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
/ / / E43: Interest Rates: Determination, Term Structure, and Effects

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Forecasting Economic Activity Using Financial Variables
2. Monetary Theory

2022

• Dufrénot, Gilles & Rhouzlane, Meryem & Vaccaro-Grange, Etienne, 2022, "Potential growth and natural yield curve in Japan," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102628.
• Neely, Christopher J., 2022, "How persistent are unconventional monetary policy effects?," Journal of International Money and Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jimonfin.2022.102653.
• Kilian, Lutz & Zhou, Xiaoqing, 2022, "Oil prices, exchange rates and interest rates," Journal of International Money and Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jimonfin.2022.102679.
• Moreno Badia, Marialuz & Medas, Paulo & Gupta, Pranav & Xiang, Yuan, 2022, "Debt is not free," Journal of International Money and Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jimonfin.2022.102654.
• Lee, Seungyoon & Bowdler, Christopher, 2022, "International spillovers from US monetary policy: Evidence from Asian bank-level data," Journal of International Money and Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jimonfin.2022.102677.
• Djeutem, Edouard & Dunbar, Geoffrey R., 2022, "Uncovered return parity: Equity returns and currency returns," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102706.
• Ferreira, Leonardo N., 2022, "Forward guidance matters: Disentangling monetary policy shocks," Journal of Macroeconomics, Elsevier, volume 73, issue C, DOI: 10.1016/j.jmacro.2022.103423.
• Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A., 2022, "Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102662.
• Valadkhani, Abbas & Nguyen, Jeremy & Chiah, Mardy, 2022, "When is gold an effective hedge against inflation?," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103009.
• Ampudia, Miguel & Van den Heuvel, Skander J., 2022, "Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates," Journal of Monetary Economics, Elsevier, volume 130, issue C, pages 49-67, DOI: 10.1016/j.jmoneco.2022.05.006.

2021

• Bent Jesper Christensen & Mads Markvart Kjær & Bezirgen Veliyev, 2021, "The incremental information in the yield curve about future interest rate risk," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-11, Jul.
• Salman Huseynov, 2021, "Long and short memory in dynamic term structure models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-15, Dec.
• Benedict, Arthur & Kinya Gitonga, Jackline & Serwaa Agyeman, Annette & Tutu Kyei, Baffour, 2021, "Financial determinants of SMEs performance. Evidence from Kenya leather industry," Small Business International Review, Asociación Española de Contabilidad y Administración de Empresas - AECA, volume 5, issue 2, pages 389-389, September, DOI: 10.26784/sbir.v5i2.389.
• Firmin Doko Tchatoka & Qazi Haque, 2021, "Revisiting the macroeconomic effects of monetary policy shocks," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2021-02 Classification-E3, Aug.
• Mauricio Ulate, 2021, "Going Negative at the Zero Lower Bound: The Effects of Negative Nominal Interest Rates," American Economic Review, American Economic Association, volume 111, issue 1, pages 1-40, January, DOI: 10.1257/aer.20190848.
• Thomas Winberry, 2021, "Lumpy Investment, Business Cycles, and Stimulus Policy," American Economic Review, American Economic Association, volume 111, issue 1, pages 364-396, January, DOI: 10.1257/aer.20161723.
• Markus Brunnermeier & Darius Palia & Karthik A. Sastry & Christopher A. Sims, 2021, "Feedbacks: Financial Markets and Economic Activity," American Economic Review, American Economic Association, volume 111, issue 6, pages 1845-1879, June, DOI: 10.1257/aer.20180733.
• Thomas M. Mertens & John C. Williams, 2021, "What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices," American Economic Review, American Economic Association, volume 111, issue 8, pages 2473-2505, August, DOI: 10.1257/aer.20181461.
• David Berger & Konstantin Milbradt & Fabrice Tourre & Joseph Vavra, 2021, "Mortgage Prepayment and Path-Dependent Effects of Monetary Policy," American Economic Review, American Economic Association, volume 111, issue 9, pages 2829-2878, September, DOI: 10.1257/aer.20181857.
