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Research classified by
Journal of
Economic Literature (JEL) codes Top JEL E: Macroeconomics and Monetary EconomicsE4: Money and Interest RatesE43: Determination of Interest Rates; Term Structure of Interest Rates
This topic is covered by the following reading lists: Mondialisation
Quantitative Macroeconomics and Real Business Cycles (QM&RBC)
Advanced Monetary Theory and Policy (ECON 447)
2009 Real exchange rates and real interest rate differentials: a present value interpretation by Mathias Hoffmann & Ronald MacDonald [Downloadable!] 2009 Contestability, Technology and Banking by Gropp, Reint Eberhard & Corvoisier, Sandrine [Downloadable!] 2009 Should We Discount the Far-Distant Future at Its Lowest Possible Rate? by Gollier, Christian [Downloadable!] 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. [Downloadable!] 2009 Controllability and persistence of money market rates along the yield curve: evidence from the euro area by Busch, Ulrike & Nautz, Dieter [Downloadable!] 2009 Price discovery on traded inflation expectations: does the financial crisis matter? by Schulz, Alexander & Stapf, Jelena [Downloadable!] 2009 Pricing caps with HJM models: the benefits of humped volatility by Jury Falini [Downloadable!] 2009 Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach by Francesco Audrino & Kameliya Filipova [Downloadable!] 2009 The Importance of Income and Housing Wealth Constraints for Future Residential Mobility by Wolter Hassink & Michiel van Leuvensteijn [Downloadable!] 2009 Loans, Interest Rates and Guarantees: Is There a Link? by Giorgio Calcagnini & Fabio Farabullini & Germana Giombini [Downloadable!] 2009 On the role of money growth targeting under inflation targeting regime by Meixing DAI [Downloadable!] 2009 Isolating a measure of inflation expectations for the South African financial market using forward interest rates by Monique Reid [Downloadable!] 2009 Does the ECB Rely on a Taylor Rule? - Comparing Ex-post with Real Time Data by Ansgar Belke & Jens Klose [Downloadable!] 2009 A Simple Model of an Oil Based Global Savings Glut – The “China Factor” and the OPEC Cartel by Ansgar Belke & Daniel Gros [Downloadable!] 2009 US–Euro Area Monetary Policy Interdependence – New Evidence from Taylor Rule Based VECMs by Ansgar Belke & Yuhua Cui [Downloadable!] 2009 Estimation of a Time Varying Natural Interest Rate for Peru by Humala, Alberto & Rodríguez, Gabriel [Downloadable!] 2009 An Extended Macro-Finance Model with Financial Factors by Dewachter, Hans & Iania, Leonardo [Downloadable!] 2009 Monetary Business Cycle Accounting by Sustek, Roman [Downloadable!] 2009 A new measure of fiscal shocks based on budget forecasts and its implications by Pereira, Manuel C [Downloadable!] 2009 Vplyv inflačných očakávaní na vývoj úrokových sadzieb v krajinách Višegrádskej štvorky by Mirdala, Rajmund [Downloadable!] 2009 Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy by Hernandez-Verme, Paula & Wang, Wen-Yao [Downloadable!] 2009 Estimación de la Curva de Rendimiento by Alfaro, Rodrigo [Downloadable!] 2009 Testing Linearity in Term Structures by Peroni, Chiara [Downloadable!] 2009 Indian G-Sec Market: How the Term Structure Reacts to Monetary Policy by Das, Rituparna Das [Downloadable!] 2009 Term Structure Equations Under Benchmark Framework by El Qalli, Yassine [Downloadable!] 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 [Downloadable!] 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 [Downloadable!] 2009 On the role of money growth targeting under inflation targeting regime by Dai, Meixing [Downloadable!] 2009 Are Banks Different? Evidence from the CDS Market by Burkhard Raunig & Martin Scheicher [Downloadable!] 2009 What Drives Sovereign Risk Premiums?: An Analysis of Recent Evidence from the Euro Area by David Haugh & Patrice Ollivaud & David Turner [Downloadable!] 2009 A theoretical foundation for the Nelson and Siegel class of yield curve models by Leo Krippner [Downloadable!] 2009 Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements by David O. Lucca & Francesco Trebbi [Downloadable!] 2009 Towards a Common European Monetary Union Risk Free Rate by Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz [Downloadable!] 2009 The Determinants of Stock and Bond Return Comovements by Lieven Baele & Geert Bekaert & Koen Inghelbrecht [Downloadable!] 2009 The High Cross-Country Correlations of Prices and Interest Rates by Espen Henriksen & Finn E. Kydland & Roman Sustek [Downloadable!] 2009 Negative Nominal Interest Rates: Three ways to overcome the zero lower bound by Willem H. Buiter [Downloadable!] 2009 Understanding Inflation-Indexed Bond Markets by John Y. Campbell & Robert J. Shiller & Luis M. Viceira [Downloadable!] 2009 The Great Inflation Drift by Marvin Goodfriend & Robert G. King [Downloadable!] 2009 A Note on Regime Switching, Monetary Policy, and Multiple Equilibria by Jess Benhabib [Downloadable!] 2009 A joint macroeconomic-yield curve model for Hungary by Zoltán Reppa [Downloadable!] 2009 The Fed’s perceived Phillips curve: Evidence from individual FOMC forecasts by Peter Tillmann [Downloadable!] 2009 Bank of Canada Communication and the Predictability of Canadian Monetary Policy by Bernd Hayo & Matthias Neuenkirch [Downloadable!] 2009 Does FOMC Communication Help Predicting Federal Funds Target Rate Changes? by Bernd Hayo & Matthias Neuenkirch [Downloadable!] 2009 Robust Equilibrium Yield Curves by Isaac Kleshchelski & Nicolas Vincent [Downloadable!] 2009 A Convergence Model of the Term Structure of Interest Rates by Viktors Ajevskis & Kristine Vitola [Downloadable!] 2009 Determinants of government bond spreads in the Euro area – in good times as in bad by Christian Aßmann & Jens Hogrefe [Downloadable!] 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 [Downloadable!] 2009 The Evolution of Loan Rate Stickiness Across the Euro Area by Jouchi Nakajima & Yuki Teranishi [Downloadable!] 2009 Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area by Ulrike Busch & Dieter Nautz [Downloadable!] 2009 International Interest-Rate Risk Premia in Affine Term Structure Models by Felix Geiger [Downloadable!] 2009 Deteriorating Public Finances and Rising Government Debt: Implications for Monetary Policy by Lillian Cheung & Chi-Sang Tam & Jessica Szeto [Downloadable!] 2009 Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback by Zagaglia, Paolo [Downloadable!] 2009 What Drives the Term Structure in the Euro Area? Evidence from a Model with Feedback by Zagaglia, Paolo [Downloadable!] 2009 Uncovered Interest Parity in a Partially Dollarized Developing Country: Does UIP Hold in Bolivia? (And If Not, Why Not?) by Melander, Ola [Downloadable!] 2009 What Moves Bond Yields In China? by Fan, Longzhen & Johansson, Anders C. [Downloadable!] 2009 China'S Official Rates And Bond Yields by Fan, Longzhen & Johansson, Anders C. [Downloadable!] 2009 Identification of macroeconomic factors in large panels by Lasse BORK & Hans DEWACHTER & Romain HOUSSA [Downloadable!] 2009 Term Structure Equations Under Benchmark Framework by El Qalli Yassine [Downloadable!] 2009 A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete by Peter C. B. Phillips & Jun Yu [Downloadable!] 2009 Future Fiscal and Budgetary Shocks by Hian Teck Hoon & Edmund S. Phelps [Downloadable!] 2009 Fisher, Macaulay et Allais face au "Paradoxe de Gibson" by Jean-Jacques Durand & Georges Prat [Downloadable!] 2009 Does the ECB Rely on a Taylor Rule?: Comparing Ex-post with Real Time Data by Ansgar Belke & Jens Klose [Downloadable!] 2009 A Simple Model of an Oil Based Global Savings Glut: The "China Factor" and the OPEC Cartel by Ansgar Belke & Daniel Gros [Downloadable!] 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 [Downloadable!] 2009 Understanding Inflation-Indexed Bond Markets by John Y. Campbell & Robert J. Shiller & Luis M. Viceira [Downloadable!] 2009 Transparency under Flexible Inflation Targeting: Experiences and Challenges by Svensson, Lars E O [Downloadable!] 2009 Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates by René Garcia & Richard Luger [Downloadable!] 2009 From Various Degrees of Trade to Various Degrees of Financial Integration: What do Interest Rates Have to Say? by Adeline Bachellerie & Jerome Hericourt & Valerie Mignon [Downloadable!] 2009 Shooting on a Moving Target: Eyplaining European Bank Rates during the Interwar Period by Kirsten Wandschneider & Nikolaus Wolf [Downloadable!] 2009 Common Trends and Common Cycles among Interest Rates of the G7-Countries by Nannette Lindenberg & Frank Westermann [Downloadable!] 2009 Nicht zu früh bremsen! - Der Einfluss der Geldpolitik auf die langfristige Wirtschaftsentwicklung in Deutschland und den USA- by Ronald Schettkat & Rongrong Sun [Downloadable!] 2009 No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth by Jardet, C. & Monfort, A. & Pegoraro, F. [Downloadable!] 2009 The Rocky Ride of Break-even-inflation rates by Cette, G. & De Jong, M. [Downloadable!] 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 [Downloadable!] 2009 The interbank market after August 2007: what has changed, and why? by Paolo Angelini & Andrea Nobili & Maria Cristina Picillo [Downloadable!] 2009 The Announcement of Monetary Policy Intentions by Giuseppe Ferrero & Alessandro Secchi [Downloadable!] 2009 Extraction of financial market expectations about inflation and interest rates from a liquid market by Ricardo Gimeno & José Manuel Marqués [Downloadable!] 2009 Banking competition, housing prices and macroeconomic stability by Javier Andrés & Óscar J. Arce [Downloadable!] 2009 Bond Liquidity Premia by Jean-Sébastien Fontaine & René Garcia [Downloadable!] 2009 Credit Rationing and Exchange-Rate Stabilization: Examining the Relation between Financial Frictions, Exchange-Rate Volatility, Lending Rates, and Capital Inflows by Gabriel Martinez [Downloadable!] 2009 Identification of Macroeconomic Factors in Large Panels by Lasse Bork & Hans Dewachter & Romain Houssa [Downloadable!] 2009 Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates by Borus Jungbacker & Siem Jan Koopman & Michel van der Wel [Downloadable!] 2009 Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach by Lasse Bork [Downloadable!] 2009 Interest Rate Setting on the Swiss Franc Repo Market by Sébastien Kraenzlin 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 Monetary Policy And Prediction Of Variability by Karel Brůna [Downloadable!] 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 [Downloadable!] 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 [Downloadable!] 2009 Interest rates and inflation: What are the links? by Malcolm Sawyer [Downloadable!] 2009 Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking by Hyun Shin & Reint Gropp [Downloadable!] 2009 Futures Contract Rates as Monetary Policy Forecasts by Giuseppe Ferrero & Andrea Nobili [Downloadable!] 2009 Türkiye'de para politikasının aktarımı: Para politikasının mali piyasalara etkisi by Zelal AKTAŞ & Harun ALP & Refet GÜRKAYNAK & Mehtap KESRİYELİ & Musa ORAK 2009 Análisis de la estrategia de política monetaria del Banco Central Europeo (1999-2005) by García Iglesias, Jesús Manuel & Pateiro Rodríguez, Carlos 2009 On the purchasing power parity for Latin-American countries by Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade 2009 The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing by John Driffill & Turalay Kenc & Martin Sola & Fabio Spagnolo [Downloadable!] 2008 Monetary Policy Implementation and the Federal Funds Rate by Nautz, Dieter & Schmidt, Sandra [Downloadable!] 2008 Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model by Giese, Julia V. [Downloadable!] 2008 A value at risk analysis of credit default swaps by Scheicher, Martin & Raunig, Burkhard [Downloadable!] 2008 Market conditions, default risk and credit spreads by Tang, Dragon Yongjun & Yan, Hong [Downloadable!] 2008 The German sub-national government bond market: evolution, yields and liquidity by Schulz, Alexander & Wolff, Guntram B. [Downloadable!] 2008 Are Central Banks following a linear or nonlinear (augmented) Taylor rule? by Castro, Vítor [Downloadable!] 2008 A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models by Leo Krippner [Downloadable!] 2008 Monetary Policy with Signal Extraction from the Bond Market by Kristoffer Nimark [Downloadable!] 2008 Considerations on Interest Rate Exogeneity by Robert Pollin [Downloadable!] 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 [Downloadable!] 2008 Changes in the Terms of Trade and Canada's Productivity Performance by Diewert, Erwin [Downloadable!] 2008 The process of convergence towards the euro for the Visegrad-4 countries by Giuliana Passamani [Downloadable!] 2008 The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve by Claus Brand & Daniel Buncic & Jarkko Turunen [Downloadable!] 2008 How monetary policy committees impact the volatility of policy rates by Etienne Farvaque & Norimichi Matsueda & Pierre-Guillaume Méon [Downloadable!] 2008 Liquidity and Asset Prices by Raphael A. Espinoza & Dimitrios P. Tsomocos [Downloadable!] 2008 A Term Structure Decomposition of the Australian Yield Curve by Richard Finlay & Mark Chambers [Downloadable!] 2008 Monetary Transmission and the Yield Curve in a Small Open Economy by Mariano Kulish & Daniel Rees [Downloadable!] 2008 The term structure and the expectations hypothesis: a threshold model by Modena, Matteo [Downloadable!] 2008 Bond risk premia, macroeconomic fundamentals and the exchange rate by Taboga, Marco & Pericoli, Marcello [Downloadable!] 2008 The day-to-day interbank market, volatility, and central bank intervention in a developing economy by Sánchez-Fung, José R. [Downloadable!] 2008 An Analytical Review of Different Concepts of Riba (Interest) in the Sub-Continent by Aziz, Farooq & Mahmud, Muhammad & Karim, Emadul [Downloadable!] 2008 Covered Interest Rate Parity: The Case of the Czech Republic by Bednarik, Radek [Downloadable!] 2008 Short and long run tests of the expectations hypothesis: the Portuguese case by Silva Lopes, Artur C. B. da & Monteiro, Olga Susana [Downloadable!] 2008 Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity by Lucchetti, Riccardo & Palomba, Giulio [Downloadable!] 2008 What does a financial system say about future economic growth? by Grabowski, Szymon [Downloadable!] 2008 The High Cross-Country Correlations of Prices and Interest Rates by Henriksen, Espen & Kydland, Finn & Sustek, Roman [Downloadable!] 2008 The Relativity Theory Revisited: Is Publishing Interest Rate Forecasts Really so Valuable? by Brzoza-Brzezina, Michal & Kot, Adam [Downloadable!] 2008 Capital Formation and Capital Stock in Indonesia, 1950-2007 by Pierre van der Eng [Downloadable!] 2008 Mr. Wicksell and the global economy: What drives real interest rates? by Michal Brzoza-Brzezina & Jesus Crespo Cuaresma [Downloadable!] 2008 Have Long-term Financial Trends Changed the Transmission of Monetary Policy? by Boris Cournède & Rudiger Ahrend & Robert Price [Downloadable!] 2008 The Euro Changeover in the Slovak Republic: Implications for Inflation and Interest Rates by Felix Hüfner & Isabell Koske [Downloadable!] 2008 Explaining Movements in the NZ Dollar - Central Bank Communication and the Surprise Element in Monetary Policy? by Özer Karagedikli & Pierre L. Siklos [Downloadable!] 2008 Some benefits of monetary policy transparency in New Zealand by Aaron Drew & Özer Karagedikli [Downloadable!] 2008 Are Central Banks following a linear or nonlinear (augmented) Taylor rule? by Vítor Castro [Downloadable!] 2008 Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation by Olivier Coibion & Yuriy Gorodnichenko [Downloadable!] 2008 Competitive Lending with Partial Knowledge of Loan Repayment by William A. Brock & Charles F. Manski [Downloadable!] 2008 Liquidity and Market Crashes by Jennifer Huang & Jiang Wang [Downloadable!] 2008 A Black Swan in the Money Market by John B. Taylor & John C. Williams [Downloadable!] 2008 Rare Disasters and Exchange Rates by Emmanuel Farhi & Xavier Gabaix [Downloadable!] 2008 Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance by Xavier Gabaix [Downloadable!] 2008 The Relativity Theory Revisited: Is Publishing Interest Rate Forecasts Really so Valuable? by Adam Kot & Michal Brzoza-Brzezina [Downloadable!] 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 [Downloadable!] 2008 Central bank misperceptions and the role of money in interest rate rules by Guenter Beck & Volker Wieland [Downloadable!] 