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

• Claudio Barbieri & Mattia Guerini & Mauro Napoletano, 2021, "The anatomy of government bond yields synchronization in the Eurozone," Sciences Po Economics Publications (main), HAL, number hal-03373853, Jan.
• Christophe Blot & Fabien Labondance, 2021, "Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound," Sciences Po Economics Publications (main), HAL, number hal-04221606, Jul.
• Claudio Barbieri & Mattia Guerini & Mauro Napoletano, 2021, "The anatomy of government bond yields synchronization in the Eurozone," Working Papers, HAL, number hal-03373853, Jan.
• Christophe Blot & Fabien Labondance, 2021, "Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound," Working Papers, HAL, number hal-04221606, Jul.
• Sinem Pınar Gürel, 2021, "The Validity Of The Fisher Effect For An Inflation Targeting Country: The Case Of Turkey," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 72, issue 5, pages 697-717, DOI: 10.32910/ep.72.5.3.
• Kozlov, Roman, 2021, "An age-structured model for the effect of interest rate changes on consumption," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2021/8, Aug.
• Mikhail Makushkin & Victor Lapshin, 2021, "Yield Curve Estimation in Illiquid Bond Markets," HSE Economic Journal, National Research University Higher School of Economics, volume 25, issue 2, pages 177-195.
• Victor Lapshin, 2021, "Immunizing a Marked-to-Model Obligation with Marked-to-Market Financial Instruments," HSE Working papers, National Research University Higher School of Economics, number WP BRP 84/FE/2021.
• Atiq ur Rehman, 2021, "Say No To Inflation Targeting: A Call For The Adaptation Of A Zero-Interest Regime," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 7, issue 3, pages 561-582, August, DOI: https://doi.org/10.21098/jimf.v7i3..
• Fitri Ami Handayani & Febrio Kacaribu, 2021, "Asymmetric Transmission Of Monetary Policy To Interest Rates: Empirical Evidence From Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 24, issue 1, pages 119-150, March, DOI: https://doi.org/10.21098/bemp.v24i1.
• Noëmie Lisack & Rana Sajedi & Gregory Thwaites, 2021, "Population Aging and the Macroeconomy," International Journal of Central Banking, International Journal of Central Banking, volume 17, issue 2, pages 43-80, June.
• Carola Conces Binder, 2021, "Central Bank Communication and Disagreement about the Natural Rate Hypothesis," International Journal of Central Banking, International Journal of Central Banking, volume 17, issue 2, pages 81-123, June.
• Carlo Altavilla & Giacomo Carboni & Roberto Motto, 2021, "Asset Purchase Programs and Financial Markets: Lessons from the Euro Area," International Journal of Central Banking, International Journal of Central Banking, volume 17, issue 70, pages 1-48, October.
• Esteban Argudo, 2021, "Monetary Policy Transmission via Loan Contract Terms in the United States," International Journal of Central Banking, International Journal of Central Banking, volume 17, issue 70, pages 1-31, October.
• Mr. Francisco Roch & Francisco Roldán, 2021, "Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt," IMF Working Papers, International Monetary Fund, number 2021/076, Mar.
• Mr. Luca A Ricci & Mr. Jorge Roldos & Alejandro M. Werner, 2021, "Fiscal Policy Challenges for Latin America during the Next Stages of the Pandemic: The Need for a Fiscal Pact," IMF Working Papers, International Monetary Fund, number 2021/077, Mar.
• Jan Priewe, 2021, "Reforming the Fiscal Rulebook for the Euro Area – and the Challenge of Old and New Public Debt," IMK Studies, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 72-2021.
• Robert Cox Merton & Francisco Venegas-Martínez, 2021, "Tendencias y perspectivas de la ciencia financiera: Un artículo de revisión," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 1, pages 1-15, Enero - M.
• Robert Cox Merton & Francisco Venegas-Martínez, 2021, "Financial Science Trends and Perspectives: A Review Article," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 1, pages 1-15, Enero - M.
• Oldrich Alfons Vasicek & Francisco Venegas-Martínez, 2021, "Modelos de la estructura de plazos de las tasas de interés: Revisión, tendencias y perspectivas," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 2, pages 1-28, Abril - J.
• Oldrich Alfons Vasicek & Francisco Venegas-Martínez, 2021, "Models of the Term Structure of Interest Rates: Review, Trends, and Perspectives," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 2, pages 1-28, Abril - J.
• Pablo Cotler & Rodrigo Carrillo, 2021, "La desigualdad y el disímil impacto de la política monetaria," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 2, pages 1-19, Abril - J.
• Andrea Berardi & Michael Markovich & Alberto Plazzi & Andrea Tamoni, 2021, "Mind the (Convergence) Gap: Bond Predictability Strikes Back!," Management Science, INFORMS, volume 67, issue 12, pages 7888-7911, December, DOI: 10.1287/mnsc.2020.3847.
• Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne & Guillaume Roussellet, 2021, "Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion," Management Science, INFORMS, volume 67, issue 6, pages 3674-3693, June, DOI: 10.1287/mnsc.2020.3658.
