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

2003

• Oscar Jorda & Selva Demiralp, 2003, "The Pavlovian Response of Term Rates to Fed Announcements," Working Papers, University of California, Davis, Department of Economics, number 192, Jan.
• Kevin Salyer & Oscar Jorda, 2003, "The Response of Term Rates to Monetary Policy Uncertainty," Working Papers, University of California, Davis, Department of Economics, number 274, Jan.
• Oscar Jorda & Holly Liu & Jeffrey Williams & Selva Demiralp, 2003, "The Announcement Effect: Evidence from Open Market Desk Data," Working Papers, University of California, Davis, Department of Economics, number 282, Jan.
• Oscar Jorda & Kevin Hoover, 2003, "Measuring Systematic Monetary Policy," Working Papers, University of California, Davis, Department of Economics, number 297, Jan.
• Fernando Tenjo & Enrique Lopez, 2003, "Credit bubble and stagnation in Colombia, 1990-2001," Colombian Economic Journal, Academia Colombiana de Ciencias Economicas, Colegio Mayor de Nuestra Senora del Rosario, Pontificia Universidad Javeriana, Universidad de Antioquia, Universidad de los Andes, Universidad del Valle, Universidad Externado de Colombia, Universidad Nacional de Colombia, volume 1, issue 1, pages 151-191, December.
• Martin D. D. Evans & Richard K. Lyons, 2003, "Are Different-Currency Assets Imperfect Substitutes?," CESifo Working Paper Series, CESifo, number 978.
• Jean-Marie Dufour & Denis Pelletier & Eric Renault, 2003, "Short Run and Long Run Causality in Time Series: Inference," CIRANO Working Papers, CIRANO, number 2003s-61, Sep.
• Burkhard Heer, 2003, "Nonsuperneutrality of Money in the Sidrauski Model with Heterogenous Agents," Levine's Bibliography, UCLA Department of Economics, number 666156000000000345, Nov.
• Franklin Allen & Stephen Morris & Hyun Song Shin, 2003, "Beauty Contests, Bubbles and Iterated Expectations in Asset Markets," NajEcon Working Paper Reviews, www.najecon.org, number 391749000000000553, Apr.
• Bernal Raquel, 2003, "Monetary Policy Rules in Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Fernando Tenjo & Enrique López, 2003, "Credit bubble and stagnation in Colombia, 1990-2001," Colombian Economic Journal, Universidad Nacional de Colombia, FCE, CID.
• Snower, Dennis & Karanassou, Marika & Sala, Hector, 2003, "The European Phillips Curve: Does the NAIRU Exist?," CEPR Discussion Papers, Centre for Economic Policy Research, number 4102, Oct.
• Jean-Sébastien PENTECOTE & Marc-Alexandre SENEGAS, 2003, "Comment fixer les cours de change? Annonces et correspondances maastrichtiennes," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2003012, Mar.
• Neiss, Katharine S. & Nelson, Edward, 2003, "The Real-Interest-Rate Gap As An Inflation Indicator," Macroeconomic Dynamics, Cambridge University Press, volume 7, issue 2, pages 239-262, April.
• Franklin Allen & Stephen Morris & Hyun Song Shin, 2003, "Beauty Contests, Bubbles and Iterated Expectations in Asset Markets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1406, Mar.
• Valerie Mignon & Sandrine Lardic, 2003, "Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries," Economics Bulletin, AccessEcon, volume 3, issue 14, pages 1-10.
• Eric Kam & Paul Missios, 2003, "Wealth effects in a cash-in-advance economy," Economics Bulletin, AccessEcon, volume 5, issue 2, pages 1-7.
• Keiichi Tanaka, 2003, "Indeterminacy of equilibrium price of money, market price of risk and interest rates," Economics Bulletin, AccessEcon, volume 7, issue 4, pages 1-11.
• Castelnuovo, Efrem, 2003, "Describing the Fed's conduct with Taylor rules: is interest rate smoothing important?," Working Paper Series, European Central Bank, number 232, May.
• Giammarioli, Nicola & Valla, Natacha, 2003, "The natural real rate of interest in the euro area," Working Paper Series, European Central Bank, number 233, May.
• Backé, Peter & Smets, Frank & Coenen, Günter, 2003, "Persistence, the transmission mechanism and robust monetary policy," Working Paper Series, European Central Bank, number 250, Aug.
