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

2020

• Mabid Ali Al-Jarhi, 2020, "Reforming Islamic Finance إصلاح المالية الإسلامية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 33, issue 2, pages 101-107, July, DOI: 10.4197/Islec.33-2.7.
• Refet S. Gürkaynak & Burçin Kisacikoğlu & Jonathan H. Wright, 2020, "Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises," American Economic Review, American Economic Association, volume 110, issue 12, pages 3871-3912, December, DOI: 10.1257/aer.20181470.
• Ben S. Bernanke, 2020, "The New Tools of Monetary Policy," American Economic Review, American Economic Association, volume 110, issue 4, pages 943-983, April, DOI: 10.1257/aer.110.4.943.
• Michael D. Bauer & Glenn D. Rudebusch, 2020, "Interest Rates under Falling Stars," American Economic Review, American Economic Association, volume 110, issue 5, pages 1316-1354, May, DOI: 10.1257/aer.20171822.
• Sebastian Di Tella, 2020, "Risk Premia and the Real Effects of Money," American Economic Review, American Economic Association, volume 110, issue 7, pages 1995-2040, July, DOI: 10.1257/aer.20180203.
• Xavier Gabaix, 2020, "A Behavioral New Keynesian Model," American Economic Review, American Economic Association, volume 110, issue 8, pages 2271-2327, August, DOI: 10.1257/aer.20162005.
• Marek Jarociński & Peter Karadi, 2020, "Deconstructing Monetary Policy Surprises—The Role of Information Shocks," American Economic Journal: Macroeconomics, American Economic Association, volume 12, issue 2, pages 1-43, April, DOI: 10.1257/mac.20180090.
• Rosen Valchev, 2020, "Bond Convenience Yields and Exchange Rate Dynamics," American Economic Journal: Macroeconomics, American Economic Association, volume 12, issue 2, pages 124-166, April, DOI: 10.1257/mac.20170391.
• Pierpaolo Benigno & Gauti B. Eggertsson & Federica Romei, 2020, "Dynamic Debt Deleveraging and Optimal Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, volume 12, issue 2, pages 310-350, April, DOI: 10.1257/mac.20160124.
• Christian K. Wolf, 2020, "SVAR (Mis)identification and the Real Effects of Monetary Policy Shocks," American Economic Journal: Macroeconomics, American Economic Association, volume 12, issue 4, pages 1-32, October, DOI: 10.1257/mac.20180328.
• Miguel León-Ledesma & Alessio Moro, 2020, "The Rise of Services and Balanced Growth in Theory and Data," American Economic Journal: Macroeconomics, American Economic Association, volume 12, issue 4, pages 109-146, October, DOI: 10.1257/mac.20180373.
• John Geanakoplos & Haobin Wang, 2020, "Quantitative Easing, Collateral Constraints, and Financial Spillovers," American Economic Journal: Macroeconomics, American Economic Association, volume 12, issue 4, pages 180-217, October, DOI: 10.1257/mac.20180484.
• Guihai Zhao, 2020, "Ambiguity, Nominal Bond Yields, and Real Bond Yields," American Economic Review: Insights, American Economic Association, volume 2, issue 2, pages 177-192, June, DOI: 10.1257/aeri.20190155.
• Richard W. Evans, 2020, "Public Debt, Interest Rates, and Negative Shocks," AEA Papers and Proceedings, American Economic Association, volume 110, pages 137-140, May, DOI: 10.1257/pandp.20201101.
• Michael J. Boskin, 2020, "Are Large Deficits and Debt Dangerous?," AEA Papers and Proceedings, American Economic Association, volume 110, pages 145-148, May, DOI: 10.1257/pandp.20201103.
• Jasmina Hasanhodzic, 2020, "Simulating the Blanchard Conjecture in a Multiperiod Life Cycle Model," AEA Papers and Proceedings, American Economic Association, volume 110, pages 149-151, May, DOI: 10.1257/pandp.20201105.
• Johannes Brumm & Laurence Kotlikoff & Felix Kubler, 2020, "Leveraging Posterity's Prosperity?," AEA Papers and Proceedings, American Economic Association, volume 110, pages 152-156, May, DOI: 10.1257/pandp.20201104.
• Tobias Adrian & Fernando Duarte & Nellie Liang & Pawel Zabczyk, 2020, "NKV: A New Keynesian Model with Vulnerability," AEA Papers and Proceedings, American Economic Association, volume 110, pages 470-476, May, DOI: 10.1257/pandp.20201023.