• António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2021, "International transmission of interest rates: the role of international reserves and sovereign debt," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0156, Jan.
• Vitor H. Carvalho & Raquel M. Gaspar, 2021, "Relativistically into Finance," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0175, May.
• Carlos Alberto Piscarreta Pinto Ferreira, 2021, "Does Public Debt Ownership Structure Matter for a Borrowing Country?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0190, Aug.
• Jochen Güntner & Johannes Henßler, 2021, "Ease on the Cannons, Tighten on the Trumpets: Geopolitical Risk and the Transmission of Monetary Policy Shocks," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2021-09, Apr.
• Zongwu Cai & Jiazi Chen & Linlin Liu, 2021, "Estimating Impact of Age Distribution on Bond Pricing: A Semiparametric Functional Data Analysis Approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202102, Jan, revised Jan 2021.
• Ryan Rudderham, 2021, "Birds of a feather: separating spillovers from shocks in sovereign default," Annals of Finance, Springer, volume 17, issue 3, pages 353-378, September, DOI: 10.1007/s10436-021-00392-6.
• Robert Kollmann, 2021, "Effects of Covid-19 on Euro area GDP and inflation: demand vs. supply disturbances," International Economics and Economic Policy, Springer, volume 18, issue 3, pages 475-492, July, DOI: 10.1007/s10368-021-00516-3.
• Andrew Phiri & Lutho Mbekeni, 2021, "Fisher’s hypothesis, survey-based expectations and asymmetric adjustments: Empirical evidence from South Africa," International Economics and Economic Policy, Springer, volume 18, issue 4, pages 825-846, October, DOI: 10.1007/s10368-021-00498-2.
• Marc Anderes & Alexander Rathke & Sina Streicher & Jan-Egbert Sturm, 2021, "The role of ECB communication in guiding markets," Public Choice, Springer, volume 186, issue 3, pages 351-383, March, DOI: 10.1007/s11127-019-00733-0.
• Sangyong Joo & Daehwan Kim & Jeffrey Nilsen, 2021, "Monetary Policy and Long-Term Interest Rates in Korea: A Decomposition Analysis," Korean Economic Review, Korean Economic Association, volume 37, pages 327-366.
• Shigenori Shiratsuka, 2021, "Monetary Policy Effectiveness under the Ultra-Low Interest Rate Environment: Evidence from Yield Curve Dynamics in Japan," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2021-012, Jun.
• Matthieu PICAULT & Julien PINTER & Thomas RENAULT, 2021, "Media sentiment on monetary policy: determinants and relevance for inflation expectations," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2895.
• Pauline AVRIL & Grégory LEVIEUGE & Camélia TURCU, 2021, "Natural Disasters and Financial Stress: Can Macroprudential Regulation Tame Green Swans?," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2913.
• Tanweer Akram & Syed Al-Helal Uddin, 2021, "The Empirics of Long-Term Mexican Government Bond Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_984, Feb.
• Tanweer Akram, 2021, "A Keynesian Approach to Modeling the Long-Term Interest Rate," Economics Working Paper Archive, Levy Economics Institute, number wp_988, Jun.
• Tanweer Akram, 2021, "Multifactor Keynesian Models of the Long-Term Interest Rate," Economics Working Paper Archive, Levy Economics Institute, number wp_991, Jul.
• Tomas Reichenbachas & Linas Jurkšas & Rokas Kaminskas, 2021, "Natural real rates of interest across Euro area countries: Are R-stars getting closer together?," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 24, Mar.
• Rokas Kaminskas & Modestas Stukas & Linas Jurksas, 2021, "ECB Communication: What Is It Telling Us?," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 25, May.
• Soroosh Soofi-Siavash & Emanuel Moench, 2021, "What Moves Treasury Yields?," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 88, Mar.
• Konstantins Benkovskis & Olegs Tkacevs & Karlis Vilerts, 2021, "Interest Rate Spreads in the Baltics and the Rest of the Euro Area: Understanding the Factors behind the Differences," Discussion Papers, Latvijas Banka, number 2021/02, May.
• Soltani, Sedigheh & Falihi, Nemat & Mehrabiyan, Azadeh & Amiri, Hossein, 2021, "Investigating the Effects of Monetary and Financial Shocks on the Key Macroeconomic Variables, Focusing on the Intermediary Role of Banks Using DSGE Models," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 4, pages 477-500, December.
• Raymond Kofi Adjei & Veronika Kajurová, 2021, "What Affects Income in Sub-Saharan Africa?," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 7, issue 2, pages 223-237, DOI: 10.11118/ejobsat.2021.011.
• João Frois Caldeira & Rangan Gupta & Muhammad Tahir Suleman & Hudson S. Torrent, 2021, "Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 15, pages 4312-4329, December, DOI: 10.1080/1540496X.2020.1808458.
