debate Revisited: The Czech Case
    by Jaromír Hurník & Zdenìk Tùma & David Vávra
  • 2010 Profit vs Interest in Classical Writings: Turgot’s vs. Mill’s Contribution
    by Michael Gootzeit
  • 2010 Does trade matter for stock market integration?
    by Wassim Dbouk & Lawrence Kryzanowski
  • 2010 Global imbalances, the US dollar, and how the crisis at the core of global finance spread to "self-insuring" emerging market economies
    by Jörg Bibow
  • 2010 Zinsspreads auf europäische Anleihen: Finanzmärkte verstärken Druck zu mehr Haushaltsdisziplin
    by Kerstin Bernoth & Burcu Erdogan
  • 2010 Zinsspreads auf europäische Staatsanleihen: Implikationen und Lehren aus der europäischen Schuldenkrise
    by Kerstin Bernoth
  • 2010 Financial Markets Interactions between Economic Theory and Practice
    by Mihaela NICOLAU
  • 2010 The Term Structure of Interest Rates in a New Keynesian Model with Time-Varying Macro Volatility
    by Daniel Burren
  • 2010 Expected and Unexpected Impulses of Monetary Policy on the Interest Pass-Through Mechanism in Asian Countries
    by Kuan-Min Wang
  • 2010 Communicational Bias in Monetary Policy: Can Words Forecast Deeds?
    by Pablo Pincheira & Mauricio Calani
  • 2010 Costo de capital: sectoravìcola, periodo 2000-2007 (Un caso pràctico en Bogotà)
    by LUIS EDUARDO GAMMA DÌAZ
  • 2010 Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia
    by Franz Hamann & Hernando Vargas & Andrés Gónzalez
  • 2010 Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts
    by Georges Prat & Remzi Uctum
  • 2010 L'intégration commerciale est-elle une condition préalable à l'intégration financière ?
    by Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon
  • 2010 L'évolution des taux des certificats de dêpot et la disparité des taux unitaires par emetteurs, indicateur de tensions potentielles ?
    by Lascar, J. & Prunaux, E. & Wilhelm, F.
  • 2010 Call Money Interest Rate Determinants in Argentina
    by Alejandra Anastasi & Pedro Elosegui & Máximo Sangiácomo
  • 2010 Efficient Yield Curve Estimation and Forecasting in Brazil
    by Ricardo Azevedo Araujo & Guilherme V. Moura & Marcelo S. Portugal
  • 2010 The emerging role of expectations in conducting and coordonating monetary policy
    by Marius HERBEI & Florin DUMITER
  • 2010 Considerations regarding the influence of the base leading rate over actualization rate of investment projects financed by EU funds
    by Attila TAMAS SZORA & Iulian DOBRA
  • 2010 Investigation Of The Determinants Of The Adjustment Of Lending Rates In Macedonia – A Sur Approach
    by Jane BOGOEV
  • 2010 Cointegration Analysis of Behavioral Issues in the Auctioning of Treasury Bills in Tanzania
    by Ellinami J Minja
  • 2010 Does More Government Deficit Lead to a Higher Long-term Interest Rate? Application of an Extended Loanable Funds Model to Estonia
    by Yu Hsing
  • 2010 How Debt Markets Have Malfunctioned in the Crisis
    by Arvind Krishnamurthy
  • 2010 Central Bank Communication and Expectations Stabilization
    by Stefano Eusepi & Bruce Preston
  • 2010 Financial Stability, the Trilemma, and International Reserves
    by Maurice Obstfeld & Jay C. Shambaugh & Alan M. Taylor
  • 2010 The TIPS Yield Curve and Inflation Compensation
    by Refet S. G�rkaynak & Brian Sack & Jonathan H. Wright
  • 2010 Repo Market Effects of the Term Securities Lending Facility
    by Michael J. Fleming & Warren B. Hrung & Frank M. Keane
  • 2010 Price Pressure in the Government Bond Market
    by Robin Greenwood & Dimitri Vayanos
  • 2010 Interest Rate Risk in Credit Markets
    by Monika Piazzesi & Martin Schneider
  • 2010 Loan Syndication and Credit Cycles
    by Victoria Ivashina & David Scharfstein
  • 2010 Global Interest Rates, Currency Returns, and the Real Value of the Dollar
    by Charles Engel & Kenneth D. West
  • 2010 Generalizing the Taylor Principle: Reply
    by Troy Davig & Eric M. Leeper
  • 2010 Generalizing the Taylor Principle: Comment
    by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha
  • 2009 External Macroeconomic Factors and the Link between Short- and Long-Run European Interest Rates: A Note
    by Mariam Camarero & Javier Ordonez & Cecilio Tamarit
  • 2009 Monetary Policy Surprises and Interest Rates: Choosing between the Inflation-Revelation and Excess Sensitivity Hypotheses
    by Willem Thorbecke & Hanjiang Zhang
  • 2009 Türkiye'de para politikasının aktarımı: Para politikasının mali piyasalara etkisi
    by Zelal AKTAŞ & Harun ALP & Refet GÜRKAYNAK & Mehtap KESRİYELİ & Musa ORAK
  • 2009 Government Bond Yield Spreads: A Survey
    by Riccardo Lo Conte
  • 2009 Análisis de la estrategia de política monetaria del Banco Central Europeo (1999-2005)
    by García Iglesias, Jesús Manuel & Pateiro Rodríguez, Carlos
  • 2009 Real exchange rates and real interest rate differentials: a present value interpretation
    by Mathias Hoffmann & Ronald MacDonald
  • 2009 Contestability, Technology and Banking
    by Gropp, Reint Eberhard & Corvoisier, Sandrine
  • 2009 Should We Discount the Far-Distant Future at Its Lowest Possible Rate?
    by Gollier, Christian
  • 2009 Yes, we should discount the far-distant future at its lowest possible rate: a resolution of the Weitzman-Gollier puzzle
    by Freeman, Mark C.
  • 2009 Controllability and persistence of money market rates along the yield curve: evidence from the euro area
    by Busch, Ulrike & Nautz, Dieter
  • 2009 Money in monetary policy design: Monetary cross-checking in the New-Keynesian Model
    by Beck, Guenter W. & Wieland, Volker
  • 2009 Price discovery on traded inflation expectations: does the financial crisis matter?
    by Schulz, Alexander & Stapf, Jelena
  • 2009 Pricing caps with HJM models: the benefits of humped volatility
    by Jury Falini
  • 2009 Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach
    by Francesco Audrino & Kameliya Filipova
  • 2009 Loans, Interest Rates and Guarantees: Is There a Link?
    by Giorgio Calcagnini & Fabio Farabullini & Germana Giombini
  • 2009 On the role of money growth targeting under inflation targeting regime
    by Meixing DAI
  • 2009 Isolating a measure of inflation expectations for the South African financial market using forward interest rates
    by Monique Reid
  • 2009 Demand for Reserves and the Central Bank's Management of Interest Rates
    by Martin Schlegel & Sébastien Kraenzlin
  • 2009 Automated Likelihood Based Inference for Stochastic Volatility Models
    by Hans J. Skaug & Jun Yu
  • 2009 Does the ECB Rely on a Taylor Rule? - Comparing Ex-post with Real Time Data
    by Ansgar Belke & Jens Klose
  • 2009 A Simple Model of an Oil Based Global Savings Glut – The “China Factor” and the OPEC Cartel
    by Ansgar Belke & Daniel Gros
  • 2009 US–Euro Area Monetary Policy Interdependence – New Evidence from Taylor Rule Based VECMs
    by Ansgar Belke & Yuhua Cui
  • 2009 Estimation of a Time Varying Natural Interest Rate for Peru
    by Humala, Alberto & Rodríguez, Gabriel
  • 2009 A New Measure of Fiscal Shocks Based on Budget Forecasts and its Implications
    by Manuel Coutinho Pereira
  • 2009 The interest rate pass-through of the Portuguese banking system: characterization and determinants
    by Paula Antão
  • 2009 Interest rates and prices causality in the Czech Republic - Granger approach
    by Pomenkova, Jitka & Kapounek, Svatopluk
  • 2009 Top tax system: a common taxation system for all nations
    by Varma, Vijaya Krushna Varma
  • 2009 An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play
    by Gonzalez-Astudillo, Manuel
  • 2009 The evolving role and definition of the federal funds rate in the conduct of U.S. monetary policy
    by Belongia, Michael & Hinich, Melvin
  • 2009 An Extended Macro-Finance Model with Financial Factors
    by Dewachter, Hans & Iania, Leonardo
  • 2009 An Extended Macro-Finance Model with Financial Factors
    by Dewachter, Hans & Iania, Leonardo
  • 2009 Monetary Business Cycle Accounting
    by Sustek, Roman
  • 2009 A new measure of fiscal shocks based on budget forecasts and its implications
    by Pereira, Manuel C
  • 2009 Vplyv inflačných očakávaní na vývoj úrokových sadzieb v krajinách Višegrádskej štvorky
    by Mirdala, Rajmund
  • 2009 Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy
    by Hernandez-Verme, Paula & Wang, Wen-Yao
  • 2009 Estimación de la Curva de Rendimiento
    by Alfaro, Rodrigo
  • 2009 Testing Linearity in Term Structures
    by Peroni, Chiara
  • 2009 Indian G-Sec Market: How the Term Structure Reacts to Monetary Policy
    by Das, Rituparna
  • 2009 Term Structure Equations Under Benchmark Framework
    by El Qalli, Yassine
  • 2009 Does Fed Funds Target Interest Rate Lead Bank of England’s Bank Rate and European Central Bank’s Key Interest Rate?
    by Çelik, Sadullah & Deniz, Pınar
  • 2009 Predicting European Union recessions in the euro era: The yield curve as a forecasting tool of economic activity
    by Gogas, Periklis & Chionis, Dionisios & Pragkidis, Ioannis
  • 2009 On the role of money growth targeting under inflation targeting regime
    by Dai, Meixing
  • 2009 Are Banks Different? Evidence from the CDS Market
    by Burkhard Raunig & Martin Scheicher
  • 2009 What Drives Sovereign Risk Premiums?: An Analysis of Recent Evidence from the Euro Area
    by David Haugh & Patrice Ollivaud & David Turner
  • 2009 Forecasting New Zealand's economic growth using yield curve information
    by Leo Krippner & Leif Anders Thorsrud
  • 2009 A theoretical foundation for the Nelson and Siegel class of yield curve models
    by Leo Krippner
  • 2009 How Debt Markets have Malfunctioned in the Crisis
    by Arvind Krishnamurthy
  • 2009 Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements
    by David O. Lucca & Francesco Trebbi
  • 2009 Towards a Common European Monetary Union Risk Free Rate
    by Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz
  • 2009 The Determinants of Stock and Bond Return Comovements
    by Lieven Baele & Geert Bekaert & Koen Inghelbrecht
  • 2009 Globally Correlated Nominal Fluctuations
    by Espen Henriksen & Finn E. Kydland & Roman Sustek
  • 2009 Negative Nominal Interest Rates: Three ways to overcome the zero lower bound
    by Willem H. Buiter
  • 2009 Understanding Inflation-Indexed Bond Markets
    by John Y. Campbell & Robert J. Shiller & Luis M. Viceira
  • 2009 The Great Inflation Drift
    by Marvin Goodfriend & Robert G. King
  • 2009 A Note on Regime Switching, Monetary Policy, and Multiple Equilibria
    by Jess Benhabib
  • 2009 The reception of public signals in financial markets – what if central bank communication becomes stale?
    by Michael Ehrmann & David Sondermann
  • 2009 Asset Pricing in a Production Economy with Chew-Dekel Preferences
    by CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca
  • 2009 Asset Pricing in a Production Economy with Chew–Dekel Preferences
    by CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca
  • 2009 Optimal Monetary Policy with Asymmetric Targets
    by Peter J. Stemp
  • 2009 Optimal Interest Rate Rules Under One-Sided Output and Inflation Targets
    by Peter J. Stemp
  • 2009 A joint macroeconomic-yield curve model for Hungary
    by Zoltán Reppa
  • 2009 The Fed’s perceived Phillips curve: Evidence from individual FOMC forecasts
    by Peter Tillmann
  • 2009 Canadian Interest Rate Setting: The Information Content of Canadian and U.S. Central Bank Communication
    by Bernd Hayo & Matthias Neuenkirch
  • 2009 Do Federal Reserve Communications Help Predict Federal Funds Target Rate Decisions?
    by Bernd Hayo & Matthias Neuenkirch
  • 2009 Competition among banks and the pass-through of monetary policy
    by Jochen H. F. Güntner
  • 2009 Robust Equilibrium Yield Curves
    by Isaac Kleshchelski & Nicolas Vincent
  • 2009 A Convergence Model of the Term Structure of Interest Rates
    by Viktors Ajevskis & Kristine Vitola
  • 2009 Determinants of government bond spreads in the Euro area – in good times as in bad
    by Christian Aßmann & Jens Hogrefe
  • 2009 How Do Bank Lending Rates and the Supply of Loans React to Shifts in Loan Demand in the U.K.?
    by Johann Burgstaller & Johann Scharler
  • 2009 The Evolution of Loan Rate Stickiness Across the Euro Area
    by Jouchi Nakajima & Yuki Teranishi
  • 2009 Common Trends and Common Cycles among Interest Rates of the G7-Countries
    by Nannette Lindenberg & Frank Westermann
  • 2009 Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area
    by Ulrike Busch & Dieter Nautz
  • 2009 International Interest-Rate Risk Premia in Affine Term Structure Models
    by Felix Geiger
  • 2009 Deteriorating Public Finances and Rising Government Debt: Implications for Monetary Policy
    by Lillian Cheung & Chi-Sang Tam & Jessica Szeto
  • 2009 Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback
    by Zagaglia, Paolo
  • 2009 What Drives the Term Structure in the Euro Area? Evidence from a Model with Feedback
    by Zagaglia, Paolo
  • 2009 Uncovered Interest Parity in a Partially Dollarized Developing Country: Does UIP Hold in Bolivia? (And If Not, Why Not?)
    by Melander, Ola
  • 2009 What Moves Bond Yields In China?
    by Fan, Longzhen & Johansson, Anders C.
  • 2009 China'S Official Rates And Bond Yields
    by Fan, Longzhen & Johansson, Anders C.
