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

• 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.
• Jacob Stevens, 2021, "Money creation in the modern economy: an appraisal," Review of Keynesian Economics, Edward Elgar Publishing, volume 9, issue 1, pages 43-60, January.
• Sánchez Vargas, Armando & Martínez Ventura, Débora & López-Herrera, Francisco, 2021, "Tasa de interés neutral y política monetaria para México, 2020-2024," El Trimestre Económico, Fondo de Cultura Económica, volume 88, issue 349, pages 201-218, enero-mar, DOI: https://doi.org/10.20430/ete.v88i34.
• J.E. Boscá & R. Doménech & J. Ferri & J.R. García & C. Ulloa, 2021, "The stabilizing effects of economic policies in Spain in times of COVID-19," Applied Economic Analysis, Emerald Group Publishing Limited, volume 29, issue 85, pages 4-20, January, DOI: 10.1108/AEA-11-2020-0165.
• Oğuzhan Çepni & Selçuk Gül & Muhammed Hasan Yılmaz & Brian Lucey, 2021, "The impact of oil price shocks on Turkish sovereign yield curve," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 9, pages 2258-2277, February, DOI: 10.1108/IJOEM-06-2020-0681.
• Siddhartha Chattopadhyay, 2021, "The Neo-Fisherianism to Escape Zero Lower Bound," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Environmental, Social, and Governance Perspectives on Economic Development in Asia", DOI: 10.1108/S1571-03862021000029A016.
• Masudul Hasan Adil & Neeraj R. Hatekar & Taniya Ghosh, 2021, "The Role of Money in the Monetary Policy: A New Keynesian and New Monetarist Perspective," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Environmental, Social, and Governance Perspectives on Economic Development in Asia", DOI: 10.1108/S1571-03862021000029A018.
• Wellington Charles Lacerda Nobrega & Cássio da Nóbrega Besarria & Edilean Kleber da Silva Bejarano Aragón, 2021, "Public debt management and the interaction between fiscal and monetary policies," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 6, pages 1092-1116, December, DOI: 10.1108/JES-01-2021-0012.
• Nicholas Apergis & James E. Payne, 2021, "Natural disasters and monetary policy: evidence from an augmented Taylor rule," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 3, pages 317-332, June, DOI: 10.1108/JFEP-04-2021-0110.
• Mariya Gubareva, 2021, "Lower reversal limit of the European Central Bank deposit rate and sustainability of traditional banking business model," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 13, issue 6, pages 686-697, May, DOI: 10.1108/JFEP-07-2020-0151.
• Alexey Ponomarenko, 2021, "Money creation and banks’ interest rate setting," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 2, pages 141-151, July, DOI: 10.1108/JFEP-10-2020-0214.
• Knut Lehre Seip & Dan Zhang, 2021, "The GDP, the US treasury yield and the federal funds rate: who follows whom, when and why?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 2, pages 187-206, October, DOI: 10.1108/JFEP-11-2020-0241.
• Sowmya Subramaniam, 2021, "Geopolitical uncertainty and sovereign bond yields of BRICS economies," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 2, pages 311-330, November, DOI: 10.1108/SEF-05-2021-0214.
• Bhavesh Garg & K.P. Prabheesh, 2021, "The nexus between the exchange rates and interest rates: evidence from BRIICS economies during the COVID-19 pandemic," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 2, pages 469-486, February, DOI: 10.1108/SEF-09-2020-0387.
• Jens Klose, 2021, "Measuring redenomination risks in the Euro area – evidence from survey data," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 5, pages 964-986, August, DOI: 10.1108/SEF-11-2020-0476.
• Altermatt, Lukas & Wang, Zijian, 2021, "Oligopoly Banking, Risky Investment, and Monetary Policy," Economics Discussion Papers, University of Essex, Department of Economics, number 30728, Jul.
• Florian B¨oser & Chiara Colesanti Senni, 2021, "CAROs: Climate Risk-Adjusted Refinancing Operations," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 21/354, May.
• Roman Garcia & Dimitri Lorenzani & Daniel Monteiro & Francesco Perticari & Bořek Vašíček & Lukas Vogel, 2021, "Financial Spillover and Contagion Risks in the Euro Area in 2007-2019," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 137, Jan.
• Stéphanie Pamies & Nicolas Carnot & Anda Pătărău, 2021, "Do Fundamentals Explain Differences between Euro Area Sovereign Interest Rates?," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 141, Jun.
• Jiri Witzany & Martin Divis, 2021, "Interest Rate Risk of Savings Accounts," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/21, Jun, revised Jun 2021.
• Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021, "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 27, Nov, DOI: 10.29338/wp2021-27.
• Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021, "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-27, Nov, DOI: 10.29338/wp2021-27.
• Christopher D. Cotton, 2021, "Debt, Deficits, and Interest Rates," Current Policy Perspectives, Federal Reserve Bank of Boston, number 93543, Dec.
• Falk Bräuning & José Fillat & Gustavo Joaquim, 2021, "Corporate Finance and the Transmission of Shocks to the Real Economy," Working Papers, Federal Reserve Bank of Boston, number 21-18, Nov, DOI: 10.29412/res.wp.2021.18.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021, "Forecasting with Shadow-Rate VARs," Working Papers, Federal Reserve Bank of Cleveland, number 21-09, Mar, DOI: 10.26509/frbc-wp-202109.
• Rachel Doehr & Enrique Martínez García, 2021, "Monetary Policy Uncertainty and Economic Fluctuations at the Zero Lower Bound," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 412, Nov, DOI: 10.24149/gwp412.
