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

2021

• 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.
• Michaillat, Pascal & Saez, Emmanuel, 2021, "Resolving New Keynesian Anomalies with Wealth in the Utility Function," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt9wc7068w, May.
• 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.
• Wolf, Martin & Fornaro, Luca, 2021, "Monetary Policy in the Age of Automation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16416, Aug.
• 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.
• Dumas, Bernard & , & Yang, Chunyu, 2021, "The Debt Capacity of a Government," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16687, Nov.
• Zakrajsek, Egon & Gilchrist, Simon & Wei, Bin & Yue, Vivian, 2021, "Sovereign Risk and Financial Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16750, Nov.
• Caballero, Ricardo & Simsek, Alp, 2022, "A Note on Temporary Supply Shocks with Aggregate Demand Inertia," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16814, Jun.
• Christophe Blot & Fabien Labondance, 2021, "Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound," Working Papers, CRESE, number 2021-03, Jul.
• Thomas A. Lubik & Massimiliano Marzo, 2021, "Fiscal Policy Perceptions in a Behavioral New Keynesian Model," Annals of Economics and Finance, Society for AEF, volume 22, issue 2, pages 255-287, November.
• Cova, Pietro & Notarpietro, Alessandro & Pagano, Patrizio & Pisani, Massimiliano, 2021, "Secular Stagnation, R&D, Public Investment, And Monetary Policy: A Global-Model Perspective," Macroeconomic Dynamics, Cambridge University Press, volume 25, issue 5, pages 1267-1287, July.
• 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.
• Hannah Magdalena Seidl & Fabian Seyrich, 2021, "Unconventional Fiscal Policy in HANK," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1953.
• Jorien Freriks & Jan Kakes, 2021, "Bank interest rate margins in a negative interest rate environment," Working Papers, DNB, number 721, Jul.
• WARBURTON, Christopher E.S., 2021, "Secular Stagnation And The Negative Interest Rate Conundrum: International Analysis Of The Period 2010-2019," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 21, issue 1, pages 19-36.
• 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.
• Assenmacher, Katrin & Glöckler, Gabriel & Holton, Sarah & Trautmann, Peter & Ioannou, Demosthenes & Mee, Simon & Alonso, Conception & Argiri, Eleni & Arigoni, Filippo & Bakk-Simon, Klára & Bergbauer, , 2021, "Clear, consistent and engaging: ECB monetary policy communication in a changing world," Occasional Paper Series, European Central Bank, number 274, Sep.
• 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.
• Dalhaus, Tatjana & Schaumburg, Julia & Sekhposyan, Tatevik, 2021, "Networking the yield curve: implications for monetary policy," Working Paper Series, European Central Bank, number 2532, Mar.
• Eskelinen, Maria, 2021, "Monetary policy, agent heterogeneity and inequality: insights from a three-agent New Keynesian model," Working Paper Series, European Central Bank, number 2590, Sep.
• Moder, Isabella, 2021, "The transmission of euro area monetary policy to financially euroised countries," Working Paper Series, European Central Bank, number 2611, Oct.
• Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2021, "Natural rate chimera and bond pricing reality," Working Paper Series, European Central Bank, number 2612, Nov.
• van den End, Jan Willem & Konietschke, Paul & Samarina, Anna & Stanga, Irina M., 2021, "Macroeconomic reversal rate in a low interest rate environment," Working Paper Series, European Central Bank, number 2620, Dec.
• Li, Ye & Li, Yi, 2021, "Payment Risk and Bank Lending," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-17, Nov, DOI: 10.2139/ssrn.3959110.
• Li, Ye & Li, Yi & Sun, Huijun, 2021, "Bank Credit and Money Creation on Payment Networks: A Structural Analysis of Externalities and Key Players," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-22, Dec.
• 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.
• Rai, Anoop & Rojer, Guido & Susanna, Edirel, 2021, "Central bank transparency and market reaction in Brazil, Chile, and Colombia," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100475.
• Papetti, Andrea, 2021, "Demographics and the natural real interest Rate: historical and projected paths for the euro area," Journal of Economic Dynamics and Control, Elsevier, volume 132, issue C, DOI: 10.1016/j.jedc.2021.104209.
