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 Sytsems; 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

2006

• 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.
• 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, September.
• 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, September.
• 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 (IfW Kiel), 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, C.E.P.R. Discussion Papers, 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.
• Peter Hördahl & Oreste Tristani & David Vestin, 2005, "Economic determinants of risk premia in the term structure of interest rates," Research Bulletin, European Central Bank, volume 3, pages 2-5.
• 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.
• Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005, "Modeling Bond Yields in Finance and Macroeconomics," Working Paper Series, Federal Reserve Bank of San Francisco, number 2005-04, Jan, DOI: 10.24148/wp2005-04.
• 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.
• Riccardo DiCecio, 2005, "Comovement: it's not a puzzle," Working Papers, Federal Reserve Bank of St. Louis, number 2005-035, DOI: 10.20955/wp.2005.035.
• 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.
• P. Chobanov & Nikolay Nenovsky, 2005, "Money market liquidity under currency board-empirical investigations for Bulgaria," Post-Print, HAL, number halshs-00259433.
• Jean-Pascal Bénassy, 2005, "Liquidity effects in non Ricardian economies," PSE Working Papers, HAL, number halshs-00590563, Dec.
• Hélène Baudchon & Catherine Mathieu & Paola Veroni & Danielle Schweisguth & Xavier Timbeau, 2005, "Le bas niveau des taux longs : exception ou normalisation ?," Sciences Po Economics Publications (main), HAL, number hal-03459038, Oct, DOI: 10.3917/reof.095.0185.
• Jean-Pascal Bénassy, 2005, "Liquidity effects in non Ricardian economies," Working Papers, HAL, number halshs-00590563, Dec.
• Ricardo de O. Cavalcanti & Andrés Erosa & Ted Temzelides, 2005, "Liquidity, Money Creation And Destruction, And The Returns To Banking," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 46, issue 2, pages 675-706, May.
• 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.
• DUFOUR, Jean-Marie & FARHAT, Abdeljelil & HALLIN, Marc, 2005, "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 05-2005.
• 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, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 16-2005.
• BOUAKEZ, Hafedh & CARDIA, Emanuela & RUGE-MURCIA, Francisco J., 2005, "The Transmission of Monetary Policy in a Multi-Sector Economy," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 20-2005.
• Mark Gertler & Kenneth Rogoff, 2005, "NBER Macroeconomics Annual 2004, Volume 19," NBER Books, National Bureau of Economic Research, Inc, number gert05-1, September.
• Refet Gürkaynak & Justin Wolfers, 2005, "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2005".
• David Altig & Lawrence Christiano & Martin Eichenbaum & Jesper Linde, 2005, "Firm-Specific Capital, Nominal Rigidities and the Business Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 11034, Jan.
• Dongchul Cho, 2005, "Interest Rate, Inflation, and Housing Price: With an Emphasis on Chonsei Price in Korea," NBER Working Papers, National Bureau of Economic Research, Inc, number 11054, Jan.
• Francis X. Diebold & Monika Piazzesi & Glenn Rudebusch, 2005, "Modeling Bond Yields in Finance and Macroeconomics," NBER Working Papers, National Bureau of Economic Research, Inc, number 11089, Jan.
• Michael Gallmeyer & Burton Hollifield & Stanley E. Zin, 2005, "Taylor Rules, McCallum Rules and the Term Structure of Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 11276, Apr.
• Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2005, "New-Keynesian Macroeconomics and the Term Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 11340, May.
• Marvin Goodfriend & Robert King, 2005, "The Incredible Volcker Disinflation," NBER Working Papers, National Bureau of Economic Research, Inc, number 11562, Aug.
• Philippe Bacchetta & Eric van Wincoop, 2005, "Rational Inattention: A Solution to the Forward Discount Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 11633, Sep.
• Hans Fehr & Sabine Jokisch & Laurence J. Kotlikoff, 2005, "Will China Eat Our Lunch or Take Us Out to Dinner? Simulating the Transition Paths of the U.S., EU, Japan, and China," NBER Working Papers, National Bureau of Economic Research, Inc, number 11668, Oct.
• Hanno Lustig & Christopher Sleet & Sevin Yeltekin, 2005, "Fiscal Hedging and the Yield Curve," NBER Working Papers, National Bureau of Economic Research, Inc, number 11687, Oct.
• Sydeny C. Ludvigson & Serena Ng, 2005, "Macro Factors in Bond Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 11703, Oct.