• Aikman, David Llewelyn, 2003, "Money, Wealth and Overlapping Generations," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 2, Jun.
• Castelnuovo, Efrem, 2003, "Taylor rules, omitted variables, and interest rate smoothing in the US," Economics Letters, Elsevier, volume 81, issue 1, pages 55-59, October.
• Tsomocos, Dimitrios P., 2003, "Equilibrium analysis, banking and financial instability," Journal of Mathematical Economics, Elsevier, volume 39, issue 5-6, pages 619-655, July.
• Ang, Andrew & Piazzesi, Monika, 2003, "A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables," Journal of Monetary Economics, Elsevier, volume 50, issue 4, pages 745-787, May.
• Tsomocos, Dimitrios P., 2003, "Equilibrium analysis, banking, contagion and financial fragility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24826, May.
• Francisco L. Lopes, 2003, "Notas sobre a crise brasileira de 1997-1999," Brazilian Journal of Political Economy, FGV EAESP, volume 23, issue 3, pages 376-404, July, DOI: 10.1590/0101-31572003-0666.
• Don Bredin & Caroline Gavin & Gerard O Reilly, 2003, "The Influence of Domestic and International Interest Rates on the ISEQ," The Economic and Social Review, Economic and Social Studies, volume 34, issue 3, pages 249-265.
• James B. Bullard & Stefano Eusepi, 2003, "Did the Great Inflation occur despite policymaker commitment to a Taylor rule?," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-20.
• Andrew Ang & Monika Piazzesi & Min Wei, 2003, "What does the yield curve tell us about GDP growth?," Proceedings, Federal Reserve Bank of San Francisco, issue mar.
• S. Boragan Aruoba & Francis X. Diebold & Glenn D. Rudebusch, 2004, "The Macroeconomy and the Yield Curve: A Nonstructural Analysis," Working Paper Series, Federal Reserve Bank of San Francisco, number 2003-18, May, DOI: 10.24148/wp2003-18.
• Roberto Rigobon & Brian P. Sack, 2003, "The effects of war risk on U.S. financial markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2003-18.
• Stacey L. Schreft & Bruce Smith, 2003, "The social value of risk-free government debt," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 03-02.
• James B. Bullard & Kaushik Mitra, 2003, "Determinacy, learnability, and monetary policy inertia," Working Papers, Federal Reserve Bank of St. Louis, number 2000-030, DOI: 10.20955/wp.2000.030.
• Stefania Albanesi & V. V. Chari & Lawrence J. Christiano, 2003, "Expectation traps and monetary policy," Staff Report, Federal Reserve Bank of Minneapolis, number 319, DOI: 10.21034/sr.319.
• Dimitrios Tsomocos, 2003, "Equilibrium analysis, banking, contagion and financial fragility," FMG Discussion Papers, Financial Markets Group, number dp450, May.
• Martin D.D. Evans, H. Henry Cao, Richard K. Lyons, 2003, "Inventory Information," Working Papers, Georgetown University, Department of Economics, number gueconwpa~03-03-33, Mar.
• Vincent Bignon & Régis Breton & Edouard Challe & Xavier Ragot, 2003, "Nature et origine de la monnaie. Réflexions à partir des modèles récents," Post-Print, HAL, number halshs-00257299.
• Harris Dellas & George Tavlas, 2003, "The Global Implications of Regional Exchange Rate Regimes," Working Papers, Hong Kong Institute for Monetary Research, number 082003, Apr.
• Campbell, John & Cocco, Joao, 2003, "Household Risk Management and Optimal Mortgage Choice," Scholarly Articles, Harvard University Department of Economics, number 3157876.
• Tor Einarsson & Milton H. Marquis, 2003, "Bank Intermediation and Persistent Liquidity Effects in the Presence of a Frictionless Bond Market," Economics, Department of Economics, Central bank of Iceland, number wp21_tor, Dec.
• Auray, Stéphane & Fève, Patrick, 2003, "Are Monetary Models with Exogenous Money Growth Rule Able to Match the Taylor Rule?," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 231.
• Auray, Stéphane & Fève, Patrick, 2003, "Money Growth and Interest Rate Rules : Is There an Observational Equivalence?," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 232.
• Chang-Jin Kim & Jaeho Kim, 2013, "Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks," Discussion Paper Series, Institute of Economic Research, Korea University, number 1306.