• Delis, Manthos D. & Iosifidi, Maria & Mylonidis, Nikolaos, 2021, "Industry heterogeneity in the risk-taking channel," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105621.
• 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.
• Suh, Sangwon & Kim, Daehwan, 2021, "Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101535.
• Adra, Samer, 2021, "The conventional and informational impacts of monetary policy on the IPO market," Economics Letters, Elsevier, volume 200, issue C, DOI: 10.1016/j.econlet.2021.109751.
• Elgin, Ceyhun & Yalaman, Abdullah & Yasar, Sezer & Basbug, Gokce, 2021, "Economic policy responses to the COVID-19 pandemic: The role of central bank independence," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109874.
• Swaminathan, Anthony, 2021, "Macroeconomic volatility at the zero lower bound: Evidence from the OECD," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109877.
• Fassas, Athanasios P., 2021, "Price discovery in US money market benchmarks: LIBOR vs. SOFR," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109882.
• Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2021, "Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109891.
• Buesa, Alejandro & Pérez, Javier J. & Santabárbara, Daniel, 2021, "Awareness of pandemics and the impact of COVID-19," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109892.
• Ellis, Michael A. & Liu, Dandan, 2021, "FOMC policy preferences and economic policy uncertainty," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109937.
• Indriawan, Ivan & Jiao, Feng & Tse, Yiuman, 2021, "The SOFR and the Fed’s influence over market interest rates," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110095.
• 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.
• Jaskowski, Marcin & McAleer, Michael, 2021, "Spurious cross-sectional dependence in credit spread changes," Econometrics and Statistics, Elsevier, volume 18, issue C, pages 12-27, DOI: 10.1016/j.ecosta.2019.09.001.
• Bletzinger, Tilman & von Thadden, Leopold, 2021, "Designing QE in a fiscally sound monetary union," European Economic Review, Elsevier, volume 132, issue C, DOI: 10.1016/j.euroecorev.2020.103611.
• Hubert, Paul & Labondance, Fabien, 2021, "The signaling effects of central bank tone," European Economic Review, Elsevier, volume 133, issue C, DOI: 10.1016/j.euroecorev.2021.103684.
• 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.
• Yung, Julieta, 2021, "Can interest rate factors explain exchange rate fluctuations?," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 34-56, DOI: 10.1016/j.jempfin.2021.01.005.
• Balter, Anne G. & Pelsser, Antoon & Schotman, Peter C., 2021, "What does a term structure model imply about very long-term interest rates?," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 202-219, DOI: 10.1016/j.jempfin.2021.03.006.
• Bongiovanni, Alessio & Reghezza, Alessio & Santamaria, Riccardo & Williams, Jonathan, 2021, "Do negative interest rates affect bank risk-taking?," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 350-364, DOI: 10.1016/j.jempfin.2021.07.008.
• Han, Yang & Jiao, Anqi & Ma, Jun, 2021, "The predictive power of Nelson–Siegel factor loadings for the real economy," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 95-127, DOI: 10.1016/j.jempfin.2021.04.008.
• Guidolin, Massimo & Pedio, Manuela & Tosi, Alessandra, 2021, "Time-varying price discovery in sovereign credit markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101388.
• Fuhrer, Lucas Marc & Giese, Julia, 2021, "Gilt auctions and secondary market dynamics," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101400.
• Lloyd, Simon P., 2021, "Overnight indexed swap-implied interest rate expectations," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101430.
• 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.
• 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?," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101978.
• 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.
• Gürkaynak, Refet S. & Kara, A. Hakan & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2021, "Monetary policy surprises and exchange rate behavior," Journal of International Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.jinteco.2021.103443.
• 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.
• Glocker, C., 2021, "Reserve requirements and financial stability," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2021.101286.
• Morita, Hiroshi & Okimoto, Tatsuyoshi, 2021, "The interest rate determination when economic variables are partially observable," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101323.
• Belke, Ansgar & Gros, Daniel, 2021, "QE in the euro area: Has the PSPP benefited peripheral bonds?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101350.
• Backwell, Alex, 2021, "Unspanned stochastic volatility from an empirical and practical perspective," Journal of Banking & Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jbankfin.2020.105993.
• Brubakk, Leif & ter Ellen, Saskia & Xu, Hong, 2021, "Central bank communication through interest rate projections," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2021.106044.
