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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)
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 Raunig, Burkhard & Scheicher, Martin [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 A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models by Leo Krippner [Downloadable!] 2008 Changes in the Terms of Trade and Canada's Productivity Performance by Diewert, Erwin [Downloadable!] 2008 Liquidity and Asset Prices by Raphael A. Espinoza & Dimitrios P. Tsomocos [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 Mr. Wicksell and the global economy: What drives real interest rates? by Michal Brzoza-Brzezina & Jesus Crespo Cuaresma [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 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 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 Einflussfaktoren auf den Credit Spread von Unternehmensanleihen by Gann, Philipp & Laut, Amelie [Downloadable!] 2008 Monetary Policy Surprises and the Expectations Hypothesis at the Short End of the Yield Curve by Selva Demiralp [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 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 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 Have Euro Area Government Bond Spreads 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 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 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 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 In Search of a Theory of Debt Management by Albert Marcet & Elisa Faraglia & Andrew Scott [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 Interest Rate Pass-Through in Colombia: a Micro-Banking Perspective by Rocío Betancourt & Hernando Vargas & Norberto Rodríguez. [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 Chinn, Menzie & Frankel, Jeffrey [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 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 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 Skewed Libor Market Model and Gaussian HJM explicit approaches to rolled deposit options by Henrard, Marc [Downloadable!] 2007 Investment and Monetary Policy: Learning and Determinacy of Equilibrium by John Duffy & Wei Xiao [Downloadable!] 2007 Determinants of Interest Spread in Pakistan by Idrees Khawaja & Musleh-ud Din [Downloadable!] 2007 Anticipated Fiscal Policy and Adaptive Learning by George W. Evans & Seppo Honkapohja & Kaushik Mitra [Downloadable!] 2007 Real Convergence, Price Level Convergence and Inflation Differentials in Europe by Balázs Égert [Downloadable!] 2007 The Explanatory Power of Monetary Policy Rules by John B. Taylor [Downloadable!] 2007 Housing and Monetary Policy by John B. Taylor [Downloadable!] 2007 The Long and the Short End of the Term Structure of Policy Rules by Josephine M. Smith & John B. 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? ECB statements and the predictability of interest rate decisions by David-Jan Jansen & Jakob de Haan [Downloadable!] 2007 Are Euro Interest Rates led by FED Announcements? by Andrea Monticini & Giacomo Vaciago [Downloadable!] 2007 Asset pricing implications for a New Keynesian model by Bianca De Paoli, Alasdair Scott, Olaf Weeken [Downloadable!] 2007 Endogenous Cycles and Liquidity Risk by Jos van Bommel [Downloadable!] 2007 Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates by Zsolt Darvas & Zoltán Schepp [Downloadable!] 2007 The Expectations Hypothesis of Term Structure of Interest Rates Revisited by Fabrizio Casalin [Downloadable!] 2007 Emerging Market Sovereign Spreads, Global Financial Conditions and U.S. Macroeconomic News by Fatih Ozatay & Erdal Ozmen & Gülbin Sahinbeyoglu [Downloadable!] 2007 Complete Monotonicity of the Representative Consumer's Discount Factor by Chiaki Hara [Downloadable!] 2007 Shifts in the Inflation Target and Communication of Central Bank Forecasts by Mewael F. 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 The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis by Eduardo Cavallo & Patricio Valenzuela [Downloadable!] 2007 The Long-run Risk Model: Dynamics and Cyclicality of Interest Rates by Hasseltoft, Henrik [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. [Downloadable!] 2007 An "almost-too-late" warning mechanism for currency crises by Crespo Cuaresma, Jesýs & Slacik, Tomas [Downloadable!] 