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

• 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.
• 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.
• Sergio Cesaratto & Riccardo Pariboni, 2021, "Keynes’s finance, the monetary and demand-led circuits: a Sraffian assessment," Department of Economics University of Siena, Department of Economics, University of Siena, number 851, Mar.
• 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.
• Lateef Adewale Yunusa & Ibrahim A. Adekunle & Tolulope Oyakhilome Williams & Jamiu Adeniyi Akindele, 2021, "Dilemma Between Deposit And Lending Rate: Savings-Investment Perspective," Business & Management Compass, University of Economics Varna, issue 1, pages 65-85.
• 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(0x54f3be60), March.
• 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.
• Gerke, Rafael & Kienzler, Daniel & Scheer, Alexander, 2021, "Unconventional monetary policies at the effective lower bound," Technical Papers, Deutsche Bundesbank, number 03/2021.
• Ofori, Isaac Kwesi & Armah, Mark Kojo, 2021, "A re-examination of the exchange rate – interest rate differential relationship in Ghana," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 233954.
• Bratsiotis, George J. & Theodoridis, Konstantinos, 2021, "Precautionary Liquidity Shocks, Excess Reserves and Business Cycles," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 243121.
• Winkelmann, Lars & Yao, Wenying, 2021, "Tests for jumps in yield spreads," Discussion Papers, Free University Berlin, School of Business & Economics, number 2021/15, DOI: 10.17169/refubium-32211.
• Beyer, Robert & Milivojevic, Lazar, 2021, "Dynamics and synchronization of global equilibrium interest rates," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 146.
• Bauer, Michael D. & Swanson, Eric T., 2021, "The Fed's response to economic news explains the "Fed information effect"," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 155.
• Lengwiler, Yvan & Orphanides, Athanasios, 2021, "Collateral framework: Liquidity premia and multiple equilibria," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 157.
• Bauer, Michael & Chernov, Mikhail, 2021, "Interest rate skewness and biased beliefs," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 163.
• Friesendorf, Cordelia & Durai, S. Raja Sethu, 2021, "Fisher Effect in Post-Unification Germany - Insights for Firms, Central Banks and Governments," Research Journal for Applied Management (RJAM), International School of Management (ISM), Dortmund, volume 2, issue 1, pages 53-67.
• Cho, Duksang, 2021, "Social Distancing, Labor Supply, and Income Distribution," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 43, issue 2, pages 1-22, DOI: 10.23895/kdijep.2021.43.2.1.
• Schnabl, Gunther & Sepp, Tim, 2021, "Niedrigzinspolitik und Sparkultur in Japan: Implikationen für die Wirtschaftspolitik," Working Papers, University of Leipzig, Faculty of Economics and Management Science, number 174.
• Arce-Alfaro, Gabriel & Blagov, Boris, 2021, "Heterogeneity, co-movements and financial fragmentation within the euro area," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 927, DOI: 10.4419/96973085.
• Dilger, Alexander, 2021, "Kapitalwert bei Null- und Negativzinsen," Discussion Papers of the Institute for Organisational Economics, University of Münster, Institute for Organisational Economics, number 4/2021.
• Exler, Florian & Hansak, Alexander, 2021, "Naïve Consumers and Financial Mistakes," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242359.
• Müller, Gernot & Dietrich, Alexander & Schoenle, Raphael, 2021, "The Expectations Channel of Climate Change:Implications for Monetary Policy," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242446.
• Read, Oliver & Beißer, Jochen, 2021, "The End of LIBOR: On Interest Rate Benchmark Reform, Alternative Risk-Free Rates, IBOR Fallbacks, LIBOR Cessation and Transition," wifin Working Paper Series, RheinMain University of Applied Sciences, Wiesbaden Institute of Finance and Insurance (wifin), number 12/2021, DOI: 10.25716/pur-14.

2020

• Leonardo N. Ferreira, 2020, "Forward Guidance Matters: Disentangling Monetary Policy Shocks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 912, Sep.