• Stefan Gissler & Marco Macchiavelli & Borghan Narajabad, 2020, "Private Supply of Safe Assets: Shadow Banks versus Traditional Banks," AEA Papers and Proceedings, American Economic Association, volume 110, pages 477-481, May, DOI: 10.1257/pandp.20201098.
• Silvia Miranda-Agrippino & Hélène Rey, 2020, "The Global Financial Cycle after Lehman," AEA Papers and Proceedings, American Economic Association, volume 110, pages 523-528, May, DOI: 10.1257/pandp.20201096.
• Erin L. Wolcott, 2020, "Impact of Foreign Official Purchases of US Treasuries on the Yield Curve," AEA Papers and Proceedings, American Economic Association, volume 110, pages 535-540, May, DOI: 10.1257/pandp.20201124.
• Jorge Carrera & Gaspar Maciel & Esteban Rodríguez, 2020, "La flexibilidad de un instrumento de política monetaria: El caso de las LEBAC en Argentina," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4325, Nov.
• Shalva Mkhatrishvili & Giorgi Tsutskiridze & Lasha Arevadze, 2020, "Sterilized FX interventions may not be so sterilized," NBG Working Papers, National Bank of Georgia, number 02/2020, Apr.
• Abdullah AÇIK & Hüseyin İshak Halil KESİKTAŞ & Sadık Özlen BAŞER, 2020, "Role Of Interest Rates On Fleet Capacity Adjustment Decisions Of Shipowners," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue 1, pages 66-80, DOI: 10.30784/epfad.642061.
• Ercan Özen & Letife Özdemir & Simon Grima, 2020, "The Relationship between the Exchange Rate, Interest Rate and Inflation: The Case of Turkey," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 67, issue 2, pages 259-275, March.
• Ercan Özen & Letife Özdemir & Simon Grima, 2020, "The Relationship between the Exchange Rate, Interest Rate and Inflation: The Case of Turkey," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 67, issue 2, pages 259-275, June, DOI: 10.47743/saeb-2020-0014.
• Jean-Baptiste Hasse & Quentin Lajaunie, 2020, "Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2013, Apr.
• Iania, Leonardo & Lyrio, Marco & Moura, Rubens, 2020, "Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020010, Jan.
• Alexander M. Dietrich & Keith Kuester & Gernot J. Müller & Raphael S. Schoenle, 2020, "News and uncertainty about COVID-19: Survey evidence and short-run economic impact," ECONtribute Policy Brief Series, University of Bonn and University of Cologne, Germany, number 004, Jun.
• Fatma Pinar Erdem Kucukbicakci & Etkin Ozen & Ibrahim Unalmis, 2020, "Are Macroprudential Policies Effective Tools to Reduce Credit Growth in Emerging Markets?," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 6, issue 1, pages 73-89, June, DOI: 10.22440/wjae.6.1.5.
• Alok Johri & Shahed Khan & César Sosa-Padilla, 2020, "Interest Rate Uncertainty and Sovereign Default Risk," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 31, Dec.
• Jose Pablo Barquero-Romero & Luis Alonso Cendra-Villalobos, 2020, "Monetary Policy Rate Pass-Through in Costa Rica, 2000 - 2018," Documentos de Trabajo, Banco Central de Costa Rica, number 2001, Feb.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," Papers, arXiv.org, number 2002.07479, Feb.
• Daniel Buncic, 2020, "Econometric issues with Laubach and Williams' estimates of the natural rate of interest," Papers, arXiv.org, number 2002.11583, Feb, revised Aug 2020.
• Niko Hauzenberger & Florian Huber & Gary Koop, 2020, "Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods," Papers, arXiv.org, number 2005.03906, May, revised May 2023.
• Olli Palm'en, 2020, "Sovereign Default Risk and Credit Supply: Evidence from the Euro Area," Papers, arXiv.org, number 2006.03592, Jun.
• Mirco Rubin & Dario Ruzzi, 2020, "Equity Tail Risk in the Treasury Bond Market," Papers, arXiv.org, number 2007.05933, Jul.
• Sakshi Saini & Sanjay Sehgal & Florent Deisting, 2020, "Monetary Policy,Risk Aversion and Uncertainty in an International Context," IEG Working Papers, Institute of Economic Growth, number 385.