• Enrico Sergio Levrero, 2021, "Estimates of the Natural Rate of Interest and the Stance of Monetary Policies: A Critical Assessment," International Journal of Political Economy, Taylor & Francis Journals, volume 50, issue 1, pages 5-27, February, DOI: 10.1080/08911916.2021.1894829.
• Lilian Muchimba & Alexis Stenfors, 2021, "Beyond LIBOR: Money Markets and the Illusion of Representativeness," Journal of Economic Issues, Taylor & Francis Journals, volume 55, issue 2, pages 565-573, April, DOI: 10.1080/00213624.2021.1915085.
• Stefan Ederer & Maximilian Mayerhofer & Miriam Rehm, 2021, "Rich and ever richer? Differential returns across socioeconomic groups," Journal of Post Keynesian Economics, Taylor & Francis Journals, volume 44, issue 2, pages 283-301, April, DOI: 10.1080/01603477.2020.1794902.
• Roman Horvath & Lorant Kaszab & Ales Marsal, 2021, "Interest Rate Rules, Rigidities and Inflation Risks in a Macro-Finance Model," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2021/2.
• Kenji Tanaka, 2021, "Why Do Interest Rates Remain Low Despite the Accumulation of Government Debt in Japan?," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 17, issue 2, pages 1-33, November.
• Richard Fabling, 2021, "Of interest? Estimating the average interest rate on debt across firms and over time," Motu Working Papers, Motu Economic and Public Policy Research, number 21_05, May.
• Marina Emiris & François Koulischer, 2021, "Low interest rates and the distribution of household debt," Working Paper Research, National Bank of Belgium, number 398, Mar.
• Marcin Bielecki & Michał Brzoza-Brzezina & Marcin Kolasa, 2021, "Aging, migration and monetary policy in Poland," NBP Working Papers, Narodowy Bank Polski, number 341.
• Alan J. Auerbach & William G. Gale, 2021, "Tax Policy Design with Low Interest Rates," NBER Chapters, National Bureau of Economic Research, Inc, "Tax Policy and the Economy, Volume 36".
• Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021, "Sovereign Risk and Financial Risk," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2021".
• Bo Becker & Efraim Benmelech, 2021, "The Resilience of the U.S. Corporate Bond Market During Financial Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 28868, May.
• Nicholas Z. Muller, 2021, "On the Green Interest Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 28891, Jun.
• Michael D. Bauer & Mikhail Chernov, 2021, "Interest Rate Skewness and Biased Beliefs," NBER Working Papers, National Bureau of Economic Research, Inc, number 28954, Jun.
• David Backus & Mikhail Chernov & Stanley E. Zin & Irina Zviadadze, 2021, "Monetary Policy Risk: Rules vs. Discretion," NBER Working Papers, National Bureau of Economic Research, Inc, number 28983, Jul.
• Mikhail Chernov & Lars A. Lochstoer & Dongho Song, 2021, "The Real Channel for Nominal Bond-Stock Puzzles," NBER Working Papers, National Bureau of Economic Research, Inc, number 29085, Jul.
• Vadim Elenev & Tim Landvoigt & Patrick J. Shultz & Stijn Van Nieuwerburgh, 2021, "Can Monetary Policy Create Fiscal Capacity?," NBER Working Papers, National Bureau of Economic Research, Inc, number 29129, Aug.
• Christiane Baumeister, 2021, "Measuring Market Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 29232, Sep.
• Alan J. Auerbach & William Gale, 2021, "Tax Policy Design with Low Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 29352, Oct.
• Bernard Dumas & Paul Ehling & Chunyu Yang, 2021, "The Debt Capacity of a Government," NBER Working Papers, National Bureau of Economic Research, Inc, number 29434, Oct.
• Greg Buchak & Jiayin Hu & Shang-Jin Wei, 2021, "FinTech as a Financial Liberator," NBER Working Papers, National Bureau of Economic Research, Inc, number 29448, Nov.
• Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021, "Sovereign Risk and Financial Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 29501, Nov.
• Urban Jermann, 2021, "Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans," NBER Working Papers, National Bureau of Economic Research, Inc, number 29614, Dec.
• Valerie Habbel & Edward T. Jackson & Magdalena Orth & Johanna Richter & Sven Harten, 2021, "Evaluating blended finance instruments and mechanisms: Approaches and methods," OECD Development Co-operation Working Papers, OECD Publishing, number 101, Aug, DOI: 10.1787/f1574c10-en.
• Ole Winckler Andersen & Henrik Hansen & John Rand, 2021, "Evaluating financial and development additionality in blended finance operations," OECD Development Co-operation Working Papers, OECD Publishing, number 91, Feb, DOI: 10.1787/a13bf17d-en.
• Christian Beer & Norbert Ernst & Walter Waschiczek, 2021, "The share of zombie firms among Austrian nonfinancial companies," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/21, pages 35-58.
• Ivo J M Arnold, 2021, "Debt Managers’ Reaction to Sovereign Risk in the Euro Area: Evidence and Policy Implications," CESifo Economic Studies, CESifo Group, volume 67, issue 3, pages 276-295.
