Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E40: General
/ / / E41: Demand for Money
/ / / E42: Monetary Systems; Standards; Regimes; Government and the Monetary System
/ / / E43: Interest Rates: Determination, Term Structure, and Effects
/ / / E44: Financial Markets and the Macroeconomy
/ / / E47: Forecasting and Simulation: Models and Applications
/ / / E49: Other

2007

• Michiel De Pooter, 2007, "Examining the Nelson-Siegel Class of Term Structure Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-043/4, Jun.
• Braggion, F. & Christiano, L. & Roldos, J., 2007, "Optimal Monetary Policy in a Sudden Stop," Other publications TiSEM, Tilburg University, School of Economics and Management, number 341362bc-998f-4c04-b064-3.
• Michael D. Bordo & Andrew Filardo, 2007, "Money Still Makes the World Go Round: The Zonal View," Journal of the European Economic Association, MIT Press, volume 5, issue 2-3, pages 509-523, 04-05.
• Kenneth Petersen, 2007, "Does the Federal Reserve Follow a Non-Linear Taylor Rule?," Working papers, University of Connecticut, Department of Economics, number 2007-37, Sep.
• Jean François Goux & Charbel Cordahi, 2007, "The International Transmission of Monetary Shocks in a Dollarized Economy: The Case of USA and Lebanon," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 54, issue 3, pages 303-324.
• Cifter Atilla & Ozun Alper, 2007, "The Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006)," South East European Journal of Economics and Business, Sciendo, volume 2, issue 1, pages 15-24, April, DOI: 10.2478/v10033-007-0011-3.
• Hiona Balfoussia & Mike Wickens, 2007, "Macroeconomic Sources of Risk in the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 1, pages 205-236, February, DOI: 10.1111/j.0022-2879.2007.00009.x.
• Hess Chung & Troy Davig & Eric M. Leeper, 2007, "Monetary and Fiscal Policy Switching," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 4, pages 809-842, June, DOI: 10.1111/j.1538-4616.2007.00047.x.
• James Bullard & Kaushik Mitra, 2007, "Determinacy, Learnability, and Monetary Policy Inertia," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 5, pages 1177-1212, August, DOI: 10.1111/j.1538-4616.2007.00062.x.
• Udo Broll & B. Michael Gilroy & Elmar Lukas, 2007, "Managing Credit Risk With Credit Derivatives," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 1-13, DOI: 10.1142/S2010495207500042.
• Colarossi, Silvio & Zaghini, Andrea, 2007, "Gradualism, transparency and improved operational framework: A look at the overnight volatility transmission," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/16.
• Diebold, Francis X. & Li, Canlin & Yue, Vivian Z., 2007, "Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/27.
• Buiter, Willem H., 2007, "Seigniorage," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-8.
• Buiter, Willem H., 2007, "Seigniorage," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 1, pages 1-49, DOI: 10.5018/economics-ejournal.ja.2007-.
• Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2007, "Long-run inflation-unemployment dynamics: The Spanish Phillips curve and economic policy," Kiel Working Papers, Kiel Institute for the World Economy, number 1326.
• McCallum, Andrew & Smets, Frank, 2007, "Real wages and monetary policy transmission in the euro area," Kiel Working Papers, Kiel Institute for the World Economy, number 1360.

2006

• V. V. Chari & Patrick J. Kehoe, 2006, "Modern Macroeconomics in Practice: How Theory Is Shaping Policy," Journal of Economic Perspectives, American Economic Association, volume 20, issue 4, pages 3-28, Fall.
• Singh, Kanhaiya & Kalirajan, Kaliappa P., 2006, "Monetary Policy in India: Objectives, Reaction Function and Policy Effectiveness," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 2, issue 2, pages 1-19, DOI: 10.22004/ag.econ.50149.
• Miller, Marcus & Garcia-Fronti, Javier & Zhang, Lei, , "Supply shocks and currency crises: the policy dilemma reconsidered," Economic Research Papers, University of Warwick - Department of Economics, number 269653, DOI: 10.22004/ag.econ.269653.
• Greg Tkacz & Carolyn A. Wilkins, 2006, "Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices," Staff Working Papers, Bank of Canada, number 06-25, DOI: 10.34989/swp-2006-25.