• Wolfgang Keller & Carol H. Shiue & Xin Wang, 2021, "Capital Markets in China and Britain, 1770–1860: Evidence from Grain Prices," American Economic Journal: Applied Economics, American Economic Association, volume 13, issue 3, pages 31-64, July, DOI: 10.1257/app.20180299.
• Carlos Carvalho & Jae Won Lee & Woong Yong Park, 2021, "Sectoral Price Facts in a Sticky-Price Model," American Economic Journal: Macroeconomics, American Economic Association, volume 13, issue 1, pages 216-256, January, DOI: 10.1257/mac.20190205.
• Deepa D. Datta & Benjamin K. Johannsen & Hannah Kwon & Robert J. Vigfusson, 2021, "Oil, Equities, and the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, volume 13, issue 2, pages 214-253, April, DOI: 10.1257/mac.20180488.
• Zheng Liu & Pengfei Wang & Zhiwei Xu, 2021, "Interest Rate Liberalization and Capital Misallocations," American Economic Journal: Macroeconomics, American Economic Association, volume 13, issue 2, pages 373-419, April, DOI: 10.1257/mac.20180045.
• Julio A. Carrillo & Enrique G. Mendoza & Victoria Nuguer & Jessica Roldán-Peña, 2021, "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies," American Economic Journal: Macroeconomics, American Economic Association, volume 13, issue 3, pages 37-73, July, DOI: 10.1257/mac.20180321.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2021, "The Transmission of Monetary Policy Shocks," American Economic Journal: Macroeconomics, American Economic Association, volume 13, issue 3, pages 74-107, July, DOI: 10.1257/mac.20180124.
• Sebastian Di Tella & Pablo Kurlat, 2021, "Why Are Banks Exposed to Monetary Policy?," American Economic Journal: Macroeconomics, American Economic Association, volume 13, issue 4, pages 295-340, October, DOI: 10.1257/mac.20180379.
• Julian Kozlowski, 2021, "Long-Term Finance and Investment with Frictional Asset Markets," American Economic Journal: Macroeconomics, American Economic Association, volume 13, issue 4, pages 411-448, October, DOI: 10.1257/mac.20190353.
• Moritz Schularick & Lucas ter Steege & Felix Ward, 2021, "Leaning against the Wind and Crisis Risk," American Economic Review: Insights, American Economic Association, volume 3, issue 2, pages 199-214, June, DOI: 10.1257/aeri.20200310.
• Sergo Gadelia & Tamar Mdivnishvili & Shalva Mkhatrishvili, 2021, "Monetary policy transmission in Georgia: empirical evidence," NBG Working Papers, National Bank of Georgia, number 02/2021, Nov.
• Christian Ghymers, 2021, "The systemic instability of ballooning Global Liquidity as a symptom of the worsening of the Triffin Dilemma," Working Papers, Robert Triffin International, number n298, Nov.
• Abdullah Açık & Özhan Okutucu & Kamil Özden Efes & Sadık Özlen Başer, 2021, "Analyzing the Impact of Interest Rate on Dry Bulk Freight Market with Time-Varying Causality Method," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue 2, pages 403-417, DOI: 10.30784/epfad.798092.
• De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021, "Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021002, Feb.
• Vrins, Frédéric & Wang, Linqi, 2021, "Asymmetric short-rate model without lower bound," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021006, Aug.
• De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021, "Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021007, Jan, DOI: https://doi.org/10.1016/j.frl.2021..
• Nurdaulet Abilov, 2021, "Risk indeed matters: Uncertainty shocks in an oil-exporting economy," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 16, Dec, revised Feb 2022.
• Nirvana Mitra, 2021, "Political Constraints and Sovereign Default Premia," Working Papers, Shiv Nadar University, Department of Economics, number 2021-01, Jan.
• Joseph G. Haubrich, 2021, "Does the Yield Curve Predict Output?," Annual Review of Financial Economics, Annual Reviews, volume 13, issue 1, pages 341-362, November, DOI: 10.1146/annurev-financial-100620-06.