• Luis Miguel Galindo & Horacio Catalán, 2003, "The Term Structure Of Interest Rates In Mexico: The Cetes Market," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 2, issue 4, pages 339-357, Diciembre.
• Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2003, "The European Phillips Curve: Does the NAIRU Exist?," IZA Discussion Papers, IZA Network @ LISER, number 876, Sep.
• Mitra, Kaushik, 2003, "Desirability of Nominal GDP Targeting under Adaptive Learning," Journal of Money, Credit and Banking, Blackwell Publishing, volume 35, issue 2, pages 197-220, April.
• Erdan Ozmen, 2003, "Testing The Quantity Theory of Money in Greece: A Note," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 0310, Oct, revised Oct 2003.
• Rigobon, Roberto & Sack, Brian P., 2003, "The Effects of War Risk on U.S. Financial Markets," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 4417-03, Apr.
• Péter Benczúr, 2003, "The behavior of the nominal exchange rate at the beginning of disinflations," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2003/1.
• DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003, "Short run and long run causality in time series: Inference," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-16.
• DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003, "Short Run and Long Run Causality in Time Series : Inference," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 14-2003.
• Atish R. Ghosh & Anne-Marie Gulde & Holger C. Wolf, 2003, "Exchange Rate Regimes: Choices and Consequences," MIT Press Books, The MIT Press, number 0262072408, edition 1, ISBN: ARRAY(0x96342130), December.
• Carl E. Walsh, 2003, "Monetary Theory and Policy, 2nd Edition," MIT Press Books, The MIT Press, number 0262232316, edition 2, ISBN: ARRAY(0x96d27980), December.
• Lars Svensson & James Stock, 2003, "International Seminar on Macroeconomics (ISOM) 2002," NBER Books, National Bureau of Economic Research, Inc, number isom03-1.
• Fernando Alvarez & Andrew Atkeson & Chris Edmond, 2003, "On the Sluggish Response of Prices to Money in an Inventory-Theoretic Model of Money Demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 10016, Oct.
• Francis X. Diebold & Canlin Li, 2003, "Forecasting the Term Structure of Government Bond Yields," NBER Working Papers, National Bureau of Economic Research, Inc, number 10048, Oct.
• Eric Leeper, 2003, "An "Inflation Reports" Report," NBER Working Papers, National Bureau of Economic Research, Inc, number 10089, Nov.
• Ricardo J. Caballero & Arvind Krishnamurthy, 2003, "Inflation Targeting and Sudden Stops," NBER Working Papers, National Bureau of Economic Research, Inc, number 9599, Apr.
• Roberto Rigobon & Brian Sack, 2003, "The Effects of War Risk on U.S. Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 9609, Apr.
• John Y. Campbell & Joao F. Cocco, 2003, "Household Risk Management and Optimal Mortgage Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 9759, Jun.
• Bennett T. McCallum, 2003, "Monetary Policy in Economies with Little or No Money," NBER Working Papers, National Bureau of Economic Research, Inc, number 9838, Jul.
• Marvin Goodfriend, 2003, "Inflation Targeting in the United States?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9981, Sep.
• Hans Gersbach & Jan Wenzelburger, 2003, "The Workout of Banking Crises: A Macroeconomic Perspective," CESifo Economic Studies, CESifo Group, volume 49, issue 2, pages 233-258.
• John Y. Campbell & João F. Cocco, 2003, "Household Risk Management and Optimal Mortgage Choice," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 118, issue 4, pages 1449-1494.
• Stefania Albanesi & V. V. Chari & Lawrence J. Christiano, 2003, "Expectation Traps and Monetary Policy," The Review of Economic Studies, Review of Economic Studies Ltd, volume 70, issue 4, pages 715-741.
• David Vines, 2003, "Equilibrium Analysis, Banking, Contagion and Financial Fragility," Economics Series Working Papers, University of Oxford, Department of Economics, number 2003-FE-03, Jan.
• Edgar L Feige, 2003, "Dynamics of Currency Substitution, Asset Substitution and De facto Dollarisation and Euroisation in Transition Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 45, issue 3, pages 358-383, September.
• Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba, 2003, "The Macroeconomy and the Yield Curve: A Nonstructural Analysis," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 03-024, Oct.
• Reinhart, Carmen & Reinhart, Vincent, 2003, "Twin fallacies about exchange rate policy: A note," MPRA Paper, University Library of Munich, Germany, number 13763, Sep.