• Céline Gauthier & Fuchun Li, 2006, "Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model," Staff Working Papers, Bank of Canada, number 06-42, DOI: 10.34989/swp-2006-42.
• David Bolder, 2006, "Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective," Staff Working Papers, Bank of Canada, number 06-48, DOI: 10.34989/swp-2006-48.
• Jean‐Pascal Bénassy, 2006, "Liquidity Effects in Non‐Ricardian Economies," Scandinavian Journal of Economics, Wiley Blackwell, volume 108, issue 1, pages 65-80, March, DOI: 10.1111/j.1467-9442.2006.00440.x.
• Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2006, "Evaluation of macroeconomic models for financial stability analysis," Working Paper, Norges Bank, number 2006/01, Feb.
• Roberto Meurer, 2006, "Foreign Capital Flow and the Ibovespa Performance," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 1, pages 79-95.
• Kevin Salyer & Gabriel Lee, 2006, "Time-Varying Uncertainty and the Credit Channel," Working Papers, University of California, Davis, Department of Economics, number 189, Aug.
• Jiri Podpiera, 2006, "The Role of Policy Rule Misspecification in Monetary Policy Inertia Debate," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp315, Dec.
• Steve Radelet, 2006, "The Role of the IMF in Well-Performing Low-Income Countries," Working Papers, Center for Global Development, number 83, Feb.
• William R. Cline, 2006, "The U.S. External Deficit and the Developing Countries," Working Papers, Center for Global Development, number 86, Mar.
• Blen Solomon & Isabel Cristina Ruiz, 2006, "Does The Price Puzzle Exist in Colombia? Empirical Evidence and Policy Implications," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 5469, Mar.
• José Alfredo Vásquez & Marleny Cardona A & Luz Dinora Vera & German Escobar, Juan David Ortíz Alejandra García, 2006, "Efectos Ambientales y Socieconómicos de los Procesos Productivos del Café y del Banano: Una Mirada Multifactorial," Revista Ecos de Economía, Universidad EAFIT.
• Blen Solomon & Isabel Ruiz, 2006, "Does The Price Puzzle Exist in Colombia? Empirical Evidence and Policy Implications," Revista Ecos de Economía, Universidad EAFIT.
• DE LA CROIX, David & DE WALQUE, Gregory & WOUTERS, Rafael, 2006, "Dynamics and monetary policy in a fair wage model of the business cycle," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006106, Nov.
• Artis, Michael, 2006, "What Do We Now Know About Currency Unions?," CEPR Discussion Papers, Centre for Economic Policy Research, number 5677, May.
• Buiter, Willem, 2006, "How Robust is the New Conventional Wisdom? The Surprising Fragility of the Theoretical Foundations of Inflation Targeting and C," CEPR Discussion Papers, Centre for Economic Policy Research, number 5772, Jul.
• Miller, Marcus & García-Fronti, Javier, 2006, "Supply Shocks and Currency Crises: The Policy Dilemma Reconsidered," CEPR Discussion Papers, Centre for Economic Policy Research, number 5905, Oct.
• Farmer, Roger & Zha, Tao & ,, 2006, "Indeterminacy in a Forward Looking Regime Switching Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 5919, Oct.
• David, DE LA CROIX & Gregory, DE WALQUE & Rafael, WOUTERS, 2006, "Dynamics and monetary policy in a fair wage model of the business cycle," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2006061, Nov.
• David Stockman & Judy Kennedy, 2006, "Chaotic Equilibria in Models with Ill-Defined Forward Dynamics," Working Papers, University of Delaware, Department of Economics, number 06-03.
• David Stockman & Judy Kennedy & James Yorke, 2006, "Inverse Limits and Models with Backward Dynamics," Working Papers, University of Delaware, Department of Economics, number 06-12.
• Maghyereh, A. & Al-Zoubi, H., 2006, "Does Fisher Effect Apply in Developing Countries: Evidence From a Nonlinear Cotrending Test applied to Argentina, Brazil, Malysia, Mexico, Korea and Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 2.
• Jamie Emerson, 2006, "The Quantity Theory of Money: Evidence from the United States," Economics Bulletin, AccessEcon, volume 5, issue 2, pages 1-6.