  • 2009 Identification of macroeconomic factors in large panels
    by Lasse BORK & Hans DEWACHTER & Romain HOUSSA
  • 2009 Studying the Relation between the Interest Rates and the Exchange Rate in Belarus under the Speculative Motives Assumption
    by Miksjuk Alexei
  • 2009 Term Structure Equations Under Benchmark Framework
    by El Qalli Yassine
  • 2009 Strategies for Asian Exchange Rate Policy Cooperation
    by Huang Yiping
  • 2009 Fisher, Macaulay et Allais face au "Paradoxe de Gibson"
    by Jean-Jacques Durand & Georges Prat
  • 2009 Does the ECB Rely on a Taylor Rule?: Comparing Ex-post with Real Time Data
    by Ansgar Belke & Jens Klose
  • 2009 A Simple Model of an Oil Based Global Savings Glut: The "China Factor" and the OPEC Cartel
    by Ansgar Belke & Daniel Gros
  • 2009 The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices
    by Jörg Döpke & Michael Funke & Sean Holly & Sebastian Weber
  • 2009 Modeling Monetary Policy
    by Samuel Reynard & Andreas Schabert
  • 2009 Yield Curve Reaction to Macroeconomic News in Europe : Disentangling the US Influence
    by Ielpo, Florian & Brière, Marie
  • 2009 An equilibrium approach for Gamma Discounting
    by Jouini, Elyès & Napp, Clotilde
  • 2009 Empirical Analysis of Monetary Transmission in Tunisia: What do SVAR Models Tell Us?
    by Hachicha, Ahmed & Bates, Samuel
  • 2009 Convenience Yield and Commodity Markets
    by Lautier, Delphine
  • 2009 Understanding Inflation-Indexed Bond Markets
    by John Y. Campbell & Robert J. Shiller & Luis M. Viceira
  • 2009 Liquidity crunch in the interbank market: is it credit or liquidity risk, or both?
    by Angelo Baglioni
  • 2009 TIPS, Inflation Expectations and the Financial Crisis
    by Thorsten Lehnert & Aleksandar Andonov & Florian Bardong
  • 2009 TIPS, Inflation Expectations and the Financial Crisis
    by Thorsten Lehnert & Aleksandar Andonov & Florian Bardong
  • 2009 TIPS, Inflation Expectations and the Financial Crisis
    by Thorsten Lehnert & Aleksandar Andonov & Florian Bardong
  • 2009 Time-Variation in Term Permia: International Survey-Based Evidence
    by Christian Wolff & Ron Jongen & Willem F.C. Verschoor
  • 2009 Time-Variation in Term Permia: International Survey-Based Evidence
    by Christian Wolff & Ron Jongen & Willem F.C. Verschoor
  • 2009 Time-Variation in Term Permia: International Survey-Based Evidence
    by Christian Wolff & Ron Jongen & Willem F.C. Verschoor
  • 2009 Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound
    by Levin, Andrew & López-Salido, J David & Nelson, Edward & Yun, Tack
  • 2009 Money in monetary policy design: Monetary cross-checking in the New-Keynesian model
    by Beck, Günter & Wieland, Volker
  • 2009 Transparency under Flexible Inflation Targeting: Experiences and Challenges
    by Svensson, Lars E O
  • 2009 La crisis reciente de Estados Unidos (2007-2008): redescubriendo la importancia del mercado de "fondos prestables"
    by Carlos Esteban Posada & Jorge Andrés Tamayo C.
  • 2009 Heterogeneity in Bank Pricing Policies: The Czech Evidence
    by Roman Horvath & Anca Maria Podpiera
  • 2009 Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates
    by René Garcia & Richard Luger
  • 2009 From Various Degrees of Trade to Various Degrees of Financial Integration: What do Interest Rates Have to Say?
    by Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon
  • 2009 Analysis of Monetary Policy and Financial Stability: A New Paradigm
    by Charles A. E. Goodhart & Carolina Osorio & Dimitrios P. Tsomocos
  • 2009 How Should the Distant Future be Discounted when Discount Rates are Uncertain?
    by Christian Gollier & Martin L. Weitzman
  • 2009 Shooting on a Moving Target: Eyplaining European Bank Rates during the Interwar Period
    by Kirsten Wandschneider & Nikolaus Wolf
  • 2009 Common Trends and Common Cycles among Interest Rates of the G7-Countries
    by Nannette Lindenberg & Frank Westermann
  • 2009 Nicht zu früh bremsen! - Der Einfluss der Geldpolitik auf die langfristige Wirtschaftsentwicklung in Deutschland und den USA-
    by Ronald Schettkat & Rongrong Sun
  • 2009 The Demise of the Swiss Interest Rate Puzzle
    by Peter Kugler & Beatrice Weder
  • 2009 Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves
    by Joyce, Michael & Lildholdt, Peter & Sorensen, Steffen
  • 2009 Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates
    by Marco R Barassi & Dayong Zhang
  • 2009 Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool
    by Gabriel Pérez Quirés & Hugo Rodréguez Mendizébal
  • 2009 Frequency-domain analysis of debt service in a macro-finance model for the euro area
    by Renne, J-P.
  • 2009 No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth
    by Jardet, C. & Monfort, A. & Pegoraro, F.
  • 2009 The Rocky Ride of Break-even-inflation rates
    by Cette, G. & De Jong, M.
  • 2009 A Note on the Volatilities of the Interest Rate and the Exchange Rate Under Different Monetary Policy Instruments: Mexico 1998-2008
    by Guillermo Benavides & Carlos Capistrán
  • 2009 The interbank market after August 2007: what has changed, and why?
    by Paolo Angelini & Andrea Nobili & Maria Cristina Picillo
  • 2009 The Announcement of Monetary Policy Intentions
    by Giuseppe Ferrero & Alessandro Secchi
  • 2009 Extraction of financial market expectations about inflation and interest rates from a liquid market
    by Ricardo Gimeno & José Manuel Marqués
  • 2009 Banking competition, housing prices and macroeconomic stability
    by Javier Andrés & Óscar J. Arce
  • 2009 Determinants of the Inter-Bank Interest Rate in Argentina
    by Alejandra Anastasi & Pedro Elosegui & Máximo Sangiácomo
  • 2009 Bond Liquidity Premia
    by Jean-Sébastien Fontaine & René Garcia
  • 2009 The US Term Structure and Central Bank Policy
    by Weber, Enzo & Wolters, Jürgen
  • 2009 Credit Rationing and Exchange-Rate Stabilization: Examining the Relation between Financial Frictions, Exchange-Rate Volatility, Lending Rates, and Capital Inflows
    by Gabriel Martinez
  • 2009 Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool
    by Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal
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    by Filippo COSSETTI & Francesco GUIDI
  • 2009 Identification of Macroeconomic Factors in Large Panels
    by Lasse Bork & Hans Dewachter & Romain Houssa
  • 2009 Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates
    by Borus Jungbacker & Siem Jan Koopman & Michel van der Wel
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  • 2009 Should we Discount the Far-Distant Future at its Lowest Possible Rate?
    by Gollier, Christian
  • 2009 An Analysis On The Monetary Policy Interest Rate Channel In The Transmission Of The Monetary Impulse
    by Glod, Alina Georgeta & Mosneanu, Elena Ana & Balasescu, Florin
  • 2009 Interest Rate Setting on the Swiss Franc Repo Market
    by Sébastien Kraenzlin
  • 2009 Determinants of the Yield Curve - a Model for the Relationship Between Risk and Yield
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  • 2009 Detection of Structural Breaks in Copula Models
    by Brodsky, Boris & Penikas, Henry & Safaryan, Irina
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    by Yu Hsing
  • 2009 The Financial Indicators Leading Real Economic Activity - the Case of Poland
    by Szymon Grabowski
  • 2009 Monetary policy and prediction of variability
    by Karel Brůna
  • 2009 Valuation of Convexity Related Interest Rate Derivatives
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  • 2009 Monetary Policy Implementation during the Crisis in 2007 to 2008
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  • 2009 The role of MNB bills in domestic financial markets. What is the connection between the large volume of MNB bills, bank lending and demand in the government securities markets?
    by Csaba Balogh
  • 2009 The German Sub-national Government Bond Market: Structure, Determinants of Yield Spreads and Berlin's Forgone Bail-out
    by Alexander Schulz & Guntram B. Wolff
  • 2009 Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking
    by Hyun Shin & Reint Gropp
  • 2009 Futures Contract Rates as Monetary Policy Forecasts
    by Giuseppe Ferrero & Andrea Nobili
  • 2009 Does the Law of One Price Hold in Euro-Area Retail Banking? An Empirical Analysis of Interest Rate Differentials across the Monetary Union
    by Massimiliano Affinito & Fabio Farabullini
  • 2009 Does the Expectation Hypothesis Hold at the Shortest End of the Term Structure?
    by Uesugi, Iichiro & Yamashiro, Guy M.
  • 2009 Modeling the term structure of interest rates on Russian government bonds in 2000 – 2008
    by Drobyshevsky Sergey & Lugovoy Oleg & Astafieva Ekaterina & Burkova N. Yu.
  • 2009 Interest rates and inflation: What are the links?
    by Malcolm Sawyer
  • 2009 Interest rate exogeneity: Theory, evidence and policy issues for the U.S. economy
    by Robert Pollin
  • 2009 Exogeneidad del tipo de interés: teoría, evidencia y temas de política para la economía estadounidense
    by Robert Pollin
  • 2009 La influencia del tipo de interés en los precios. Una reinterpretación heterodoxa de Wicksell
    by Eladio Febrero Paños & María José Calderón Milán
  • 2009 Pricing Foreign Equity Options with Stochastic Correlation and Volatility
    by Jun Ma
  • 2009 Estimación de la tasa de cambio real de equilibrio: aplicación a Colombia
    by Jaime Silva González
  • 2009 On the purchasing power parity for Latin-American countries
    by Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade
  • 2009 Interactions between US and UK interest rates and news spillovers: the impact of the EMU
    by Yves Kuhry & Sukriye Tuysuz
  • 2009 The Effect of Interest Rates on Consumer Credit in Turkey
    by Mustafa Ibicioglu & Mehmet Baha Karan
  • 2009 An Empirical Analysis of Short Term Interest Rate Models for Turkey
    by Hasan Sahin & Ismail H. Genç
  • 2009 An Assessment of the Competition in the Banking Industry: Empirical Evidence from Argentina with Data at Bank Level
    by Héctor Gustavo González Padilla
  • 2009 Considerations Regarding The Influence Of The Base Leading Rate Over Investment Projects Financed By Eu Funds
    by Attila Tamas Szora & Iulian Bogdan Dobra
  • 2009 The British public atitude survey regarding inflation and interest rates
    by Marius HERBEI & Florin DUMITER
  • 2009 Understanding the Forward Premium Puzzle: A Microstructure Approach
    by Craig Burnside & Martin Eichenbaum & Sergio Rebelo
  • 2009 Optimal Monetary Policy Rules in an Estimated Sticky-Information Model
    by Ricardo Reis
  • 2009 A Black Swan in the Money Market
    by John C. Williams & John B. Taylor
  • 2009 Monetary Policy Analysis with Potentially Misspecified Models
    by Marco Del Negro & Frank Schorfheide
  • 2008 Modelling non-linear comovements between time series
    by Catherine Kyrtsou & Costas Vorlow
  • 2008 Time-series predictability in the disaster model
    by François Gourio
  • 2008 Deficits, Explicit Debt, Implicit Debt, and Interest Rates: Some Empirical Evidence
    by Zijun Wang & Andrew J. Rettenmaier
  • 2008 Another Look at Yield Spreads: The Role of Liquidity
    by Dong Heon Kim
  • 2008 Credit Spreads und ihre Determinanten: Eine empirische Analyse für Deutschland
    by Horst Rottmann & Franz Seitz
  • 2008 Tramo corto de la curva de rendimientos, cambio de régimen inflacionario y expectativas de inflación en Colombia
    by Arango, Luis Eduardo & Flórez, Luz Adriana
  • 2008 The 'New Consensus Macroeconomics' in the Light of the Current Crisis
    by Elias Karakitsos
  • 2008 Monetary Policy Implementation and the Federal Funds Rate
    by Nautz, Dieter & Schmidt, Sandra
  • 2008 Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model
    by Giese, Julia V.
  • 2008 Central bank misperceptions and the role of money in interest rate rules
    by Beck, Günter W. & Wieland, Volker
  • 2008 Learning, endogenous indexation and disinflation in the New-Keynesian model
    by Wieland, Volker
  • 2008 A value at risk analysis of credit default swaps
    by Scheicher, Martin & Raunig, Burkhard
  • 2008 Market conditions, default risk and credit spreads
    by Tang, Dragon Yongjun & Yan, Hong
  • 2008 The German sub-national government bond market: evolution, yields and liquidity
    by Schulz, Alexander & Wolff, Guntram B.
  • 2008 The single monetary policy and domestic macro-fundamentals: Evidence from Spain
    by Michael G. Arghyrou & Maria Dolores Gadea
  • 2008 (How) Will the Euro Affect Inflation in the Czech Republic? A contribution to the current debate
    by Tomás Slacík
  • 2008 Are Central Banks following a linear or nonlinear (augmented) Taylor rule?
    by Castro, Vítor
  • 2008 A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models
    by Leo Krippner
  • 2008 Monetary policy with signal extraction from the bond market
    by Kristoffer Nimark
  • 2008 Considerations on Interest Rate Exogeneity
    by Robert Pollin
  • 2008 On Model Selection and Markov-Switching: An Empirical Examination of Term Structure Models with Regime Shifts
    by John Driffill & Turalay Kenc & Martin Sola & Fabio Spagnolo
  • 2008 Changes in the Terms of Trade and Canada's Productivity Performance
    by Diewert, Erwin
  • 2008 The process of convergence towards the euro for the Visegrad-4 countries
    by Giuliana Passamani
  • 2008 The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve
    by Claus Brand & Daniel Buncic & Jarkko Turunen
  • 2008 How monetary policy committees impact the volatility of policy rates
    by Etienne Farvaque & Norimichi Matsueda & Pierre-Guillaume Méon
  • 2008 Intelligible Factors for the Yield Curve
    by Yvan Lengwiler & Carlos Lenz
  • 2008 Central Bank Misperceptions and the Role of Money in Interest Rate Rules
    by Guenter Beck & Volker Wieland
  • 2008 Further Results on a Black Swan in the Money Market
    by John Taylor & John Williams
  • 2008 Monetary Policy Rules for Convergence to the Euro
    by Lucjan T. Orlowski
  • 2008 Liquidity and Asset Prices
    by Raphael A. Espinoza & Dimitrios P. Tsomocos
  • 2008 A Term Structure Decomposition of the Australian Yield Curve
    by Richard Finlay & Mark Chambers
  • 2008 Monetary Transmission and the Yield Curve in a Small Open Economy
    by Mariano Kulish & Daniel Rees
  • 2008 The term structure and the expectations hypothesis: a threshold model
    by Modena, Matteo
  • 2008 Bond risk premia, macroeconomic fundamentals and the exchange rate
    by Taboga, Marco & Pericoli, Marcello
  • 2008 Yield to Maturity Is Always Received as Promised: A Reply
    by Cebula, Richard & Yang, Bill
  • 2008 The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey
    by Omay, Tolga
  • 2008 The macroeconomic determinants of remittances in Bangladesh
    by Hasan, Mohammad Monirul
  • 2008 European Business Fluctuations in the Austrian Framework
    by Parnaudeau, Miia
  • 2008 International parity relations between Poland and Germany: a cointegrated VAR approach
    by Stazka, Agnieszka
  • 2008 Two Curves, One Price :Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves
    by Bianchetti, Marco
  • 2008 Price informativeness and predictability: how liquidity can help
    by Lin, William & Tsai, Shih-Chuan & Sun, David
  • 2008 The day-to-day interbank market, volatility, and central bank intervention in a developing economy
    by Sánchez-Fung, José R.