• Iryna Kaminska & Haroon Mumtaz & Roman Sustek, 2020, "Monetary policy surprises and their transmission through term premia and expected interest rates," Working Papers, Queen Mary University of London, School of Economics and Finance, number 917, Nov.
• Benjamin Beckers, 2020, "Credit Spreads, Monetary Policy and the Price Puzzle," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2020-01, Jan, DOI: 10.47688/rdp2020-01.
• Rossini, Renzo & Montoro, Carlos & Luna, Miriam, 2020, "Desarrollo del mercado financiero y política monetaria: la experiencia peruana," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 39, pages 9-20.
• Huarancca, Mario & Alanya, Willy & Castellares, Castellares, 2020, "La Migración Interna en el Peru, 2012 - 2017," Working Papers, Banco Central de Reserva del Perú, number 2020-007, Nov.
• Alberto Coco & Nicola Viegi, 2020, "The monetary policy of the South African Reserve Bank stance communication and credibility," Working Papers, South African Reserve Bank, number 10024, Jun.
• Hao Jin & Hewei Shen, 2020, "Foreign Asset Accumulation among Emerging Market Economies: a Case for Coordination," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 35, pages 54-73, January, DOI: 10.1016/j.red.2019.04.006.
• Ocampo, José Antonio & Orbegozo, German D. & Villamizar-Villegas, Mauricio, 2020, "Post-graduation from the original sin problem The effects of market participation on sovereign debt markets," Working papers, Red Investigadores de Economía, number 39, Apr.
• Richard J. Cebula, 2020, "The Relative Tax Gap Hypothesis: An Exploratory Analysis and Application to U.S. Financial Markets," American Business Review, Pompea College of Business, University of New Haven, volume 23, issue 1, pages 35-52.
• Anna Pestova, 2020, "“Credit view” on monetary policy in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 57, pages 72-88.
• Viacheslav Kramkov & Andrey Maksimov, 2020, "Loan market markups and noncausal autoregressions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 60, pages 48-69.
• Rudra Pradhan & Mak Arvin & Neville Norman & Sahar Bahmani, 2020, "The dynamics of bondmarket development, stockmarket development and economic growth: Evidence from the G-20 countries," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 25, issue 49, pages 119-147.
• Tarek Eldomiaty & Yasmeen Saeed & Rasha Hammam & Salma AboulSoud, 2020, "The associations between stock prices, inflation rates, interest rates are still persistent: Empirical evidence from stock duration model," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 25, issue 49, pages 149-161.
• Reza Raie & Akbar Komijani & Mortaza Baky Haskuee & Hamidreza Jafari, 2020, "Simulating interbank money market interest rate using search models within a Nash-Equilibrium framework," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 3, pages 25-50.
• Bresser-Pereira, Luis Carlos & de Paula, Luiz Fernando & Bruno, Miguel, 2020, "Financialization, coalition of interests and interest rate in Brazil
  [Financiarisation, coalition d’intérêts et taux d’intérêt au Brésil]," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 27, DOI: 10.4000/regulation.16636.
• Oyakhilome Ibhagui, 2020, "Financial Reforms, Capital Investment and Financial Intermediation in China," South Asian Journal of Macroeconomics and Public Finance, , volume 9, issue 1, pages 58-86, June, DOI: 10.1177/2277978719875624.
• Jacopo Bonchi & Francesco Simone Lucidi, 2020, "How Low Interest Rates Discern the Bubbles Nature: Leveraged vs Unleveraged Bubble," Working Papers, Sapienza University of Rome, DISS, number 12/20, Jun.
• Muhammad Ejaz, 2020, "Response of Deposits to Fixation of Minimum Rate of Return: Evidence from Pakistan’s Banking System," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 105, Dec.
• Gábor Dávid Kiss & Mercédesz Mészáros, 2020, "Gravity Among Central Bank Balance Sheets: Monetary Policy Spill-Over on FX Volatility," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 5, issue 1, pages 33-57, June, DOI: 10.2478/erfin-2020-0003.