• Paolo Zagaglia, 2006, "How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate," Economics Bulletin, AccessEcon, volume 5, issue 14, pages 1-11.
• Monnet, Cyril & Koeppl, Thorsten Volker & Temzelides, Ted, 2006, "A dynamic model of settlement," Working Paper Series, European Central Bank, number 604, Apr.
• Buiter, Willem H., 2006, "The elusive welfare economics of price stability as a monetary policy objective: why New Keynesian central bankers should validate core inflation," Working Paper Series, European Central Bank, number 609, Apr.
• Dufour, Jean-Marie & Farhat, Abdeljelil & Hallin, Marc, 2006, "Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series," Journal of Econometrics, Elsevier, volume 130, issue 1, pages 123-142, January.
• Diebold, Francis X. & Li, Canlin, 2006, "Forecasting the term structure of government bond yields," Journal of Econometrics, Elsevier, volume 130, issue 2, pages 337-364, February.
• Diebold, Francis X. & Rudebusch, Glenn D. & Borag[caron]an Aruoba, S., 2006, "The macroeconomy and the yield curve: a dynamic latent factor approach," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 309-338.
• Ang, Andrew & Piazzesi, Monika & Wei, Min, 2006, "What does the yield curve tell us about GDP growth?," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 359-403.
• Dufour, Jean-Marie & Pelletier, Denis & Renault, Eric, 2006, "Short run and long run causality in time series: inference," Journal of Econometrics, Elsevier, volume 132, issue 2, pages 337-362, June.
• Berentsen, Aleksander, 2006, "On the private provision of fiat currency," European Economic Review, Elsevier, volume 50, issue 7, pages 1683-1698, October.
• Lombardo, Giovanni, 2006, "Inflation targeting rules and welfare in an asymmetric currency area," Journal of International Economics, Elsevier, volume 68, issue 2, pages 424-442, March.
• Aksoy, Yunus & Piskorski, Tomasz, 2006, "U.S. domestic money, inflation and output," Journal of Monetary Economics, Elsevier, volume 53, issue 2, pages 183-197, March.
• Boel, Paola & Camera, Gabriele, 2006, "Efficient monetary allocations and the illiquidity of bonds," Journal of Monetary Economics, Elsevier, volume 53, issue 7, pages 1693-1715, October.
• Aspachs, Oriol & Goodhart, Charles & Tsomocos, Dimitrios P. & Zicchino, Lea, 2006, "Towards a measure of financial fragility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24508, Feb.
• Fernando de Holanda Barbosa, 2006, "O efeito contagioso da dívida pública na política monetária," Brazilian Journal of Political Economy, FGV EAESP, volume 26, issue 2, pages 231-238, April.
• Leslie LIPSCHITZ & Timothy LANE & Alex MOURMOURAS, 2006, "Capital Flows to Transition Economies: Master or Servant? (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 5-6, pages 202-222, May.
• Barry E. Jones & Travis D. Nesmith, 2006, "Linear cointegration of nonlinear time series with an application to interest rate dynamics," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-03.
• V. V. Chari & Patrick J. Kehoe, 2006, "Modern macroeconomics in practice: how theory is shaping policy," Staff Report, Federal Reserve Bank of Minneapolis, number 376, DOI: 10.21034/sr.376.
• Lea Zicchino & Dimitrios Tsomocos & Charles Goodhart & Oriol Aspachs Bracon, 2006, "Towards a Measure of Financial Fragility," FMG Discussion Papers, Financial Markets Group, number dp554, Mar.
• Zeno Rotondi, 2006, "The Macroeconomy and the Yield Curve: A Review of the Literature with Some New Evidence," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 65, issue 2, pages 193-224, November.
• Nicolas Million, 2006, "Changements de régime pour la persistance et la dynamique du taux d'intérêt réel américain," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00119051, Oct.
• Sabine Le Bayon & Frédéric Reynès & Christine Rifflart & Xavier Timbeau, 2006, "Flux d'intérêts et risque de taux," Post-Print, HAL, number hal-01045193, Apr, DOI: 10.3917/reof.097.0159.
• Jean-Pascal Bénassy, 2006, "Liquidity effects in non-Ricardian economies," Post-Print, HAL, number halshs-00754156, May, DOI: 10.1111/j.1467-9442.2006.00440.x.