• Pavel Potužák, 2021, "The Optimum Allocation of Consumption of the Fisherian Shipwrecked Sailors," International Journal of Economic Sciences, European Research Center, volume 10, issue 2, pages 115-126, December.
• Francisco Roch & Francisco Roldán, 2021, "Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 47, Mar.
• Jose Pablo Barquero-Romero & Luis Alfredo Mendoza-Fernández & Kerry Loaiza-Marín, 2021, "Evidence of Incomplete Monetary Policy Transmission in a Non Competitive Banking Sector: The Case of Costa Rica," Documentos de Trabajo, Banco Central de Costa Rica, number 2104, Apr.
• Valerie Lankester-Campos & Róger Ortega-Oviedo, 2021, "Estimating the par sovereign yield curve for Costa Rica," Notas Técnicas, Banco Central de Costa Rica, number 2104, Jul.
• Karol Gellert & Erik Schlogl, 2021, "Short Rate Dynamics: A Fed Funds and SOFR perspective," Papers, arXiv.org, number 2101.04308, Jan.
• Sergio Consoli & Luca Tiozzo Pezzoli & Elisa Tosetti, 2021, "Emotions in Macroeconomic News and their Impact on the European Bond Market," Papers, arXiv.org, number 2106.15698, Jun.
• Lidiia Fedoryshyna & Nataliia Vilchynska, 2021, "Influence Of Economic Space Imbalances On The Functioning Of The Enterprise Financial Mechanism," Green, Blue & Digital Economy Journal, Publishing house "Baltija Publishing", volume 2, issue 1, DOI: 10.30525/2661-5169/2021-1-10.
• Bruno Feunou & Jean-Sébastien Fontaine, 2021, "Debt-Secular Economic Changes and Bond Yields," Staff Working Papers, Bank of Canada, number 21-14, Mar, DOI: 10.34989/swp-2021-14.
• Paul Beaudry & Césaire Meh, 2021, "Monetary Policy, Trends in Real Interest Rates and Depressed Demand," Staff Working Papers, Bank of Canada, number 21-27, Jun, DOI: 10.34989/swp-2021-27.
• Jin Cao & Valeriya Dinger & Tomás Gómez & Zuzana Gric & Martin Hodula & Alejandro Jara & Ragnar Juelsrud & Karolis Liaudinskas & Simona Malovaná & Yaz Terajima, 2021, "Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates?," Staff Working Papers, Bank of Canada, number 21-62, Nov, DOI: 10.34989/swp-2021-62.
• Dany Brouillette & Guyllaume Faucher & Martin Kuncl & Austin McWhirter & Youngmin Park, 2021, "Potential output and the neutral rate in Canada: 2021 update," Staff Analytical Notes, Bank of Canada, number 2021-6, Apr, DOI: 10.34989/san-2021-6.
• Dany Brouillette & Guyllaume Faucher & Martin Kuncl & Austin McWhirter & Youngmin Park, 2021, "Production potentielle et taux neutre au Canada : mise à jour de 2021," Staff Analytical Notes, Bank of Canada, number 2021-6fr, Apr, DOI: 10.34989/san-2021-6.
• Louis-Philippe Rochon & Mario Seccareccia, 2021, "A Primer on Monetary Policy and Income Distribution: A Heterodox Perspective," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 76, pages 5-25, May.
• Luis Molinas Sosa, 2021, "Divisia Aggregates: A Literature Review and an Application to the Demand for Money in Paraguay," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 77, pages 33-49, August.
• Anna Burova & Irina Kozlovtseva & Natalia Makhankova & Alexander Morozov, 2021, "Dollarization, Financial Stability Risks and Monetary Policy Implementation: Exploring the Nexus," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 77, pages 50-71, August.
• Dmitry Khametshin, 2021, "High-yield bond markets during the COVID-19 crisis: the role of monetary policy," Occasional Papers, Banco de España, number 2110, Mar.
• Fructuoso Borrallo Egea & Pedro del Río López, 2021, "Estrategia de política monetaria e inflación en Japón," Occasional Papers, Banco de España, number 2116, Jun.