• Philipp Engler & Terhi Jokipii & Pablo Rovira Kaltwasser & Christian Merkl & Lúcio Vinhas de Souza, 2005, "The Effect of Capital Requirement Regulation on the Transmission of Monetary Policy: Evidence from Austria," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 99, May.
• Branko Matic, 2005, "Management in the Function of Enlargement of the Issuing Profit," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 1, pages 115-122.
• Alex Cukierman, 2005, "Keynesian Economics, Monetary Policy and the Business Cycle – New and Old," CESifo Economic Studies, CESifo Group, volume 51, issue 4, pages 697-728.
• Ben S. Bernanke & Jean Boivin & Piotr Eliasz, 2005, "Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 120, issue 1, pages 387-422.
• Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005, "Modeling Bond Yields in Finance and Macroeconomics," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-008, Jan.
• Matić, Branko, 2005, "Management in the Function of Enlargement of the Issuing Profit," MPRA Paper, University Library of Munich, Germany, number 10857.
• Matić, Branko, 2005, "Croatian monetary strategy in the conditions of globalization," MPRA Paper, University Library of Munich, Germany, number 11018.
• Gilroy, Bernard Michael & Broll, Udo, 2005, "Managing Credit Risk with Credit Derivatives," MPRA Paper, University Library of Munich, Germany, number 17678.
• Peeters, Marga, 2005, "What about monetary transmission in Albania? Is the exchange rate pass-through (still) the main channel?," MPRA Paper, University Library of Munich, Germany, number 23671, Mar, revised 24 Oct 2005.
• Colciago, Andrea, 2005, "Rule of Thumb Consumers Meet Sticky Wages," MPRA Paper, University Library of Munich, Germany, number 3275, Dec, revised 27 Apr 2007.
• Berentsen, Aleksander, 2005, "On the Private Provision of Fiat Currency," MPRA Paper, University Library of Munich, Germany, number 36601, May.
• Pratomo, Wahyu Ario, 2005, "Exchange Rate of Indonesia: Does Rupiah Overshoot?," MPRA Paper, University Library of Munich, Germany, number 7381, Sep.
• David Altig & Lawrence Christiano & Martin Eichenbaum & Jesper Linde, 2005, "Online Appendix to "Firm-Specific Capital, Nominal Rigidities and the Business Cycle"," Online Appendices, Review of Economic Dynamics, number 09-191.
• Stephane Auray & Fabrice Collard & Patrick Feve, 2005, "Habit Persistence, Money Growth Rule and Real Indeterminacy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 8, issue 1, pages 48-67, January, DOI: 10.1016/j.red.2004.10.007.
• James Bullard & Stefano Eusepi, 2005, "Did the Great Inflation Occur Despite Policymaker Commitment to a Taylor Rule?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 8, issue 2, pages 324-359, April, DOI: 10.1016/j.red.2005.01.003.
• B. Ravikumar & Enchuan Shao, 2005, "Search Frictions and Asset Price Volatility," 2005 Meeting Papers, Society for Economic Dynamics, number 227.
• Stephen D. Williamson, 2005, "Monetary Policy and Distribution," 2005 Meeting Papers, Society for Economic Dynamics, number 379.
• Michael F. Gallmeyer & Burton Hollifield, 2005, "Taylor Rules, McCallum Rules and the Term Structure of Interest Rates," 2005 Meeting Papers, Society for Economic Dynamics, number 676.
• Donal Bredin & Stuart Hyde & Gerard O'Reilly, 2005, "UK Stock returns & the impact of domestic monetary policy shocks," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1167, Oct.
• Simona Delle Chiaie, 2007, "Monetary Policy and Potential Output Uncertainty: A Quantitative Assessment," CEIS Research Paper, Tor Vergata University, CEIS, number 94, Feb.
• Virginia Queijo, 2005, "Bayesian Estimation of a DSGE Model with Financial Frictions for the U.S. and the Euro Area," Computing in Economics and Finance 2005, Society for Computational Economics, number 306, Nov.
• Andreas Beyer & Ricardo Mestre, 2005, "Estimating an Open Economy SDGE Model for the Euro Area," Computing in Economics and Finance 2005, Society for Computational Economics, number 317, Nov.
• Ernest Pytlarczyk, 2005, "An Estimated DSGE Model for The German Economy," Computing in Economics and Finance 2005, Society for Computational Economics, number 318, Nov.
• Steve Ambler & Emanuela Cardia & Christian Zimmermann, 2005, "The Impact of Housing Decisons on Business Cycles," Computing in Economics and Finance 2005, Society for Computational Economics, number 372, Nov.