• Riccardo M Masolo & Francesca Monti, 2021, "Ambiguity, Monetary Policy and Trend Inflation," Journal of the European Economic Association, European Economic Association, volume 19, issue 2, pages 839-871.
• Martin Ellison & Andreas Tischbirek, 2021, "Beauty Contests and the Term Structure
  [Risk Premia and Term Premia in General Equilibrium]," Journal of the European Economic Association, European Economic Association, volume 19, issue 4, pages 2234-2282.
• Fuchun Li, 2021, "Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates
  [Testing Continuous-Time Models of the Spot Interest Rate]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 5, pages 789-822.
• Ansgar Belke & Daniel Gros & Farzaneh Shamsfakhr, 2021, "Central bank purchases of sovereign bonds in the euro area, the random walk hypothesis, and different measures of risk," Oxford Economic Papers, Oxford University Press, volume 73, issue 4, pages 1471-1492.
• Robert Kollmann, 2021, "Liquidity traps in a monetary union," Oxford Economic Papers, Oxford University Press, volume 73, issue 4, pages 1581-1603.
• Samuel G Hanson & David O Lucca & Jonathan H Wright, 2021, "Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 136, issue 3, pages 1719-1781.
• Atif Mian & Ludwig Straub & Amir Sufi, 2021, "Indebted Demand," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 136, issue 4, pages 2243-2307.
• Andrey Ermolov, 2021, "When and Where Is It Cheaper to Issue Inflation-Linked Debt?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 3, pages 610-653.
• Martin M Andreasen & Jens H E Christensen & Simon Riddell, 2021, "The TIPS Liquidity Premium
  [Decomposing real and nominal yield curves]," Review of Finance, European Finance Association, volume 25, issue 6, pages 1639-1675.
• Christian Gouriéroux & Alain Monfort & Sarah Mouabbi & Jean-Paul Renne, 2021, "Disastrous Defaults
  [Risk premia and term premia in general equilibrium]," Review of Finance, European Finance Association, volume 25, issue 6, pages 1727-1772.
• Daniele Bianchi & Matthias Büchner & Andrea Tamoni, 2021, "Bond Risk Premiums with Machine Learning
  [Quadratic term structure models: Theory and evidence]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 2, pages 1046-1089.
• Daniele Bianchi & Matthias Büchner & Tobias Hoogteijling & Andrea Tamoni, 2021, "Corrigendum: Bond Risk Premiums with Machine Learning
  [Bond risk premiums with machine learning]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 2, pages 1090-1103.
• Roberto Gomez-Cram & Amir Yaron, 2021, "How Important Are Inflation Expectations for the Nominal Yield Curve?
  [Pricing the term structure with linear regressions]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 2, pages 985-1045.
• Xiaodan Gao & Toni M Whited & Na Zhang, 2021, "Corporate Money Demand
  [Financial innovation and the transactions demand for cash]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 1834-1866.
• Martin M Andreasen & Tom Engsted & Stig V Møller & Magnus Sander & Stijn Van Nieuwerburgh, 2021, "The Yield Spread and Bond Return Predictability in Expansions and Recessions," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2773-2812.
• Abbassi Puriya & Falk Bräuning, 2021, "Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4177-4215.
• Paolo Mauro & Jing Zhou, 2021, "$$r-g," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 69, issue 1, pages 197-229, March, DOI: 10.1057/s41308-020-00128-y.
• Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2021, "Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-03, Mar.
• Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer, 2021, "The Evolution of Monetary Policy Focal Points," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-10, Dec.
• Lilian Muchimba, 2021, "Could transaction-based financial benchmarks be susceptible to collusive behaviour?," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-11, Dec.
• Tavares, Francisco, 2021, "Inflation heterogeneity and its impact on inequality: evidence from the United States," MPRA Paper, University Library of Munich, Germany, number 105461, Jan.
• Peña, Guillermo, 2021, "A Monetary Policy Rule using Gravity Models," MPRA Paper, University Library of Munich, Germany, number 105967, Feb.
• Ofori, Isaac Kwesi & Armah, Mark Kojo, 2021, "A re-examination of the exchange rate – interest rate differential relationship in Ghana," MPRA Paper, University Library of Munich, Germany, number 107586, May.
• Nizam, Ahmed Mehedi, 2021, "On The Contribution of Interest Expense (Income) on Total Output," MPRA Paper, University Library of Munich, Germany, number 108169, Jun.
• Kollmann, Robert, 2021, "Effects of Covid-19 on Euro Area GDP and Inflation: Demand vs. Supply Disturbances," MPRA Paper, University Library of Munich, Germany, number 108285, Jun.
• Tweneboah Senzu, Emmanuel, 2021, "Eco-currency: Proposition of a monetary policy design for a unitary currency program of a frailty economic zone," MPRA Paper, University Library of Munich, Germany, number 108527, Feb.
• Zolea, Riccardo, 2021, "The relation between interest rate and profit rate: the role of bank profitability in an endogenous money framework," MPRA Paper, University Library of Munich, Germany, number 108973.