• Sabine Le Bayon & Frédéric Reynès & Christine Rifflart & Xavier Timbeau, 2006, "Flux d'intérêts et risque de taux," Sciences Po Economics Publications (main), HAL, number hal-01045193, Apr, DOI: 10.3917/reof.097.0159.
• Stephen D. Williamson, 2006, "Search, Limited Participation, And Monetary Policy ," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 47, issue 1, pages 107-128, February.
• Martin D. D. Evans & Richard K. Lyons, 2006, "Understanding order flow," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 11, issue 1, pages 3-23, DOI: 10.1002/ijfe.287.
• William Barnett, 2006, "Divisia Monetary Index," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200606, Apr.
• William Barnett, 2006, "Supply of Money," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200607, Jul.
• Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006, "A Time Series Analysis of Financial Fragility in the UK Banking System," Annals of Finance, Springer, volume 2, issue 1, pages 1-21, January, DOI: 10.1007/s10436-005-0030-y.
• Stanley Black & Charis Christofides & Alex Mourmouras, 2006, "Convertibility risk: the precautionary demand for foreign currency in a crisis," Annals of Finance, Springer, volume 2, issue 2, pages 141-165, March, DOI: 10.1007/s10436-005-0033-8.
• William Barnett & John Keating & Unja Chae, 2006, "The Discounted Economic Stock of Money with VAR Forecasting," Annals of Finance, Springer, volume 2, issue 3, pages 229-258, July, DOI: 10.1007/s10436-006-0038-y.
• Cannon, Edmund & Cipriani, Giam Pietro, 2006, "Euro-Illusion: A Natural Experiment," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 5, pages 1391-1403, August, DOI: 10.1353/mcb.2006.0066.
• Thierry Warin, 2006, "From Full Employment to the Natural Rate of Unemployment: A Survey," Middlebury College Working Paper Series, Middlebury College, Department of Economics, number 0601, Jan.
• Thierry Warin, 2006, "A Note on Post-Modern Monetary Policy," Middlebury College Working Paper Series, Middlebury College, Department of Economics, number 0617, Dec.
• Nicolas Million, 2006, "Changements de régime pour la persistance et la dynamique du taux d'intérêt réel américain," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number v06067, Oct.
• David de la Croix & Gregory de Walque & Rafael Wouters, 2006, "Dynamics and monetary policy in a fair wage model of the business cycle," Working Paper Research, National Bank of Belgium, number 98, Oct.
• Takeo Hoshi & Andrew Rose & Shin-ichi Fukuda & Takatoshi Ito, 2006, "International Finance (NBER-TCER-CEPR-University of Tokyo)," NBER Books, National Bureau of Economic Research, Inc, number hosh05-1.
• Takatoshi Ito & Andrew K. Rose, 2006, "Monetary Policy with Very Low Inflation in the Pacific Rim," NBER Books, National Bureau of Economic Research, Inc, number ito_06-1.
• Dongchul Cho, 2006, "Interest Rate, Inflation, and Housing Price: With an Emphasis on Chonsei Price in Korea," NBER Chapters, National Bureau of Economic Research, Inc, "Monetary Policy with Very Low Inflation in the Pacific Rim".
• Refet Gurkaynak & Justin Wolfers, 2006, "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11929, Jan.
• Patrick Kehoe & Varadarajan V. Chari, 2006, "Modern Macroeconomics in Practice: How Theory is Shaping Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 12476, Aug.
• Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2006, "Indeterminacy in a Forward Looking Regime Switching Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 12540, Sep.
• Monika Piazzesi & Martin Schneider, 2006, "Equilibrium Yield Curves," NBER Working Papers, National Bureau of Economic Research, Inc, number 12609, Oct.
• Jeffrey A. Frankel, 2006, "The Effect of Monetary Policy on Real Commodity Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 12713, Dec.
• Gary Richardson, 2006, "Quarterly Data on the Categories and Causes of Bank Distress During the Great Depression," NBER Working Papers, National Bureau of Economic Research, Inc, number 12715, Dec.
• Ricardo J. Caballero, 2006, "On the Macroeconomics of Asset Shortages," NBER Working Papers, National Bureau of Economic Research, Inc, number 12753, Dec.