2008 Imperfect information, macroeconomic dynamics and the yield curve : an encompassing macro-finance model by Hans Dewachter [Downloadable!] 2008 Lending interest rate pass-through in the euro area. A data-driven tale by Giuseppe Marotta [Downloadable!] 2008 Structural breaks in the lending interest rate pass-through and the euro by Giuseppe Marotta [Downloadable!] 2008 Estimating yield curves from swap, BUBOR and FRA data by Zoltán Reppa [Downloadable!] 2008 Corporate Interest Rates and the Financial Accelerator in the Czech Republic by Fidrmuc , Jarko & Horváth, Roman & Horváthová, Eva [Downloadable!] 2008 Einflussfaktoren auf den Credit Spread von Unternehmensanleihen by Gann, Philipp & Laut, Amelie [Downloadable!] 2008 Bank Lending, Housing and Spreads by Aqib Aslam & Emiliano Santoro [Downloadable!] 2008 Monetary Policy Surprises and the Expectations Hypothesis at the Short End of the Yield Curve by Selva Demiralp [Downloadable!] 2008 Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences by Claudio Campanale & Gian Luca Clementi & Rui Castro [Downloadable!] 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 [Downloadable!] 2008 Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging by Jumah, Adusei & Kunst, Robert M. [Downloadable!] 2008 A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure by Oliver Blaskowitz & Helmut Herwartz [Downloadable!] 2008 Adaptive Forecasting of the EURIBOR Swap Term Structure by Oliver Blaskowitz & Helmut Herwatz [Downloadable!] 2008 Impact of IPO Activities on the Hong Kong Dollar Interbank Market by Frank Leung & Philip Ng [Downloadable!] 2008 What Drives Hong Kong Dollar Swap Spreads: Credit or Liquidity? by Cho-Hoi Hui & Lillie Lam [Downloadable!] 2008 Complete Monotonicity of the Representative Consumer's Discount Factor by Hara, Chiaki [Downloadable!] 2008 Firm Age and the Evolution of Borrowing Costs: Evidence from Japanese Small Firms by Sakai, Koji & Uesugi, Iichiro & Watanabe, Tsutomu [Downloadable!] 2008 The Monetary Policy Decision-Making Process and the Term Structure of Interest Rates by Dillén, Hans [Downloadable!] 2008 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates by Queijo von Heideken, Virginia [Downloadable!] 2008 A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions by Marzo, Massimiliano & Romagnoli, Silvia & Zagaglia, Paolo [Downloadable!] 2008 Money-market segmentation in the Euro area: what has changed during the turmoil? by Zagaglia, Paolo [Downloadable!] 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 [Downloadable!] 2008 The Term Structure and the Expectations Hypothesis: a Threshold Model by Matteo Modena [Downloadable!] 2008 A Long-Run Risks Model of Asset Pricing with Fat Tails by Zhiguang Wang & Prasad V. Bidarkota [Downloadable!] 2008 Incomplete Information in a Long Run Risks Model of Asset Pricing by Prasad V. Bidarkota [Downloadable!] 2008 Valuation of Convexity Related Derivatives by Jiří Witzany [Downloadable!] 2008 Estimating Term Structure Equations Using Macroeconomic Variables by Fair, Ray C. [Downloadable!] 2008 Measuring Interest Rates as Determined by Thrift and Productivity by Choi, Woon Gyu & Wen, Yi [Downloadable!] 2008 Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts by Frank A.G. den Butter & Pieter W. Jansen [Downloadable!] 2008 Have Euro Area Government Bond Risk Premia Converged To Their Common State? by Lorenzo Pozzi & Guido Wolswijk [Downloadable!] 2008 Estimating Term Structure Equations Using Macroeconomic Variables by Ray C. Fair [Downloadable!] 2008 Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels by Nikolay Gospodinov & Masayuki Hirukawa [Downloadable!] 2008 Monetary Policy Regimes and the Term Structure of Interest Rates by Bikbov, Ruslan & Chernov, Mikhail [Downloadable!] 2008 Inflation Targeting as the New Golden Standard by Spivak, Avia & Sussman, Nathan [Downloadable!] 2008 Central Bank Misperceptions and the Role of Money in Interest Rate Rules by Beck, Günter & Wieland, Volker [Downloadable!] 2008 The Procyclical Effects of Basel II by Repullo, Rafael & Suarez, Javier [Downloadable!] 2008 In Search of a Theory of Debt Management by Faraglia, Elisa & Marcet, Albert & Scott, Andrew [Downloadable!] 2008 Learning, Endogenous Indexation and Disinflation in the New-Keynesian Model by Wieland, Volker [Downloadable!] 2008 Does Competition Reduce the Risk of Bank Failure? by Martinez-Miera, David & Repullo, Rafael [Downloadable!] 2008 Should the Euro Area be Run as a Closed Economy? by Favero, Carlo A & Giavazzi, Francesco [Downloadable!] 2008 How Does Liquidity Affect Government Bond Yields? by Favero, Carlo A & Pagano, Marco & von Thadden, Ernst-Ludwig [Downloadable!] 2008 The Procyclical Effects Of Basel Ii by Rafael Repullo & Javier Suarez [Downloadable!] 2008 Does Competition Reduce The Risk Of Bank Failure? by Rafael Repullo & David Martínez-Miera [Downloadable!] 2008 Central Bank Misperceptions and the Role of Money in Interest Rate Rules by Volker Wieland & Günter W. Beck [Downloadable!] 2008 Learning, Endogenous Indexation and Disinflation in the New-Keynesian Model by Volker Wieland [Downloadable!] 2008 Discounting the Long-Distant Future: A Simple Explanation for the Weitzman-Gollier-Puzzle by Wolfgang Buchholz & Jan Schumacher [Downloadable!] 2008 The single monetary policy and domestic macro-fundamentals: Evidence from Spain by Arghyrou, Michael G & Gadea, Maria Dolores [Downloadable!] 2008 Constructing Structural VAR Models with Conditional Independence Graphs by Les Oxley & Marco Reale & Granville Tunnicliffe Wilson [Downloadable!] 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. [Downloadable!] 2008 Monetary Policy and European Unemployment by Ronald Schettkat & Rongrong Sun [Downloadable!] 2008 Time-series predictability in the disaster model by François Gourio [Downloadable!] 2008 Asymptotic Maturity Behavior of the Term Structure by Klaas Schulze [Downloadable!] 2008 An Affine Factor Model of the Greek Term Structure by Hiona Balfoussia [Downloadable!] 2008 Identifying the interdependence between US monetary policy and the stock market by Hilde C. Bjørnland & Kai Leitemo [Downloadable!] 2008 Assessing the shape of the distribution of interest rates: lessons from French individual data by Lacroix, R. [Downloadable!] 2008 La prévision des taux d’intérêt à partir de contrats futures : l’apport de variables économiques et financières by Coffinet, J. [Downloadable!] 2008 A Macroeconomic Model of the Term Structure of Interest Rates in Mexico by Josué Fernando Cortés Espada & Manuel Ramos Francia [Downloadable!] 2008 An Affine Model of the Term Structure of Interest Rates in Mexico by Josué Fernando Cortés Espada & Manuel Ramos Francia [Downloadable!] 2008 An Empirical Analysis of the Mexican Term Structure of Interest Rates by Josué Fernando Cortés Espada & Alberto Torres García & Manuel Ramos Francia [Downloadable!] 2008 A beta based framework for (lower) bond risk premia by Stefano Nobili & Gerardo Palazzo [Downloadable!] 2008 Short-term interest rate futures as monetary policy forecasts by Giuseppe Ferrero & Andrea Nobili [Downloadable!] 2008 Uncertainty and the price of risk in a nominal convergence process by Ricardo Gimeno & José Manuel Marqués [Downloadable!] 2008 McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates by Antonio Diez de los Rios [Downloadable!] 2008 Combining Canadian Interest-Rate Forecasts by David Jamieson Bolder & Yuliya Romanyuk [Downloadable!] 2008 Macroeconomic Determinants of the Term Structure of Corporate Spreads by Jun Yang [Downloadable!] 2008 Good Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads? by Philipp Maier & Garima Vasishtha [Downloadable!] 2008 In Search of a Theory of Debt Management by Albert Marcet & Elisa Faraglia & Andrew Scott [Downloadable!] 2008 Mean Reversion in US and International Short Rates by Charlotte Christiansen [Downloadable!] 2008 Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model by Martin Møller Andreasen [Downloadable!] 2008 The limiting properties of the QMLE in a general class of asymmetric volatility models by Christian M. Dahl & Emma M. Iglesias [Downloadable!] 2008 Asymmetric Monetary Policy in the Czech Republic? by Roman Horvath [Downloadable!] 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 [Downloadable!] 2008 Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model by Giese, Julia V. [Downloadable!] 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 Interest rate expectations and macroeconomic shocks affecting the yield curve by Zoltán Reppa [Downloadable!] 2008 An Optimal Taylor Rule for Colombia, 1991-2006 by Remberto Rhenals & Juan Pablo Saldarriaga [Downloadable!] 2008 On prices in the new neoclassical Sythesis in Macroeconomics by Alexander Tobon [Downloadable!] 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 [Downloadable!] 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. [Downloadable!] 2008 Interest Rate Pass-Through in Colombia: a Micro-Banking Perspective by Rocío Betancourt & Hernando Vargas & Norberto Rodríguez. [Downloadable!] 2008 Modeling Short-Term Interest Rate Spreads in the Euro Money Market by Nuno Cassola & Claudio Morana [Downloadable!] 2008 The History of Inflation Targeting in the Czech Republic Through the Lens of a Dynamic General Equilibrium Model by Jaromír Hurník & Ondřej Kameník & Jan Vlček [Downloadable!] 2008 Measuring the Financial Markets’ Perception of EMU Enlargement: The Role of Ambiguity Aversion by Martin Cincibuch & Matrina Horníková [Downloadable!] 2008 Monetary Policy Efficiency in the Economies of Central Asia by Asel Isaková [Downloadable!] 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 Análisis empírico de la relación entre las tasas de interés forward subyacentes al mercado Mexicano de swaps de TIIE by Jesús Bravo Pliego [Downloadable!] 2008 Great Moderation(s) and US Interest Rates: Unconditional Evidence by James M. Nason & Gregor W. Smith [Downloadable!] 2008 Developments in repo markets during the financial turmoil by Peter Hördahl & Michael R King [Downloadable!] 2008 The ABX: how do the markets price subprime mortgage risk? by Ingo Fender & Martin Scheicher [Downloadable!] 2008 The inflation risk premium in the term structure of interest rates by Peter Hördahl [Downloadable!] 2008 Monetary operations and the financial turmoil by Claudio Borio & William Nelson [Downloadable!] 2007 Nominal and Real Interest Rates during an Optimal Disinflation in New Keynesian Models by Marcus Hagedorn [Downloadable!] 2007 What Explains the Spread Between the Euro Overnight Rate and the ECB?s Policy Rate? by Linzert, Tobias & Schmidt, Sandra [Downloadable!] 2007 Debt and Interest Rates: The U.S. and the Euro Area by Frankel, Jeffrey & Chinn, Menzie [Downloadable!] 2007 The yield spread and GDP growth - Time Varying Leading Properties and the Role of Monetary Policy by Hogrefe, Jens [Downloadable!] 2007 Monetary policy and core inflation by Lenza, Michele [Downloadable!] 2007 Simple interest rate rules with a role for money by Scharnagl, Michael & Gerberding, Christina & Seitz, Franz [Downloadable!] 2007 Money in monetary policy design under uncertainty: the Two-Pillar Phillips Curve versus ECB-style cross-checking by Beck, Günter W. & Wieland, Volker [Downloadable!] 2007 An affine macro-finance term structure model for the euro area by Lemke, Wolfgang [Downloadable!] 2007 Money-based interest rate rules: lessons from German data by Gerberding, Christina & Seitz, Franz & Worms, Andreas [Downloadable!] 2007 Threshold dynmamics of short-term interest rates : empirical evidence and implications for the term structure by Archontakis, Theofanis & Lemke, Wolfgang [Downloadable!] 2007 Term Structure Dynamics in a Monetary Economy with Learning by Sadayuki Ono [Downloadable!] 2007 Real economic activity and state of financial markets by Szymon Grabowski [Downloadable!] 2007 Real Convergence, Price Level Convergence and Inflation Differentials in Europe by Balazs Egert [Downloadable!] 2007 Econometric Model of Interest Rates on Deposits in Montenegro by Ivana Stesevic [Downloadable!] 2007 Listening Without Understanding by Menno Middeldorp & Clemens Kool & Stephanie Rosenkranz [Downloadable!] 2007 Approximating Monetary Policy: Case Study for the ASEAN-5 by Arief Ramayandi [Downloadable!] 2007 Yield curve reaction to macroeconomic news in Europe : disentangling the US influence by Marie Brière & Florian Ielpo [Downloadable!] 2007 How Does Liquidity Affect Government Bond Yields? by Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden [Downloadable!] 2007 Endogenous State Prices, Liquidity, Default, and the Yield Curve by Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos [Downloadable!] 2007 Anticipated Fiscal Policy and Adaptive Learning by George Evans & Seppo Honkapohja & Kaushik Mitra [Downloadable!] 2007 Asset Pricing in a Production Economy with ChewÐDekel Preferences by Claudio Campanale & Rui Castro & Gian Luca Clementi [Downloadable!] 2007 Re-examining the Importance of Trade Openness for Aggregate Instability by Stephen McKnight & Alexander Mihailov [Downloadable!] 2007 Investment and Interest Rate Policy in the Open Economy by Stephen McKnight [Downloadable!] 2007 Real Indeterminacy and the Timing of Money in Open Economies by Stephen McKnight [Downloadable!] 2007 Re-examining the Importance of Trade Openness for Aggregate Instability by Stephen McKnight & Alexander Mihailov [Downloadable!] 2007 Investment and Interest Rate Policy in the Open Economy by Stephen McKnight [Downloadable!] 2007 Real Indeterminacy and the Timing of Money in Open Economies by Stephen McKnight [Downloadable!] 2007 Why Central Banks Smooth Interest Rates? A Political Economy Explanation by Carlos Montoro [Downloadable!] 2007 Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models by Andrea Carriero [Downloadable!] 2007 A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates by Andrea Carriero [Downloadable!] 2007 Elastic Money, Inflation, and Interest Rate Policy by Allen Head & Junfeng Qiu [Downloadable!] 2007 The Curse of Irving Fisher (Professional Forecasters' Version) by Gregor W. Smith & James Yetman [Downloadable!] 2007 Great Moderation(s) and U.S. Interest Rates: Unconditional Evidence by James M. Nason & Gregor W. Smith [Downloadable!] 2007 The effects of a greater central bank credibility on interest rates level and volatility response to news in the U.K by Tuysuz, Sukriye [Downloadable!] 2007 Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK by Tuysuz, Sukriye & Kuhry, Yves [Downloadable!] 2007 Central Bank transparency and the U.S. interest rates level and volatility response to U.S. news by TUYSUZ, Sukriye [Downloadable!] 2007 Monetary Policy In Islamic Economic Framework: Case of Islamic Republic of Iran by Kiaee, Hasan [Downloadable!] 2007 Estimation of the Equilibrium Interest Rate: Case of CFA zone by Dramani, Latif & Laye, Oumy [Downloadable!] 2007 The expectations hypothesis of the term structure: some empirical evidence for Portugal by Silva Lopes, Artur C. & M. Monteiro, Olga Susana [Downloadable!] 2007 CMS swaps in separable one-factor Gaussian LLM and HJM model by Henrard, Marc [Downloadable!] 2007 The irony in the derivatives discounting by Henrard, Marc [Downloadable!] 2007 Explaining the US Bond Yield Conundrum by Bandholz, Harm & Clostermann, Joerg & Seitz, Franz [Downloadable!] 2007 An Analytical Solution for the Interest Rate Reaction Function in a Neo- Keynesian Economy Using the Undetermined Coefficients Method by Arend, Mario [Downloadable!] 2007 Debt-deficit dynamics in India and macroeconomic effects: A structural approach by Kannan, R & Singh, Bhupal [Downloadable!] 2007 Skewed Libor Market Model and Gaussian HJM explicit approaches to rolled deposit options by Henrard, Marc [Downloadable!] 2007 The usury doctrine and urban public finances in late-medieval Flanders (1220 - 1550): rentes (annuities), excise taxes, and income transfers from the poor to the rich by Munro, John H. 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Taylor [Downloadable!] 2007 No-Arbitrage Taylor Rules by Andrew Ang & Sen Dong & Monika Piazzesi [Downloadable!] 2007 Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Prices by Xavier Gabaix [Downloadable!] 2007 Cracking the Conundrum by David K. Backus & Jonathan H. Wright [Downloadable!] 2007 Mortgage Timing by Ralph S.J Koijen & Otto Van Hemert & Stijn Van Nieuwerburgh [Downloadable!] 2007 Why Do Emerging Economies Borrow Short Term? by Fernando A. Broner & Guido Lorenzoni & Sergio L. Schmukler [Downloadable!] 