IDEAS home Printed from https://ideas.repec.org/f/psc893.html
   My authors  Follow this author

Paul Schmelzing

Personal Details

First Name:Paul
Middle Name:Ferdinand
Last Name:Schmelzing
Suffix:
RePEc Short-ID:psc893
[This author has chosen not to make the email address public]
https://www.pfschmelzing.me/home

Affiliation

(70%) Wallace E. Carroll School of Management
Boston College

Chestnut Hill, Massachusetts (United States)
http://www.bc.edu/schools/csom.html
RePEc:edi:smbocus (more details at EDIRC)

(30%) Hoover Institution on War Revolution & Peace
Stanford University

Stanford, California (United States)
http://www.hoover.org/
RePEc:edi:hostaus (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Kenneth S. Rogoff & Barbara Rossi & Paul Schmelzing, 2022. "Long-Run Trends in Long-Maturity Real Rates 1311-2021," NBER Working Papers 30475, National Bureau of Economic Research, Inc.
  2. Andrew Metrick & Paul Schmelzing, 2021. "Banking-Crisis Interventions, 1257-2019," NBER Working Papers 29281, National Bureau of Economic Research, Inc.
  3. Schmelzing, Paul, 2020. "Eight centuries of global real interest rates, R-G, and the ‘suprasecular’ decline, 1311–2018," Bank of England working papers 845, Bank of England.
  4. Schmelzing, Paul, 2017. "Staff Working Paper No. 686: Eight centuries of the risk-free rate: bond market reversals from the Venetians to the ‘VaR shock’," Bank of England working papers 686, Bank of England.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Schmelzing, Paul, 2020. "Eight centuries of global real interest rates, R-G, and the ‘suprasecular’ decline, 1311–2018," Bank of England working papers 845, Bank of England.

    Cited by:

