Research classified by
Journal of
Economic Literature (JEL) codes
Top JEL
/
E: Macroeconomics and Monetary Economics
/ /
E4: Money and Interest Rates
/ / /
E43: Interest Rates: Determination, Term Structure, and Effects
This JEL code is mentioned in the follow RePEc Biblio entries:- > Econometrics > Forecasting > Forecasting Economic Activity Using Financial Variables
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)
Most recent items first, undated at the end.
2013 Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions
by Azizi, Karim & Canry, Nicolas & Chatelain, Jean-Bernard & Tinel, Bruno
2013 The Fisher Relation in the Great Depression and the Great Recession
by David Laidler
2013 Gecelik Kur Takasi Faizleri ve BIST Gecelik Repo Faizleri
by Doruk Kucuksarac & Ozgur Ozel
2013 Market-Based Measurement of Expectations on Short-Term Rates in Turkey
by Ibrahim Burak Kanli
2013 The Domestic Debt Intolerance and Bad Equilibrium: An Empirical Default Model
by Ozkaya, Ata
2013 The Threat of Financial Contagion to Emerging Asia’s Local Bond Markets: Spillovers from Global Crises
by Azis, Iwan J. & Mitra, Sabyasachi & Baluga, Anthony & Dime, Roselle
2013 Financial markets and the response of monetary policy to uncertainty in South Africa
by Ruthira Naraidoo & Leroi Raputsoane
2013 Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions
by Azizi, Karim & Canry, Nicolas & Chatelain, Jean-Bernard & Tinel, Bruno
2013 An income gap theory and its effects on unemployment and economic growth
by De Koning, Kees
2013 Bounded Interest Rate Feedback Rules in Continuous-Time
by d'Albis, Hippolyte & Augeraud-Véron, Emmanuelle & Hupkes, Hermen Jan
2013 The United Kingdom: Economic Growth, a Draft Master Plan
by De Koning, Kees
2013 On Real Interest Rate Persistence: The Role of Breaks
by Alfred A. Haug
2013 Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity
by Venky Venkateswaran & Randall Wright
2013 Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt
by Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos
2013 Speculative Runs on Interest Rate Pegs
by Marco Bassetto & Christopher Phelan
2013 Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions
by Karim Azizi & Nicolas Canry & Jean-Bernard Chatelain & Bruno Tinel
2013 Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure
by Claudio Morana
2013 Predicting Bank of England’s Asset Purchase Decisions with MPC Voting Records
by Matthias Neuenkirch
2013 Are Public Preferences Reflected in Monetary Policy Reaction Functions?
by Matthias Neuenkirch
2013 On the time-varying relationship between EMU sovereign spreads and their determinants
by António Afonso, & Michael G. Arghyrou, & George Bagdatoglou, & Alexandros Kontonikas
2013 China's Monetary Policy Communication: Money Markets not only Listen, They also Understand
by Alicia Garcia-Herrero & Eric Girardin
2013 Asymmetric Trends and European Monetary Policy in the post-Bretton Woods Era
by Johansson, Tony & Ljungberg, Jonas
2013 Unconventional government debt purchases as a supplement to conventional monetary policy
by Ellison , Martin & Tischbirek , Andreas
2013 On the use of sterilisation bonds in emerging Asia
by Mehrotra, Aaron
2013 On the time-varying relationship between EMU sovereign spreads and their determinants
by António Afonso & Michael G. Arghyrou & George Bagdatoglou & Alexandros Kontonikas
2013 Temporary and Persistent Fiscal Policy Shocks
by Sergio Sola
2013 Fiscal Policy, Interest Rates and Risk Premia in Open Economy
by Salvatore Dell'Erba, Sergio Sola
2013 Dynamic stochastic general equilibrium model with banks and endogenous defaults of firms
by Sergei Ivashchenko
2013 A Robust Approach to Risk Aversion
by Antoine Bommier & François Le Grand
2013 Asymmetry in Government Bond Returns
by Ippei Fujiwara & Lena Mareen Korber & Daisuke Nagakura
2013 Global House Price Fluctuations: Synchronization and Determinants
by Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones
2013 Unspanned Macroeconomic Factors in the Yields Curve
by Laura Coroneo & Domenico Giannone & Michèle Modugno
2013 Asymmetry in Government Bond Returns
by Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura
2013 Asymmetry in Government Bond Returns
by Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura
2013 Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box
by Rustam Jamilov & Balázs Égert
2013 Determinants of the rate of the Dutch unsecured overnight money market
by Ronald Heijmans & Lola Hernández & Richard Heuver
2013 Prediction Bias Correction for Dynamic Term Structure Models
by Eran Raviv
2013 Estimating Implied Recovery Rates from the Term Structure of CDS Spreads
by Marcin Jaskowski & Michael McAleer
2013 Is there asymmetry in the distribution of government bond returns in developed countries?
by Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura
2013 Linkages between the Eurozone and the South-Eastern European Countries: A Global VAR Analysis
by Minoas Koukouritakis & Athanasios Papadopoulos & Andreas Yannopoulos
2013 Transmission Effects in the Presence of Structural Breaks: Evidence from South-Eastern European Countries
by Minoas Koukouritakis & Athanasios Papadopoulos & Andreas Yannopoulos
2013 Linkages between the Eurozone and the South-Eastern European Countries: A VECMX* Analysis
by Minoas Koukouritakis & Athanasios Papadopoulos & Andreas Yannopoulos
2013 Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt
by Guibaud, Stéphane & Nosbusch, Yves & Vayanos, Dimitri
2013 Identification and Inference Using Event Studies
by Gürkaynak, Refet S. & Wright, Jonathan
2013 Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box
by Rustam Jamilov & Balazs Egert
2013 Asset Pricing with Uncertain Betas: A Long-Term Perspective
by Christian Gollier
2013 Announcements of interest rate forecasts: Do policymakers stick to them?
by Nikola Mirkov & Gisle James Natvik
2013 Market-implied inflation and growth rates adversely affected by the Brent
by Cette, G. & de Jong, M.
2013 A New Linear Estimator for Gaussian Dynamic Term Structure Models
by Antonio Diez de los Rios
2013 On the Predictive Power of Yield Spread for Future Growth and Recession: The Turkish Case
by Huseyin Kaya
2013 Changes in persistence, spurious regressions and the Fisher hypothesis
by Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega
2013 What Does the Yield Curve Tell Us about Exchange Rate Predictability?
by Yu-chin Chen & Kwok Ping Tsang
2013 The Contagion of the Greek Fiscal Crisis and Structural Changes in the Euro Sovereign Bond Markets
by Tomoo Inoue & Atsushi Masuda & Hitoshi Oshige
2013 Reasons for the LIBOR review and its effects on international interbank reference rate quotations
by Szilárd Erhart & Imre Ligeti & Zoltán Molnár
2013 A European History Lesson for Today’s Central Bankers
by Hanno Lustig
2013 Monetary Aggregates and the Central Bank’s Financial Stability Mandate Money is the balance sheet counterpart to bank lending. As such, highly procyclical components of money reflect incremental bank lending that may reverse abruptly as financial conditions deteriorate. Components of monetary aggregates that correspond to cross-border banking sector flows depend sensitively on both domestic and global financial factors and display a procyclical pattern that may be utilized in constructing a set of indicators of the vulnerability of the financial system to crises. We illustrate our arguments by drawing on the experience of Korea and by presenting an empirical analysis of crossborder banking flows into "demand-pull" and "supply-push"
by Hyun Jeong Kim & Hyun Song Shin & Jacho Yun
2013 The Spanish term structure of interest rates revisited: Cointegration with multiple structural breaks, 1974–2010
by Esteve, Vicente & Navarro-Ibáñez, Manuel & Prats, María A.
2013 Quantile cointegration analysis of the Fisher hypothesis
by Tsong, Ching-Chuan & Lee, Cheng-Feng
2013 Predicting severe simultaneous recessions using yield spreads as leading indicators
by Christiansen, Charlotte
2013 The expectations hypothesis: New hope or illusory support?
by Jitmaneeroj, Boonlert & Wood, Andrew
2013 No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth
by Jardet, Caroline & Monfort, Alain & Pegoraro, Fulvio
2013 Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009
by Liu, Zhuoshi & Spencer, Peter
2013 Macro-expectations, aggregate uncertainty, and expected term premia
by Dick, Christian D. & Schmeling, Maik & Schrimpf, Andreas
2013 E-stability in the stochastic Ramsey model
by Evans, George W. & Mitra, Kaushik
2013 The yield spread puzzle and the information content of SPF forecasts
by Lahiri, Kajal & Monokroussos, George & Zhao, Yongchen
2013 Measuring the stance of monetary policy in zero lower bound environments
by Krippner, Leo
2013 Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices
by Wang, Yu Shan & Chueh, Yen Ling
2013 Credibility and monetary transmission channels under inflation targeting: An econometric analysis from a developing country
by Montes, Gabriel Caldas
2013 Productivity shocks, stabilization policies and the dynamics of net foreign assets
by Di Giorgio, Giorgio & Nisticò, Salvatore
2013 Is There a Link Between Monetary Policy and Risk Perception in Eastern European Countries Implementing Inflation Targeting Regime?
by Aydan Kansu & Nurtac Yýldýrým & Oguzhan Ozcelebi
2013 The European Redemption Pact. An illustrative guide
by Hasan Doluca & Malte Hübner & Dominik Rumpf & Benjamin Weigert
2013 How to restore sustainability of the euro?
by Kari E.O. Alho
2012 An Empirical Study on Stabilities of the Predictive Role of the Yield Spread for Future Economic Activity and the Monetary Policy Stance in Japan
by Yuichi Fukuta & Hiroshi Nakaota
2012 Demand for Reserves and the Central Bank's Management of Interest Rates
by Sébastien Kraenzlin & Martin Schlegel
2012 Evidenţe empirice privind cauzele declinului exportului european
by Olteanu Dan
2012 Schimbările culturale ale postmodernităţii şi posibilele efecte ale acestora asupra inflaţiei
by Birman Andrei
2012 La ce e bună o inflaţie mai mare? Să eviţi capcana lichidităţii sau să scapi din ea
by Croitoru Lucian
2012 Towards a more objective credit rating
by Mehmet ORHAN & Ramazan ALPAY
2012 Borrowing Cost as a Crucial Factor for Sustainable Fiscal Consolidation & for Exiting the Current Crisis
by Sotirios Theodoropoulos
2012 Expectativas y prima por riesgo inflacionario con una medida de compensación a la inflación
by Melo, Luis Fernando & Granados, Joan Camilo
2012 Yield Curve Dynamics of the Indian G-Sec Market: A Macro-Finance Approach
by SAHOO, SATYANANDA & BHATTACHARYYA, INDRANIL
2012 Euler equations and money market interest rates: The role of monetary and risk premium shocks
by Gareis, Johannes & Mayer, Eric
2012 EMU, the changing role of public debt and the revival of sovereign credit risk perception
by Schmid, Kai Daniel & Schmidt, Michael
2012 Circuit theory extended: The role of speculation in crises
by Lancastle, Neil
2012 Studie zu Dispozinsen / Ratenkrediten - Forschungsvorhaben zur Bereitstellung wissenschaftlicher Entscheidungshilfe für das Bundesministerium für Ernährung, Landwirtschaft und Verbraucherschutz (BMELV)
by Dick, Christian D. & Knobloch, Michael & Al-Umaray, Kerim S. & Jaroszek, Lena & Schröder, Michael & Tiffe, Achim
2012 An affine multifactor model with macro factors for the German term structure: Changing results during the recent crises
by Halberstadt, Arne & Stapf, Jelena
2012 The effectiveness of monetary policy in steering money market rates during the financial crisis
by Abbassi, Puriya & Linzert, Tobias
2012 On measuring the nonlinear effect of interest rates on inflation and output
by Hyeong Ho Moon & Tae-Hwan Kim & Seongho Nah
2012 On real interest rate persistence: the role of breaks
by Alfred Haug
2012 The Bulgarian Foreign and Domestic Debt – A No-Arbitrage Macrofinancial View
by Vilimir Yordanov
2012 How Effective Is Central Bank Forward Guidance?
by Clemens J.M. Kool & Daniel L. Thornton
2012 Gender differences in bank loan access
by Giorgio Calcagnini & Germana Giombini & Elisa Lenti
2012 The impact of the recent financial crisis on bank loan interest rates and guarantees
by Giorgio Calcagnini & Fabio Farabullini & Germana Giombini
2012 How to capture the full extent of price stickiness in credit card interest rates?
by Abbas Valadkhani & Sajid Anwar & Amir Arjonandi
2012 Modelling Australia's Retail Mortgage Rate
by Abbas Valadkhani & Sajid Anwar
2012 The Financial Market Impact of UK Quantitative Easing
by Francis Breedon & Jagjit S. Chadha & Alex Waters
2012 Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model
by Martin Gonzalez Rozada & Martin sola & Constantino Hevia & Fabio Spagnolo
2012 Purchasing Power Parity between the UK and the Euro Area
by Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard
2012 Estimating Implied Recovery Rates from the Term Structure of CDS Spreads
by Marcin Jaskowski & Michael McAleer
2012 Asymmetric Adjustments in the Ethanol and Grains Markets
by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer
2012 Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes
by Gollier, Christian
2012 Asset pricing with uncertain betas: A long-term perspective
by Gollier, Christian
2012 Are Swap and Bond Markets Alternatives to Each Other in Turkey?
by Murat Duran & Doruk Kucuksarac
2012 Efficient simulation of DSGE models with inequality constraints
by Tom Holden & Michael Paetz
2012 Testing for co-non-linearity
by Håvard Hungnes
2012 Liquidity Effects of Quantitative Easing on Long-Term Interest Rates
by Signe Krogstrup & Samuel Reynard & Barbara Sutter
2012 Sovereign Default Risk in the Euro-Periphery and the Euro-Candidate Countries
by Gabrisch, Hurbert & Orlowski, Lucjan & Pusch, Toralf
2012 The effects of monetary policy shocks in credit and labor markets with search and matching frictions
by Giuseppe Ciccarone & Francesco Giuli & Danilo Liberati
2012 Endogeneous Risk in Monopolistic Competition
by Vladislav Damjanovic
2012 E-stability in the Stochastic Ramsey Model
by George W. Evans & Kaushik Mitra
2012 Fiscal Policy and Learning
by Kaushik Mitra & George W. Evans & Seppo Honkapohja
2012 Long-run Trends or Short-run Fluctuations – What Establishes the Correlation between Oil and Food Prices?The Interplay of Standardized Tests and Incentives – An Econometric Analysis with Data from PISA 2000 and PISA 2009
by Karoline Krätschel & Torsten Schmidt
2012 Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data
by Ansgar Belke & Joscha Beckmann & Florian Verheyen
2012 Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound – Evidence for the ECB and the Fed
by Ansgar Belke & Jens Klose
2012 A Panel Analysis of the Fisher Effect with an Unobserved I(1) World Real Interest Rate
by G. EVERAERT
2012 Sovereign Risk: A Macro-Financial Perspective
by Das, Udaibir S. & Oliva, Maria A. & Tsuda, Takahiro
2012 Quantitative Easing: A Sceptical Survey
by Christopher Martin & Costas Milas
2012 Properties of Foreign Exchange Risk Premiums
by Lucio Sarno & Paul Schneider & Christian Wagner
2012 Interrelación entre los mercados de derivados y el mercado de bonos soberanos del Perú y su impacto en las tasas de interés
by Choy, Marylin & Cerna, Jorge
2012 The Financial Market Impact of UK Quantitative Easing
by Francis Breedon & Jagjit S. Chadha & Alex Water
2012 A Variance Decomposition of Index-Linked Bond Returns
by Francis Breedon
2012 A simple empirical measure of central banks' conservatism
by Levieuge, Grégory & Lucotte, Yannick
2012 The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models
by Yun, Tack & Kim, Jinsook & Ko, Eunmi
2012 Markets Evolution After the Credit Crunch
by Bianchetti, Marco & Carlicchi, Mattia
2012 Interest Rates Determination and Crisis Puzzle (Empirical Evidence from the European Transition Economies)
by Mirdala, Rajmund
2012 The change of the value of the RMB and its influences on China
by Wang, Di & Zhou, Ang & Wang, Dong
2012 Implications of Excess Liquidity in Fiji’s Banking System: An Empirical Study
by Jayaraman, T.K. & Choong, Chee-Keong
2012 A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate
by Muto, Ichiro
2012 Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies' Downgrades
by Antonakakis, Nikolaos
2012 Make a bubble, take a free lunch, break a bank
by Kakarot-Handtke, Egmont
2012 Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR
by Marco, Bianchetti & Mattia, Carlicchi
2012 Sovereign default Risk in the Euro-Periphery and the Euro-Candidate Countries
by Gabrisch, Hubert & Orlowski, Lucjan T. & Pusch, Toralf
2012 Market expectations of the short rate and the term structure of interest rates: a new perspective from the classic model
by Ye, Xiaoxia
2012 Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks
by Dechert, Andreas
2012 The pricing of G7 sovereign bond spreads – the times, they are a-changin
by D'Agostino, Antonello & Ehrmann, Michael
2012 New Approach to Analyzing Monetary Policy in China
by Petreski, Marjan & Jovanovic, Branimir
2012 Estimating term structure changes using principal component analysis in Indian sovereign bond market
by Nath, Golaka
2012 Why price inflation in developed countries is systematically underestimated
by Kitov, Ivan
2012 Indian corporate bonds market –an analytical prospective
by Nath, Golaka
2012 A simple empirical measure of central banks' conservatism
by Levieuge, Grégory & Lucotte, Yannick
2012 Supplementary appendix to "noncausal vector autoregression"
by Lanne, Markku & Saikkonen, Pentti
2012 Downward-sloping term structure of lease rates: a puzzle
by Seko, Miki & Sumita, Kazuto & Yoshida, Jiro
2012 The impact of the recent financial crisis on bank loan interest rates and guarantees
by Calcagnini, Giorgio & Farabullini, Fabio & Giombini, Germana
2012 Profitability of Interest-free vs. Interest-based Banks in Turkey
by Soylu, Ali & Durmaz, Nazif
2012 Ingham and Keynes on the Nature of Money
by Mark Hayes
2012 Interest Rate Pass-Through in the Euro Area during the Financial Crisis: a Multivariate Regime-Switching Approach
by David ARISTEI & Manuela Gallo
2012 The Drivers of Household Over-Indebtedness and Delinquency on Mortgage Loans: Evidence from Italian Microdata
by David ARISTEI & Manuela Gallo
2012 Fiscal and Financial Determinants of Eurozone Sovereign Spreads
by Giovanni Caggiano & Luciano Greco
2012 Measuring the stance of monetary policy in zero lower bound environments
by Leo Krippner
2012 Modifying Gaussian term structure models when interest rates are near the zero lower bound
by Leo Krippner
2012 Are There Laws of Production?
by Gennady Bilych
2012 Purchasing Power Parity between the UK and the Euro Area
by Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard
2012 Rare Disasters, Tail-Hedged Investments, and Risk-Adjusted Discount Rates
by Martin L. Weitzman
2012 Global House Price Fluctuations: Synchronization and Determinants
by Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones
2012 Monetary Policy, Liquidity, and Growth
by Philippe Aghion & Emmanuel Farhi & Enisse Kharroubi
2012 Crisis-Related Shifts in the Market Valuation of Banking Activities
by Charles W. Calomiris & Doron Nissim
2012 Practical Monetary Policy: Examples from Sweden and the United States
by Lars E.O. Svensson
2012 Identification and Estimation of Gaussian Affine Term Structure Models
by James D. Hamilton & Jing Cynthia Wu
2012 Measuring the natural yield curve
by Michał Brzoza-Brzezina & Jacek Kotłowski
2012 Flights to Safety
by Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei
2012 Skewness Risk and Bond Prices
by Francisco Ruge-Murcia
2012 Skewness Risk and Bond Prices
by RUGE-MURCIA, Francisco J.
2012 Establishing a Hawkish Reputation: Interest Rate Setting by Newly Appointed Central Bank Governors
by Matthias Neuenkirch
2012 Inflation Targeting, Credibility and Non-Linear Taylor Rules
by Matthias Neuenkirch & Peter Tillmann
2012 Diverse Degrees of Competition within the EMU and their Implications for Monetary Policy
by Patrick Brämer & Horst Gischer & Toni Richter & Mirko Weiß
2012 Estimating implied recovery rates from the term structure of CDS spreads
by Marcin Jaskowski & Michael McAleer
2012 Regional interest rate pass-through in Italy
by Alberto Montagnoli & Oreste Napolitano & Boriss Siliverstovs
2012 Do Good Institutions Promote Counter-Cyclical Macroeconomic Policies?
by César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel
2012 Design and Estimation of a Quadratic Term Structure Model with a Mixture of Normal Distributions
by Kentaro Kikuchi
2012 Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes
by Gollier, Christian
2012 Asset pricing with uncertain betas: A long-term perspective
by Gollier, Christian
2012 Some Comments on a Macro-Finance Model with Stochastic Volatility
by Márcio Laurini & João Frois Caldeira
2012 A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models
by Márcio Laurini
2012 EMU and the Renaissance of Sovereign Credit Risk Perception
by Kai Daniel Schmid & Michael Schmidt
2012 Common factors in credit defaults swaps markets
by Yi-Hsuan Chen & Wolfgang Karl Härdle & &
2012 Heterogeneous impatience and dynamic inconsistency
by Hara, Chiaki
2012 Essays on Credit Markets and Banking
by Holmberg, Ulf
2012 Error Corrected Disequilibrium
by Holmberg, Ulf
2012 Fiscal policy and learning
by Mitra, Kaushik & Evans, George W. & Honkapohja , Seppo
2012 Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects
by Fricke, Christoph
2012 Time Series Behaviour of the Real Interest Rates in Transition Economies
by Pelin Oge Guney & Erdinc Telatar & Mubariz Hasanov
2012 E Pluribus Unum: Macroeconomic Modelling for Multi-agent Economies
by Tiziana Assenza & Domenico Delli Gatti
2012 Development of the Banking Sector in Russia in 2011
by Mikhail Khromov & Alexey Vedev
2012 Does the halo effect still hold? Implications for the euro-candidates from the analysis of the EA bond market - the crisis perspective
by Agnieszka Szczypińska
2012 Endogeneous Risk in Monopolistic Competition
by Vladislav Damjanovic
2012 Measuring the stance of monetary policy in zero lower bound environments
by Leo Krippner
2012 A theoretical foundation for the Nelson and Siegel class of yield curve models
by Leo Krippner
2012 Modifying Gaussian term structure models when interest rates are near the zero lower bound (this is a revised version of CAMA working paper 36/2011)
by Leo Krippner
2012 Determinants of bank interest spread in Estonia
by Kadri Männasoo
2012 Sovereign Risk : A Macro-Financial Perspective
by Udaibir S. Das & Maria A. Oliva & Takahiro Tsuda
2012 Sovereign Risk : A Macro-Financial Perspective
by Udaibir S. Das & Maria A. Oliva & Takahiro Tsuda
2012 Liquidity Regulation, Funding Costs and Corporate Lending
by Clemens Bonner
2012 The Original Operation Twist: The War Finance Corporation's War Bond Purchase, 1918-1920
by James L. Butkiewicz & Mihaela Solcan
2012 Persistence and Cycles in the US Federal Funds Rate
by Guglielmo Maria Caporale & Luis A. Gil-Alana
2012 Interest Rate Pass-through in the EMU: New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data
by Ansgar Belke & Joscha Beckmann & Florian Verheyen
2012 Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound: Evidence for the ECB and the Fed
by Ansgar Belke & Jens Klose
2012 Forecasting Interest Rates with Shifting Endpoints
by Dick van Dijk & Siem Jan Koopman & Michel van der Wel & Jonathan H. Wright
2012 Regional Interest Rate Variations: Evidence from the Indonesian Credit Markets
by Masagus M. Ridhwan & Henri L.F. de Groot & Piet Rietveld & Peter Nijkamp
2012 The Impact of the LCR on the Interbank Money Market
by Bonner, C. & Eijffinger, S.C.W.
2012 The Cross-Section and Time-Series of Stock and Bond Returns
by Koijen, Ralph & Lustig, Hanno & van Nieuwerburgh, Stijn
2012 The ECB as Lender of Last Resort for Sovereigns in the Euro Area
by Buiter, Willem H. & Rahbari, Ebrahim
2012 Monetary policy responses to oil price fluctuations
by Bodenstein, Martin & Guerrieri, Luca & Kilian, Lutz
2012 Policy Change and Learning in the RBC Model
by Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik
2012 Fiscal Policy and Learning
by Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik
2012 Inside Liquidity in Competitive Markets
by Michiel Bijlsma & Andrei Dubovik & Gijsbert Zwart
2012 Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News
by Peter Claeys & Borek Vasicek
2012 The ECB Unconventional Monetary Policies: Have They Lowered Market Borrowing Costs for Banks and Governments?
by Urszula Szczerbowicz
2012 Evaluation of Long-Dated Investments under Uncertain Growth Trend, Volatility and Catastrophes
by Christian Gollier
2012 Asset Pricing Implications of a New Keynesian Model: A Note
by Burkhard Heer & Torben Klarl & Alfred Maussner
2012 Persistence and Cycles in the US Federal Funds Rate
by Guglielmo Maria Caporale & Luis A. Gil-Alana
2012 Liquidity, Term Spreads and Monetary Policy
by Yunus Aksoy & Henrique S. Basso
2012 The Interest Rate Pass-Through in the Euro Area During the Global Financial Crisis
by Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser
2012 The Yield Spread Puzzle and the Information Content of SPF Forecasts
by Kajal Lahiri & George Monokroussos & Yongchen Zhao
2012 Deriving the Taylor Principle when the Central Bank Supplies Money
by Davies, Ceri & Gillman, Max & Kejak, Michal
2012 Persistent Habits, optimal Monetary Policy Inertia and Interest Rate Smoothing
by Corrado, L. & Holly, S. & Raissi, M.
2012 How do banks respond to increased funding uncertainty?
by Ritz, R. A.