2007 Estimating Time-Varying Policy Neutral Rate in Real Time by Roman Horváth [Downloadable!] 2007 The Political Economy of Infrastructure Investment in India by Chetan Ghate [Downloadable!] 2007 How committees reduce the volatility of policy rates by Etienne Farvaque & Norimichi Matsueda & Pierre-Guillaume Méon [Downloadable!] 2007 Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters by Siem Jan Koopman & Max I.P. Mallee & Michel van der Wel [Downloadable!] 2007 Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information by Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk [Downloadable!] 2007 Government Risk Premiums in the Bond Market: EMU and Canada by Schuknecht, Ludger & von Hagen, Jürgen & Wolswijk, Guido [Downloadable!] 2007 Fiscal Insurance and Debt Management in OECD Economies by Faraglia, Elisa & Marcet, Albert & Scott, Andrew [Downloadable!] 2007 The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value by Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L [Downloadable!] 2007 Why Do Emerging Economies Borrow Short Term? by Broner, Fernando A & Lorenzoni, Guido & Schmukler, Sergio [Downloadable!] 2007 Anticipated Fiscal Policy and Adaptive Learning by Evans, George W & Honkapohja, Seppo & Mitra, Kaushik [Downloadable!] 2007 Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set by Favero, Carlo A & Niu, Linlin & Sala, Luca [Downloadable!] 2007 Money in Monetary Policy Design under Uncertainty: The Two-Pillar Phillips Curve versus ECB-Style Cross-Checking by Beck, Günter & Wieland, Volker [Downloadable!] 2007 Money in Monetary Policy Design: A Formal Characterization of ECB-Style Cross-Checking by Beck, Günter & Wieland, Volker [Downloadable!] 2007 The Time-Varying Policy Neutral Rate in Real Time: A Predictor for Future Inflation? by Roman Horvath [Downloadable!] 2007 Credit Elasticities in Less-Developed Economies: Implications for Microcredit by Dean Karlan & Jonathan Zinman [Downloadable!] 2007 Money in Monetary Policy Design under Uncertainty: A Formal Characterization of ECB-Style Cross-Checking by Guenter W. 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. [Downloadable!] 2007 Determinants of the time varying risk premia by Pornpinun Chantapacdepong [Downloadable!] 2007 Have real interest rates really fallen that much in Spain? by Roberto Blanco & Fernando Restoy [Downloadable!] 2007 A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate by Fousseni Chabi-Yo & Jun Yang [Downloadable!] 2007 The Zero Bound on Nominal Interest Rates: Implications for the Optimal Monetary Policy in Canada by Claude Lavoie & Hope Pioro [Downloadable!] 2007 ‘This Arbitrary Rearrangement of Riches’: an Alternative Theory of the Costliness of Inflation by William Coleman [Downloadable!] 2007 Spatial Persistence of Demographic Shocks and Economic Growth by Théophile Azomahou & Claude Diebolt & Tapas Mishra [Downloadable!] 2007 Fiscal harmonization in the presence of public inputs by Gonzalo Fernández-de-Córdoba & José L. 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 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 Effects of the Quantitative Easing Policy: A Survey of Empirical Analyses by Hiroshi Ugai [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 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 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 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!] 2007 Should Monetary Policy Use Long-Term Rates? by Mariano Kulish [Downloadable!] 2006 The Role of Banks in the Transmission of Monetary Policy in the Baltics by Köhler, Matthias & Hommel, Judith & Grote, Matthias [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. [Downloadable!] 2006 Bond pricing when the short term interest rate follows a threshold process by Lemke, Wolfgang & Archontakis, Theofanis [Downloadable!] 2006 The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the term spread by Nautz, Dieter & Offermanns, Christian J. [Downloadable!] 2006 Interest Rate Pass-Through in Central and Eastern Europe: Reborn from Ashes Merely to Pass Away? by Balázs Égert & Jesus Crespo-Cuaresma & Thomas Reininger [Downloadable!] 2006 Real-Time Time-Varying Equilibrium Interest Rates: Evidence on the Czech Republic by Roman Horváth [Downloadable!] 