• Leon, Jorge & Saenz, Manrique, 2003, "Análisis de Variación de Reservas Internacionales para Costa Rica
  [An Analysis of Foreign Reserves Variations for Costa Rica]," MPRA Paper, University Library of Munich, Germany, number 44629, revised 2003.
• Cebula, Richard, 2003, "The Impact of the Federal Budget Deficit on the Nominal Interest Rate Yield on US Treasury Notes, 1979-2001," MPRA Paper, University Library of Munich, Germany, number 49400, Sep.
• Novak, Branko & Matić, Branko & Stjepanović, Slobodanka, 2003, "Issuing Policies In Currencies Denominated In Euros And Eurocents," MPRA Paper, University Library of Munich, Germany, number 5903.
• François Mouriaux, 2003, "La juste valeur : quels enjeux en termes de politique monétaire et de stabilité financière ?," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 139-154, DOI: 10.3406/ecofi.2003.4851.
• François Mouriaux, 2003, "Fair value accounting : what are implications for monetary and financial stability?," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 121-135, DOI: 10.3406/ecofi.2003.4751.
• Oscar Jorda & Kevin Salyer, 2003, "The Response of Term Rates to Monetary Policy Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 6, issue 4, pages 941-962, October, DOI: 10.1016/S1094-2025(03)00022-X.
• Dimitrios Tsomocos, 2003, "Equilibrium Analysis, Banking, Contagion and Financial Fragility," OFRC Working Papers Series, Oxford Financial Research Centre, number 2003fe03.
• Dimitrios P. Tsomocos, 2003, "Equilibrium Analysis, Banking and Financial Instability," OFRC Working Papers Series, Oxford Financial Research Centre, number 2003fe08.
• James Bullard & Stefano Eusepi, 2003, "Did the Great Inflation Occur Despite Policymaker Commitment to a Taylor Rule?," Computing in Economics and Finance 2003, Society for Computational Economics, number 129, Aug.
• Raf Wouters & Frank Smets, 2003, "Output gaps:theory versus practice," Computing in Economics and Finance 2003, Society for Computational Economics, number 256, Aug.
• Sean Holly & Luisa Corrado, 2003, "Volatility and Policy Regimes: the UK joining the Euro," Computing in Economics and Finance 2003, Society for Computational Economics, number 300, Aug.
• Ryan Banerjee & Nicoletta Batini, 2003, "Inflation Dynamics in Seven Industrialised Open Economies," Computing in Economics and Finance 2003, Society for Computational Economics, number 303, Aug.
• Maik Heinemann, 2003, "Indeterminacy and interest rate rules: The role of fiscal policy," Computing in Economics and Finance 2003, Society for Computational Economics, number 55, Aug.
• hafedh bouakez & emanuela cardia, 2003, "Habit Formation and the Persistence of Monetary Shocks," Computing in Economics and Finance 2003, Society for Computational Economics, number 72, Aug.
• Christopher J. Waller & Elisabeth S. Curtis, 2003, "Currency restrictions, government transaction policies and currency exchange," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 21, issue 1, pages 19-42, January, DOI: 10.1007/s00199-002-0271-1.
• Frank Smets & Raf Wouters, 2003, "An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area," Journal of the European Economic Association, MIT Press, volume 1, issue 5, pages 1123-1175, September.
• Vlad Ivanenko, 2003, "Measuring the Value Added by Money in Trade," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-635, Nov.
• Edgar L. Feige, 2003, "The Dynamics of Currency Substitution, Asset Substitution and De facto Dollarization and Euroization in Transition Countries," Macroeconomics, University Library of Munich, Germany, number 0302005, Feb.
• Plamen Yossifov, 2003, "Estimation of a Money Demand Function for M2 in the U.S.A. in a Vector Error Correction Model," Macroeconomics, University Library of Munich, Germany, number 0302007, Feb.
• Efrem Castelnuovo, 2003, "Taylor Rules and Interest Rate Smoothing in the US and EMU," Macroeconomics, University Library of Munich, Germany, number 0303002, Mar.
• Junning Cai, 2003, "Asset Prices and Monetary Policy: Some Notes," Macroeconomics, University Library of Munich, Germany, number 0305006, May, revised 13 May 2003.
• James Woods, 2003, ""Money" is the Reserves not the Money," Macroeconomics, University Library of Munich, Germany, number 0309019, Sep, revised 28 Dec 2003.