• Tomasz Piotr Kostyra & Michał Rubaszek, 2020, "Forecasting the Yield Curve for Poland," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 5, issue 2, pages 103-117, December, DOI: 10.2478/erfin-2020-0006.
• İsmet Göçer & Serdar Ongan, 2020, "Asymmetric Impacts of Inflation on the US Bond Rates and FED’s Pre-Emptive Policy," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 5, issue 2, pages 143-157, December, DOI: 10.2478/erfin-2020-0008.
• Isaac Azubuike Ogbuji & Ekundayo Peter Mesagan & Yasiru Olorunfemi Alimi, 2020, "The Dynamic Linkage between Money Market, Capital Market and Economic Growth in Ghana: New Lessons Relearned," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 5, issue 2, pages 59-78, December, DOI: 10.2478/erfin-2020-0004.
• Fabian Fink & Lukas Frei & Thomas Maag & Tanja Zehnder, 2020, "The impact of SNB monetary policy on the Swiss franc and longer-term interest rates," Working Papers, Swiss National Bank, number 2020-01.
• Christian Grisse, 2020, "The effect of monetary policy on the Swiss franc: an SVAR approach," Working Papers, Swiss National Bank, number 2020-02.
• Sophie Altermatt & Simon Beyeler, 2020, "Shall we twist?," Working Papers, Swiss National Bank, number 2020-11.
• Christian Grisse, 2020, "Lower bound uncertainty and long-term interest rates," Working Papers, Swiss National Bank, number 2020-14.
• Federico José Camargo, 2020, "The effectiveness of distributed ledger technology to replicate the entropic behavior of nature," Evolutionary and Institutional Economics Review, Springer, volume 17, issue 2, pages 361-378, July, DOI: 10.1007/s40844-020-00178-x.
• Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2020, "Forecasting output growth using a DSGE-based decomposition of the South African yield curve," Empirical Economics, Springer, volume 58, issue 1, pages 351-378, January, DOI: 10.1007/s00181-018-1607-4.
• René Cabral & Francisco G. Carneiro & André Varella Mollick, 2020, "Inflation targeting and exchange rate volatility in emerging markets," Empirical Economics, Springer, volume 58, issue 2, pages 605-626, February, DOI: 10.1007/s00181-018-1478-8.
• Mustapha Olalekan Ojo & Luís Aguiar-Conraria & Maria Joana Soares, 2020, "A time–frequency analysis of the Canadian macroeconomy and the yield curve," Empirical Economics, Springer, volume 58, issue 5, pages 2333-2351, May, DOI: 10.1007/s00181-018-1580-y.
• João F. Caldeira, 2020, "Investigating the expectation hypothesis and the risk premium dynamics: new evidence for Brazil," Empirical Economics, Springer, volume 59, issue 1, pages 395-412, July, DOI: 10.1007/s00181-019-01629-0.
• Jose E. Gomez-Gonzalez & Santiago Gomez-Malagon & Luis F. Melo-Velandia & Daniel Ordoñez-Callamand, 2020, "A rank approach for studying cross-currency bases and the covered interest rate parity," Empirical Economics, Springer, volume 59, issue 1, pages 357-369, July, DOI: 10.1007/s00181-019-01633-4.
• Bente Castro Campos, 2020, "Are there asymmetric relations between real interest rates and agricultural commodity prices? Testing for threshold effects of US real interest rates and adjusted wheat, corn, and soybean prices," Empirical Economics, Springer, volume 59, issue 1, pages 371-394, July, DOI: 10.1007/s00181-019-01636-1.
• Anna Florio, 2020, "Term structure and interest rate stabilization policies in the Greenspan era," Empirical Economics, Springer, volume 59, issue 1, pages 345-355, July, DOI: 10.1007/s00181-019-01672-x.
• Jana Riedel, 2020, "On real interest rate convergence among G7 countries," Empirical Economics, Springer, volume 59, issue 2, pages 599-626, August, DOI: 10.1007/s00181-019-01681-w.