  • 2008 An Analytical Review of Different Concepts of Riba (Interest) in the Sub-Continent
    by Aziz, Farooq & Mahmud, Muhammad & Karim, Emadul
  • 2008 Covered Interest Rate Parity: The Case of the Czech Republic
    by Bednarik, Radek
  • 2008 Short and long run tests of the expectations hypothesis: the Portuguese case
    by Silva Lopes, Artur C. B. da & Monteiro, Olga Susana
  • 2008 Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity
    by Lucchetti, Riccardo & Palomba, Giulio
  • 2008 What does a financial system say about future economic growth?
    by Grabowski, Szymon
  • 2008 The High Cross-Country Correlations of Prices and Interest Rates
    by Henriksen, Espen & Kydland, Finn & Sustek, Roman
  • 2008 The Relativity Theory Revisited: Is Publishing Interest Rate Forecasts Really so Valuable?
    by Brzoza-Brzezina, Michal & Kot, Adam
  • 2008 Capital Formation and Capital Stock in Indonesia, 1950-2007
    by Pierre van der Eng
  • 2008 Liquidity and Asset Prices
    by Raphael A. Espinoza & Dimitrios P. Tsomocos
  • 2008 Mr. Wicksell and the global economy: What drives real interest rates?
    by Michal Brzoza-Brzezina & Jesus Crespo Cuaresma
  • 2008 Have Long-term Financial Trends Changed the Transmission of Monetary Policy?
    by Boris Cournède & Rudiger Ahrend & Robert W.R. Price
  • 2008 The Euro Changeover in the Slovak Republic: Implications for Inflation and Interest Rates
    by Felix Hüfner & Isabell Koske
  • 2008 Explaining Movements in the NZ Dollar - Central Bank Communication and the Surprise Element in Monetary Policy?
    by Özer Karagedikli & Pierre L. Siklos
  • 2008 Some benefits of monetary policy transparency in New Zealand
    by Aaron Drew & Özer Karagedikli
  • 2008 Interest Rate Transmission in a Dollarized Economy: the Case of Serbia
    by Milan Aleksiæ & Ljiljana Ðurðeviæ & Mirjana Paliæ & Nikola Tasiæ
  • 2008 Interest Rate Transmission in a Dollarized Economy: the Case of Serbia
    by Milan Aleksic & Ljiljana Djurdjevic & Mirjana Palic & Nikola Tasic
  • 2008 Are Central Banks following a linear or nonlinear (augmented) Taylor rule?
    by Vítor Castro
  • 2008 Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation
    by Olivier Coibion & Yuriy Gorodnichenko
  • 2008 Competitive Lending with Partial Knowledge of Loan Repayment
    by William A. Brock & Charles F. Manski
  • 2008 Liquidity and Market Crashes
    by Jennifer Huang & Jiang Wang
  • 2008 A Black Swan in the Money Market
    by John B. Taylor & John C. Williams
  • 2008 Rare Disasters and Exchange Rates
    by Emmanuel Farhi & Xavier Gabaix
  • 2008 Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
    by Xavier Gabaix
  • 2008 The Relativity Theory Revisited: Is Publishing Interest Rate Forecasts Really so Valuable?
    by Adam Kot & Michal Brzoza-Brzezina
  • 2008 It’s not only WHAT is said, it’s also WHO the speaker is. Evaluating the effectiveness of central bank communication
    by Marek Rozkrut
  • 2008 Central bank misperceptions and the role of money in interest rate rules
    by Guenter Beck & Volker Wieland
  • 2008 Imperfect information, macroeconomic dynamics and the yield curve : an encompassing macro-finance model
    by Hans Dewachter
  • 2008 Identification of Macroeconomic Factors in Large Panels
    by Romain Houssa & Lasse Bork & Hans Dewachter
  • 2008 The behaviour of the MPC: Gradualism, inaction and individual voting patterns
    by Groth, Charlotta & Wheeler, Tracy
  • 2008 Lending interest rate pass-through in the euro area. A data-driven tale
    by Giuseppe Marotta
  • 2008 Structural breaks in the lending interest rate pass-through and the euro
    by Giuseppe Marotta
  • 2008 Estimating yield curves from swap, BUBOR and FRA data
    by Zoltán Reppa
  • 2008 Corporate Interest Rates and the Financial Accelerator in the Czech Republic
    by Fidrmuc, Jarko & Horváth, Roman & Horváthová, Eva
  • 2008 Einflussfaktoren auf den Credit Spread von Unternehmensanleihen
    by Gann, Philipp & Laut, Amelie
  • 2008 Bank Lending, Housing and Spreads
    by Aqib Aslam & Emiliano Santoro
  • 2008 Monetary Policy Surprises and the Expectations Hypothesis at the Short End of the Yield Curve
    by Selva Demiralp
  • 2008 Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences
    by Claudio Campanale & Gian Luca Clementi & Rui Castro
  • 2008 A multiobjective approach using consistent rate curves to the calibration of a Gaussian Heath-Jarrow-Morton model
    by Antonio Falcó & Juan Nave & Lluís Navarro
  • 2008 Do remittances impact the economy? Some empirical evidences from a developing economy
    by Hrushikesh Mallick
  • 2008 Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging
    by Jumah, Adusei & Kunst, Robert M.
  • 2008 A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure
    by Oliver Blaskowitz & Helmut Herwartz
  • 2008 Adaptive Forecasting of the EURIBOR Swap Term Structure
    by Oliver Blaskowitz & Helmut Herwatz
  • 2008 Impact of IPO Activities on the Hong Kong Dollar Interbank Market
    by Frank Leung & Philip Ng
  • 2008 What Drives Hong Kong Dollar Swap Spreads: Credit or Liquidity?
    by Cho-Hoi Hui & Lillie Lam
  • 2008 Complete Monotonicity of the Representative Consumer's Discount Factor
    by Hara, Chiaki
  • 2008 Firm Age and the Evolution of Borrowing Costs: Evidence from Japanese Small Firms
    by Sakai, Koji & Uesugi, Iichiro & Watanabe, Tsutomu
  • 2008 The Monetary Policy Decision-Making Process and the Term Structure of Interest Rates
    by Dillén, Hans
  • 2008 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates
    by Queijo von Heideken, Virginia
  • 2008 A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions
    by Marzo, Massimiliano & Romagnoli, Silvia & Zagaglia, Paolo
  • 2008 Money-market segmentation in the Euro area: what has changed during the turmoil?
    by Zagaglia, Paolo
  • 2008 The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices
    by Michael Funke & Sebastian Weber & Jörg Döpke & Sean Holly
  • 2008 The Term Structure and the Expectations Hypothesis: a Threshold Model
    by Matteo Modena
  • 2008 A Long-Run Risks Model of Asset Pricing with Fat Tails
    by Zhiguang Wang & Prasad V. Bidarkota
  • 2008 Incomplete Information in a Long Run Risks Model of Asset Pricing
    by Prasad V. Bidarkota
  • 2008 The Simultaneity Bias of the Uncovered Interest Rate Parity: Evidence for Brazil
    by Alex Luiz Ferreira
  • 2008 Valuation of Convexity Related Derivatives
    by Jiří Witzany
  • 2008 The ECB and the bond market
    by Carlo Favero & Francesco Giavazzi
  • 2008 Estimating Term Structure Equations Using Macroeconomic Variables
    by Fair, Ray C.
  • 2008 Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts
    by Frank A.G. den Butter & Pieter W. Jansen
  • 2008 Have Euro Area Government Bond Risk Premia Converged To Their Common State?
    by Lorenzo Pozzi & Guido Wolswijk
  • 2008 Commodity derivative markets
    by Lautier, Delphine
  • 2008 Estimating Term Structure Equations Using Macroeconomic Variables
    by Ray C. Fair
  • 2008 Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels
    by Nikolay Gospodinov & Masayuki Hirukawa
  • 2008 Monetary Policy Regimes and the Term Structure of Interest Rates
    by Bikbov, Ruslan & Chernov, Mikhail
  • 2008 Inflation Targeting as the New Golden Standard
    by Spivak, Avia & Sussman, Nathan
  • 2008 Central Bank Misperceptions and the Role of Money in Interest Rate Rules
    by Beck, Günter & Wieland, Volker
  • 2008 The Procyclical Effects of Basel II
    by Repullo, Rafael & Suarez, Javier
  • 2008 In Search of a Theory of Debt Management
    by Faraglia, Elisa & Marcet, Albert & Scott, Andrew
  • 2008 Learning, Endogenous Indexation and Disinflation in the New-Keynesian Model
    by Wieland, Volker
  • 2008 Does Competition Reduce the Risk of Bank Failure?
    by Martinez-Miera, David & Repullo, Rafael
  • 2008 Should the Euro Area be Run as a Closed Economy?
    by Favero, Carlo A & Giavazzi, Francesco
  • 2008 How Does Liquidity Affect Government Bond Yields?
    by Favero, Carlo A & Pagano, Marco & von Thadden, Ernst-Ludwig
  • 2008 La curva de rendimientos a plazo y las expectativas de tasas de interes en el mercado de renta fija en colombia 2002-2007
    by Diego Alonso Agudelo Rueda & Mónica Arango Arango
  • 2008 Pass-Through" de las tasas de interés en Colombia: Un enfoque multivariado con cambio de régimen "
    by Rocío Betancourt García & Martha Misas Arango & Leonardo Bonilla Mejía
  • 2008 Política monetaria para la coyuntura y el mediano plazo: Observaciones y Conjeturas
    by Carlos Esteban Posada & Luis Eduardo Arango
  • 2008 Cambios de las tasas de política, paridad cubierta de intereses y estructura a plazo
    by Luis Eduardo Arango & Daniel Eduardo Velandia
  • 2008 Expectativas, Tasa de Interés y Tasa de Cambio. Paridad Cubierta y no Cubierta en Colombia 2000-2007
    by Juan Jose Echavarría & Diego Vásquez & Mauricio Villamizar
  • 2008 Estructura a plazo, hipótesis de expectativas y paridad descubierta de intereses en Colombia
    by Juan Camilo Rojas
  • 2008 The Procyclical Effects Of Basel Ii
    by Rafael Repullo & Javier Suarez
  • 2008 Does Competition Reduce The Risk Of Bank Failure?
    by Rafael Repullo & David Martínez-Miera
  • 2008 Discounting the Long-Distant Future: A Simple Explanation for the Weitzman-Gollier-Puzzle
    by Wolfgang Buchholz & Jan Schumacher
  • 2008 The single monetary policy and domestic macro-fundamentals: Evidence from Spain
    by Arghyrou, Michael G & Gadea, Maria Dolores
  • 2008 Constructing Structural VAR Models with Conditional Independence Graphs
    by Les Oxley & Marco Reale & Granville Tunnicliffe Wilson
  • 2008 The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices
    by Döpke, J. & Funke, M. & Holly, S. & Weber, S.
  • 2008 Monetary Policy and European Unemployment
    by Ronald Schettkat & Rongrong Sun
  • 2008 Asymptotic Maturity Behavior of the Term Structure
    by Klaas Schulze
  • 2008 An Affine Factor Model of the Greek Term Structure
    by Hiona Balfoussia
  • 2008 Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve
    by Joyce, Michael & Kaminska, Iryna & Lildholdt, Peter
  • 2008 A no-arbitrage structural vector autoregressive model of the UK yield curve
    by Kaminska, Iryna
  • 2008 Measuring monetary policy expectations from financial market instruments
    by Joyce, Michael & Relleen, Jonathan & Sorensen, Steffen
  • 2008 Identifying the interdependence between US monetary policy and the stock market
    by Hilde C. Bjørnland & Kai Leitemo
  • 2008 In Search of a Theory of Debt Management
    by Elisa Faraglia & Albert Marcet & Andrew Scott
  • 2008 Assessing the shape of the distribution of interest rates: lessons from French individual data
    by Lacroix, R.
  • 2008 La prévision des taux d’intérêt à partir de contrats futures : l’apport de variables économiques et financières
    by Coffinet, J.
  • 2008 A Macroeconomic Model of the Term Structure of Interest Rates in Mexico
    by Josué Fernando Cortés Espada & Manuel Ramos Francia
  • 2008 An Affine Model of the Term Structure of Interest Rates in Mexico
    by Josué Fernando Cortés Espada & Manuel Ramos Francia
  • 2008 An Empirical Analysis of the Mexican Term Structure of Interest Rates
    by Josué Fernando Cortés Espada & Alberto Torres García & Manuel Ramos Francia
  • 2008 A beta based framework for (lower) bond risk premia
    by Stefano Nobili & Gerardo Palazzo
  • 2008 Short-term interest rate futures as monetary policy forecasts
    by Giuseppe Ferrero & Andrea Nobili
  • 2008 Uncertainty and the price of risk in a nominal convergence process
    by Ricardo Gimeno & José Manuel Marqués
  • 2008 McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates
    by Antonio Diez de los Rios
  • 2008 Combining Canadian Interest-Rate Forecasts
    by David Jamieson Bolder & Yuliya Romanyuk
  • 2008 Macroeconomic Determinants of the Term Structure of Corporate Spreads
    by Jun Yang
  • 2008 Good Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads?
    by Philipp Maier & Garima Vasishtha
  • 2008 In Search of a Theory of Debt Management
    by Albert Marcet & Elisa Faraglia & Andrew Scott
  • 2008 Mean Reversion in US and International Short Rates
    by Charlotte Christiansen
  • 2008 Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model
    by Martin Møller Andreasen
  • 2008 The limiting properties of the QMLE in a general class of asymmetric volatility models
    by Christian M. Dahl & Emma M. Iglesias
  • 2008 Asymmetric Monetary Policy in the Czech Republic?
    by Roman Horvath
  • 2008 The History of Inflation Targeting in the Czech Republic through Optic of a Dynamic General Equilibrium Model
    by Jarek Hurnik & Ondra Kamenik & Jan Vlcek
  • 2008 Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model
    by Giese, Julia V.
  • 2008 Econometric Model of Interest Rates on Deposits in Montenegro
    by Ivana Stešević
  • 2008 La indeterminación del nivel de precios cuando el banco central sigue una regla de tasa de interés
    by Lizarazu, Eddy
  • 2008 Forecasting for the Bank's Asset-Liability Management
    by Penikas, Henry
  • 2008 Market Discipline and Deposit Insurance
    by Peresetsky, Anatoly
  • 2008 Monetary Policy Stance and Future Inflation: The Case of Czech Republic
    by Roman Horvath
  • 2008 The Interest Rate Pass-Through in Austria – Effects of the Financial Crisis
    by Clemens Jobst & Claudia Kwapil
  • 2008 Interest rate expectations and macroeconomic shocks affecting the yield curve
    by Zoltán Reppa
  • 2008 An Optimal Taylor Rule for Colombia, 1991-2006
    by Remberto Rhenals & Juan Pablo Saldarriaga
  • 2008 On prices in the new neoclassical Sythesis in Macroeconomics
    by Alexander Tobon
  • 2008 The Yield Curve and the Interest Rates Expectations on Fixed Income Market in Colombia Between 2002 and 2007
    by Diego Agudelo Rueda & Mónica Arango Arango
  • 2008 An Analytical Review of Different Concepts of Riba (Interest) in the Sub-Continent
    by Farooq Aziz & Muhammad Mahmud & Emad ul Karim
  • 2008 Cambios de la Tasa de Política y su Efecto en la Estructura a Plazo de Colombia
    by Luis Eduardo Arango & Andrés González & John Jairo León & Luis Fernando Melo.
  • 2008 Interest Rate Pass-Through in Colombia: a Micro-Banking Perspective
    by Rocío Betancourt & Hernando Vargas & Norberto Rodríguez.
  • 2008 Modeling Short-Term Interest Rate Spreads in the Euro Money Market
    by Nuno Cassola & Claudio Morana
  • 2008 The History of Inflation Targeting in the Czech Republic Through the Lens of a Dynamic General Equilibrium Model
    by Jaromír Hurník & Ondøej Kameník & Jan Vlèek
  • 2008 Measuring the Financial Markets’ Perception of EMU Enlargement: The Role of Ambiguity Aversion
    by Martin Cincibuch & Matrina Horníková
  • 2008 Monetary Policy Efficiency in the Economies of Central Asia
    by Asel Isaková
  • 2008 Análisis empírico de la relación entre las tasas de interés forward subyacentes al mercado Mexicano de swaps de TIIE
    by Jesús Bravo Pliego
  • 2008 La política monetaria de la reserva federal y del Banco de la República: entre la ortodoxia y las presiones inflacionarias
    by Romel Rodríguez Hernández
  • 2008 Los precios en la nueva síntesis neoclásica-keynesiana en macroeconomía
    by Tobón, Alexander
  • 2008 Una regla de Taylor óptima para Colombia, 1991-2006
    by Rhenals M., Remberto & Saldarriaga, Juan Pablo
  • 2008 La curva de rendimientos a plazo y las expectativas de tasas de interés en el mercado de renta fija en Colombia, 2002-2007
    by Diego Agudelo Rueda & Mónica Arango Arango
  • 2008 The Wicksellian Flavour in Macroeconomics
    by Barbaroux, Nicolas
  • 2008 Expectativas, tasa de interés y tasa de cambio: paridad cubierta y no cubierta en Colombia, 2000-2007
    by Juan José Echavarría & Diego Vásquez
  • 2008 Developments in repo markets during the financial turmoil
    by Peter Hördahl & Michael R King
  • 2008 The ABX: how do the markets price subprime mortgage risk?
    by Ingo Fender & Martin Scheicher
  • 2008 The inflation risk premium in the term structure of interest rates
    by Peter Hördahl
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  • 2007 Further evidence on the impact of economic news on interest
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    by Andrea Monticini & Giacomo Vaciago
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  • 2007 The Expectations Hypothesis of Term Structure of Interest Rates Revisited
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    by Fatih Ozatay & Erdal Ozmen & Gülbin Sahinbeyoglu
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    by Michal Brzoza-Brzezina & Jesus Crespo Cuaresma
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  • 2007 Macroeconomic Determinants of Bank Spread in Brazil: An Empirical Evaluation
    by Guilherme Jonas Costa da Silva & José Luís Oreiro & Luiz Fernando de Paula
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    by Roman Horváth
  • 2007 The Political Economy of Infrastructure Investment in India
    by Chetan Ghate
  • 2007 Do Exchange Rates Move in Line With Uncovered Interest Parity?
    by Huisman, R. & Mahieu, R.J. & Mulder, A.