• Fructuoso Borrallo Egea & Pedro del Río López, 2021, "Monetary policy strategy and inflation in Japan," Occasional Papers, Banco de España, number 2116, Jun.
• Eduardo Gutiérrez & César Martín Machuca, 2021, "The effect of tariffs on Spanish goods exports," Working Papers, Banco de España, number 2121, May.
• Alejandro Buesa & Javier J. Pérez & Daniel Santabárbara, 2021, "Awareness of pandemics and the impact of COVID-19," Working Papers, Banco de España, number 2123, May.
• Beatriz González & Galo Nuño & Dominik Thaler & Silvia Albrizio, 2021, "Firm heterogeneity, capital misallocation and optimal monetary policy," Working Papers, Banco de España, number 2145, Dec.
• Ibarra-Ramírez Raúl, 2021, "The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium," Working Papers, Banco de México, number 2021-07, Jun.
• Carlos León & Javier Miguélez, 2021, "Interbank relationship lending revisited: Are the funds available at a similar price?," Borradores de Economia, Banco de la Republica de Colombia, number 1151, Jan, DOI: https://doi.org/10.32468/be.1151.
• Paola Morales & Daniel Osorio-Rodríguez & Juan S. Lemus-Esquivel & Miguel Sarmiento, 2021, "The internationalization of domestic banks and the credit channel of monetary policy," Borradores de Economia, Banco de la Republica de Colombia, number 1181, Nov, DOI: 10.32468/be.1181.
• Maria Sole Pagliari, 2021, "Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area economies," Working papers, Banque de France, number 829.
• Françoise Drumetz & Christian Pfister, 2021, "The Meaning of MMT," Working papers, Banque de France, number 833.
• Sarah Mouabbi & Jean-Paul Renne & Jean-Guillaume Sahuc, 2021, "Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective," Working papers, Banque de France, number 844.
• Martin Wolf & Luca Fornaro, 2021, "Monetary Policy in the Age of Automation," Working Papers, Barcelona School of Economics, number 1290, Sep.
• Carlos Cantú & Paolo Cavallino & Fiorella De Fiore & James Yetman, 2021, "A global database on central banks' monetary responses to Covid-19," BIS Working Papers, Bank for International Settlements, number 934, Mar.
• Phurichai Rungcharoenkitkul & Fabian Winkler, 2021, "The natural rate of interest through a hall of mirrors," BIS Working Papers, Bank for International Settlements, number 974, Nov.
• Claudio Borio, 2021, "Back to the future: intellectual challenges for monetary policy," BIS Working Papers, Bank for International Settlements, number 981, Nov.
• Claudio Borio, 2021, "Navigating by r*: safe or hazardous?," BIS Working Papers, Bank for International Settlements, number 982, Nov.
• Andrei Shevelev & Maria Kvaktun & Kristina Virovets, 2021, "Effect of Monetary Policy on Investment in Russian Regions," Russian Journal of Money and Finance, Bank of Russia, volume 80, issue 4, pages 31-49, December, DOI: 10.31477/rjmf.202104.31.
• Tatiana Grishina & Alexey Ponomarenko, 2021, "Banks’ interest rate setting and transitions between liquidity surplus and deficit," Bank of Russia Working Paper Series, Bank of Russia, number wps79, Oct.
• Claudio Borio, 2021, "Back to the Future: Intellectual Challenges for Monetary Policy," Economic Papers, The Economic Society of Australia, volume 40, issue 4, pages 273-287, December, DOI: 10.1111/1759-3441.12331.
• Gunda‐Alexandra Detmers & Ozer Karagedikli & Richhild Moessner, 2021, "Quantitative or Qualitative Forward Guidance: Does it Matter?," The Economic Record, The Economic Society of Australia, volume 97, issue 319, pages 491-503, December, DOI: 10.1111/1475-4932.12637.
• Axel Möhlmann, 2021, "Interest rate risk of life insurers: Evidence from accounting data," Financial Management, Financial Management Association International, volume 50, issue 2, pages 587-612, June, DOI: 10.1111/fima.12305.