• Akram, Q. Farooq & Findreng, Jon H., 2021, "Norwegian interbank market's response to changes in liquidity policy," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106078.
• Blöchlinger, Andreas, 2021, "Interest rate risk in the banking book: A closed-form solution for non-maturity deposits," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106080.
• Eguren Martin, Fernando & Meldrum, Andrew & Yan, Wen, 2021, "No-Arbitrage pricing of GDP-Linked bonds," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106075.
• Hansen, Anne Lundgaard, 2021, "Modeling persistent interest rates with double-autoregressive processes," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106302.
• Prat, Georges & Uctum, Remzi, 2021, "Term structure of interest rates: Modelling the risk premium using a two horizons framework," Journal of Economic Behavior & Organization, Elsevier, volume 182, issue C, pages 421-436, DOI: 10.1016/j.jebo.2019.09.006.
• Augustin, P. & Chernov, M. & Schmid, L. & Song, D., 2021, "Benchmark interest rates when the government is risky," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 74-100, DOI: 10.1016/j.jfineco.2020.10.009.
• Bekaert, Geert & Engstrom, Eric & Ermolov, Andrey, 2021, "Macro risks and the term structure of interest rates," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 479-504, DOI: 10.1016/j.jfineco.2021.03.011.
• Klingler, Sven & Syrstad, Olav, 2021, "Life after LIBOR," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 783-801, DOI: 10.1016/j.jfineco.2021.04.017.
• Leombroni, Matteo & Vedolin, Andrea & Venter, Gyuri & Whelan, Paul, 2021, "Central bank communication and the yield curve," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 860-880, DOI: 10.1016/j.jfineco.2021.04.036.
• Gonçalves, Andrei S., 2021, "The short duration premium," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 919-945, DOI: 10.1016/j.jfineco.2021.04.019.
• Cieslak, Anna & Pang, Hao, 2021, "Common shocks in stocks and bonds," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 880-904, DOI: 10.1016/j.jfineco.2021.06.008.
• Liu, Yan & Wu, Jing Cynthia, 2021, "Reconstructing the yield curve," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1395-1425, DOI: 10.1016/j.jfineco.2021.05.059.
• Lin, Mucai & Niu, Linlin, 2021, "Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve," Journal of International Money and Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jimonfin.2020.102294.
• Wang, Bin & Kwan, Yum K., 2021, "Measuring the natural rates of interest of OECD and BRICS economies: A time varying perspective," Journal of International Money and Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jimonfin.2020.102326.
• Zhang, Ren & Martínez-García, Enrique & Wynne, Mark A. & Grossman, Valerie, 2021, "Ties that bind: Estimating the natural rate of interest for small open economies," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2020.102315.
• Li, Yulin, 2021, "Investor sentiment and sovereign bonds," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102388.
• Christensen, Jens H.E. & Fischer, Eric & Shultz, Patrick J., 2021, "Bond flows and liquidity: Do foreigners matter?," Journal of International Money and Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jimonfin.2021.102397.
• Consoli, Sergio & Pezzoli, Luca Tiozzo & Tosetti, Elisa, 2021, "Emotions in macroeconomic news and their impact on the European bond market," Journal of International Money and Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jimonfin.2021.102472.
• Cusato Novelli, Antonio & Barcia, Giancarlo, 2021, "Sovereign Risk, Public Investment and the Fiscal Policy Stance," Journal of Macroeconomics, Elsevier, volume 67, issue C, DOI: 10.1016/j.jmacro.2020.103263.
• Gross, Jonas & Zahner, Johannes, 2021, "What is on the ECB’s mind? Monetary policy before and after the global financial crisis," Journal of Macroeconomics, Elsevier, volume 68, issue C, DOI: 10.1016/j.jmacro.2021.103292.
• Waheed, Farah & Abdul Rashid,, 2021, "Credit frictions, fiscal imbalances, monetary policy autonomy, and monetary policy rules," The Journal of Economic Asymmetries, Elsevier, volume 23, issue C, DOI: 10.1016/j.jeca.2020.e00192.
• Hajilee, Massomeh & Niroomand, Farhang, 2021, "Is there an asymmetric link between the shadow economy and the financial depth of emerging market economies?," The Journal of Economic Asymmetries, Elsevier, volume 23, issue C, DOI: 10.1016/j.jeca.2020.e00193.