• John H. A. Munro, 2005, "Before and After the Black Death: Money, Prices, and Wages in Fourteenth-Century England," Working Papers, University of Toronto, Department of Economics, number munro-04-04, Mar.
• Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 2005, "Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy," Journal of Political Economy, University of Chicago Press, volume 113, issue 1, pages 1-45, February, DOI: 10.1086/426038.
• Vladimir Gligorov & Silvana Mojsovska, 2005, "Macedonia: Search for Stability without Growth," wiiw Country Profile, The Vienna Institute for International Economic Studies, wiiw, number 22, Jul.
• Edgar L. Feige, 2005, "The Theory And Measurement Of Cash Payments; A Case Study Of The Netherlands," Macroeconomics, University Library of Munich, Germany, number 0501025, Jan.
• Edgar L. Feige & Robert T. McGee, 2005, "Policy Illusion, Macroeconomic Instability And The Unrecorded Economy," Macroeconomics, University Library of Munich, Germany, number 0501027, Jan.
• Balázs Romhányi, 2005, "A learning hypothesis of the term structure of interest rates," Macroeconomics, University Library of Munich, Germany, number 0503001, Mar.
• Andrea Monticini & Giacomo Vaciago, 2005, "Are Europe's Interest Rates led by FED Announcements?," Macroeconomics, University Library of Munich, Germany, number 0507022, Jul.
• Demid Golikov, 2005, "Financial Intermediary In Monetary Economics: An Excerpt," Macroeconomics, University Library of Munich, Germany, number 0510018, Oct.
• Pytlarczyk, Ernest, 2005, "An estimated DSGE model for the German economy within the euro area," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,33.
• Diebold, Francis X. & Piazzesi, Monica & Rudebusch, Glenn D., 2005, "Modeling bond yields in finance and macroeconomics," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/03.
• Karanassou, Marika & Sala, Héctor & Snower, Dennis J., 2005, "A reappraisal of the inflation-unemployment tradeoff," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW Kiel), number 3457.

2004

• Nikolay Nenovsky & Petar Chobanov, 2004, "Dynamics of the Inter-Bank Market in Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 32-52.
• David Bolder & Grahame Johnson & Adam Metzler, 2004, "An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates," Staff Working Papers, Bank of Canada, number 04-48, DOI: 10.34989/swp-2004-48.
• Miguel Casares, 2004, "On monetary policy rules for the euro area," Working Papers, Banco de España, number 0415, Sep.
• Jane M. Binner & Alicia M. Gazely & Shu‐Heng Chen & Bin‐Tzong Chie, 2004, "Financial Innovation and Divisia Money in Taiwan: Comparative Evidence from Neural Network and Vector Error‐Correction Forecasting Models," Contemporary Economic Policy, Western Economic Association International, volume 22, issue 2, pages 213-224, April, DOI: 10.1093/cep/byh015.
• John D. Burger, 2004, "The Policy Anticipation Hypothesis: Evidence from the Federal Funds Futures Market," Contemporary Economic Policy, Western Economic Association International, volume 22, issue 4, pages 544-554, October, DOI: 10.1093/cep/byh041.
• Frank Smets & Raf Wouters, 2004, "Forecasting with a Bayesian DSGE Model: An Application to the Euro Area," Journal of Common Market Studies, Wiley Blackwell, volume 42, issue 4, pages 841-867, November, DOI: 10.1111/j.0021-9886.2004.00532.x.
• Janine Aron & John Muellbauer, 2004, "Construction Of Cpix Data For Forecasting And Modelling In South Africa," South African Journal of Economics, Economic Society of South Africa, volume 72, issue 5, pages 884-912, December, DOI: 10.1111/j.1813-6982.2004.tb00138.x.
• Harris Dellas & George Tavlas, 2004, "Wage Rigidity and Monetary Union," Working Papers, Bank of Greece, number 12, Apr.
• Harris Dellas & George S. Tavlas, 2004, "The Global Implications of Regional Exchange Rate Regines," Working Papers, Bank of Greece, number 18, Oct.
• Ryo Kato & Yoko Takeda, 2004, "Reviewing US Monetary Policy in Disinflation Era: A Primer," Bank of Japan Working Paper Series, Bank of Japan, number 04-E-13, Sep.
• Kevin Salyer & Gabriel S. Lee, 2004, "Time-Varying Uncertainty and the Credit Channel," Working Papers, University of California, Davis, Department of Economics, number 290, Oct.
• Jose Noguera, 2004, "Is Barter a Hobson’s Choice? A theory of barter and credit rationing," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp239, Sep.