• Di Domenico, Lorenzo, 2021, "Stability and determinants of the public debt-to-GDP ratio: an Input Output – Stock Flow Consistent approach," MPRA Paper, University Library of Munich, Germany, number 109970, Sep.
• De Koning, Kees, 2021, "A proposal to use two interest rates in the U.S.; the FED Funds Rate and the Economic Recovery Rate," MPRA Paper, University Library of Munich, Germany, number 110058, Oct.
• Capraro, Santiago & Panico, Carlo & Torres-Gonzalez, Luis Daniel, 2021, "The persistent and generalised decline in the U. S. interest rates: an alternative interpretation," MPRA Paper, University Library of Munich, Germany, number 110181, Oct.
• Di Domenico, Lorenzo, 2021, "Stability and determinants of the public debt-to-GDP ratio: an Input Output – Stock Flow Consistent approach," MPRA Paper, University Library of Munich, Germany, number 110460, Sep.
• Saccal, Alessandro, 2021, "Mechanical analyses and derivations of money velocity," MPRA Paper, University Library of Munich, Germany, number 110772, Nov.
• Zogjani, Jeton & Kovaci-Uruci, Fife, 2023, "History and development of the banking sector in Kosovo," MPRA Paper, University Library of Munich, Germany, number 115930.
• Rangan Gupta & Anandamayee Majumdar & Jacobus Nel & Sowmya Subramaniam, 2021, "Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates," Working Papers, University of Pretoria, Department of Economics, number 202150, Jul.
• Renee van Eyden & Rangan Gupta & Jacobus Nel & Elie Bouri, 2021, "Rare Disaster Risks and Volatility of the Term-Structure of US Treasury Securities: The Role of El Nino and La Nina Events," Working Papers, University of Pretoria, Department of Economics, number 202155, Aug.
• Christiane Baumeister, 2021, "Measuring Market Expectations," Working Papers, University of Pretoria, Department of Economics, number 202163, Sep.
• Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta, 2021, "A robust approach for outlier imputation: Singular Spectrum Decomposition," Working Papers, University of Pretoria, Department of Economics, number 202164, Sep.
• Martin Mandel & Jan Vejmělek, 2021, "Analýza vzájemných vztahů v nekryté úrokové paritě (příklad měnového páru CZK/EUR)
  [Analysis of Relations in Uncovered Interest Rate Parity: Example of CZK/EUR Exchange Rate]," Politická ekonomie, Prague University of Economics and Business, volume 2021, issue 3, pages 340-359, DOI: 10.18267/j.polek.1322.
• Milan Fičura & Jiří Witzany, 2021, "Determinants of NMD Pass-Through Rates in Eurozone Countries," FFA Working Papers, Prague University of Economics and Business, number 4.004, Nov, revised 11 Mar 2022.
• George Hall & Jonathan Payne & Thomas J. Sargent & Bálint SzÅ‘ke, 2021, "Costs of Financing US Federal Debt: 1791-1933," Working Papers, Princeton University. Economics Department., number 2021-25, Sep.
• Natalie Cox & Ernest Liu & Daniel Morrison, 2021, "Market Power in Small Business Lending: A Two-Dimensional Bunching Approach," Working Papers, Princeton University. Economics Department., number 2021-27, Aug.
• Thomas Kroen & Ernest Liu & Atif Mian & Amir Sufi, 2021, "Falling Rates and Rising Superstars," Working Papers, Princeton University. Economics Department., number 2021-3, Oct.
• Atif Mian & Ludwig Straub & Amir Sufi, 2021, "Indebted Demand," Working Papers, Princeton University. Economics Department., number 2021-82, Jan.
• Riccardo Zolea, 2021, "La relazione tra saggio di profitto e tasso d'interesse e il ruolo della profittabilita' bancaria. (The relation between the profit rate and the interest rate, and the role of bank profitability)," Moneta e Credito, Economia civile, volume 74, issue 294, pages 97-111.
• Calvin He, 2021, "Monetary Policy, Equity Markets and the Information Effect," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2021-04, Apr, DOI: 10.47688/rdp2021-04.
• Nicholas Garvin & Alex Kearney & Corrine Rosé, 2021, "Macroprudential Limits on Mortgage Products: The Australian Experience," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2021-07, Jul, DOI: 10.47688/rdp2021-07.
• Chien-Chiang Wang, 2021, "Online Appendix to "Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure"," Online Appendices, Review of Economic Dynamics, number 19-500.
• Athanasios Geromichalos & Lucas Herrenbrueck, 2021, "Code and data files for "The Liquidity-Augmented Model of Macroeconomic Aggregates: A New Monetarist DSGE Approach"," Computer Codes, Review of Economic Dynamics, number 19-205, revised .
• Chien-Chiang Wang, 2021, "Code and data files for "Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure"," Computer Codes, Review of Economic Dynamics, number 19-500, revised .