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    by Víctor Gerardo Carreón Rodríguez & Malena Svarch Pérez
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    by Raphael A. Espinoza & Charles Goodhart & Dimitrios P. Tsomocos
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    by Ana Paula Martins
  • 2007 Future Fiscal and Budgetary Shocks
    by Hian Teck Hoon & Edmund S. Phelps
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    by Idrees Khawaja & Musleh-ud Din
  • 2007 How committees reduce the volatility of policy rates
    by Etienne Farvaque & Norimichi Matsueda & Pierre-Guillaume Méon
  • 2007 Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters
    by Siem Jan Koopman & Max I.P. Mallee & Michel van der Wel
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    by Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk
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    by Biais, Bruno & Renucci, Antoine & Saint-Paul, Gilles
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    by Schuknecht, Ludger & von Hagen, Jürgen & Wolswijk, Guido
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    by Faraglia, Elisa & Marcet, Albert & Scott, Andrew
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    by Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L
  • 2007 Why Do Emerging Economies Borrow Short Term?
    by Broner, Fernando A & Lorenzoni, Guido & Schmukler, Sergio
  • 2007 Anticipated Fiscal Policy and Adaptive Learning
    by Evans, George W & Honkapohja, Seppo & Mitra, Kaushik
  • 2007 Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set
    by Favero, Carlo A & Niu, Linlin & Sala, Luca
  • 2007 Money in Monetary Policy Design under Uncertainty: The Two-Pillar Phillips Curve versus ECB-Style Cross-Checking
    by Beck, Günter & Wieland, Volker
  • 2007 Money in Monetary Policy Design: A Formal Characterization of ECB-Style Cross-Checking
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  • 2007 Does The Spot Curve Contain Information On Future Monetary Policy In Colombia
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  • 2007 La curva de rendimientos como predictor de expectativas macroeconómicas
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    by Roman Horvath
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    by Ales Bulir & Katerina Smidkova & Viktor Kotlan & David Navratil
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    by Gunther Schnabl & Christian Danne
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  • 2007 Determinants of the time varying risk premia
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  • 2007 Euro Area Market Reactions to the Monetary Developments Press Release
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    by De Loubens, A. & Idier, J. & Jardet, C.
  • 2007 Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework
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  • 2007 Have real interest rates really fallen that much in Spain?
    by Roberto Blanco & Fernando Restoy
  • 2007 A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate
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  • 2007 The Zero Bound on Nominal Interest Rates: Implications for the Optimal Monetary Policy in Canada
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  • 2007 ‘This Arbitrary Rearrangement of Riches’: an Alternative Theory of the Costliness of Inflation
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    by Gonzalo Fernández-de-Córdoba & José L. Torres
  • 2007 Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates
    by Charlotte Christiansen
  • 2007 Does it Pay to Watch Central Bankers’ Lips? The Information Content of ECB Wording
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  • 2007 The Predictive Power of Interest Rates Spread for Economic Activity
    by Raffaele Passaro
  • 2007 Economic transparency and poverty
    by Helder Ferreira De Mendonça & Josè Simao Filho
  • 2007 Economic transparency and poverty
    by Helder Ferreira De Mendonça & Josè Simao Filho
  • 2007 The interest rate transmission mechanism and the management of interest margin in the context of Czech national bank disinflation policy
    by Karel Brůna
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    by Vladimir Pikora
  • 2007 Monetary policy, trend inflation changes and volatility of interest rates relations: an analysis of long-term interest rate dynamics in the context of changes in czech national bank repo rate
    by Karel Brůna
  • 2007 Determinants of Interest Spread in Pakistan
    by M. Idrees Khawaja & Musleh-Ud Din
  • 2007 The flattening of the yield curve : causes and economic policy implications
    by M. Collin
  • 2007 The liquidity management of the Eurosystem during the period of financial turmoil
    by Luc Aucremanne & Jef Boeckx & Olivier Vergote
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    by Ágnes Csermely & András Rezessy
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  • 2007 Interest Rate Setting by the ECB, 1999-2006: Words and Deeds
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    by Noritaka Kudoh
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  • 2007 Striving to Be “Clearly Open” and “Crystal Clear”: Monetary Policy Communication of the CNB
    by Kateøina Šmídková & Aleš Bulíø
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    by Aron Drew & Özer Karagedikli
  • 2007 The Science and Art of Monetary-Policy Communication
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  • 2007 Modelling The German Yield Curve And Testing The Lucas Critique, 1975-2001
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    by Laurence Booth & George Georgopoulos & Walid Hejazi
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  • 2007 The Money Market Daily Session :an UHF-GARCH Model Applied to the Portuguese Case Before and After the Introduction Of the Minimum Reserve System of the Single Monetary Policy
    by Fatima Sol Murta
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    by Sophocles N. Brissimis & Thomas Vlassopoulos
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    by Paolo Zagaglia & Massimiliano Marzo & Ingvar Strid
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  • 2006 Monetary Policy and the Term Structure: A Fully Structural DSGE approach
    by Massimiliano Marzo & Ulf Sodestrom & Paolo Zagaglia
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    by Costanza Torricelli & Marianna Brunetti
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    by Ricardo Gimeno & Juan M. Nave
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    by Elisa Faraglia & Albert Marcet & Andrew Scott
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    by Geoffrey Dunbar
  • 2006 Arbitrage with Fixed Costs and Interest Rate Models
    by Jouini, Elyès & Napp, Clotilde
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    by Köhler, Matthias & Hommel, Judith & Grote, Matthias
  • 2006 Does money matter in the ECB strategy? New evidence based on ECB communication
    by Berger, Helge & de Haan, Jakob & Sturm, Jan-Egbert
  • 2006 How the ECB and US Fed set interest rates
    by Belke, Ansgar & Polleit, Thorsten
  • 2006 Money in monetary policy design under uncertainty: A formal characterization of ECB-style cross-checking
    by Beck, Günter W. & Wieland, Volker
  • 2006 Money in monetary policy design under uncertainty: The two-pillar Phillips curve versus ECB-style cross-checking
    by Beck, Günter W. & Wieland, Volker
  • 2006 Mean variance optimization of non-linear systems and worst-case analysis
    by Parpas, Panos & Rustem, Berc & Wieland, Volker & Zakovic, Stan
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  • 2006 Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia
    by Bernoth, Kerstin & Wolff, Guntram B.
  • 2006 Bond pricing when the short term interest rate follows a threshold process
    by Lemke, Wolfgang & Archontakis, Theofanis
  • 2006 The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the term spread
    by Offermanns, Christian J. & Nautz, Dieter
  • 2006 Interest Rate Pass-Through in Central and Eastern Europe: Reborn from Ashes Merely to Pass Away?
    by Balázs Égert & Jesus Crespo-Cuaresma & Thomas Reininger
  • 2006 Real-Time Time-Varying Equilibrium Interest Rates: Evidence on the Czech Republic
    by Roman Horváth
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    by Tigran Poghosyan & Evzen Kocenda &
  • 2006 A Yield Curve Perspective on Uncovered Interest Parity
    by Leo Krippner
  • 2006 A Yield Curve Perspective on Uncovered Interest Parity
    by Leo Krippner
  • 2006 Low inflation, a high net savings surplus and institutional restrictions keep the Japanese long-term interest rate low
    by Jansen, Pieter W.
  • 2006 Did capital market convergence lower the effectiveness of the interest rate as a monetary policy tool?
    by Jansen, Pieter W.
  • 2006 Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada
    by Ruby Shih & David E. A. Giles
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    by Bevilacqua, Franco
  • 2006 Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period
    by Bevilacqua, Franco
  • 2006 A Further Look into the Demography-based GDP Forecasting Method
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    by Pilar Abad & Sonia Benito
  • 2006 Sovereign Risk Premiums in the European Government Bond Market
    by Bernoth, Kerstin & Hagen, Jürgen von & Schuknecht, Ludger
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    by Olcay Yucel Culha & Fatih Ozatay & Gulbin Sahinbeyoglu
  • 2006 Determinants of long-term interest rates in the Scandinavian countries
    by Suzan Hol
  • 2006 Market Reactions to Central Bank Communication Policies :Reading Interest Rate Options Smiles
    by Marie Briere
  • 2006 On the Expectations Hypothesis in US Term Structure
    by Erdenebat Bataa & Dong Heon Kim & Denise R. Osborn
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    by Peter Hördahl & Oreste Tristani & David Vestin
  • 2006 Monetary Policy and the Term Structure of Interest Rates
    by Federico Ravenna & University of California & Juha Seppala & University of Illinois
  • 2006 The Fractional OU Process: Term Structure Theory and Application
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  • 2006 Macroeconomic Models and the Yield Curve
    by Jagjit Chadha & Sean Holly
  • 2006 Endogenous State Prices, Liquidity, Default, and the Yield Curve
    by Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos
  • 2006 Taking Personalities out of Monetary Policy Decision Making? Interactions, Heterogeneity and Committee Decisions in the Bank of England’s MPC
    by Arnab Bhattacharjee & Sean Holly
  • 2006 Labour and Product Market Reforms in the Economy with Distortionary Taxation
    by Nikola Bokan & Andrew Hughes Hallett
  • 2006 Using Taylor Rules to Assess the Relative Activism of the European Central Bank, the Bank of England and the Federal Reserve Board
    by David Cobham
  • 2006 Testing for Parameter Stability in Dynamic Models Across Frequencies
    by Bertrand Candelon & Gianluca Cubadda
  • 2006 Alongamento dos títulos de renda fixa no Brasil
    by Márcio Gomes Pinto Garcia & Juliana Salomão
  • 2006 Monetary Policy Rules and Exchange Rates:A Structural VAR Identified by No Arbitrage
    by Sen Dong
  • 2006 Growth-Indexed Bonds in Emerging Markets: a Quantitative Approach
    by Andre Faria
  • 2006 Why Do Emerging Economies Borrow Short Term?
    by Fernando Broner & Guido Lorenzoni & Sergio Schmuckler
  • 2006 Measuring the Natural Interest Rate for the Peruvian Economy
    by Paul Castillo & Carlos Montoro & Vicente Tuesta
  • 2006 Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market
    by Kristoffer Nimark
  • 2006 Term Structure Rules for Monetary Policy
    by Mariano Kulish
  • 2006 Identifying asset price booms and busts with quantile regressions
    by José Ferreira Machado & João Sousa
  • 2006 Real-Time Time-Varying Equilibrium Interest Rates: Evidence on the Czech Republic
    by Horvath, Roman
  • 2006 Stock Market Development, Capital Accumulation and Growth in India since 1950
    by Sarkar, Prabirjit
  • 2006 Identifying Determinants of the Cost of Long Term Borrowing for U.S. Firms: Insights for Management
    by Cebula, Richard & McGrath, Richard
  • 2006 Further evidence on the impact of economic news on interest rates
    by Ielpo, Florian & Guégan, Dominique
  • 2006 Bonds futures: Delta? No gamma!
    by Henrard, Marc
  • 2006 Bonds futures and their options: more than the cheapest-to-deliver; quality option and marginning
    by Henrard, Marc
  • 2006 Why Are Interest Rates So Low?
    by John, Tatom
  • 2006 TIPS Options in the Jarrow-Yildirim model
    by Henrard, Marc
  • 2006 An Interpretation of An Affine Term Structure Model for Chile
    by Juan Marcelo, Ochoa
  • 2006 A Reinterpretation and Remedy of Keynes’s Liquidity Preference Theory
    by Wenge Huang
  • 2006 The Value of Interest Rate Stabilization Policies When Agents are Learning
    by John Duffy & Wei Xiao
  • 2006 A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration
    by Francis X. Diebold & Lei Ji & Canlin Li
  • 2006 Factors Behind Low Long-Term Interest Rates
    by Rudiger Ahrend & Pietro Catte & Robert W.R. Price
  • 2006 Heterogeneous Expectations and Bond Markets
    by Wei Xiong & Hongjun Yan
  • 2006 Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections
    by Glenn D. Rudebusch & John C. Williams
  • 2006 International Capital Flows and U.S. Interest Rates
    by Francis E. Warnock & Veronica Cacdac Warnock
  • 2006 Modern Macroeconomics in Practice: How Theory is Shaping Policy
    by Patrick Kehoe & Varadarajan V. Chari
  • 2006 Can Central Banks Target Bond Prices?
    by Kenneth Kuttner
  • 2006 A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives
    by Anders B. Trolle & Eduardo S. Schwartz
  • 2006 The term structure of interest rates in a DSGE model
    by Marina Emiris
  • 2006 Structural breaks in the interest rate pass-through and the euro. A cross-country study in the euro area and the UK
    by Giuseppe Marotta
  • 2006 Multiple breaks in lending rate pass-through A cross country study for the euro area
    by Gianluca Di Lorenzo & Giuseppe Marotta
  • 2006 Structural breaks in the interest rate pass-through and the euro. A cross-country study in the euro area and the UK
    by Giuseppe Marotta
  • 2006 Multiple breaks in lending rate pass-through A cross country study for the euro area
    by Gianluca Di Lorenzo & Giuseppe Marotta
  • 2006 The effect of the MNB’s communication on financial markets
    by Péter Gábriel & Klára Pintér
  • 2006 A Factor Model of the Term Structure of Interest Rates and Risk Premium Estimation for Latvia's Money Market
    by Viktors Ajevskis & Kristine Vitola
  • 2006 Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models
    by Ilias Lekkos & Costas Milas & Theodore Panagiotidis
  • 2006 The Impact of ECB Communication on Financial Market Expectations
    by Michael Lamla & Sarah M. Rupprecht
  • 2006 Does Money Matter in the ECB Strategy? New Evidence Based on ECB Communication
    by Helge Berger & Jakob de Haan & Jan-Egbert Sturm
  • 2006 Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models
    by Costas Milas & Ilias Lekkos & Theodore Panagiotidis
  • 2006 Crowding-out and Crowding-in Effects of Government Bonds Market on Private Sector Investment (Japanese Case Study)
    by Abdullatif Alani, Emad M.A.
  • 2006 Modeling The Euro Overnight Rate
    by Ángel León & Francis Benito & Juan Nave
  • 2006 Term structure of interest rate. european financial integration
    by Hortènsia Fontanals & Elisabet Ruiz & Catalina Bolancé
  • 2006 Indexed Bonds and Revisions of Inflation Expectations
    by Reschreiter, Andreas
  • 2006 Financial Structure and its Impact on the Convergence of Interest Rate Pass-through in Europe. A Time-varying Interest Rate Pass-through Model
    by Schwarzbauer, Wolfgang
  • 2006 Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem
    by Nuno Cassola & Christian Ewerhart & Claudio Morana
  • 2006 British Interest Rate Convergence between the US and Europe: A Recursive Cointegration Analysis
    by Enzo Weber
  • 2006 Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks
    by Sugita, Katsuhiro
  • 2006 Can a time-varying equilibrium real interest rate explain the excess sensitivity puzzle?
    by Alexius, Annika & Welz, Peter
  • 2006 Measuring Expectations
    by Kjellberg, David
  • 2006 Chartist Trading in Exchange Rate Theory
    by Selander, Carina
  • 2006 Does the Yield Spread Predict the Output Gap in the U.S.?
    by Zagaglia, Paolo
  • 2006 The Predictive Power of the Yield Spread under the Veil of Time
    by Zagaglia, Paolo
  • 2006 Life-Cycle Housing and Portfolio Choice with Bond Markets
    by van Hemert, Otto
  • 2006 Monetary policy and rejections of the expectations hypothesis
    by Ravenna , Federico & Seppälä , Juha
  • 2006 Money market volatility, A simulation study
    by Kempa , Michal
  • 2006 A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials
    by Mathias Hoffmann & Ronald MacDonald
  • 2006 Asset Pricing with Incomplete Information In a Discrete Time Pure Exchange Economy
    by Prasad Bidarkota & Brice Dupoyet
  • 2006 Learning About the Term Structure and Optimal Rules for Inflation Targeting
    by Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W.