• Peter S. Spiro, 2003, "Evidence on inflation expectations from Canadian real return bonds," Macroeconomics, University Library of Munich, Germany, number 0312004, Dec.
• Francis X. Diebold, & Rudebusch, Glenn D. & Aruoba, S. Boragan, 2003, "The Macroeconomy and the Yield Curve: A Nonstructural Analysis," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/31.
• Diebold, Francis X. & Li, Canlin, 2003, "Forecasting the term structure of government bond yields," CFS Working Paper Series, Center for Financial Studies (CFS), number 2004/09.

2002

• Ricardo J. Caballero & Arvind Krishnamurthy, 2002, "A Dual Liquidity Model for Emerging Markets," American Economic Review, American Economic Association, volume 92, issue 2, pages 33-37, May.
• Jess Benhabib & Stephanie Schmitt-Grohé & Martín Uribe, 2002, "Chaotic Interest-Rate Rules," American Economic Review, American Economic Association, volume 92, issue 2, pages 72-78, May.
• Monika Piazzesi, 2002, "The Fed and Interest Rates - A High-Frequency Identification," American Economic Review, American Economic Association, volume 92, issue 2, pages 90-95, May.
• Tontcho Tontchev, 2002, "The Euro - the New United European Currency," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 88-105.
• Hafedh Bouakez & Emanuela Cardia & Francisco Ruge-Murcia, 2002, "Habit Formation and the Persistence of Monetary Shocks," Staff Working Papers, Bank of Canada, number 02-27, DOI: 10.34989/swp-2002-27.
• David Bolder & Scott Gusba, 2002, "Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada," Staff Working Papers, Bank of Canada, number 02-29, DOI: 10.34989/swp-2002-29.
• David Andolfatto & Scott Hendry & Kevin Moran, 2002, "Labour Markets, Liquidity, and Monetary Policy Regimes," Staff Working Papers, Bank of Canada, number 02-32, DOI: 10.34989/swp-2002-32.
• Felipe Larraín & Andrés Velasco, 2002, "How should emerging economies float their currencies?," The Economics of Transition, The European Bank for Reconstruction and Development, volume 10, issue 2, pages 365-392, July, DOI: 10.1111/1468-0351.00116.
• Martin D. D. Evans, 2002, "FX Trading and Exchange Rate Dynamics," Journal of Finance, American Finance Association, volume 57, issue 6, pages 2405-2447, December, DOI: 10.1111/1540-6261.00501.
• Gilbert Cette & Christian Pfister, 2002, "« Nouvelle économie » et politique monétaire," Revue économique, Presses de Sciences-Po, volume 53, issue 3, pages 669-677.
• Raquel Bernal, 2002, "Monetary Policy Rules In Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 3251, Nov.
• William D. Nordhaus, 2002, "The Mildest Recession: Outputs, Profits, and Stock Prices as the U.S. Emerges from the 2001 Recession," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1368, May.
• Godwin Nwaobi, 2002, "A vector error correction and nonnested modeling of money demand function in Nigeria," Economics Bulletin, AccessEcon, volume 3, issue 4, pages 1-8.
• Aykut Kibritçioğ lu, 2002, "Excessive Risk-Taking, Banking Sector Fragility, and Banking Crises," Economics Bulletin, AccessEcon, volume 28, issue 6, pages 1.
• Patrick Fève & Stéphane Auray, 2002, "Interest Rate and Inflation in Monetary Models with Exogenous Money Growth Rule," Economics Bulletin, AccessEcon, volume 5, issue 1, pages 1-10.
• Patrick Fève & Fabrice Collard & Stéphane Auray, 2002, "Habit Persistence and Beliefs Based Liquidity Effect," Economics Bulletin, AccessEcon, volume 5, issue 2, pages 1-7.
• Peersman, Gert & Smets, Frank, 2002, "The industry effects of monetary policy in the euro area," Working Paper Series, European Central Bank, number 165, Aug.
• Smets, Frank & Wouters, Raf, 2002, "An estimated stochastic dynamic general equilibrium model of the euro area," Working Paper Series, European Central Bank, number 171, Aug.
• Manna, Michele, 2002, "Using money market rates to assess the alternatives of fixed vs. variable rate tenders: the lesson from 1989-1998 data for Germany," Working Paper Series, European Central Bank, number 186, Oct.
• Batini, Nicoletta, 2002, "Euro area inflation persistence," Working Paper Series, European Central Bank, number 201, Dec.