2012 Determinants of Short-term Consumer Lending Interest Rates
by Richard W. Evans
2012 The Financial Crisis and the Changing Dynamics of the Yield Curve
by Morten L. Bech & Yvan Lengwiler
2012 A DSGE model with Endogenous Term Structure
by M. Falagiarda & M. Marzo
2012 Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy
by M. Marzo & P. Zagaglia
2012 QE and the gilt market: a disaggregated analysis
by Daines, Martin & Joyce, Michael & Tong, Matthew
2012 The relation between banks' funding costs, retail rates and loan volumes: An analysis of Norwegian bank micro data
by Arvid Raknerud & Bjørn Helge Vatne
2012 Equity Capital, Bankruptcy Risk and the Liquidity Trap
by Oren Levintal
2012 Speculative Dynamics in the Term Structure of Interest Rates
by Kristoffer Nimark
2012 Tails of Inflation Forecasts and Tales of Monetary Policy
by Andrade, P. & Ghysels, E. & Idier, J.
2012 Generalizing the Taylor Principle: New Comment
by Barthélemy, J. & Marx, M.
2012 A model of the euro-area yield curve with discrete policy rates
by Renne, J-P.
2012 Breakeven inflation rates and their puzzling correlation relationships
by Cette, G. & De Jong, M.
2012 How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies
by Banerjee, A. & Bystrov, V. & Mizen, P.
2012 A term structure model with level factor cannot be realistic and arbitrage free
by Dubecq , S. & Gourieroux , C.
2012 Recent estimates of sovereign risk premia for euro-area countries
by Antonio Di Cesare & Giuseppe Grande & Michele Manna & Marco Taboga
2012 Liquidity, term spreads and monetary policy
by Yunus Aksoy & Henrique S. Basso
2012 An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks
by Gregory H. Bauer & Antonio Diez de los Rios
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2011 Is There Room for Bulls, Bears, and States in the Circuit?
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2011 What Might Central Banks Lose or Gain in Case of Euro Adoption – A GARCH-Analysis of Money Market Rates for Sweden, Denmark and the UK
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2011 Fiscal policy, trigger points and interest rates: Additional evidence from the U.S
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2011 Policy Commitment and Market Expectations: Lessons Learned from Survey Based Evidence under Japan's Quantitative Easing Policy
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2011 Crédito, Exceso de Toma de Riesgo, Costo del Crédito y Ciclo Económico en Chile
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2011 Mean-Variance Cointegration and the Expectations Hypothesis
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2011 Sticky Information and Determinacy
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2011 The EMU sovereign-debt crisis: Fundamentals, expectations and contagion
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2011 Impact of US Quantitative Easing Policy on Emerging Asia
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2011 Multiscale Analysis of the Liquidity Effect
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2011 Credit and Liquidity Risks in Euro-area Sovereign Yield Curves
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2011 A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets
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2011 Properties of Foreign Exchange Risk Premiums
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2011 Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy?
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2011 Monetary Policy and TIPS Yields Before the Crisis
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2011 Financial Contagion and the European Debt Crisis
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2011 External Sovereign Debt in a Monetary Union: Bailouts and the Role of Corruption
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2011 Real Effects of Quantitative Easing at the Zero-Lower Bound: Structural VAR-based Evidence from Japan
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2011 In Search of a Theory of Debt Management
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2011 The Dynamics of Energy-Grain Prices with Open Interest
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2011 The Impact of Macroeconomic News on Bond Yields: (In)Stabilities over Time and Relative Importance
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2011 Metas de Inflação, Crescimento e Estabilidade Macroeconômica Uma análise a partir de um modelo póskeynesianomacrodinâmico não-linear
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2011 U.S. Treasury Auction Yields During Boom, Bust, and Quantitative Easing: Role for Fed and Foreign Purchasers
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2011 Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market
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2011 The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil
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2011 An estimated DSGE model: explaining variation in term premia
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2011 How non-Gaussian shocks affect risk premia in non-linear DSGE models
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2011 State-Dependent Probability Distributions in Non Linear Rational Expectations Models
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2011 Default, liquidity and crises: an econometric framework
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2011 On the Term Structure of Interest Rates of the Mexican Government
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2011 Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators
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2011 Monetary Policy after the Crisis
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2011 Measures To Recalibrate The Macroeconomic Policies In The New Eu Member States That Are To Adopt The Single Currency
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2011 Monetary Policy Rule For Poland – Results For Various Specifactions
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2011 Cuando La Economía No Importa: Auge Y Esplendor De La Alta Velocidad En España
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2011 Have Real Interest Rates Really Fallen That Much In Spain?
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2011 The Role of Investment Funds in Romania
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2011 Monetary Business Cycle Accounting
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2011 Debt Sustainability Assessment: Mission Impossible
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2011 Quality Improvement of the Offered Services – Solution for the Banking System Management in Romania
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2011 Trends in Strategic Management of Romanian Banking Institutions
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2011 The impact of low interest rates on household financial behaviour
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2011 Central bank rates, market rates and retail bank rates in the euro area in the context of the recent crisis
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2011 The launch of HUFONIA and the related international experience of overnight indexed swap (OIS) markets
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2011 The Impact of Monetary Policy on Lending and Deposit Rates in Pakistan: Panel Data Analysis
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2011 Confidence and financial crisis in a post-Keynesian stock flow consistent model
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2011 The Financial Market Impact of Quantitative Easing in the United Kingdom
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2011 Interest Rate Forecasts: A Pathology
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2011 The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases
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2011 A Disequilibrium Analysis of the Japanese Loan Market : Were the Post-bubble Periods in Disequilibrium?
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2011 Duration Analysis of Interest Rate Spells : Cross-National Study of Interest Rate Policy
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2011 Real Interest Rate and Growth Rate: Theory and Empirical Evidence
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2011 The liquidity effect for open market operations
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2011 The yield curve in a small open economy
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2011 Fast approximations of bond option prices under CKLS models
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2011 Covered interest rate parity in emerging markets
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2011 The fed and the term structure: Addressing simultaneity within a structural VAR model
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2011 Do FOMC members herd?
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2011 A macroeconometric framework for monetary policy evaluation: A case study of Pakistan
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2011 Does the ECB Rely on a Taylor Rule During the Financial Crisis? Comparing Ex-post and Real Time Data with Real Time Forecasts
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2011 Structural Breaks and the Fisher Effect
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2011 Short-Run and Long-Run Effects of Banking in a New Keynesian Model
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2011 The use of reserve requirements as a policy instrument in Latin America
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2011 Le coût du crédit aux entreprises selon leur catégorie
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2011 The contradictory analyses of Us Crisis Commission
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2011 Sinalização de Política Monetária e Movimentos na Estrutura a Termo da Taxa de Juros no Brasil
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2011 The Strategy of Direct Inflation Targeting: Between Theory and Practice
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2011 Central Bank Transparency – Implications and Importance
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2011 Effectiveness of Monetary Policy Communication in Kenya
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2011 Monetary Policy and the Financing of Firms
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2011 Optimal Inflation for the US Economy
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2011 Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics
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2010 The Government Debt and the Long-Term Interest Rate: Application of the Loanable Funds Model to Greece
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2010 Türkiye’de piyasa göstergelerinden para politikası beklentilerinin ölçülmesi
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2010 Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case
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2010 Macro expectations, aggregate uncertainty, and expected term premia
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2010 The rate of interest as a macroeconomic distribution parameter: Horizontalism and Post-Keynesian models of distribution of growth
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2010 Monetary policy and real estate prices: A disaggregated analysis for Switzerland
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2010 Monetary transmission right from the start: The (dis)connection netween the money market and the ECB's main refinancing rates
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2010 Sovereign bond yield spreads: a time-varying coefficient approach
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2010 Forecast uncertainty and the Bank of England interest rate decisions
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2010 What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?
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2010 Banking and sovereign risk in the euro area
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2010 Monetary policy, housing booms and financial (im)balances
by Eickmeier, Sandra & Hofmann, Boris
2010 Real Interest Parity in New Europe
by Robert J. Sonora & Josip Tica
2010 Rethinking the Liquidity Puzzle: Application of a New Measure of the Economic Money Stock
by Logan Kelly & William Barnett & John Keating
2010 Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?
by Benjamin Friedman & Kenneth Kuttner
2010 Catching-up and inflation in Europe: Balassa-Samuelson, Engel’s Law and other Culprits
by Balazs Egert
2010 The VARying Effect of Foreign Shocks in Central and Eastern Europe
by Rebeca Jimenez-Rodriguez & Amalia Morales-Zumaquero & Balazs Egert
2010 Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States
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2010 Interest rate pass-through and risk
by Iris Biefang Frisancho-Mariscal & Peter Howells
2010 Bank liquidity, interbank markets and monetary policy
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2010 The Troubling Economics and Politics of Paying Interest on Bank Reserves: A Critique of the Federal Reserve’s Exit Strategy
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2010 Monnaie et Crise Bancaire dans une Petite Economie Ouverte
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2010 Conundrum or Complication: A Study of Yield Curve Dynamics under Unusual Economic Conditions and Monetary Policies
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2010 How Does Monetary Policy Change? Evidence on Inflation Targeting Countries
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2010 Measuring the Impact of Monetary Policy on Asset Prices in Turkey (Turkiye’de Para Politikasinin Finansal Varlik Fiyatlari Uzerine Etkisi)
by Murat Duran & Gulserim Ozcan & Pinar Ozlu & Deren Unalmis
2010 Turkiye’de Piyasa Gostergelerinden Para Politikasi Beklentilerinin Olculmesi (Measuring Market Based Monetary Policy Expectations in Turkey)
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2010 Macroeconomic and interest rate volatility under alternative monetary operating procedures
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2010 Modeling Monetary Policy
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by John B. Taylor
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by George W. Evans & Seppo Honkapohja & Kaushik Mitra
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2010 Structural Interactions in Spatial Panels
by Arnab Bhattacharjee & Sean Holly
2010 Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques
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2010 (How) Do the ECB and the Fed React to Financial Market Uncertainty? – The Taylor Rule in Times of Crisis
by Ansgar Belke & Jens Klose
2010 Monetary Policy and Real Estate Prices: A Disaggregated Analysis for Switzerland
by Berlemann, Michael & Freese, Julia
2010 Uncovering the Common Risk Free Rate in the European Monetary Union
by Wagenvoort, Rien & Zwart, Sanne
2010 GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries
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2010 Forecasting Government Bond Yields with Large Bayesian VARs
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2010 Did the Crisis Change it All? Evidence from Monetary and Fiscal Policy
by Mitreska, Ana & Kadievska Vojnovic, Maja & Georgievska, Ljupka & Jovanovic, Branimir & Petkovska, Marija
2010 Estimating a monetary policy rule for India
by Hutchison, Michael & Sengupta, Rajeswari & Singh, Nirvikar
2010 Banking Redefined
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2010 Impact of the global crisis on the linkages between the interest rates and the stock prices in Romania
by Stefanescu, Razvan & Dumitriu, Ramona
2010 Yield Curve Analysis: Choosing the optimal maturity date of investments and financing
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2010 Indian G-Sec Market II: Anatomy of Short Rates
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2010 How related are interbank and lending interest rates? Evidence on selected EU countries
by Heryan, Tomas & Stavarek, Daniel
2010 Un modelo de tres factores con un parámetro de sensibilidad de mercado para estimar la dinámica de la tasa corta: Una aplicación para la tasa de fondeo gubernamental de México
by Ruiz-Porras, Antonio & Perez-Sicairos, Rene Benjamin
2010 Analyse der Renditestrukturkurve: Zur Laufzeitenstruktur von Investitions- und Finanzierungsentscheidungen
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2010 Firm leverage, household leverage and the business cycle
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2010 Real time data, regime shifts, and a simple but effective estimated Fed policy rule, 1969-2009
by Smant, David / D.J.C.
2010 Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU
by Alfaro, Rodrigo & Becerra, Juan Sebastian & Sagner, Andres
2010 Has inflation targeting increased predictive power of term structure about future inflation: evidence from an emerging market ?
by Ege, Yazgan & Huseyin, Kaya
2010 Financing U.S. debt: Is there enough money in the world – and at what cost?
by Kitchen, John & Chinn, Menzie
2010 Noncausal Vector Autoregression
by Lanne, Markku & Saikkonen, Pentti
2010 The rate of interest as a macroeconomic distribution parameter: Horizontalism and Post-Keynesian models of distribution of growth
by Hein, Eckhard
2010 The interest rate spread as a forecasting tool of greek industrial production
by Gogas, Periklis & Pragkidis, Ioannis
2010 Rethinking the liquidity puzzle: application of a new measure of the economic money stock
by Kelly, Logan & Barnett, William A. & Keating, John
2010 Rethinking the Liquidity Puzzle: Application of a New Measure of the Economic Money Stock
by Kelly, Logan & Barnett, William A. & Keating, John W.
2010 The yield curve and the prediction on the business cycle: a VAR analysis for the European Union
by Cinquegrana, Giuseppe & Sarno, Domenico
2010 Some empirical evidence of the euro area monetary policy
by Forte, Antonio
2010 Properties of Foreign Exchange Risk Premia
by Sarno, Lucio & Schneider, Paul & Wagner, Christian
2010 Estimating a Monetary Policy Rule for India
by Hutchison, Michael & Sengupta, Rajeswari & Singh, Nirvikar
2010 The Political Economy of the Yield Curve
by Di Maggio, Marco
2010 Interest rates and bank risk-taking
by Delis, Manthos D & Kouretas, Georgios
2010 Direct tests of the expectations theory of the term structure: Survey expectations, the term premium and coefficient biases
by Smant, David / D.J.C.
2010 The yield curve and the macro-economy across time and frequencies
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2010 Inflation, Macroeconomic Policy and Hunger: A Variation on a Theme by C. Rangarajan
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2010 Does Ricardian Equivalence Hold When Expectations are not Rational?
by George W. Evans & Seppo Honkapohja
2010 Turkey's Improving Integration with the Global Capital Market: Impacts on Risk Premia and Capital Costs
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2010 Catching-up and Inflation in Europe: Balassa-Samuelson, Engel's Law and Other Culprits
by Balázs Égert
2010 Why are Real Interest Rates in New Zealand so High? Evidence and Drivers
by Natalie Labuschagne & Polly Vowles
2010 A theoretical foundation for the Nelson and Siegel class of yield curve models, and an empirical application to U.S. yield curve dynamics
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2010 The yield curve and the macro-economy across time and frequencies
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2010 Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework
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2010 Inflation Targeting
by Lars E.O. Svensson
2010 Betting Against Beta
by Andrea Frazzini & Lasse H. Pedersen
2010 An Empirical Analysis of the Swaption Cube
by Anders B. Trolle & Eduardo S. Schwartz
2010 The Predictive Power of the Yield Curve across Countries and Time
by Menzie D. Chinn & Kavan J. Kucko
2010 Central Banks and the Financial System
by Francesco Giavazzi & Alberto Giovannini
2010 Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?
by Benjamin M. Friedman & Kenneth N. Kuttner
2010 Interest Rate Risk and Other Determinants of Post-WWII U.S. Government Debt/GDP Dynamics
by George J. Hall & Thomas J. Sargent
2010 The Cross-Section and Time-Series of Stock and Bond Returns
by Ralph S.J. Koijen & Hanno Lustig & Stijn Van Nieuwerburgh
2010 Central bank’s macroeconomic projections and learning
by Giuseppe Ferrero & Alessandro Secchi
2010 Short-run and Long-run Effects of Banking in a New Keynesian Model
by Miguel Casares & Jean-Christophe Poutineau
2010 Spatial Propagation of Macroeconomic Shocks in Europe
by Romain Houssa
2010 Macroeconomic stability and the real interest rate: a cross-country analysis
by Groth, Charlotta & Zampolli, Fabrizio
2010 Politica monetaria, finanza strutturata e mercati finanziari
by Giorgio PIZZUTTO
2010 Do FOMC Members Herd?
by Jan-Christoph Rülke & Peter Tillmann
2010 Strategic Forecasting on the FOMC
by Peter Tillmann
2010 News Shocks and the Slope of the Term Structure of Interest Rates
by André Kurmann & Christopher Otrok
2010 Productivity Shocks, Stabilization Policies and the Dynamics of Net Foreign Assets
by Giorgio Di Giorgio & Salvatore Nisticò
2010 Quantitative Easing and Proposals for Reform of Monetary Policy Operations
by Scott Fullwiler & L. Randall Wray
2010 Changes in Central Bank Procedures during the Subprime Crisis and Their Repercussions on Monetary Theory
by Marc Lavoie
2010 Global Imbalances, the U.S. Dollar, and How the Crisis at the Core of Global Finance Spread to "Self-insuring" Emerging Market Economies
by Jorg Bibow
2010 Economic Value of Stock and Interest Rate Predictability in the UK
by Stephen Hall & Kavita Sirichand
2010 Decision-Based Forecast Evaluation of UK Interest Rate Predictability
by Stephen Hall & Kavita Sirichand
2010 Asymmetric Adjustments in the Ethanol and Grains Markets
by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer
2010 Nonlinear Interest Rate Reaction Functions for the UK
by Ralf Brüggemann & Jana Riedel
2010 Rethinking the Liquidity Puzzle: Application of a New Measure of the Economic Money Stock
by William Barnett & Logan Kelly & John Keating
2010 Interbank Lending and the Demand for Central Bank Loans - a Simple Microfoundation
by Markus Pasche
2010 Some preliminary but troubling evidence on group credits in microfinance programmes
by Helke Waelde
2010 Financial Integration and Growth -Is Emerging Europe Different?
by Christian Friedrich & Isabel Schnabel & Jeromin Zettelmeyer
2010 Monetary Transmission Right from the Start: The (Dis)Connection Between the Money Market and the ECB’s Main Refinancing Rates
by Puriya Abbassi & Dieter Nautz
2010 Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour
by António Afonso & Manuel M. F. Martins
2010 Financial Integration in European Countries: Some Panel Evidence
by Cândida Ferreira
2010 Short and Long-run Behaviour of Long-term Sovereign Bond Yields
by António Afonso & Christophe Rault
2010 Pension financing and macroeconomic equilibrium
by Enrico D’Elia
2010 Institutions and Cyclical Properties of Macroeconomic Policies in the Global Economy
by César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel.
2010 The Great Moderation and the Decoupling of Monetary Policy from Long-Term Rates in the U.S. and Germany
by Matthew Greenwood-Nimmo & Yongcheol Shin & Till van Treeck
2010 The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates
by Junko Koeda & Ryo Kato
2010 The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis
by Jouchi Nakajima & Shigenori Shiratsuka & Yuki Teranishi
2010 Interest Rates and Implications for Microfinance in Latin America and the Caribbean
by Rashmi Kiran Ekka & Mark D. Wenner & Anita Campion
2010 The 2007-? financial crisis: a euro area money market perspective
by Nuno Cassola & Claudio Morana
2010 Bank and Official Interest Rates: How Do They Interact over Time?
by G. C. Lim & Sarantis Tsiaplias & C. L. Chua
2010 Monetary Transmission Right from the Start: The (Dis)Connection Between the Money Market and the ECB’s Main Refinancing Rates
by Puriya Abbassi & Dieter Nautz
2010 What Does the Yield Curve Tell Us about Exchange Rate Predictability?
by Yu-chin Chen & Kwok Ping Tsang
2010 Search-Theoretic Money, Capital and International Exchange Rate Fluctuations
by Gomis-Porqueras, Pere & Kam, Timothy & Lee, Junsang
2010 Does Ricardian Equivalence hold when expectations are not rational?
by Evans , George W & Honkapohja , Seppo & Mitra, Kaushik
2010 Housing loan rate margins in Finland
by Putkuri, Hanna
2010 The EMU sovereign-debt crisis: Fundamentals, expectations and contagion
by Michael G. Arghyrou & Alexandros Kontonikas
2010 Interest Rate Co-movements, Global Factors and the Long End of the Term Spread
by Joseph P. Byrne & Giorgio Fazio & Norbert Fiess
2010 Financial Intermediaries and Transaction Costs
by Augusto Hasman & Margarita Samartin & Jos van Bommel
2010 How Does Monetary Policy Change? Evidence on Inflation Targeting Countries
by Jaromír Baxa & Roman Horváth & Bořek Vašíček
2010 Forecasting Government Bond Yields with Large Bayesian VARs
by A. Carriero & G. Kapetanios & M. Marcellino
2010 Rules and risk in the euro area: does rules-based national fiscal governance contain sovereign bond spreads?
by Anna Iara & Guntram B. Wolff
2010 Spatial propagation of macroeconomic shocks in Europe
by Hans DEWACHTER & Romain HOUSSA & Priscilla TOFFANO
2010 Financial Frictions and Credit Spreads
by Ke Pang & Pierre L. Siklos
2010 The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010
by Vicente Esteve & Manuel Navarro-Ibáñez & Maria A. Prats
2010 Monetary Policy and Excessive Bank Risk Taking
by Itai Agur & Maria Demertzis
2010 Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques
by Ansgar Belke & Robert Czudaj
2010 Fractional Cointegration in US Term Spreads
by Guglielmo Maria Caporale & Luis A. Gil-Alana
2010 Global Liquidity, World Savings Glut and Global Policy Coordination
by Ansgar Belke & Daniel Gros
2010 (How) Do the ECB and the Fed React to Financial Market Uncertainty?: The Taylor Rule in Times of Crisis
by Ansgar Belke & Jens Klose
2010 Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach
by Kerstin Bernoth & Burcu Erdogan
2010 Bank Liquidity, Interbank Markets, and Monetary Policy
by Freixas, X. & Martin, A. & Skeie, D.
2010 The Bond Yield Conundrum: Alternative Hypotheses and the State of the Economy
by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D.
2010 Monetary Policy, Trend Inflation and the Great Moderation:An Alternative Interpretation
by Olivier Coibion & Yuriy Gorodnichenko
2010 Anticipations, prime de risque et structure par terme des taux d’intérêt : une analyse des comportements d’experts
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2010 The 2007-? financial crisis: a money market perspective
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2010 What Drives the European Central Bank's Interest-Rate Changes?
by Aastrup, Morten & Jensen, Henrik
2010 Politics and Monetary Policy
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2010 The bond yield conundrum: alternative hypotheses and the state of the economy
by Eijffinger, Sylvester C. W. & Mahieu, Ronald J & Raes, Louis
2010 Macroeconomics and the Term Structure
by Gürkaynak, Refet S. & Wright, Jonathan
2010 Banking and Sovereign Risk in the Euro Area
by Gerlach, Stefan & Schulz, Alexander & Wolff, Guntram B.
2010 Swiss Monetary Policy, 2000-2009
by Genberg, Hans & Gerlach, Stefan
2010 Forecasting Government Bond Yields with Large Bayesian VARs
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano
2010 The Price of Liquidity: Bank Characteristics and Market Conditions
by Fecht, Falko & Nyborg, Kjell G & Rocholl, Jörg
2010 Does Ricardian Equivalence Hold When Expectations are not Rational?
by Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik
2010 Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool
by Pérez-Quirós, Gabriel & Rodriguez Mendizabal, Hugo
2010 A literature review on the tourism-led-growth hypothesis
by JG. Brida & M. Pulina
2010 Cruise visitors’ intention to return as land tourists and recommend a visited destination. A structural equation model
by JG. Brida & M. Pulina & E. Riaño & SZ. Aguirre
2010 Financial Frictions and Credit Spreads
by Ke Pang & Pierre L. Siklos
2010 How Does Monetary Policy Change? Evidence on Inflation Targeting Countries
by Jaromir Baxa & Roman Horvath & Borek Vasicek
2010 Alternative Models For Hedging Yield Curve Risk: An Empirical Comparison
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2010 The Price of Liquidity: Bank Characteristics and Market Conditions
by Falko FECHT & Kjell G. NYBORG & Jörg ROCHOLL
2010 Short and Long-run Behaviour of Long-term Sovereign Bond Yields
by António Afonso & Christophe Rault
2010 Long-run Determinants of Sovereign Yields
by António Afonso & Christophe Rault
2010 Catching-up and Inflation in Europe: Balassa-Samuelson, Engel's Law and other Culprits
by Balazs Egert
2010 The VARying Effect of Foreign Shocks in Central and Eastern Europe
by Rebeca Jiménez-Rodriguez & Amalia Morales-Zumaquero & Balazs Egert
2010 The EMU sovereign-debt crisis: Fundamentals, expectations and contagion
by Arghyrou, Michael G & Kontonikas, Alexandros
2010 Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors
by Felix Chan & Michael McAleer & Marcelo C. Medeiros
2010 Asymmetric Adjustments in the Ethanol and Grains Markets
by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer
2010 Operating Procedures and the Expectations Theory of the Term Structure of Interest Rates: A Note on the New Zealand Experience from 1989 to 2008
by Alfred Guender & Allan G.J. Wu
2010 Structural Interactions in Spatial Panels
by Bhattacharjee, A. & Holly, S.
2010 Understanding Interactions in Social Networks and Committees
by Bhattacharjee, A. & Holly, S.
2010 Rational Partisan Theory, Uncertainty and Spatial Voting: Evidence for the Bank of England’s MPC
by Bhattacharjee, A. & Holly, S.
2010 Interbank overnight interest rates - gains from systemic importance
by Q. Farooq Akram & Casper Christophersen
2010 Term structure forecasting using macro factors and forecast combination
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by Anindya Banerjee & Victor Bystrov & Paul Mizen
2010 The role of model uncertainty and learning in the U.S. postwar policy response to oil prices
by Francesca Rondina
2010 Bank Liquidity, Interbank Markets and Monetary Policy
by Xavier Freixas & Antoine Martin & David Skeie
2010 Incomplete markets, liquidation risk, and the term structure of interest rates
by Challe, E. & Le Grand, F. & Ragot, X.