  • 2006 On Simple Conditions for Mixed Equilibria in Dualistic Models. Part II: Degree of Coverage
    by Ana Paula Martins
  • 2006 On Simple Conditions for Mixed Equilibria in Dualistic Models. Part I: Degree of Mobility
    by Ana Paula Martins
  • 2006 A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete
    by Peter C. B. Phillips & Jun Yu
  • 2006 Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia
    by Kerstin Bernoth & Guntram Wolff
  • 2006 Uncovering Yield Parity: A new insight into the UIP puzzle through the stationarity of long maturity forward rates
    by Zsolt Darvas & G�bor Rappai & Zolt�n Schepp
  • 2006 Low inflation, a high net savings surplus and institutional restrictions keep the Japanese long-term interest rate low
    by Jansen, Pieter W.
  • 2006 Did capital market convergence lower the effectiveness of the interest rate as a monetary policy tool?
    by Jansen, Pieter W.
  • 2006 Learning about the Term Structure and Optimal Rules for Inflation Targeting
    by Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W.
  • 2006 Monetary Policy, the Bond Market, and Changes in FOMC Communication Policy
    by Troy Davig & Jeffrey R. Gerlach
  • 2006 Money and Production, and Liquidity Trap
    by Pradeep Dubey & John Geanakoplos
  • 2006 The Term Structure of Interest Rates in the European Union
    by Minoas Koukouritakis & Leo Michelis
  • 2006 New-Keynesian Macroeconomics and the Term Structure
    by Bekaert, Geert & Cho, Seonghoon & Moreno, Antonio
  • 2006 Learning About the Term Structure and Optimal Rules for Inflation Targeting
    by Eijffinger, Sylvester C W & Schaling, Eric & Tesfaselassie, Mewael F.
  • 2006 Una Aproximación a La Dinámica de las Tasas de Interés de Corto Plazo en Colombia a través de Modelos GARCH Multivariados
    by Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo
  • 2006 Tasa De Rendimiento De Capital De Colombia Para El Período Entre 1990-2001
    by Ana María Tribín Uribe
  • 2006 La Tasa de Interés Natural en Colombia
    by Juan José Echavarría & Enrique López Enciso & Martha Misas Arango & Juana Tellez Corredor
  • 2006 Interest Rate Pass-Through In Colombia: A Micro- Banking Perspective
    by Rocío Betancourt & Hernando Vargas & Norberto Rodríguez Niño
  • 2006 Efectos de los cambios en la tasa de intervención del Banco de la República sobre la estructura a plazo
    by Luis Eduardo Arango & Andrés González & Jhon Jairo León & Luis Fernando Melo
  • 2006 Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale
    by vladimir Borgy & Valérie Mignon
  • 2006 The Role of the IMF in Well-Performing Low-Income Countries
    by Steve Radelet
  • 2006 Does Money Matter in the ECB Strategy? New Evidence Based on ECB Communication
    by Helge Berger & Jan-Egbert Sturm
  • 2006 Foreign Exchange Risk Premium Determinants: Case of Armenia
    by Tigran Poghosyan & Evzen Kocenda
  • 2006 Monetary policy before and after the euro: Evidence from Greece
    by Arghyrou, Michael G
  • 2006 Interest Rate Clustering in UK Financial Services Markets
    by John K. Ashton & Robert Hudson
  • 2006 Macroeconomic Models and the Yield Curve: An assessment of the Fit
    by Chadha, J.S. & Holly, S.
  • 2006 Monetary Policy Rules under Heterogeneous Inflation Expectations
    by Sophocles N. Brissimis & Nicholas S. Magginas
  • 2006 Term Structure Anomalies: Term Premium or Peso problem?
    by JARDET, C.
  • 2006 An empirical analysis of national differences in the retail bank interest rates of the euro area
    by Massimiliano Affinito & Fabio Farabullini
  • 2006 House prices and real interest rates in Spain
    by Juan Ayuso & Roberto Blanco & Fernando Restoy
  • 2006 Can Affine Term Structure Models Help Us Predict Exchange Rates?
    by Antonio Diez de los Rios
  • 2006 A comparative Long-memory Analysis between Spanish, Mexican and U.S. interest rates
    by Fernando Espinosa Navarro & Klender Cortez & Roman Jordi Adillon Boladeres
  • 2006 Forecasting US bond yields at weekly frequency
    by Riccardo LUCCHETTI & Giulio PALOMBA
  • 2006 An interpretation of an affine term structure model of Chile
    by J.Marcelo Ochoa
  • 2006 Spot and foward market intervention during the 1997 Korean currency crisis
    by Woosik Moon & Yeongseop Rhee
  • 2006 Spot and foward market intervention during the 1997 Korean currency crisis
    by Woosik Moon & Yeongseop Rhee
  • 2006 An Investigation of the German Dominance Hypothesis in the Context of Eastern Enlargement of the EU
    by Mete Feridun
  • 2006 Budget Deficit and Interest Rates
    by Zdeněk Dvorný
  • 2006 Glenn Rudebusch’s View on the Targeting of Short-Term Interest Rates
    by Karel Brůna
  • 2006 Globalisation and monetary policy
    by J. Boeckx
  • 2006 Whom should we believe? Information content of the yield curve and analysts’ expectations
    by Péter Gábriel & Klára Pintér
  • 2006 A devizakötvény-felárak és a hitelminősítések összefüggése - keresztmetszeti elemzés. A cross-section analysis
    by Kocsis, Zalán & Mosolygó, Zsuzsa
  • 2006 EMU and the transmission of monetary policy: evidence from business lending rates
    by Boris Hofmann
  • 2006 The Interest Rate Pass-Through in German Banking Groups
    by Hiltrud Nehls
  • 2006 The Bond Yield "Conundrum" from a Macro-Finance Perspective
    by Glenn D. Rudebusch & Eric T. Swanson & Tao Wu
  • 2006 Financial Market Functioning and Monetary Policy: Japanfs Experience
    by Naohiko Baba
  • 2006 The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market
    by Naohiko Baba & Motoharu Nakashima & Yosuke Shigemi & Kazuo Ueda
  • 2006 Time-Varying Risk Premia in the Single European Treasury Bill Market
    by Nikolaos Mylonidis
  • 2006 On The Fisher Effect And Inflation Dynamics In Low-Income Countries: An Assessment Of Sub-Saharan Africa Economies
    by NANDWA, Boaz
  • 2006 The Role of Global Risk Aversion in Explaining Sovereign Spreads
    by Alicia Garcia-Herrero & Alvaro Ortiz
  • 2006 Interest Rate Setting and the Colombian Monetary Transmission Mechanism
    by Carlos Andrés Amaya
  • 2006 Règle de Taylor vs Règle-icm. Application à la zone euro
    by Grégory Levieuge
  • 2006 Libéralisation de la rémunération des dépôts à vue en France : premier bilan
    by FONTENY, E. & KIERZENKOWSKI, R. & LASCAR, J.
  • 2006 Modélisation et analyse des mécanismes du Club de Paris de rachat de créances par prépaiement
    by DANIEL, L. & MANAS, A.
  • 2006 Analyse des taux de soumission aux appels d’offres de l’Eurosystème
    by LECINQ, F.
  • 2005 How the Bundesbank really conducted monetary policy
    by Christina Gerberding & Franz Seitz & Andreas Worms
  • 2005 Bond Yield Predictability and Estimation of Affine Term Structure Models
    by Bovorn Vichiansin
  • 2005 Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations
    by Wolfgang Lemke
  • 2005 Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements
    by Refet Gürkaynak & Brian Sack
  • 2005 Central bank power is a matter of faith
    by Bengtsson, Ingemar
  • 2005 Soybean Inventory and Forward Curve Dynamics
    by Nguyen, Vu-Nhat & Geman, Hélyette
  • 2005 A Note on Deficit, Implicit Debt, and Interest Rates
    by Zijun Wang
  • 2005 The Elasticity of Substitution across Maturities in International Capital Markets: A Simple Test
    by Drakos, Konstantinos
  • 2005 Dibs Faiz Oranlarında Oynaklığın Koşulu Değişen Varyans Modeli İle Tahmini Ve Öngörülmesi
    by Kıvılcım M. ÖZCAN & Suat AYDIN
  • 2005 Does it Pay to Watch Central Bankers' Lips? The Information Content of ECB Wording
    by Heinemann, Friedrich & Ullrich, Katrin
  • 2005 The Changing Role of the Yen/Dollar Exchange Rate for Japanese Monetary Policy
    by Schnabl, Gunther & Danne, Christian
  • 2005 Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical Approach
    by Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo
  • 2005 Liquidity Preference Theory Revisited—To Ditch or to Build on It?
    by Joerg Bibow
  • 2005 Modeling Interest Rate Transmission Dynamics In Greece. Is There Any Structural Break After Emu?
    by DIONYSIOS CHIONIS & COSTAS LEON
  • 2005 Are Europe's Interest Rates led by FED Announcements?
    by Andrea Monticini & Giacomo Vaciago
  • 2005 Interest Rate Rules and the Response to the Output Gap
    by Juan Paez-Farrell
  • 2005 The CNB’s Policy Decisions – Are They Priced in by the Markets?
    by David Navrátil & Viktor Kotlán
  • 2005 The Role Of Global Risk Aversion In Explaining Latin American Sovereign Spreads
    by ALICIA GARCIA HERRERO & ALVARO ORTIZ
  • 2005 The Changing Role of the Yen/Dollar Exchange Rate for Japanese Monetary Policy
    by Gunther Schnabl & Christian Danne
  • 2005 Expectations, Bond Yields and Monetary Policy
    by Albert Lee Chun
  • 2005 Libor Market Model and Gaussian HJM explicit approaches to option on composition
    by Marc Henrard
  • 2005 Convexity adjustment and delivery option in Australian dollar 90 Day Bills Futures
    by Marc Henrard
  • 2005 Modelling International Bond Markets with Affine Term Structure Models
    by Georg Mosburger & Paul Schneider
  • 2005 Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data
    by Karlo Kauko
  • 2005 The intraday price of money: evidence from the e-MID market
    by Angelo Baglioni & Andrea Monticini
  • 2005 Bermudan swaptions in Hull-White one-factor model: analytical and numerical approaches
    by Marc Henrard
  • 2005 Bond Yield Compression in the Countries Converging to the Euro
    by Lucjan T. Orlowski & Kirsten Lommatzsch &
  • 2005 A New Framework for Yield Curve, Output and Inflation Relationships
    by Leo Krippner
  • 2005 A New Framework for Yield Curve, Output and Inflation Relationships
    by Leo Krippner
  • 2005 Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve
    by Leo Krippner
  • 2005 Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve
    by Leo Krippner
  • 2005 Investigating the Relationships between the Yield Curve, Output and Inflation using an Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models
    by Leo Krippner
  • 2005 Investigating the Relationships between the Yield Curve, Output and Inflation using an Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models
    by Leo Krippner
  • 2005 An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models
    by Leo Krippner
  • 2005 An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models
    by Leo Krippner
  • 2005 A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps
    by Carl Chiarella & Christina Nikitopoulos-Sklibosios & Erik Schlogl
  • 2005 The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach
    by Carl Chiarella & Hing Hung & Thuy-Duong To
  • 2005 The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach
    by Carl Chiarella & Thuy-Duong To
  • 2005 A note on the Malliavin differentiability of the Heston volatility
    by Elisa Alòs & Christian-Olivier Ewald
  • 2005 New-Keynesian Macroeconomics and the Term Structure
    by Seonghoon Cho & Antonio Moreno & Geert Bekaert
  • 2005 Expectations, Bond Yields and Monetary Policy
    by Albert Lee Chun
  • 2005 Curve Forecasting by Functional Autoregression
    by A. Onatski & V. Karguine
  • 2005 TIPS: Taking Inflation Premium Seriously
    by Min Wei & Stefania D'Amico & Don H. Kim
  • 2005 The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective
    by Tao Wu & Glenn Rudebusch
  • 2005 Inflation Targeting, Committee Decision Making and Uncertainty: The Case of the Bank of England’s MPC
    by Arnab Bhattacharjee & Sean Holly
  • 2005 Cousin risks: the extent and the causes of positive correlation between country and currency risks
    by Marcio Gomes Pinto Garcia & Alexandre Lowenkron
  • 2005 Monetary Policy and the Term Structure of Interest Rates
    by Juha Seppala & Federico Ravenna
  • 2005 Tax Riots
    by Christopher Phelan & Marco Bassetto
  • 2005 No-Arbitrage Taylor Rules
    by Andrew Ang & Sen Dong
  • 2005 Macroeconomic Determinants of the Movement of the Yield Curve
    by Vargas, Gregorio A.
  • 2005 Implied Volatilities of Caps: a Gaussian approach
    by Flavio Angelini & Stefano Herzel
  • 2005 Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?
    by Andrew Ang & Geert Bekaert & Min Wei
  • 2005 Self-Fulfilling Currency Crises: The Role of Interest Rates
    by Christian Hellwig & Arijit Mukherji & Aleh Tsyvinski
  • 2005 Money Growth and Interest Rates
    by Seok-Kyun Hur
  • 2005 A less effective monetary transmission in the wake of EMU? Evidence from lending rates pass-through
    by Gianluca Di Lorenzo & Giuseppe Marotta
  • 2005 The aim of the present work is to test the predictive power of the term spread in forecasting real economic growth rates and recession probabilities in Italy. According to the most recent literature, the relationship between the term spread and economic growth rates is modelled as a nonlinear one and specifically the Logistic Smooth Transition model is used, while a probit model is implemented to forecast recession probabilities. In both applications evidence supports a relevant informative content of the spread in Italy
    by Costanza Torricelli & Marianna Brunetti
  • 2005 A less effective monetary transmission in the wake of EMU? Evidence from lending rates pass-through
    by Gianluca Di Lorenzo & Giuseppe Marotta
  • 2005 Repegging of the Lats to the Euro: Implications for the Financial Sector
    by Viktors Ajevskis & Armands Pogulis
  • 2005 On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models
    by Ilias Lekkos & Costas Milas & Theodore Panagiotidis
  • 2005 On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models
    by Ilias Lekkos & Costas Milas & Theodore Panagiotidis
  • 2005 The Term Structure of Interest Rates under Regime Shifts and Jumps
    by Shu Wu & Yong Zeng
  • 2005 Monetary Policy and Long-term Interest Rates
    by Shu Wu
  • 2005 Interest rate pass-through estimates from vector autoregressive models
    by Johann Burgstaller
  • 2005 International Capital Flows and U.S. Interest Rates
    by Francis E. Warnock & Veronica C. Warnock
  • 2005 The Yield Curve Slope and Monetary Policy Innovations
    by Gamber, Edward N. & Joutz, Frederick L.
  • 2005 Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach
    by Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago
  • 2005 US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore
    by Giorgio Valente
  • 2005 The Rate of Return of Pay-As-You-Go Pension Systems: A More Exact Consumption-Loan Model of Interest
    by Settergren, Ole & Mikula, Boguslaw D.