• Bronson Argyle & Taylor Nadauld & Christopher Palmer & Ryan Pratt, 2021, "The Capitalization of Consumer Financing into Durable Goods Prices," Journal of Finance, American Finance Association, volume 76, issue 1, pages 169-210, February, DOI: 10.1111/jofi.12977.
• Marcin Kacperczyk & Christophe Pérignon & Guillaume Vuillemey, 2021, "The Private Production of Safe Assets," Journal of Finance, American Finance Association, volume 76, issue 2, pages 495-535, April, DOI: 10.1111/jofi.12997.
• A. Bartocci & L. Burlon & A. Notarpietro & M. Pisani, 2021, "Macroeconomic Effects of Non‐Standard Monetary Policy Measures in the Euro Area: The Role of Corporate Bond Purchases," Manchester School, University of Manchester, volume 89, issue S1, pages 97-130, September, DOI: 10.1111/manc.12289.
• Jin Cao & Valeriya Dinger & Anna Grodecka‐Messi & Ragnar Juelsrud & Xin Zhang, 2021, "The interaction between macroprudential and monetary policies: The cases of Norway and Sweden," Review of International Economics, Wiley Blackwell, volume 29, issue 1, pages 87-116, February, DOI: 10.1111/roie.12507.
• Jin Cao & Valeriya Dinger & Tomás Gómez & Zuzana Gric & Martin Hondula & Alejandro Jara & Ragnar Juelsrud & Karolis Liaudinskas & Simona Malovaná & Yaz Terajima, 2021, "Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rate," Working Paper, Norges Bank, number 2021/12, Nov.
• Jon H. Findreng, 2021, "Peer Monitoring vs. Search Costs in the Interbank Market: Evidence from Payment Flow Data in Norway," Working Paper, Norges Bank, number 2021/2, May.
• Iryna Kaminska & Haroon Mumtaz & Roman Sustek, 2021, "Monetary policy surprises and their transmission through term premia and expected interest rates," Bank of England working papers, Bank of England, number 914, Mar.
• Alberto Polo, 2021, "Imperfect pass-through to deposit rates and monetary policy transmission," Bank of England working papers, Bank of England, number 933, Jul.
• Julia Giese & Michael Joyce & Jack Meaning & Jack Worlidge, 2021, "Preferred habitat investors in the UK government bond market," Bank of England working papers, Bank of England, number 939, Sep.
• Tim Munday & James Brookes, 2021, "Mark my words: the transmission of central bank communication to the general public via the print media," Bank of England working papers, Bank of England, number 944, Oct.
• Nimrod Segev & Sigal Ribon & Michael Kahn & Jakob De Haan, 2021, "Low Interest Rates and Banks' Interest Margins: Does Deposit Market Concentration Matter?," Bank of Israel Working Papers, Bank of Israel, number 2021.16, Oct.
• Ko Adachi & Kazuhiro Hiraki, 2021, "Recent Developments in Measuring Inflation Expectations: With a Focus on Market-based Inflation Expectations and the Term Structure of Inflation Expectations," Bank of Japan Research Laboratory Series, Bank of Japan, number 21-E-1, Jun.
• Luca Fanelli & Antonio Marsi, 2021, "Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1164, Sep.
• Latsos Sophia & Schnabl Gunther, 2021, "Determinants of Japanese Household Saving Behavior in the Low-Interest Rate Environment," The Economists' Voice, De Gruyter, volume 18, issue 1, pages 81-99, December, DOI: 10.1515/ev-2021-0005.
• Giménez Roche Gabriel A. & Janson Nathalie, 2021, "The Central Bank Shift to Market Maker of Last Resort: The Unintended Consequences of Unconventional Monetary Policies," Journal des Economistes et des Etudes Humaines, De Gruyter, volume 27, issue 1, pages 1-33, June, DOI: 10.1515/jeeh-2021-0037.