• Pablo A. Guerron, 2006, "Non-Separability, Heterogeneous Labor Supply, Investment, and the Business Cycle," Working Paper Series, North Carolina State University, Department of Economics, number 005, May, revised Aug 2006.
• Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2006, "Evaluation of macroeconomic models for financial stability analysis," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 6806, Feb.
• Takanori Tanaka, 2006, "A Lost Decade Revisited :Zombie Firms and Inefficient Labor Allocation," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-08, Mar.
• Cara Lown & Stavros Peristiani & Kenneth J. Robinson, 2006, "Financial Sector Weakness and the M2 Velocity Puzzle," Economic Inquiry, Western Economic Association International, volume 44, issue 4, pages 699-715, October.
• Dimitrios P Tsomocos & Gunnar Bardsen & Department of Economics & NTNUKjersti-Gro Lindquist & Norges Bank, 2006, "Evaluation of macroeconomic models for financial stability analysis," Economics Series Working Papers, University of Oxford, Department of Economics, number 2006-FE-01, Feb.
• Dimitrios P Tsomocos & Oriol Aspachs & London School of Economics & Charles A.E. Goodhart & London School of Economics & Lea Zicchino & Bank of England, 2006, "Towards a Measure of Financial Fragility," Economics Series Working Papers, University of Oxford, Department of Economics, number 2006-FE-04, Mar.
• Fazal Husain & Abdul Rashid, 2006, "Significant Shift in Causal Relations of Money, Income, and Prices in Pakistan: The price Hikes in the Early 1970s," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2006:8.
• Matić, Branko, 2006, "Changes in Currency during the Establishment of Croatian Monetary Sovereignty
  [Neke specifičnosti uspostave hrvatskog monetarnog suvereniteta u segmentu gotovog novca]," MPRA Paper, University Library of Munich, Germany, number 11093.
• Rao, B. Bhaskara & Kumar, Saten, 2006, "Structural Breaks and the Demand for Money in Fiji," MPRA Paper, University Library of Munich, Germany, number 1549, Jul.
• Husain, Fazal & Rashid, Abdul, 2006, "Significant Shift in Causal Relations of Money, Income, and Prices in Pakistan: The price Hikes in the Early 1970s," MPRA Paper, University Library of Munich, Germany, number 2243.
• Barnett, William A., 2006, "Divisia Monetary Index," MPRA Paper, University Library of Munich, Germany, number 418, Apr.
• Barnett, William A., 2006, "Supply of Money," MPRA Paper, University Library of Munich, Germany, number 419, Jul.
• Alomar, Ibrahim, 2006, "Financial Intermediation in Muslim Community: Issues and Problems," MPRA Paper, University Library of Munich, Germany, number 8298.
• David Bounie & Abel François, 2006, "Les déterminants de la détention et de l’usage des instruments de paiement : éléments théoriques et empiriques," Revue d'Économie Financière, Programme National Persée, volume 83, issue 2, pages 159-176, DOI: 10.3406/ecofi.2006.4007.
• Stephen D. Williamson, 2006, "Transactions, Credit, and Central Banking in a Model of Segmented Markets," 2006 Meeting Papers, Society for Economic Dynamics, number 287.
• Aleksander Berentzen & Cyril Monnet, 2006, "Optimal Monetary Policy in a Channel System of Interest-Rate Control," 2006 Meeting Papers, Society for Economic Dynamics, number 572.
• Dean Corbae & Borghan N. Narajabad, 2006, "Motelling: A Hotelling Model with Money," 2006 Meeting Papers, Society for Economic Dynamics, number 778.
• Michele Bagella, 2006, "Il dibattito sul futuro del sistema finanziario italiano alla Assemblea Costituente," Rivista di Politica Economica, SIPI Spa, volume 96, issue 4, pages 51-81, July-Augu.
• Gunnar Bardsen & Kjersti-Gro Lindquist & Dimitrios P.Tsomocos, 2006, "Evaluation of macroeconomic models for financial stability analysis," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe01.
• Oriol Aspachs & Charles A.E. Goodhart & Dimitrios P. Tsomocos & Lea Zicchino, 2006, "Towards a Measure of Financial Fragility," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe04.
• Wing Leong Teo, 2006, "An Estimated Dynamic Stochastic General Equilibrium Model of Taiwanese Economy," Computing in Economics and Finance 2006, Society for Computational Economics, number 334, Jul.