  • 2005 Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output Gap
    by Apel, Mikael & Jansson, Per
  • 2005 Identifying the Interdependence between US Monetary Policy and the Stock Market
    by Bjørnland, Hilde C. & Leitemo, Kai
  • 2005 Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations
    by Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A.
  • 2005 A framework for understanding inflation - with or without money
    by Bengtsson, Ingemar
  • 2005 Identifying the interdependence between US monetary policy and the stock market
    by Bjørnland , Hilde & Leitemo, Kai
  • 2005 Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data
    by Kauko , Karlo
  • 2005 A Tale of Two Effects
    by Paul Evans & Xiaojun Wang
  • 2005 Asset Pricing with Incomplete Information under Stable Shocks
    by Prasad V. Bidarkota & Brice V. Dupoyet & J. Huston McCulloch
  • 2005 Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations
    by Kjell G. Nyborg & Ulrich Bindseil & Ilya A. Strebulaev
  • 2005 Immunization Using a Parametric Model of the Term Structure
    by Jorge Miguel Ventura Bravo & Carlos Manuel Pereira da Silva
  • 2005 Efficient Rank Reduction of Correlation Matrices
    by Grubisic, I. & Pietersz, R.
  • 2005 Generic Market Models
    by Pietersz, R. & van Regenmortel, M.
  • 2005 Consumer Confidence and Yield Spreads in Europe
    by Ferreira García, María Eva & Rubio Irigoyen, Gonzalo & Martínez, María Isabel & Navarro, Eliseo
  • 2005 The importance of the wording of the ECB
    by Carlo Rosa & Giovanni Verga
  • 2005 The bank lending survey for the euro area
    by Jesper Berg & Annalisa Ferrando & Gabe de Bondt & Silvia Scopel
  • 2005 Forecasting Interest Rates - A Comparative Assessment Of Some Second Generation Non-Linear Models
    by Dilip M. Nachane & Jose G. Clavel
  • 2005 Is a Word to the Wise Indeed Enough? ECB Statements and the Predictibility of Interest Rate Decisions
    by David-Jan Jansen & Jakob de Haan
  • 2005 Labor Income and the Demand for Long-term Bonds
    by Koijen, R.S.J. & Nijman, T.E. & Werker, B.J.M.
  • 2005 Fisher Hypothesis Revisited: A Fractional Cointegration Analysis
    by Saadet Kirbas Kasman & Adnan Kasman & Evrim Turgutlu
  • 2005 A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations
    by Peter C.B. Phillips & Jun Yu
  • 2005 Term Structure Linkages Among the New EU Countries and the EMU
    by Minoas Koukouritakis & Leo Michelis
  • 2005 The Term Structures of Interest Rates in the New and Prospective EU Countries
    by Minoas Koukouritakis & Leo Michelis
  • 2005 Term Structure Estimation with Survey Data on Interest Rate Forecasts
    by Kim, Don H. & Orphanides, Athanasios
  • 2005 The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields
    by Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio
  • 2005 Why Are Returns on Swiss Franc Assets So Low? Rare Events May Solve the Puzzle
    by Kugler, Peter & Weder di Mauro, Beatrice
  • 2005 Time Variation in Term Premia: International Evidence
    by Jongen, Ron & Verschoor, Willem F C & Wolff, Christian C
  • 2005 The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation
    by Favero, Carlo A & Kaminska, Iryna & Söderström, Ulf
  • 2005 Central Bank Forecasts and Disclosure Policy: Why it Pays to be Optimistic
    by Eijffinger, Sylvester C W & Tesfaselassie, Mewael F.
  • 2005 The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates
    by Clarida, Richard & Sarno, Lucio & Taylor, Mark P & Valente, Giorgio
  • 2005 The CNB's Policy Decisions - Are They Priced in by the Markets?
    by David Navratil & Viktor Kotlan
  • 2005 The Consumption-Based Determinants of the Term Structure of Discount Rates
    by Christian Gollier
  • 2005 Inflation Expectations in the Czech Interbank Market
    by Martin Fukac
  • 2005 The Importance of the Wording of the ECB
    by Carlo Rosa & Giovanni Verga
  • 2005 Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England’s MPC
    by Bhattacharjee, A. & Holly, S.
  • 2005 Why are Returns on Swiss Franc Asset so Low?
    by Peter Kugler & Beatrice Weder
  • 2005 The natural real interest rate and the output gap in the euro area: A joint estimation
    by Julien Garnier & Bjørn-Roger Wilhelmsen
  • 2005 Japan's deflation, problems in the financial system and monetary policy
    by Naohiko Baba & Shinichi Nishioka & Nobuyuki Oda & Masaaki Shirakawa & Kazuo Ueda & Hiroshi Ugai
  • 2005 The role of the natural rate of interest in monetary policy
    by Jeffery D. Amato
  • 2005 Are there asymmetries in the response of bank interest rates monetary shocks?
    by Leonardo Gambacorta & Simonetta Iannotti
  • 2005 The role of global risk aversion in explaining Latin American sovereign spreads
    by Alicia García-Herrero & Álvaro Ortiz
  • 2005 Estimating the natural interest rate for the euro area and Luxembourg
    by Ladislav Wintr & Paolo Guarda & Abdelaziz Rouabah
  • 2005 The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach
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  • 2004 Curva de rendimientos y crecimiento de la producción real en la UEM: eficiencia y estabilidad predictiva./Yield Curve and Real Output Growth in the EMU: Efficiency and Predictive Stability
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  • 2004 Comments on "Price Stability and Japanese Monetary Policy."
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  • 2004 Expectativas De Actividad Económica En Colombia Y Estructura A Plazo: Un Poco Más De Evidencia
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  • 2004 Monetary policy in a cash-in-advance economy: employment, capital accumulation, and the term structure of interest rates
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  • 2003 Financial Deindexation in Slovenia
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  • 2003 Interest - Rate Price Nexus in India
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  • 2003 Exchange and Interest Rates prior to EMU: The Case of Greece
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  • 2003 Equal size, equal role? Interest rate interdependence between the Euro area and the United States
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  • 2003 Permanent and transitory policy shocks in an empirical macro model with asymmetric information
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  • 2003 Collateral Constraints in a Monetary Economy
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  • 2003 Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach
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  • 2003 Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation
    by Leo Krippner
  • 2003 Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation
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  • 2003 Un Contraste Alternativo De La Hipótesis De Las Expectativas En Swaps De Tipos De Interés
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  • 2003 The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System
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  • 2003 Interest rate pass-through in the Polish banking sector and bank-specific financial disturbances
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  • 2003 The Impact of the Federal Budget Deficit on the Nominal Interest Rate Yield on US Treasury Notes, 1979-2001
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  • 2003 Recent and Prospective Trends in Real Long-Term Interest Rates: Fiscal Policy and other Drivers
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  • 2003 Interest Rate Term Structure in Latvia in the Monetary Policy Context
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  • 2003 A Monthly Monetary Model with Banking Intermediation for the Euro Area
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  • 2003 Does the Term Spread play a role in the FED's reaction function? An Empirical Investigation
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  • 2003 Switching Regimes in the Term Structure of Interest Rates During U.S. Post-War: A case for the Lucas proof equilibrium?
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  • 2001 Exchange Rate Risk and Interest Rate : A Case Study for Turkey
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  • 2001 The Changing Behavior Of The Term Structure Of Post-War U.S. Interest Rates And Changes In The Federal Reserve Chairman: Is There A Link?
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  • 2001 Policy Responses to the Post-bubble Adjustments in Japan: A Tentative Review
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  • 2001 Further Monetary Easing Policies under the Non-negativity Constraints of Nominal Interest Rates: Summary of the Discussion Based on Japan's Experience
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  • 2001 The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap
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  • 2001 Interest Rates Time Structure and Domestic Bond Prices
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  • 2001 Government spending, interest rates, and capital accumulation in a two-sector model
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  • 2000 Fundamentals Of The Us And The Uk Interest Rates Under The Rational Expectation Scheme
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  • 2000 On the Term Structure of Futures and Forward Prices
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  • 2000 Modelling Spot Rate Process in the Russian Treasury Bills Market
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  • 2000 Nominal Dynamics in Expected Market-Clearing Models
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  • 2000 The Term Structure of Interest Rates and Inflation Forecast Targeting
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  • 2000 Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools
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  • 2000 Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator
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  • 2000 La structure par terme des prix des commodités : analyse théorique et applications au marché pétrolier
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  • 2000 Money demand in Venezuela: A cointegration analysis (1968-1996)
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  • 2000 Markov-functional interest rate models
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  • 2000 Bond pricing in a hidden Markov model of the short rate
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  • 1999 Testing Affine Term Structure Models in Case of Transaction Costs
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  • 1999 Real Exchange Rates and Real Interest Rates: a nonlinear Perspective
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  • 1999 Mesures et gestion du risque. Le taux d'interet au budget communal. Application a un panel de 859 villes francaises
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  • 1999 Interest Rate Risk and Monetary Union in the European Periphery: Lessons from the Gold Standard, 1880-1914
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  • 1999 Interest Rate Risk and Monetary Union in the European Periphery: Lessons from the Gold Standard, 1880-1914
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  • 1999 Interest Rate Spreads between Italy and Germany 1995-1997
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  • 1999 Interest Rate Smoothing and Time-Varying Premium: Another Look at Debt Management in Japan
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  • 1999 Interest Rate Smoothing and Time-Varying Premium: Another Look at Debt Management in Japan
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  • 1999 A New Test of International Financial Integration with Application to the European Union
    by J. Holmes, Mark & J. Pentecost, Eric
  • 1999 Does the Fisher Effect Apply in Greece? A Cointegration Analysis
    by Paleologos, John M. & Georgantelis, Spyros E.
  • 1999 Improving market-based forecasts of short-term interest rates: Time-varying stationarity and the predictive content of switching regime-expectations
    by Ahrens, Ralf
  • 1999 The Potential Approach to Bond and Currency Pricing
    by Markus Leippold & Liuren Wu
  • 1999 Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited
    by Frank Riedel
  • 1999 On the timing of balance of payments crises: Disaggregated information and interest rate policy
    by Fernando Broner
  • 1999 The Optimal structure of Liquidity Provided by a Self Financed Central Bank
    by Miquel Faig
  • 1999 Estimating The Term Structure of Interest Rates: The Swiss Case
    by Iwan Meier
  • 1999 A re-evaluation of empirical tests of the Fisher hypothesis
    by Basma Bekdache & Christopher F. Baum
  • 1999 Money and Interest Rates with Endogeneously Segmented Markets
    by Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe
  • 1999 The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market
    by Säfvenblad, Patrik
  • 1999 Monetary policy with uncertain parameters
    by Söderström, Ulf
  • 1999 On the Existence of Finite Dimensional Realizations for Nonlinear Forward Rate Models
    by Björk, Tomas & Svensson, Lars
  • 1999 Monetary policy with uncertain parameters
    by Söderström, Ulf
  • 1999 Co-Movements in Long-Term Interest Rates and the Role of PPP-BasedExchange Rate Expectations
    by J.M. Berk & K.H.W. Knot
  • 1999 Testing Affine Term Structure Models in Case of Transaction Costs
    by Driessen, J.J.A.G. & Melenberg, B. & Nijman, T.E.
  • 1999 Existence d’une relation d’équilibre entre variables économiques et variables financières sur le marché français
    by Pras, Isabelle
  • 1999 Temps psychologique, oubli et intérêt chez Maurice Allais
    by Georges PRAT
  • 1999 Stock Prices, Exchange Rates and Monetary Policy
    by Dor, Eric & Durré, Alain
  • 1999 A Survey on Interest Rate Forecasting
    by Yvon Fauvel & Alain Paquet & Christian Zimmermann
  • 1999 The Canadian Treasury Bill Auction and the Term Structure of Interest Rates
    by Lise Godbout & Paul Storer & Christian Zimmermann
  • 1999 Market Discipline and Financial Safety Net Design
    by Demirguc-Kunt, Asli & Huizinga, Harry
  • 1999 Time-series and Cross-section Information in Affine Term Structure Models
    by de Jong, Frank
  • 1999 Inflation Targeting, Transparency and Interest Rate Volatility: Ditching 'Monetary Mystique' in the UK
    by Nolan, C. & Chadha, J.S.
  • 1999 Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives
    by Dudenhausen, Antje & Erik Schloegl & Lutz Schloegl
  • 1999 The Information Content of the French and German Government Bond Tield Curves: Why Such Differences?
    by Jondeau, E. & Ricart, R.
  • 1999 La mesure du ratio rendement-risque a partir du marche des euro-devises
    by Jondeau, E.
  • 1999 Interest Rate Transmission and Volatility Transmission along the Yield Curve
    by Avouyi-Dovi, S. & Jondeau, E.
  • 1999 Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets
    by Fung, Ben & Mitnick, Scott & Remolona, Eli
  • 1999 The Expectations Hypothesis for the Longer End of the Term Structure: Some Evidence for Canada
    by Lange, Ron
  • 1999 Some recent developments in capital market theory: A survey
    by Richard C. Stapleton
  • 1999 Invariant measures for the Musiela equation with deterministic diffusion term
    by Tiziano Vargiolu
  • 1999 Minimal realizations of interest rate models
    by Tomas BjÃrk & Andrea Gombani
  • 1999 Estimation of a German money demand system - a long-run analysis
    by Kirstin Hubrich
  • 1999 Interest Spreads in Banking in Colombia, 1974-96
    by Adolfo Barajas & Roberto Steiner & Natalia Salazar
  • 1999 A kétszáz éves ciklus és az Egyesült Államok II. A kamatráták alakulása
    by Bródy, András
  • 1999 On the Monetary Transmission Mechanism in Europe: Results from a Cointegration Analysis of a Money Demand System
    by Jan Gottschalk
  • 1999 Nonlinear Error Correction Modeling in German Interest Rates
    by Cord Brannolte & Gerd Hansen & Jeong-Ryeol Kim
  • 1999 Modelos de Tasas de Interés en Chile: Una Revisión
    by Sergio Zúñiga
  • 1999 Estructura de Tasas de Interés en Chile: La Vía No Paramétrica
    by Viviana Fernández
  • 1999 Modelos de Tasas de Interés en Chile: Una Revisión
    by Sergio Zúñiga
  • 1999 Výnosová køivka v teorii a praxi èeského mezibankovního trhu (The Yield Curve in Theory and in Practice of the CZech Interbank Market)
    by Viktor Kotlán
  • 1999 Credit Risks and European Government Bond Markets: A Panel Data Econometric Analysis
    by Jan J.G. Lemmen & Charles A.E. Goodhart
  • 1999 Thrift, Productivity and the Real Rate of Interest in Australia
    by Hawtrey, K. M.
  • 1998 Eight Reasons Why Real Versus Nominal Interest Rates is the Most Important Concept in Macroeconomic Principles Courses
    by Kennedy, P.
  • 1998 Uncovering Financial Markets Beliefs About Inflation Targets
    by Ruge-Murcia, F.J.
  • 1998 Simulating Optimal Consumption Paths in a Small Open Economy with Uzawa Preferences
    by Guest, R.G. & McDonald, I.M.
  • 1998 The Volatility of U.S. Term Structure Term Premia 1952-1991
    by Henry, O.T.
  • 1998 Note on the Stability of Long-Run Money Demand: Is the Interest Elasticity Really Constant?
    by Ryuzo Miyao
  • 1998 International Linkages and Macroeconomic News Effects in Interest Rate Volatility -Australia and the US
    by Kim, S.-J. & Sheen, J.
  • 1998 The Term STructure of Interest Rates in a Simple Stochastic Growth Model: Evidence from Australian Data
    by Kim, D.
  • 1998 The Robustness and Efficiency of Monetary Policy Rules as Guidelines for Interest Rate Setting by European Central Bank
    by Taylor, J.B.