2010 Equilibrium yield curves under regime switching
by Santiago García Verdú
2010 Central banks' macroeconomic projections and learning
by Giuseppe Ferrero & Alessandro Secchi
2010 The rise of risk-based pricing of mortgage interest rates in Italy
by Silvia Magri & Raffaella Pico
2010 Credit and banking in a DSGE model of the euro area
by Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti
2010 Asymmetric standing facilities: an unexploited monetary policy tool
by Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal
2010 An Assessment of Competition in the Argentine Banking Sector: Empirical Evidence with Data at Bank Level
by Gustavo Hector González Padilla
2010 Mean-Variance Cointegration and the Expectations Hypothesis
by Strohsal, Till & Weber, Enzo
2010 Risk and Policy Shocks on the US Term Structure
by Weber, Enzo & Wolters, Jürgen
2010 The Analytics of New Keynesian Phillips Curves
by Alfred Maussner
2010 The role of model uncertainty and learning in the U.S. postwar policy response to oil prices
by Francesca Rondina
2010 State-Dependent Threshold STAR Models
by Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
2010 The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010
by Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats
2010 Money, Capital And Exchange Rate Fluctuations
by Pedro Gomis-Porqueras & Timothy Kam & Junsang Lee
2010 How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models
by Martin M. Andreasen
2010 Macro Expectations, Aggregate Uncertainty, and Expected Term Premia
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2010 Stochastic Volatility
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2010 The Quest for Stability: the macro view
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2010 Yes, we should discount the far-distant future at its lowest possible rate: A resolution of the Weitzman-Gollier puzzle
by Freeman, Mark C.
2010 The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve
by Claus Brand & Daniel Buncic & Jarkko Turunen
2010 TCMB Faiz Kararlarinin Hisse Senedi Piyasalari Uzerine Etkisi
by Murat Duran & Pinar Ozlu & Deren Unalmis
2010 The Yield Curve and the Prediction on the Business Cycle: a Var Analysis for the European Union
by Giuseppe CINQUEGRANA & Domenico SARNO
2010 Some Empirical Evidence of the Euro Area Monetary Policy
by Antonio Forte
2010 Discussion: Swiss Monetary Policy 2000-2009
by Marcel R. Savioz & Maja Ganarin
2010 Swiss Monetary Policy 2000-2009
by Hans Genberg & Stefan Gerlach
2010 Asymmetric Adjustment in the Lending-Deposit Rate Spread: Evidence from Eastern European Countries
by Su, Chi Wei & Chang, Hsu Ling
2010 Asset Pricing in a Production Economy with Chew-Dekel Preferences
by Claudio Campanale & Rui Castro & Gian Luca Clementi
2010 Central Bank´s Foreign Exchange Reserves Accumulation and Dynamics of Banking System Liquidity Absorption: The Case of the Czech Republic, Poland and Hungary
by Karel Brůna
2010 The Problem of the Yearly Inflation Rate and Its Implications for the Monetary Policy of the Czech National Bank
by Josef Arlt & Milan Bašta
2010 How Related are Interbank and Lending Interest Rates? Evidence on Selected European Union Countries
by Tomáš HERYÁN & Daniel STAVÁREK
2010 Monetary Policy Implementation and Liquidity Management of the Czech Banking System
by Karel BRŮNA
2010 The Econometric Analysis Of The Dependence Between The Consumer, GDP And The Interest Rate Using The Eviews Program
by Nadia Elena Stoicuţa & Ana Petrina Stanciu
2010 Algorithms For The Processes Of Establishing Prices And Balanced Bank Interests
by Carina-Elena Stegăroiu & Valentin Stegăroiu
2010 Estimación de la curva de rendimiento cupón cero para el Perú y su uso para el análisis monetario
by Javier Pereda C.
2010 Government Debt and the Long-Term Interest Rate: Application of an Extended Open-Economy Loanable Funds Model to Poland
by Yu Hsing
2010 The Impact of Exchange Rate Regime on Interest Rates in Latin America
by Caroline Duburcq
2010 Global imbalances, the US dollar, and how the crisis at the core of global finance spread to "self-insuring" emerging market economies
by Jörg Bibow
2010 Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound
by Andrew Levin & David López-Salido & Edward Nelson & Yack Yun
2010 The Lending-Deposit Rate Relationship in Eastern European Countries: Evidence from the Rank Test for Non-linear Cointegration
by Hsu-Ling Chang & Chi-Wei Su
2010 The Euro Adoption Debate Revisited: The Czech Case
by Jaromír Hurník & Zdenìk Tùma & David Vávra
2010 Profit vs Interest in Classical Writings: Turgot’s vs. Mill’s Contribution
by Michael Gootzeit
2010 Does trade matter for stock market integration?
by Wassim Dbouk & Lawrence Kryzanowski
2010 Zinsspreads auf europäische Anleihen: Finanzmärkte verstärken Druck zu mehr Haushaltsdisziplin
by Kerstin Bernoth & Burcu Erdogan
2010 Zinsspreads auf europäische Staatsanleihen: Implikationen und Lehren aus der europäischen Schuldenkrise
by Kerstin Bernoth
2010 Financial Markets Interactions between Economic Theory and Practice
by Mihaela NICOLAU
2010 The Term Structure of Interest Rates in a New Keynesian Model with Time-Varying Macro Volatility
by Daniel Burren
2010 Expected and Unexpected Impulses of Monetary Policy on the Interest Pass-Through Mechanism in Asian Countries
by Kuan-Min Wang
2010 Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts
by Georges Prat & Remzi Uctum
2010 L'intégration commerciale est-elle une condition préalable à l'intégration financière ?
by Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon
2010 Estimating the Term Premium by a Markov Switching Model with ARMA-GARCH Errors
by Byoung Hark Yoo
2010 The Role of the Real Interest Rate in U.S. Macroeconomic History
by Ernst Juerg Weber
2010 L'évolution des taux des certificats de dêpot et la disparité des taux unitaires par emetteurs, indicateur de tensions potentielles ?
by Lascar, J. & Prunaux, E. & Wilhelm, F.
2010 Call Money Interest Rate Determinants in Argentina
by Alejandra Anastasi & Pedro Elosegui & Máximo Sangiácomo
2010 Efficient Yield Curve Estimation and Forecasting in Brazil
by Ricardo Azevedo Araujo & Guilherme V. Moura & Marcelo S. Portugal
2010 The emerging role of expectations in conducting and coordonating monetary policy
by Marius HERBEI & Florin DUMITER
2010 Considerations regarding the influence of the base leading rate over actualization rate of investment projects financed by EU funds
by Attila TAMAS SZORA & Iulian DOBRA
2010 Investigation Of The Determinants Of The Adjustment Of Lending Rates In Macedonia – A Sur Approach
by Jane BOGOEV
2010 Cointegration Analysis of Behavioral Issues in the Auctioning of Treasury Bills in Tanzania
by Ellinami J Minja
2010 Does More Government Deficit Lead to a Higher Long-term Interest Rate? Application of an Extended Loanable Funds Model to Estonia
by Yu Hsing
2010 How Debt Markets Have Malfunctioned in the Crisis
by Arvind Krishnamurthy
2010 Central Bank Communication and Expectations Stabilization
by Stefano Eusepi & Bruce Preston
2010 Financial Stability, the Trilemma, and International Reserves
by Maurice Obstfeld & Jay C. Shambaugh & Alan M. Taylor
2010 The TIPS Yield Curve and Inflation Compensation
by Refet S. G�rkaynak & Brian Sack & Jonathan H. Wright
2010 Repo Market Effects of the Term Securities Lending Facility
by Michael J. Fleming & Warren B. Hrung & Frank M. Keane
2010 Price Pressure in the Government Bond Market
by Robin Greenwood & Dimitri Vayanos
2010 Interest Rate Risk in Credit Markets
by Monika Piazzesi & Martin Schneider
2010 Loan Syndication and Credit Cycles
by Victoria Ivashina & David Scharfstein
2010 Global Interest Rates, Currency Returns, and the Real Value of the Dollar
by Charles Engel & Kenneth D. West
2010 Generalizing the Taylor Principle: Reply
by Troy Davig & Eric M. Leeper
2010 Generalizing the Taylor Principle: Comment
by Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha
2009 External Macroeconomic Factors and the Link between Short- and Long-Run European Interest Rates: A Note
by Mariam Camarero & Javier Ordonez & Cecilio Tamarit
2009 Monetary Policy Surprises and Interest Rates: Choosing between the Inflation-Revelation and Excess Sensitivity Hypotheses
by Willem Thorbecke & Hanjiang Zhang
2009 Türkiye'de para politikasının aktarımı: Para politikasının mali piyasalara etkisi
by Zelal AKTAŞ & Harun ALP & Refet GÜRKAYNAK & Mehtap KESRİYELİ & Musa ORAK
2009 Government Bond Yield Spreads: A Survey
by Riccardo Lo Conte
2009 Análisis de la estrategia de política monetaria del Banco Central Europeo (1999-2005)
by García Iglesias, Jesús Manuel & Pateiro Rodríguez, Carlos
2009 Real exchange rates and real interest rate differentials: a present value interpretation
by Mathias Hoffmann & Ronald MacDonald
2009 Contestability, Technology and Banking
by Gropp, Reint Eberhard & Corvoisier, Sandrine
2009 Should We Discount the Far-Distant Future at Its Lowest Possible Rate?
by Gollier, Christian
2009 Yes, we should discount the far-distant future at its lowest possible rate: a resolution of the Weitzman-Gollier puzzle
by Freeman, Mark C.
2009 Controllability and persistence of money market rates along the yield curve: evidence from the euro area
by Busch, Ulrike & Nautz, Dieter
2009 Price discovery on traded inflation expectations: does the financial crisis matter?
by Schulz, Alexander & Stapf, Jelena
2009 Pricing caps with HJM models: the benefits of humped volatility
by Jury Falini
2009 Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach
by Francesco Audrino & Kameliya Filipova
2009 The Importance of Income and Housing Wealth Constraints for Future Residential Mobility
by Wolter Hassink & Michiel van Leuvensteijn
2009 Loans, Interest Rates and Guarantees: Is There a Link?
by Giorgio Calcagnini & Fabio Farabullini & Germana Giombini
2009 On the role of money growth targeting under inflation targeting regime
by Meixing DAI
2009 Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal
by Pilar Abad & Sonia Benito
2009 Isolating a measure of inflation expectations for the South African financial market using forward interest rates
by Monique Reid
2009 Demand for Reserves and the Central Bank's Management of Interest Rates
by Martin Schlegel & Sébastien Kraenzlin
2009 Automated Likelihood Based Inference for Stochastic Volatility Models
by Hans J. Skaug & Jun Yu
2009 Does the ECB Rely on a Taylor Rule? - Comparing Ex-post with Real Time Data
by Ansgar Belke & Jens Klose
2009 A Simple Model of an Oil Based Global Savings Glut – The “China Factor” and the OPEC Cartel
by Ansgar Belke & Daniel Gros
2009 US–Euro Area Monetary Policy Interdependence – New Evidence from Taylor Rule Based VECMs
by Ansgar Belke & Yuhua Cui
2009 Estimation of a Time Varying Natural Interest Rate for Peru
by Humala, Alberto & Rodríguez, Gabriel
2009 A New Measure of Fiscal Shocks Based on Budget Forecasts and its Implications
by Manuel Coutinho Pereira
2009 The interest rate pass-through of the Portuguese banking system: characterization and determinants
by Paula Antão
2009 Interest rates and prices causality in the Czech Republic - Granger approach
by Pomenkova, Jitka & Kapounek, Svatopluk
2009 Top tax system: a common taxation system for all nations
by Varma, Vijaya Krushna Varma
2009 An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play
by Gonzalez-Astudillo, Manuel
2009 The evolving role and definition of the federal funds rate in the conduct of U.S. monetary policy
by Belongia, Michael & Hinich, Melvin
2009 An Extended Macro-Finance Model with Financial Factors
by Dewachter, Hans & Iania, Leonardo
2009 An Extended Macro-Finance Model with Financial Factors
by Dewachter, Hans & Iania, Leonardo
2009 Monetary Business Cycle Accounting
by Sustek, Roman
2009 A new measure of fiscal shocks based on budget forecasts and its implications
by Pereira, Manuel C
2009 Vplyv inflačných očakávaní na vývoj úrokových sadzieb v krajinách Višegrádskej štvorky
by Mirdala, Rajmund
2009 Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy
by Hernandez-Verme, Paula & Wang, Wen-Yao
2009 Estimación de la Curva de Rendimiento
by Alfaro, Rodrigo
2009 Testing Linearity in Term Structures
by Peroni, Chiara
2009 Indian G-Sec Market: How the Term Structure Reacts to Monetary Policy
by Das, Rituparna
2009 Term Structure Equations Under Benchmark Framework
by El Qalli, Yassine
2009 Does Fed Funds Target Interest Rate Lead Bank of England’s Bank Rate and European Central Bank’s Key Interest Rate?
by Çelik, Sadullah & Deniz, Pınar
2009 Predicting European Union recessions in the euro era: The yield curve as a forecasting tool of economic activity
by Gogas, Periklis & Chionis, Dionisios & Pragkidis, Ioannis
2009 On the role of money growth targeting under inflation targeting regime
by Dai, Meixing
2009 What Drives Sovereign Risk Premiums?: An Analysis of Recent Evidence from the Euro Area
by David Haugh & Patrice Ollivaud & David Turner
2009 Forecasting New Zealand's economic growth using yield curve information
by Leo Krippner & Leif Anders Thorsrud
2009 A theoretical foundation for the Nelson and Siegel class of yield curve models
by Leo Krippner
2009 Yield Curve Reaction to Macroeconomic News in Europe : Disentangling the US Influence
by Ielpo, Florian & Brière, Marie
2009 Empirical Analysis of Monetary Transmission in Tunisia: What do SVAR Models Tell Us?
by Hachicha, Ahmed & Bates, Samuel
2009 Convenience Yield and Commodity Markets
by Lautier, Delphine
2009 How Debt Markets have Malfunctioned in the Crisis
by Arvind Krishnamurthy
2009 Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements
by David O. Lucca & Francesco Trebbi
2009 Towards a Common European Monetary Union Risk Free Rate
by Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz
2009 The Determinants of Stock and Bond Return Comovements
by Lieven Baele & Geert Bekaert & Koen Inghelbrecht
2009 Globally Correlated Nominal Fluctuations
by Espen Henriksen & Finn E. Kydland & Roman Sustek
2009 Negative Nominal Interest Rates: Three ways to overcome the zero lower bound
by Willem H. Buiter
2009 Understanding Inflation-Indexed Bond Markets
by John Y. Campbell & Robert J. Shiller & Luis M. Viceira
2009 The Great Inflation Drift
by Marvin Goodfriend & Robert G. King
2009 A Note on Regime Switching, Monetary Policy, and Multiple Equilibria
by Jess Benhabib
2009 The reception of public signals in financial markets – what if central bank communication becomes stale?
by Michael Ehrmann & David Sondermann
2009 Asset Pricing in a Production Economy with Chew-Dekel Preferences
by CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca
2009 Asset Pricing in a Production Economy with Chew–Dekel Preferences
by CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca
2009 Optimal Monetary Policy with Asymmetric Targets
by Peter J. Stemp
2009 Optimal Interest Rate Rules Under One-Sided Output and Inflation Targets
by Peter J. Stemp
2009 A joint macroeconomic-yield curve model for Hungary
by Zoltán Reppa
2009 The Fed’s perceived Phillips curve: Evidence from individual FOMC forecasts
by Peter Tillmann
2009 Canadian Interest Rate Setting: The Information Content of Canadian and U.S. Central Bank Communication
by Bernd Hayo & Matthias Neuenkirch
2009 Do Federal Reserve Communications Help Predict Federal Funds Target Rate Decisions?
by Bernd Hayo & Matthias Neuenkirch
2009 Competition among banks and the pass-through of monetary policy
by Jochen H. F. Güntner
2009 Robust Equilibrium Yield Curves
by Isaac Kleshchelski & Nicolas Vincent
2009 A Convergence Model of the Term Structure of Interest Rates
by Viktors Ajevskis & Kristine Vitola
2009 Determinants of government bond spreads in the Euro area – in good times as in bad
by Christian Aßmann & Jens Hogrefe
2009 How Do Bank Lending Rates and the Supply of Loans React to Shifts in Loan Demand in the U.K.?
by Johann Burgstaller & Johann Scharler
2009 The Evolution of Loan Rate Stickiness Across the Euro Area
by Jouchi Nakajima & Yuki Teranishi
2009 Common Trends and Common Cycles among Interest Rates of the G7-Countries
by Nannette Lindenberg & Frank Westermann
2009 Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area
by Ulrike Busch & Dieter Nautz
2009 International Interest-Rate Risk Premia in Affine Term Structure Models
by Felix Geiger
2009 Deteriorating Public Finances and Rising Government Debt: Implications for Monetary Policy
by Lillian Cheung & Chi-Sang Tam & Jessica Szeto
2009 Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback
by Zagaglia, Paolo
2009 What Drives the Term Structure in the Euro Area? Evidence from a Model with Feedback
by Zagaglia, Paolo
2009 Uncovered Interest Parity in a Partially Dollarized Developing Country: Does UIP Hold in Bolivia? (And If Not, Why Not?)
by Melander, Ola
2009 What Moves Bond Yields In China?
by Fan, Longzhen & Johansson, Anders C.
2009 China'S Official Rates And Bond Yields
by Fan, Longzhen & Johansson, Anders C.
2009 What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition
by Benjamin Liu & Donghui Li & Eduardo Roca
2009 Identification of macroeconomic factors in large panels
by Lasse BORK & Hans DEWACHTER & Romain HOUSSA
2009 Studying the Relation between the Interest Rates and the Exchange Rate in Belarus under the Speculative Motives Assumption
by Miksjuk Alexei
2009 Term Structure Equations Under Benchmark Framework
by El Qalli Yassine
2009 Strategies for Asian Exchange Rate Policy Cooperation
by Huang Yiping
2009 Fisher, Macaulay et Allais face au "Paradoxe de Gibson"
by Jean-Jacques Durand & Georges Prat
2009 Does the ECB Rely on a Taylor Rule?: Comparing Ex-post with Real Time Data
by Ansgar Belke & Jens Klose
2009 A Simple Model of an Oil Based Global Savings Glut: The "China Factor" and the OPEC Cartel
by Ansgar Belke & Daniel Gros
2009 The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices
by Jörg Döpke & Michael Funke & Sean Holly & Sebastian Weber
2009 Modeling Monetary Policy
by Samuel Reynard & Andreas Schabert
2009 Understanding Inflation-Indexed Bond Markets
by John Y. Campbell & Robert J. Shiller & Luis M. Viceira
2009 Liquidity crunch in the interbank market: is it credit or liquidity risk, or both?
by Angelo Baglioni
2009 TIPS, Inflation Expectations and the Financial Crisis
by Thorsten Lehnert & Aleksandar Andonov & Florian Bardong
2009 Time-Variation in Term Permia: International Survey-Based Evidence
by Christian Wolff & Ron Jongen & Willem F.C. Verschoor
2009 Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound
by Levin, Andrew & López-Salido, J David & Nelson, Edward & Yun, Tack
2009 Money in monetary policy design: Monetary cross-checking in the New-Keynesian model
by Beck, Günter & Wieland, Volker
2009 Transparency under Flexible Inflation Targeting: Experiences and Challenges
by Svensson, Lars E O
2009 Heterogeneity in Bank Pricing Policies: The Czech Evidence
by Roman Horvath & Anca Maria Podpiera
2009 Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates
by René Garcia & Richard Luger
2009 From Various Degrees of Trade to Various Degrees of Financial Integration: What do Interest Rates Have to Say?
by Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon
2009 Analysis of Monetary Policy and Financial Stability: A New Paradigm
by Charles A. E. Goodhart & Carolina Osorio & Dimitrios P. Tsomocos
2009 How Should the Distant Future be Discounted when Discount Rates are Uncertain?
by Christian Gollier & Martin L. Weitzman
2009 Shooting on a Moving Target: Eyplaining European Bank Rates during the Interwar Period
by Kirsten Wandschneider & Nikolaus Wolf
2009 Common Trends and Common Cycles among Interest Rates of the G7-Countries
by Nannette Lindenberg & Frank Westermann
2009 Nicht zu früh bremsen! - Der Einfluss der Geldpolitik auf die langfristige Wirtschaftsentwicklung in Deutschland und den USA-
by Ronald Schettkat & Rongrong Sun
2009 The Demise of the Swiss Interest Rate Puzzle
by Peter Kugler & Beatrice Weder
2009 Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves
by Joyce, Michael & Lildholdt, Peter & Sorensen, Steffen
2009 Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates
by Marco R Barassi & Dayong Zhang
2009 Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool
by Gabriel Pérez Quirés & Hugo Rodréguez Mendizébal
2009 Frequency-domain analysis of debt service in a macro-finance model for the euro area
by Renne, J-P.
2009 No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth
by Jardet, C. & Monfort, A. & Pegoraro, F.
2009 The Rocky Ride of Break-even-inflation rates
by Cette, G. & De Jong, M.
2009 A Note on the Volatilities of the Interest Rate and the Exchange Rate Under Different Monetary Policy Instruments: Mexico 1998-2008
by Guillermo Benavides & Carlos Capistrán
2009 The interbank market after August 2007: what has changed, and why?
by Paolo Angelini & Andrea Nobili & Maria Cristina Picillo
2009 The Announcement of Monetary Policy Intentions
by Giuseppe Ferrero & Alessandro Secchi
2009 Extraction of financial market expectations about inflation and interest rates from a liquid market
by Ricardo Gimeno & José Manuel Marqués
2009 Banking competition, housing prices and macroeconomic stability
by Javier Andrés & Óscar J. Arce
2009 Determinants of the Inter-Bank Interest Rate in Argentina
by Alejandra Anastasi & Pedro Elosegui & Máximo Sangiácomo
2009 Bond Liquidity Premia
by Jean-Sébastien Fontaine & René Garcia
2009 The US Term Structure and Central Bank Policy
by Weber, Enzo & Wolters, Jürgen
2009 Credit Rationing and Exchange-Rate Stabilization: Examining the Relation between Financial Frictions, Exchange-Rate Volatility, Lending Rates, and Capital Inflows
by Gabriel Martinez
2009 Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool
by Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal
2009 ECB Monetary Policy and Term Structure of Interest Rates in the Euro Area: an Empirical Analysis
by Filippo COSSETTI & Francesco GUIDI
2009 Identification of Macroeconomic Factors in Large Panels
by Lasse Bork & Hans Dewachter & Romain Houssa
2009 Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates
by Borus Jungbacker & Siem Jan Koopman & Michel van der Wel
2009 Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach
by Lasse Bork
2009 Should we Discount the Far-Distant Future at its Lowest Possible Rate?
by Gollier, Christian
2009 An Analysis On The Monetary Policy Interest Rate Channel In The Transmission Of The Monetary Impulse
by Glod, Alina Georgeta & Mosneanu, Elena Ana & Balasescu, Florin
2009 Interest Rate Setting on the Swiss Franc Repo Market
by Sébastien Kraenzlin
2009 Determinants of the Yield Curve - a Model for the Relationship Between Risk and Yield
by Carr, Douglas
2009 Detection of Structural Breaks in Copula Models
by Brodsky, Boris & Penikas, Henry & Safaryan, Irina
2009 The Financial Indicators Leading Real Economic Activity - the Case of Poland
by Szymon Grabowski
2009 Monetary policy and prediction of variability
by Karel Brůna
2009 Valuation of Convexity Related Interest Rate Derivatives
by Jiří Witzany
2009 The role of MNB bills in domestic financial markets. What is the connection between the large volume of MNB bills, bank lending and demand in the government securities markets?
by Csaba Balogh
2009 The German Sub-national Government Bond Market: Structure, Determinants of Yield Spreads and Berlin's Forgone Bail-out
by Alexander Schulz & Guntram B. Wolff
2009 Interest rates and inflation: What are the links?
by Malcolm Sawyer
2009 Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking
by Hyun Shin & Reint Gropp
2009 Futures Contract Rates as Monetary Policy Forecasts
by Giuseppe Ferrero & Andrea Nobili
2009 Does the Law of One Price Hold in Euro-Area Retail Banking? An Empirical Analysis of Interest Rate Differentials across the Monetary Union
by Massimiliano Affinito & Fabio Farabullini
2009 Does the Expectation Hypothesis Hold at the Shortest End of the Term Structure?
by Uesugi, Iichiro & Yamashiro, Guy M.
2009 Modeling the term structure of interest rates on Russian government bonds in 2000 – 2008
by Drobyshevsky Sergey & Lugovoy Oleg & Astafieva Ekaterina & Burkova N. Yu.
2009 Interest rate exogeneity: Theory, evidence and policy issues for the U.S. economy
by Robert Pollin
2009 Exogeneidad del tipo de interés: teoría, evidencia y temas de política para la economía estadounidense
by Robert Pollin
2009 La influencia del tipo de interés en los precios. Una reinterpretación heterodoxa de Wicksell
by Eladio Febrero Paños & María José Calderón Milán
2009 Pricing Foreign Equity Options with Stochastic Correlation and Volatility
by Jun Ma
2009 On the purchasing power parity for Latin-American countries
by Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade
2009 Interactions between US and UK interest rates and news spillovers: the impact of the EMU
by Yves Kuhry & Sukriye Tuysuz
2009 The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing
by John Driffill & Turalay Kenc & Martin Sola & Fabio Spagnolo
2009 The Effect of Interest Rates on Consumer Credit in Turkey
by Mustafa Ibicioglu & Mehmet Baha Karan
2009 An Empirical Analysis of Short Term Interest Rate Models for Turkey
by Hasan Sahin & Ismail H. Genç
2009 An Assessment of the Competition in the Banking Industry: Empirical Evidence from Argentina with Data at Bank Level
by Héctor Gustavo González Padilla
2009 Considerations Regarding The Influence Of The Base Leading Rate Over Investment Projects Financed By Eu Funds
by Attila Tamas Szora & Iulian Bogdan Dobra
2009 The British public atitude survey regarding inflation and interest rates
by Marius HERBEI & Florin DUMITER
2009 Understanding the Forward Premium Puzzle: A Microstructure Approach
by Craig Burnside & Martin Eichenbaum & Sergio Rebelo
2009 Optimal Monetary Policy Rules in an Estimated Sticky-Information Model
by Ricardo Reis
2009 A Black Swan in the Money Market
by John C. Williams & John B. Taylor
2009 Monetary Policy Analysis with Potentially Misspecified Models
by Marco Del Negro & Frank Schorfheide
2008 Modelling non-linear comovements between time series
by Catherine Kyrtsou & Costas Vorlow
2008 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 Tramo corto de la curva de rendimientos, cambio de régimen inflacionario y expectativas de inflación en Colombia
by Arango, Luis Eduardo & Flórez, Luz Adriana
2008 The 'New Consensus Macroeconomics' in the Light of the Current Crisis
by Elias Karakitsos
2008 Monetary Policy Implementation and the Federal Funds Rate
by Nautz, Dieter & Schmidt, Sandra
2008 Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model
by Giese, Julia V.