• Chiara Pederzoli & Costanza Torricelli, 2006, "Optimal banks behaviour and procyclicality," Computing in Economics and Finance 2006, Society for Computational Economics, number 349, Jul.
• Anna Agliari & Tiziana Assenza & Domenico Delli Gatti & Emiliano Santoro, 2006, "Credit Cycles in a OLG Economy with Money and Bequest," Computing in Economics and Finance 2006, Society for Computational Economics, number 369, Jul.
• George Monokroussos, 2006, "A Dynamic Tobit Model for the Open Market Desk's Daily Reaction Function," Computing in Economics and Finance 2006, Society for Computational Economics, number 390, Jul.
• Niki Papadopoulou, 2006, "Sticky Prices vs. Limited Participation:What Do We Learn From the Data?," Computing in Economics and Finance 2006, Society for Computational Economics, number 418, Jul.
• Marco Airaudo & Salvatore Nistico' & Luis-Felipe Zanna, 2006, "Learning, the Stock Market and Monetary Policy," Computing in Economics and Finance 2006, Society for Computational Economics, number 420, Jul.
• Ferre De Graeve, 2006, "The External Finance Premium and the Macroeconomy: US post-WWII Evidence," Computing in Economics and Finance 2006, Society for Computational Economics, number 84, Jul.
• Nicoletta Batini, 2006, "Euro area inflation persistence," Empirical Economics, Springer, volume 31, issue 4, pages 977-1002, November, DOI: 10.1007/s00181-006-0064-7.
• John H. Munro, 2006, "South German Silver, European Textiles, and Venetian Trade with the Levant and Ottoman Empire, c. 1370 to c. 1720: A non-mercantilist approach," Working Papers, University of Toronto, Department of Economics, number tecipa-224, Apr.
• H. Henry Cao & Martin D. Evans & Richard K. Lyons, 2006, "Inventory Information," The Journal of Business, University of Chicago Press, volume 79, issue 1, pages 325-364, January, DOI: 10.1086/497413.
• Marc Hallin & Abdeljelil Farhat & Jean-Marie Dufour, 2006, "Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/2143.
• Wouter Botzen, W.J. & Marey, Philip S., 2006, "Does the ECB respond to the stock market?," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0017.
• García-Fronti, Javier & Miller, Marcus & Zhang, Lei, 2006, "Supply shocks and currency crises : the policy dilemma reconsidered," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 760.
• Siebert, Horst, 2006, "China: Understanding a new global economic player," Kiel Working Papers, Kiel Institute for the World Economy, number 1278.

2005

• John H. Cochrane & Monika Piazzesi, 2005, "Bond Risk Premia," American Economic Review, American Economic Association, volume 95, issue 1, pages 138-160, March, DOI: 10.1257/0002828053828581.
• Martin D. D. Evans & Richard K. Lyons, 2005, "Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting," American Economic Review, American Economic Association, volume 95, issue 2, pages 405-414, May.
• Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005, "Modeling Bond Yields in Finance and Macroeconomics," American Economic Review, American Economic Association, volume 95, issue 2, pages 415-420, May.
• Yunus Aksoy & Tomasz Piskorski, 2005, "U.S. Domestic Money, Inflation and Output," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0506, Feb.
• Ingrid Lo, 2005, "An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate," Staff Working Papers, Bank of Canada, number 05-45, DOI: 10.34989/swp-2005-45.
• Frank Smets & Raf Wouters, 2005, "Welfare analysis of non-fundamental asset price and investment shocks: implications for monetary policy," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Investigating the relationship between the financial and real economy".
• ALISTAIR DIEPPE & KEITH KÜSTER & PETER McADAM, 2005, "Optimal Monetary Policy Rules for the Euro Area: An Analysis Using the Area Wide Model," Journal of Common Market Studies, Wiley Blackwell, volume 43, issue 3, pages 507-537, September, DOI: 10.1111/j.0021-9886.2005.00567.x.
• Bjørn-Roger Wilhelmsen & Andrea Zaghini, 2005, "Monetary policy predictability in the euro area: An international comparison," Working Paper, Norges Bank, number 2005/7, Sep.