• Nasir, Muhammad Ali, 2021, "Zero Lower Bound and negative interest rates: Choices for monetary policy in the UK," Journal of Policy Modeling, Elsevier, volume 43, issue 1, pages 200-229, DOI: 10.1016/j.jpolmod.2020.03.014.
• Vides, José Carlos & Golpe, Antonio A. & Iglesias, Jesús, 2021, "The impact of the term spread in US monetary policy from 1870 to 2013," Journal of Policy Modeling, Elsevier, volume 43, issue 1, pages 230-251, DOI: 10.1016/j.jpolmod.2020.07.002.
• Bulíř, Aleš & Vlček, Jan, 2021, "Monetary transmission: Are emerging market and low-income countries different?," Journal of Policy Modeling, Elsevier, volume 43, issue 1, pages 95-108, DOI: 10.1016/j.jpolmod.2020.06.006.
• Carnazza, Giovanni & Liberati, Paolo, 2021, "The asymmetric impact of the pandemic crisis on interest rates on public debt in the Eurozone," Journal of Policy Modeling, Elsevier, volume 43, issue 3, pages 521-542, DOI: 10.1016/j.jpolmod.2021.04.001.
• Mayer, Thomas & Schnabl, Gunther, 2021, "Covid-19 and the euthanasia of interest rates: A critical assessment of central bank policy in our times," Journal of Policy Modeling, Elsevier, volume 43, issue 6, pages 1241-1258, DOI: 10.1016/j.jpolmod.2021.04.004.
• Lansing, Kevin J., 2021, "Endogenous forecast switching near the zero lower bound," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 153-169, DOI: 10.1016/j.jmoneco.2019.12.003.
• Garga, Vaishali & Singh, Sanjay R., 2021, "Output hysteresis and optimal monetary policy," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 871-886, DOI: 10.1016/j.jmoneco.2020.06.005.
• Kaminska, Iryna & Mumtaz, Haroon & Šustek, Roman, 2021, "Monetary policy surprises and their transmission through term premia and expected interest rates," Journal of Monetary Economics, Elsevier, volume 124, issue C, pages 48-65, DOI: 10.1016/j.jmoneco.2021.07.009.
• Mehrotra, Neil R. & Sergeyev, Dmitriy, 2021, "Debt sustainability in a low interest rate world," Journal of Monetary Economics, Elsevier, volume 124, issue S, pages 1-18, DOI: 10.1016/j.jmoneco.2021.09.001.
• Eggertsson, Gauti B. & Robbins, Jacob A. & Wold, Ella Getz, 2021, "Kaldor and Piketty’s facts: The rise of monopoly power in the United States," Journal of Monetary Economics, Elsevier, volume 124, issue S, pages 19-38, DOI: 10.1016/j.jmoneco.2021.09.007.
• Marx, Magali & Mojon, Benoît & Velde, François R., 2021, "Why have interest rates fallen far below the return on capital?," Journal of Monetary Economics, Elsevier, volume 124, issue S, pages 57-76, DOI: 10.1016/j.jmoneco.2021.09.008.
• Hattori, Takahiro, 2021, "Noise as a liquidity measure: Evidence from the JGB market," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101515.
• Umar, Zaghum & Manel, Youssef & Riaz, Yasir & Gubareva, Mariya, 2021, "Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101563.
• Umar, Zaghum & Yousaf, Imran & Aharon, David Y., 2021, "The relationship between yield curve components and equity sectorial indices: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101591.
• Cour-Thimann, Philippine & Jung, Alexander, 2021, "Interest-rate setting and communication at the ECB in its first twenty years," European Journal of Political Economy, Elsevier, volume 70, issue C, DOI: 10.1016/j.ejpoleco.2021.102039.
• Hajilee, Massomeh & Stringer, Donna Y. & Hayes, Linda A., 2021, "On the link between the shadow economy and stock market development: An asymmetry analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 303-316, DOI: 10.1016/j.qref.2021.02.011.
• Argyropoulos, Efthymios & Tzavalis, Elias, 2021, "The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 785-796, DOI: 10.1016/j.qref.2018.10.005.