• Sencan Felek & Resat Ceylan, 2021, "The Impact of Unconventional Monetary Policy Instruments on Financial Stability: The Case of Turkey (Geleneksel Olmayan Para Politikası Araçlarının Finansal İstikrar Üzerindeki Etkisi: Türkiye Uygulam," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 3, pages 537-555.
• Hyeon Ju, 2021, "New Year's Prospects for the Korean Economy (2023)," i-KIET Issues and Analysis, Korea Institute for Industrial Economics and Trade, number 23/1, Jan.
• Dina Sarango, 2021, "Influencia de la tasa de interés sobre la inversión extranjera directa, durante el periodo 1990-2016: un análisis de cointegración a nivel global," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 9, issue 2, pages 55-65.
• Abbas Khodabakhshi & Beitollah Akbarimoghadam & Bijan Bidabad, 2021, "Investigating the Nonlinear Effect of Interest Rates on the General Level of Prices, Smooth Transition Regression Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 8, issue 2, pages 267-294.
• Abdul RASHID & Farah WAHEED, 2021, "Forward-Backward-Looking Monetary Policy Rules: Derivation and Empirics," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 71-92, December.
• Maria Chiara Cucciniello & Matteo Deleidi & Enrico Sergio Levrero, 2021, "The cost channel of monetary policy: the case of the United States in the period 1959-2018," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0262, Jul.
• Giovanni Carnazza & Nicola Caravaggio, 2021, "The Italian nominal interest rate conundrum: a problem of growth or public finance?," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0265, Nov.
• Jose Santiago Mosquera, 2021, "POLITICAL INTERFERENCE IN THE CENTRAL BANK: JEOPARDIZING CREDIBILITY The Argentine Case," Working Papers, Universidad de San Andres, Departamento de Economia, number 161, Dec, revised Dec 2021.
• Tanweer Akram, 2021, "A Note Concerning the Dynamics of Government Bond Yields," The American Economist, Sage Publications, volume 66, issue 2, pages 323-339, October, DOI: 10.1177/0569434520988275.
• Nurin Haniah Asmuni & Ken Seng Tan, 2021, "Exploring the Yield Spread Between Sukuk and Conventional Bonds in Malaysia," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 20, issue 2, pages 165-191, August, DOI: 10.1177/0972652720969519.
• Jugnu Ansari & Saibal Ghosh, 2021, "Monetary Policy Pass-through, Ownership and Crisis: How Robust is the Indian Evidence?," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 15, issue 4, pages 456-483, November, DOI: 10.1177/09738010211036276.
• Pierpaolo Benigno & Paolo Canofari & Giovanni Di Bartolomeo & Marcello Messori, 2021, "The ECB's Asset Purchase Programme: Theory, effects, and risks," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 201, Oct.
• Marcin Kolasa & Dominik Supera, 2021, "Central bank credibility, long-term yields and the effects of monetary integration," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2021-061, Jan, DOI: 10.33119/kaewps2021061.
• Kay Chung & Michael G. Papaioannou, 2021, "Do Enhanced Collective Action Clauses Affect Sovereign Borrowing Costs?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 15, pages 59-87, October.
• Soumya Kanti Ghosh & Hiranya K. Nath, 2021, "What determines private and household savings in India?," Working Papers, Sam Houston State University, Department of Economics and International Business, number 2101, Jan.
• Jens H. E. Christensen & Nikola Mirkov, 2021, "The safety premium of safe assets," Working Papers, Swiss National Bank, number 2021-02.
• Romain Baeriswyl & Lucas Marc Fuhrer & Petra Gerlach & Jörn Tenhofen, 2021, "The dynamics of bank rates in a negative-rate environment - the Swiss case," Working Papers, Swiss National Bank, number 2021-05.
• Lucas Marc Fuhrer & Nils Herger, 2021, "Real interest rates and demographic developments across generations: A panel-data analysis over two centuries," Working Papers, Swiss National Bank, number 2021-07.
• Maxime Phillot & Samuel Reynard, 2021, "Monetary policy financial transmission and treasury liquidity premia," Working Papers, Swiss National Bank, number 2021-14.
• Lucas Marc Fuhrer & Matthias Jüttner & Jan Wrampelmeyer & Matthias Zwicker, 2021, "Reserve tiering and the interbank market," Working Papers, Swiss National Bank, number 2021-17.
• Jae Won Lee & Woong Yong Park, 2021, "Price Stickiness Heterogeneity and Equilibrium Determinacy," Working Paper Series, Institute of Economic Research, Seoul National University, number no143, Oct.
• Lealand Morin & Ying Shang, 2021, "Federal Reserve policy after the zero lower bound: an indirect inference approach," Empirical Economics, Springer, volume 60, issue 4, pages 2105-2124, April, DOI: 10.1007/s00181-020-01824-4.
• Yan Qian & Zijun Wang, 2021, "A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market," Empirical Economics, Springer, volume 61, issue 2, pages 799-825, August, DOI: 10.1007/s00181-020-01916-1.