2008 A value at risk analysis of credit default swaps
by Scheicher, Martin & Raunig, Burkhard
2008 Market conditions, default risk and credit spreads
by Tang, Dragon Yongjun & Yan, Hong
2008 The German sub-national government bond market: evolution, yields and liquidity
by Schulz, Alexander & Wolff, Guntram B.
2008 The single monetary policy and domestic macro-fundamentals: Evidence from Spain
by Michael G. Arghyrou & Maria Dolores Gadea
2008 (How) Will the Euro Affect Inflation in the Czech Republic? A contribution to the current debate
by Tomás Slacík
2008 Are Central Banks following a linear or nonlinear (augmented) Taylor rule?
by Castro, Vítor
2008 A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models
by Leo Krippner
2008 Monetary policy with signal extraction from the bond market
by Kristoffer Nimark
2008 Considerations on Interest Rate Exogeneity
by Robert Pollin
2008 On Model Selection and Markov-Switching: An Empirical Examination of Term Structure Models with Regime Shifts
by John Driffill & Turalay Kenc & Martin Sola & Fabio Spagnolo
2008 Changes in the Terms of Trade and Canada's Productivity Performance
by Diewert, Erwin
2008 The process of convergence towards the euro for the Visegrad-4 countries
by Giuliana Passamani
2008 The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve
by Claus Brand & Daniel Buncic & Jarkko Turunen
2008 How monetary policy committees impact the volatility of policy rates
by Etienne Farvaque & Norimichi Matsueda & Pierre-Guillaume Méon
2008 Intelligible Factors for the Yield Curve
by Yvan Lengwiler & Carlos Lenz
2008 Central Bank Misperceptions and the Role of Money in Interest Rate Rules
by Guenter Beck & Volker Wieland
2008 Further Results on a Black Swan in the Money Market
by John Taylor & John Williams
2008 Monetary Policy Rules for Convergence to the Euro
by Lucjan T. Orlowski
2008 Liquidity and Asset Prices
by Raphael A. Espinoza & Dimitrios P. Tsomocos
2008 A Term Structure Decomposition of the Australian Yield Curve
by Richard Finlay & Mark Chambers
2008 Monetary Transmission and the Yield Curve in a Small Open Economy
by Mariano Kulish & Daniel Rees
2008 The term structure and the expectations hypothesis: a threshold model
by Modena, Matteo
2008 Bond risk premia, macroeconomic fundamentals and the exchange rate
by Taboga, Marco & Pericoli, Marcello
2008 The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey
by Omay, Tolga
2008 The macroeconomic determinants of remittances in Bangladesh
by Hasan, Mohammad Monirul
2008 European Business Fluctuations in the Austrian Framework
by Parnaudeau, Miia
2008 International parity relations between Poland and Germany: a cointegrated VAR approach
by Stazka, Agnieszka
2008 Two Curves, One Price :Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves
by Bianchetti, Marco
2008 Price informativeness and predictability: how liquidity can help
by Lin, William & Tsai, Shih-Chuan & Sun, David
2008 The day-to-day interbank market, volatility, and central bank intervention in a developing economy
by Sánchez-Fung, José R.
2008 An Analytical Review of Different Concepts of Riba (Interest) in the Sub-Continent
by Aziz, Farooq & Mahmud, Muhammad & Karim, Emadul
2008 Covered Interest Rate Parity: The Case of the Czech Republic
by Bednarik, Radek
2008 Short and long run tests of the expectations hypothesis: the Portuguese case
by Silva Lopes, Artur C. B. da & Monteiro, Olga Susana
2008 Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity
by Lucchetti, Riccardo & Palomba, Giulio
2008 What does a financial system say about future economic growth?
by Grabowski, Szymon
2008 The High Cross-Country Correlations of Prices and Interest Rates
by Henriksen, Espen & Kydland, Finn & Sustek, Roman
2008 The Relativity Theory Revisited: Is Publishing Interest Rate Forecasts Really so Valuable?
by Brzoza-Brzezina, Michal & Kot, Adam
2008 Capital Formation and Capital Stock in Indonesia, 1950-2007
by Pierre van der Eng
2008 Liquidity and Asset Prices
by Raphael A. Espinoza & Dimitrios P. Tsomocos
2008 Have Long-term Financial Trends Changed the Transmission of Monetary Policy?
by Boris Cournède & Rudiger Ahrend & Robert Price
2008 The Euro Changeover in the Slovak Republic: Implications for Inflation and Interest Rates
by Felix Hüfner & Isabell Koske
2008 Explaining Movements in the NZ Dollar - Central Bank Communication and the Surprise Element in Monetary Policy?
by Özer Karagedikli & Pierre L. Siklos
2008 Some benefits of monetary policy transparency in New Zealand
by Aaron Drew & Özer Karagedikli
2008 Interest Rate Transmission in a Dollarized Economy: the Case of Serbia
by Milan Aleksiæ & Ljiljana Ðurðeviæ & Mirjana Paliæ & Nikola Tasiæ
2008 Interest Rate Transmission in a Dollarized Economy: the Case of Serbia
by Milan Aleksic & Ljiljana Djurdjevic & Mirjana Palic & Nikola Tasic
2008 Are Central Banks following a linear or nonlinear (augmented) Taylor rule?
by Vítor Castro
2008 Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation
by Olivier Coibion & Yuriy Gorodnichenko
2008 Competitive Lending with Partial Knowledge of Loan Repayment
by William A. Brock & Charles F. Manski
2008 Liquidity and Market Crashes
by Jennifer Huang & Jiang Wang
2008 A Black Swan in the Money Market
by John B. Taylor & John C. Williams
2008 Rare Disasters and Exchange Rates
by Emmanuel Farhi & Xavier Gabaix
2008 Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
by Xavier Gabaix
2008 The Relativity Theory Revisited: Is Publishing Interest Rate Forecasts Really so Valuable?
by Adam Kot & Michal Brzoza-Brzezina
2008 It’s not only WHAT is said, it’s also WHO the speaker is. Evaluating the effectiveness of central bank communication
by Marek Rozkrut
2008 Central bank misperceptions and the role of money in interest rate rules
by Guenter Beck & Volker Wieland
2008 Imperfect information, macroeconomic dynamics and the yield curve : an encompassing macro-finance model
by Hans Dewachter
2008 Identification of Macroeconomic Factors in Large Panels
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2008 Structural breaks in the lending interest rate pass-through and the euro
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2008 Corporate Interest Rates and the Financial Accelerator in the Czech Republic
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2008 Bank Lending, Housing and Spreads
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2008 Adaptive Forecasting of the EURIBOR Swap Term Structure
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2008 What Drives Hong Kong Dollar Swap Spreads: Credit or Liquidity?
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2008 Complete Monotonicity of the Representative Consumer's Discount Factor
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2008 Firm Age and the Evolution of Borrowing Costs: Evidence from Japanese Small Firms
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2008 The Monetary Policy Decision-Making Process and the Term Structure of Interest Rates
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2008 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates
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2008 A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions
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by Zagaglia, Paolo
2008 The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices
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2008 The Term Structure and the Expectations Hypothesis: a Threshold Model
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2008 A Long-Run Risks Model of Asset Pricing with Fat Tails
by Zhiguang Wang & Prasad V. Bidarkota
2008 Incomplete Information in a Long Run Risks Model of Asset Pricing
by Prasad V. Bidarkota
2008 The Simultaneity Bias of the Uncovered Interest Rate Parity: Evidence for Brazil
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2008 Valuation of Convexity Related Derivatives
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2008 The ECB and the bond market
by Carlo Favero & Francesco Giavazzi
2008 Estimating Term Structure Equations Using Macroeconomic Variables
by Fair, Ray C.
2008 Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts
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2008 Have Euro Area Government Bond Risk Premia Converged To Their Common State?
by Lorenzo Pozzi & Guido Wolswijk
2008 Estimating Term Structure Equations Using Macroeconomic Variables
by Ray C. Fair
2008 Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels
by Nikolay Gospodinov & Masayuki Hirukawa
2008 Monetary Policy Regimes and the Term Structure of Interest Rates
by Bikbov, Ruslan & Chernov, Mikhail
2008 Inflation Targeting as the New Golden Standard
by Spivak, Avia & Sussman, Nathan
2008 Central Bank Misperceptions and the Role of Money in Interest Rate Rules
by Beck, Günter & Wieland, Volker
2008 The Procyclical Effects of Basel II
by Repullo, Rafael & Suarez, Javier
2008 In Search of a Theory of Debt Management
by Faraglia, Elisa & Marcet, Albert & Scott, Andrew
2008 Learning, Endogenous Indexation and Disinflation in the New-Keynesian Model
by Wieland, Volker
2008 Does Competition Reduce the Risk of Bank Failure?
by Martinez-Miera, David & Repullo, Rafael
2008 Should the Euro Area be Run as a Closed Economy?
by Favero, Carlo A & Giavazzi, Francesco
2008 How Does Liquidity Affect Government Bond Yields?
by Favero, Carlo A & Pagano, Marco & von Thadden, Ernst-Ludwig
2008 The Procyclical Effects Of Basel Ii
by Rafael Repullo & Javier Suarez
2008 Does Competition Reduce The Risk Of Bank Failure?
by Rafael Repullo & David Martínez-Miera
2008 Central Bank Misperceptions and the Role of Money in Interest Rate Rules
by Volker Wieland & Günter W. Beck
2008 Learning, Endogenous Indexation and Disinflation in the New-Keynesian Model
by Volker Wieland
2008 Discounting the Long-Distant Future: A Simple Explanation for the Weitzman-Gollier-Puzzle
by Wolfgang Buchholz & Jan Schumacher
2008 The single monetary policy and domestic macro-fundamentals: Evidence from Spain
by Arghyrou, Michael G & Gadea, Maria Dolores
2008 Constructing Structural VAR Models with Conditional Independence Graphs
by Les Oxley & Marco Reale & Granville Tunnicliffe Wilson
2008 The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices
by Döpke, J. & Funke, M. & Holly, S. & Weber, S.
2008 Monetary Policy and European Unemployment
by Ronald Schettkat & Rongrong Sun
2008 Time-series predictability in the disaster model
by François Gourio
2008 Asymptotic Maturity Behavior of the Term Structure
by Klaas Schulze
2008 An Affine Factor Model of the Greek Term Structure
by Hiona Balfoussia
2008 Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve
by Joyce, Michael & Kaminska, Iryna & Lildholdt, Peter
2008 A no-arbitrage structural vector autoregressive model of the UK yield curve
by Kaminska, Iryna
2008 Measuring monetary policy expectations from financial market instruments
by Joyce, Michael & Relleen, Jonathan & Sorensen, Steffen
2008 Identifying the interdependence between US monetary policy and the stock market
by Hilde C. Bjørnland & Kai Leitemo
2008 In Search of a Theory of Debt Management
by Elisa Faraglia & Albert Marcet & Andrew Scott
2008 Assessing the shape of the distribution of interest rates: lessons from French individual data
by Lacroix, R.
2008 La prévision des taux d’intérêt à partir de contrats futures : l’apport de variables économiques et financières
by Coffinet, J.
2008 A Macroeconomic Model of the Term Structure of Interest Rates in Mexico
by Josué Fernando Cortés Espada & Manuel Ramos Francia
2008 An Affine Model of the Term Structure of Interest Rates in Mexico
by Josué Fernando Cortés Espada & Manuel Ramos Francia
2008 An Empirical Analysis of the Mexican Term Structure of Interest Rates
by Josué Fernando Cortés Espada & Alberto Torres García & Manuel Ramos Francia
2008 A beta based framework for (lower) bond risk premia
by Stefano Nobili & Gerardo Palazzo
2008 Short-term interest rate futures as monetary policy forecasts
by Giuseppe Ferrero & Andrea Nobili
2008 Uncertainty and the price of risk in a nominal convergence process
by Ricardo Gimeno & José Manuel Marqués
2008 McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates
by Antonio Diez de los Rios
2008 Combining Canadian Interest-Rate Forecasts
by David Jamieson Bolder & Yuliya Romanyuk
2008 Macroeconomic Determinants of the Term Structure of Corporate Spreads
by Jun Yang
2008 Good Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads?
by Philipp Maier & Garima Vasishtha
2008 In Search of a Theory of Debt Management
by Albert Marcet & Elisa Faraglia & Andrew Scott
2008 Mean Reversion in US and International Short Rates
by Charlotte Christiansen
2008 Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model
by Martin Møller Andreasen
2008 The limiting properties of the QMLE in a general class of asymmetric volatility models
by Christian M. Dahl & Emma M. Iglesias
2008 Asymmetric Monetary Policy in the Czech Republic?
by Roman Horvath
2008 The History of Inflation Targeting in the Czech Republic through Optic of a Dynamic General Equilibrium Model
by Jarek Hurnik & Ondra Kamenik & Jan Vlcek
2008 Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model
by Giese, Julia V.
2008 Econometric Model of Interest Rates on Deposits in Montenegro
by Ivana Stešević
2008 La indeterminación del nivel de precios cuando el banco central sigue una regla de tasa de interés
by Lizarazu, Eddy
2008 Forecasting for the Bank's Asset-Liability Management
by Penikas, Henry
2008 Market Discipline and Deposit Insurance
by Peresetsky, Anatoly
2008 Interest rate expectations and macroeconomic shocks affecting the yield curve
by Zoltán Reppa
2008 An Optimal Taylor Rule for Colombia, 1991-2006
by Remberto Rhenals & Juan Pablo Saldarriaga
2008 On prices in the new neoclassical Sythesis in Macroeconomics
by Alexander Tobon
2008 The Yield Curve and the Interest Rates Expectations on Fixed Income Market in Colombia Between 2002 and 2007
by Diego Agudelo Rueda & Mónica Arango Arango
2008 An Analytical Review of Different Concepts of Riba (Interest) in the Sub-Continent
by Farooq Aziz & Muhammad Mahmud & Emad ul Karim
2008 Cambios de la Tasa de Política y su Efecto en la Estructura a Plazo de Colombia
by Luis Eduardo Arango & Andrés González & John Jairo León & Luis Fernando Melo.
2008 Interest Rate Pass-Through in Colombia: a Micro-Banking Perspective
by Rocío Betancourt & Hernando Vargas & Norberto Rodríguez.
2008 Modeling Short-Term Interest Rate Spreads in the Euro Money Market
by Nuno Cassola & Claudio Morana
2008 The History of Inflation Targeting in the Czech Republic Through the Lens of a Dynamic General Equilibrium Model
by Jaromír Hurník & Ondøej Kameník & Jan Vlèek
2008 Measuring the Financial Markets’ Perception of EMU Enlargement: The Role of Ambiguity Aversion
by Martin Cincibuch & Matrina Horníková
2008 Monetary Policy Efficiency in the Economies of Central Asia
by Asel Isaková
2008 Análisis empírico de la relación entre las tasas de interés forward subyacentes al mercado Mexicano de swaps de TIIE
by Jesús Bravo Pliego
2008 Great Moderation(s) and US Interest Rates: Unconditional Evidence
by James M. Nason & Gregor W. Smith
2008 Developments in repo markets during the financial turmoil
by Peter Hördahl & Michael R King
2008 The ABX: how do the markets price subprime mortgage risk?
by Ingo Fender & Martin Scheicher
2008 The inflation risk premium in the term structure of interest rates
by Peter Hördahl
2008 Monetary operations and the financial turmoil
by Claudio Borio & William Nelson
2008 Overlapping Generations: The First Jubilee
by Philippe Weil
2008 Default Risk and Income Fluctuations in Emerging Economies
by Cristina Arellano
2008 Variable Rare Disasters: A Tractable Theory of Ten Puzzles in Macro-finance
by Xavier Gabaix
2008 Should the Euro Area Be Run as a Closed Economy?
by Carlo Favero & Francesco Giavazzi
2008 The Economics of Climate Change
by Nicholas Stern
2007 THE SGP and the ECB an exercise in asymmetry
by Mayes, David & Viren , Matti
2007 Emerging Markets’ Deficits, Privatization, and Interest Rates
by Walker, David A.
2007 Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure
by Mark E. Wohar & Robert Sollis
2007 Devlet iç borçlanma senetleri için getiri eğrisi tahmini
by Özge AKINCI & Burcu GÜRCİHAN & Refet GÜRKAYNAK & Özgür ÖZEL
2007 Nominal and Real Interest Rates during an Optimal Disinflation in New Keynesian Models
by Marcus Hagedorn
2007 What Explains the Spread Between the Euro Overnight Rate and the ECB's Policy Rate?
by Linzert, Tobias & Schmidt, Sandra
2007 Debt and Interest Rates: The U.S. and the Euro Area
by Frankel, Jeffrey & Chinn, Menzie D.
2007 Explaining the US bond yield conundrum
by Bandholz, Harm & Clostermann, Jörg & Seitz, Franz
2007 The yield spread and GDP growth - Time Varying Leading Properties and the Role of Monetary Policy
by Hogrefe, Jens
2007 Monetary policy and core inflation
by Lenza, Michele
2007 Simple interest rate rules with a role for money
by Scharnagl, Michael & Gerberding, Christina & Seitz, Franz
2007 Money in monetary policy design under uncertainty: the Two-Pillar Phillips Curve versus ECB-style cross-checking
by Beck, Günter W. & Wieland, Volker
2007 An affine macro-finance term structure model for the euro area
by Lemke, Wolfgang
2007 Money-based interest rate rules: lessons from German data
by Gerberding, Christina & Seitz, Franz & Worms, Andreas
2007 Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure
by Archontakis, Theofanis & Lemke, Wolfgang
2007 Term Structure Dynamics in a Monetary Economy with Learning
by Sadayuki Ono
2007 Real economic activity and state of financial markets
by Szymon Grabowski
2007 Real Convergence, Price Level Convergence and Inflation Differentials in Europe
by Balazs Egert
2007 Listening Without Understanding
by Menno Middeldorp & Clemens Kool & Stephanie Rosenkranz
2007 Approximating Monetary Policy: Case Study for the ASEAN-5
by Arief Ramayandi
2007 Yield curve reaction to macroeconomic news in Europe :disentangling the US influence
by Marie Brière & Florian Ielpo
2007 Globalization, markups and the natural rate of interest
by Jean-Marc Natal & Nicolas Stoffels
2007 An Orthogonal Polynomial Approach to Estimate the Term Structure of Interest Rates
by Hans-Jürg Büttler
2007 Automated Likelihood Based Inference for Stochastic Volatility Models
by Hans J. Skaug & Jun Yu
2007 Automated Likelihood Based Inference for Stochastic Volatility Models
by Jun Yu
2007 How Does Liquidity Affect Government Bond Yields?
by Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden
2007 Endogenous State Prices, Liquidity, Default, and the Yield Curve
by Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos
2007 Anticipated Fiscal Policy and Adaptive Learning
by George Evans & Seppo Honkapohja & Kaushik Mitra
2007 A Theoretically Defensible Measure of Risk: Using Financial Market Data from a Middle Income Context
by Johannes Fedderke & Neryvia Pillay
2007 Learning About the Term Structure and Optimal Rules for Inflation Targeting
by Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger
2007 The Spatial Distribution of Manufacturing in South Africa 1970-1996, its Determinants and Policy Implications
by Johannes Fedderke & Alexandra Wollnik
2007 Asset Pricing in a Production Economy with ChewÐDekel Preferences
by Claudio Campanale & Rui Castro & Gian Luca Clementi
2007 Re-examining the Importance of Trade Openness for Aggregate Instability
by Stephen McKnight & Alexander Mihailov
2007 Investment and Interest Rate Policy in the Open Economy
by Stephen McKnight
2007 Re-examining the Importance of Trade Openness for Aggregate Instability
by Stephen McKnight & Alexander Mihailov
2007 Investment and Interest Rate Policy in the Open Economy
by Stephen McKnight
2007 Real Indeterminacy and the Timing of Money in Open Economies
by Stephen McKnight
2007 Why Central Banks Smooth Interest Rates? A Political Economy Explanation
by Carlos Montoro
2007 Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models
by Andrea Carriero
2007 A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates
by Andrea Carriero
2007 The Curse of Irving Fisher (Professional Forecasters' Version)
by Gregor W. Smith & James Yetman
2007 Great Moderation(s) and U.S. Interest Rates: Unconditional Evidence
by James M. Nason & Gregor W. Smith
2007 The Forward Premium of Euro Interest Rates
by Sónia Costa & Ana Beatriz Galvão
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
2007 Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK
by Tuysuz, Sukriye & Kuhry, Yves
2007 Central Bank transparency and the U.S. interest rates level and volatility response to U.S. news
by TUYSUZ, Sukriye
2007 Monetary Policy In Islamic Economic Framework: Case of Islamic Republic of Iran
by Kiaee, Hasan
2007 Liquidity-adjusted benchmark yield curves: a look at trading concentration and information
by Lin, William & Sun, David
2007 Estimation of the Equilibrium Interest Rate: Case of CFA zone
by Dramani, Latif & Laye, Oumy
2007 The expectations hypothesis of the term structure: some empirical evidence for Portugal
by Silva Lopes, Artur C. & M. Monteiro, Olga Susana
2007 CMS swaps in separable one-factor Gaussian LLM and HJM model
by Henrard, Marc
2007 The irony in the derivatives discounting
by Henrard, Marc
2007 Explaining the US Bond Yield Conundrum
by Bandholz, Harm & Clostermann, Joerg & Seitz, Franz
2007 An Analytical Solution for the Interest Rate Reaction Function in a Neo- Keynesian Economy Using the Undetermined Coefficients Method
by Arend, Mario
2007 Debt-deficit dynamics in India and macroeconomic effects: A structural approach
by Kannan, R & Singh, Bhupal
2007 Skewed Libor Market Model and Gaussian HJM explicit approaches to rolled deposit options
by Henrard, Marc
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.
2007 Investment and Monetary Policy: Learning and Determinacy of Equilibrium
by John Duffy & Wei Xiao
2007 Determinants of Interest Spread in Pakistan
by Idrees Khawaja & Musleh-ud Din
2007 Kelet-közép európai devizaárfolyamok elõrejelzése határidõs árfolyamok segítségével
by Zsolt Darvas & Zoltán Schepp
2007 Endogenous State Prices, Liquidity, Default, and the Yield Curve
by Raphael A. Espinoza & Dimitrios P Tsomocos
2007 Anticipated Fiscal Policy and Adaptive Learning
by George W. Evans & Seppo Honkapohja & Kaushik Mitra
2007 The Explanatory Power of Monetary Policy Rules
by John B. Taylor
2007 Housing and Monetary Policy
by John B. Taylor
2007 The Long and the Short End of the Term Structure of Policy Rules
by Josephine M. Smith & John B. Taylor
2007 No-Arbitrage Taylor Rules
by Andrew Ang & Sen Dong & Monika Piazzesi
2007 Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Prices
by Xavier Gabaix
2007 Cracking the Conundrum
by David K. Backus & Jonathan H. Wright
2007 Mortgage Timing
by Ralph S.J Koijen & Otto Van Hemert & Stijn Van Nieuwerburgh
2007 Why Do Emerging Economies Borrow Short Term?
by Fernando A. Broner & Guido Lorenzoni & Sergio L. Schmukler
2007 The Term Structure of Real Rates and Expected Inflation
by Andrew Ang & Geert Bekaert & Min Wei
2007 The Demand for Treasury Debt
by Arvind Krishnamurthy & Annette Vissing-Jorgensen
2007 The determinants of stock and bond return comovements
by Lieven Baele & Geert Bekaert & Koen Inghelbrecht
2007 Further evidence on the impact of economic news on interest
by Dominique Guégan & Florian Ielpo
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
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
2007 Are Euro Interest Rates led by FED Announcements?
by Andrea Monticini & Giacomo Vaciago
2007 Asset pricing implications for a New Keynesian model
by Bianca De Paoli, Alasdair Scott, Olaf Weeken
2007 Endogenous Cycles and Liquidity Risk
by Jos van Bommel
2007 Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates
by Zsolt Darvas & Zoltán Schepp
2007 The Expectations Hypothesis of Term Structure of Interest Rates Revisited
by Fabrizio Casalin
2007 Emerging Market Sovereign Spreads, Global Financial Conditions and U.S. Macroeconomic News
by Fatih Ozatay & Erdal Ozmen & Gülbin Sahinbeyoglu
2007 Complete Monotonicity of the Representative Consumer's Discount Factor
by Chiaki Hara
2007 Shifts in the Inflation Target and Communication of Central Bank Forecasts
by Mewael F. Tesfaselassie
2007 Money market uncertainty and retail interest rate fluctuations: A cross-country comparison
by Burkhard Raunig & Johann Scharler
2007 An "Almost-Too-Late" Warning Mechanism For Currency Crises
by Jesus Crespo Cuaresma & Tomas Slacik
2007 Mr. Wicksell and the global economy: What drives real interest rates?
by Michal Brzoza-Brzezina & Jesus Crespo Cuaresma
2007 Expectations Hypothesis Tests in the Presence of Model Uncertainty
by Erdenebat Bataa & Dong H. Kim & Denise R. Osborn
2007 Robust Equilibrium Yield Curves
by Isaac Kleshchelski & Nicolas Vincent
2007 The Long-run Risk Model: Dynamics and Cyclicality of Interest Rates
by Hasseltoft, Henrik
2007 Accounting Transparency and the Term Structure of Credit Default Swap Spreads
by Bajlum, Claus & Tind Larsen, Peter
2007 What determines commercial banks’ demand for reserves in the interbank market
by Kempa, Michal
2007 Monetary policy, expected inflation and inflation risk premia
by Ravenna , Federico & Seppälä, Juha
2007 Dutch disease scare in Kazakhstan: Is it real?
by Égert , Balázs & Leonard, Carol S.