• Nicolás àguila & Juan M. Graña, 2020, "The Influence of the Interest Rate in Capitalist Competition: Capital Differentiation and Structural Change," Bulletin of Political Economy, Bulletin of Political Economy, volume 14, issue 2, pages 153-177, December.
• Alfonso Iozzo & Fabio Masini, 2020, "A Green Deal for European Cities. Rethinking the Role of the Euro," Policy Papers, Fondazione CSF, number 45, May.
• Frederique Bec & Alain Guay, 2020, "A Simple Unit Root Test Consistent Against Any Stationary Alternative," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-20, Oct.
• Ron Smith, 2020, "Government debt, deficits and interest rates 1870 - 201," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 2002, Sep.
• Thomas J. Carter & Rhys R. Mendes, 2020, "The Power of Helicopter Money Revisited: A New Keynesian Perspective," Discussion Papers, Bank of Canada, number 2020-1, Feb, DOI: 10.34989/sdp-2020-1.
• James Bootsma & Thomas J. Carter & Xin Scott Chen & Christopher Hajzler & Argyn Toktamyssov, 2020, "2020 US Neutral Rate Assessment," Discussion Papers, Bank of Canada, number 2020-12, Dec, DOI: 10.34989/sdp-2020-12.
• Kim Huynh & Gradon Nicholls & Mitchell Nicholson, 2020, "2019 Cash Alternative Survey Results," Discussion Papers, Bank of Canada, number 2020-8, Aug, DOI: 10.34989/sdp-2020-8.
• Guihai Zhao, 2020, "Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields," Staff Working Papers, Bank of Canada, number 20-14, Apr, DOI: 10.34989/swp-2020-14.
• Jonathan Witmer, 2020, "Monetary Policy Independence and the Strength of the Global Financial Cycle," Staff Working Papers, Bank of Canada, number 20-26, Jun, DOI: 10.34989/swp-2020-26.
• Katya Kartashova, 2020, "The Effect of Mortgage Rate Resets on Debt: Evidence from TransUnion (Part I)," Staff Analytical Notes, Bank of Canada, number 2020-2, Jan, DOI: 10.34989/san-2020-2.
• Dmitry Matveev & Julien McDonald-Guimond & Rodrigo Sekkel, 2020, "The neutral rate in Canada: 2020 update," Staff Analytical Notes, Bank of Canada, number 2020-24, Oct, DOI: 10.34989/san-2020-24.
• Dmitry Matveev & Julien McDonald-Guimond & Rodrigo Sekkel, 2020, "Le taux neutre au Canada : mise à jour de 2020," Staff Analytical Notes, Bank of Canada, number 2020-24fr, Oct, DOI: 10.34989/san-2020-24.
• Leonardo N. Ferreira, 2020, "Forward Guidance Matters: disentangling monetary policy shocks," Working Papers Series, Central Bank of Brazil, Research Department, number 530, Aug.
• Peter Lindner & Thomas Y. Mathä & Giuseppe Pulina & Michael Ziegelmeyer, 2020, "Borrowing constraints, own labour and homeownership: Does it pay to paint your walls?," BCL working papers, Central Bank of Luxembourg, number 148, Aug.
• Luis Fernández Lafuerza & Javier Mencía, 2020, "La evolución reciente del coste de capital bancario europeo," Boletín Económico, Banco de España, issue 4/2020.
• Luis Fernández Lafuerza & Javier Mencía, 2020, "Recent developments in the cost of bank equity in Europe," Economic Bulletin, Banco de España, issue 4/2020.
• Pablo Burriel & Cristina Checherita-Westphal & Pascal Jacquinot & Matthias Schön & Nikolai Stähler, 2020, "Economic consequences of high public debt: evidence from three large scale DSGE models," Working Papers, Banco de España, number 2029, Aug.
• Alberto Di Iorio & Marco Fanari, 2020, "Break-even inflation rates: the Italian case," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 578, Sep.
• Marco Bernardini & Annalisa De Nicola, 2020, "The market stabilization role of central bank asset purchases: high-frequency evidence from the COVID-19 crisis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1310, Dec.
• Mirco Rubin & Dario Ruzzi, 2020, "Equity tail risk in the treasury bond market," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1311, Dec.