2007 The Term Structure of Real Rates and Expected Inflation by Andrew Ang & Geert Bekaert & Min Wei [Downloadable!] 2007 The Demand for Treasury Debt by Arvind Krishnamurthy & Annette Vissing-Jorgensen [Downloadable!] 2007 The determinants of stock and bond return comovements by Lieven Baele & Geert Bekaert & Koen Inghelbrecht [Downloadable!] 2007 Further evidence on the impact of economic news on interest by Dominique Guégan & Florian Ielpo [Downloadable!] 2007 Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates by Zsolt Darvas & Gábor Rappai & Zoltán Schepp [Downloadable!] 2007 Is a word to the wise indeed enough? 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Tesfaselassie [Downloadable!] 2007 Money market uncertainty and retail interest rate fluctuations: A cross-country comparison by Burkhard Raunig & Johann Scharler [Downloadable!] 2007 An "Almost-Too-Late" Warning Mechanism For Currency Crises by Jesus Crespo Cuaresma & Tomas Slacik [Downloadable!] 2007 Mr. Wicksell and the global economy: What drives real interest rates? by Michal Brzoza-Brzezina & Jesus Crespo Cuaresma [Downloadable!] 2007 Expectations Hypothesis Tests in the Presence of Model Uncertainty by Erdenebat Bataa & Dong H. Kim & Denise R. Osborn [Downloadable!] 2007 Robust Equilibrium Yield Curves by Isaac Kleshchelski & Nicolas Vincent [Downloadable!] 2007 The Long-run Risk Model: Dynamics and Cyclicality of Interest Rates by Hasseltoft, Henrik [Downloadable!] 2007 Accounting Transparency and the Term Structure of Credit Default Swap Spreads by Bajlum, Claus & Tind Larsen, Peter [Downloadable!] 2007 What determines commercial banks’ demand for reserves in the interbank market by Kempa, Michal [Downloadable!] 2007 Monetary policy, expected inflation and inflation risk premia by Ravenna , Federico & Seppälä, Juha [Downloadable!] 2007 Dutch disease scare in Kazakhstan: Is it real? by Égert , Balázs & Leonard, Carol S. 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Beck & Volker Wieland [Downloadable!] 2007 Money in Monetary Policy Design under Uncertainty: The Two-Pillar Phillips Curve versus ECB-Style Cross-Checking by Guenter W. Beck & Volker Wieland [Downloadable!] 2007 Real Convergence, Price Level Convergence and Inflation Differentials in Europe by Balázs Egert [Downloadable!] 2007 Interest Rate Linkages in EMU Countries: A Rolling Threshold Vector Error-Correction Approach by Tigran Poghosyan & Jakob de Haan [Downloadable!] 2007 A Role Model for China? Exchange Rate Flexibility and Monetary Policy in Japan by Gunther Schnabl & Christian Danne [Downloadable!] 2007 Monetary Policy Committees and Interest Rate Smoothing by Carlos Montoro [Downloadable!] 2007 Fiscal Harmonization in the Presence of Public Inputs by Gonzalo Fernández de Córdoba & José L. Torres [Downloadable!] 2007 Anticipated Fiscal Policy and Adaptive Learning by Evans, G.W. & Honkapohja ,S. & Mitra, K. 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Torres [Downloadable!] 2007 Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates by Charlotte Christiansen [Downloadable!] 2007 Does it Pay to Watch Central Bankers’ Lips? The Information Content of ECB Wording by Friedrich Heinemann & Katrin Ullrich [Downloadable!] 2007 The Predictive Power of Interest Rates Spread for Economic Activity by Raffaele Passaro [Downloadable!] 2007 The Interest Rate Transmission Mechanism And The Management Of Interest Margin In The Context Of Czech National Bank Disinflation Policy by Karel Brůna [Downloadable!] 2007 The Impact Of Fresh Releases On The Yield Curve by Vladimir Pikora [Downloadable!] 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 [Downloadable!] 2007 Determinants of Interest Spread in Pakistan by M. Idrees Khawaja & Musleh-Ud Din [Downloadable!] 2007 The theory and practice of interest rate smoothing by Ágnes Csermely & András Rezessy [Downloadable!] 2007 The Determinants of Sovereign Bond Spreads: Theory and Facts From Latin America by Martín Grandes [Downloadable!] 2007 Interest Rate Setting by the ECB, 1999-2006: Words and Deeds by Stefan Gerlach [Downloadable!] 2007 Low Nominal Interest Rates: A Public Finance Perspective by Noritaka Kudoh [Downloadable!] 2007 Transparency, Disclosure, and the Federal Reserve by Michael Ehrmann & Marcel Fratzscher [Downloadable!] 2007 Devlet iç borçlanma senetleri için getiri eğrisi tahmini by Özge AKINCI & Burcu GÜRCİHAN & Refet GÜRKAYNAK & Özgür ÖZEL 2007 Striving to Be “Clearly Open” and “Crystal Clear”: Monetary Policy Communication of the CNB by Kateřina Šmídková & Aleš Bulíř [Downloadable!] 2007 Some Benefits of Monetary-Policy Transparency in New Zealand by Aron Drew & Özer Karagedikli [Downloadable!] 2007 The Science and Art of Monetary-Policy Communication by Martin Čihák [Downloadable!] 2007 O componente ´custo de oportunidade´ do spread bancário no Brasil: uma abordagem pós-keynesiana by Carvalho, Carlos Eduardo [Downloadable!] 2007 Determinación de una estructura de plazos para el mercado de renta fija de México mediante un modelo de tres factores para la dinámica de la tasa corta by René Benjamín Pérez Sicairos [Downloadable!] 2007 Modelling The German Yield Curve And Testing The Lucas Critique, 1975-2001 by SANTOS, Carlos & OLIVEIRA, Maria Alberta [Downloadable!] 2007 Unit roots and persistence in the nominal interest rate: a confirmatory analysis applied to the OECD by Diego Romero-Ávila [Downloadable!] 2007 What drives provincial-Canada yield spreads? by Laurence Booth & George Georgopoulos & Walid Hejazi [Downloadable!] 2007 The Canadian macroeconomy and the yield curve: an equilibrium-based approach by René Garcia & Richard Luger [Downloadable!] 2007 La demande de titres longs par les non-residents explique-t-elle le bas niveau des taux longs publics americains ? by Bruno Ducoudre [Downloadable!] 2007 Should Monetary Policy Use Long-Term Rates? by Mariano Kulish [Downloadable!] 2007 Determinants of bank interest rates and comparisons between Greece and the euro area by Sophocles N. Brissimis & Thomas Vlassopoulos [Downloadable!] 2007 The bond market term premium: what is it, and how can we measure it? by Don H Kim & Athanasios Orphanides [Downloadable!] 2007 Cracking the Conundrum by David K. Backus & Jonathan H. Wright [Downloadable!] 2006 The Role of Banks in the Transmission of Monetary Policy in the Baltics by Köhler, Matthias & Hommel, Judith & Grote, Matthias [Downloadable!] 2006 Does money matter in the ECB strategy? New evidence based on ECB communication by Berger, Helge & Haan, Jakob de & Sturm, Jan-Egbert [Downloadable!] 2006 How the ECB and US Fed set interest rates by Belke, Ansgar & Polleit, Thorsten [Downloadable!] 2006 Fiscal institutions, fiscal policy and sovereign risk premia by Hallerberg, Mark & Wolff, Guntram B. [Downloadable!] 2006 Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia by Bernoth, Kerstin & Wolff, Guntram B. 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Williams 2006 On the Expectations Hypothesis in US Term Structure by Erdenebat Bataa & Dong Heon Kim & Denise R. Osborn [Downloadable!] 2006 Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model by Paolo Zagaglia & Massimiliano Marzo & Ingvar Strid 2006 Asset pricing implications of a New Keynesian model by Bianca De Paoli & Alasdair Scott & Olaf Weeken 2006 Monetary Policy and the Term Structure: A Fully Structural DSGE approach by Massimiliano Marzo & Ulf Sodestrom & Paolo Zagaglia 2006 Economic activity and Recession Probabilities: spread predictive power in Italy by Costanza Torricelli & Marianna Brunetti 2006 (Un)naturally low? by Silvia Sgherri & Marco J. Lombardi 2006 Using genetic algorithms to improve the term structure of interest rates fitting by Ricardo Gimeno & Juan M. Nave 2006 The term structure of inflation risk premia and macroeconomic dynamics by Peter Hördahl & Oreste Tristani & David Vestin [Downloadable!] 2006 Monetary Policy and the Term Structure of Interest Rates by Federico Ravenna & University of California & Juha Seppala & University of Illinois [Downloadable!] 2006 The Fractional OU Process: Term Structure Theory and Application by Esben Hoeg & Per Frederiksen [Downloadable!] 2006 Macroeconomic Models and the Yield Curve by Jagjit Chadha & Sean Holly [Downloadable!] 2006 Endogenous State Prices, Liquidity, Default, and the Yield Curve by Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos [Downloadable!] 2006 Taking Personalities out of Monetary Policy Decision Making? 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A cross-country study in the euro area and the UK by Giuseppe Marotta [Downloadable!] 2006 Multiple breaks in lending rate pass-through A cross country study for the euro area by Gianluca Di Lorenzo & Giuseppe Marotta [Downloadable!] 2006 The effect of the MNB’s communication on financial markets by Péter Gábriel & Klára Pintér [Downloadable!] 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 [Downloadable!] 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 [Downloadable!] 2006 The Impact of ECB Communication on Financial Market Expectations by Michael Lamla & Sarah M. Rupprecht [Downloadable!] 2006 Does Money Matter in the ECB Strategy? New Evidence Based on ECB Communication by Helge Berger & Jakob de Haan & Jan-Egbert Sturm [Downloadable!] 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 [Downloadable!] 2006 Crowding-out and Crowding-in Effects of Government Bonds Market on Private Sector Investment (Japanese Case Study) by Abdullatif Alani, Emad M.A. [Downloadable!] 2006 Modeling The Euro Overnight Rate by Ángel León & Francis Benito & Juan Nave [Downloadable!] 2006 Term structure of interest rate. european financial integration by Hortènsia Fontanals & Elisabet Ruiz & Catalina Bolancé [Downloadable!] 2006 Indexed Bonds and Revisions of Inflation Expectations by Reschreiter, Andreas [Downloadable!] 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 [Downloadable!] 2006 Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem by Nuno Cassola & Christian Ewerhart & Claudio Morana [Downloadable!] 2006 British Interest Rate Convergence between the US and Europe: A Recursive Cointegration Analysis by Enzo Weber [Downloadable!] 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 [Downloadable!] 2006 Can a time-varying equilibrium real interest rate explain the excess sensitivity puzzle? by Alexius, Annika & Welz, Peter [Downloadable!] 2006 Measuring Expectations by Kjellberg, David [Downloadable!] 2006 Chartist Trading in Exchange Rate Theory by Selander, Carina [Downloadable!] 2006 Does the Yield Spread Predict the Output Gap in the U.S.? by Zagaglia, Paolo [Downloadable!] 2006 The Predictive Power of the Yield Spread under the Veil of Time by Zagaglia, Paolo [Downloadable!] 2006 Life-Cycle Housing and Portfolio Choice with Bond Markets by van Hemert, Otto [Downloadable!] 2006 Monetary policy and rejections of the expectations hypothesis by Ravenna , Federico & Seppälä , Juha [Downloadable!] 2006 Money market volatility, A simulation study by Kempa , Michal [Downloadable!] 2006 A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials by Mathias Hoffmann & Ronald MacDonald [Downloadable!] 2006 Asset Pricing with Incomplete Information In a Discrete Time Pure Exchange Economy by Prasad Bidarkota & Brice Dupoyet [Downloadable!] 2006 Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia by Kerstin Bernoth & Guntram Wolff [Downloadable!] 2006 Uncovering Yield Parity: A new insight into the UIP puzzle through the stationarity of long maturity forward rates by Zsolt Darvas & Gábor Rappai & Zoltán Schepp [Downloadable!] 2006 Low inflation, a high net savings surplus and institutional restrictions keep the Japanese long-term interest rate low by Jansen, Pieter W. [Downloadable!] 2006 Did capital market convergence lower the effectiveness of the interest rate as a monetary policy tool? by Jansen, Pieter W. [Downloadable!] 2006 Random walks and cointegration relationships in international parity conditions between Germany and USA for the Bretton-Woods period by Bevilacqua, Franco [Downloadable!] 2006 Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period by Bevilacqua, Franco [Downloadable!] 2006 Learning about the term structure and optimal rules for inflation targeting by Tesfaselassie, Mewael F. & Schaling, Eric & Eijffinger, Sylvester [Downloadable!] 2006 Monetary Policy, the Bond Market, and Changes in FOMC Communication Policy by Troy Davig & Jeffrey R. Gerlach [Downloadable!] 2006 Money and Production, and Liquidity Trap by Pradeep Dubey & John Geanakoplos [Downloadable!] 2006 The Term Structure of Interest Rates in the European Union by Minoas Koukouritakis & Leo Michelis [Downloadable!] 2006 New-Keynesian Macroeconomics and the Term Structure by Bekaert, Geert & Cho, Seonghoon & Moreno, Antonio [Downloadable!] 2006 Learning About the Term Structure and Optimal Rules for Inflation Targeting by Eijffinger, Sylvester C W & Schaling, Eric & Tesfaselassie, Mewael F. [Downloadable!] 2006 Taux d’interet et marches boursiers : une analyse empirique de l’intégration financiere internationale by Vladimir Borgy & Valerie Mignon [Downloadable!] 2006 The Role of the IMF in Well-Performing Low-Income Countries by Steve Radelet [Downloadable!] 2006 Mean Variance Optimization of Non-Linear Systems and Worst-case Analysis by Panos Parpas & Berc Rustem & Volker Wieland & Stan Zakovic [Downloadable!] 2006 Does ECB Communication Help in Predicting its Interest Rate Decisions? by David-Jan Jansen & Jakob de Haan [Downloadable!] 2006 Fool the Markets? Creative Accounting, Fiscal Transparency and Sovereign Risk Premia by Kerstin Bernoth & Guntram B. Wolff [Downloadable!] 2006 Does Money Matter in the ECB Strategy? New Evidence Based on ECB Communication by Helge Berger & Jakob de Haan & Jan-Egbert Sturm [Downloadable!] 2006 Foreign Exchange Risk Premium Determinants: Case of Armenia by Tigran Poghosyan & Evzen Kocenda [Downloadable!] 2006 Monetary policy before and after the euro: Evidence from Greece by Arghyrou, Michael G [Downloadable!] 2006 Interest Rate Clustering in UK Financial Services Markets by John K. Ashton & Robert Hudson [Downloadable!] 2006 Macroeconomic Models and the Yield Curve: An assessment of the Fit by Chadha, J.S. & Holly, S. [Downloadable!] 2006 Monetary Policy Rules under Heterogeneous Inflation Expectations by Sophocles N. Brissimis & Nicholas S. Magginas [Downloadable!] 2006 Term Structure Anomalies: Term Premium or Peso problem? by JARDET, C. [Downloadable!] 2006 An empirical analysis of national differences in the retail bank interest rates of the euro area by Massimiliano Affinito & Fabio Farabullini [Downloadable!] 2006 House prices and real interest rates in Spain by Juan Ayuso & Roberto Blanco & Fernando Restoy [Downloadable!] 2006 Can Affine Term Structure Models Help Us Predict Exchange Rates? by Antonio Diez de los Rios [Downloadable!] 2006 A comparative Long-memory Analysis between Spanish, Mexican and U.S. interest rates by Fernando Espinosa Navarro & Klender Cortez & Roman Jordi Adillon Boladeres [Downloadable!] 2006 Forecasting US bond yields at weekly frequency by Riccardo LUCCHETTI & Giulio PALOMBA [Downloadable!] 2006 An interpretation of an affine term structure model of Chile by J.Marcelo Ochoa [Downloadable!] 2006 An Investigation Of The German Dominance Hypothesis In The Context Of Eastern Enlargement Of The Eu by Mete Feridun [Downloadable!] 2006 Budget Deficit And Interest Rates by Zdeněk Dvorný [Downloadable!] 2006 Whom should we believe? Information content of the yield curve and analysts’ expectations by Péter Gábriel & Klára Pintér [Downloadable!] 2006 The Interest Rate Pass-Through in German Banking Groups by Hiltrud Nehls [Downloadable!] 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 [Downloadable!] 2006 On The Fisher Effect And Inflation Dynamics In Low-Income Countries: An Assessment Of Sub-Saharan Africa Economies by NANDWA, Boaz [Downloadable!] 2006 Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates by Zacharias Psaradakis & Martin Sola & Fabio Spagnolo [Downloadable!] 2005 Does it Pay to Watch Central Bankers? Lips? The Information Content of ECB Wording by Heinemann, Friedrich & Ullrich, Katrin [Downloadable!] 2005 Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical Approach by Blaskowitz, Oliver & Herwartz, Helmut & de Cadenas Santiago, Gonzalo [Downloadable!] 2005 Liquidity Preference Theory Revisited—To Ditch or to Build on It? by Joerg Bibow [Downloadable!] 