  • 1998 Interaction entre taux d'interet allemands et francais: Un reexamen de l'hypothese de dominance allemande
    by Podevin, M.
  • 1998 Yield Gap Momentum as a Leading Indicator to Predict Turning Points in Industrial Production Growth
    by Shearer, P.R.
  • 1998 Modernizing Bohm-Bawerk's Theory of Interest
    by Dorfman, R.
  • 1998 Gamma Discounting
    by Weitzman, M.L.
  • 1998 Arbitrage-Free Discretization of Lognormal Forward Libor and Swap Rate Models
    by Glasserman, P. & Zhao, X.
  • 1998 The Probability Density Function of Interest Rates Implied in the Price of Options
    by Fornari, F. & Violi, R.
  • 1998 Financial Sector Reforms and Interest Rate Liberalization: The Kenya Experience
    by Ngugi, R.W. & Kabubo, J.W.
  • 1998 Keynes et le risque de taux d'intérêt de la banque
    by de Boyer des Roches, Jérôme
  • 1998 Yield Spreads and Short-Term Interest Rate Movements in the Tokyo Money Market and the Actions of the Bank of Japan: November 1993 to March 1996
    by Ford, J.L. & Cadle, P.J. & Kataoka, Y.
  • 1998 Indicators of Short-Term Interest Rate Expectations. The Information Contained in the Options Market
    by María C. Manzano & Isabel Sánchez
  • 1998 Higher order forward rate agreements and the smoothness of the term structure
    by Jaschke, Stefan R.
  • 1998 Tax clientele effects in the German bond market
    by Stehle, Richard & Jaschke, Stefan R. & Wernicke, S.
  • 1998 Another look at yield spreads: Monetary policy and the term structure of interest rates
    by Kim, Dong-heon
  • 1998 Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: Some Comparative Evidence
    by Boero, G. & Torricelli, C.
  • 1998 Continuous-Time Model of Business Fluctuations, and Optimal Behavior of an Interest Rate
    by Alexei Krouglov
  • 1998 Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation?
    by Martin Evans
  • 1998 Time varying forex market inefficiency
    by Koning, Camiel de & Straetmans, Stefan
  • 1998 Inflationary expectations during Germany's great slump
    by Hans Joachim Voth
  • 1998 Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation
    by Otrok, Christopher & Ravikumar, B. & Whiteman, Charles H.
  • 1998 An Optimising Model for Monetary Policy Analysis: Can Habit Formation Help?
    by Jeffrey C. Fuhrer
  • 1998 Testing the predictive power of New Zealand bank bill futures rates
    by Leo Krippner
  • 1998 Discrete-Time Models of Bond Pricing
    by David Backus & Silverio Foresi & Chris Telmer
  • 1998 Predictable Changes in Yields and Forward Rates
    by David Backus & Silverio Foresi & Abon Mozumdar & Liuren Wu
  • 1998 ¿Existe un efecto Fisher en el largo plazo? Evidencia para la economía española, 1962-1996
    by Oscar Bajo & Vicente Esteve
  • 1998 Uncovering Financial Markets Beliefs About Inflation Targets
    by RUGE-MURCIA, Francisco J.
  • 1998 Monetary Policy and Market Interest Rates
    by Ellingsen, Tore & Söderström, Ulf
  • 1998 The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market
    by Säfvenblad, Patrik
  • 1998 Interest Rate Forecasting with Neural Networks
    by Jan Täppinen
  • 1998 Time varying forex market inefficiency
    by Koning, Camiel de & Straetmans, Stefan
  • 1998 The Term Structure of Interest Rates and Inflation Forecast Targeting
    by Eijffinger, S.C.W. & Schaling, E. & Verhagen, W.H.
  • 1998 Stock-Returns and Inflation in a Principal-Agent Economy
    by Jovanovic, B. & Ueda, M.
  • 1998 What was the Market's View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds
    by Jacobs, Mike & Remolona, Eli & Wickens, Michael R
  • 1998 Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election
    by Coutant, Sophie & Jondeau, Eric & Rockinger, Michael
  • 1998 Does the Term Structure Predict Recessions? The International Evidence
    by Bernard, Henri J & Gerlach, Stefan
  • 1998 Threat of a Capital Levy, Expected Devaluation and Interest Rates in Inter-War France
    by Sicsic, Pierre
  • 1998 Extracting Expectations about 1992 UK Monetary Policy from Option Prices
    by Söderlind, Paul
  • 1998 Does Financial Reform Raise or Reduce Savings?
    by Oriana Bandiera & Gerard Caprio Jr. & Patrick Honohan & Fabio Schiantarelli
  • 1998 Modeling fixed income excess returns
    by Basma Bekdache & Christopher F. Baum
  • 1998 La prevision des taux longs français et allemands a partir d'un modele a anticipations rationnelles
    by Jondeau, E. & Sedillot, F.
  • 1998 Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election
    by Coutant, S. & Jondeau, E. & Rockinger, M.
  • 1998 Threat of a Capital Levy, Expected Devaluation and Interest Rates in France during the Interwar Period
    by Hautcoeur, P-C. & Sicsic, P.
  • 1998 The Probability Density Function of Interest Rates Implied in the Price of Options
    by Fabio Fornari & Roberto Violi
  • 1998 Predicting Canadian Recessions Using Financial Variables: A Probit Approach
    by Atta-Mensah, Joseph & Tkacz, Greg
  • 1998 Interest rate parity: Is it alternative for the computation of the equilibrium exchange rate in Venezuela?
    by Josefa Ramoni Perazzi
  • 1998 The optimality of nominal contracts
    by Guido Tabellini & Scott Freeman
  • 1998 Unstable and stable steady-states in the Kiyotaki-Wright model
    by Juan-Manuel Renero
  • 1998 Path dependent options on yields in the affine term structure model
    by Olivier Scaillet & Boris Leblanc
  • 1998 Implied interest rate pricing models
    by J.E. Kennedy & P.J. Hunt
  • 1998 Volatility of the short rate in the rational lognormal model
    by Lisa R. Goldberg
  • 1998 Anticipation and Surprises in Central Bank Interest Rate Policy: The Case of the Bundesbank
    by Daniel C. Hardy
  • 1998 La internacionalización de la estructura temporal de tipos de interés española
    by PAYERAS LLODRÁ, M.
  • 1998 Tasas de Interés Nominal de Corto Plazo en Chile: Una Comparación Empírica de sus Modelos
    by Franco Parisi
  • 1997 Regime Sensitive Cointegration with an Application to Interest rate Parity
    by Siklos, P.L. & Granger, C.W.J.
  • 1997 The Wicksell Connection, The Quantity Theory and Keynes
    by Laidler, D.
  • 1997 Market Expectations in the UK Before and After the ERM Crisis
    by Söderlind, Paul
  • 1997 Monetary Policy and the Fisher Effect
    by Söderlind, Paul
  • 1997 A Latent Factor Model of European Exchange Rate Risk Premia
    by Alexius, Annika & Sellin, Peter
  • 1997 Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates
    by Elvezio Ronchetti & Fabio Trojani
  • 1997 International Differences in Interest Rates
    by Simkin, C.
  • 1997 Incomplete Markets: Convergence of Options Values under the Minimal Martingale Measure. The Multidimensional Case
    by Prigent, J.L.
  • 1997 Convergence of Discrete Time Options Pricing Models under Stochastic Rates
    by Lesne, J.P. & Prigent, J.L. & Scaillet, O.
  • 1997 Interest Rate Linkages in the Exchange Rate Mechanism : Tests for Asymmetry, German Dominance and Interest Rate Parity Using Daily Data Over 1990 to 1997
    by Thom, R
  • 1997 Monetary Policy and the Term Structure of Interest Rates
    by Balmaseda, M. & Braun, R.A. & Nieto, E.
  • 1997 Long-Term Interest Rate Convergence in Europe and the Probability of EMU
    by Angeloni, I. & Violi, R.
  • 1997 Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure?
    by Tzavalis, Elias
  • 1997 Pricing and Hedging of Contingent Claims in Term Structure Models with Exogenous Issuing of New Bonds
    by Sommer, Daniel
  • 1997 Are Ex-Post Real Interest Rates a Good Proxy for Ex-Ante Real Rates? An International Comparison with a CCAPM Framework
    by Juan Ayuso & J. David López-Salido
  • 1997 The Impact of Changes in Expected Marginal Tax Rates on Nominal Interest Rates
    by Hosek, William R. & Zahn, Frank
  • 1997 A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds
    by Riedel, Frank
  • 1997 The Information Content of German Discount Rate Changes
    by Manfred J.M. Neumann & Jens Weidmann
  • 1997 New Hope for the Fisher Effect? A Re-Examination Using Threshold Cointegration
    by Jens Weidmann
  • 1997 Phenomenology of the interest curve
    by Jean-Philippe BOUCHAUD & Rama CONT & Nicole EL KAROUI & Marc POTTERS & Nicolas SAGNA
  • 1997 On the relevance of modeling volatility for pricing purposes
    by Manuel Moreno
  • 1997 Risk management under a two-factor model of the term structure of interest rates
    by Manuel Moreno
  • 1997 Stock returns, term structure, inflation and real activity: An international perspective
    by Fabio Canova & Gianni de Nicolo
  • 1997 An Empirical Analysis of the Impact of Federal Budget Deficits on Long-term Nominal Interest Rate Yields, 1973.2-1995.4, Using Alternative Expected Inflation Measures
    by Cebula, Richard
  • 1997 Monetary Policy in Japan, Germany and the United States: Does One Size Fit All?
    by Menzie D. Chinn & Michael P. Dooley
  • 1997 On the Optimality of Interest Rate Smoothing
    by Sergio Rebelo & Danyang Xie
  • 1997 Interest Rate Targeting and the Dynamics of Short-Term Rates
    by Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi & Leora Klapper
  • 1997 New Techniques to Extract Market Expectations from Financial Instruments
    by Paul Soderlind & Lars E. O. Svensson
  • 1997 The Generalized War of Attrition
    by Jeremy Bulow & Paul Klemperer
  • 1997 New Techniques to Extract Market Expectations from Financial Instruments
    by Söderlind, Paul & Svensson, Lars E.O.
  • 1997 Forward Interest Rates as Indicators of Inflation Expectations
    by Söderlind, Paul
  • 1997 Interest Rate Dynamics and Consistent Forward Rate Curves
    by Björk, Tomas & Christensen, Bent Jesper
  • 1997 Minimal Realizations of Forward Rates
    by Björk, Tomas & Gombani, Andrea
  • 1997 Reaction Function Estimation when Central Banks Face Adjustment Costs
    by Roszbach, Kasper
  • 1997 Structure des taux d’intérêt et consommation
    by Frédéric APRAHAMIAN & Georges FIORI & Philippe MICHEL
  • 1997 Why Does the Yield Curve Predict Economic Activity? Dissecting the Evidence for Germany and the United States
    by Smets, Frank & Tsatsaronis, Kostas
  • 1997 Extracting Information from Asset Prices: The Methodology of EMU Calculators
    by Favero, Carlo A & Giavazzi, Francesco & Iacone, Fabrizio & Tabellini, Guido
  • 1997 Real Interest Rates, Nominal Shocks, and Real Shocks
    by Driffill, John
  • 1997 Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective
    by Canova, Fabio & de Nicolo, Gianni
  • 1997 Monetary Policy and the Fisher Effect
    by Söderlind, Paul
  • 1997 New Techniques to Extract Market Expectations from Financial Instruments
    by Söderlind, Paul & Svensson, Lars E O
  • 1997 Cointegration and Market Efficiency: An Application to the Canadian Treasury Bill Market
    by Park, S.B.
  • 1997 The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates
    by Basma Bekdache & Christopher F. Baum
  • 1997 La théorie des anticipations de la structure par terme : test à partir des titres publics français
    by Jondeau, E. & Ricart, R.
  • 1997 Le contenu en information de la pente des taux : application au cas des titres publics français
    by Jondeau, E. & Ricart, R.
  • 1997 Canadian Short-Term Interest Rates and the BAX Futures Markets: An Analysis of the Impact of Volatility on Hedging Activity and the Correlation of Returns Between Markets
    by Watt, D.G.M.
  • 1997 The Structure of Interest Rates in Canada: Information Content about Medium-Term Inflation
    by Jim Day & Ron Lange
  • 1997 Arbitrage bounds for the term structure of interest rates
    by Stefan R. Jaschke
  • 1997 A note on pricing interest rate derivatives when forward LIBOR rates are lognormal
    by Beniamin Goldys
  • 1997 LIBOR and swap market models and measures (*)
    by Farshid Jamshidian
  • 1997 Continuous-time term structure models: Forward measure approach (*)
    by Marek Rutkowski & Marek Musiela
  • 1997 Towards a general theory of bond markets (*)
    by Giovanni Di Masi & Tomas Björk & Wolfgang Runggaldier & Yuri Kabanov
  • 1997 Government deficit, ex post real long-term interest rates and causality
    by R.J. CEBULA
  • 1997 Government deficit, ex post real long-term interest rates and causality
    by R.J. CEBULA
  • 1997 Indexed Bonds and Monetary Policy: The Real Interest Rate and the Expected Rate of Inflation
    by Kitamura, Yukinobu
  • 1996 High Real Interest rates and Banking Crisis in an Open Economy: A Case Study of Chile, 1975-1983
    by Brock, P.L.
  • 1996 On the Optimality of Interest Rate Smoothing
    by Rebelo, S. & Xie, D.
  • 1996 Bank Markups, Horizontalism and the Significance of Banks's Liquidity Preference: An Empirical Assessment
    by Deriet, M. & Seccareccia, M.
  • 1996 A Semi-Parametric Factor Model for Interest Rates
    by Ghysels, E. & Ng, S.
  • 1996 New Techniques to Extract Market expectations from Financial Instruments
    by Söderlind, Paul & Svensson, Lars E.O.
  • 1996 High Real Interest rates and Banking Crisis in an Open Economy: A Case Study of Chile, 1975-1983
    by Brock, P.L.
  • 1996 Price and Change Rate determination Between Laos and Thailand
    by Joyeux, R. & Worner, W.E.
  • 1996 International Interest Rates Linkage: Evidence from OCDE Countries
    by Monadjemi, M.S.
  • 1996 On the Welfare Significance of National Product Under Interest-Rate Uncertainty
    by Weitzman, M-L
  • 1996 Exchange Rate Dynamics and Learning
    by Gourinchas, P-O & Tornell, A
  • 1996 Issues in the ECU Markets and Some Tentative Explanations fro Some Apparent Puzzles
    by Fell, J.P.C. & Levy, A.
  • 1996 The Role of Short Rates and Foreign Long Rates in the Determination of Long-Term Interest Rates
    by Fell, J.P.C.
  • 1996 The Prime Premium : Is Relationship Banking Too Costly for Some?
    by Beim, D-O
  • 1996 Taux d'interet reels et inflation
    by Artus, P.
  • 1996 Puzzling Integratedness of Interest Rates: A Case for Nonparametric Threshold Cointegration?
    by Cron, Axel & Jens Weidmann
  • 1996 The Information Content of German Discount Rate Changes
    by Manfred J. M Neumann & Jens Weidmann
  • 1996 Optimal Control of Linear Systems with Time Varying Drift Parameters: the Gaussian Case
    by Christopeit, Norbert
  • 1996 What Does Consumption Tell Us about Inflation Expectations and Real Interest Rates?
    by Juan Ayuso & J. David López-Salido
  • 1996 A two-mean reverting-factor model of the term structure of interest rates
    by Manuel Moreno
  • 1996 On the term structure of Interbank interest rates: Jump-diffusion processes and option pricing
    by Manuel Moreno & Juan I. Peña
  • 1996 Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations
    by Alison Tarditi
  • 1996 The Precision of Instrumental Variables Estimates With Grouped Data
    by Lara Shore-Sheppard
  • 1996 An Empirical Note on the Impact of the Federal Budget Deficit on Ex Ante Real Long-Term, Interest Rates, 1973-1995
    by Cebula, Richard
  • 1996 Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices
    by David G. Barr & John Y. Campbell
  • 1996 Understanding Equilibrium Models with a Small and a Large Number of Agents
    by Wouter J. Den Haan
  • 1996 Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
    by David Backus & Silverio Foresi & Stanley Zin
  • 1996 A Semi-Parametric Factor Model for Interest Rates
    by Ghysels, E. & Ng, S.