• Lelo de Larrea Alejandra, 2020, "Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model," Working Papers, Banco de México, number 2020-01, Mar.
• Aguilar-Argaez Ana María & Diego-Fernández Forseck María & Elizondo Rocío & Roldán-Peña Jessica, 2020, "Term Premium Dynamics and its Determinants: The Mexican Case," Working Papers, Banco de México, number 2020-18, Dec.
• José Antonio Ocampo & Germán D. Orbegozo & Mauricio Villamizar-Villegas & Nicolás Fajardo-Baquero & Oscar Botero-Ramírez & Camilo OrozcoVanegas, 2020, "Post-graduation from the original sin problem The effects of investor participation on sovereign debt markets," Borradores de Economia, Banco de la Republica de Colombia, number 1113, Apr, DOI: https://doi.org/10.32468/be.1113.
• Mile Bošnjak & Vlatka Bilas & Gordana Kordić, 2020, "Determinants Of Foreign Exchange Reserves In Serbia And North Macedonia," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 65, issue 226, pages 103-120, July – Se.
• Andreas Neuhierl & Michael Weber, 2020, "Monetary Momentum," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-39.
• Christian Gouri roux & Alain Monfort & Sarah Mouabbi & Jean-Paul Renne, 2020, "Disastrous Defaults," Working papers, Banque de France, number 778.
• Adam Cap & Mathias Drehmann & Andreas Schrimpf, 2020, "Changes in monetary policy operating procedures over the last decade: insights from a new database," BIS Quarterly Review, Bank for International Settlements, December.
• Melanie Klein, 2020, "Implications of negative interest rates for the net interest margin and lending of euro area banks," BIS Working Papers, Bank for International Settlements, number 848, Mar.
• Boris Hofmann & Anamaria Illes & Marco Jacopo Lombardi & Paul Mizen, 2020, "The impact of unconventional monetary policies on retail lending and deposit rates in the euro area," BIS Working Papers, Bank for International Settlements, number 850, Mar.
• Jannic Cutura & Gianpaolo Parise & Andreas Schrimpf, 2020, "Debt De-risking," BIS Working Papers, Bank for International Settlements, number 868, Jun.
• Ryan Niladri Banerjee & Boris Hofmann, 2020, "Corporate zombies: Anatomy and life cycle," BIS Working Papers, Bank for International Settlements, number 882, Sep.
• Basil Guggenheim & Andreas Schrimpf, 2020, "Banking across borders: At the crossroads in the transition away from LIBOR - from overnight to term rates," BIS Working Papers, Bank for International Settlements, number 891, Oct.
• Elizabeth Bucacos, 2020, "The natural rate of interest for an emerging economy: the case of Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2020001.
• Peter Tillmann, 2020, "Trump, Twitter, And Treasuries," Contemporary Economic Policy, Western Economic Association International, volume 38, issue 3, pages 403-408, July, DOI: 10.1111/coep.12465.
• Joshua Brault & Hashmat Khan, 2020, "The Shifts In Lead‐Lag Properties Of The U.S. Business Cycle," Economic Inquiry, Western Economic Association International, volume 58, issue 1, pages 319-334, January, DOI: 10.1111/ecin.12841.
• Michael Brei & Claudio Borio & Leonardo Gambacorta, 2020, "Bank intermediation activity in a low‐interest‐rate environment," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 49, issue 2, July, DOI: 10.1111/ecno.12164.
• Mikhail Chernov & Lukas Schmid & Andres Schneider, 2020, "A Macrofinance View of U.S. Sovereign CDS Premiums," Journal of Finance, American Finance Association, volume 75, issue 5, pages 2809-2844, October, DOI: 10.1111/jofi.12948.
• Rebecca Stuart, 2020, "Monetary regimes, the term structure and business cycles in Ireland, 1972–2018," Manchester School, University of Manchester, volume 88, issue 5, pages 731-748, September, DOI: 10.1111/manc.12322.
• DRAGOE Sebastian Ilie & OPREAN-STAN Camelia, 2020, "Is The Monetary Transmission Mechanism Broken? Time For People'S Quantitative Easing," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 72, issue 3, pages 29-43, November.
• Granziera, Eleonora & Sihvonen, Markus, 2020, "Bonds, currencies and expectational errors," Working Paper, Norges Bank, number 2020/3, Apr.