• Feunou Bruno & Fontaine Jean-Sébastien & Jin Jianjian, 2021, "What model for the target rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 1, pages 1-23, February, DOI: 10.1515/snde-2019-0005.
• Lengwiler, Yvan & Orphanides, Athanasios, 2021, "Collateral Framework: Liquidity Premia and Multiple Equilibria," Working papers, Faculty of Business and Economics - University of Basel, number 2021/06.
• Tian Xiong & Kaan Celebi & Paul J.J. Welfens, 2021, "OECD Countries' Twin Long-run Challenge: The Impact of Ageing Dynamics and Increasing Natural Disasters on Savings Ratios," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei309, Dec.
• Christophe Boucher & Patrick Kouontchou, 2021, "Quête de rendements et crise de la Covid-19 : la crise systémique fantôme," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 229-252.
• Laurent Clerc & Anne-Lise Bontemps-Chanel & Mohammed Ouriemchi, 2021, "Quel avenir pour l’assurance vie en France ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 253-270.
• Joshua Brault & Hashmat Khan, 2021, "Some International Evidence on Inequality, Demographics, and Long-term Interest Rates," Carleton Economic Papers, Carleton University, Department of Economics, number 21-10, Sep, revised 16 Dec 2021.
• Joshua Brault & Hashmat Khan, 2021, "Indebted Demand in a Two Period Consumption-Saving Model," Carleton Economic Papers, Carleton University, Department of Economics, number 21-13, Dec, revised 05 Jan 2022.
• Dimitrios Anastasiou, 2021, "Macroeconomic determinants of MIR interest rate margin in the euro area," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 1, pages 39-53.
• Carlos Castro-Iragorri & Juan Felipe Peña & Cristhian Rodríguez, 2021, "A Segmented and Observable Yield Curve for Colombia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 2, pages 179-200.
• Martin Werding, 2021, "Fiscal Sustainability and Low Interest Rates: A Note," CESifo Working Paper Series, CESifo, number 8861.
• Sophia Latsos & Gunther Schnabl, 2021, "Determinants of Japanese Household Saving Behavior in the Low-Interest Rate Environment," CESifo Working Paper Series, CESifo, number 8927.
• Michael D. Bauer & Mikhail Chernov, 2021, "Interest Rate Skewness and Biased Beliefs," CESifo Working Paper Series, CESifo, number 9150.
• Marcus Hagedorn, 2021, "An Equilibrium Theory of Nominal Exchange Rates," CESifo Working Paper Series, CESifo, number 9290.
• Christiane Baumeister, 2021, "Measuring Market Expectations," CESifo Working Paper Series, CESifo, number 9305.
• Isabel Argimon & Jayson M. Danton & Jakob de Haan & Javier Rodriguez-Martin & Maria Rodriguez-Moreno, 2021, "Low Interest Rates and Banks' Interest Margins: Does Belonging to a Banking Group Matter?," CESifo Working Paper Series, CESifo, number 9340.
• Joan Costa-i-Font & Cristina Vilaplana-Prieto, 2021, "Biased Survival Expectations and Behaviours: Does Domain Specific Information Matter?," CESifo Working Paper Series, CESifo, number 9424.
• Beatriz González & Galo Nuño & Dominik Thaler & Silvia Albrizio, 2021, "Firm Heterogeneity, Capital Misallocation and Optimal Monetary Policy," CESifo Working Paper Series, CESifo, number 9465.
• António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2021, "International Transmission of Interest Rates: The Role of International Reserves and Sovereign Debt," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 54.
• Tsutomu Watanabe & Tomoyoshi Yabu, 2021, "Japan’s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-508, Feb.
• Roman Sustek, 2021, "Yield curve and the business cycle in conventional times," Discussion Papers, Centre for Macroeconomics (CFM), number 2122, Oct.
• Rodrigo Alfaro & Marco Piña, 2021, "Estimates of the US Shadow-Rate," Working Papers Central Bank of Chile, Central Bank of Chile, number 923, Sep.