2006 Foreign Exchange Risk Premium Determinants: Case of Armenia by Tigran Poghosyan & Evzen Kocenda & [Downloadable!] 2006 A Yield Curve Perspective on Uncovered Interest Parity by Leo Krippner [Downloadable!] 2006 Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada by Ruby Shih & David E. A. Giles [Downloadable!] 2006 A Further Look into the Demography-based GDP Forecasting Method by Tapas K. Mishra [Downloadable!] 2006 Modeling the Term Structure of Exchange Rate Expectations by Christian Bauer & Sebastian Horlemann [Downloadable!] 2006 Sovereign Risk Premiums in the European Government Bond Market by Kerstin Bernoth & Jürgen von Hagen & Ludger Schuknecht [Downloadable!] 2006 Determinants of long-term interest rates in the Scandinavian countries by Suzan Hol [Downloadable!] 2006 Bond Market “Conundrum”: New Factors Explaining Long-term Interest Rates? by Marie Brière & Ombretta Signori & Kokou Topeglo [Downloadable!] 2006 Market Reactions to Central Bank Communication Policies : Reading Interest Rate Options Smiles by Marie Brière [Downloadable!] 2006 Macroeconomic factors in the term structure of interest rates when agents learn by Thomas Laubach & Robert J. Tetlow & John C. 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? Interactions, Heterogeneity and Committee Decisions in the Bank of England’s MPC by Arnab Bhattacharjee & Sean Holly [Downloadable!] 2006 Labour and Product Market Reforms in the Economy with Distortionary Taxation by Nikola Bokan & Andrew Hughes Hallett [Downloadable!] 2006 Using Taylor Rules to Assess the Relative Activism of the European Central Bank, the Bank of England and the Federal Reserve Board by David Cobham [Downloadable!] 2006 Testing for Parameter Stability in Dynamic Models Across Frequencies by Bertrand Candelon & Gianluca Cubadda [Downloadable!] 2006 Alongamento dos títulos de renda fixa no Brasil by Márcio Gomes Pinto Garcia & Juliana Salomão [Downloadable!] 2006 Monetary Policy Rules and Exchange Rates:A Structural VAR Identified by No Arbitrage by Sen Dong [Downloadable!] 2006 Growth-Indexed Bonds in Emerging Markets: a Quantitative Approach by Andre Faria [Downloadable!] 2006 Why Do Emerging Economies Borrow Short Term? by Fernando Broner & Guido Lorenzoni & Sergio Schmuckler [Downloadable!] 2006 Debt Management Under Complete Markets by Elisa Faraglia & Albert Marcet & Andrew Scott 2006 Production, Collateral and the Risk-Free Rate by Geoffrey Dunbar 2006 Measuring the Natural Interest Rate for the Peruvian Economy by Paul Castillo & Carlos Montoro & Vicente Tuesta [Downloadable!] 2006 Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market by Kristoffer Nimark [Downloadable!] 2006 Term Structure Rules for Monetary Policy by Mariano Kulish [Downloadable!] 2006 Real-Time Time-Varying Equilibrium Interest Rates: Evidence on the Czech Republic by Horvath, Roman [Downloadable!] 2006 Stock Market Development, Capital Accumulation and Growth in India since 1950 by Sarkar, Prabirjit [Downloadable!] 2006 Further evidence on the impact of economic news on interest rates by Ielpo, Florian & Guégan, Dominique [Downloadable!] 2006 Bonds futures: Delta? No gamma! by Henrard, Marc [Downloadable!] 2006 Bonds futures and their options: more than the cheapest-to-deliver; quality option and marginning by Henrard, Marc [Downloadable!] 2006 TIPS Options in the Jarrow-Yildirim model by Henrard, Marc [Downloadable!] 2006 An Interpretation of An Affine Term Structure Model for Chile by Juan Marcelo, Ochoa [Downloadable!] 2006 A Reinterpretation and Remedy of Keynes’s Liquidity Preference Theory by Wenge Huang [Downloadable!] 2006 A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration by Francis X. Diebold & Lei Ji & Canlin Li [Downloadable!] 2006 Factors Behind Low Long-Term Interest Rates by Rudiger Ahrend & Pietro Catte & Robert Price [Downloadable!] 2006 Heterogeneous Expectations and Bond Markets by Wei Xiong & Hongjun Yan [Downloadable!] 2006 Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections by Glenn D. Rudebusch & John C. Williams [Downloadable!] 2006 International Capital Flows and U.S. Interest Rates by Francis E. Warnock & Veronica Cacdac Warnock [Downloadable!] 2006 Modern Macroeconomics in Practice: How Theory is Shaping Policy by Patrick Kehoe & Varadarajan V. Chari [Downloadable!] 2006 Can Central Banks Target Bond Prices? by Kenneth Kuttner [Downloadable!] 