2005 Modeling Interest Rate Transmission Dynamics In Greece. Is There Any Structural Break After Emu? by DIONYSIOS CHIONIS & COSTAS LEON [Downloadable!] 2005 Are Europe's Interest Rates led by FED Announcements? by Andrea Monticini & Giacomo Vaciago [Downloadable!] 2005 Interest Rate Rules and the Response to the Output Gap by Juan Paez-Farrell [Downloadable!] 2005 The CNB’s Policy Decisions – Are They Priced in by the Markets? by David Navrátil & Viktor Kotlán [Downloadable!] 2005 The Role Of Global Risk Aversion In Explaining Latin American Sovereign Spreads by ALICIA GARCIA HERRERO & ALVARO ORTIZ [Downloadable!] 2005 The Changing Role of the Yen/Dollar Exchange Rate for Japanese Monetary Policy by Gunther Schnabl & Christian Danne [Downloadable!] 2005 Expectations, Bond Yields and Monetary Policy by Albert Lee Chun [Downloadable!] 2005 Libor Market Model and Gaussian HJM explicit approaches to option on composition by Marc Henrard [Downloadable!] 2005 Convexity adjustment and delivery option in Australian dollar 90 Day Bills Futures by Marc Henrard [Downloadable!] 2005 Modelling International Bond Markets with Affine Term Structure Models by Georg Mosburger & Paul Schneider [Downloadable!] 2005 Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data by Karlo Kauko [Downloadable!] 2005 The intraday price of money: evidence from the e-MID market by Angelo Baglioni & Andrea Monticini [Downloadable!] 2005 Bermudan swaptions in Hull-White one-factor model: analytical and numerical approaches by Marc Henrard [Downloadable!] 2005 Bond Yield Compression in the Countries Converging to the Euro by Lucjan T. Orlowski & Kirsten Lommatzsch & [Downloadable!] 2005 A New Framework for Yield Curve, Output and Inflation Relationships by Leo Krippner [Downloadable!] 2005 Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve by Leo Krippner [Downloadable!] 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 [Downloadable!] 2005 An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models by Leo Krippner [Downloadable!] 2005 A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps by Carl Chiarella & Christina Nikitopoulos-Sklibosios & Erik Schlogl [Downloadable!] 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 [Downloadable!] 2005 The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach by Carl Chiarella & Thuy-Duong To [Downloadable!] 2005 A Note on the Malliavin differentiability of the Heston Volatility by Elisa Alòs & Christian-Olivier Ewald [Downloadable!] 2005 New-Keynesian Macroeconomics and the Term Structure by Seonghoon Cho & Antonio Moreno & Geert Bekaert [Downloadable!] 2005 How the Bundesbank really conducted monetary policy by Christina Gerberding & Franz Seitz & Andreas Worms 2005 Curve Forecasting by Functional Autoregression by A. Onatski & V. Karguine [Downloadable!] 2005 Bond Yield Predictability and Estimation of Affine Term Structure Models by Bovorn Vichiansin 2005 TIPS: Taking Inflation Premium Seriously by Min Wei & Stefania D'Amico & Don H. Kim [Downloadable!] 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 The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective by Tao Wu & Glenn Rudebusch [Downloadable!] 2005 Inflation Targeting, Committee Decision Making and Uncertainty: The Case of the Bank of England’s MPC by Arnab Bhattacharjee & Sean Holly [Downloadable!] 2005 Cousin risks: the extent and the causes of positive correlation between country and currency risks by Marcio Gomes Pinto Garcia & Alexandre Lowenkron [Downloadable!] 2005 Monetary Policy and the Term Structure of Interest Rates by Juha Seppala & Federico Ravenna [Downloadable!] 2005 Tax Riots by Christopher Phelan & Marco Bassetto [Downloadable!] 2005 El efecto traspaso de la tasa de interés y la política monetaria en el Perú: 1995-2004 by Lahura Erick [Downloadable!] 2005 Employment Differences, Convergences and Similarities in Italian Provinces by Flavio Angelini & Stefano Herzel [Downloadable!] 2005 Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? by Andrew Ang & Geert Bekaert & Min Wei [Downloadable!] 2005 Self-Fulfilling Currency Crises: The Role of Interest Rates by Christian Hellwig & Arijit Mukherji & Aleh Tsyvinski [Downloadable!] 2005 Money Growth and Interest Rates by Seok-Kyun Hur [Downloadable!] 2005 A less effective monetary transmission in the wake of EMU? Evidence from lending rates pass-through by Gianluca Di Lorenzo & Giuseppe Marotta [Downloadable!] 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 [Downloadable!] 2005 A less effective monetary transmission in the wake of EMU? Evidence from lending rates pass-through by Gianluca Di Lorenzo & Giuseppe Marotta [Downloadable!] 2005 Repegging of the Lats to the Euro: Implications for the Financial Sector by Viktors Ajevskis & Armands Pogulis [Downloadable!] 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 [Downloadable!] 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 [Downloadable!] 2005 The Term Structure of Interest Rates under Regime Shifts and Jumps by Shu Wu & Yong Zeng [Downloadable!] 2005 Monetary Policy and Long-term Interest Rates by Shu Wu [Downloadable!] 2005 Interest rate pass-through estimates from vector autoregressive models by Johann Burgstaller [Downloadable!] 2005 International Capital Flows and U.S. Interest Rates by Francis E. Warnock & Veronica C. Warnock [Downloadable!] 2005 The Yield Curve Slope and Monetary Policy Innovations by Gamber, Edward N. & Joutz, Frederick L. [Downloadable!] 2005 Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach by Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago [Downloadable!] 2005 US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore by Giorgio Valente [Downloadable!] 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. [Downloadable!] 2005 Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output Gap by Apel, Mikael & Jansson, Per [Downloadable!] 2005 Identifying the Interdependence between US Monetary Policy and the Stock Market by Bjørnland, Hilde C. & Leitemo, Kai [Downloadable!] 2005 Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations by Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A. [Downloadable!] 2005 A framework for understanding inflation - with or without money by Bengtsson, Ingemar [Downloadable!] 2005 Central bank power is a matter of faith by Bengtsson, Ingemar 2005 Identifying the interdependence between US monetary policy and the stock market by Bjørnland , Hilde & Leitemo, Kai [Downloadable!] 2005 Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data by Kauko , Karlo [Downloadable!] 2005 A Tale of Two Effects by Paul Evans & Xiaojun Wang [Downloadable!] 2005 Asset Pricing with Incomplete Information under Stable Shocks by Prasad V. Bidarkota & Brice V. Dupoyet & J. Huston McCulloch [Downloadable!] 2005 Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations by Kjell G. Nyborg & Ulrich Bindseil & Ilya A. Strebulaev [Downloadable!] 2005 Immunization Using a Parametric Model of the Term Structure by Jorge Miguel Ventura Bravo & Carlos Manuel Pereira da Silva [Downloadable!] 2005 Consumer Confidence and Yield Spreads in Europe by Eva Ferreira & María Isabel Martínez & Eliseo Navarro & Gonzalo Rubio [Downloadable!] 2005 The timing of central bank communication by Michael Ehrmann & Marcel Fratzscher [Downloadable!] 2005 How should central banks communicate? by Michael Ehrmann & Marcel Fratzscher [Downloadable!] 2005 The natural real interest rate and the output gap in the euro area - a joint estimation by Julien Garnier & Bjørn-Roger Wilhelmsen [Downloadable!] 2005 Forecasting the yield curve in a data-rich environment - a no-arbitrage factor-augmented VAR approach by Emanuel Mönch [Downloadable!] 2005 Liquidity and real equilibrium interest rates - a framework of analysis by Livio Stracca [Downloadable!] 2005 Term structure and the sluggishness of retail bank interest rates in euro area countries by Gabe de Bondt & Benoit Mojon & Natacha Valla [Downloadable!] 2005 Communication and decision-making by central bank committees - different strategies, same effectiveness? by Michael Ehrmann & Marcel Fratzscher [Downloadable!] 2005 Transparency, disclosure and the Federal Reserve by Michael Ehrmann & Marcel Fratzscher [Downloadable!] 2005 The bank lending survey for the euro area by Jesper Berg & Annalisa Ferrando & Gabe de Bondt & Silvia Scopel [Downloadable!] 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 [Downloadable!] 2005 Labor income and the demand for long-term bonds by Koijen, Ralph S.J. & Nijman, Theo E. & Werker, Bas J.M. [Downloadable!] 2005 Fisher Hypothesis Revisited: A Fractional Cointegration Analysis by Saadet Kirbas Kasman & Adnan Kasman & Evrim Turgutlu [Downloadable!] 2005 A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations by Peter C.B. Phillips & Jun Yu [Downloadable!] 2005 Term Structure Linkages Among the New EU Countries and the EMU by Minoas Koukouritakis & Leo Michelis [Downloadable!] 2005 The Term Structures of Interest Rates in the New and Prospective EU Countries by Minoas Koukouritakis & Leo Michelis [Downloadable!] 2005 Term Structure Estimation with Survey Data on Interest Rate Forecasts by Kim, Don H. & Orphanides, Athanasios [Downloadable!] 2005 The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields by Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio [Downloadable!] 2005 Why Are Returns on Swiss Franc Assets So Low? Rare Events May Solve the Puzzle by Kugler, Peter & Weder di Mauro, Beatrice [Downloadable!] 2005 Time Variation in Term Premia: International Evidence by Jongen, Ron & Verschoor, Willem F C & Wolff, Christian C [Downloadable!] 2005 The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation by Favero, Carlo A & Kaminska, Iryna & Söderström, Ulf [Downloadable!] 2005 Central Bank Forecasts and Disclosure Policy: Why it Pays to be Optimistic by Eijffinger, Sylvester C W & Tesfaselassie, Mewael F. [Downloadable!] 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 [Downloadable!] 2005 The CNB's Policy Decisions - Are They Priced in by the Markets? by David Navratil & Viktor Kotlan [Downloadable!] 2005 The Consumption-Based Determinants of the Term Structure of Discount Rates by Christian Gollier [Downloadable!] 2005 Inflation Expectations in the Czech Interbank Market by Martin Fukac [Downloadable!] 2005 The Importance of the Wording of the ECB by Carlo Rosa & Giovanni Verga [Downloadable!] 2005 Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England’s MPC by Bhattacharjee, A. & Holly, S. [Downloadable!] 2005 The natural real interest rate and the output gap in the euro area: A joint estimation by Julien Garnier & Bjørn-Roger Wilhelmsen [Downloadable!] 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 [Downloadable!] 2005 The role of the natural rate of interest in monetary policy by Jeffery D. Amato [Downloadable!] 2005 Are there asymmetries in the response of bank interest rates monetary shocks? by Leonardo Gambacorta & Simonetta Iannotti [Downloadable!] 2005 The role of global risk aversion in explaining Latin American sovereign spreads by Alicia García-Herrero & Álvaro Ortiz [Downloadable!] 2005 Estimating the natural interest rate for the euro area and Luxembourg by Ladislav Wintr & Paolo Guarda & Abdelaziz Rouabah [Downloadable!] 2005 The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach by René Garcia & Richard Luger [Downloadable!] 2005 Can Jurisdictional Uncertainty And Capital Controls Explain The High Level Of Real Interest Rates In Brazil? Evidence From Panel Data by Fernando M. Gonçalves & Márcio Holland & Andrei D. Spacov [Downloadable!] 2005 The Effect Of Labour Share On The Natural Rate Of Interest: Some Empirical Evidence by Pedro Gomes & Pedro Bom & Pedro Leão [Downloadable!] 2005 A Note on Deficit, Implicit Debt, and Interest Rates by Zijun Wang 2005 Interest Rate Rules, Price Determinacy and the Value of Money in a non Ricardian World by Jean-Pascal Benassy [Downloadable!] 2005 Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters by Timothy Cogley [Downloadable!] 2005 The Stabilization Mechanism Of Ultra Short-Term Interest Rates In The Context Of Czech National Bank'S Repo Tenders by Karel BRŮNA [Downloadable!] 2005 Special Data Section Domestic Debt Markets in Sub-Saharan Africa by Jakob Christensen [Downloadable!] 2005 El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia by Luis E Arango & Luz Adriana Flórez & Angélica M Arosemena [Downloadable!] 2005 The Behavior of Interest Rate Differentials Under Shifting Exchange Rate Regimes: The Experience of Chile, Colombia and Israel by Carlos Ibarra [Downloadable!] 2005 Special Data Section Domestic Debt Markets in Sub-Saharan Africa by Jakob Christensen [Downloadable!] 2005 Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements by Refet S Gürkaynak & Brian Sack & Eric Swanson [Downloadable!] 2005 Dibs Faiz Oranlarında Oynaklığın Koşulu Değişen Varyans Modeli İle Tahmini Ve Öngörülmesi by Kıvılcım M. ÖZCAN & Suat AYDIN 2005 Determinants of Long-term Interest Rates in the Czech Republic by Tomáš Holinka [Downloadable!] 2005 Do the Measurements of Financial Market Inflation Expectations Yield Relevant Macroeconomic Information? by Martin Fukač [Downloadable!] 2005 Is the CNB Predictable? by David Navrátil & Viktor Kotlán [Downloadable!] 2005 The Monetary Policy Committee’s Reaction Function: An Exercise in Estimation by Charles A.E. Goodhart [Downloadable!] 2004 Expected budget deficits and interest rate swap spreads - Evidence for France, Germany and Italy by Heppke-Falk, Kirsten & Hüfner, Felix [Downloadable!] 2004 Interest rate reaction functions for the euro area Evidence from panel data analysis by Ruth, Karsten [Downloadable!] 2004 How the Bundesbank really conducted monetary policy : An analysis based on real-time data by Gerberding, Christina & Worms, Andreas & Seitz, Franz [Downloadable!] 2004 Towards a Joint Characterization of Monetary Policy and the Dynamics of the Term Structure of Interest Rates by Fendel, Ralf [Downloadable!] 2004 The Ideal Inflation Indexed Bond and Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World by John Geanakoplos [Downloadable!] 2004 Optimal Monetary Policy under Heterogeneous Expectations by Orlando Gomes [Downloadable!] 2004 Are Europe Interest Rates led by FED's Announcements? by Monticini & Vaciago [Downloadable!] 2004 The Case for Open-Market Purchases in a Liquidity Trap by Alan Auerbach & Maurice Obstfeld [Downloadable!] 2004 Nonlinear dynamics of interest rate and inflation by Markku Lanne [Downloadable!] 2004 Learning, inflation expectations and optimal monetary policy by Eric Schaling [Downloadable!] 2004 Dynamics of Interest Rate Curve by Functional Auto-Regression by Vladislav Kargin & Alexei Onatski [Downloadable!] 2004 Liquidity Trap Prevention and Escape: A Simple Proposition by Junning Cai [Downloadable!] 2004 The Information Content of the Natural Rate of Interest: The Case of Poland by Michal Brzoza-Brzezina [Downloadable!] 2004 The Role Of Global Risk Aversion In Explaining Latin American Sovereign Spreads by ALICIA GARCIA HERRERO & ALVARO ORTIZ [Downloadable!] 2004 Calibration of Interest Rate Models - Transition Market Case by Martin Vojtek [Downloadable!] 2004 Riding the Yield Curve: Diversification of Strategies by David S. Bieri & Ludwig B. Chincarini [Downloadable!] 2004 Dynamic Risk Profile of the US Term Structure by Wavelet MRA by SUTTHISIT JAMDEE & CORNELIS A. LOS [Downloadable!] 2004 Taking Positive Interest Rates Seriously by Enlin Pan & Liuren Wu [Downloadable!] 2004 Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets by Ram Bhar & Carl Chiarella & Thuy-Duong To [Downloadable!] 2004 Overnight Indexed Swaps and Floored Compounded Instrument in HJM One-Factor Model by Marc Henrard [Downloadable!] 2004 On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates by Paulo M. M. Rodrigues & Antonio Rubia [Downloadable!] 2004 Structural Breaks, Inflation and Interest Rates: Evidence for the G7 countries by Jesus Clemente & Antonio Montañes & Marcelo Reyes [Downloadable!] 2004 Interest Rate Pass-Through in New EU Member States: The Case of the Czech Republic, Hungary and Poland by Jesús Crespo-Cuaresma & Balázs Égert & Thomas Reininger [Downloadable!] 2004 Trust In Transition: Cross Country And Firm Evidence by Martin Raiser & Alan Rousso & Franklin Steves [Downloadable!] 2004 A Note on the Bias of using Futures Rates as a Proxy for the Instantaneous Forward Rate by Thuy-Duong To [Downloadable!] 