• Jin Cao & Valeriya Dinger & Anna Grodecka-Messi & Ragnar Juelsrud & Xin Zhang, 2020, "The interaction between macroprudential and monetary policies: The cases of Norway and Sweden," Working Paper, Norges Bank, number 2020/8, Jul.
• Olav Syrstad & Ganesh Viswanath-Natraj, 2020, "Price-setting in the foreign exchange swap market: Evidence from order flow," Working Paper, Norges Bank, number 2020/16.
• Fernando Eguren-Martin & Andrew Meldrum & Wen Yan, 2020, "No-arbitrage pricing of GDP-linked bonds," Bank of England working papers, Bank of England, number 849, Jan.
• Rafael B De Rezende & Annukka Ristiniemi, 2020, "A shadow rate without a lower bound constraint," Bank of England working papers, Bank of England, number 864, May.
• Simon Lloyd & Emile Marin, 2020, "Exchange rate risk and business cycles," Bank of England working papers, Bank of England, number 872, Jun.
• Ari Kutai, 2020, "Measuring the Effect of Forward Guidance in Small Open Economies: The Case of Israel," Bank of Israel Working Papers, Bank of Israel, number 2020.03, Mar.
• Kazuhiro Hiraki & Wataru Hirata, 2020, "Market-based Long-term Inflation Expectations in Japan: A Refinement on Breakeven Inflation Rates," Bank of Japan Working Paper Series, Bank of Japan, number 20-E-5, Sep.
• Myunghyun Kim & Ohik Kwon, 2020, "Impacts of Population Aging on Real Interest Rates (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 26, issue 1, pages 133-166, March.
• Byungsoo Koo, 2020, "Estimation of the Korean Yield Curve via Bayesian Variable Selection (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 26, issue 1, pages 84-132, March.
• Kwangyong Park, 2020, "The Excess Sensitivity of Long-term Interest rates and Central Bank Credibility," Working Papers, Economic Research Institute, Bank of Korea, number 2020-29, Dec.
• Gillman Max, 2020, "The welfare cost of inflation with banking time," The B.E. Journal of Macroeconomics, De Gruyter, volume 20, issue 1, pages 1-20, January, DOI: 10.1515/bejm-2018-0059.
• Francois John Nana, 2020, "Foreign official holdings of US treasuries, stock effect and the economy: a DSGE approach," The B.E. Journal of Macroeconomics, De Gruyter, volume 20, issue 1, pages 1-28, January, DOI: 10.1515/bejm-2016-0170.
• Harrathi Nizar & Alhoshan Hamed M., 2020, "Validity of the Expectations Hypothesis of the Term Structure of Interest Rates: The Case of Saudi Arabia," Review of Middle East Economics and Finance, De Gruyter, volume 16, issue 1, pages 1-18, April, DOI: 10.1515/rmeef-2019-0009.
• Heinzelmann Ludwig & Missong Martin, 2020, "Nonlinear interest rate-setting behaviour of German commercial banks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-28, June, DOI: 10.1515/snde-2017-0103.
• Heinzelmann Ludwig & Missong Martin, 2020, "Nonlinear interest rate-setting behaviour of German commercial banks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-28, June, DOI: 10.1515/snde-2017-0103.
• Agnello Luca & Castro Vitor & Dufrénot Gilles & Jawadi Fredj & Sousa Ricardo M., 2020, "Unconventional monetary policy reaction functions: evidence from the US," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 4, pages 1-18, September, DOI: 10.1515/snde-2018-0088.
• Zsolt Darvas & Zoltán Schepp, 2020, "Forecasting exchange rates of major currencies with long maturity forward rates," Bruegel Working Papers, Bruegel, number 35829, Apr.
• Kugler, Peter, 2020, "The Short-Run Impact of Interest Rates on Exchange Rates: Results for the Swiss franc Against the Euro and US Dollar from Daily Data 2001-2011," Working papers, Faculty of Business and Economics - University of Basel, number 2020/01.
• Kugler, Peter, 2020, "The Short-Run Impact of SNB Sight Deposits on Exchange Rates: Results from Weekly Data 2015 - 2018," Working papers, Faculty of Business and Economics - University of Basel, number 2020/04.
• Samir Kadiric, 2020, "The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei271, Mar.
• Corsetti, G. & Maeng, S. H., 2020, "Debt Crises, Fast and Slow," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2009, Feb.