• Boungou, Whelsy, 2021, "Empirical evidence of the lending channel of monetary policy under negative interest rates," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 309-318, DOI: 10.1016/j.qref.2021.06.013.
• Killins, Robert N. & Egly, Peter V. & Batabyal, Sourav, 2021, "The impact of the yield curve on bank equity returns: Evidence from Canada," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 319-329, DOI: 10.1016/j.qref.2021.06.016.
• Zhang, Yulian & Hamori, Shigeyuki, 2021, "Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 145-162, DOI: 10.1016/j.qref.2021.08.003.
• Tomat, Gian Maria, 2021, "Term Spreads, Forward Rates and Yield Curve Forecasts," Research in Economics, Elsevier, volume 75, issue 2, pages 152-163, DOI: 10.1016/j.rie.2021.03.003.
• Gupta, Rangan & Subramaniam, Sowmya & Bouri, Elie & Ji, Qiang, 2021, "Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 289-298, DOI: 10.1016/j.iref.2020.09.019.
• Hou, Keqiang & Li, Xing & Li, Zeguang & Wu, Ting, 2021, "Forecasting bond returns in a macro model," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 524-545, DOI: 10.1016/j.iref.2020.11.007.
• Li, Xiao-Lin & Si, Deng-Kui & Ge, Xinyu, 2021, "China’s interest rate pass-through after the interest rate liberalization: Evidence from a nonlinear autoregressive distributed lag model," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 257-274, DOI: 10.1016/j.iref.2020.12.031.
• Salisu, Afees A. & Vo, Xuan Vinh, 2021, "The behavior of exchange rate and stock returns in high and low interest rate environments," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 138-149, DOI: 10.1016/j.iref.2021.02.008.
• Guo, Junjie & Guo, Yumei & Miao, Shan & Pang, Xin, 2021, "An investigation of semantic similarity in PBOC’s communication on RMB volatility," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 441-455, DOI: 10.1016/j.iref.2021.03.011.
• Belke, Ansgar & Klose, Jens, 2021, "Safe haven flows, natural interest rates and secular stagnation—Empirical evidence for Euro area countries," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 1164-1190, DOI: 10.1016/j.iref.2021.08.012.
• Cavaca, Igor Bastos & Meurer, Roberto, 2021, "International monetary policy spillovers: Linkages between U.S. and South American yield curves," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 737-754, DOI: 10.1016/j.iref.2021.07.007.
• Tuna, Gulcay & Almahadin, Hamed Ahmad, 2021, "Does interest rate and its volatility affect banking sector development? Empirical evidence from emerging market economies," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101436.
• Zhang, Shuai & Hou, Xinyu & Ba, Shusong, 2021, "What determines interest rates for bitcoin lending?," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101443.
• Flores, Eduardo & de Carvalho, João Vinicius França & Sampaio, Joelson Oliveira, 2021, "Impact of interest rates on the life insurance market development: Cross-country evidence," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101444.
• León, Carlos & Miguélez, Javier, 2021, "Interbank relationship lending revisited: Are the funds available at a similar price?," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101454.
• Arne Halberstadt & Leo Krippner, 2021, "Investigating a measure of conventional and unconventional stimulus for the euro area," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-27, Mar.
• Guna Raj Bhatta & Rabindra Nepal & Charles Harvie & Kankesu Jayanthakumaran, 2021, "Testing for uncovered interest parity conditions in a small open economy: A state space modelling approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-56, Jul.
• Firmin Doko Tchatoka & Qazi Haque, 2021, "Revisiting the macroeconomic effects of monetary policy shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-61, Jul.
• Martin Watts, 2021, "The methodology for assessing interest-rate policy rules: some comments," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 18, issue 3, pages 275–285-2, December.
• John Smithin, 2021, "The methodology for assessing interest-rate policy rules: a reply," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 18, issue 3, pages 286–292-2, December.
• Eckhard Hein, 2021, "Saving and Investment in the Twenty-First Century: The Great Divergence – some comments from a post-Keynesian perspective," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 18, issue 3, pages 293–302-2, December.
• Carl Christian von Weizsäcker & Hagen M. Krämer, 2021, "On capital, saving, and investment in the twenty-first century: a reply to Hein," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 18, issue 3, pages 303–309-3, December.