2004 A Markovian Defaultable Term Structure Model with State Dependent Volatilities by Carl Chiarella & Erik Schlögl & Christina Nikitopoulos-Sklibosios [Downloadable!] 2004 A Comparison of Alternative Nonparametric Estimators of the Short Rate Diffusion Coefficient by Roberto Reno' & Antonio Roma & Stephen Schaefer [Downloadable!] 2004 Nonparametric Estimation of the Diffusion Coefficient via Fourier Analysis, with Aplication to Short Rate Modeling by Roberto Reno' [Downloadable!] 2004 Credit Rationing and Crowding Out During the Industrial Revolution: Evidence from Hoare's Bank, 1702-1862 by Peter Temin & Joachim Voth [Downloadable!] 2004 Quadratic term structure models with jumps in incomplete currency markets by Daal, Elton [Downloadable!] 2004 The value of interest rate stabilization polices when agents are learning by Duffy, John & Xiao, Wei [Downloadable!] 2004 Nonparametric Estimation of Convergence of Interest Rates: Effects on Bond Pricing by Teresa Corzo Santamaría & Javier Gómez Biscarri [Downloadable!] 2004 Leaning Against the Parity by Alex Luiz Ferreira [Downloadable!] 2004 Future Fiscal and Budgetary Shocks by Hian Teck Hoon & Edmund S Phelps [Downloadable!] 2004 Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates by Iryna Kaminska & Andrea Carriero & Carlo A. Favero [Downloadable!] 2004 Monetary policy and the expectations hypothesis by D. Vestin & Hordahl & P. 2004 Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates by PeterTillmann [Downloadable!] 2004 Does the Term Spread Play a Role in the Fed's Reaction Function? An Empirical Investigation by Jesus Vazquez [Downloadable!] 2004 Application Of The Kalman Filter For Estimating Continuous Time Term Structure Models: Evidence From The Uk And Germany by Rana Chatterjee [Downloadable!] 2004 Why are long rates sensitive to monetary policy? by Ulf Soderstrom & Tore Ellingsen 2004 Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve by Marco Lyrio & Hans Dewachter [Downloadable!] 2004 Targeting Inflation by Forecast Feedback Rules in Small Open Economies by Kai Leitemo [Downloadable!] 2004 Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information by P.A. Tinsley & Sharon Kozicki [Downloadable!] 2004 Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets by F. DE GRAEVE & O. DE JONGHE & R. VANDER VENNET [Downloadable!] 2004 Liquidity Effects in non-Ricardian Economies by Jean-Pascal Benassy 2004 A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy by Tao Wu & Glenn Rudebusch [Downloadable!] 2004 Modelling the Yield Curve: A Two Components Approach by John Hatgioannides & Menelaos Karanasos & Marika Karanassou [Downloadable!] 2004 La Curva de Retorno y el Modelo C-CAPM: Evidencia para Chile by González, Manuel [Downloadable!] 2004 Money, credit and the interest rate in Marx's economic. On the similarities of Marx's monetary analysis to Post-Keynesian economics by Hein, Eckhard [Downloadable!] 2004 Estimating a time varying neutral real interest rate for New Zealand by Olivier Basdevant & Nils Björksten & Özer Karagedikli [Downloadable!] 2004 The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875-1997 by Michael D. Bordo & Joseph G Haubrich [Downloadable!] 2004 Monetary and Fiscal Remedies for Deflation by Alan Auerbach & Maurice Obstfeld [Downloadable!] 2004 The Determinants of Pass-Through of Market Conditions to Bank Retail Interest Rates in Belgium by Ferre De Graeve & Olivier De Jonghe & Rudi Vander Vennet [Downloadable!] 2004 Bayesian Analysis of Continuous Time Models of the Australian Short Rate by Andrew D. Sanford & Gael Martin [Downloadable!] 2004 Crise de change et politique monétaire optimale dans un modèle de troisième génération : le rôle de la prime de risque by Vincent Bouvatier [Downloadable!] 2004 Interest rate pass-through in Hungary by Csilla Horváth & Judit Krekó & Anna Naszódi [Downloadable!] 2004 Demand and supply in the ECB's main refinancing operations by Livio Stracca & Clara Martin Moss & Livio Stracca [Downloadable!] 2004 Risk factors of inflation-indexed and conventional government bonds and the APT by Andreas Reschreiter [Downloadable!] 2004 Macro factors and the term structure of interest rates by Hans Dewachter [Downloadable!] 2004 Money market rates and implied CCAPM rates: some international evidence by Yamin Ahmad [Downloadable!] 2004 Foreign Exchange and Money Markets in the Context of the Exchange Rate Target Zone by Viktors Ajevskis & Armands Pogulis & Gunars Berzins [Downloadable!] 2004 On The Small Sample Properties Of Dickey Fuller And Maximum Likelihood Unit Root Tests On Discrete-Sampled Short-Term Interest Rates by Paulo M.M. Rodrigues & Antonio Rubia [Downloadable!] 2004 The Consumption-Based Determinants of the Term Structure of Discount Rates by Gollier, Christian [Downloadable!] 2004 Far Out on the Yield Curve by Alexius, Annika [Downloadable!] 2004 Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets by Beechey, Meredith [Downloadable!] 2004 Why Are Long Rates Sensitive to Monetary Policy? by Ellingsen, Tore & Söderström, Ulf [Downloadable!] 2004 On Finite Dimensional Realizations of Forward Price Term Structure Models by Gaspar, Raquel M. [Downloadable!] 2004 General Quadratic Term Structures of Bond, Futures and Forward Prices by Gaspar, Raquel M. [Downloadable!] 2004 Heterogeneous information about the term structure, least-squares learning and optimal rules for inflation targeting by Schaling , Eric & Eijffinger , Sylvester & Tesfaselassie , Mewael [Downloadable!] 2004 Measuring the long-term perception of monetary policy and the term structure by Rautureau, Nicolas [Downloadable!] 2004 A flexible prior distribution for Markov switching autoregressions with Student-t errors by Philippe J. Deschamps [Downloadable!] 2004 The Impact of Fat Tails on Equilibrium Rates of Return and Term Premia by Prasad V. Bidarkota & Brice V. Dupoyet [Downloadable!] 2004 The Deficit–Interest Rate Connection: an empirical assessment of the EU by Carlos Vieira [Downloadable!] 2004 Does the Term Spread play a role in the FED\'S reaction function? by Jesús Vazquez [Downloadable!] 2004 On the Feasibility of Debt Ponzi Schemes - A Bond Portfolio Approach by Martin Barbie & Marcus Hagedorn 2004 Jackknifing Bond Option Prices by Jun Yu & Peter Phillips [Downloadable!] 2004 Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting by Mewael Tesfaselassie & Eric Schaling & Sylvester Eijffinger [Downloadable!] 2004 The Friedman Rule in a Two Sector Small Open Economy by Alexandre Cunha [Downloadable!] 2004 A joint econometric model of macroeconomic and term structure dynamics by Peter Hoerdahl & Oreste Tristani [Downloadable!] 2004 A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk by Yong Zeng & Shu Wu [Downloadable!] 2004 Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates by Peter Tillmann [Downloadable!] 2004 Dynamics of Interest Rate Curve by Functional Auto-regression by Alexei Onatski & Slava Kargin [Downloadable!] 2004 The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997 by Michael Bordo & Joseph Haubrich [Downloadable!] 2004 Cousin Risks: The Extent and the Causes of Positive Correlation between Country and Currency Risks by Marcio Garcia & Alexandre Lowenkron 2004 Fear of Sudden Stops: lessons from Australia and Chile by Jonathan Kearns & Ricardo J. Caballero & Kevin Cowan [Downloadable!] 2004 FINANCIAL DOLLARIZATION: Evaluating the consequences by Eduardo Levy-Yeyati [Downloadable!] 2004 Dedollarization, Indexation and Nominalization: the Chilean experience by R. Valdes & L.O. Herrera [Downloadable!] 2004 Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with Affine Term Structure Model by Hibiki Ichiue [Downloadable!] 2004 Nonlinearity in the Term Structure by Dong Heon Kim [Downloadable!] 2004 Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model by Farshid Vahid & Lin Luo [Downloadable!] 2004 Estimation of the Volatility Structure of the Fixed Income Market by Thuy Duong To & Carl Chiarella 2004 Intertemporal Consumption and Consumer Demand by Keith R. McLaren & H. Youn Kim & Russel J. Cooper 2004 A joint econometric model of macroeconomic and term structure dynamics by Peter Hördahl & Oreste Tristani & David Vestin [Downloadable!] 2004 The determinants of the overnight interest rate in the euro area by Julius Moschitz [Downloadable!] 2004 The operational target of monetary policy and the rise and fall of reserve position doctrine by Ulrich Bindseil [Downloadable!] 2004 Sovereign risk premia in the European government bond market by Kerstin Bernoth & Jürgen von Hagen & Ludger Schuknecht [Downloadable!] 2004 Equal size, equal role? Interest rate interdependence between the euro area and the United States by Michael Ehrmann & Marcel Fratzscher [Downloadable!] 2004 Credit Rationing Effects of Credit Value-at-Risk by Jan Frederik Slijkerman & David J.C. Smant & Casper G. de Vries [Downloadable!] 2004 Heterogeneous information about the term structure of interest rates, least-squares learning and optimal interest rate rules for inflation forecast targeting by Eijffinger, S.C.W. & Tesfaselassie, M. & Schaling, E. [Downloadable!] 2004 Gold, Fiat and Credit. An Elementary Discussion of Commodity Money, Fiat Money and Credit, Part II by Thomas Quint & Martin Shubik [Downloadable!] 2004 A Consumable Money. 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[Downloadable!] 2004 On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts by Driffill, John & Kenc, Turalay & Sola, Martin & Spagnolo, Fabio [Downloadable!] 2004 Calibration of Interest Rate Models - Transition Market Case by Martin Vojtek [Downloadable!] 2004 Switching Regimes in the Term Structure of Interest Rates During U.S. Post-War: A case for the Lucas proof equilibrium? by Jesús Vázquez [Downloadable!] 2004 Is the Fisher Effect Nonlinear? Some Evidence for Spain, 1963-2002 by Óscar Bajo Rubio & Carmen Díaz Roldán & Vicente Esteve [Downloadable!] 2004 Market-Based Monetary Policy Transparency Index, Risk and Volatility - The Case of the United States by Amir Kia & Hilde Patron [Downloadable!] 2004 Who was in the driving seat in Europe during the nineties, International financial markets or the BUBA? by Roger Hammersland [Downloadable!] 2004 Large T and small N : A three-step approach to the identification of cointegrating relationships in time series models with a small cross-sectional dimension by Roger Hammersland [Downloadable!] 2004 Règle de Taylor et politique monétaire dans la zone euro by Mésonnier, J-S. & Renne, J-P. [Downloadable!] 2004 A Time-Varying Natural Rate for the Euro Area by Mésonnier, J-S. & Renne, J-P. [Downloadable!] 2004 Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization by Denise Côté & Christopher Graham [Downloadable!] 2004 Recolhimentos Compulsórios E Distribuição Das Taxas De Empréstimos Bancários No Brasil by Eduardo Augusto de Souza Rodrigues & Tony Takeda [Downloadable!] 2004 Comunicação Em Política Monetária by Robson Rodrigues Pereira [Downloadable!] 2004 The Influence of a Heterogeneous Banking Sector on the Interbank Market Rate in the Euro Area by Ulrike Neyer & Jürgen Wiemers [Downloadable!] 2004 International Portfolio Holdings and Swiss Franc Asset Returns by Peter Kugler & Beatrice Weder [Downloadable!] 2004 Systematic Part Of Cnb'S Monetary Policy In Inflation Targeting Regime by David NAVRÁTIL [Downloadable!] 2004 An Analysis Of Pribor Interest Rates Sensitivity To Changes In Czech National Bank Repo Rate by Jaroslav BRADA & Karel Brůna [Downloadable!] 2004 Four Reflections On Practising Inflation Targeting In The Czech Republic by Oldřich Dědek [Downloadable!] 2004 Efficiency Of The Secondary T-Bill Market by Zdeněk Dvorný [Downloadable!] 2004 Financial Reforms and Interest Rate Spreads in the Commercial Banking System in Malawi by Ephraim W. Chirwa & Montfort Mlachila [Downloadable!] 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 by DUARTE, A. & VENETIS, I. & PAYÁ, I. [Downloadable!] 2004 Financial Reforms and Interest Rate Spreads in the Commercial Banking System in Malawi by Ephraim W. Chirwa & Montfort Mlachila [Downloadable!] 2004 Política monetaria y cambios de régimen en los tipos de interés del mercado interbancario español by José Luis Fernández-Serrano & M. Dolores Robles Fernández [Downloadable!] 2004 Does the Term Structure Predict Australia's Future Output Growth? by Valadkhani, Abbas [Downloadable!] 2004 Monetary policy in a cash-in-advance economy: employment, capital accumulation, and the term structure of interest rates by Arman Mansoorian & Mohammed Mohsin [Downloadable!] 2004 Speculating on the Yuan by Bronka Rzepkowski [Downloadable!] 2004 A Nonparametric Dimension Test of the Term Structure by Javier Gil-Bazo & Gonzalo Rubio [Downloadable!] 2004 Switching Regimes in the Term Structure of Interest Rates during U.S. Post-War: A Case for the Lucas Proof Equilibrium? by Jesús Vázquez [Downloadable!] 2004 Monetary Policy and the Information Content of the Yield Spread by Michael Feroli [Downloadable!] 2004 Interest-Rate Smoothing: Monetary Policy Inertia or Unobserved Variables? by Petra Gerlach-Kristen [Downloadable!] 2004 The Diminishing Profitability of the Primary Market for State Securities by Nikolai Atanassov [Downloadable!] 2004 Bonds Portfolio Management: Analysis and Application of the Model of Multiperiod Immunization by Ivan Popchev & Irina Radeva [Downloadable!] 2003 Collateral Constraints in a Monetary Economy by Juan Carlos Cordoba & Marla Ripoll [Downloadable!] 2003 Estimating the Natural Rate of Interest: A SVAR Approach by Michal Brzoza-Brzezina [Downloadable!] 2003 Explicit bond option and swaption formula in Heath-Jarrow-Morton one factor model by Marc Henrard [Downloadable!] 2003 Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad by Juraj Valachy & Evžen Ko?enda & [Downloadable!] 2003 Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach by Leo Krippner [Downloadable!] 2003 Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation by Leo Krippner [Downloadable!] 2003 Real-Financial Interaction: Implications of Budget Equations and Capital Accumulation by Carl Chiarella & Peter Flaschel & Willi Semmler [Downloadable!] 2003 Output and the Term Structure of Interest Rates: Ways Out of th Jump-Variable Conundrum by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler [Downloadable!] 2003 Price-setting and Price Dispersion in the Dutch Mortgage Market by Wolter H.J. Hassink & Michiel van Leuvensteijn [Downloadable!] 2003 Why Do Emerging Economies Borrow Short Term? by Fernando Broner & Guido Lorenzoni & Sergio L. Schmukler [Downloadable!] 2003 Asymmetries in Bank of England Monetary Policy by Jamie Gascoigne & Paul Turner [Downloadable!] 2003 An Empirical Examination of Term Structure Models with Regime Shifts by Martin Sola & John Driffil & Turalay Kenc 2003 Macroeconomics and the Yield Curve by Tao Wu & Glenn Rudebusch 2003 An Implementation of the Shirakawa Jump-Diffusion Term Structure Model by Christina Nikitopoulos-Sklibosios & Carl Chiarella 2003 Capturing Non-Linearity in the Term Structure of Interest Rates: A Fuzzy Logic to Approach Estimating the Yield Curve by Richard Taylor & David E. Giles 2003 The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System by Emilio Barucci & Claudio Impenna & Roberto Reno [Downloadable!] 2003 Interest rate pass-through in the Polish banking sector and bank-specific financial disturbances by Chmielewski, Tomasz [Downloadable!] 2003 Une note sur la règle du taux d’intérêt et le rôle de la courbe LM by Dai, Meixing [Downloadable!] 2003 Recent and Prospective Trends in Real Long-Term Interest Rates: Fiscal Policy and Other Drivers by Anne-Marie Brook [Downloadable!] 2003 Estimates of time-varying term premia for New Zealand and Australia by Michael Gordon [Downloadable!] 2003 Monetary Policy and Sectoral Shocks: Did the FED react properly to the High-Tech Crisis? by Claudio Raddatz & Roberto Rigobon [Downloadable!] 2003 The Case for Open-Market Purchases in a Liquidity Trap by Alan J. Auerbach & Maurice Obstfeld [Downloadable!] 2003 Collective Investment Decision Making with Heterogeneous Time Preferences by Christian Gollier & Richard Zeckhauser [Downloadable!] 2003 Putting 'M' back into Monetary Policy by Eric M. Leeper & Jennifer E. Roush [Downloadable!] 2003 How to Discount Cashflows with Time-Varying Expected Returns by Andrew Ang & Jun Liu [Downloadable!] 2003 Simulation-Based Bayesian Estimation of Affine Term Structure Models by Andrew D. Sanford & Gael M. Martin [Downloadable!] 