2007 An "almost-too-late" warning mechanism for currency crises
by Crespo Cuaresma, Jesýs & Slacik, Tomas
2007 Macroeconomic Determinants of Bank Spread in Brazil: An Empirical Evaluation
by Guilherme Jonas Costa da Silva & José Luís Oreiro & Luiz Fernando de Paula
2007 Estimating Time-Varying Policy Neutral Rate in Real Time
by Roman Horváth
2007 The Political Economy of Infrastructure Investment in India
by Chetan Ghate
2007 On Depth and Retrospect: “I Forget, and Forgive – but I Discount”
by Ana Paula Martins
2007 Future Fiscal and Budgetary Shocks
by Hian Teck Hoon & Edmund S. Phelps
2007 Determinants of Interest Spread in Pakistan
by Idrees Khawaja & Musleh-ud Din
2007 How committees reduce the volatility of policy rates
by Etienne Farvaque & Norimichi Matsueda & Pierre-Guillaume Méon
2007 Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters
by Siem Jan Koopman & Max I.P. Mallee & Michel van der Wel
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
2007 Government Risk Premiums in the Bond Market: EMU and Canada
by Schuknecht, Ludger & von Hagen, Jürgen & Wolswijk, Guido
2007 Fiscal Insurance and Debt Management in OECD Economies
by Faraglia, Elisa & Marcet, Albert & Scott, Andrew
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
2007 Why Do Emerging Economies Borrow Short Term?
by Broner, Fernando A & Lorenzoni, Guido & Schmukler, Sergio
2007 Anticipated Fiscal Policy and Adaptive Learning
by Evans, George W & Honkapohja, Seppo & Mitra, Kaushik
2007 Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set
by Favero, Carlo A & Niu, Linlin & Sala, Luca
2007 Money in Monetary Policy Design under Uncertainty: The Two-Pillar Phillips Curve versus ECB-Style Cross-Checking
by Beck, Günter & Wieland, Volker
2007 Money in Monetary Policy Design: A Formal Characterization of ECB-Style Cross-Checking
by Beck, Günter & Wieland, Volker
2007 The Time-Varying Policy Neutral Rate in Real Time: A Predictor for Future Inflation?
by Roman Horvath
2007 Inflation Targeting and Communication: Should the Public Read Inflation Reports or Tea Leaves?
by Ales Bulir & Katerina Smidkova & Viktor Kotlan & David Navratil
2007 Measuring the Financial Markets' Perception of EMU Enlargement: The Role of Ambiguity Aversion
by Martin Cincibuch & Martina Hornikova
2007 Credit Elasticities in Less-Developed Economies: Implications for Microcredit
by Dean Karlan & Jonathan Zinman
2007 Money in Monetary Policy Design under Uncertainty: A Formal Characterization of ECB-Style Cross-Checking
by Guenter W. Beck & Volker Wieland
2007 Money in Monetary Policy Design under Uncertainty: The Two-Pillar Phillips Curve versus ECB-Style Cross-Checking
by Guenter W. Beck & Volker Wieland
2007 A Role Model for China? Exchange Rate Flexibility and Monetary Policy in Japan
by Gunther Schnabl & Christian Danne
2007 Monetary Policy Committees and Interest Rate Smoothing
by Carlos Montoro
2007 Fiscal Harmonization in the Presence of Public Inputs
by Gonzalo Fernández de Córdoba & José L. Torres
2007 Anticipated Fiscal Policy and Adaptive Learning
by Evans, G.W. & Honkapohja ,S. & Mitra, K.
2007 Determinants of the time varying risk premia
by Pornpinun Chantapacdepong
2007 Subjective Evaluation Of Delayed Risky Outcomes: An Experimental Approach
by Uri Ben-Zion & Jan Pieter Krahnen & TAL SHAVIT
2007 Switching VARMA Term Structure Models - Extended Version
by Monfort, A. & Pegoraro, F.
2007 Euro Area Market Reactions to the Monetary Developments Press Release
by Coffinet, J. & Gouteron, S.
2007 Determinants of long-term interest rates in the United States and the euro area: A multivariate approach
by De Loubens, A. & Idier, J. & Jardet, C.
2007 Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework
by Jardet, C. & Le Fol, G.
2007 Have real interest rates really fallen that much in Spain?
by Roberto Blanco & Fernando Restoy
2007 A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate
by Fousseni Chabi-Yo & Jun Yang
2007 The Zero Bound on Nominal Interest Rates: Implications for the Optimal Monetary Policy in Canada
by Claude Lavoie & Hope Pioro
2007 ‘This Arbitrary Rearrangement of Riches’: an Alternative Theory of the Costliness of Inflation
by William Coleman
2007 Spatial Persistence of Demographic Shocks and Economic Growth
by Théophile Azomahou & Claude Diebolt & Tapas Mishra
2007 Fiscal harmonization in the presence of public inputs
by Gonzalo Fernández-de-Córdoba & José L. Torres
2007 Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates
by Charlotte Christiansen
2007 Does it Pay to Watch Central Bankers’ Lips? The Information Content of ECB Wording
by Friedrich Heinemann & Katrin Ullrich
2007 The Predictive Power of Interest Rates Spread for Economic Activity
by Raffaele Passaro
2007 Economic transparency and poverty
by Helder Ferreira De Mendonça & Josè Simao Filho
2007 Economic transparency and poverty
by Helder Ferreira De Mendonça & Josè Simao Filho
2007 The interest rate transmission mechanism and the management of interest margin in the context of Czech national bank disinflation policy
by Karel Brůna
2007 The impact of fresh releases on the yield curve
by Vladimir Pikora
2007 Monetary policy, trend inflation changes and volatility of interest rates relations: an analysis of long-term interest rate dynamics in the context of changes in czech national bank repo rate
by Karel Brůna
2007 The flattening of the yield curve : causes and economic policy implications
by M. Collin
2007 The liquidity management of the Eurosystem during the period of financial turmoil
by Luc Aucremanne & Jef Boeckx & Olivier Vergote
2007 The theory and practice of interest rate smoothing
by Ágnes Csermely & András Rezessy
2007 The Determinants of Sovereign Bond Spreads: Theory and Facts From Latin America
by Martín Grandes
2007 Effects of the Quantitative Easing Policy: A Survey of Empirical Analyses
by Hiroshi Ugai
2007 Interest Rate Setting by the ECB, 1999-2006: Words and Deeds
by Stefan Gerlach
2007 Low Nominal Interest Rates: A Public Finance Perspective
by Noritaka Kudoh
2007 Transparency, Disclosure, and the Federal Reserve
by Michael Ehrmann & Marcel Fratzscher
2007 Striving to Be “Clearly Open” and “Crystal Clear”: Monetary Policy Communication of the CNB
by Kateøina Šmídková & Aleš Bulíø
2007 Some Benefits of Monetary-Policy Transparency in New Zealand
by Aron Drew & Özer Karagedikli
2007 The Science and Art of Monetary-Policy Communication
by Martin Èihák
2007 O componente ´custo de oportunidade´ do spread bancário no Brasil: uma abordagem pós-keynesiana
by Carvalho, Carlos Eduardo
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
2007 Modelling The German Yield Curve And Testing The Lucas Critique, 1975-2001
by SANTOS, Carlos & OLIVEIRA, Maria Alberta
2007 Measuring Interest Rates as Determined by Thrift and Productivity
by Woon Gyu Choi
2007 Unit roots and persistence in the nominal interest rate: a confirmatory analysis applied to the OECD
by Diego Romero-Ávila
2007 What drives provincial-Canada yield spreads?
by Laurence Booth & George Georgopoulos & Walid Hejazi
2007 The Canadian macroeconomy and the yield curve: an equilibrium-based approach
by René Garcia & Richard Luger
2007 La demande de titres longs par les non-residents explique-t-elle le bas niveau des taux longs publics americains ?
by Bruno Ducoudre
2007 The Money Market Daily Session :an UHF-GARCH Model Applied to the Portuguese Case Before and After the Introduction Of the Minimum Reserve System of the Single Monetary Policy
by Fatima Sol Murta
2007 Should Monetary Policy Use Long-Term Rates?
by Mariano Kulish
2007 Determinants of bank interest rates and comparisons between Greece and the euro area
by Sophocles N. Brissimis & Thomas Vlassopoulos
2007 The bond market term premium: what is it, and how can we measure it?
by Don H Kim & Athanasios Orphanides
2007 Cracking the Conundrum
by David K. Backus & Jonathan H. Wright
2007 L’accès des PME aux financements bancaires
by GABRIELLI, D.
2007 Les incidences de la réforme de l’usure sur les modalités de financement des PME
by GABRIELLI, D. & HOUSNI-FELLAH, M. & OUNG, V.
2006 Macroeconomic factors in the term structure of interest rates when agents learn
by Thomas Laubach & Robert J. Tetlow & John C. Williams
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 Debt Management Under Complete Markets
by Elisa Faraglia & Albert Marcet & Andrew Scott
2006 Production, Collateral and the Risk-Free Rate
by Geoffrey Dunbar
2006 Time-Varying Risk Premia in the Single European Treasury Bill Market
by Nikolaos Mylonidis
2006 The Role of Banks in the Transmission of Monetary Policy in the Baltics
by Köhler, Matthias & Hommel, Judith & Grote, Matthias
2006 Does money matter in the ECB strategy? New evidence based on ECB communication
by Berger, Helge & de Haan, Jakob & Sturm, Jan-Egbert
2006 How the ECB and US Fed set interest rates
by Belke, Ansgar & Polleit, Thorsten
2006 Fiscal institutions, fiscal policy and sovereign risk premia
by Hallerberg, Mark & Wolff, Guntram B.
2006 Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia
by Bernoth, Kerstin & Wolff, Guntram B.
2006 Bond pricing when the short term interest rate follows a threshold process
by Lemke, Wolfgang & Archontakis, Theofanis
2006 The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the term spread
by Offermanns, Christian J. & Nautz, Dieter
2006 Interest Rate Pass-Through in Central and Eastern Europe: Reborn from Ashes Merely to Pass Away?
by Balázs Égert & Jesus Crespo-Cuaresma & Thomas Reininger
2006 Real-Time Time-Varying Equilibrium Interest Rates: Evidence on the Czech Republic
by Roman Horváth
2006 Foreign Exchange Risk Premium Determinants: Case of Armenia
by Tigran Poghosyan & Evzen Kocenda &
2006 A Yield Curve Perspective on Uncovered Interest Parity
by Leo Krippner
2006 A Yield Curve Perspective on Uncovered Interest Parity
by Leo Krippner
2006 Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada
by Ruby Shih & David E. A. Giles
2006 A Further Look into the Demography-based GDP Forecasting Method
by Tapas K. Mishra
2006 Sovereign Risk Premiums in the European Government Bond Market
by Bernoth, Kerstin & Hagen, Jürgen von & Schuknecht, Ludger
2006 The Determinants of Sovereign Spreads in Emerging Markets
by Olcay Yucel Culha & Fatih Ozatay & Gulbin Sahinbeyoglu
2006 Determinants of long-term interest rates in the Scandinavian countries
by Suzan Hol
2006 Market Reactions to Central Bank Communication Policies :Reading Interest Rate Options Smiles
by Marie Brière
2006 On the Expectations Hypothesis in US Term Structure
by Erdenebat Bataa & Dong Heon Kim & Denise R. Osborn
2006 The term structure of inflation risk premia and macroeconomic dynamics
by Peter Hördahl & Oreste Tristani & David Vestin
2006 Monetary Policy and the Term Structure of Interest Rates
by Federico Ravenna & University of California & Juha Seppala & University of Illinois
2006 The Fractional OU Process: Term Structure Theory and Application
by Esben Hoeg & Per Frederiksen
2006 Macroeconomic Models and the Yield Curve
by Jagjit Chadha & Sean Holly
2006 Endogenous State Prices, Liquidity, Default, and the Yield Curve
by Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos
2006 Taking Personalities out of Monetary Policy Decision Making? Interactions, Heterogeneity and Committee Decisions in the Bank of England’s MPC
by Arnab Bhattacharjee & Sean Holly
2006 Labour and Product Market Reforms in the Economy with Distortionary Taxation
by Nikola Bokan & Andrew Hughes Hallett
2006 Using Taylor Rules to Assess the Relative Activism of the European Central Bank, the Bank of England and the Federal Reserve Board
by David Cobham
2006 Testing for Parameter Stability in Dynamic Models Across Frequencies
by Bertrand Candelon & Gianluca Cubadda
2006 Alongamento dos títulos de renda fixa no Brasil
by Márcio Gomes Pinto Garcia & Juliana Salomão
2006 Monetary Policy Rules and Exchange Rates:A Structural VAR Identified by No Arbitrage
by Sen Dong
2006 Growth-Indexed Bonds in Emerging Markets: a Quantitative Approach
by Andre Faria
2006 Why Do Emerging Economies Borrow Short Term?
by Fernando Broner & Guido Lorenzoni & Sergio Schmuckler
2006 Measuring the Natural Interest Rate for the Peruvian Economy
by Paul Castillo & Carlos Montoro & Vicente Tuesta
2006 Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market
by Kristoffer Nimark
2006 Term Structure Rules for Monetary Policy
by Mariano Kulish
2006 Identifying asset price booms and busts with quantile regressions
by José Ferreira Machado & João Sousa
2006 Real-Time Time-Varying Equilibrium Interest Rates: Evidence on the Czech Republic
by Horvath, Roman
2006 Stock Market Development, Capital Accumulation and Growth in India since 1950
by Sarkar, Prabirjit
2006 Further evidence on the impact of economic news on interest rates
by Ielpo, Florian & Guégan, Dominique
2006 Bonds futures: Delta? No gamma!
by Henrard, Marc
2006 Bonds futures and their options: more than the cheapest-to-deliver; quality option and marginning
by Henrard, Marc
2006 Why Are Interest Rates So Low?
by John, Tatom
2006 TIPS Options in the Jarrow-Yildirim model
by Henrard, Marc
2006 An Interpretation of An Affine Term Structure Model for Chile
by Juan Marcelo, Ochoa
2006 A Reinterpretation and Remedy of Keynes’s Liquidity Preference Theory
by Wenge Huang
2006 The Value of Interest Rate Stabilization Policies When Agents are Learning
by John Duffy & Wei Xiao
2006 A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration
by Francis X. Diebold & Lei Ji & Canlin Li
2006 Factors Behind Low Long-Term Interest Rates
by Rudiger Ahrend & Pietro Catte & Robert Price
2006 Testing for short- and long-run causality: a frequency-domain approach
by Breitung, Jörg & Candelon, Bertrand
2006 Testing for parameter stability in dynamic models across frequencies
by Candelon, Bertrand & Cubadda, Gianluca
2006 Heterogeneous Expectations and Bond Markets
by Wei Xiong & Hongjun Yan
2006 Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections
by Glenn D. Rudebusch & John C. Williams
2006 International Capital Flows and U.S. Interest Rates
by Francis E. Warnock & Veronica Cacdac Warnock
2006 Modern Macroeconomics in Practice: How Theory is Shaping Policy
by Patrick Kehoe & Varadarajan V. Chari
2006 Can Central Banks Target Bond Prices?
by Kenneth Kuttner
2006 A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives
by Anders B. Trolle & Eduardo S. Schwartz
2006 The term structure of interest rates in a DSGE model
by Marina Emiris
2006 Structural breaks in the interest rate pass-through and the euro. A cross-country study in the euro area and the UK
by Giuseppe Marotta
2006 Multiple breaks in lending rate pass-through A cross country study for the euro area
by Gianluca Di Lorenzo & Giuseppe Marotta
2006 Structural breaks in the interest rate pass-through and the euro. A cross-country study in the euro area and the UK
by Giuseppe Marotta
2006 Multiple breaks in lending rate pass-through A cross country study for the euro area
by Gianluca Di Lorenzo & Giuseppe Marotta
2006 The effect of the MNB’s communication on financial markets
by Péter Gábriel & Klára Pintér
2006 A Factor Model of the Term Structure of Interest Rates and Risk Premium Estimation for Latvia's Money Market
by Viktors Ajevskis & Kristine Vitola
2006 Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models
by Ilias Lekkos & Costas Milas & Theodore Panagiotidis
2006 The Impact of ECB Communication on Financial Market Expectations
by Michael Lamla & Sarah M. Rupprecht
2006 Does Money Matter in the ECB Strategy? New Evidence Based on ECB Communication
by Helge Berger & Jakob de Haan & Jan-Egbert Sturm
2006 Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models
by Costas Milas & Ilias Lekkos & Theodore Panagiotidis
2006 Crowding-out and Crowding-in Effects of Government Bonds Market on Private Sector Investment (Japanese Case Study)
by Abdullatif Alani, Emad M.A.
2006 Modeling The Euro Overnight Rate
by Ángel León & Francis Benito & Juan Nave
2006 Term structure of interest rate. european financial integration
by Hortènsia Fontanals & Elisabet Ruiz & Catalina Bolancé
2006 Indexed Bonds and Revisions of Inflation Expectations
by Reschreiter, Andreas
2006 Financial Structure and its Impact on the Convergence of Interest Rate Pass-through in Europe. A Time-varying Interest Rate Pass-through Model
by Schwarzbauer, Wolfgang
2006 Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem
by Nuno Cassola & Christian Ewerhart & Claudio Morana
2006 British Interest Rate Convergence between the US and Europe: A Recursive Cointegration Analysis
by Enzo Weber
2006 Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks
by Sugita, Katsuhiro
2006 Can a time-varying equilibrium real interest rate explain the excess sensitivity puzzle?
by Alexius, Annika & Welz, Peter
2006 Measuring Expectations
by Kjellberg, David
2006 Chartist Trading in Exchange Rate Theory
by Selander, Carina
2006 Does the Yield Spread Predict the Output Gap in the U.S.?
by Zagaglia, Paolo
2006 The Predictive Power of the Yield Spread under the Veil of Time
by Zagaglia, Paolo
2006 Life-Cycle Housing and Portfolio Choice with Bond Markets
by van Hemert, Otto
2006 Monetary policy and rejections of the expectations hypothesis
by Ravenna , Federico & Seppälä , Juha
2006 Money market volatility, A simulation study
by Kempa , Michal
2006 A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials
by Mathias Hoffmann & Ronald MacDonald
2006 Asset Pricing with Incomplete Information In a Discrete Time Pure Exchange Economy
by Prasad Bidarkota & Brice Dupoyet
2006 On Simple Conditions for Mixed Equilibria in Dualistic Models. Part II: Degree of Coverage
by Ana Paula Martins
2006 On Simple Conditions for Mixed Equilibria in Dualistic Models. Part I: Degree of Mobility
by Ana Paula Martins
2006 A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete
by Peter C. B. Phillips & Jun Yu
2006 Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia
by Kerstin Bernoth & Guntram Wolff
2006 Uncovering Yield Parity: A new insight into the UIP puzzle through the stationarity of long maturity forward rates
by Zsolt Darvas & G�bor Rappai & Zolt�n Schepp
2006 Low inflation, a high net savings surplus and institutional restrictions keep the Japanese long-term interest rate low
by Jansen, Pieter W.
2006 Did capital market convergence lower the effectiveness of the interest rate as a monetary policy tool?
by Jansen, Pieter W.
2006 Random walks and cointegration relationships in international parity conditions between Germany and USA for the Bretton-Woods period
by Bevilacqua, Franco
2006 Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period
by Bevilacqua, Franco
2006 Learning about the Term Structure and Optimal Rules for Inflation Targeting
by Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W.
2006 Monetary Policy, the Bond Market, and Changes in FOMC Communication Policy
by Troy Davig & Jeffrey R. Gerlach
2006 Money and Production, and Liquidity Trap
by Pradeep Dubey & John Geanakoplos
2006 The Term Structure of Interest Rates in the European Union
by Minoas Koukouritakis & Leo Michelis
2006 New-Keynesian Macroeconomics and the Term Structure
by Bekaert, Geert & Cho, Seonghoon & Moreno, Antonio
2006 Learning About the Term Structure and Optimal Rules for Inflation Targeting
by Eijffinger, Sylvester C W & Schaling, Eric & Tesfaselassie, Mewael F.
2006 Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale
by vladimir Borgy & Valérie Mignon
2006 The Role of the IMF in Well-Performing Low-Income Countries
by Steve Radelet
2006 Mean Variance Optimization of Non-Linear Systems and Worst-case Analysis
by Panos Parpas & Berc Rustem & Volker Wieland & Stan Zakovic
2006 Does Money Matter in the ECB Strategy? New Evidence Based on ECB Communication
by Helge Berger & Jan-Egbert Sturm
2006 Foreign Exchange Risk Premium Determinants: Case of Armenia
by Tigran Poghosyan & Evzen Kocenda
2006 Monetary policy before and after the euro: Evidence from Greece
by Arghyrou, Michael G
2006 Interest Rate Clustering in UK Financial Services Markets
by John K. Ashton & Robert Hudson
2006 Macroeconomic Models and the Yield Curve: An assessment of the Fit
by Chadha, J.S. & Holly, S.
2006 Monetary Policy Rules under Heterogeneous Inflation Expectations
by Sophocles N. Brissimis & Nicholas S. Magginas
2006 Term Structure Anomalies: Term Premium or Peso problem?
by JARDET, C.
2006 An empirical analysis of national differences in the retail bank interest rates of the euro area
by Massimiliano Affinito & Fabio Farabullini
2006 House prices and real interest rates in Spain
by Juan Ayuso & Roberto Blanco & Fernando Restoy
2006 Can Affine Term Structure Models Help Us Predict Exchange Rates?
by Antonio Diez de los Rios
2006 A comparative Long-memory Analysis between Spanish, Mexican and U.S. interest rates
by Fernando Espinosa Navarro & Klender Cortez & Roman Jordi Adillon Boladeres
2006 Forecasting US bond yields at weekly frequency
by Riccardo LUCCHETTI & Giulio PALOMBA
2006 An interpretation of an affine term structure model of Chile
by J.Marcelo Ochoa
2006 Spot and foward market intervention during the 1997 Korean currency crisis
by Woosik Moon & Yeongseop Rhee
2006 Spot and foward market intervention during the 1997 Korean currency crisis
by Woosik Moon & Yeongseop Rhee
2006 An Investigation of the German Dominance Hypothesis in the Context of Eastern Enlargement of the EU
by Mete Feridun
2006 Budget Deficit and Interest Rates
by Zdeněk Dvorný
2006 Glenn Rudebusch’s View on the Targeting of Short-Term Interest Rates
by Karel Brůna
2006 Globalisation and monetary policy
by J. Boeckx
2006 Whom should we believe? Information content of the yield curve and analysts’ expectations
by Péter Gábriel & Klára Pintér
2006 EMU and the transmission of monetary policy: evidence from business lending rates
by Boris Hofmann
2006 The Interest Rate Pass-Through in German Banking Groups
by Hiltrud Nehls
2006 The Bond Yield "Conundrum" from a Macro-Finance Perspective
by Glenn D. Rudebusch & Eric T. Swanson & Tao Wu
2006 Financial Market Functioning and Monetary Policy: Japanfs Experience
by Naohiko Baba
2006 The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market
by Naohiko Baba & Motoharu Nakashima & Yosuke Shigemi & Kazuo Ueda
2006 On The Fisher Effect And Inflation Dynamics In Low-Income Countries: An Assessment Of Sub-Saharan Africa Economies
by NANDWA, Boaz
2006 Règle de Taylor vs Règle-icm. Application à la zone euro
by Grégory Levieuge
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
2006 Libéralisation de la rémunération des dépôts à vue en France : premier bilan
by FONTENY, E. & KIERZENKOWSKI, R. & LASCAR, J.
2006 Modélisation et analyse des mécanismes du Club de Paris de rachat de créances par prépaiement
by DANIEL, L. & MANAS, A.
2006 Analyse des taux de soumission aux appels d’offres de l’Eurosystème
by LECINQ, F.