• Newbery, D., 2020, "The cost of CO2 abatement from Britain’s only PWR: Sizewell B," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2047, May.
• Nana Kwame Akosah & Paul Alagidede & Eric Schaling, 2020, "Interest Rate and Exchange Rate Volatility Spillovers: Multiscale Perspective of Monetary Policy Transmission in Ghana," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 1, pages 135-167.
• Guillermo Peña, 2020, "Monetary Policy after the Great Moderation," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 3, pages 5-26.
• Ismet Gocer & Serdar Ongan, 2020, "The Relationship between Inflation and Interest Rates in the UK: The Nonlinear ARDL Approach," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 3, pages 77-86.
• Bratsiotis, George & Theodoridis, Konstantinos, 2020, "Precautionary Liquidity Shocks, Excess Reserves and Business Cycles," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2020/15, Dec.
• Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E, 2020, "Is there a National Housing Market Bubble Brewing in the United States?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2020/3, Apr.
• Auerbach, Alan J & Gorodnichenko, Yuriy & Murphy, Daniel, 2020, "Effects of Fiscal Policy on Credit Markets," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt1qj0m1fb, May.
• Tomás Marinozzi & Mariano Fernández, 2020, "Una breve revisón sobre la literatura de las metas de inflación," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 755, Oct.
• Adrien Auclert & Matthew Rognlie & Ludwig Straub, 2020, "Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model," CESifo Working Paper Series, CESifo, number 8051.
• Michael D. Bauer & Eric T. Swanson, 2020, "The Fed's Response to Economic News Explains the "Fed Information Effect"," CESifo Working Paper Series, CESifo, number 8151.
• Atif Mian & Ludwig Straub & Amir Sufi, 2020, "Indebted Demand," CESifo Working Paper Series, CESifo, number 8210.
• Kai Lessmann & Matthias Kalkuhl, 2020, "Climate Finance Intermediation: Interest Spread Effects in a Climate Policy Model," CESifo Working Paper Series, CESifo, number 8380.
• Refet S. Gürkaynak & A. Hakan Kara & Burcin Kisacikoglu, 2020, "Monetary Policy Surprises and Exchange Rate Behavior," CESifo Working Paper Series, CESifo, number 8557.
• Dirk Niepelt, 2020, "Monetary Policy with Reserves and CBDC: Optimality, Equivalence, and Politics," CESifo Working Paper Series, CESifo, number 8712.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Non-Linearities and Persistence in US Long-Run Interest Rates," CESifo Working Paper Series, CESifo, number 8744.
• Giancarlo Corsetti & Seung Hyun Maeng, 2020, "Debt crises, fast and slow," Discussion Papers, Centre for Macroeconomics (CFM), number 2019, Jun.
• Iryna Kaminska & Haroon Mumtaz & Roman Sustek, 2020, "Monetary policy surprises and their transmission through term premia and expected interest rates," Discussion Papers, Centre for Macroeconomics (CFM), number 2024, Nov.
• Christoph Basten & Mike Mariathasan, 2020, "Interest rate pass-through and bank risk-taking under negative-rate policies with tiered remuneration of Central Bank Reserves," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-98, Nov.
• Laura G√≥mez-Acevedo & Marc Hofstetter, 2020, "Disinflations and income distribution," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 18481, Oct.
• C Castro & M Romero & S VÔøΩlez, 2020, "Empirical evidence of jump behaviour in the Colombian intraday bond market," Documentos de Trabajo, Universidad del Rosario, number 18098, Apr.
• Nicolle Valentina Herrera Pinto, 2020, "La crisis argentina del 2002 desde la perspectiva del ciclo económico austriaco," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 18059, Mar.
• Auclert, Adrien & Rognlie, Matthew & Straub, Ludwig, 2020, "Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14279, Jan.
• ÅžimÅŸek, Alp & Iachan, Felipe Saraiva & Nenov, Plamen T., 2020, "The Choice Channel of Financial Innovation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14361, Jan.
• Taylor, Alan M. & Jordà , Ã’scar & Singh, Sanjay, 2020, "Longer-run economic consequences of pandemics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14543, Mar.
• Taylor, Alan M. & Kopecky, Joseph V., 2020, "The Murder-Suicide of the Rentier: Population Aging and the Risk Premium," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14576, Apr.
• Cieslak, Anna & Pang, Hao, 2020, "Common shocks in stocks and bonds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14708, May.