2003 Interest Rate Term Structure in Latvia in the Monetary Policy Context by Jelena Zubkova [Downloadable!] 2003 Macro Factors and the Term Structure of Interest Rates by Hans Dewachter & Marco Lyrio [Downloadable!] 2003 International Parity Relationships Between Germany and the United States: A Joint Modelling Approach by Katarina Juselius & Ronald MacDonald [Downloadable!] 2003 The Dynamic Interaction between Equity Prices and Supply Shocks by Jakob B. Madsen [Downloadable!] 2003 Interest Rate Transmission to Commercial Credit Rates in Austria by Johann Burgstaller [Downloadable!] 2003 On the Geometry of Interest Rate Models by Björk, Tomas [Downloadable!] 2003 Learning, inflation expectations and optimal monetary policy by Schaling, Eric [Downloadable!] 2003 A Monthly Monetary Model with Banking Intermediation for the Euro Area by Annick Bruggeman & Marie Donnay [Downloadable!] 2003 The role of the term spread in an augmented Taylor rule: An empirical investigation by Jesús Vazquez [Downloadable!] 2003 Switching regimes in the term structure of interest rates furing US post-war by Jesús Vazquez [Downloadable!] 2003 The changing behaviour of the term structure of post-war US. by Mª Jose Gutierrez & Jesús Vazquez [Downloadable!] 2003 Markov Switching Risk Premium and the term structure of interest rates by Mª Jose Gutierrez & Jesús Vazquez [Downloadable!] 2003 The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison by To, Thuy Duong & Carl Chiarella [Downloadable!] 2003 Federal Funds Rate Prediction by Sarno, Lucio & Daniel l Thornton & Giorgio Valente [Downloadable!] 2003 An Empirical Examination of Term Structure Models with Regime Shifts by Kenc, Turalay & John Driffill & Martin Sola [Downloadable!] 2003 Learning, inflation reduction and optimal monetary policy by Schaling, E. [Downloadable!] 2003 The Ideal Inflation Indexed Bond and Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World by John Geanakoplos [Downloadable!] 2003 Jackknifing Bond Option Prices by Peter C.B. Phillips & Jun Yu [Downloadable!] 2003 Identifying the Monetary Transmission Mechanism Using Structural Breaks by Beyer, Andreas & Farmer, Roger E A [Downloadable!] 2003 Loan Pricing Under Basel Capital Requirements by Repullo, Rafael & Suarez, Javier [Downloadable!] 2003 Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information by Sharon Kozicki & P.A. Tinsley [Downloadable!] 2003 A Re-examination of the Link between Real Exchange Rates and Real Interest Rate Differentials by Mathias Hoffmann & Ronald MacDonald [Downloadable!] 2003 Testing the Fisher Effect in the Presence of Structural Change: A Case Study of the UK,1961-2001 by Oscar Bajo-Rubio & Carmen Díaz-Roldán & Vicente Esteve [Downloadable!] 2003 Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates by Peter Tillmann [Downloadable!] 2003 The Effect of Dynamic Hedging of Options Positions on Intermediate-Maturity Interest Rates by Thanasis N. Christodoulopoulos & Ioulia Grigoratou [Downloadable!] 2003 The Italian overnight market: microstructure effects, the martingale hypothesis and the payment system by Emilio Barucci & Claudio Impenna & Roberto Reno [Downloadable!] 2003 Random step functions model for interest rates by Eleanor Virag & Fima C. Klebaner & Konstantin Borovkov [Downloadable!] 2003 Numerical solution of jump-diffusion LIBOR market models by Nicolas Merener & Paul Glasserman [Downloadable!] 2003 An Institutional Setup Of The Czech Market For Treasury Securities by Zdeněk Dvorný [Downloadable!] 2003 The Properties of the Equity Premium and the Risk-Free Rate: An Investigation Across Time and Countries by Fabio Canova & Gianni De Nicoló [Downloadable!] 2003 Estimación de la curva de tipos cupón-cero con polinomios de Legendre by MORINI,S. [Downloadable!] 2003 The Properties of the Equity Premium and the Risk-Free Rate: An Investigation Across Time and Countries by Fabio Canova & Gianni De Nicoló [Downloadable!] 2003 La estructura temporal de tasas de interés en México: ¿Puede predecir la actividad económica futura? by Sara G. Castellanos & Eduardo Camero [Downloadable!] 2003 La hipótesis de las expectativas en el largo plazo: evidencia en el mercado español de deuda pública by Magdalena Massot Perelló & Juan M. Nave Pineda [Downloadable!] 2003 The Changing Probability of a Monetary Policy Response to Inflation and Employment Announcements by Adrienne A. Kearney [Downloadable!] 2003 Bridging the Gap between the Interest Rate and Price Level Approaches in the AD-AS Model: The Role of the Loanable Funds Market by T. Windsor Fields & William R. Hart [Downloadable!] 2002 Integration benefits on EU retail credit markets : evidence from interest rate pass-through by Heinemann, Friedrich & Schüler , Martin [Downloadable!] 2002 Monetary Transmission in the New Economy: Service Life of Capital, Transmission Channels and the Speed of Adjustment by von Kalckreuth, Ulf & Schröder, Jürgen [Downloadable!] 2002 Monetary Policy in a Cash-in-Advance Economy Employment, Capital Accumulation and the Term Structure of Interest Rates by Arman Mansoorian & Mohammed Mohsin [Downloadable!] 2002 Markov Chain Approximations For Term Structure Models by David Backus & Liuren Wu & Stanley Zin [Downloadable!] 2002 Asset Pricing Under The Quadratic Class by Markus Leippold & Liuren Wu [Downloadable!] 2002 Design and Estimation of Quadratic Term Structure Models by Markus Leippold & Liuren Wu [Downloadable!] 2002 Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates? by Massoud Heidari & Liuren WU [Downloadable!] 2002 Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives by Massoud Heidari & Liuren Wu [Downloadable!] 2002 A Maximum Likelihood Approach to Estimation of Heath-Jarrow-Morton Models by Ram Bhar & Carl Chiarella & Thuy Duong To [Downloadable!] 2002 Numerical Investigations of the Heath Jarrow Morton Model with Forward Rate Dependent Volatility by Carl Chiarella & Silvana Musti 2002 Level shifts, unit roots and the purchasing power parity by Gadea Maria-Dolores & Antonio Montanes & Marcelo Reyes 2002 Fed Funds Rate Targeting, Monetary Regimes and the Term Structure of Interbank Rates: Explaining the Predictability Smile by Vassil A. Konstantinov 2002 Dynamics of Intra-EMS Interest Rate Linkages by Christopher F Baum & John Barkoulas [Downloadable!] 2002 Strukturelle Veränderungen In Der Wirtschaft Der Republiken Kraoatien Und Bundesrepublik Deutschland by Novak, Branko & Matić, Branko [Downloadable!] 2002 Un margine di arbitraggio non sfruttato sulla Rendita Italiana a Parigi ? by Tattara, Giuseppe [Downloadable!] 2002 Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve by Leo Krippner [Downloadable!] 2002 Estimating the Natural Rate of Interest: A SVAR Approach by Michał Brzoza-Brzezina [Downloadable!] 2002 Macro Factors and the Term Structure of Interest Rates by Hans Dewachter & Marco Lyrio [Downloadable!] 2002 Modelización De La Volatilidad Del Tipo De Interés A Corto Plazo by Ángel León & Juan Nave [Downloadable!] 2002 Modelos De Duración Y Gestión Del Riesgo De Interés: ¿Un Problema De Dimensión? by Gloria M. Soto Pacheco [Downloadable!] 2002 La Inmunización Financiera: Evaluación De Diferentes Estructuras De Cartera by Gloria M. Soto Pacheco & Mª Asunción Prats Albentosa [Downloadable!] 2002 On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation by Jumah, Adusei & Kunst, Robert M. [Downloadable!] 2002 Regime Switches in Swedish Interest Rates by Erlandsson, Ulf [Downloadable!] 2002 Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions by Giordani, Paolo & Söderlind, Paul [Downloadable!] 2002 Finite dimensional Markovian realizations for stochastic volatility forward rate models by Björk, Tomas & Landén, Camilla & Svensson, Lars [Downloadable!] 2002 Variable rate liquidity tenders by Välimäki, Tuomas [Downloadable!] 2002 Nonlinear dynamics of interest rate and inflation by Lanne , Markku [Downloadable!] 2002 Bidding in fixed rate tenders: theory and experience with the ECB tenders by Välimäki, Tuomas [Downloadable!] 2002 The Effect of Monetary Unification on German Bond Markets by Hans Dewachter & Marco Lyrio & Konstantijn Maes [Downloadable!] 2002 Demography and the Long-run Predictability of the Stock Market by John Geanakoplos & Michael Magill & Martine Quinzii [Downloadable!] 2002 Demography and the Long-run Predictability of the Stock Market by John Geanakoplos & Michael Magill & Martine Quinzii [Downloadable!] 2002 Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach by Ling Hu & Peter C.B. Phillips [Downloadable!] 2002 Monetary Policy and the New Economy : Between Supply Shock and Financial Bubble by Eric DOR & Alain DURRE [Downloadable!] 2002 With a Bang, Not a Whimper: Pricking Germany's 'Stock Market Bubble' in 1927 and the Slide into Depression by Voth, Hans-Joachim [Downloadable!] 2002 The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation by Sarno, Lucio & Thornton, Daniel L [Downloadable!] 2002 Interpreting the Term Structure of Interbank Rates in Hong Kong by Gerlach, Stefan [Downloadable!] 2002 The Overnight Interbank Market: Evidence from the G7 and the Euro Zone by Bartolini, Leonardo & Bertola, Giuseppe & Prati, Alessandro [Downloadable!] 2002 Estimating market probabilities of future interest rate changes by Martin Hlusek [Downloadable!] 2002 Extended Libor Market Models with Affine and Quadratic Volatility by Christian Zühlsdorff [Downloadable!] 2002 An Examination of the Effects of Parameter Misspecification by Antje Dudenhausen & Lutz Schlögl [Downloadable!] 2002 Regulation and Investment by Alberto Alesina & Silvia Ardagna & Giuseppe Nicoletti & Fabio Schiantarelli [Downloadable!] 2002 Modelos de tasas de interes en Chile: una revision by Hortensia Fontanals Albiol & Sergio Zuniga [Downloadable!] 2002 Conditional Gaussian models of the term structure of interest rates by Simon H. Babbs [Downloadable!] 2002 On the construction of finite dimensional realizations for nonlinear forward rate models by Camilla Landén & Tomas Björk [Downloadable!] 2002 The expectations hypothesis with non-negative rates by Philip S. Griffin [Downloadable!] 2002 A multicurrency extension of the lognormal interest rate Market Models by Erik Schlögl [Downloadable!] 2002 The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution by Woon Gyu Choi [Downloadable!] 2002 Consecuencias de la Nominalización de la Política Monetaria by Juan Andrés Fontaine [Downloadable!] 2002 Nominalización de la Tasa de Política Monetaria. Debate y Consecuencias by Felipe Morandé [Downloadable!] 2002 Introducción al Debate Acerca de los Efectos de la Nominalización de la Política Monetaria by Francisco Rosende [Downloadable!] 2002 The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution by Woon Gyu Choi [Downloadable!] 2002 El modelo de McCallum. Evidencia empírica en la estructura temporal de los tipos de interés española by M. Isabel Martínez-Serna & Eliseo Navarro-Arribas [Downloadable!] 2002 On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach by Ana María Iregui & Costas Milas & Jesus Otero [Downloadable!] 2001 Flexible Term Structure Estimation: Which Method Is Preferred? by Andrew Mark Jeffrey & Oliver B. Linton [Downloadable!] 2001 Improving the Quality of the Input in the Term Structure Consistent Models by Javier Giner & Sandra Morini [Downloadable!] 2001 Modeling an Indexed Portfolio for the Italian Market by Rita L.D'Ecclesia, Marida Bertocchi, Jozsef Abaffy 2001 Pricing Barrier Bond Options with One-factor Interest Rate Models by Grace C.H. Kuan and Nick Webber 2001 The Inflation Premium implicit in the US Real and Nominal by J. Huston McCulloch [Downloadable!] 2001 Testing For Unit Roots Using Economics by ROMULO CHUMACERO [Downloadable!] 2001 A Worst--Case Approach to Inflation Zone Targeting by B. Rustem, V. W. Wieland and S. Zakovic 2001 Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure by Andrew Hughes Hallett, Christian R Richter 2001 An econometric approach to macroeconomic risk. A cross country study by Carrera, Jorge Eduardo & Cusolito , Ana Paula & Féliz , Mariano & Panigo , Demian [Downloadable!] 2001 The analysis of factors that determine the level of interest rates paid on treasury bills in Slovenia by Grum, Andraž & Dolenc, Primož [Downloadable!] 2001 Déterminants empiriques du taux de change Canada/´Etats-Unis dans une perspective de court et de long terme by Douch, Mohamed [Downloadable!] 2001 Bond Market Inflation Expectations in Industrial Countries: Historical Comparisons by Michael D. Bordo & William G. Dewald [Downloadable!] 2001 The Size of the Permanent Component of Asset Pricing Kernels by Fernando Alvarez & Urban J. Jermann [Downloadable!] 2001 How to Deal with Structural Breaks in Practical Cointegration Analysis by Roselyne Joyeux [Downloadable!] 2001 The Effect of Monetary Unification on German Bond Markets by Hans Dewachter & Marco Lyrio & Konstantijn Maes [Downloadable!] 2001 A Joint Model for the Term Structure of Interest Rates and the Macroeconomy by Hans Dewachter & Marco Lyrio & Konstantijn Maes [Downloadable!] 2001 The Effect of Monetary Unification on German Bond Markets by Hans Dewachter & Marco Lyrio & Konstantijn Maes [Downloadable!] 2001 Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy by Hans Dewachter & Marco Lyrio & Konstantijn Maes [Downloadable!] 2001 Government Debt as Insurance against Macroeconomic Risk by Barbie, Martin & Hagedorn, Marcus & Kaul, Ashok [Downloadable!] 2001 Interpreting the Term Structure of Interbank Rates in Hong Kong by Stefan Gerlach [Downloadable!] 2001 Monetary Policy Signaling and Movements in the Swedish Term Structure of Interest Rates by Andersson, Malin & Dillén, Hans & Sellin, Peter [Downloadable!] 2001 Welfare Effects of Controlling Labor Supply? An Application of the Stochastic Ramsey Model by Amilon, Henrik & Bermin, Hans-Peter 2001 What if the Fed Had Been an Inflation Nutter? by Söderlind, Paul [Downloadable!] 2001 Payment and financial innovation, reserve demand and implementation of monetary policy by Lahdenperä, Harri [Downloadable!] 2001 A Two-Factor Model of the German Term Structure of Interest Rates by Cassola, N. & Luis, J.B. 2001 Are International Deposits Tax-Driven? by Huizinga, H. & Nicodeme, G. 2001 Models of Currency Crises with Banking Sector and Imperfectly Competitive Labor Markets by Shen, J.-G. 2001 Bank Lending Rate Pass-Through and Differences in the Transmission of a Single EMU Monetary Policy by Marie Donnay & Hans Degryse [Downloadable!] 2001 An empirical analysis of the German long-term interest rate by Butter, Frank A.G. den & Jansen, Pieter W. [Downloadable!] 2001 European Monetary Union, the term structure, and the Lucas Critique by Vanbergeijk, Peter A.G. & Berk, Jan Marc [Downloadable!] 2001 The Valuation and Hedging of Variable Rate Savings Account by Frank de Jong & Jacco Wielhouwer [Downloadable!] 2001 The Microstructure of the Euro Money Market by Hartmann, Philipp & Manna, Michele & Manzanares, Andres [Downloadable!] 2001 The Liquidity Trap in an Open Economy by Buiter, Willem H [Downloadable!] 2001 The Real Interest rate Gap as an Inflation Indicator by Neiss, Katharine & Nelson, Edward [Downloadable!] 2001 Convergence of Monetary Transmission in EMU New Evidence by Linda A. Toolsema & Jan-Egbert Sturm & Jakob de Haan [Downloadable!] 2001 Interest Rate Determination in India: The Role of Domestic and External Factors by Pami Dua & B.L. Pandit [Downloadable!] 2001 Dynamics of Intra-EMS Interest Rate Linkages by Christopher F. Baum & John Barkoulas [Downloadable!] 2001 Exchange Rate Risk and Interest Rate : A Case Study for Turkey by Hakan Berument & Aslý Günay [Downloadable!] 2001 Public Sector Pricing Behavior And Inflation Risk Premium In Turkey by Hakan Berument [Downloadable!] 2001 A Simple Approach to the Estimation of Continuous Time CEV Stochastic Volatility Models of the Short-Term Rate by Fabio Fornari & Antonio Mele [Downloadable!] 2001 A general characterization of one factor affine term structure models by Damir Filipovic [Downloadable!] 2001 Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model by Carl Chiarella & Oh Kang Kwon [Downloadable!] 2001 How Does U.S. Monetary Policy Influence Sovereign Spreads in Emerging Markets? by Vivek Arora & Martin Cerisola [Downloadable!] 2001 How Does U.S. Monetary Policy Influence Sovereign Spreads in Emerging Markets? by Vivek Arora & Martin Cerisola [Downloadable!] 