• Jorge Miranda-Pinto & Daniel Murphy & Kieran James Walsh & Eric R. Young, 2021, "Saving Constraints, Inequality, and the Credit Market Response to Fiscal Stimulus," Working Papers Central Bank of Chile, Central Bank of Chile, number 927, Oct.
• Antonio Mele, 2021, "A Theory of Debt Accumulation and Deficit Cycles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-38, Jul.
• Kjell G. Nyborg & Jiri Woschitz, 2021, "The Price of Money: How Collateral Policy Affects the Yield Curve," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-74, Nov.
• Jin Cao & Valeriya Dinger & Tomas Gomez & Zuzana Gric & Martin Hodula & Alejandro Jara & Ragnar Juelsrud & Karolis Liaudinskas & Simona Malovana & Yaz Terajima, 2021, "Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates?," Working Papers, Czech National Bank, Research and Statistics Department, number 2021/6, Nov.
• David Augusto Montoya Ruiz, 2021, "Efecto de la pol√≠tica fiscal sobre la transmisi√≥n de la pol√≠tica monetaria a trav√©s de la desigualdad en el ingreso," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 19560, Sep.
• Luis Eduardo Castellanos Rodríguez & Juan David Diaz Ipuz & Cristian Camilo Due�as Ruiz & Andr�s Felipe Le�n Donato, 2021, "Efecto Fisher y modelo de corrección de errores en Colombia, 1991-2020," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 19244, May.
• Héctor Alonso Olivares-Aguayo & Maivelin M�ndez-Molina & Eduardo Madrigal-Castillo, 2021, "Salud financiera en créditos hipotecarios mexicanos," Revista CEA, Instituto Tecnológico Metropolitano, volume 7, issue 13, pages 1-31.
• Buss, Adrian & Breugem, Matthijs & Peress, Joël, 2021, "What do Interest Rates Reveal about the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15766, Feb.
• Dietrich, Alexander & Müller, Gernot & Schoenle, Raphael, 2022, "The Expectations Channel of Climate Change: Implications for Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15866, Jan.
• Moench, Emanuel & Soofi Siavash, Soroosh, 2022, "What Moves Treasury Yields?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15978, Mar.
• Brandao-Marques, Luis & Casiraghi, Marco & Kamber, Gunes & Meeks, Roland & Gelos, Gaston, 2021, "Negative Interest Rate Policies: A Survey," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16016, Apr.
• Orphanides, Athanasios & Lengwiler, Yvan, 2021, "Collateral Framework: Liquidity Premia and Multiple Equilibria," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16047, Apr.
• Cardenas, Mauricio & Ricci, Luca Antonio & Roldos, Jorge E & Werner, Alejandro, 2021, "Fiscal Policy Challenges for Latin America during the Next Stages of the Pandemic: The Need for a Fiscal Pact," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16088, Apr.
• Fujiwara, Ippei & Fujita, Shigeru, 2021, "Aging and the Real Interest Rate in Japan: A Labor Market Channel," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16127, May.
• Benigno, Pierpaolo & Benigno, Gianluca, 2021, "Interest, Reserves and Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16222, Jun.
• Chernov, Mikhail & Bauer, Michael, 2021, "Interest Rate Skewness and Biased Beliefs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16274, Jun.
• Mele, Antonio, 2021, "A Theory of Debt Accumulation and Deficit Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16329, Jul.
• Bekaert, Geert & Ermolov, Andrey, 2021, "International Yield Co-movements," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16365, Jul.
• Chernov, Mikhail & Lochstoer, Lars & Song, Dongho, 2021, "The real channel for nominal bond-stock puzzles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16381, Jul.
• Van Nieuwerburgh, Stijn & Elenev, Vadim & Landvoigt, Tim & Shultz, Patrick, 2021, "Can Monetary Policy Create Fiscal Capacity?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16414, Jul.
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• Hagedorn, Marcus, 2021, "An Equilibrium Theory of Nominal Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16517, Sep.
• Baumeister, Christiane, 2021, "Measuring Market Expectations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16520, Sep.