2005 How the Bundesbank really conducted monetary policy
by Christina Gerberding & Franz Seitz & Andreas Worms
2005 Bond Yield Predictability and Estimation of Affine Term Structure Models
by Bovorn Vichiansin
2005 Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations
by Wolfgang Lemke
2005 Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements
by Refet Gürkaynak & Brian Sack
2005 Central bank power is a matter of faith
by Bengtsson, Ingemar
2005 A Note on Deficit, Implicit Debt, and Interest Rates
by Zijun Wang
2005 The Elasticity of Substitution across Maturities in International Capital Markets: A Simple Test
by Drakos, Konstantinos
2005 Dibs Faiz Oranlarında Oynaklığın Koşulu Değişen Varyans Modeli İle Tahmini Ve Öngörülmesi
by Kıvılcım M. ÖZCAN & Suat AYDIN
2005 Does it Pay to Watch Central Bankers' Lips? The Information Content of ECB Wording
by Heinemann, Friedrich & Ullrich, Katrin
2005 The Changing Role of the Yen/Dollar Exchange Rate for Japanese Monetary Policy
by Schnabl, Gunther & Danne, Christian
2005 Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical Approach
by Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo
2005 Liquidity Preference Theory Revisited—To Ditch or to Build on It?
by Joerg Bibow
2005 Modeling Interest Rate Transmission Dynamics In Greece. Is There Any Structural Break After Emu?
by DIONYSIOS CHIONIS & COSTAS LEON
2005 Are Europe's Interest Rates led by FED Announcements?
by Andrea Monticini & Giacomo Vaciago
2005 Interest Rate Rules and the Response to the Output Gap
by Juan Paez-Farrell
2005 The CNB’s Policy Decisions – Are They Priced in by the Markets?
by David Navrátil & Viktor Kotlán
2005 The Role Of Global Risk Aversion In Explaining Latin American Sovereign Spreads
by ALICIA GARCIA HERRERO & ALVARO ORTIZ
2005 The Changing Role of the Yen/Dollar Exchange Rate for Japanese Monetary Policy
by Gunther Schnabl & Christian Danne
2005 Expectations, Bond Yields and Monetary Policy
by Albert Lee Chun
2005 Libor Market Model and Gaussian HJM explicit approaches to option on composition
by Marc Henrard
2005 Convexity adjustment and delivery option in Australian dollar 90 Day Bills Futures
by Marc Henrard
2005 Modelling International Bond Markets with Affine Term Structure Models
by Georg Mosburger & Paul Schneider
2005 Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data
by Karlo Kauko
2005 The intraday price of money: evidence from the e-MID market
by Angelo Baglioni & Andrea Monticini
2005 Bermudan swaptions in Hull-White one-factor model: analytical and numerical approaches
by Marc Henrard
2005 Bond Yield Compression in the Countries Converging to the Euro
by Lucjan T. Orlowski & Kirsten Lommatzsch &
2005 A New Framework for Yield Curve, Output and Inflation Relationships
by Leo Krippner
2005 A New Framework for Yield Curve, Output and Inflation Relationships
by Leo Krippner
2005 Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve
by Leo Krippner
2005 Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve
by Leo Krippner
2005 Investigating the Relationships between the Yield Curve, Output and Inflation using an Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models
by Leo Krippner
2005 Investigating the Relationships between the Yield Curve, Output and Inflation using an Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models
by Leo Krippner
2005 An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models
by Leo Krippner
2005 An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models
by Leo Krippner
2005 A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps
by Carl Chiarella & Christina Nikitopoulos-Sklibosios & Erik Schlogl
2005 The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach
by Carl Chiarella & Hing Hung & Thuy-Duong To
2005 The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach
by Carl Chiarella & Thuy-Duong To
2005 A note on the Malliavin differentiability of the Heston volatility
by Elisa Alòs & Christian-Olivier Ewald
2005 New-Keynesian Macroeconomics and the Term Structure
by Seonghoon Cho & Antonio Moreno & Geert Bekaert
2005 Expectations, Bond Yields and Monetary Policy
by Albert Lee Chun
2005 Curve Forecasting by Functional Autoregression
by A. Onatski & V. Karguine
2005 TIPS: Taking Inflation Premium Seriously
by Min Wei & Stefania D'Amico & Don H. Kim
2005 The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective
by Tao Wu & Glenn Rudebusch
2005 Inflation Targeting, Committee Decision Making and Uncertainty: The Case of the Bank of England’s MPC
by Arnab Bhattacharjee & Sean Holly
2005 Cousin risks: the extent and the causes of positive correlation between country and currency risks
by Marcio Gomes Pinto Garcia & Alexandre Lowenkron
2005 Monetary Policy and the Term Structure of Interest Rates
by Juha Seppala & Federico Ravenna
2005 Tax Riots
by Christopher Phelan & Marco Bassetto
2005 No-Arbitrage Taylor Rules
by Andrew Ang & Sen Dong
2005 Real Indeterminacy and the Timing of Money in Open Economies
by Stephen McKnight
2005 Implied Volatilities of Caps: a Gaussian approach
by Flavio Angelini & Stefano Herzel
2005 Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?
by Andrew Ang & Geert Bekaert & Min Wei
2005 Self-Fulfilling Currency Crises: The Role of Interest Rates
by Christian Hellwig & Arijit Mukherji & Aleh Tsyvinski
2005 Money Growth and Interest Rates
by Seok-Kyun Hur
2005 A less effective monetary transmission in the wake of EMU? Evidence from lending rates pass-through
by Gianluca Di Lorenzo & Giuseppe Marotta
2005 The aim of the present work is to test the predictive power of the term spread in forecasting real economic growth rates and recession probabilities in Italy. According to the most recent literature, the relationship between the term spread and economic growth rates is modelled as a nonlinear one and specifically the Logistic Smooth Transition model is used, while a probit model is implemented to forecast recession probabilities. In both applications evidence supports a relevant informative content of the spread in Italy
by Costanza Torricelli & Marianna Brunetti
2005 A less effective monetary transmission in the wake of EMU? Evidence from lending rates pass-through
by Gianluca Di Lorenzo & Giuseppe Marotta
2005 Repegging of the Lats to the Euro: Implications for the Financial Sector
by Viktors Ajevskis & Armands Pogulis
2005 On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models
by Ilias Lekkos & Costas Milas & Theodore Panagiotidis
2005 On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models
by Ilias Lekkos & Costas Milas & Theodore Panagiotidis
2005 The Term Structure of Interest Rates under Regime Shifts and Jumps
by Shu Wu & Yong Zeng
2005 Monetary Policy and Long-term Interest Rates
by Shu Wu
2005 Interest rate pass-through estimates from vector autoregressive models
by Johann Burgstaller
2005 International Capital Flows and U.S. Interest Rates
by Francis E. Warnock & Veronica C. Warnock
2005 The Yield Curve Slope and Monetary Policy Innovations
by Gamber, Edward N. & Joutz, Frederick L.
2005 Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach
by Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago
2005 US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore
by Giorgio Valente
2005 The Rate of Return of Pay-As-You-Go Pension Systems: A More Exact Consumption-Loan Model of Interest
by Settergren, Ole & Mikula, Boguslaw D.
2005 Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output Gap
by Apel, Mikael & Jansson, Per
2005 Identifying the Interdependence between US Monetary Policy and the Stock Market
by Bjørnland, Hilde C. & Leitemo, Kai
2005 Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations
by Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A.
2005 A framework for understanding inflation - with or without money
by Bengtsson, Ingemar
2005 Identifying the interdependence between US monetary policy and the stock market
by Bjørnland , Hilde & Leitemo, Kai
2005 Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data
by Kauko , Karlo
2005 A Tale of Two Effects
by Paul Evans & Xiaojun Wang
2005 Asset Pricing with Incomplete Information under Stable Shocks
by Prasad V. Bidarkota & Brice V. Dupoyet & J. Huston McCulloch
2005 Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations
by Kjell G. Nyborg & Ulrich Bindseil & Ilya A. Strebulaev
2005 Immunization Using a Parametric Model of the Term Structure
by Jorge Miguel Ventura Bravo & Carlos Manuel Pereira da Silva
2005 Consumer Confidence and Yield Spreads in Europe
by Ferreira García, María Eva & Rubio Irigoyen, Gonzalo & Martínez, María Isabel & Navarro, Eliseo
2005 Central Bank Transparency and Bank Lending rates: Australian Evidence
by Nigel J. Morkel-Kingsbury & David E. Allen
2005 The timing of central bank communication
by Michael Ehrmann & Marcel Fratzscher
2005 How should central banks communicate?
by Michael Ehrmann & Marcel Fratzscher
2005 The natural real interest rate and the output gap in the euro area - a joint estimation
by Julien Garnier & Bjørn-Roger Wilhelmsen
2005 Forecasting the yield curve in a data-rich environment - a no-arbitrage factor-augmented VAR approach
by Emanuel Mönch
2005 Liquidity and real equilibrium interest rates - a framework of analysis
by Livio Stracca
2005 Term structure and the sluggishness of retail bank interest rates in euro area countries
by Gabe de Bondt & Benoit Mojon & Natacha Valla
2005 Communication and decision-making by central bank committees - different strategies, same effectiveness?
by Michael Ehrmann & Marcel Fratzscher
2005 Transparency, disclosure and the Federal Reserve
by Michael Ehrmann & Marcel Fratzscher
2005 The bank lending survey for the euro area
by Jesper Berg & Annalisa Ferrando & Gabe de Bondt & Silvia Scopel
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2005 Term Structure Estimation with Survey Data on Interest Rate Forecasts
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2005 Inflation Expectations in the Czech Interbank Market
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2005 Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England’s MPC
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2005 Why are Returns on Swiss Franc Asset so Low?
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2005 The natural real interest rate and the output gap in the euro area: A joint estimation
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2005 Japan's deflation, problems in the financial system and monetary policy
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2005 The role of the natural rate of interest in monetary policy
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2005 The role of global risk aversion in explaining Latin American sovereign spreads
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2005 The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach
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2005 Interest Rate Rules, Price Determinacy and the Value of Money in a non Ricardian World
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2005 Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters
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2005 The stabilization mechanism of ultra short-term interest rates in the context of Czech national bank's repo tenders
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2005 Special Data Section Domestic Debt Markets in Sub-Saharan Africa
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2005 El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia
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2005 The Behavior of Interest Rate Differentials Under Shifting Exchange Rate Regimes: The Experience of Chile, Colombia and Israel
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2005 America's Deficit, the World's Problem: Keynote Speech
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2005 Marking to Market, Liquidity, and Financial Stability
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2005 Japan's Deflation, Problems in the Financial System, and Monetary Policy
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2005 The "Middle-Risk Gap" and Financial System Reform: Small-Firm Financing in Japan
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2005 Monetary and Fiscal Policy to Escape from a Deflationary Trap
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2005 Determinants of Long-term Interest Rates in the Czech Republic
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2005 Do the Measurements of Financial Market Inflation Expectations Yield Relevant Macroeconomic Information?
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2005 The Monetary Policy Committee’s Reaction Function: An Exercise in Estimation
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2004 Monetary policy and the expectations hypothesis
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2004 Why are long rates sensitive to monetary policy?
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2004 Liquidity Effects in non-Ricardian Economies
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2004 On the Feasibility of Debt Ponzi Schemes - A Bond Portfolio Approach
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2004 Cousin Risks: The Extent and the Causes of Positive Correlation between Country and Currency Risks
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2004 Estimation of the Volatility Structure of the Fixed Income Market
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2004 Intertemporal Consumption and Consumer Demand
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2004 Term Structure Dynamics: A Daily View from the Hungarian Foreign Currency Deposits Markets
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2004 Over- and underbidding in central bank open market operations conducted as fixed rate tender
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2004 Expected budget deficits and interest rate swap spreads - Evidence for France, Germany and Italy
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2004 Interest rate reaction functions for the euro area Evidence from panel data analysis
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2004 How the Bundesbank really conducted monetary policy: An analysis based on real-time data
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2004 Towards a Joint Characterization of Monetary Policy and the Dynamics of the Term Structure of Interest Rates
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2004 The Ideal Inflation Indexed Bond and Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World
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2004 Optimal Monetary Policy under Heterogeneous Expectations
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2004 Are Europe Interest Rates led by FED's Announcements?
by Monticini & Vaciago
2004 The Case for Open-Market Purchases in a Liquidity Trap
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2004 Nonlinear dynamics of interest rate and inflation
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2004 Learning, inflation expectations and optimal monetary policy
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2004 Dynamics of Interest Rate Curve by Functional Auto-Regression
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2004 Liquidity Trap Prevention and Escape: A Simple Proposition
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2004 The Information Content of the Natural Rate of Interest: The Case of Poland
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2004 The Role Of Global Risk Aversion In Explaining Latin American Sovereign Spreads
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2004 Calibration of Interest Rate Models - Transition Market Case
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2004 Riding the Yield Curve: Diversification of Strategies
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2004 Dynamic Risk Profile of the US Term Structure by Wavelet MRA
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2004 Taking Positive Interest Rates Seriously
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2004 Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets
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2004 Overnight Indexed Swaps and Floored Compounded Instrument in HJM One-Factor Model
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2004 On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates
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2004 Structural Breaks, Inflation and Interest Rates: Evidence for the G7 countries
by Jesus Clemente & Antonio Montañes & Marcelo Reyes
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
2004 Trust In Transition: Cross Country And Firm Evidence
by Martin Raiser & Alan Rousso & Franklin Steves
2004 A Note on the Bias of using Futures Rates as a Proxy for the Instantaneous Forward Rate
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2004 A Markovian Defaultable Term Structure Model with State Dependent Volatilities
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2004 A Comparison of Alternative Nonparametric Estimators of the Short Rate Diffusion Coefficient
by Roberto Reno' & Antonio Roma & Stephen Schaefer
2004 Nonparametric Estimation of the Diffusion Coefficient via Fourier Analysis, with Aplication to Short Rate Modeling
by Roberto Reno'
2004 Credit rationing and crowding out during the Industrial Revolution: Evidence from Hoare's Bank, 1702-1862
by Peter Temin & Joachim Voth
2004 Quadratic term structure models with jumps in incomplete currency markets
by Daal, Elton
2004 The value of interest rate stabilization polices when agents are learning
by Duffy, John & Xiao, Wei
2004 Nonparametric Estimation of Convergence of Interest Rates: Effects on Bond Pricing
by Teresa Corzo Santamaría & Javier Gómez Biscarri
2004 Leaning Against the Parity
by Alex Luiz Ferreira
2004 Future Fiscal and Budgetary Shocks
by Hian Teck Hoon & Edmund S Phelps
2004 Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates
by Iryna Kaminska & Andrea Carriero & Carlo A. Favero
2004 Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates
by PeterTillmann
2004 Does the Term Spread Play a Role in the Fed's Reaction Function? An Empirical Investigation
by Jesus Vazquez
2004 Application Of The Kalman Filter For Estimating Continuous Time Term Structure Models: Evidence From The Uk And Germany
by Rana Chatterjee
2004 Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve
by Marco Lyrio & Hans Dewachter
2004 Targeting Inflation by Forecast Feedback Rules in Small Open Economies
by Kai Leitemo
2004 Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information
by P.A. Tinsley & Sharon Kozicki
2004 Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets
by F. DE GRAEVE & O. DE JONGHE & R. VANDER VENNET
2004 A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy
by Tao Wu & Glenn Rudebusch
2004 Modelling the Yield Curve: A Two Components Approach
by John Hatgioannides & Menelaos Karanasos & Marika Karanassou
2004 La Curva de Retorno y el Modelo C-CAPM: Evidencia para Chile
by González, Manuel
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
2004 Estimating a time varying neutral real interest rate for New Zealand
by Olivier Basdevant & Nils Björksten & Özer Karagedikli
2004 The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875-1997
by Michael D. Bordo & Joseph G Haubrich
2004 Monetary and Fiscal Remedies for Deflation
by Alan Auerbach & Maurice Obstfeld
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
2004 Bayesian Analysis of Continuous Time Models of the Australian Short Rate
by Andrew D. Sanford & Gael Martin
2004 Crise de change et politique monétaire optimale dans un modèle de troisième génération : le rôle de la prime de risque
by Vincent Bouvatier
2004 Interest rate pass-through in Hungary
by Csilla Horváth & Judit Krekó & Anna Naszódi
2004 Demand and supply in the ECB's main refinancing operations
by Livio Stracca & Clara Martin Moss & Livio Stracca
2004 Risk factors of inflation-indexed and conventional government bonds and the APT
by Andreas Reschreiter
2004 Macro factors and the term structure of interest rates
by Hans Dewachter
2004 Money market rates and implied CCAPM rates: some international evidence
by Yamin Ahmad
2004 Foreign Exchange and Money Markets in the Context of the Exchange Rate Target Zone
by Viktors Ajevskis & Armands Pogulis & Gunars Berzins
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
2004 The Consumption-Based Determinants of the Term Structure of Discount Rates
by Gollier, Christian
2004 Dedollarization, Indexation and Nominalization: The Chilean Experience
by Luis Oscar Herrera & Rodrigo Valdés
2004 Far Out on the Yield Curve
by Alexius, Annika
2004 Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets
by Beechey, Meredith
2004 Why Are Long Rates Sensitive to Monetary Policy?
by Ellingsen, Tore & Söderström, Ulf
2004 On Finite Dimensional Realizations of Forward Price Term Structure Models
by Gaspar, Raquel M.
2004 General Quadratic Term Structures of Bond, Futures and Forward Prices
by Gaspar, Raquel M.
2004 Heterogeneous information about the term structure, least-squares learning and optimal rules for inflation targeting
by Schaling , Eric & Eijffinger , Sylvester & Tesfaselassie , Mewael
2004 Measuring the long-term perception of monetary policy and the term structure
by Rautureau, Nicolas
2004 A flexible prior distribution for Markov switching autoregressions with Student-t errors
by Deschamps, Philippe J.
2004 The Impact of Fat Tails on Equilibrium Rates of Return and Term Premia
by Prasad V. Bidarkota & Brice V. Dupoyet
2004 The Deficit?Interest Rate Connection: an empirical assessment of the EU
by Carlos Vieira
2004 Jackknifing Bond Option Prices
by Jun Yu & Peter Phillips
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
2004 The Friedman Rule in a Two Sector Small Open Economy
by Alexandre Cunha
2004 A joint econometric model of macroeconomic and term structure dynamics
by Peter Hoerdahl & Oreste Tristani
2004 A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk
by Yong Zeng & Shu Wu
2004 Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates
by Peter Tillmann
2004 Dynamics of Interest Rate Curve by Functional Auto-regression
by Alexei Onatski & Slava Kargin
2004 The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997
by Michael Bordo & Joseph Haubrich
2004 Fear of Sudden Stops: lessons from Australia and Chile
by Jonathan Kearns & Ricardo J. Caballero & Kevin Cowan
2004 FINANCIAL DOLLARIZATION: Evaluating the consequences
by Eduardo Levy-Yeyati
2004 Dedollarization, Indexation and Nominalization: the Chilean experience
by R. Valdes & L.O. Herrera
2004 Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with Affine Term Structure Model
by Hibiki Ichiue
2004 Nonlinearity in the Term Structure
by Dong Heon Kim
2004 Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model
by Farshid Vahid & Lin Luo
2004 A joint econometric model of macroeconomic and term structure dynamics
by Peter Hördahl & Oreste Tristani & David Vestin
2004 The determinants of the overnight interest rate in the euro area
by Julius Moschitz
2004 The operational target of monetary policy and the rise and fall of reserve position doctrine
by Ulrich Bindseil
2004 Sovereign risk premia in the European government bond market
by Kerstin Bernoth & Jürgen von Hagen & Ludger Schuknecht
2004 Equal size, equal role? Interest rate interdependence between the euro area and the United States
by Michael Ehrmann & Marcel Fratzscher
2004 Credit Rationing Effects of Credit Value-at-Risk
by Jan Frederik Slijkerman & David J.C. Smant & Casper G. de Vries
2004 Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting
by Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F.
2004 Gold, Fiat and Credit. An Elementary Discussion of Commodity Money, Fiat Money and Credit, Part II
by Thomas Quint & Martin Shubik
2004 A Consumable Money. An Elementary Discussion of Commodity Money, Fiat Money and Credit: Part I
by Thomas Quint & Martin Shubik
2004 Interest Rate Setting by the ECB: Words and Deeds
by Gerlach, Stefan
2004 Federal Funds Rate Prediction
by Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio
2004 International Portfolio Holdings and Swiss Franc Asset Returns
by Kugler, Peter & Weder di Mauro, Beatrice
2004 Sovereign Risk Premia in the European Bond Market
by Bernoth, Kerstin & Schuknecht, Ludger & von Hagen, Jürgen
2004 The Case for Open-Market Purchases in a Liquidity Trap
by Auerbach, Alan J & Obstfeld, Maurice
2004 Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations
by Bindseil, Ulrich & Nyborg, Kjell G & Strebulaev, Ilya
2004 Why are Long Rates Sensitive to Monetary Policy?
by Ellingsen, Tore & Söderström, Ulf
2004 The Yield Spread as a Symmetric Predictor of Output and Inflation
by Hardouvelis, Gikas A & Malliaropoulos, Dimitrios
2004 Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates
by Carriero, Andrea & Favero, Carlo A & Kaminska, Iryna
2004 Heterogenous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules
by Eijffinger, Sylvester C W & Schaling, Eric & Tesfaselassie, Mewael F.
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
2004 Calibration of Interest Rate Models - Transition Market Case
by Martin Vojtek
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
2004 Is the Fisher Effect Nonlinear? Some Evidence for Spain, 1963-2002
by Óscar Bajo Rubio & Carmen Díaz Roldán & Vicente Esteve
2004 Market-Based Monetary Policy Transparency Index, Risk and Volatility - The Case of the United States
by Amir Kia & Hilde Patron
2004 International Portfolio Holdings and Swiss Franc Asset Returns
by Peter Kugler & Beatrice Weder
2004 Who was in the driving seat in Europe during the nineties, International financial markets or the BUBA?
by Roger Hammersland
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
2004 Règle de Taylor et politique monétaire dans la zone euro
by Mésonnier, J-S. & Renne, J-P.
2004 A Time-Varying Natural Rate for the Euro Area
by Mésonnier, J-S. & Renne, J-P.
2004 Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization
by Denise Côté & Christopher Graham
2004 Recolhimentos Compulsórios E Distribuição Das Taxas De Empréstimos Bancários No Brasil
by Eduardo Augusto de Souza Rodrigues & Tony Takeda
2004 Comunicação Em Política Monetária
by Robson Rodrigues Pereira
2004 The Influence of a Heterogeneous Banking Sector on the Interbank Market Rate in the Euro Area
by Ulrike Neyer & Jürgen Wiemers
2004 International Portfolio Holdings and Swiss Franc Asset Returns
by Peter Kugler & Beatrice Weder
2004 The Eurosystem operational framework, use of colleteral and liquidity distribution in the euro area: towards a single interbank market?
by Gianfranco A. Vento
2004 The Eurosystem operational framework, use of colleteral and liquidity distribution in the euro area: towards a single interbank market?
by Gianfranco A. Vento
2004 Systematic part of CNB's monetary policy in inflation targeting regime
by David Navrátil
2004 An analysis of PRIBOR interest rates sensitivity to changes in Czech national bank repo rate
by Karel Brůna & Jaroslav Brada
2004 Four reflections on practising inflation targeting in the Czech Republic
by Oldřich Dědek
2004 Efficiency of the Secondary T-Bill Market
by Zdeněk Dvorný
2004 Financial Reforms and Interest Rate Spreads in the Commercial Banking System in Malawi
by Ephraim W. Chirwa & Montfort Mlachila
2004 Determinants of Belgian bank lending intrest rates
by V. Baugnet & M. Hradisky
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.
2004 Securing the Peace after a Truce in the War on Inflation
by Reinhart, Vincent-R
2004 Japanese Demand for M1 and Demand Deposits: Cross-Sectional and Time-Series Evidence from Japan
by Fujiki, Hiroshi & Watanabe, Kiyoshi
2004 Comments on "Price Stability and Japanese Monetary Policy."
by Kuttner, Kenneth-N
2004 Comments on "Price Stability and Japanese Monetary Policy."
by Fujiki, Hiroshi & Okina, Kunio & Shiratsuka, Shigenori
2004 Information Content of Inflation-Indexed Bond Prices: Evaluation of U.S. Treasury Inflation-Protection Securities
by Kitamura, Yukinobu
2004 Price Stability and Japanese Monetary Policy
by Hetzel, Robert-L
2004 Testing the Expectations Hypothesis: Some New Evidence for Japan
by Thornton, Daniel-L
2004 The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period
by Nagayasu, Jun
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
2004 The Impact of the Regime-Shift Premium on Forward Interest Rates and Inflation Expectations in the Czech Republic (in Czech)
by Tomáš Holinka & Vladimír Stiller
2004 Does the Term Structure Predict Australia's Future Output Growth?
by Valadkhani, Abbas
2004 Monetary policy in a cash-in-advance economy: employment, capital accumulation, and the term structure of interest rates
by Arman Mansoorian & Mohammed Mohsin
2004 Speculating on the Yuan
by Bronka Rzepkowski
2004 Une théorie de l'inflation optimale fondée sur les contraintes de crédit
by Xavier Ragot
2004 A Nonparametric Dimension Test of the Term Structure
by Javier Gil-Bazo & Gonzalo Rubio
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
2004 Monetary Policy and the Information Content of the Yield Spread
by Michael Feroli
2004 Interest-Rate Smoothing: Monetary Policy Inertia or Unobserved Variables?
by Petra Gerlach-Kristen
2004 The Diminishing Profitability of the Primary Market for State Securities
by Nikolai Atanassov
2004 Bonds Portfolio Management: Analysis and Application of the Model of Multiperiod Immunization
by Ivan Popchev & Irina Radeva
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 Financial Deindexation in Slovenia
by Zbašnik, Dušan
2003 ¿Qué información acerca de las tasas de interés spot futuras contiene la estructura temporal de tasas de interés en México?
by Castellanos, Sara Gabriela & Camero, Eduardo
2003 Interest - Rate Price Nexus in India
by N R Bhanumurthy & Shashi Agarwal
2003 Exchange and Interest Rates prior to EMU: The Case of Greece
by Antzoulatos, Angelos A. & Wilfling, Bernd
2003 Collateral Constraints in a Monetary Economy
by Juan Carlos Cordoba & Marla Ripoll
2003 Estimating the Natural Rate of Interest: A SVAR Approach
by Michal Brzoza-Brzezina
2003 Explicit bond option and swaption formula in Heath-Jarrow-Morton one factor model
by Marc Henrard
2003 Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad
by Juraj Valachy & Evžen Ko?enda &
2003 Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach
by Leo Krippner
2003 Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach
by Leo Krippner
2003 Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation
by Leo Krippner
2003 Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation
by Leo Krippner
2003 Un Contraste Alternativo De La Hipótesis De Las Expectativas En Swaps De Tipos De Interés
by Pilar Abad Romero
2003 Real-Financial Interaction: Implications of Budget Equations and Capital Accumulation
by Carl Chiarella & Peter Flaschel & Willi Semmler
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
2003 Price-setting and Price Dispersion in the Dutch Mortgage Market
by Wolter H.J. Hassink & Michiel van Leuvensteijn
2003 Why do emerging economies borrow short term?
by Fernando Broner & Guido Lorenzoni & Sergio L. Schmukler
2003 Asymmetries in Bank of England Monetary Policy
by Jamie Gascoigne & Paul Turner
2003 The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System
by Emilio Barucci & Claudio Impenna & Roberto Reno
2003 Interest rate pass-through in the Polish banking sector and bank-specific financial disturbances
by Chmielewski, Tomasz
2003 Volatility and liquidity in the Italian money market
by Palombini, Edgardo
2003 Une note sur la règle du taux d’intérêt et le rôle de la courbe LM
by Dai, Meixing
2003 Recent and Prospective Trends in Real Long-Term Interest Rates: Fiscal Policy and other Drivers
by Anne-Marie Brook
2003 Estimates of time-varying term premia for New Zealand and Australia
by Michael Gordon
2003 Monetary Policy and Sectoral Shocks: Did the FED react properly to the High-Tech Crisis?
by Claudio Raddatz & Roberto Rigobon
2003 The Case for Open-Market Purchases in a Liquidity Trap
by Alan J. Auerbach & Maurice Obstfeld
2003 Collective Investment Decision Making with Heterogeneous Time Preferences
by Christian Gollier & Richard Zeckhauser
2003 Putting 'M' back in Monetary Policy
by Eric M. Leeper & Jennifer E. Roush
2003 How to Discount Cashflows with Time-Varying Expected Returns
by Andrew Ang & Jun Liu
2003 Simulation-Based Bayesian Estimation of Affine Term Structure Models
by Andrew D. Sanford & Gael M. Martin
2003 Interest Rate Term Structure in Latvia in the Monetary Policy Context
by Jelena Zubkova
2003 Macro Factors and the Term Structure of Interest Rates
by Hans Dewachter & Marco Lyrio
2003 International Parity Relationships Between Germany and the United States: A Joint Modelling Approach
by Katarina Juselius & Ronald MacDonald
2003 The Dynamic Interaction between Equity Prices and Supply Shocks
by Jakob B. Madsen
2003 Interest Rate Transmission to Commercial Credit Rates in Austria
by Johann Burgstaller
2003 Why do we have an interbank money market?
by Jürgen Wiemers & Ulrike Neyer
2003 On the Geometry of Interest Rate Models
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2003 Learning, inflation expectations and optimal monetary policy
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2003 The Italian overnight market: microstructure effects, the martingale hypothesis and the payment system
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2003 Random step functions model for interest rates
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2003 Numerical solution of jump-diffusion LIBOR market models
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2003 An institutional setup of the czech market for treasury securities
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2003 Estimación de la curva de tipos cupón-cero con polinomios de Legendre
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2003 La hipótesis de las expectativas en el largo plazo: evidencia en el mercado español de deuda pública
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2003 The Changing Probability of a Monetary Policy Response to Inflation and Employment Announcements
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2003 Bridging the Gap between the Interest Rate and Price Level Approaches in the AD-AS Model: The Role of the Loanable Funds Market
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2002 Level shifts, unit roots and the purchasing power parity
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2002 Fed Funds Rate Targeting, Monetary Regimes and the Term Structure of Interbank Rates: Explaining the Predictability Smile
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2002 Common Factors in Eurocurrency Rates: A Dynamic Analysis
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2002 Límites de la flotación mexicana
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2002 Cobertura de tasas de interés con futuros del mercado mexicano de derivados. Modelo estocástico de duración y convexidad
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2002 Integration benefits on EU retail credit markets: evidence from interest rate pass-through
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2002 Benchmark yield undershooting in the E.M.U
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2002 The puzzle of the Swiss interest rate island : stylized facts and a new interpretation
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2002 Monetary Transmission in the New Economy: Service Life of Capital, Transmission Channels and the Speed of Adjustment
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2002 Monetary Policy in a Cash-in-Advance Economy Employment, Capital Accumulation and the Term Structure of Interest Rates
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2002 Markov Chain Approximations For Term Structure Models
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2002 Asset Pricing Under The Quadratic Class
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2002 Design and Estimation of Quadratic Term Structure Models
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2002 Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?