• Özer Depren & Mustafa Tevfik Kartal & Serpil Kılıç Depren, 2021, "Recent innovation in benchmark rates (BMR): evidence from influential factors on Turkish Lira Overnight Reference Interest Rate with machine learning algorithms," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-20, December, DOI: 10.1186/s40854-021-00245-1.
• David Y. Aharon & Zaghum Umar & Xuan Vinh Vo, 2021, "Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-25, December, DOI: 10.1186/s40854-021-00274-w.
• Darko B. Vukovic & Carlos J. Rincon & Moinak Maiti, 2021, "Price distortions and municipal bonds premiums: evidence from Switzerland," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-21, December, DOI: 10.1186/s40854-021-00276-8.
• Zekeriya Yildirim & Mehmet Ivrendi, 2021, "Spillovers of US unconventional monetary policy: quantitative easing, spreads, and international financial markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-38, December, DOI: 10.1186/s40854-021-00299-1.
• Asror Nigmonov & Syed Shams, 2021, "COVID-19 pandemic risk and probability of loan default: evidence from marketplace lending market," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-28, December, DOI: 10.1186/s40854-021-00300-x.
• Martin Pažický, 2021, "Predicting Recessions in Germany Using the German and the US Yield Curve," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 17, issue 3, pages 263-291, December, DOI: 10.1007/s41549-021-00061-7.
• Efthymios Argyropoulos & Nikolaos Elias & Dimitris Smyrnakis & Elias Tzavalis, 2021, "Can country-specific interest rate factors explain the forward premium anomaly?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 2, pages 252-269, April, DOI: 10.1007/s12197-020-09509-5.
• Kshitiz Mishra & Partha Chatterjee, 2021, "Monetary Business Cycle Accounting Analysis of Indian Economy," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 3, pages 471-491, September, DOI: 10.1007/s40953-021-00241-3.
• Béatrice Séverac & José S. Fonseca, 2021, "Relative pricing of French Treasury inflation-linked and nominal bonds: an empirical approach using arbitrage strategies," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 20, issue 3, pages 273-295, September, DOI: 10.1007/s10258-020-00185-1.
• Nidhal Mgadmi & Slim Chaouachi & Wajdi Moussa & Azza Bejaoui, 2021, "Does the Tunisian Central Bank follow an augmented nonlinear Taylor rule?," SN Business & Economics, Springer, volume 1, issue 1, pages 1-15, January, DOI: 10.1007/s43546-020-00032-7.
• Ioannis N. Kallianiotis, 2021, "Exchange Rate Determination: The Portfolio-Balance Approach," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 1, pages 1-2.
• Barbu, Alexandru & Fricke, Christoph & Moench, Emanuel, 2021, "Procyclical asset management and bond risk premia," ESRB Working Paper Series, European Systemic Risk Board, number 116, Mar.
• Claudio Barbieri & Mattia Guerini & Mauro Napoletano, 2021, "The Anatomy of Government Bond Yields Synchronization in the Eurozone," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2021/07, Mar.
• Monique Reid & Pierre Siklos, 2021, "The Bureau for Economic Research's inflation expectations surveys: Know your data," Working Papers, Stellenbosch University, Department of Economics, number 10/2021.
• Leonardo Iania & Marco Lyrio & Rubens Moura, 2021, "Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia," Applied Economics, Taylor & Francis Journals, volume 53, issue 58, pages 6721-6738, December, DOI: 10.1080/00036846.2021.1937505.
• Ariel Dvoskin & Germán David Feldman, 2021, "On the Role of Finance in the Sraffian System," Review of Political Economy, Taylor & Francis Journals, volume 33, issue 2, pages 261-277, April, DOI: 10.1080/09538259.2020.1819013.
• Oguzhan Cepni & Selcuk Gul & Muhammed Hasan Yilmaz & Brian Lucey, 2021, "The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2104.
• Junko Koeda & Yosuke Kimura, 2021, "Government Debt Maturity in Japan: 1965 to the Present," Working Papers, Tokyo Center for Economic Research, number e163, Sep.
• William White, 2021, "It's Worse than "Reverse" The Full Case Against Ultra Low and Negative Interest Rates," Working Papers Series, Institute for New Economic Thinking, number inetwp151, Mar, DOI: 10.36687/inetwp151.
• Pascal Michaillat & Emmanuel Saez, 2021, "Resolving New Keynesian Anomalies with Wealth in the Utility Function," The Review of Economics and Statistics, MIT Press, volume 103, issue 2, pages 197-215, May, DOI: 10.1162/rest_a_00893.
• Gouriéroux, Christian & Monfort, Alain & Mouabbi, Sarah & Renne, Jean-Paul, 2021, "Disastrous Defaults," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1237, Aug.
• Lateef Adewale Yunusa & Mayowa Ebenezer Ariyibi & Kehinde Isiaq Olaiya & Tolulope Oyakhilome Williams, 2021, "Lending Rate and Commercial Bank Lending in Nigeria," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 19, issue 2, pages 65-76, November.