• Hawtrey, K.M., 2002, "The Yield Spread and Real Economic Activity: The Impact of Globalisation," Economic Analysis and Policy, Elsevier, volume 32, issue 2, pages 203-219, June Spec.
• Berentsen, Aleksander & Molico, Miguel & Wright, Randall, 2002, "Indivisibilities, Lotteries, and Monetary Exchange," Journal of Economic Theory, Elsevier, volume 107, issue 1, pages 70-94, November.
• Evans, Martin D. D. & Lyons, Richard K., 2002, "Informational integration and FX trading," Journal of International Money and Finance, Elsevier, volume 21, issue 6, pages 807-831, November.
• Evans, Martin D. D. & Lyons, Richard K., 2002, "Time-varying liquidity in foreign exchange," Journal of Monetary Economics, Elsevier, volume 49, issue 5, pages 1025-1051, July.
• Bullard, James & Mitra, Kaushik, 2002, "Learning about monetary policy rules," Journal of Monetary Economics, Elsevier, volume 49, issue 6, pages 1105-1129, September.
• Rudebusch, Glenn D., 2002, "Term structure evidence on interest rate smoothing and monetary policy inertia," Journal of Monetary Economics, Elsevier, volume 49, issue 6, pages 1161-1187, September.
• José Luís Oreiro, 2002, "Prêmio de Risco Endógeno, Metas de Inflação e Câmbio Flexível: Implicações Dinâmicas da Hipótese Bresser-Nakano para uma Pequena Economia Aberta," Brazilian Journal of Political Economy, FGV EAESP, volume 22, issue 3, pages 491-507, July, DOI: 10.1590/0101-31572002-1361.
• Luiz Carlos Bresser-Pereira & Yoshiaki Nakano, 2002, "Uma Estratégia de Desenvolvimento com Estabilidade," Brazilian Journal of Political Economy, FGV EAESP, volume 22, issue 3, pages 533-563, July, DOI: 10.1590/0101-31572002-1246.
• Olivier de LA GRANDVILLE, 2002, "Immunization of Bond Portfolios: Some New Results," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp40, Feb.
• Dale W. Henderson & Jinill Kim, 2002, "Inflation targeting and nominal income growth targeting: when and why are they suboptimal?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 719.
• Stefania Albanesi & V. V. Chari & Lawrence J. Christiano, 2002, "Expectation traps and monetary policy," Working Paper Series, Federal Reserve Bank of Chicago, number WP-02-04.
• James B. Bullard & Kaushik Mitra, 2002, "Learning about monetary policy rules," Working Papers, Federal Reserve Bank of St. Louis, number 2000-001, DOI: 10.20955/wp.2000.001.
• Selva Demiralp & Òscar Jordà, 2002, "The announcement effect: evidence from open market desk data," Economic Policy Review, Federal Reserve Bank of New York, volume 8, issue May, pages 29-48.
• John Y. Campbell & Joao F. Cocco, 2002, "Household Risk Management and Optimal Mortgage Choice," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1946.
• Vincent Bignon & Régis Breton & Edouard Challe & Xavier Ragot, 2002, "Nature et origine de la monnaie : Reflexions à partir des modèles récents," Post-Print, HAL, number halshs-00256940, Jun.
• Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2002, "Time-Varying Uncertainty and the Credit Channel," Economics Series, Institute for Advanced Studies, number 118, Jul.
• Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2002, "A Reappraisal of the Inflation-Unemployment Tradeoff," IZA Discussion Papers, IZA Network @ LISER, number 636, Nov.
• Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2002, "Long-Run Inflation-Unemployment Dynamics: The Spanish Phillips Curve and Economic Policy," IZA Discussion Papers, IZA Network @ LISER, number 645, Nov.
• Graham, Liam & Snower, Dennis J., 2002, "The Return of the Long-Run Phillips Curve," IZA Discussion Papers, IZA Network @ LISER, number 646, Nov.
• Kosfeld Reinhold, 2002, "Asset Price Channel and Financial Markets / Vermögenstheoretischer Transmissionsmechanismus und Finanzmärkte," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 222, issue 4, pages 440-462, August, DOI: 10.1515/jbnst-2002-0404.