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2002 Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives
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2002 A Maximum Likelihood Approach to Estimation of Heath-Jarrow-Morton Models
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2002 Dynamic correlations and forecasting of term structure slopes in eurocurrency market
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2002 Can forward rates be used to improve interest rate forecasts?"
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2002 A factor model of term structure slopes in eurocurrency markets
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2002 An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets
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2002 The Forecasting Ability of Factor Models of the Term Structure of IRS Markets
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2002 Volatility Transmission acros the Term Structure of Swap Markets: International Evidence
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2002 Dynamics of Intra-EMS Interest Rate Linkages
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2002 An "Art", not a "Science"? Central Bank Management in Portugal under the Gold Standard, 1854-1891
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2002 Strukturelle Veränderungen In Der Wirtschaft Der Republiken Kraoatien Und Bundesrepublik Deutschland
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2002 A Note on Interest Rates and Structural Federal Budget Deficits
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2002 Un margine di arbitraggio non sfruttato sulla Rendita Italiana a Parigi ?
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2002 Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve
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2002 Estimating the Natural Rate of Interest: A SVAR Approach
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2002 Macro Factors and the Term Structure of Interest Rates
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2002 Modelización De La Volatilidad Del Tipo De Interés A Corto Plazo
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2002 Modelos De Duración Y Gestión Del Riesgo De Interés: ¿Un Problema De Dimensión?
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2002 La Inmunización Financiera: Evaluación De Diferentes Estructuras De Cartera
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2002 On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation
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2002 Regime Switches in Swedish Interest Rates
by Erlandsson, Ulf
2002 Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions
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2002 Finite dimensional Markovian realizations for stochastic volatility forward rate models
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2002 Variable rate liquidity tenders
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2002 Nonlinear dynamics of interest rate and inflation
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2002 Bidding in fixed rate tenders: theory and experience with the ECB tenders
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2002 Real Risk, Inflation Risk, and the Term Structure
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2002 Money Market Rates and Implied CCAPM Rates: Some International Evidence
by Yamin Ahmad
2002 The Effect of Monetary Unification on German Bond Markets
by Hans Dewachter & Marco Lyrio & Konstantijn Maes
2002 Markov Switching Risk Premium and the term structure of interest rates. Empirical evidence from US post-war interest rates
by Vázquez Pérez, Jesús & Gutiérrez Huerta, María José
2002 Demography and the Long-run Predictability of the Stock Market
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2002 Demography and the Long-run Predictability of the Stock Market
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2002 Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach
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2002 Monetary Policy and the New Economy : Between Supply Shock and Financial Bubble
by Eric DOR & Alain DURRE
2002 With a Bang, Not a Whimper: Pricking Germany's 'Stock Market Bubble' in 1927 and the Slide into Depression
by Voth, Hans-Joachim
2002 The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation
by Sarno, Lucio & Thornton, Daniel L
2002 Interpreting the Term Structure of Interbank Rates in Hong Kong
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2002 The Overnight Interbank Market: Evidence from the G7 and the Euro Zone
by Bartolini, Leonardo & Bertola, Giuseppe & Prati, Alessandro
2002 Estimating Market Probabilities of Future Interest Rate Changes
by Martin Hlusek
2002 Extended Libor Market Models with Affine and Quadratic Volatility
by Christian Zühlsdorff
2002 An Examination of the Effects of Parameter Misspecification
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2002 Regulation and Investment
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2002 Modelos de tasas de interes en Chile: una revision
by Hortensia Fontanals Albiol & Sergio Zuniga
2002 Conditional Gaussian models of the term structure of interest rates
by Simon H. Babbs
2002 On the construction of finite dimensional realizations for nonlinear forward rate models
by Camilla Landén & Tomas Björk
2002 The expectations hypothesis with non-negative rates
by Philip S. Griffin
2002 A multicurrency extension of the lognormal interest rate Market Models
by Erik Schlögl
2002 A contemporary investigation of causality between the primary government budget deficit and the ex ante real long term interest rate in the US
by Richard J. Cebula
2002 Central bank forecasts of liquidity factors and the control of short term interest rates
by Ulrich Bindseil
2002 A contemporary investigation of causality between the primary government budget deficit and the ex ante real long term interest rate in the US
by Richard J. Cebula
2002 Central bank forecasts of liquidity factors and the control of short term interest rates
by Ulrich Bindseil
2002 La formación de la curva de rendimientos en nuevos soles en el Peru
by Augusto Rodríguez & Julio Villavicencio
2002 The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution
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2002 Consecuencias de la Nominalización de la Política Monetaria
by Juan Andrés Fontaine
2002 Nominalización de la Tasa de Política Monetaria. Debate y Consecuencias
by Felipe Morandé
2002 Introducción al Debate Acerca de los Efectos de la Nominalización de la Política Monetaria
by Francisco Rosende
2002 Policy Duration Effect under the Zero Interest Rate Policy in 1999-2000: Evidence from Japan's Money Market Data
by Fujiki, Hiroshi & Shiratsuka, Shigenori
2002 The "Lack" of Volatility Trade-Offs in Exchange Rate Zones with Sticky Prices
by Elias D. Belessakos & Christos I. Giannikos
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
2002 On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach
by Ana MarÃa Iregui & Costas Milas & Jesus Otero
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 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 Welfare Effects of Controlling Labor Supply? An Application of the Stochastic Ramsey Model
by Amilon, Henrik & Bermin, Hans-Peter
2001 A Two-Factor Model of the German Term Structure of Interest Rates
by Cassola, N. & Luis, J.B.
2001 Models of Currency Crises with Banking Sector and Imperfectly Competitive Labor Markets
by Shen, J.-G.
2001 The Expectations Hypothesis of the Term Structure: The Greek Interbank Market
by Drakos, Kostantinos
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 The Dynamics of Short-term Interest Rates: An Econometric Analysis
by Prakash G Apte
2001 Interest rate volatility prior to monetary union under alternative pre-switch regimes
by Wilfling, Bernd
2001 The convergence of international interest rates prior to Monetary Union
by Wilfling, Bernd
2001 Transmisión De Volatilidad A Lo Largo De La Estructura Temporal De Swaps: Evidencia Internacional
by Pilar Abad Romero
2001 Improving the Quality of the Input in the Term Structure Consistent Models
by Javier Giner & Sandra Morini
2001 The Inflation Premium implicit in the US Real and Nominal
by J. Huston McCulloch
2001 Testing For Unit Roots Using Economics
by ROMULO CHUMACERO
2001 An econometric approach to macroeconomic risk. A cross country study
by Carrera, Jorge Eduardo & Cusolito, Ana Paula & Féliz, Mariano & Panigo, Demian
2001 The analysis of factors that determine the level of interest rates paid on treasury bills in Slovenia
by Grum, Andraž & Dolenc, Primož
2001 Déterminants empiriques du taux de change Canada/´Etats-Unis dans une perspective de court et de long terme
by Douch, Mohamed
2001 On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
by Candelon, Bertrand & Lütkepohl, Helmut
2001 Bond Market Inflation Expectations in Industrial Countries: Historical Comparisons
by Michael D. Bordo & William G. Dewald
2001 The Size of the Permanent Component of Asset Pricing Kernels
by Fernando Alvarez & Urban J. Jermann
2001 How to Deal with Structural Breaks in Practical Cointegration Analysis
by Roselyne Joyeux
2001 The Effect of Monetary Unification on German Bond Markets
by Hans Dewachter & Marco Lyrio & Konstantijn Maes
2001 A Joint Model for the Term Structure of Interest Rates and the Macroeconomy
by Hans Dewachter & Marco Lyrio & Konstantijn Maes
2001 The Effect of Monetary Unification on German Bond Markets
by Hans Dewachter & Marco Lyrio & Konstantijn Maes
2001 Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy
by Hans Dewachter & Marco Lyrio & Konstantijn Maes
2001 Government Debt as Insurance against Macroeconomic Risk
by Barbie, Martin & Hagedorn, Marcus & Kaul, Ashok
2001 Government Debt as Insurance against Macroeconomic Risk
by Barbie, Martin & Hagedorn, Marcus & Kaul, Ashok
2001 Interpreting the Term Structure of Interbank Rates in Hong Kong
by Stefan Gerlach
2001 Monetary Policy Signaling and Movements in the Swedish Term Structure of Interest Rates
by Andersson, Malin & Dillén, Hans & Sellin, Peter
2001 What if the Fed Had Been an Inflation Nutter?
by Söderlind, Paul
2001 Payment and financial innovation, reserve demand and implementation of monetary policy
by Lahdenperä, Harri
2001 Bank Lending Rate Pass-Through and Differences in the Transmission of a Single EMU Monetary Policy
by Marie Donnay & Hans Degryse
2001 The changing behaviour of the term structure of post-war US
by Gutiérrez Huerta, María José & Vázquez Pérez, Jesús
2001 An empirical analysis of the German long-term interest rate
by Butter, Frank A.G. den & Jansen, Pieter W.
2001 European Monetary Union, the term structure, and the Lucas Critique
by Vanbergeijk, Peter A.G. & Berk, Jan Marc
2001 The Valuation and Hedging of Variable Rate Savings Account
by Frank de Jong & Jacco Wielhouwer
2001 The Microstructure of the Euro Money Market
by Hartmann, Philipp & Manna, Michele & Manzanares, Andres
2001 The Liquidity Trap in an Open Economy
by Buiter, Willem H
2001 The Real Interest rate Gap as an Inflation Indicator
by Neiss, Katharine & Nelson, Edward
2001 Interest Rate Determination in India: The Role of Domestic and External Factors
by Pami Dua & B.L. Pandit
2001 Dynamics of Intra-EMS Interest Rate Linkages
by Christopher F. Baum & John Barkoulas
2001 Exchange Rate Risk and Interest Rate : A Case Study for Turkey
by Hakan Berument & Aslý Günay
2001 Public Sector Pricing Behavior And Inflation Risk Premium In Turkey
by Hakan Berument
2001 A Simple Approach to the Estimation of Continuous Time CEV Stochastic Volatility Models of the Short-Term Rate
by Fabio Fornari & Antonio Mele
2001 The Changing Behavior Of The Term Structure Of Post-War U.S. Interest Rates And Changes In The Federal Reserve Chairman: Is There A Link?
by María-José Gutiérrez & Jesús Vázquez
2001 A general characterization of one factor affine term structure models
by Damir Filipovic
2001 Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model
by Carl Chiarella & Oh Kang Kwon
2001 On the theory of interest rate policy
by Heinz-Peter Spahn
2001 On the theory of interest rate policy
by Heinz-Peter Spahn
2001 How Does U.S. Monetary Policy Influence Sovereign Spreads in Emerging Markets?
by Vivek Arora & Martin Cerisola
2001 Policy Responses to the Post-bubble Adjustments in Japan: A Tentative Review
by Mori, Naruki & Shiratsuka, Shigenori & Taguchi, Hiroo
2001 The Asset Price Bubble and Monetary Policy: Japan's Experience in the Late 1980s and the Lessons: Background Paper
by Okina, Kunio & Shirakawa, Masaaki & Shiratsuka, Shigenori
2001 Low Inflation, Deflation, and Policies for Future Price Stability
by Taylor, John-B
2001 Further Monetary Easing Policies under the Non-negativity Constraints of Nominal Interest Rates: Summary of the Discussion Based on Japan's Experience
by Oda, Nobuyuki & Okina, Kunio
2001 The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap
by Svensson, Lars-E-O
2001 Financial Crises As the Failure of Arbitrage: Implications for Monetary Policy
by Saito, Makoto & Shiratsuka, Shigenori
2001 Financial Stability, Deflation, and Monetary Policy
by Goodfriend, Marvin
2001 Monetary Policy under Zero Interest Rate: Viewpoints of Central Bank Economists
by Fujiki, Hiroshi & Okina, Kunio & Shiratsuka, Shigenori
2001 Interest Rates Time Structure and Domestic Bond Prices
by Michal Slavík
2001 Government spending, interest rates, and capital accumulation in a two-sector model
by Yoshiyasu Ono & Akihisa Shibata
2001 COUNTRY RISK: Economic Policy, Contagion Effect or Political noise?
by Julio Nogués & Martín Grandes
2001 Monetary Policy and Market Interest Rates
by Tore Ellingsen & Ulf Soderstrom
2000 Politique monetaire et credibilite dans les pays finances a taux fixe
by Artus, P.
2000 Liquidity Preference, Expected Profitability and Investment
by Koutsobinas, Theodore T.
2000 On the reliability of chow type test for parameter constancy in multivariate dynamic models
by Candelon, Bertrand & Lütkepohl, Helmut
2000 Government Financing and Interest Rates in a Three Assets Sidrauski-based Model
by Eduardo Pozo
2000 With a bang, not a whimper: Pricking Germany's "stock market bubble" in 1927 and the slide into depression
by Hans Joachim Voth
2000 What the Yield Curves say About Inflation: Does it Change Over Time?
by Sebastian T. Schich
2000 La structure par terme des prix des commodités : analyse théorique et applications au marché pétrolier
by Lautier, Delphine
2000 Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts
by Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez
2000 Interest Rate and Price Linkages between the USA and Japan: Evidence from the Post-Bretton Woods Period
by Katarina Juselius & Ronald MacDonald
2000 International Parity Relationships between Germany and the United States: A Joint Modelling Approach
by Katarina Juselius & Ronald MacDonald
2000 Fundamentals Of The Us And The Uk Interest Rates Under The Rational Expectation Scheme
by Ignacio Mauleón & Mª Mar Sánchez
2000 On the construction of finite dimensional realizations for nonlinear forward rate models
by Björk, Tomas & Landen, Camilla
2000 A Geometric View of Interest Rate Theory
by Björk, Tomas
2000 On the Term Structure of Futures and Forward Prices
by Björk, Tomas & Landen, Camilla
2000 The Term Structure of Real Interest Rates: Theory and Evidence from UK Index-Linked Bonds
by Seppälä, Juha
2000 Modelling Spot Rate Process in the Russian Treasury Bills Market
by Sergey Drobyshevsky
2000 Germany and the euro area: differences in the transmission process of monetary policy
by K.S.E.M. Hubrich & P.J.G. Vlaar
2000 Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration
by Winfried G. Hallerbach
2000 The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions
by Driessen, J.J.A.G. & Klaassen, P. & Melenberg, B.
2000 Common Factors in International Bond Returns
by Driessen, J.J.A.G. & Melenberg, B. & Nijman, T.E.
2000 Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis
by Jong, F.C.J.M. de & Driessen, J.J.A.G. & Pelsser, A.
2000 Nominal Dynamics in Expected Market-Clearing Models
by Christian Calmes & Frederic Dufourt
2000 Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach
by Bams, Dennis & Wolff, Christian C
2000 The Term Structure of Interest Rates and Inflation Forecast Targeting
by Eijffinger, Sylvester C W & Schaling, Eric & Verhagen, Willem
2000 Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools
by LUBRANO, Michel
2000 A re-evaluation of empirical tests of the Fisher hypothesis
by Basma Bekdache & Christopher F. Baum
2000 A Model of the Open Market Operations of the European Central Bank
by Juan Ayuso & Rafael Repullo
2000 Are there Economies of Scale in the Demand for Money by Firms? some Panel Data Estimates
by Olympia Bover & Nadine Watson
2000 Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator
by Tkacz, Greg
2000 Money demand in Venezuela: A cointegration analysis (1968-1996)
by Josefá Ramoni Perazzi & Giampaolo Orlandoni Merli
2000 A simple regime switching term structure model
by Asbjørn T. Hansen & Rolf Poulsen
2000 Markov-functional interest rate models
by Joanne Kennedy & Phil Hunt & Antoon Pelsser
2000 Bond pricing in a hidden Markov model of the short rate
by Camilla LandÊn
2000 Convergence of discrete time option pricing models under stochastic interest rates
by O. Scaillet & J.-L. Prigent & J.-P. Lesne
2000 Arbitrage-free discretization of lognormal forward Libor and swap rate models
by Xiaoliang Zhao & Paul Glasserman
2000 A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
by O. Renault & O. Scaillet & B. Leblanc
2000 Regime shifts in the Danish term structure of interest rates
by Tom Engsted & Ken Nyholm
2000 Estructura de Tasas de Interés en Chile: ¿Qué tan Buen Predictor de Crecimiento e Inflación?
by Viviana Fernández
2000 Other Things Equal: Alan Greenspan Doesn't Influence Interest Rates
by Deirdre N. McCloskey
2000 On Generating Scenarios For Bond Portfolios
by Jozsef Abaffy & Marida Bertocchi & Jitka Dupačová & Vittorio Moriggia
2000 The expectations hypothesis, term premia, and the Canadian term structure of interest rates
by Walid Hejazi & Huiwen Lai & Xian Yang
2000 Federal Reserve Information and the Behavior of Interest Rates
by David H. Romer & Christina D. Romer
2000 Habit Formation in Consumption and Its Implications for Monetary-Policy Models
by Jeffrey C. Fuhrer
1999 Inflation Targets and the Yield Curve: New Zealand and Australia vs. the US
by Pierre Siklos
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 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 A New Test of International Financial Integration with Application to the European Union
by J. Holmes, Mark & J. Pentecost, Eric
1999 Does the Fisher Effect Apply in Greece? A Cointegration Analysis
by Paleologos, John M. & Georgantelis, Spyros E.
1999 The Potential Approach to Bond and Currency Pricing
by Markus Leippold & Liuren Wu
1999 Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited
by Frank Riedel
1999 On the timing of balance of payments crises: Disaggregated information and interest rate policy
by Fernando Broner
1999 The Optimal structure of Liquidity Provided by a Self Financed Central Bank
by Miquel Faig
1999 Estimating The Term Structure of Interest Rates: The Swiss Case
by Iwan Meier
1999 A re-evaluation of empirical tests of the Fisher hypothesis
by Basma Bekdache & Christopher F. Baum
1999 Money and Interest Rates with Endogeneously Segmented Markets
by Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe
1999 The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market
by Säfvenblad, Patrik
1999 Monetary policy with uncertain parameters
by Söderström, Ulf
1999 On the Existence of Finite Dimensional Realizations for Nonlinear Forward Rate Models
by Björk, Tomas & Svensson, Lars
1999 Monetary policy with uncertain parameters
by Söderström, Ulf
1999 Co-Movements in Long-Term Interest Rates and the Role of PPP-BasedExchange Rate Expectations
by J.M. Berk & K.H.W. Knot
1999 Testing Affine Term Structure Models in Case of Transaction Costs
by Driessen, J.J.A.G. & Melenberg, B. & Nijman, T.E.
1999 Temps psychologique, oubli et intérêt chez Maurice Allais
by Georges PRAT
1999 Stock Prices, Exchange Rates and Monetary Policy
by Dor, Eric & Durré, Alain
1999 A Survey on Interest Rate Forecasting
by Yvon Fauvel & Alain Paquet & Christian Zimmermann
1999 The Canadian Treasury Bill Auction and the Term Structure of Interest Rates
by Lise Godbout & Paul Storer & Christian Zimmermann
1999 Market Discipline and Financial Safety Net Design
by Demirguc-Kunt, Asli & Huizinga, Harry
1999 Time-series and Cross-section Information in Affine Term Structure Models
by de Jong, Frank
1999 Inflation Targeting, Transparency and Interest Rate Volatility: Ditching 'Monetary Mystique' in the UK
by Nolan, C. & Chadha, J.S.
1999 Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives
by Dudenhausen, Antje & Erik Schloegl & Lutz Schloegl
1999 The Information Content of the French and German Government Bond Tield Curves: Why Such Differences?
by Jondeau, E. & Ricart, R.
1999 La mesure du ratio rendement-risque a partir du marche des euro-devises
by Jondeau, E.
1999 Interest Rate Transmission and Volatility Transmission along the Yield Curve
by Avouyi-Dovi, S. & Jondeau, E.
1999 Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets
by Fung, Ben & Mitnick, Scott & Remolona, Eli
1999 The Expectations Hypothesis for the Longer End of the Term Structure: Some Evidence for Canada
by Lange, Ron
1999 Some recent developments in capital market theory: A survey
by Richard C. Stapleton
1999 Invariant measures for the Musiela equation with deterministic diffusion term
by Tiziano Vargiolu
1999 Minimal realizations of interest rate models
by Tomas BjÃrk & Andrea Gombani
1999 Estimation of a German money demand system - a long-run analysis
by Kirstin Hubrich
1999 Interest Spreads in Banking in Colombia, 1974-96
by Adolfo Barajas & Roberto Steiner & Natalia Salazar
1999 On the Monetary Transmission Mechanism in Europe: Results from a Cointegration Analysis of a Money Demand System
by Jan Gottschalk
1999 Nonlinear Error Correction Modeling in German Interest Rates
by Cord Brannolte & Gerd Hansen & Jeong-Ryeol Kim
1999 Modelos de Tasas de Interés en Chile: Una Revisión
by Sergio Zúñiga
1999 Estructura de Tasas de Interés en Chile: La Vía No Paramétrica
by Viviana Fernández
1999 Modelos de Tasas de Interés en Chile: Una Revisión
by Sergio Zúñiga
1999 Výnosová køivka v teorii a praxi èeského mezibankovního trhu (The Yield Curve in Theory and in Practice of the CZech Interbank Market)
by Viktor Kotlán
1999 Credit Risks and European Government Bond Markets: A Panel Data Econometric Analysis
by Jan J.G. Lemmen & Charles A.E. Goodhart
1999 Thrift, Productivity and the Real Rate of Interest in Australia
by Hawtrey, K. M.
1998 Eight Reasons Why Real Versus Nominal Interest Rates is the Most Important Concept in Macroeconomic Principles Courses
by Kennedy, P.
1998 Uncovering Financial Markets Beliefs About Inflation Targets
by Ruge-Murcia, F.J.
1998 Simulating Optimal Consumption Paths in a Small Open Economy with Uzawa Preferences
by Guest, R.G. & McDonald, I.M.
1998 The Volatility of U.S. Term Structure Term Premia 1952-1991
by Henry, O.T.
1998 Note on the Stability of Long-Run Money Demand: Is the Interest Elasticity Really Constant?
by Ryuzo Miyao
1998 International Linkages and Macroeconomic News Effects in Interest Rate Volatility -Australia and the US
by Kim, S.-J. & Sheen, J.
1998 The Term STructure of Interest Rates in a Simple Stochastic Growth Model: Evidence from Australian Data
by Kim, D.
1998 The Robustness and Efficiency of Monetary Policy Rules as Guidelines for Interest Rate Setting by European Central Bank
by Taylor, J.B.
1998 Interaction entre taux d'interet allemands et francais: Un reexamen de l'hypothese de dominance allemande
by Podevin, M.
1998 Yield Gap Momentum as a Leading Indicator to Predict Turning Points in Industrial Production Growth
by Shearer, P.R.