• Luca Benati & Juan-Pablo Nicolini, 2021, "The Welfare Costs of Inflation," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2113, Aug.
• Martin Blomhoff Holm & Pascal Paul & Andreas Tischbirek, 2021, "The Transmission of Monetary Policy under the Microscope," Journal of Political Economy, University of Chicago Press, volume 129, issue 10, pages 2861-2904, DOI: 10.1086/715416.
• Johari, Mohamad Shukri & Habibullah, Muzafar & Abdul Ghani, Roseziahazni & Abdul Manaf, Suhaily Maizan, 2021, "The Macroeconomic Fundamentals of the Real Exchange Rate in Malaysia: Some Empirical Evidence," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, volume 55, issue 2, pages 81-89, DOI: http://dx.doi.org/10.17576/JEM-2021.
• Andrea Borsato, 2021, "Does the Secular Stagnation hypothesis match with data? Evidence from USA," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-11.
• Luca Fornaro & Martin Wolf, 2021, "Monetary policy in the age of automation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1794, Jul, revised Sep 2022.
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• Karol Gellert & Erik Schlogl, 2021, "Short Rate Dynamics: A Fed Funds and SOFR Perspective," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 420, Jan.
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• Josheski Dushko & Apostolov Mico, 2021, "Equilibrium Short-Rate Models Vs No-Arbitrage Models: Literature Review and Computational Examples," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 25, issue 3, pages 42-71, September, DOI: 10.15611/eada.2021.3.03.
• Saiti Dashmir & Gockov Gjorgji & Trenovski Borce, 2021, "How Monetary Policy Affects the Lending and Economic Activity in a Banking System with Excess Liquidity," Economics and Culture, Sciendo, volume 18, issue 2, pages 51-60, December, DOI: 10.2478/jec-2021-0014.
• Nizam Ahmed Mehedi, 2021, "On The Contribution of Interest Expense (Income) on Total Output," Open Economics, De Gruyter, volume 4, issue 1, pages 31-56, January, DOI: 10.1515/openec-2020-0112.
• Dumiter Florin Cornel & Jimon Ștefania Amalia & Balteș Nicolae, 2021, "Macroeconomic Impact of Pension System Upon Private Pension Funds Scheme. Empirical Evidence from Central and Eastern European Countries," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 31, issue 2, pages 1-19, June, DOI: 10.2478/sues-2021-0006.
• Junko Koeda & Yosuke Kimura, 2021, "Government Debt Maturity in Japan: 1965 to the Present," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2103, Apr.
• Hubert Gabrisch, 2021, "GARCH Analyses of Risk and Uncertainty in the Theories of the Interest Rate of Keynes and Kalecki," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 191, Jan.
• Alisdair McKay & Johannes F. Wieland, 2021, "Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy," Econometrica, Econometric Society, volume 89, issue 6, pages 2717-2749, November, DOI: 10.3982/ECTA18821.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2021, "No‐arbitrage priors, drifting volatilities, and the term structure of interest rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 5, pages 495-516, August, DOI: 10.1002/jae.2828.
• Michael T. Belongia & Peter N. Ireland, 2021, "A Classical View of the Business Cycle," Journal of Money, Credit and Banking, Blackwell Publishing, volume 53, issue 2-3, pages 333-366, March, DOI: 10.1111/jmcb.12767.
• Benjamin K. Johannsen & Elmar Mertens, 2021, "A Time‐Series Model of Interest Rates with the Effective Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, volume 53, issue 5, pages 1005-1046, August, DOI: 10.1111/jmcb.12771.
• Rangan Gupta & Anandamayee Majumdar & Jacobus Nel & Sowmya Subramaniam, 2021, "Geopolitical Risks And The High-Frequency Movements Of The Us Term Structure Of Interest Rates," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 03, pages 1-16, September, DOI: 10.1142/S2010495221500123.
• Wai-Sum Chan & Yiu-Kuen Tse, 2021, "Financial Mathematics for Actuaries," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12464, ISBN: ARRAY(0x86df6910).
• James Dean & Scott Schuh, 2021, "Is the Taylor Rule Still an Adequate Representation of Monetary Policy in Macroeconomic Models?," Working Papers, Department of Economics, West Virginia University, number 21-05, Dec.
• Zongwu Cai & Jiazi Chen & Linlin Niu, 2021, "A Semiparametric Model for Bond Pricing with Life Cycle Fundamental," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2021-01-06, Jan.
• Nelimarkka, Jaakko & Laine, Olli-Matti, 2021, "The effects of the ECB's pandemic-related monetary policy measures," BoF Economics Review, Bank of Finland, number 4/2021.
• Sihvonen, Markus, 2021, "Yield curve momentum," Bank of Finland Research Discussion Papers, Bank of Finland, number 15/2021.
• Halberstadt, Arne, 2021, "Decomposing the yield curve with linear regressions and survey information," Discussion Papers, Deutsche Bundesbank, number 27/2021.
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