2006 A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives by Anders B. Trolle & Eduardo S. Schwartz [Downloadable!] 2006 The term structure of interest rates in a DSGE model by Marina Emiris [Downloadable!] 2006 Structural breaks in the interest rate pass-through and the euro. A cross-country study in the euro area and the UK by Giuseppe Marotta [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 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 British Interest Rate Convergence between the US and Europe: A Recursive Cointegration Analysis by Enzo Weber [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 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 Whom should we believe? 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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 Real Indeterminacy and the Timing of Money in Open Economies by Stephen McKnight [Downloadable!] 2005 El efecto traspaso de la tasa de interés y la política monetaria en el Perú: 1995-2004 by Lahura Erick [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? 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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 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? 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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 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 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 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 America's Deficit, the World's Problem: Keynote Speech by Obstfeld, Maurice [Downloadable!] 2005 Searching for Non-monotonic Effects of Fiscal Policy: New Evidence by Giavazzi, Francesco & Jappelli, Tullio & Pagano, Marco & Benedetti, Marina [Downloadable!] 2005 Marking to Market, Liquidity, and Financial Stability by Plantin, Guillaume & Sapra, Haresh & Shin, Hyun-Song [Downloadable!] 2005 Japan's Deflation, Problems in the Financial System, and Monetary Policy by Baba, Naohiko & Nishioka, Shinichi & Oda, Nobuyuki & Shirakawa, Masaaki & Ueda, Kazuo & Ugai, Hiroshi [Downloadable!] 2005 The "Middle-Risk Gap" and Financial System Reform: Small-Firm Financing in Japan by Schaede, Ulrike [Downloadable!] 2005 Monetary and Fiscal Policy to Escape from a Deflationary Trap by Iwamoto, Yasushi [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 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!] 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 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 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 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 Is China's Growth Real and Sustainable by Justin Lifu Lin [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 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 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 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 Securing the Peace after a Truce in the War on Inflation by Reinhart, Vincent-R [Downloadable!] 2004 Japanese Demand for M1 and Demand Deposits: Cross-Sectional and Time-Series Evidence from Japan by Fujiki, Hiroshi & Watanabe, Kiyoshi [Downloadable!] 2004 Comments on "Price Stability and Japanese Monetary Policy." by Kuttner, Kenneth-N [Downloadable!] 2004 Comments on "Price Stability and Japanese Monetary Policy." by Fujiki, Hiroshi & Okina, Kunio & Shiratsuka, Shigenori [Downloadable!] 2004 Information Content of Inflation-Indexed Bond Prices: Evaluation of U.S. Treasury Inflation-Protection Securities by Kitamura, Yukinobu [Downloadable!] 2004 Price Stability and Japanese Monetary Policy by Hetzel, Robert-L [Downloadable!] 2004 Testing the Expectations Hypothesis: Some New Evidence for Japan by Thornton, Daniel-L [Downloadable!] 2004 The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period by Nagayasu, Jun [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!] 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 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 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 Japanese Tax Reform toward Vitalizing Japanese Economy by Shigeki Morinobu [Downloadable!] 2003 “Reviving Japan’s Economy: A Suggestion for a Consumption-Driven Policy” by Ho-Chul Lee & Shahid Yusuf & Akifumi Kuchiki [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 & 