• Favero, Carlo A. & Tamoni, Andrea & Melone, Alessandro, 2021, "Monetary Policy and Bond Prices with Drifting Equilibrium Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16629, Oct.
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• Chatelain, Jean-Bernard & Ralf, Kirsten, 2021, "Hopf Bifurcation From New-Keynesian Taylor Rule To Ramsey Optimal Policy," Macroeconomic Dynamics, Cambridge University Press, volume 25, issue 8, pages 2204-2236, December.
• John Leventides & Evangelos Melas & Costas Poulios & Paraskevi Boufounou & Rena Artemis Leventides, 2021, "Designing GDP-Linked Bonds with Default," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 67, issue 4, pages 311-335, DOI: 10.3790/aeq.67.4.311.
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• Robert Kollmann, 2021, "Effects of Covid-19 on Euro Area GDP and Inflation: Demand vs. Supply Disturbances," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2021-12, Jun.
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• Altavilla, Carlo & Lemke, Wolfgang & Linzert, Tobias & Tapking, Jens & von Landesberger, Julian, 2021, "Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014," Occasional Paper Series, European Central Bank, number 278, Sep.
• Porcellacchia, Davide, 2021, "Low rates and bank stability: the risk of a tipping point," Research Bulletin, European Central Bank, volume 88.
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• Moder, Isabella, 2021, "The transmission of euro area monetary policy to financially euroised countries," Working Paper Series, European Central Bank, number 2611, Oct.
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• Mortaza OJAGHLOU & Begum KAYA SOZTANACI, 2022, "Interest Rate Pass-Through and Monetary Transmission Mechanism in Turkey," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 10, issue 1, pages 46-54.
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• Luo, Deqing & Pang, Tao & Xu, Jiawen, 2021, "Forecasting U.S. Yield Curve Using the Dynamic Nelson–Siegel Model with Random Level Shift Parameters," Economic Modelling, Elsevier, volume 94, issue C, pages 340-350, DOI: 10.1016/j.econmod.2020.10.015.
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• Senel, Gonca & Wright, Mark L.J., 2021, "With age comes immaturity: Do countries with older populations issue shorter maturity debt?," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110100.
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• Demiralp, Selva & Eisenschmidt, Jens & Vlassopoulos, Thomas, 2021, "Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area," European Economic Review, Elsevier, volume 136, issue C, DOI: 10.1016/j.euroecorev.2021.103745.
• Dong, Mei & Huangfu, Stella & Sun, Hongfei & Zhou, Chenggang, 2021, "A macroeconomic theory of banking oligopoly," European Economic Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.euroecorev.2021.103864.
• Tillmann, Peter, 2021, "Financial markets and dissent in the ECB’s Governing Council," European Economic Review, Elsevier, volume 139, issue C, DOI: 10.1016/j.euroecorev.2021.103848.
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• Rodríguez-López, Araceli & Fernández-Abascal, Hermenegildo & Maté-García, Jorge-Julio & Rodríguez-Fernández, José-Miguel & Rojo-García, José-Luis & Sanz-Gómez, José-Antonio, 2021, "Evaluating Euribor Manipulation: Effects on Mortgage Borrowers," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101795.
• Azzone, Michele & Baviera, Roberto, 2021, "Synthetic forwards and cost of funding in the equity derivative market," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101841.
• Bouri, Elie & Gupta, Rangan & Majumdar, Anandamayee & Subramaniam, Sowmya, 2021, "Time-varying risk aversion and forecastability of the US term structure of interest rates," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101924.
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• Fendel, Ralf & Neumann, Christian, 2021, "Tail risk in the European sovereign bond market during the financial crises: Detecting the influence of the European Central Bank," Global Finance Journal, Elsevier, volume 50, issue C, DOI: 10.1016/j.gfj.2019.100505.
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• Niemeläinen, Julia, 2021, "External imbalances between China and the United States: A dynamic analysis with a life-cycle model," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2021.103493.
• Lakdawala, Aeimit & Moreland, Timothy & Schaffer, Matthew, 2021, "The international spillover effects of US monetary policy uncertainty," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103525.
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