1998 Modernizing Bohm-Bawerk's Theory of Interest
by Dorfman, R.
1998 Gamma Discounting
by Weitzman, M.L.
1998 Arbitrage-Free Discretization of Lognormal Forward Libor and Swap Rate Models
by Glasserman, P. & Zhao, X.
1998 The 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 Financial Sector Reforms and Interest Rate Liberalization: The Kenya Experience
by Ngugi, R.W. & Kabubo, J.W.
1998 Yield Spreads and Short-Term Interest Rate Movements in the Tokyo Money Market and the Actions of the Bank of Japan: November 1993 to March 1996
by Ford, J.L. & Cadle, P.J. & Kataoka, Y.
1998 Indicators of Short-Term Interest Rate Expectations. The Information Contained in the Options Market
by María C. Manzano & Isabel Sánchez
1998 Higher order forward rate agreements and the smoothness of the term structure
by Jaschke, Stefan R.
1998 Tax clientele effects in the German bond market
by Stehle, Richard & Jaschke, Stefan R. & Wernicke, S.
1998 Another look at yield spreads: Monetary policy and the term structure of interest rates
by Kim, Dong-heon
1998 Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: Some Comparative Evidence
by Boero, G. & Torricelli, C.
1998 Continuous-Time Model of Business Fluctuations, and Optimal Behavior of an Interest Rate
by Alexei Krouglov
1998 Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation?
by Martin Evans
1998 Inflationary expectations during Germany's great slump
by Hans Joachim Voth
1998 Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation
by Otrok, Christopher & Ravikumar, B. & Whiteman, Charles H.
1998 An Optimising Model for Monetary Policy Analysis: Can Habit Formation Help?
by Jeffrey C. Fuhrer
1998 Testing the predictive power of New Zealand bank bill futures rates
by Leo Krippner
1998 Discrete-Time Models of Bond Pricing
by David Backus & Silverio Foresi & Chris Telmer
1998 Predictable Changes in Yields and Forward Rates
by David Backus & Silverio Foresi & Abon Mozumdar & Liuren Wu
1998 ¿Existe un efecto Fisher en el largo plazo? Evidencia para la economía española, 1962-1996
by Oscar Bajo & Vicente Esteve
1998 Uncovering Financial Markets Beliefs About Inflation Targets
by RUGE-MURCIA, Francisco J.
1998 Monetary Policy and Market Interest Rates
by Ellingsen, Tore & Söderström, Ulf
1998 The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market
by Säfvenblad, Patrik
1998 Interest Rate Forecasting with Neural Networks
by Jan Täppinen
1998 Time varying forex market inefficiency
by Koning, Camiel de & Straetmans, Stefan
1998 The Term Structure of Interest Rates and Inflation Forecast Targeting
by Eijffinger, S.C.W. & Schaling, E. & Verhagen, W.H.
1998 Stock-Returns and Inflation in a Principal-Agent Economy
by Jovanovic, B. & Ueda, M.
1998 What was the Market's View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds
by Jacobs, Mike & Remolona, Eli & Wickens, Michael R
1998 Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election
by Coutant, Sophie & Jondeau, Eric & Rockinger, Michael
1998 Does the Term Structure Predict Recessions? The International Evidence
by Bernard, Henri J & Gerlach, Stefan
1998 Threat of a Capital Levy, Expected Devaluation and Interest Rates in Inter-War France
by Sicsic, Pierre
1998 Extracting Expectations about 1992 UK Monetary Policy from Option Prices
by Söderlind, Paul
1998 Does Financial Reform Raise or Reduce Savings?
by Oriana Bandiera & Gerard Caprio Jr. & Patrick Honohan & Fabio Schiantarelli
1998 Modeling fixed income excess returns
by Basma Bekdache & Christopher F. Baum
1998 La prevision des taux longs français et allemands a partir d'un modele a anticipations rationnelles
by Jondeau, E. & Sedillot, F.
1998 Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election
by Coutant, S. & Jondeau, E. & Rockinger, M.
1998 Threat of a Capital Levy, Expected Devaluation and Interest Rates in France during the Interwar Period
by Hautcoeur, P-C. & Sicsic, P.
1998 The Probability Density Function of Interest Rates Implied in the Price of Options
by Fabio Fornari & Roberto Violi
1998 Predicting Canadian Recessions Using Financial Variables: A Probit Approach
by Atta-Mensah, Joseph & Tkacz, Greg
1998 Interest rate parity: Is it alternative for the computation of the equilibrium exchange rate in Venezuela?
by Josefa Ramoni Perazzi
1998 The optimality of nominal contracts
by Guido Tabellini & Scott Freeman
1998 Unstable and stable steady-states in the Kiyotaki-Wright model
by Juan-Manuel Renero
1998 Path dependent options on yields in the affine term structure model
by Olivier Scaillet & Boris Leblanc
1998 Implied interest rate pricing models
by J.E. Kennedy & P.J. Hunt
1998 Volatility of the short rate in the rational lognormal model
by Lisa R. Goldberg
1998 Anticipation and Surprises in Central Bank Interest Rate Policy: The Case of the Bundesbank
by Daniel C. Hardy
1998 La internacionalización de la estructura temporal de tipos de interés española
by PAYERAS LLODRÁ, M.
1998 Tasas de Interés Nominal de Corto Plazo en Chile: Una Comparación Empírica de sus Modelos
by Franco Parisi
1997 Regime Sensitive Cointegration with an Application to Interest rate Parity
by Siklos, P.L. & Granger, C.W.J.
1997 The Wicksell Connection, The Quantity Theory and Keynes
by Laidler, D.
1997 Market Expectations in the UK Before and After the ERM Crisis
by Söderlind, Paul
1997 Monetary Policy and the Fisher Effect
by Söderlind, Paul
1997 A Latent Factor Model of European Exchange Rate Risk Premia
by Alexius, Annika & Sellin, Peter
1997 Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates
by Elvezio Ronchetti & Fabio Trojani
1997 International Differences in Interest Rates
by Simkin, C.
1997 Incomplete Markets: Convergence of Options Values under the Minimal Martingale Measure. The Multidimensional Case
by Prigent, J.L.
1997 Convergence of Discrete Time Options Pricing Models under Stochastic Rates
by Lesne, J.P. & Prigent, J.L. & Scaillet, O.
1997 Interest Rate Linkages in the Exchange Rate Mechanism : Tests for Asymmetry, German Dominance and Interest Rate Parity Using Daily Data Over 1990 to 1997
by Thom, R
1997 Monetary Policy and the Term Structure of Interest Rates
by Balmaseda, M. & Braun, R.A. & Nieto, E.
1997 Long-Term Interest Rate Convergence in Europe and the Probability of EMU
by Angeloni, I. & Violi, R.
1997 Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure?
by Tzavalis, Elias
1997 Pricing and Hedging of Contingent Claims in Term Structure Models with Exogenous Issuing of New Bonds
by Sommer, Daniel
1997 Are Ex-Post Real Interest Rates a Good Proxy for Ex-Ante Real Rates? An International Comparison with a CCAPM Framework
by Juan Ayuso & J. David López-Salido
1997 The Impact of Changes in Expected Marginal Tax Rates on Nominal Interest Rates
by Hosek, William R. & Zahn, Frank
1997 A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds
by Riedel, Frank
1997 The Information Content of German Discount Rate Changes
by Manfred J.M. Neumann & Jens Weidmann
1997 New Hope for the Fisher Effect? A Re-Examination Using Threshold Cointegration
by Jens Weidmann
1997 Phenomenology of the interest curve
by Jean-Philippe BOUCHAUD & Rama CONT & Nicole EL KAROUI & Marc POTTERS & Nicolas SAGNA
1997 On the relevance of modeling volatility for pricing purposes
by Manuel Moreno
1997 Risk management under a two-factor model of the term structure of interest rates
by Manuel Moreno
1997 Stock returns, term structure, inflation and real activity: An international perspective
by Fabio Canova & Gianni de Nicolo
1997 Monetary Policy in Japan, Germany and the United States: Does One Size Fit All?
by Menzie D. Chinn & Michael P. Dooley
1997 On the Optimality of Interest Rate Smoothing
by Sergio Rebelo & Danyang Xie
1997 Interest Rate Targeting and the Dynamics of Short-Term Rates
by Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi & Leora Klapper
1997 New Techniques to Extract Market Expectations from Financial Instruments
by Paul Soderlind & Lars E. O. Svensson
1997 The Generalized War of Attrition
by Jeremy Bulow & Paul Klemperer
1997 New Techniques to Extract Market Expectations from Financial Instruments
by Söderlind, Paul & Svensson, Lars E.O.
1997 Forward Interest Rates as Indicators of Inflation Expectations
by Söderlind, Paul
1997 Interest Rate Dynamics and Consistent Forward Rate Curves
by Björk, Tomas & Christensen, Bent Jesper
1997 Minimal Realizations of Forward Rates
by Björk, Tomas & Gombani, Andrea
1997 Reaction Function Estimation when Central Banks Face Adjustment Costs
by Roszbach, Kasper
1997 Structure des taux d’intérêt et consommation
by Frédéric APRAHAMIAN & Georges FIORI & Philippe MICHEL
1997 Why Does the Yield Curve Predict Economic Activity? Dissecting the Evidence for Germany and the United States
by Smets, Frank & Tsatsaronis, Kostas
1997 Extracting Information from Asset Prices: The Methodology of EMU Calculators
by Favero, Carlo A & Giavazzi, Francesco & Iacone, Fabrizio & Tabellini, Guido
1997 Real Interest Rates, Nominal Shocks, and Real Shocks
by Driffill, John
1997 Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective
by Canova, Fabio & de Nicolo, Gianni
1997 Monetary Policy and the Fisher Effect
by Söderlind, Paul
1997 New Techniques to Extract Market Expectations from Financial Instruments
by Söderlind, Paul & Svensson, Lars E O
1997 Cointegration and Market Efficiency: An Application to the Canadian Treasury Bill Market
by Park, S.B.
1997 The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates
by Basma Bekdache & Christopher F. Baum
1997 La théorie des anticipations de la structure par terme : test à partir des titres publics français
by Jondeau, E. & Ricart, R.
1997 Le contenu en information de la pente des taux : application au cas des titres publics français
by Jondeau, E. & Ricart, R.
1997 Canadian Short-Term Interest Rates and the BAX Futures Markets: An Analysis of the Impact of Volatility on Hedging Activity and the Correlation of Returns Between Markets
by Watt, D.G.M.
1997 The Structure of Interest Rates in Canada: Information Content about Medium-Term Inflation
by Jim Day & Ron Lange
1997 Arbitrage bounds for the term structure of interest rates
by Stefan R. Jaschke
1997 A note on pricing interest rate derivatives when forward LIBOR rates are lognormal
by Beniamin Goldys
1997 LIBOR and swap market models and measures (*)
by Farshid Jamshidian
1997 Continuous-time term structure models: Forward measure approach (*)
by Marek Rutkowski & Marek Musiela
1997 Towards a general theory of bond markets (*)
by Giovanni Di Masi & Tomas Björk & Wolfgang Runggaldier & Yuri Kabanov
1997 Indexed Bonds and Monetary Policy: The Real Interest Rate and the Expected Rate of Inflation
by Kitamura, Yukinobu
1996 High Real Interest rates and Banking Crisis in an Open Economy: A Case Study of Chile, 1975-1983
by Brock, P.L.
1996 On the Optimality of Interest Rate Smoothing
by Rebelo, S. & Xie, D.
1996 Bank Markups, Horizontalism and the Significance of Banks's Liquidity Preference: An Empirical Assessment
by Deriet, M. & Seccareccia, M.
1996 A Semi-Parametric Factor Model for Interest Rates
by Ghysels, E. & Ng, S.
1996 New Techniques to Extract Market expectations from Financial Instruments
by Söderlind, Paul & Svensson, Lars E.O.
1996 High Real Interest rates and Banking Crisis in an Open Economy: A Case Study of Chile, 1975-1983
by Brock, P.L.
1996 Price and Change Rate determination Between Laos and Thailand
by Joyeux, R. & Worner, W.E.
1996 International Interest Rates Linkage: Evidence from OCDE Countries
by Monadjemi, M.S.
1996 On the Welfare Significance of National Product Under Interest-Rate Uncertainty
by Weitzman, M-L
1996 Exchange Rate Dynamics and Learning
by Gourinchas, P-O & Tornell, A
1996 Issues in the ECU Markets and Some Tentative Explanations fro Some Apparent Puzzles
by Fell, J.P.C. & Levy, A.
1996 The Role of Short Rates and Foreign Long Rates in the Determination of Long-Term Interest Rates
by Fell, J.P.C.
1996 The Prime Premium : Is Relationship Banking Too Costly for Some?
by Beim, D-O
1996 Taux d'interet reels et inflation
by Artus, P.
1996 Puzzling Integratedness of Interest Rates: A Case for Nonparametric Threshold Cointegration?
by Cron, Axel & Jens Weidmann
1996 The Information Content of German Discount Rate Changes
by Manfred J. M Neumann & Jens Weidmann
1996 Optimal Control of Linear Systems with Time Varying Drift Parameters: the Gaussian Case
by Christopeit, Norbert
1996 What Does Consumption Tell Us about Inflation Expectations and Real Interest Rates?
by Juan Ayuso & J. David López-Salido
1996 A two-mean reverting-factor model of the term structure of interest rates
by Manuel Moreno
1996 On the term structure of Interbank interest rates: Jump-diffusion processes and option pricing
by Manuel Moreno & Juan I. Peña
1996 Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations
by Alison Tarditi
1996 The Precision of Instrumental Variables Estimates With Grouped Data
by Lara Shore-Sheppard
1996 Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices
by David G. Barr & John Y. Campbell
1996 Understanding Equilibrium Models with a Small and a Large Number of Agents
by Wouter J. Den Haan
1996 Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
by David Backus & Silverio Foresi & Stanley Zin
1996 A Semi-Parametric Factor Model for Interest Rates
by Ghysels, E. & Ng, S.
1996 Determinants of the expected real long-term interest rates in the G7-countries
by Krämer, Jörg W.
1996 Financial liberalisation and interest rate risk management in sub-Saharan Africa
by Willem Naudé
1996 Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States?
by Favero, Carlo A & Iacone, Fabrizio & Pifferi, Marco
1996 Exchange Rate Premia and the Credibility of the Crawling Target Zone in Hungary
by Darvas, Zsolt
1996 Lognormality of Rates and Term Structure Models
by Goldys, B. & M. Musiela & D. Sondermann
1996 German Unification and the EMS: A Non-Parametric Approach to the Asymmetry Question
by Axel Cron, Jens Weidmann
1996 Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate
by John Barkoulas & Christopher F. Baum & Joseph Onochie
1996 Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates
by John Barkoulas & Christopher F. Baum
1996 Fractional Cointegration Analysis of Long Term International Interest Rates
by John Barkoulas & Christopher F. Baum & Gurkan S. Oguz
1996 Nearest-Neighbor Forecasts of U.S. Interest Rates
by John Barkoulas & Christopher F. Baum & Atreya Chakraborty
1996 Time-Varying Risk Premia in the Foreign Currency Futures Basis
by John Barkoulas & Christopher F. Baum
1996 The Expectation Theory: Tests on French, German, and American Euro-Rates
by Jondeau, E. & Ricart, R.
1996 Inflation expectations and Real Return Bonds
by Agathe Côté & Jocelyn Jacob & John Nelmes & Miles Whittingham
1996 Real short-term interest rates and expected inflation: Measurement and interpretation
by Nicholas Ricketts
1995 Money Growth Variability and the Term Structure of Interest in Japan
by Lynch, G-J & Ewing, B-T
1995 Forecasting Inflation from the Term Structure
by Tzavalis, E. & Wickens, M.R.
1995 Regulatory Change and Bank Profitability in Italy
by Calcagnini, G. & Hester, D.D.
1995 Single Factor Heath-Jarrow-Morton Term Structure Models Based on Markov Spot Interest Rate Dynamics
by Andrew Mark Jeffrey
1995 Sources of Variation in International Real Interest Rates
by Allan W. Gregory & David G. Watt
1995 Some Lessons from the Yield Curve
by John Y. Campbell
1995 The fundamental determinants of financial integration in the European Union
by Lemmen, J.J.G. & Eijffinger, S.C.W.
1995 Forward Interest Rates as Indicators of Inflation Expectations
by Söderlind, Paul
1995 The Information Content of the Term Structure: Evidence for Germany
by Gerlach, Stefan
1995 The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination
by Canova, Fabio & de Nicolo, Gianni
1995 Real Interest Rates and Central Bank Operating Procedures
by Canzoneri, Matthew B & Dellas, Harris
1995 An Analysis of the Real Interest Rate Under Regime Shifts
by René Garcia & Pierre Perron
1995 Minimax Estimator for linear models with nonrandom disturbances
by Christopeit, N. & V. L. Girko
1995 Determining the Value of a Financial Unit of Account Based on Composite Currencies: The Case of the Private ECU
by David Folkerts-Landau & Peter M. Garber
1995 Explaining devaluation expectations in the EMS
by Ulf Söderström & Alexis Stenfors
1995 Interest rate and inflation expectations in Finland 1987-1994 : a case for the inverted fisher hypothesis
by Mika Linden
1995 Co-integration and the term structure of Finnish short-term interest rates
by Markku Lanne
1995 Inflation Non-neutralities and the Response of Interest Rates to Inflation Expectations
by Laurence H. Meyer & Anandi P. Sahu
1995 The term structure of interest rates as a leading indicator of economic activity: A technical note
by Kevin Clinton
1995 The Monetary Transmission Mechanism: An Empirical Framework
by John B. Taylor
1995 Some Lessons from the Yield Curve
by John Y. Campbell
1994 The Credibility of the United Kingdom's Commitment to the ERM : Intentions versus Actions
by Masson, Paul R
1994 Explaining Devaluation Expectations in the EMS
by Stenfors, Alexis & Söderström, Ulf
1994 The French-German Interest Rate Differential since German Unification: The Impact of the 1992 and 1993 EMS Crisis
by Henry, Jerome & Jens Weidmann
1994 Testing Long-run Neutrality: Empirical Evidence for G7-Countries with Special Emphasis on Germany
by Weber, Axel
1994 Asymmetry in the EMS revisited: Evidence from the causality analysis of daily Eurorates
by Henry, Jerome & Jens Weidmann
1994 Investition, Finanzierung und Sparen: einige Implikationen der Keynes-Robertson-Kontroverse über den "Revolving Fund"
by Hein, Eckhard
1994 Monetary Policy and the Term Structure of Interest Rates
by Bennett T. McCallum
1994 Reverse Engineering the Yield Curve
by David K. Backus & Stanley E. Zin
1994 The Simplest Test of Inflation Target Credibility
by Svensson, Lars E O
1994 Testing Long-run Neutrality: Empirical Evidence for G7 Countries with Special Emphasis on Germany
by Weber, Axel A
1994 An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates
by Christopher F. Baum & Olin Liu
1994 Financial Structure, Bank Lending Rates, and the Transmission Mechanism of Monetary Policy
by Carlo Cottarelli & Angeliki Kourelis
1994 Testing the Credibility of Belgium's Exchange Rate Policy
by Ioannis Halikias
1993 Covered Interest Parity: Evidence from the U.S.- Canadian Money Markets
by Hamid Baghestani
1993 Covered Interest Parity: Evidence from the U.S.- Canadian Money Markets
by Hamid Baghestani
1993 The Simplest Test of Inflation Target Credibility
by Lars E.O. Svensson
1993 Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment
by Lars E.O. Svensson
1993 A Model of Target Changes and the Term Structure of Interest Rates
by Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi
1993 Financial Openness and the Effectiveness of Capital Controls in Greece
by Christodoulakis, Nikos & Karamouzis, Nick
1993 Liquidity Effects and the Determinants of Short-term Interest Rates in Italy (1991-92)
by Angeloni, Ignazio & Prati, Alessandro
1993 Signalling Debt Sustainability
by Drudi, Francesco & Prati, Alessandro
1993 Liquidity and Financial Intermediation
by DUTTA, Jayasri & KAPUR, Sandeep
1993 French-German Interest Rate Differentials and Time-Varying Realignment Risk
by Francesco Caramazza
1993 Asymmetry in the ERM: A Case Study of French and German Interest Rates Before and After German Unification
by Edward H. Gardner & William R. M. Perraudin
1992 Inflation and the Interest Rate in 1991
by Maria Zhecheva & Roumen Avramov & Valentin Chavdarov
1992 Инфлацията И Лихвения Процент През 1991 Г
by Maria Zhecheva & Roumen Avramov & Valentin Chavdarov
1992 Understanding the High Interest Rates on Italian Government Securities
by Giovannini, Alberto & Piga, Gustavo
1992 Bretton Woods and its Precursors: Rules versus Discretion in the History of International Monetary Regimes
by Giovannini, Alberto
1992 Dynamic Capital Mobility in Pacific Basin Developing Countries: Estimation and Policy Implications
by Hamid Faruqee
1992 Fisherian Transmission and Efficient Arbitrage under Partial Financial Indexation: The Case of Chile
by Enrique G. Mendoza
1991 Response [Great and Almost-Great Magnitudes for Economists]
by Simon, Julian L
1991 Time-Varying Estimates on the Openness of the Capital Account in Korea and Taiwan
by Helmut Reisen & Hélène Yèches
1991 Financial Innovations and the Distributional Effects of Interest Rate Changes in the UK
by Philip Arestis & Peter Howells
1991 The Long-term Decline in Real Interest Rates: Comment
by Clark, Gregory
1990 Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK
by Søren Johansen & Katarina Juselius
1990 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
1988 What is the role of the interest rate?
by Luis E. Rivero Medina
1981 The Taxation Of Foreign Investment Income In Canada, The United States And Mexico
by Glenn Jenkins & GRAHAM GLENDAY & DEVENDRANAUTH MISIR
1973 The Role Of Canadian And United States Monetary Policy In The Determination Of Interest Rates In Canada
by Glenn Jenkins & HENRY LIM
1971 The Role of the United States Monetary Stock in a Model of the Canadian Economy
by Glenn Jenkins
1970 The Determinants Of The Nominal Interest Rate
by Glenn Jenkins & HENRY LIM
New Hope for the Fisher Effect? A Re-Examination Using Threshold Cointegration
by Jens Weidmann
0000 Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates
by Borus Jungbacker & Siem Jan Koopman & Michel van der Wel
Control of Generalized Error Rates in Multiple Testing
by Joseph P. Romano & Michael Wolf
Beta Regimes for the Yield Curve
by Francesco Audrino & Enrico De Giorgi
Optimal Allotment Policy in Central Bank Open Market Operations
by Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla
The Lucas Critique in Practice: An Empirical Investigation of the Impact of European Monetary Integration on the Term Structure
by Peter A.G. VanBergeijk & Jan Marc Berk
An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK
by Peter Spencer & Zhuoshi Liu
The Use Of Spreads In Forecasting Medium Term U.K Interest Rates
by B. Pesaran & G. Wright
The Role of Financial Sector Competition for Monetary Policy
by Edgar A. Ghossoub & Robert Reed & Thanarak Laosuthi
Central Bank Liquidity Provision and Financial Sector Competition This paper presents a general equilibrium production economy where money is essential and financial intermediaries provide important economic functions. In this setting, we study the effects of liquidity provision by the monetary authority under two different banking structures: a perfectly competitive and a fully concentrated banking system. When the banking sector is perfectly competitive, liquidity injections through an open market purchase stimulate capital investment and production. Interestingly, an expansionary monetary policy can become contractionary when the banking sector is fully concentrated. This necessarily happens in economies where government liabilities constitute a large fraction of total deposits and inflation is high. Moreover, we demonstrate that imperfect banking competition is a source of indeterminacy of dynamical equilibria. More specifically, the economy can display Hopf bifurcation. However, monetary policy plays an important role in controlling deterministic cycles and endogenous volatility that could arise under a fully concentrated banking sector
by Hamid Beladi & Edgar Ghossoub
Commodity derivative markets
by Lautier, Delphine
An equilibrium approach for Gamma Discounting
by Jouini, Elyès & Napp, Clotilde
Fiscal Deficits, Current Account Dynamics and Monetary Policy
by Giorgio Di Giorgio & Salvatore Nistic�
On the determinants of currency crises: The role of model uncertainty
by Jesus Crespo Cuaresma & Tomas Slacik
Behavioural Equilibrium Exchange Rate and Total Misalignment: Evidence from the Euro Exchange Rate
by Minoas Koukouritakis & Nikolaos Giannellis
The Term Structure of Interbank Risk
by Damir FILIPOVIC & Anders B. TROLLE
International Bond Risk Premia
by Magnus DAHLQUIST & Henrik HASSELTOFT
Tasa De Rendimiento De Capital De Colombia Para El Periodo Entre 1990 Y 2001
by Ana María Tribín Uribe
Una aproximación a la dinámica de las tasas de interés de corto plazo en Colombia a través de modelos GARCH multivariados
by Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo
Tramo Corto de la Curva de Rendimientos, Cambio de Régimen Inflacionario y Expectativas de Inflación en Colombia
by Luis Eduardo Arango & Luz Adriana Flórez
Interest Rate Setting and the Colombian Monetary Transmission Mechanism
by Carlos Andrés Amaya
Expectativas de Actividad Económica en Colombia y Estructura a Plazo: Un Poco más de Evidencia
by Luis Eduardo Arango & Luz Adriana Flórez
El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia
by Luis Eduardo Arango & Luz Adriana Flórez & Angélica María Arosemena
El Tramo Corto de la Estructura a Plazo como predictor de Expectativas de Inflación en Colombia
by Luis Eduardo Arango & María Angélica Arosemena
Affine Bond Pricing with a Mixture Distribution for Interest Rate Time-Series DynamicsCreation-Date: 20100225
by Torben B. Rasmussen
A Note on Alternative Measures of Real Bond Rates
by Palle Andersen
Monetary policy operations: experiences during the crisis and lessons learnt - a comment
by Rafael Repullo
Implementing monetary policy in the crisis times - the case of the ECB
by Nuno Cassola & Alain Durré & Cornelia Holthausen