• Remy Beauregard & Jens H. E. Christensen & Eric Fischer & Simon Zhu, 2021, "Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico," Working Paper Series, Federal Reserve Bank of San Francisco, number 2021-08, Nov, DOI: 10.24148/wp2021-08.
• Jens H. E. Christensen & Jose A. Lopez & Paul Mussche, 2021, "International Evidence on Extending Sovereign Debt Maturities," Working Paper Series, Federal Reserve Bank of San Francisco, number 2021-19, Jul, DOI: 10.24148/wp2021-19.
• Jens H. E. Christensen & Mark M. Spiegel, 2022, "Central Bank Credibility During COVID-19: Evidence from Japan," Working Paper Series, Federal Reserve Bank of San Francisco, number 2021-24, Aug, DOI: 10.24148/wp2021-24.
• Sriya Anbil & Alyssa G. Anderson & Zeynep Senyuz, 2021, "Are Repo Markets Fragile? Evidence from September 2019," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-028, Apr, DOI: 10.17016/FEDS.2021.028.
• Edward Nelson, 2021, "The Emergence of Forward Guidance As a Monetary Policy Tool," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-033, May, DOI: 10.17016/FEDS.2021.033.
• Alex Aronovich & Andrew C. Meldrum, 2021, "High-Frequency Estimates of the Natural Real Rate and Inflation Expectations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-034, May, DOI: 10.17016/FEDS.2021.034.
• Thiago Revil T. Ferreira & Samer Shousha, 2021, "Supply of Sovereign Safe Assets and Global Interest Rates," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1315, Apr, DOI: 10.17016/IFDP.2021.1315.
• Miguel Faria-e-Castro & Pascal Paul & Juan M. Sanchez, 2021, "Evergreening," Working Papers, Federal Reserve Bank of St. Louis, number 2021-012, Oct, revised Aug 2023, DOI: 10.20955/wp.2021.012.
• Alisdair McKay & Johannes F. Wieland, 2021, "Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy," Staff Report, Federal Reserve Bank of Minneapolis, number 622, Feb, DOI: 10.21034/sr.622.
• Javier Bianchi & Louphou Coulibaly, 2021, "Liquidity Traps, Prudential Policies, and International Spillovers," Working Papers, Federal Reserve Bank of Minneapolis, number 780, Jul, DOI: 10.21034/wp.780.
• Luca Benati & Juan Pablo Nicolini, 2021, "Online Appendix for: The Welfare Costs of Inflation," Working Papers, Federal Reserve Bank of Minneapolis, number 784, Sep, DOI: 10.21034/wp.784.
• Luca Benati & Juan Pablo Nicolini, 2021, "The Welfare Costs of Inflation," Working Papers, Federal Reserve Bank of Minneapolis, number 783, Sep, DOI: 10.21034/wp.783.
• Gianluca Benigno & Pierpaolo Benigno, 2021, "Interest, Reserves, and Prices," Staff Reports, Federal Reserve Bank of New York, number 971, Jun.
• Jennifer L. Dlugosz & Brian T. Melzer & Donald P. Morgan, 2021, "Who Pays the Price? Overdraft Fee Ceilings and the Unbanked," Staff Reports, Federal Reserve Bank of New York, number 973, Jun.
• Benjamin Lester & David A. Rivers & Giorgio Topa, 2021, "The Heterogeneous Impact of Referrals on Labor Market Outcomes," Staff Reports, Federal Reserve Bank of New York, number 987, Oct.
• Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2021, "The Term Structure of Expectations," Staff Reports, Federal Reserve Bank of New York, number 992, Nov.
• Shigeru Fujita & Ippei Fujiwara, 2021, "Aging and the Real Interest Rate in Japan: A Labor Market Channel," Working Papers, Federal Reserve Bank of Philadelphia, number 21-23, Jun, DOI: 10.21799/frbp.wp.2021.23.
• Benjamin Lester & David A. Rivers & Giorgio Topa, 2021, "The Heterogeneous Impact of Referrals on Labor Market Outcomes," Working Papers, Federal Reserve Bank of Philadelphia, number 21-34, Oct, DOI: 10.21799/frbp.wp.2021.34.
• Bozhechkova Alexandra & Trunin Pavel, 2021, "Monetary Policy in in Russia in 2020," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2021-1117, revised 2021.
• Morgunov Vyacheslav, 2021, "Management of the Short-Term Interest Rate of the Money Market by the Bank of Russia and Interaction of the Monetary Authorities
  [Управление Краткосрочной Процентной Ставкой Денежного Рынка Банком ," Russian Economic Development, Gaidar Institute for Economic Policy, issue 7, pages 15-21, July.
• Morgunov Vyacheslav, 2021, "Управление Краткосрочной Процентной Ставкой Денежного Рынка Банком России И Взаимодействие Денежных Властей," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 7, pages 15-21, July.
• Christian Leschinski & Michelle Voges & Philipp Sibbertsen, 2021, "Integration and Disintegration of EMU Government Bond Markets," Econometrics, MDPI, volume 9, issue 1, pages 1-17, March.
• Lamia Bazzaoui & Jun Nagayasu, 2021, "Is Inflation Fiscally Determined?," Sustainability, MDPI, volume 13, issue 20, pages 1-26, October.
• Claudio Barbieri & Mattia Guerini & Mauro Napoletano, 2021, "The Anatomy of Government Bond Yields Synchronization in the Eurozone," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2021-08, Mar.
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