• Wali Ullah, 2020, "The arbitrage-free generalized Nelson–Siegel term structure model: Does a good in-sample fit imply better out-of-sample forecasts?," Empirical Economics, Springer, volume 59, issue 3, pages 1243-1284, September, DOI: 10.1007/s00181-019-01710-8.
• Dong-Yop Oh & Hyejin Lee & Karl David Boulware, 2020, "A comment on interest rate pass-through: a non-normal approach," Empirical Economics, Springer, volume 59, issue 4, pages 2017-2035, October, DOI: 10.1007/s00181-019-01696-3.
• Deng-Kui Si & Xiao-Lin Li & Xinyu Ge, 2020, "On the link between the exchange rates and interest rate differentials in China: evidence from an asymmetric wavelet analysis," Empirical Economics, Springer, volume 59, issue 6, pages 2925-2946, December, DOI: 10.1007/s00181-019-01803-4.
• Claudio Fontana & Zorana Grbac & Sandrine Gümbel & Thorsten Schmidt, 2020, "Term structure modelling for multiple curves with stochastic discontinuities," Finance and Stochastics, Springer, volume 24, issue 2, pages 465-511, April, DOI: 10.1007/s00780-020-00416-5.
• Janak Raj & Joice John, 2020, "Steering interest rates amidst large structural surplus liquidity: a tale of three central banks," Indian Economic Review, Springer, volume 55, issue 1, pages 93-116, June, DOI: 10.1007/s41775-020-00084-4.
• Nektarios Aslanidis & Selva Demiralp, 2020, "Has the Financial Crisis affected the Real Interest Rate Dynamics in Europe?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 16, issue 1, pages 1-18, April, DOI: 10.1007/s41549-020-00041-3.
• Jan Priewe, 2020, "Europäische Wirtschafts- und Währungsunion: Grenzwerte für Defizite und Schulden in der Kritik
  [A Critique of the Caps on Deficits and Debt in the European Monetary Union]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 100, issue 7, pages 538-544, July, DOI: 10.1007/s10273-020-2701-8.
• Patrik Kupkovic, 2020, "R-star in Transition Economies: Evidence from Slovakia," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2020, Feb.
• Dong, Mei & Huangfu, Stella & Sun, Hongfei, 2020, "A Macroeconomic Theory of Banking Oligopoly," Working Papers, University of Sydney, School of Economics, number 2020-12, Oct.
• Dirk Niepelt, 2020, "Monetary Policy with Reserves and CBDC: Optimality, Equivalence, and Politics," Working Papers, Swiss National Bank, Study Center Gerzensee, number 20.05, Nov.
• Viktors Ajevskis, 2020, "The natural rate of interest: information derived from a shadow rate model," Applied Economics, Taylor & Francis Journals, volume 52, issue 47, pages 5129-5138, October, DOI: 10.1080/00036846.2020.1757029.
• S. Borağan Aruoba, 2020, "Term Structures of Inflation Expectations and Real Interest Rates," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 3, pages 542-553, July, DOI: 10.1080/07350015.2018.1529599.
• Hatice Gokce Karasoy Can, 2020, "Corporate Debt Maturity, Repayment Structure and Monetary Policy Transmission," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2009.
• Joseph Kopecky & Alan M. Taylor, 2020, "The Murder-Suicide of the Rentier: Population Aging and the Risk Premium," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep1220, Mar.
• Hideaki Matsuoka, 2020, "Debt intolerance: Threshold level and composition," Working Papers, Tokyo Center for Economic Research, number e147, Jun.
• Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2020, "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Working Papers, Tokyo Center for Economic Research, number e154, Dec.
• Benigno Pierpaolo & Canofari Paolo & Di Bartolomeo Giovanni & Messori Marcello, 2020, "The ECB’s Asset Purchase Programme: Theory, effects, and risks," wp.comunite, Department of Communication, University of Teramo, number 00147, Dec.