• Marvin Goodfriend & Robert G. King, 2005, "The Incredible Volcker Disinflation," Boston University - Department of Economics - Macroeconomics Working Papers Series, Boston University - Department of Economics, number WP2005-007, Jun.
• Guse, E., 2005, "Learning in a Misspecified Multivariate Self-referential Linear Stochastic Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0548, Oct.
• Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin, 2005, "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," CIRANO Working Papers, CIRANO, number 2005s-04, Feb.
• Jean-Marie Dufour & Tarek Jouini, 2005, "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," CIRANO Working Papers, CIRANO, number 2005s-26, Aug.
• Cukierman, Alex, 2005, "Keynesian Economics, Monetary Policy and the Business Cycle - New and Old," CEPR Discussion Papers, Centre for Economic Policy Research, number 5284, Oct.
• Cheng-Zhong Qin & Martin Shubik, 2005, "A Credit Mechanism for Selecting a Unique Competitive Equilibrium," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1539, Oct, revised Nov 2006.
• Cheng-Zhong Qin & Martin Shubik, 2005, "A Credit Mechanism for Selecting a Unique Competitive Equilibrium," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1539R, Oct, revised Jun 2009.
• David R. Stockman & Judy Kennedy & James A. Yorke, 2005, " Inverse Limits and Models with Ill-Defined Forward Dynamics," Working Papers, University of Delaware, Department of Economics, number 05-06.
• Seshaiah, S.V. & Vuyuri, S., 2005, "Savings and Investment in India, 1970-2002: A Cointegration Approach," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 5, issue 1.
• Daiki Maki, 2005, "The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework," Economics Bulletin, AccessEcon, volume 3, issue 6, pages 1-7.
• Daiki Maki, 2005, "Asymmetric adjustment of the equilibrium relationship between the nominal interest rate and inflation rate," Economics Bulletin, AccessEcon, volume 3, issue 9, pages 1-8.
• Gary Shelley & Frederick Wallace, 2005, "The relation between U.S. money growth and inflation: evidence from a band-pass filter," Economics Bulletin, AccessEcon, volume 5, issue 8, pages 1-13.
• R. Vijay Krishna, 2005, "Non-robustness of the cash-in-advance equilibrium in the trading post model," Economics Bulletin, AccessEcon, volume 5, issue 3, pages 1-5.
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• Aksoy, Yunus & León-Ledesma, Miguel A., 2005, "Interest rates and output in the long-run," Working Paper Series, European Central Bank, number 434, Jan.
• Zaghini, Andrea & Wilhelmsen, Björn-Roger, 2005, "Monetary policy predictability in the euro area: an international comparison," Working Paper Series, European Central Bank, number 504, Jul.
• Lane, Philip R., 2005, "Global bond portfolios and EMU," Working Paper Series, European Central Bank, number 553, Nov.
• Gert Peersman & Frank Smets, 2005, "The Industry Effects of Monetary Policy in the Euro Area," Economic Journal, Royal Economic Society, volume 115, issue 503, pages 319-342, April.
• Harris Dellas & George Tavlas, 2005, "Wage Rigidity and Monetary Union," Economic Journal, Royal Economic Society, volume 115, issue 506, pages 907-927, October.
• Danny Pitzel & Lenno Uuskula, 2005, "The Effect of Financial Depth on Monetary Transmission," Bank of Estonia Working Papers, Bank of Estonia, number 2005-10, Oct, revised 10 Oct 2005.
• Clark, Todd E. & Kozicki, Sharon, 2005, "Estimating equilibrium real interest rates in real time," The North American Journal of Economics and Finance, Elsevier, volume 16, issue 3, pages 395-413, December.
• Rigobon, Roberto & Sack, Brian, 2005, "The effects of war risk on US financial markets," Journal of Banking & Finance, Elsevier, volume 29, issue 7, pages 1769-1789, July.
• Evans, Martin D.D. & Lyons, Richard K., 2005, "Do currency markets absorb news quickly?," Journal of International Money and Finance, Elsevier, volume 24, issue 2, pages 197-217, March.
• Dellas, Harris & Tavlas, George, 2005, "The global implications of regional exchange rate regimes," Journal of International Money and Finance, Elsevier, volume 24, issue 2, pages 243-255, March.
