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

• 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 России И Взаимодействие Денежных Властей]," 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.
• Senay Agca & Volodymyr Babich & John Birge & Jing Wu, 2021, "Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market," Working Papers, The George Washington University, Institute for International Economic Policy, number 2021-18.
• Georges Prat & Remzi Uctum, 2021, "Term structure of interest rates: modelling the risk premium using a two horizons framework," Post-Print, HAL, number hal-03319099, DOI: 10.1016/j.jebo.2019.09.006.
• Noémie Lisack & Rana Sajedi & Gregory Thwaites, 2021, "Population Aging and the Macroeconomy," Post-Print, HAL, number hal-04459531, Jun.
• Melchisedek Joslem Ngambou Djatche & Olivier Bruno, 2021, "Monetary and prudential policy coordination: impact on bank’s risk-taking," Post-Print, HAL, number halshs-03419149, May.
• Melchisedek Joslem Ngambou Djatche & Olivier Bruno, 2021, "Monetary and prudential policy coordination: impact on bank’s risk-taking," Post-Print, HAL, number halshs-03419155, Jun.
• Melchisedek Joslem Ngambou Djatche & Olivier Bruno, 2021, "Monetary and prudential policy coordination: impact on bank’s risk-taking," Post-Print, HAL, number halshs-03419194, Jun.
• 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.