2001 Expectations and Behaviour of the Spanish Treasury Bill Rates Patterns in Neighboring Areas by Vidal Fernadez Montoro 2001 The Dynamics of Short-term Interest Rates: An Econometric Analysis by Prakash G Apte 2001 Government spending, interest rates, and capital accumulation in a two-sector model by Yoshiyasu Ono & Akihisa Shibata [Downloadable!] 2001 COUNTRY RISK: Economic Policy, Contagion Effect or Political noise? by Julio Nogués & Martín Grandes [Downloadable!] 2000 Government Financing and Interest Rates in a Three Assets Sidrauski-based Model by Eduardo Pozo [Downloadable!] 2000 With a Bang, not a Whimper: Pricking Germany's "Stock Market Bubble" in 1927 and the Slide into Depression by Hans Joachim Voth [Downloadable!] 2000 What the Yield Curves say About Inflation: Does it Change Over Time? by Sebastian T. Schich [Downloadable!] 2000 Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts by Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez [Downloadable!] 2000 Interest Rate and Price Linkages between the USA and Japan: Evidence from the Post-Bretton Woods Period by Katarina Juselius & Ronald MacDonald [Downloadable!] 2000 International Parity Relationships between Germany and the United States: A Joint Modelling Approach by Katarina Juselius & Ronald MacDonald [Downloadable!] 2000 Fundamentals Of The Us And The Uk Interest Rates Under The Rational Expectation Scheme by Ignacio Mauleón & Mª Mar Sánchez [Downloadable!] 2000 On the construction of finite dimensional realizations for nonlinear forward rate models by Björk, Tomas & Landen, Camilla [Downloadable!] 2000 A Geometric View of Interest Rate Theory by Björk, Tomas [Downloadable!] 2000 On the Term Structure of Futures and Forward Prices by Björk, Tomas & Landen, Camilla [Downloadable!] 2000 The Term Structure of Real Interest Rates: Theory and Evidence from UK Index-Linked Bonds by Seppälä, Juha [Downloadable!] 2000 Bayesian Non-Linear Modellings of the Short Term US Interest Rate: the Help of Non-Parametric Tools by Lubrano, M. 2000 Politique monetaire et credibilite dans les pays finances a taux fixe by Artus, P. 2000 The Term Structure of Real Interest Rates: Theory and Evidence from UK Index-Linked Bonds by Seppala, J. 2000 A Model of the Open Market Operations of the European Central Bank by Ayuso, J. & Repullo, R. 2000 Are there Economies of Scale in the Demand for Money by Firms? some Panel Data Estimates by Bover, O. & Watson, N. 2000 Germany and the euro area: differences in the transmission process of monetary policy by K.S.E.M. Hubrich & P.J.G. Vlaar [Downloadable!] 2000 Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration by Winfried G. Hallerbach [Downloadable!] 2000 The performance of multi-factor term structure models for pricing and hedging caps and swaptions by Driessen, J. & Klaassen, P. & Melenberg, B. [Downloadable!] 2000 Common factors in international bond returns by Driessen, J. & Melenberg, B. & Nijman, T. [Downloadable!] 2000 Libor and swap market models for the pricing of interest rate derivatives : an empirical analysis by Jong, F. de & Driessen, J. & Pelsser, A. [Downloadable!] 2000 Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach by Bams, Dennis & Wolff, Christian C [Downloadable!] 2000 The Term Structure of Interest Rates and Inflation Forecast Targeting by Eijffinger, Sylvester C W & Schaling, Eric & Verhagen, Willem [Downloadable!] 2000 Open Market Operations as a Monetary Policy Shock Measure in a Quantitative Business Cycle Model by Burkhard Heer & Andreas Schabert [Downloadable!] 2000 A re-evaluation of empirical tests of the Fisher hypothesis by Basma Bekdache & Christopher F. Baum [Downloadable!] 2000 A Model of the Open Market Operations of the European Central Bank by Juan Ayuso & Rafael Repullo [Downloadable!] 2000 Are there Economies of Scale in the Demand for Money by Firms? some Panel Data Estimates by Olympia Bover & Nadine Watson [Downloadable!] 2000 Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator by Tkacz, Greg [Downloadable!] 2000 A simple regime switching term structure model by Asbjørn T. Hansen & Rolf Poulsen [Downloadable!] 2000 Markov-functional interest rate models by Joanne Kennedy & Phil Hunt & Antoon Pelsser [Downloadable!] 2000 Bond pricing in a hidden Markov model of the short rate by Camilla LandÊn [Downloadable!] 2000 Convergence of discrete time option pricing models under stochastic interest rates by O. Scaillet & J.-L. Prigent & J.-P. Lesne [Downloadable!] 2000 Arbitrage-free discretization of lognormal forward Libor and swap rate models by Xiaoliang Zhao & Paul Glasserman [Downloadable!] 2000 A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary by O. Renault & O. Scaillet & B. Leblanc [Downloadable!] 2000 Regime shifts in the Danish term structure of interest rates by Tom Engsted & Ken Nyholm [Downloadable!] 2000 Estructura de Tasas de Interés en Chile: ¿Qué tan Buen Predictor de Crecimiento e Inflación? by Viviana Fernández [Downloadable!] 2000 Other Things Equal: Alan Greenspan Doesn't Influence Interest Rates by Deirdre N. McCloskey [Downloadable!] 2000 The expectations hypothesis, term premia, and the Canadian term structure of interest rates by Walid Hejazi & Huiwen Lai & Xian Yang [Downloadable!] 1999 The Potential Approach to Bond and Currency Pricing by Markus Leippold & Liuren Wu [Downloadable!] 1999 Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited by Frank Riedel [Downloadable!] 1999 Inflation Targets and the Yield Curve: New Zealand and Australia vs. the US by Pierre Siklos 1999 On the Timing of Balance of Payments Crises: Disaggregated Information and Interest Rate Policy by Fernando Broner [Downloadable!] 1999 The Optimal structure of Liquidity Provided by a Self Financed Central Bank by Miquel Faig [Downloadable!] 1999 Estimating The Term Structure of Interest Rates: The Swiss Case by Iwan Meier [Downloadable!] 1999 A re-evaluation of empirical tests of the Fisher hypothesis by Basma Bekdache & Christopher F. Baum [Downloadable!] 1999 Money and Interest Rates with Endogeneously Segmented Markets by Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe [Downloadable!] 1999 The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market by Säfvenblad, Patrik [Downloadable!] 1999 Monetary policy with uncertain parameters by Söderström, Ulf [Downloadable!] 1999 On the Existence of Finite Dimensional Realizations for Nonlinear Forward Rate Models by Björk, Tomas & Svensson, Lars [Downloadable!] 1999 Monetary policy with uncertain parameters by Söderström, Ulf [Downloadable!] 1999 Interest Rate Smoothing and Game-Varying Premium: Another Look at Debt Management in Japan by Takeya, Y. 1999 Testing Affine Term Structure Models in Case of Transaction Costs by Driessen, J. & Melenberg, B. & Nijman, T. 1999 Real Exchange Rates and Real Interest Rates: a nonlinear Perspective by Bec, F. & Salem, M.B. & MacDonald, R. 1999 Money and Interest Rate Shocks: Some International Evidence by Monadjemi, M.S. & Huh, H.-S. 1999 Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors by Kilian, L. & Zha, T. 1999 Mesures et gestion du risque. Le taux d'interet au budget communal. Application a un panel de 859 villes francaises by Michel, L. 1999 Interest Rate Risk and Monetary Union in the European Periphery: Lessons from the Gold Standard, 1880-1914 by Garcia-Iglesias, C. 1999 Interest Rate Risk and Monetary Union in the European Periphery: Lessons from the Gold Standard, 1880-1914 by Garcia-Iglesias, C. 1999 Choosing the Right Error in Term Structure Models by Bobadilla, G.F. 1999 The Effect of Capital Controls on Interest Rate Differentials by Herrera, L.O. & Valdes, R. 1999 Une hausse forte des taux d'interet pour eviter une crise de change peut-elle se justifier? by Artus, P. 1999 Anticipated Monetary Policy and the Dynamic Behaviour of the Term Structure of Interest Rate by Jaaskela, J. & Vilmunen, J. 1999 Testing the Expectations Hypothesis of the Term Structure of Interest Rates in the Presence of a Potential Regime Shift by Lanne, M. 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 Interest Rate Spreads between Italy and Germany 1995-1997 by D'Amato, M. & Pistoresi, B. 1999 Interest Rate Smoothing and Time-Varying Premium: Another Look at Debt Management in Japan by Yosuke Takeda 1999 Co-Movements in Long-Term Interest Rates and the Role of PPP-BasedExchange Rate Expectations by J.M. Berk & K.H.W. Knot [Downloadable!] 1999 Testing affine term structure models in case of transaction costs by Driessen, J. & Melenberg, B. & Nijman, T. [Downloadable!] 1999 Stock Prices, Exchange Rates and Monetary Policy by Dor, Eric & DurrŽ, Alain [Downloadable!] 1999 Market Discipline and Financial Safety Net Design by Demirguc-Kunt, Asli & Huizinga, Harry [Downloadable!] 1999 Time-series and Cross-section Information in Affine Term Structure Models by de Jong, Frank [Downloadable!] 1999 Inflation Targeting, Transparency and Interest Rate Volatility: Ditching 'Monetary Mystique' in the UK by Nolan, C. & Chadha, J.S. [Downloadable!] 1999 Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives by Dudenhausen, Antje & Erik Schloegl & Lutz Schloegl [Downloadable!] 1999 The Information Content of the French and German Government Bond Tield Curves: Why Such Differences? by Jondeau, E. & Ricart, R. [Downloadable!] 1999 La mesure du ratio rendement-risque a partir du marche des euro-devises by Jondeau, E. [Downloadable!] 1999 Interest Rate Transmission and Volatility Transmission along the Yield Curve by Avouyi-Dovi, S. & Jondeau, E. [Downloadable!] 1999 Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets by Fung, Ben & Mitnick, Scott & Remolona, Eli [Downloadable!] 1999 The Expectations Hypothesis for the Longer End of the Term Structure: Some Evidence for Canada by Lange, Ron [Downloadable!] 1999 Some recent developments in capital market theory: A survey by Richard C. Stapleton [Downloadable!] 1999 Invariant measures for the Musiela equation with deterministic diffusion term by Tiziano Vargiolu [Downloadable!] 1999 Minimal realizations of interest rate models by Tomas BjÃrk & Andrea Gombani [Downloadable!] 1999 Estimation of a German money demand system - a long-run analysis by Kirstin Hubrich [Downloadable!] 1999 Interest Spreads in Banking in Colombia, 1974-96 by Adolfo Barajas & Roberto Steiner & Natalia Salazar [Downloadable!] 1999 Estructura de Tasas de Interés en Chile: La Vía No Paramétrica by Viviana Fernández [Downloadable!] 1999 Modelos de Tasas de Interés en Chile: Una Revisión by Sergio Zúñiga [Downloadable!] 1999 Interest Spreads in Banking in Colombia, 1974-96 by Adolfo Barajas & Roberto Steiner & Natalia Salazar [Downloadable!] 1999 Credit Risks and European Government Bond Markets: A Panel Data Econometric Analysis by Jan J.G. Lemmen & Charles A.E. Goodhart [Downloadable!] 1999 Thrift, Productivity and the Real Rate of Interest in Australia by Hawtrey, K. M. [Downloadable!] 1998 Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: Some Comparative Evidence by Boero, G. & Torricelli, C. [Downloadable!] 1998 Continuous-Time Model of Business Fluctuations, and Optimal Behavior of an Interest Rate by Alexei Krouglov [Downloadable!] 1998 Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation? by Martin Evans [Downloadable!] 1998 Inflationary Expectations During Germany's Great Slump by Hans Joachim Voth [Downloadable!] 1998 Eight Reasons Why Real Versus Nominal Interest Rates is the Most Important Concept in Macroeconomic Principles Courses by Kennedy, P. 1998 An Optimising Model for Monetary Policy Analysis: Can Habit Formation Help? by Jeffrey C Fuhrer [Downloadable!] 1998 Testing the predictive power of New Zealand bank bill futures rates by Leo Krippner [Downloadable!] 1998 Discrete-Time Models of Bond Pricing by David Backus & Silverio Foresi & Chris Telmer [Downloadable!] 1998 Predictable Changes in Yields and Forward Rates by David Backus & Silverio Foresi & Abon Mozumdar & Liuren Wu [Downloadable!] 1998 ¿Existe un efecto Fisher en el largo plazo? Evidencia para la economía española, 1962-1996 by Oscar Bajo & Vicente Esteve [Downloadable!] 1998 Uncovering Financial Markets Beliefs About Inflation Targets by Ruge-Murcia, F.J. 1998 Uncovering Financial Markets Beliefs About Inflation Targets by RUGE-MURCIA, Francisco J. [Downloadable!] 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 Miyao, R. 1998 Monetary Policy and Market Interest Rates by Ellingsen, Tore & Söderström, Ulf [Downloadable!] 1998 The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market by Säfvenblad, Patrik [Downloadable!] 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 Eight Reasons Why Real Versus Nominal Interest Rates is the Most Important Concept in Macroeconomic Principles Courses by Kennedy, P. 1998 Interaction entre taux d'interet allemands et francais: Un reexamen de l'hypothese de dominance allemande by Podevin, M. 1998 Forecasting Inflation from the Term Structure of Interest Rates by Hewarathna, R. & Silvapulle, P. 1998 Note on the Stability of Long-Run Money Demand: Is the Interest Elasticity Really Constant? by Miyao, R. 1998 Convergence of Discrete Time Option Pricing Models Under Stochastic Interest Rates by Lesne, J.-P. & Prigent, J.-L. & Scaillet, O. 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 Overnight Rate of Interest Under Averaged Reserve Requirements. Some Theoretical Aspects and the Finnish Experience by Valimaki, T. 1998 The Probability Density Function of Interest Rates Implied in the Price of Options by Fornari, F. & Violi, R. 1998 La prevision des taux longs francais 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 Indicators of Short-Term Interest Rate Expectations. The Information Contained in the Options Market by Manzano, M.C. & Sanchez, I. 1998 Financial Sector Reforms and Interest Rate Liberalization: The Kenya Experience by Ngugi, R.W. & Kabubo, J.W. 1998 Interest Rate Forecasting with Neural Networks by Jan Täppinen [Downloadable!] 1998 Time varying forex market inefficiency by Koning, Camiel de & Straetmans, Stefan [Downloadable!] 1998 The term structure of interest rates and inflation forecast targeting by Eijffinger, S. & Schaling, E. & Verhagen, W. [Downloadable!] 1998 Stock-Returns and Inflation in a Principal-Agent Economy by Jovanovic, B. & Ueda, M. [Downloadable!] 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 [Downloadable!] 1998 Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election by Coutant, Sophie & Jondeau, Eric & Rockinger, Michael [Downloadable!] 1998 Does the Term Structure Predict Recessions? The International Evidence by Bernard, Henri J & Gerlach, Stefan [Downloadable!] 1998 Threat of a Capital Levy, Expected Devaluation and Interest Rates in Inter-War France by Sicsic, Pierre [Downloadable!] 1998 Extracting Expectations about 1992 UK Monetary Policy from Option Prices by Söderlind, Paul [Downloadable!] 1998 Does Financial Reform Raise or Reduce Savings? by Oriana Bandiera & Gerard Caprio Jr. & Patrick Honohan & Fabio Schiantarelli [Downloadable!] 1998 Modeling fixed income excess returns by Basma Bekdache & Christopher F. Baum [Downloadable!] 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 La prevision des taux longs français et allemands a partir d'un modele a anticipations rationnelles by Jondeau, E. & Sedillot, F. [Downloadable!] 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. [Downloadable!] 1998 Threat of a Capital Levy, Expected Devaluation and Interest Rates in France during the Interwar Period by Hautcoeur, P-C. & Sicsic, P. [Downloadable!] 1998 Indicators of Short-Term Interest Rate Expectations. The Information Contained in the Options Market by María C. Manzano & Isabel Sánchez 1998 Predicting Canadian Recessions Using Financial Variables: A Probit Approach by Atta-Mensah, Joseph & Tkacz, Greg [Downloadable!] 1998 The optimality of nominal contracts by Guido Tabellini & Scott Freeman [Downloadable!] 1998 Unstable and stable steady-states in the Kiyotaki-Wright model by Juan-Manuel Renero [Downloadable!] 1998 Path dependent options on yields in the affine term structure model by Olivier Scaillet & Boris Leblanc [Downloadable!] 1998 Implied interest rate pricing models by J.E. Kennedy & P.J. Hunt [Downloadable!] 1998 Volatility of the short rate in the rational lognormal model by Lisa R. Goldberg [Downloadable!] 1998 Anticipation and Surprises in Central Bank Interest Rate Policy by Daniel Hardy [Downloadable!] 1998 La internacionalización de la estructura temporal de tipos de interés española by PAYERAS LLODRÁ, M. [Downloadable!] 1998 Tasas de Interés Nominal de Corto Plazo en Chile: Una Comparación Empírica de sus Modelos by Franco Parisi [Downloadable!] 