  • 1996 Determinants of the expected real long-term interest rates in the G7-countries
    by Krämer, Jörg W.
  • 1996 Financial liberalisation and interest rate risk management in sub-Saharan Africa
    by Willem Naudé
  • 1996 Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States?
    by Favero, Carlo A & Iacone, Fabrizio & Pifferi, Marco
  • 1996 Exchange Rate Premia and the Credibility of the Crawling Target Zone in Hungary
    by Darvas, Zsolt
  • 1996 Lognormality of Rates and Term Structure Models
    by Goldys, B. & M. Musiela & D. Sondermann
  • 1996 German Unification and the EMS: A Non-Parametric Approach to the Asymmetry Question
    by Axel Cron, Jens Weidmann
  • 1996 Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate
    by John Barkoulas & Christopher F. Baum & Joseph Onochie
  • 1996 Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates
    by John Barkoulas & Christopher F. Baum
  • 1996 Fractional Cointegration Analysis of Long Term International Interest Rates
    by John Barkoulas & Christopher F. Baum & Gurkan S. Oguz
  • 1996 Nearest-Neighbor Forecasts of U.S. Interest Rates
    by John Barkoulas & Christopher F. Baum & Atreya Chakraborty
  • 1996 Time-Varying Risk Premia in the Foreign Currency Futures Basis
    by John Barkoulas & Christopher F. Baum
  • 1996 The Expectation Theory: Tests on French, German, and American Euro-Rates
    by Jondeau, E. & Ricart, R.
  • 1996 Kamatparitás lebegő és csúszó leértékeléses árfolyamrendszerben
    by Barabás, Gyula
  • 1996 Kamatkülönbség és árfolyam-várakozások az előre bejelentett kúszó árfolyamrendszerben
    by Darvas, Zsolt
  • 1996 Inflation expectations and Real Return Bonds
    by Agathe Côté & Jocelyn Jacob & John Nelmes & Miles Whittingham
  • 1996 Real short-term interest rates and expected inflation: Measurement and interpretation
    by Nicholas Ricketts
  • 1995 Money Growth Variability and the Term Structure of Interest in Japan
    by Lynch, G-J & Ewing, B-T
  • 1995 Forecasting Inflation from the Term Structure
    by Tzavalis, E. & Wickens, M.R.
  • 1995 Regulatory Change and Bank Profitability in Italy
    by Calcagnini, G. & Hester, D.D.
  • 1995 Single Factor Heath-Jarrow-Morton Term Structure Models Based on Markov Spot Interest Rate Dynamics
    by Andrew Mark Jeffrey
  • 1995 Sources of Variation in International Real Interest Rates
    by Allan W. Gregory & David G. Watt
  • 1995 Some Lessons from the Yield Curve
    by John Y. Campbell
  • 1995 The fundamental determinants of financial integration in the European Union
    by Lemmen, J.J.G. & Eijffinger, S.C.W.
  • 1995 Forward Interest Rates as Indicators of Inflation Expectations
    by Söderlind, Paul
  • 1995 The Information Content of the Term Structure: Evidence for Germany
    by Gerlach, Stefan
  • 1995 The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination
    by Canova, Fabio & de Nicolo, Gianni
  • 1995 Real Interest Rates and Central Bank Operating Procedures
    by Canzoneri, Matthew B & Dellas, Harris
  • 1995 An Analysis of the Real Interest Rate Under Regime Shifts
    by René Garcia & Pierre Perron
  • 1995 Minimax Estimator for linear models with nonrandom disturbances
    by Christopeit, N. & V. L. Girko
  • 1995 Determining the Value of a Financial Unit of Account Based on Composite Currencies: The Case of the Private ECU
    by David Folkerts-Landau & Peter M. Garber
  • 1995 Explaining devaluation expectations in the EMS
    by Ulf Söderström & Alexis Stenfors
  • 1995 Interest rate and inflation expectations in Finland 1987-1994 : a case for the inverted fisher hypothesis
    by Mika Linden
  • 1995 Co-integration and the term structure of Finnish short-term interest rates
    by Markku Lanne
  • 1995 Inflation Non-neutralities and the Response of Interest Rates to Inflation Expectations
    by Laurence H. Meyer & Anandi P. Sahu
  • 1995 The term structure of interest rates as a leading indicator of economic activity: A technical note
    by Kevin Clinton
  • 1995 The Monetary Transmission Mechanism: An Empirical Framework
    by John B. Taylor
  • 1995 Some Lessons from the Yield Curve
    by John Y. Campbell
  • 1994 The Credibility of the United Kingdom's Commitment to the ERM : Intentions versus Actions
    by Masson, Paul R
  • 1994 Explaining Devaluation Expectations in the EMS
    by Stenfors, Alexis & Söderström, Ulf
  • 1994 The French-German Interest Rate Differential since German Unification: The Impact of the 1992 and 1993 EMS Crisis
    by Henry, Jerome & Jens Weidmann
  • 1994 Testing Long-run Neutrality: Empirical Evidence for G7-Countries with Special Emphasis on Germany
    by Weber, Axel
  • 1994 Asymmetry in the EMS revisited: Evidence from the causality analysis of daily Eurorates
    by Henry, Jerome & Jens Weidmann
  • 1994 Investition, Finanzierung und Sparen: einige Implikationen der Keynes-Robertson-Kontroverse über den "Revolving Fund"
    by Hein, Eckhard
  • 1994 Monetary Policy and the Term Structure of Interest Rates
    by Bennett T. McCallum
  • 1994 Reverse Engineering the Yield Curve
    by David K. Backus & Stanley E. Zin
  • 1994 The Simplest Test of Inflation Target Credibility
    by Svensson, Lars E O
  • 1994 Testing Long-run Neutrality: Empirical Evidence for G7 Countries with Special Emphasis on Germany
    by Weber, Axel A
  • 1994 An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates
    by Christopher F. Baum & Olin Liu
  • 1994 Financial Structure, Bank Lending Rates, and the Transmission Mechanism of Monetary Policy
    by Carlo Cottarelli & Angeliki Kourelis
  • 1994 Testing the Credibility of Belgium's Exchange Rate Policy
    by Ioannis Halikias
  • 1993 Covered Interest Parity: Evidence from the U.S.- Canadian Money Markets
    by Hamid Baghestani
  • 1993 Covered Interest Parity: Evidence from the U.S.- Canadian Money Markets
    by Hamid Baghestani
  • 1993 The Simplest Test of Inflation Target Credibility
    by Lars E.O. Svensson
  • 1993 Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment
    by Lars E.O. Svensson
  • 1993 A Model of Target Changes and the Term Structure of Interest Rates
    by Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi
  • 1993 Financial Openness and the Effectiveness of Capital Controls in Greece
    by Christodoulakis, Nikos & Karamouzis, Nick
  • 1993 Liquidity Effects and the Determinants of Short-term Interest Rates in Italy (1991-92)
    by Angeloni, Ignazio & Prati, Alessandro
  • 1993 Signalling Debt Sustainability
    by Drudi, Francesco & Prati, Alessandro
  • 1993 Liquidity and Financial Intermediation
    by DUTTA, Jayasri & KAPUR, Sandeep
  • 1993 French-German Interest Rate Differentials and Time-Varying Realignment Risk
    by Francesco Caramazza
  • 1993 Asymmetry in the ERM: A Case Study of French and German Interest Rates Before and After German Unification
    by Edward H. Gardner & William R. M. Perraudin
  • 1992 The Impact of Federal Deposit Insurance on Savings and Loan Failures
    by Cebula, Richard
  • 1992 Imperfect capital markets and persistence of initial wealth inequalities
    by Thomas Piketty
  • 1992 Inflation and the Interest Rate in 1991
    by Maria Zhecheva & Roumen Avramov & Valentin Chavdarov
  • 1992 Инфлацията И Лихвения Процент През 1991 Г
    by Maria Zhecheva & Roumen Avramov & Valentin Chavdarov
  • 1992 Understanding the High Interest Rates on Italian Government Securities
    by Giovannini, Alberto & Piga, Gustavo
  • 1992 Bretton Woods and its Precursors: Rules versus Discretion in the History of International Monetary Regimes
    by Giovannini, Alberto
  • 1992 Dynamic Capital Mobility in Pacific Basin Developing Countries: Estimation and Policy Implications
    by Hamid Faruqee
  • 1992 Fisherian Transmission and Efficient Arbitrage under Partial Financial Indexation: The Case of Chile
    by Enrique G. Mendoza
  • 1991 Response [Great and Almost-Great Magnitudes for Economists]
    by Simon, Julian L
  • 1991 Time-Varying Estimates on the Openness of the Capital Account in Korea and Taiwan
    by Helmut Reisen & Hélène Yèches
  • 1991 Financial Innovations and the Distributional Effects of Interest Rate Changes in the UK
    by Philip Arestis & Peter Howells
  • 1991 The Long-term Decline in Real Interest Rates: Comment
    by Clark, Gregory
  • 1990 Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK
    by Søren Johansen & Katarina Juselius
  • 1990 Large Deficits Produce High Interest Rates
    by Cebula, Richard & Schwartzburt, Mark & Scott, Gerald
  • 1990 Deficits and Real Interest Rates: A Note Extending the Hoelscher Model
    by Cebula, Richard & Scott, Gerald
  • 1990 A Note on Federal Budget Deficits and the Term Structure of Real Interest Rates in the United States
    by Cebula, Richard
  • 1990 A Strategic Market Game with a Mutual Bank with Fractional Reserves and Redemption in Gold (A Continuum of Traders)
    by Martin Shubik & D.P. Tsomocos
  • 1989 Determinants of Business Failure: A Time Series Analysis
    by Assadian, Afsaneh & Cebula, Richard
  • 1988 An Empirical Note on Deficits, Interest Rates, and International Capital Flows
    by Cebula, Richard & Koch, James
  • 1988 What is the role of the interest rate?
    by Luis E. Rivero Medina
  • 1988 Currency speculation and dollar fluctuations
    by Stephan Schulmeister
  • 1988 Currency speculation and dollar fluctuations
    by Stephan Schulmeister
  • 1987 Federal Government Budget Deficits and Interest Rates: A Brief Note
    by Cebula, Richard
  • 1985 Taux d'intérêt et quantité de monnaie : note sur la distinction entre deux sphères de circulation chez T. Tooke, K. Wicksell, J.M. Keynes et J.A. Schumpeter
    by de Boyer des Roches, Jérôme
  • 1981 The Taxation Of Foreign Investment Income In Canada, The United States And Mexico
    by Glenn Jenkins & GRAHAM GLENDAY & DEVENDRANAUTH MISIR
  • 1979 A Note on "Crowding Out" in the United States
    by Cebula, Richard & Cebula, Barbara
  • 1973 The Role Of Canadian And United States Monetary Policy In The Determination Of Interest Rates In Canada
    by Glenn Jenkins & HENRY LIM
  • 1971 The Role of the United States Monetary Stock in a Model of the Canadian Economy
    by Glenn Jenkins
  • 1970 The Determinants Of The Nominal Interest Rate
    by Glenn Jenkins & HENRY LIM
  • New Hope for the Fisher Effect? A Re-Examination Using Threshold Cointegration
    by Jens Weidmann
  • 0000 Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates
    by Borus Jungbacker & Siem Jan Koopman & Michel van der Wel
  • Control of Generalized Error Rates in Multiple Testing
    by Joseph P. Romano & Michael Wolf
  • Beta Regimes for the Yield Curve
    by Francesco Audrino & Enrico De Giorgi
  • Optimal Allotment Policy in Central Bank Open Market Operations
    by Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla
  • The Lucas Critique in Practice: An Empirical Investigation of the Impact of European Monetary Integration on the Term Structure
    by Peter A.G. VanBergeijk & Jan Marc Berk
  • An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK
    by Peter Spencer & Zhuoshi Liu
  • The Use Of Spreads In Forecasting Medium Term U.K Interest Rates
    by B. Pesaran & G. Wright
  • The Role of Financial Sector Competition for Monetary Policy
    by Edgar A. Ghossoub & Robert Reed & Thanarak Laosuthi
  • Central Bank Liquidity Provision and Financial Sector Competition This paper presents a general equilibrium production economy where money is essential and financial intermediaries provide important economic functions. In this setting, we study the effects of liquidity provision by the monetary authority under two different banking structures: a perfectly competitive and a fully concentrated banking system. When the banking sector is perfectly competitive, liquidity injections through an open market purchase stimulate capital investment and production. Interestingly, an expansionary monetary policy can become contractionary when the banking sector is fully concentrated. This necessarily happens in economies where government liabilities constitute a large fraction of total deposits and inflation is high. Moreover, we demonstrate that imperfect banking competition is a source of indeterminacy of dynamical equilibria. More specifically, the economy can display Hopf bifurcation. However, monetary policy plays an important role in controlling deterministic cycles and endogenous volatility that could arise under a fully concentrated banking sector
    by Hamid Beladi & Edgar Ghossoub
  • Fiscal Deficits, Current Account Dynamics and Monetary Policy
    by Giorgio Di Giorgio & Salvatore Nistic�
  • On the determinants of currency crises: The role of model uncertainty
    by Jesus Crespo Cuaresma & Tomas Slacik
  • Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis
    by Chris Florackis & Alexandros Kontonikas & Alexandros Kostakis‌
  • Behavioural Equilibrium Exchange Rate and Total Misalignment: Evidence from the Euro Exchange Rate
    by Minoas Koukouritakis & Nikolaos Giannellis
  • The Term Structure of Interbank Risk
    by Damir FILIPOVIC & Anders B. TROLLE
  • International Bond Risk Premia
    by Magnus DAHLQUIST & Henrik HASSELTOFT
  • The New "Normal" for Interest Rates in Canada: The Implications of Long-Term Shifts in Global Saving and Investment
    by Paul Beaudry & Philippe Bergevin
  • The New "Normal" for Interest Rates in Canada: The Implications of Long-Term Shifts in Global Saving and Investment
    by Paul Beaudry & Philippe Bergevin
  • Tasa De Rendimiento De Capital De Colombia Para El Periodo Entre 1990 Y 2001
    by Ana María Tribín Uribe
  • Una aproximación a la dinámica de las tasas de interés de corto plazo en Colombia a través de modelos GARCH multivariados
    by Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo
  • Tramo Corto de la Curva de Rendimientos, Cambio de Régimen Inflacionario y Expectativas de Inflación en Colombia
    by Luis Eduardo Arango & Luz Adriana Flórez
  • Interest Rate Setting and the Colombian Monetary Transmission Mechanism
    by Carlos Andrés Amaya
  • Expectativas de Actividad Económica en Colombia y Estructura a Plazo: Un Poco más de Evidencia
    by Luis Eduardo Arango & Luz Adriana Flórez
  • El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia
    by Luis Eduardo Arango & Luz Adriana Flórez & Angélica María Arosemena
  • El Tramo Corto de la Estructura a Plazo como predictor de Expectativas de Inflación en Colombia
    by Luis Eduardo Arango & María Angélica Arosemena
  • Affine Bond Pricing with a Mixture Distribution for Interest Rate Time-Series DynamicsCreation-Date: 20100225
    by Torben B. Rasmussen
  • Monetary policy operations: experiences during the crisis and lessons learnt - a comment
    by Rafael Repullo
  • Implementing monetary policy in the crisis times - the case of the ECB
    by Nuno Cassola & Alain Durré & Cornelia Holthausen
  • Revisiting the Tale of Two Interest Rates with Endogenous Market Segmentation
    by Aubhik Khan & Julia Thomas