• Clostermann Jörg & Seitz Franz, 2002, "Money, Inflation and Growth in Germany. A Vector-Error-Correction-P-Star Model / Der Zusammenhang zwischen Geldmenge, Output und Preisen in Deutschland. Ein Vektorfehlerkorrektur-P-Star-Ansatz," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 222, issue 6, pages 641-655, December, DOI: 10.1515/jbnst-2002-0602.
• Benczúr, Péter, 2002, "A nominálárfolyam viselkedése monetáris rezsimváltás után
  [The behaviour of the nominal exchange rate after a change of monetary regime]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 816-837.
• BOUAKEZ, Hafedh & CARDIA, Emanuela & RUGE-MURCIA, Francisco J., 2002, "Habit Formation and the Persistence of Monetary Shocks," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2002-08.
• Frank Smets & Raf Wouters, 2002, "An estimated dynamic stochastic general equilibrium model of the euro area," Working Paper Research, National Bank of Belgium, number 35, Oct.
• Ben S. Bernanke & Kenneth Rogoff, 2002, "NBER Macroeconomics Annual 2001, Volume 16," NBER Books, National Bureau of Economic Research, Inc, number bern02-1.
• Nelson C. Mark & Donggyu Sul, 2002, "Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0287, Dec.
• Ricardo J. Caballero & Arvind Krishnamurthy, 2002, "A Dual Liquidity Model for Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 8758, Jan.
• John H. Cochrane & Monika Piazzesi, 2002, "The Fed and Interest Rates: A High-Frequency Identification," NBER Working Papers, National Bureau of Economic Research, Inc, number 8839, Mar.
• Jun Liu & Francis A. Longstaff & Ravit E. Mandell, 2002, "The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads," NBER Working Papers, National Bureau of Economic Research, Inc, number 8990, Jun.
• John H. Cochrane & Monika Piazzesi, 2002, "Bond Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 9178, Sep.
• George J. Hall, 2002, "Exchange Rates and Casualties During the First World War," NBER Working Papers, National Bureau of Economic Research, Inc, number 9261, Oct.
• Julio J. Rotemberg, 2002, "Customer Anger at Price Increases, Time Variation in the Frequency of Price Changes and Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 9320, Nov.
• Pierre-Olivier Gourinchas & Aaron Tornell, 2002, "Exchange Rate Dynamics, Learning and Misperception," NBER Working Papers, National Bureau of Economic Research, Inc, number 9391, Dec.
• Gabriel Rodriguez & Nicholas Rowe, 2002, "Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output," Working Papers, University of Ottawa, Department of Economics, number 0201E.
• Amstad, Marlene & Berentsen, Aleksander, 2002, "Search theory and applied economic research," MPRA Paper, University Library of Munich, Germany, number 14877, Dec.
• Ozturk, Ilhan, 2002, "Velocity Effect On Inflationary Growth of Turkey: Evidence From Co-integration Analysis and Granger's Causality Test," MPRA Paper, University Library of Munich, Germany, number 259.
• Al-Jarhi, Mabid, 2002, "Macroeconomics: an Islamic Perspective," MPRA Paper, University Library of Munich, Germany, number 66938, revised 2004.
• Berentsen, Aleksander & Molico, Miguel & Wright, Randall, 2002, "Indivisibilities, Lotteries, and Monetary Exchange," MPRA Paper, University Library of Munich, Germany, number 68582, Jan.
• Kollmann, Robert, 2002, "Monetary Policy Rules in a Two-Country World," MPRA Paper, University Library of Munich, Germany, number 70347.
• Christian Pfister & Gilbert Cette, 2002, ""Nouvelle économie" et politique monétaire," Revue Économique, Programme National Persée, volume 53, issue 3, pages 669-677, DOI: 10.3406/reco.2002.410436.
• Marika Karanassou & Hector Sala & Dennis J. Snower, 2002, "Long-Run Inflation-Unemployment Dynamics: The Spanish Phillips Curve and Economic Policy," Working Papers, Queen Mary University of London, School of Economics and Finance, number 477, Dec.
• Marika Karanassou & Hector Sala & Dennis J. Snower, 2002, "A Reappraisal of the Inflation-Unemployment Tradeoff," Working Papers, Queen Mary University of London, School of Economics and Finance, number 479, Dec.
• Luke Gower & Alan Krause, 2002, "Currency Crises and Macroeconomic Performance," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2002-08, Nov.
• Sharon Kozicki & P.A. Tinsley, 2002, "Monetary Policy Transmission through Term Premiums," Computing in Economics and Finance 2002, Society for Computational Economics, number 250, Jul.