• Gallmeyer, Michael F. & Hollifield, Burton & Zin, Stanley E., 2005, "Taylor rules, McCallum rules and the term structure of interest rates," Journal of Monetary Economics, Elsevier, volume 52, issue 5, pages 921-950, July.
• Goodfriend, Marvin & King, Robert G., 2005, "The incredible Volcker disinflation," Journal of Monetary Economics, Elsevier, volume 52, issue 5, pages 981-1015, July.
• Bouakez, Hafedh & Cardia, Emanuela & Ruge-Murcia, Francisco J., 2005, "Habit formation and the persistence of monetary shocks," Journal of Monetary Economics, Elsevier, volume 52, issue 6, pages 1073-1088, September.
• Kim, Jinill & Henderson, Dale W., 2005, "Inflation targeting and nominal-income-growth targeting: When and why are they suboptimal?," Journal of Monetary Economics, Elsevier, volume 52, issue 8, pages 1463-1495, November.
• Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2005, "A reappraisal of the inflation-unemployment tradeoff," European Journal of Political Economy, Elsevier, volume 21, issue 1, pages 1-32, March.
• Stefano Bosi, 2005, "Sunspot Bubbles," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 05-25.
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• Refet S. Gürkaynak & Justin Wolfers, 2005, "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," Working Paper Series, Federal Reserve Bank of San Francisco, number 2005-26, Sep.
• Hess T. Chung & Troy Davig & Eric M. Leeper, 2005, "Monetary and fiscal policy switching," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 05-12.
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• Antoine Martin, 2005, "Reconciling Bagehot with the Fed's response to September 11," Staff Reports, Federal Reserve Bank of New York, number 217, Aug.
• Hélène Baudchon & Catherine Mathieu & Paola Veroni & Danielle Schweisguth & Xavier Timbeau, 2005, "Le bas niveau des taux longs : exception ou normalisation ?," Post-Print, HAL, number hal-03459038, Oct, DOI: 10.3917/reof.095.0185.
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• Dorofeenko, Viktor & Lee, Gabriel S. & Salyer, Kevin D., 2005, "Agency Costs and Investment Behavior," Economics Series, Institute for Advanced Studies, number 182, Dec.
• Ricardo Caballero & Arvind Krishnamurthy, 2005, "Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective," International Journal of Central Banking, International Journal of Central Banking, volume 1, issue 1, May.
• William Barnett & Unja Chae & John Keating, 2005, "The Discounted Economic Stock of Money with VAR Forecasting," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200515, Aug, revised Aug 2005.
• William Barnett & Unja Chae & John Keating, 2005, "Forecast Design in Monetary Capital Stock Measurement," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200516, Aug, revised Aug 2005.
• Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2005, "A risk assessment model for banks," Annals of Finance, Springer, volume 1, issue 2, pages 197-224, September, DOI: 10.1007/s10436-004-0006-3.
• Doh-Khul Kim, 2005, "Real Wage and Nominal Shock: Evidence from Pacific-Rim Countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 11, issue 3, pages 249-255, August, DOI: 10.1007/s11294-005-6614-5.
• Cinzia Alcidi & Alessandro Flamini & Andrea Fracasso, 2005, "``Taylored'' Rules. Does One Fit All?," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2007/06, Apr, revised Mar 2007.
• Niels Arne Dam & Jesper Gregers Linaa, 2005, "What Drives Business Cycles in a Small Open Economy with a Fixed Exchange Rate?," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 05-02, Mar.
• Niels Arne Dam & Jesper Gregers Linaa, 2005, "Assessing the Welfare Cost of a Fixed Exchange-Rate Policy," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 05-04, Jun.
• Hakob Zoryan, 2005, "The Measurement of Co-Circulation of Currencies and Dollarization in the Republic of Armenia," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 2, issue 1, pages 41-65, June.
• DUFOUR, Jean-Marie & FARHAT, Abdekjelik & HALLIN, Marc, 2005, "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-05.
• DUFOUR, Jean-Marie & JOUINI, Tarek, 2005, "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-12.
• BOUAKEZ, Hafed & CARDIA Emanuela & RUGE-MURCIA, Francisco, 2005, "The Transmission of Monetary Policy in a Multi-Sector Economy," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-16.