    1. Georgios Symeonidis & Platon Tinios & Panos Xenos, 2020. "Enhancing Pension Adequacy While Reducing the Fiscal Budget and Creating Essential Capital for Domestic Investments and Growth: Analysing the Risks and Outcomes in the Case of Greece," Risks, MDPI, vol. 9(1), pages 1-17, December.
    2. Olivier J Blanchard, 2019. "Public Debt and Low Interest Rates," Working Paper Series WP19-4, Peterson Institute for International Economics.
    3. Ethan Ilzetzki & Carmen M. Reinhart & Kenneth S. Rogoff, 2020. "Why Is the Euro Punching Below Its Weight?," NBER Working Papers 26760, National Bureau of Economic Research, Inc.
    4. Job Boerma & Loukas Karabarbounis, 2022. "Reparations and Persistent Racial Wealth Gaps," NBER Chapters, in: NBER Macroeconomics Annual 2022, volume 37, National Bureau of Economic Research, Inc.
    5. Westerhout, Ed & Meijdam, Lex & Ponds, Eduard & Bonenkamp, Jan, 2022. "Should we revive PAYG? On the optimal pension system in view of current economic trends," European Economic Review, Elsevier, vol. 148(C).
    6. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2022. "Globalization, long memory, and real interest rate convergence: a historical perspective," Empirical Economics, Springer, vol. 63(5), pages 2331-2355, November.
    7. Michael D. Bauer & Glenn D. Rudebusch, 2020. "The Rising Cost of Climate Change: Evidence from the Bond Market," Working Paper Series 2020-25, Federal Reserve Bank of San Francisco.
    8. Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021. "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," Working Papers 202133, University of Pretoria, Department of Economics.
    9. E. Terrones, Marco & Kose, Ayhan & Sugawara, Naotaka, 2020. "Global Recessions," CEPR Discussion Papers 14397, C.E.P.R. Discussion Papers.
    10. Jedwab, Remi & Johnson, Noel & Koyama, Mark, 2020. "The Economic Impact of the Black Death," CEPR Discussion Papers 15132, C.E.P.R. Discussion Papers.
    11. Robert Barro, . "r Minus g," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics.
    12. Oscar Jorda & Sanjay R. Singh & Alan M. Taylor, 2022. "Longer-Run Economic Consequences of Pandemics," The Review of Economics and Statistics, MIT Press, vol. 104(1), pages 166-175, March.
    13. Radoslaw (Radek) Stefanski & Alex Trew, 2021. "Selection, Patience, and the Interest Rate," Working Papers 2020_03, Business School - Economics, University of Glasgow.
    14. Samuel Forbes & Stefan Grosskinsky, 2021. "A Study of UK Household Wealth through Empirical Analysis and a Non-linear Kesten Process," Papers 2107.02169, arXiv.org.
    15. Nan Li & Chris Papageorgiou & Tao Zha, 2021. "The S-curve: Understanding the Dynamics of Worldwide Financial Liberalization," FRB Atlanta Working Paper 2021-19, Federal Reserve Bank of Atlanta.
    16. Teplova, Tamara V. & Rodina, Victoria A., 2021. "The reinvestment risk premium in the valuation of British and Russian government bonds," Research in International Business and Finance, Elsevier, vol. 55(C).
    17. Barry Eichengreen, 2020. "Keynesian economics: can it return if it never died?," Review of Keynesian Economics, Edward Elgar Publishing, vol. 8(1), pages 23-35, January.
    18. Juncal Cunado & David Gabauer & Rangan Gupta, 2022. "On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data," Working Papers 202212, University of Pretoria, Department of Economics.
    19. Knolle, Julia, 2020. "Prosperity in a Low Interest Environment," MPRA Paper 104332, University Library of Munich, Germany.
    20. Amariei, Cosmina, 2020. "Asset Allocation in Europe: Reality vs. Expectations," ECMI Papers 27304, Centre for European Policy Studies.
    21. Madeira, João & Palma, Nuno Pedro G. & van der Kwaak, Christiaan, 2021. "The long-run effects of risk: an equilibrium approach," CEPR Discussion Papers 15841, C.E.P.R. Discussion Papers.
    22. Tyrowicz, Joanna, 2020. "Are incentivized old-age savings schemes effective under incomplete rationality?," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224526, Verein für Socialpolitik / German Economic Association.
    23. Kuvshinov, Dmitry & Zimmermann, Kaspar, 2022. "The big bang: Stock market capitalization in the long run," Journal of Financial Economics, Elsevier, vol. 145(2), pages 527-552.
    24. Julia M. Puaschunder & Martin Gelter & Siegfried Sharma, 2020. "COVID-19-Shock: Considerations on Socio-Technological, Legal, Corporate, Economic and Governance Changes and Trends," Proceedings of the 18th International RAIS Conference, August 17-18, 2020 011jpb, Research Association for Interdisciplinary Studies.
    25. Olivier J. Blanchard, 2021. "The Mayekawa Lecture: Fiscal Policy under Low Rates: Taking Stock," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 39, pages 23-34, November.
    26. Adam S. Posen, 2021. "Fiscal Success During COVID-19 Says Believe the Good News," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 56(4), pages 190-193, July.
    27. Julia M. Puaschunder, 2020. "Value at COVID-19: Digitalized Healthcare, Luxury Consumption and Global Education," ConScienS Conference Proceedings 006pj, Research Association for Interdisciplinary Studies.
    28. Timothy Anderson & John Hawkins, 2021. "Modelling the Reserve Bank of Australia's Policy Decisions and the Case for a Negative Cash Rate," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 54(2), pages 179-189, June.
    29. Makoto Yano & Yuichi Furukawa, 2021. "Two-Dimensional Constrained Chaos and Industrial Revolution Cycles with Mathemetical Appendices," KIER Working Papers 1057, Kyoto University, Institute of Economic Research.
    30. Paolo Mauro & Jing Zhou, 2021. "$$r-g," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(1), pages 197-229, March.
    31. Joanna Tyrowicz & Krzysztof Makarski & Artur Rutkowski, 2020. "Fiscal incentives to pension savings – are they efficient?," Working Paper series 20-06, Rimini Centre for Economic Analysis.
    32. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective," Working Papers 202093, University of Pretoria, Department of Economics.
    33. Rogoff, Kenneth, 2021. "Fiscal sustainability in the aftermath of the great pause," Journal of Policy Modeling, Elsevier, vol. 43(4), pages 783-793.
    34. Giorgio Canarella & Luis A. Gil‐Alana & Rangan Gupta & Stephen M. Miller, 2022. "The behaviour of real interest rates: New evidence from a 'suprasecular' perspective," International Finance, Wiley Blackwell, vol. 25(1), pages 46-64, April.

  2. Schmelzing, Paul, 2017. "Staff Working Paper No. 686: Eight centuries of the risk-free rate: bond market reversals from the Venetians to the ‘VaR shock’," Bank of England working papers 686, Bank of England.

    Cited by:

    1. Radoslaw (Radek) Stefanski & Alex Trew, 2021. "Selection, Patience, and the Interest Rate," Working Papers 2020_03, Business School - Economics, University of Glasgow.
    2. Magomet Yandiev, 2021. "Risk-Free Rate in the Covid-19 Pandemic: Application Mistakes and Conclusions for Traders," Papers 2111.07075, arXiv.org.
    3. Probst, Julius, 2019. "Global real interest rate dynamics from the late 19th century to today," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 522-547.
    4. Acocella, Nicola, 2021. "Stagnation," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 74(2), pages 121-140.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-HIS: Business, Economic & Financial History (4) 2017-11-12 2020-02-03 2021-10-04 2022-10-17. Author is listed
  2. NEP-FDG: Financial Development & Growth (2) 2021-10-04 2022-10-17. Author is listed
  3. NEP-IFN: International Finance (2) 2021-10-04 2022-10-17. Author is listed
  4. NEP-BAN: Banking (1) 2021-10-04. Author is listed
  5. NEP-CBA: Central Banking (1) 2021-10-04. Author is listed
  6. NEP-MON: Monetary Economics (1) 2021-10-04. Author is listed
  7. NEP-OPM: Open Economy Macroeconomics (1) 2022-10-17. Author is listed

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Paul Ferdinand Schmelzing should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.