1998 Anticipation and Surprises in Central Bank Interest Rate Policy by Daniel Hardy [Downloadable!] 1997 The Information Content of German Discount Rate Changes by Manfred J.M. Neumann & Jens Weidmann [Downloadable!] 1997 New Hope for the Fisher Effect? A Re-Examination Using Threshold Cointegration by Jens Weidmann [Downloadable!] 1997 Phenomenology of the interest curve by Jean-Philippe BOUCHAUD & Rama CONT & Nicole EL KAROUI & Marc POTTERS & Nicolas SAGNA [Downloadable!] 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 On the Relevance of Modeling Volatility for Pricing Purposes by Manuel Moreno [Downloadable!] 1997 Risk Management under a Two-Factor Model of the Term Structure of Interest Rates by Manuel Moreno [Downloadable!] 1997 Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective by Fabio Canova & Gianni de Nicolo [Downloadable!] 1997 Equilibrium Valuation of Options on the Market Portfolio with Stochastic Volatility and Return Predictability by Melanie Cao 1997 Monetary Policy in Japan, Germany and the United States: Does One Size Fit All? by Menzie D. Chinn & Michael P. Dooley [Downloadable!] 1997 On the Optimality of Interest Rate Smoothing by Sergio Rebelo & Danyang Xie [Downloadable!] 1997 Interest Rate Targeting and the Dynamics of Short-Term Rates by Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi & Leora Klapper [Downloadable!] 1997 New Techniques to Extract Market Expectations from Financial Instruments by Paul Soderlind & Lars E. O. Svensson [Downloadable!] 1997 The Generalized War of Attrition by Jeremy Bulow & Paul Klemperer [Downloadable!] 1997 New Techniques to Extract Market Expectations from Financial Instruments by Söderlind, Paul & Svensson, Lars E.O. [Downloadable!] 1997 Forward Interest Rates as Indicators of Inflation Expectations by Söderlind, Paul [Downloadable!] 1997 Market Expectations in the UK Before and After the ERM Crisis by Söderlind, Paul 1997 Interest Rate Dynamics and Consistent Forward Rate Curves by Björk, Tomas & Christensen, Bent Jesper [Downloadable!] 1997 Minimal Realizations of Forward Rates by Björk, Tomas & Gombani, Andrea [Downloadable!] 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 Reaction Function Estimation when Central Banks Face Adjustment Costs by Roszbach, Kasper [Downloadable!] 1997 Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates by Elvezio Ronchetti & Fabio Trojani 1997 Regime Sensitive Cointegration with an Application to Interest rate Parity by Siklos, P.L. & Granger, C.W.J. 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 Which Alternative to Choose: Does the Excess Sensitivity Hypothesis or A Time Varying Term Premium Explain the Failure of of the Rational Expectations Hypothesis of the Term Structure? by Tzavalis, E. 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 On the Theory of Aggregate Investment As a Function of the Rate of Interest by Petri, F. 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 Are Ex-Post Real Interest Rates a Good Proxy for Ex-Ante Real Rates? An International Comparison with a CCAPM Framework by Ayuso, J & Lopez-Salido, J-D 1997 Convergence of Discrete Time Option Pricing Models under Stochastic Interest Rates by Lesne, J.-P. & Prigent, J.-L. & Scaillet, O. [Downloadable!] 1997 Why Does the Yield Curve Predict Economic Activity? Dissecting the Evidence for Germany and the United States by Smets, Frank & Tsatsaronis, Kostas [Downloadable!] 1997 Extracting Information from Asset Prices: The Methodology of EMU Calculators by Favero, Carlo A & Giavazzi, Francesco & Iacone, Fabrizio & Tabellini, Guido [Downloadable!] 1997 Real Interest Rates, Nominal Shocks, and Real Shocks by Driffill, John [Downloadable!] 1997 Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective by Canova, Fabio & de Nicolo, Gianni [Downloadable!] 1997 Monetary Policy and the Fisher Effect by Söderlind, Paul [Downloadable!] 1997 New Techniques to Extract Market Expectations from Financial Instruments by Söderlind, Paul & Svensson, Lars E O [Downloadable!] 1997 Cointegration and Market Efficiency: An Application to the Canadian Treasury Bill Market by Park, S.B. [Downloadable!] 1997 Pricing and Hedging of Contingent Claims in Term Structure Models with Exogenous Issuing of New Bonds by Sommer, Daniel 1997 The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates by Basma Bekdache & Christopher F. Baum [Downloadable!] 1997 La théorie des anticipations de la structure par terme : test à partir des titres publics français by Jondeau, E. & Ricart, R. [Downloadable!] 1997 Le contenu en information de la pente des taux : application au cas des titres publics français by Jondeau, E. & Ricart, R. [Downloadable!] 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 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. [Downloadable!] 1997 The Structure of Interest Rates in Canada: Information Content about Medium-Term Inflation by Jim Day & Ron Lange [Downloadable!] 1997 Arbitrage bounds for the term structure of interest rates by Stefan R. Jaschke [Downloadable!] 1997 A note on pricing interest rate derivatives when forward LIBOR rates are lognormal by Beniamin Goldys [Downloadable!] 1997 LIBOR and swap market models and measures (*) by Farshid Jamshidian [Downloadable!] 1997 Continuous-time term structure models: Forward measure approach (*) by Marek Rutkowski & Marek Musiela [Downloadable!] 1997 Towards a general theory of bond markets (*) by Giovanni Di Masi & Tomas Björk & Wolfgang Runggaldier & Yuri Kabanov [Downloadable!] 1996 A Two-Mean Reverting-Factor Model of the Term Structure of Interest Rates by Manuel Moreno [Downloadable!] 1996 On the Term Structure of Interbank Interest Rates: Jump-Diffusion Processes and Option Pricing by Manuel Moreno & Juan I. Peña [Downloadable!] 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 Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations by Alison Tarditi [Downloadable!] 1996 The Precision of Instrumental Variables Estimates With Grouped Data by Lara Shore-Sheppard [Downloadable!] 1996 Bank Markups, Horizontalism and the Significance of Banks's Liquidity Preference: An Empirical Assessment by Deriet, M. & Seccareccia, M. 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 [Downloadable!] 1996 Understanding Equilibrium Models with a Small and a Large Number of Agents by Wouter J. Den Haan [Downloadable!] 1996 Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing by David Backus & Silverio Foresi & Stanley Zin [Downloadable!] 1996 A Semi-Parametric Factor Model for Interest Rates by Ghysels, E. & Ng, S. 1996 A Semi-Parametric Factor Model for Interest Rates by Ghysels, E. & Ng, S. [Downloadable!] 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 Are Stabilization programs Expansionary? by Echenique, F. & Forteza, A. 1996 Bank Markups, Horizontalism and the Significance of Banks's Liquidity Preference: An Empirical Assessment by Deriet, M. & Seccareccia, M. 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 A Note on the Behavior of Long Zero Coupon Rates in a No Arbitrage Framework by El Karoui, N. & Frachot, A. & Geman, H. 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 The Expectation Theory: Tests on French, German, and American Euro-Rates by Jondeau, E. & Ricart, R. 1996 What Does Consumption Tell Us about Inflation Expectations and Real Interest Rates? by Ayuso, J. & Lopez-Salido, D.J. 1996 Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? by Favero, Carlo A & Iacone, Fabrizio & Pifferi, Marco [Downloadable!] 1996 Exchange Rate Premia and the Credibility of the Crawling Target Zone in Hungary by Darvas, Zsolt [Downloadable!] 1996 Lognormality of Rates and Term Structure Models by Goldys, B. & M. Musiela & D. Sondermann [Downloadable!] 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 German Unification and the EMS: A Non-Parametric Approach to the Asymmetry Question by Axel Cron, Jens Weidmann [Downloadable!] 1996 Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate by John Barkoulas & Christopher F. Baum & Joseph Onochie [Downloadable!] 1996 Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates by John Barkoulas & Christopher F. Baum [Downloadable!] 1996 Fractional Cointegration Analysis of Long Term International Interest Rates by John Barkoulas & Christopher F. Baum & Gurkan S. Oguz [Downloadable!] 1996 Nearest-Neighbor Forecasts of U.S. Interest Rates by John Barkoulas & Christopher F. Baum & Atreya Chakraborty [Downloadable!] 1996 Time-Varying Risk Premia in the Foreign Currency Futures Basis by John Barkoulas & Christopher F. Baum [Downloadable!] 1996 The Expectation Theory: Tests on French, German, and American Euro-Rates by Jondeau, E. & Ricart, R. [Downloadable!] 1996 What Does Consumption Tell Us about Inflation Expectations and Real Interest Rates? by Juan Ayuso & J. David López-Salido 1996 Inflation expectations and Real Return Bonds by Agathe Côté & Jocelyn Jacob & John Nelmes & Miles Whittingham [Downloadable!] 1996 Real short-term interest rates and expected inflation: Measurement and interpretation by Nicholas Ricketts [Downloadable!] 1995 Single Factor Heath-Jarrow-Morton Term Structure Models Based on Markov Spot Interest Rate Dynamics by Andrew Mark Jeffrey [Downloadable!] 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 [Downloadable!] 1995 Money Growth Variability and the Term Structure of Interest in Japan by Lynch, G-J & Ewing, B-T 1995 The fundamental determinants of financial integration in the European Union by Lemmen, J. & Eijffinger, S. [Downloadable!] 1995 Forward Interest Rates as Indicators of Inflation Expectations by Söderlind, Paul [Downloadable!] 1995 The Information Content of the Term Structure: Evidence for Germany by Gerlach, Stefan [Downloadable!] 1995 The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination by Canova, Fabio & de Nicolo, Gianni [Downloadable!] 1995 Real Interest Rates and Central Bank Operating Procedures by Canzoneri, Matthew B & Dellas, Harris [Downloadable!] 1995 An Analysis of the Real Interest Rate Under Regime Shifts by René Garcia & Pierre Perron [Downloadable!] 1995 Minimax Estimator for linear models with nonrandom disturbances by Christopeit, N. & V. L. Girko [Downloadable!] 1995 Explaining devaluation expectations in the EMS by Ulf Söderström & Alexis Stenfors [Downloadable!] 1995 Interest rate and inflation expectations in Finland 1987-1994 : a case for the inverted fisher hypothesis by Mika Linden [Downloadable!] 1995 Co-integration and the term structure of Finnish short-term interest rates by Markku Lanne [Downloadable!] 1995 Inflation Non-neutralities and the Response of Interest Rates to Inflation Expectations by Laurence H. Meyer & Anandi P. Sahu [Downloadable!] 1995 The term structure of interest rates as a leading indicator of economic activity: A technical note by Kevin Clinton [Downloadable!] 1994 The Credibility of the United Kingdom's Commitment to the ERM : Intentions versus Actions by Masson, Paul R 1994 Monetary Policy and the Term Structure of Interest Rates by Bennett T. McCallum [Downloadable!] 1994 Reverse Engineering the Yield Curve by David K. Backus & Stanley E. Zin [Downloadable!] 1994 Explaining Devaluation Expectations in the EMS by Stenfors, Alexis & Söderström, Ulf 1994 The Simplest Test of Inflation Target Credibility by Svensson, Lars E O [Downloadable!] 1994 Testing Long-run Neutrality: Empirical Evidence for G7 Countries with Special Emphasis on Germany by Weber, Axel A [Downloadable!] 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 An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates by Christopher F. Baum & Olin Liu [Downloadable!] 1993 The Simplest Test of Inflation Target Credibility by Lars E.O. Svensson [Downloadable!] 1993 Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment by Lars E.O. Svensson [Downloadable!] 1993 A Model of Target Changes and the Term Structure of Interest Rates by Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi [Downloadable!] 1993 Financial Openness and the Effectiveness of Capital Controls in Greece by Christodoulakis, Nikos & Karamouzis, Nick [Downloadable!] 1993 Liquidity Effects and the Determinants of Short-term Interest Rates in Italy (1991-92) by Angeloni, Ignazio & Prati, Alessandro [Downloadable!] 1993 Signalling Debt Sustainability by Drudi, Francesco & Prati, Alessandro [Downloadable!] 1993 Explaining The Term Structure Of Interest Rates: A Panel Data Approach by E. Scott Mayfield & Robert G. Murphy 1993 Covered Interest Parity: Evidence from the U.S.- Canadian Money Markets by Hamid Baghestani 1992 Understanding the High Interest Rates on Italian Government Securities by Giovannini, Alberto & Piga, Gustavo [Downloadable!] 1992 Bretton Woods and its Precursors: Rules versus Discretion in the History of International Monetary Regimes by Giovannini, Alberto [Downloadable!] 1991 Time-Varying Estimates on the Openness of the Capital Account in Korea and Taiwan by Helmut Reisen & Hélène Yèches [Downloadable!] 1991 Financial Innovations and the Distributional Effects of Interest Rate Changes in the UK by Philip Arestis & Peter Howells [Downloadable!] 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 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 [Downloadable!] 1981 The Taxation Of Foreign Investment Income In Canada, The United States And Mexico by Glenn Jenkins & GRAHAM GLENDAY & DEVENDRANAUTH MISIR [Downloadable!] 1973 The Role Of Canadian And United States Monetary Policy In The Determination Of Interest Rates In Canada by Glenn Jenkins & HENRY LIM [Downloadable!] 1970 The Determinants Of The Nominal Interest Rate by Glenn Jenkins & HENRY LIM [Downloadable!] Control of Generalized Error Rates in Multiple Testing by Joseph P. Romano & Michael Wolf [Downloadable!] Beta Regimes for the Yield Curve by Francesco Audrino & Enrico De Giorgi [Downloadable!] Optimal Allotment Policy in Central Bank Open Market Operations by Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla [Downloadable!] 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 [Downloadable!] An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK by Peter Spencer & Zhuoshi Liu [Downloadable!] The Use Of Spreads In Forecasting Medium Term U.K Interest Rates by B. Pesaran & G. Wright [Downloadable!] (How) Will the Euro Affect Inflation in the Czech Republic? A contribution to the current debate by Tomás Slacík [Downloadable!] The Role of Financial Sector Competition for Monetary Policy by Edgar A. Ghossoub & Robert Reed & Thanarak Laosuthi [Downloadable!] The Role of the United States Monetary Stock in a Model of the Canadian Economy by Glenn Jenkins [Downloadable!] Fiscal Deficits, Current Account Dynamics and Monetary Policy by Giorgio Di Giorgio & Salvatore Nistic� [Downloadable!] On the determinants of currency crises: The role of model uncertainty by Jesus Crespo Cuaresma & Tomas Slacik [Downloadable!] Money Market Rates and Implied CCAPM Rates: Some International Evidence by Yamin Ahmad [Downloadable!] Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates by Borus Jungbacker & Siem Jan Koopman & Michel van der Wel [Downloadable!] Behavioural Equilibrium Exchange Rate and Total Misalignment: Evidence from the Euro Exchange Rate by Minoas Koukouritakis & Nikolaos Giannellis [Downloadable!] Price-setting and Price Dispersion in the Dutch Mortgage Market by Wolter Hassink & Michiel van Leuvensteijn [Downloadable!] New Hope for the Fisher Effect? A Re-Examination Using Threshold Cointegration by Jens Weidmann Tasa De Rendimiento De Capital De Colombia Para El Periodo Entre 1990 Y 2001 by Ana María Tribín Uribe [Downloadable!] 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 [Downloadable!] Interest Rate Setting and the Colombian Monetary Transmission Mechanism by Carlos Andrés Amaya [Downloadable!] Expectativas de Actividad Económica en Colombia y Estructura a Plazo: Un Poco más de Evidencia by Luis Eduardo Arango & Luz Adriana Flórez [Downloadable!] 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 [Downloadable!] El Tramo Corto de la Estructura a Plazo como predictor de Expectativas de Inflación en Colombia by Luis Eduardo Arango & María Angélica Arosemena [Downloadable!] A Note on Alternative Measures of Real Bond Rates by Palle Andersen [Downloadable!] Asset Pricing in a Production Economy with Chew-Dekel Preferences by Claudio Campanale & Rui Castro & Gian Luca Clementi [Downloadable!]
This page was last updated on 2009-11-22.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics . 