• Jinill Kim & Dale Henderson, 2002, "Inflation Targeting and Nominal Income Growth Targeting: When and Why Are They Suboptimal?," Computing in Economics and Finance 2002, Society for Computational Economics, number 59, Jul.
• Hector Lomeli & Ted Temzelides, 2002, "Discrete time dynamics in a random matching monetary model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 20, issue 2, pages 259-269.
• John Munro, 2002, "Postan, Population, and Prices in Late-Medieval England and Flanders," Working Papers, University of Toronto, Department of Economics, number munro-02-04, Jul.
• John Munro, 2002, "Gold, Guilds, and Government: The Impact of Monetary and Labour Policies on the Flemish Cloth Industry, 1390-1435," Working Papers, University of Toronto, Department of Economics, number munro-02-05, Jul.
• Marika Karanassou & Hector Sala & Dennis J.Snower, 2002, "Long-run Inflation-Unemployment Dynamics: The Spanish Phillips Curve and Economic Policy," Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona, number wpdea0211, Nov.
• Harris Dellas & George Tavlas, 2002, "Wage Rigidity and Monetary Union," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0219, Dec.
• Esther Fernández, 2002, "Política Monetaria Óptima en un Modelo con Intermediación Financiera," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0206.
• José Luis Fernández Serrano & Mª Dolores Robles Fernández, 2002, "Política Monetaria y Cambios de Régimen en los tipos de Interés del Mercado Interbancario," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0209.
• Martin D. D. Evans & Richard K. Lyons, 2002, "Order Flow and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, volume 110, issue 1, pages 170-180, February, DOI: 10.1086/324391.
• Francis X. Diebold & Canlin Li, 2002, "Forecasting the Term Structure of Government Bond Yields," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-34, Aug.
• Edgar L. Feige & Vedran Šošiæ & Michael Faulend & Velimir Šonje, 2002, "Unofficial Dollarization in Latin America: Currency Substitution, Network Externalities and Irreversibility," International Finance, University Library of Munich, Germany, number 0205002, May.
• Edgar Feige & James Dean, 2002, "Dollarization and Euroization in Transition Countries: Currency Substitution, Asset Substitution, Network Externalities and Irreversibility," International Finance, University Library of Munich, Germany, number 0205003, May.
• Stefania Albanesi, 2002, "Inflation and Inequality," Macroeconomics, University Library of Munich, Germany, number 0201002, Jan.
• Stefania Albanesi, 2002, "The Time Consistency of Optimal Monetary Policy with Heterogeneous Agents," Macroeconomics, University Library of Munich, Germany, number 0201003, Jan.
• Stefania Albanesi & V. V. Chari & Lawrence J. Christiano, 2002, "Expectation Traps and Monetary Policy," Macroeconomics, University Library of Munich, Germany, number 0201004, Jan.
• Vladimir Z. Nuri, 2002, "Fractional Reserve Banking as Economic Parasitism: A Scientific, Mathematical & Historical Expose, Critique, and Manifesto," Macroeconomics, University Library of Munich, Germany, number 0203005, Mar.
• Martin Shubik, 2002, "Money and the Monetization of Credit," Yale School of Management Working Papers, Yale School of Management, number ysm257, Jan.
• Lombardo, Giovanni, 2002, "Imperfect Competition, Monetary Policy and Welfare in a Currency Area," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2002,21.
• Hong, Yongmiao & Li, Haitao, 2002, "Nonparametric specification testing for continuous-time models with application to spot interest rates," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,32.

2001

• Toni Gravelle & Richhild Moessner, 2001, "Reactions of Canadian Interest Rates to Macroeconomic Announcements: Implications for Monetary Policy Transparency," Staff Working Papers, Bank of Canada, number 01-5, DOI: 10.34989/swp-2001-5.
• Stefan Gerlach & Frank Smets, 1995, "The term structure of Euro-rates: some evidence in support of the expectations hypothesis," BIS Working Papers, Bank for International Settlements, number 28, Aug.
• Carmen M. Reinhart & M. Belen Sbrancia, 2011, "The Liquidation of Government Debt," BIS Working Papers, Bank for International Settlements, number 363, Nov.
• Stefan Gerlach & Frank Smets, 1997, "Exchange rate regimes and the expectations hypothesis of the term structure," BIS Working Papers, Bank for International Settlements, number 43, Jul.