• Chernov, Mikhail & Augustin, Patrick & Schmid, Lukas & Song, Dongho, 2020, "The term structure of CIP violations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14774, May.
• Parise, Gianpaolo & Cutura, Jannic & Schrimpf, Paul, 2020, "Debt De-risking," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14817, May.
• Caballero, Ricardo & Simsek, Alp, 2022, "Monetary Policy with Opinionated Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14830, Jun.
• Corsetti, Giancarlo & Maeng, Seung Hyun, 2020, "Debt Crises, Fast and Slow," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14868, Jun.
• Galí, Jordi, 2020, "Uncovered Interest Parity, Forward Guidance and the Exchange Rate," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14889, Jun.
• Bhutta, Neil & Hizmo, Aurel, 2020, "Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14924, Jun.
• Peydró, José-Luis & Maddaloni, Angela, 2020, "Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14988, Jul.
• Monnet, Eric & Vari, Miklos, 2020, "A dilemma between liquidity regulation and monetary policy: some history and theory," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15001, Jul.
• Cao, Shuo & Crump, Richard K. & ,, 2020, "Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15122, Aug.
• Barbu, Alexandru & Fricke, Christoph & ,, 2020, "Procyclical Asset Management and Bond Risk Premia," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15123, Aug.
• Caballero, Ricardo & Simsek, Alp, 2022, "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15163, Jun.
• Sergeyev, Dmitriy & Mehrotra, Neil, 2020, "Debt Sustainability in a Low Interest Rate World," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15282, Sep.
• Gürkaynak, Refet & Kara, A. Hakan & KısacıkoÄŸlu, Burçin & Lee, Sang Seok, 2020, "Monetary Policy Surprises and Exchange Rate Behavior," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15289, Sep.
• Niepelt, Dirk, 2020, "Monetary Policy with Reserves and CBDC: Optimality, Equivalence, and Politics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15457, Nov.
• Kuvshinov, Dmitry & Zimmermann, Kaspar, 2020, "The Expected Return on Risky Assets: International Long-run Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15610, Dec.
• Frédéric BEC & Alain GUAY, 2020, "A simple unit root test consistent against any stationary alternative," Working Papers, Center for Research in Economics and Statistics, number 2020-28, Nov.
• Zhitao Lin & Xingwang Qian, 2020, "U.S. monetary policy uncertainty and RMB deviations from covered interest parity," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_029, Dec.
• Brzoza-Brzezina, Michał & Kotłowski, Jacek, 2020, "The Nonlinear Nature Of Country Risk And Its Implications For Dsge Models," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 3, pages 601-628, April.
• Carrera, César & Ramírez-rondán, Nelson R., 2020, "Effects Of Us Quantitative Easing On Latin American Economies," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 8, pages 1989-2011, December.
• Todd Henry & Peter C.B. Phillips, 2020, "Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2259, Oct.
• James McNeil, 2020, "Modeling interest rate setting at the European Central Bank with bargaining models and counterfactuals," Working Papers, Dalhousie University, Department of Economics, number daleconwp2020-03, Jul.
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• Jan Willem van den End & Paul Konietschke & Anna Samarina & Irina M. Stanga, 2020, "Macroeconomic reversal rate: evidence from a nonlinear IS-curve," Working Papers, DNB, number 684, May.
• Joost Bats & Massimo Giuliodori & Aerdt Houben, 2020, "Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?," Working Papers, DNB, number 694, Oct.
• Serdar Kabaca & Renske Maas & Kostas Mavromatis & Romanos Priftis, 2020, "Optimal quantitative easing in a monetary union," Working Papers, DNB, number 697, Nov.
• Sarah Mouabbi & Jean-Paul Renne & Jean-Guillaume Sahuc, 2020, "Taming Debt: Can GDP-Linked Bonds Do the Trick?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-13.
• Sylvestre, Julie & Coutinho, Cristina, 2020, "The use of the Eurosystem’s monetary policy instruments and its monetary policy implementation framework between the first quarter of 2018 and the fourth quarter of 2019," Occasional Paper Series, European Central Bank, number 245, Jun.
• d'Avernas, Adrien & Vandeweyer, Quentin & Darracq Pariès, Matthieu, 2020, "The growth of non-bank finance and new monetary policy tools," Research Bulletin, European Central Bank, volume 69.
• Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020, "Do banks invest in riskier securities in response to negative central bank interest rates?," Research Bulletin, European Central Bank, volume 70.
• Altavilla, Carlo & Motto, Roberto, 2020, "How do financial markets react to monetary policy signals?," Research Bulletin, European Central Bank, volume 73.
• d'Avernas, Adrien & Vandeweyer, Quentin & Darracq Pariès, Matthieu, 2020, "Unconventional monetary policy and funding liquidity risk," Working Paper Series, European Central Bank, number 2350, Jan.
• Cozzi, Gabriele & Darracq Pariès, Matthieu & Karadi, Peter & Körner, Jenny & Kok, Christoffer & Mazelis, Falk & Nikolov, Kalin & Rancoita, Elena & Van der Ghote, Alejandro & Weber, Julien, 2020, "Macroprudential policy measures: macroeconomic impact and interaction with monetary policy," Working Paper Series, European Central Bank, number 2376, Feb.
• Albertazzi, Ugo & Barbiero, Francesca & Marqués-Ibáñez, David & Popov, Alexander & Rodriguez d’Acri, Costanza & Vlassopoulos, Thomas, 2020, "Monetary policy and bank stability: the analytical toolbox reviewed," Working Paper Series, European Central Bank, number 2377, Feb.
• Lis, Eliza & Nickel, Christiane & Papetti, Andrea, 2020, "Demographics and inflation in the euro area: a two-sector new Keynesian perspective," Working Paper Series, European Central Bank, number 2382, Mar.
• Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020, "Negative monetary policy rates and systemic banks’ risk-taking: evidence from the euro area securities register," Working Paper Series, European Central Bank, number 2398, Apr.
• Döttling, Robin, 2020, "Bank capital regulation in a zero interest environment," Working Paper Series, European Central Bank, number 2422, Jun.
• Cour-Thimann, Philippine & Jung, Alexander, 2020, "Interest rate setting and communication at the ECB," Working Paper Series, European Central Bank, number 2443, Jul.
• Porcellacchia, Davide, 2020, "The tipping point: interest rates and financial stability," Working Paper Series, European Central Bank, number 2447, Jul.
• Burriel, Pablo & Checherita-Westphal, Cristina & Jacquinot, Pascal & Stähler, Nikolai & Schön, Matthias, 2020, "Economic consequences of high public debt: evidence from three large scale DSGE models," Working Paper Series, European Central Bank, number 2450, Jul.
• Lindner, Peter & Mathä, Thomas Y. & Ziegelmeyer, Michael & Pulina, Giuseppe, 2020, "Borrowing constraints, own labour and homeownership: does it pay to paint your walls?," Working Paper Series, European Central Bank, number 2474, Oct.
• Schupp, Fabian, 2020, "The (ir)relevance of the nominal lower bound for real yield curve analysis," Working Paper Series, European Central Bank, number 2476, Oct.
• Checherita-Westphal, Cristina & Domingues Semeano, João, 2020, "Interest rate-growth differentials on government debt: an empirical investigation for the euro area," Working Paper Series, European Central Bank, number 2486, Nov.
• Christoffel, Kai & de Groot, Oliver & Mazelis, Falk & Montes-Galdón, Carlos, 2020, "Using forecast-augmented VAR evidence to dampen the forward guidance puzzle," Working Paper Series, European Central Bank, number 2495, Nov.
• Reghezza, Alessio & Rodriguez d’Acri, Costanza & Pancotto, Livia & Molyneux, Philip, 2020, "Interest rate risk and monetary policy normalisation in the euro area," Working Paper Series, European Central Bank, number 2496, Nov.
• Albertazzi, Ugo & Andreeva, Desislava & Belloni, Marco & Grassi, Alberto & Gross, Christian & Mosthaf, Jonas & Shakir, Tamarah, 2020, "Prospects for euro area bank lending margins in an extended low-for-longer interest rate environment," Financial Stability Review, European Central Bank, volume 2.
• Karnaukh, Nina, 2020, "Growth Forecasts and News about Monetary Policy," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-27, Oct.
• Osuji Obinna, 2020, "Impact of Interest Rate Deregulation on Investment Growth in Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 2, pages 170-180.
• Beldi Lamia & Mouldi Djelassi, 2020, "Is the Tunisian Central Bank following a Linear or a Nonlinear Augmented Taylor Rule?," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 69-78.
• Ely Susanti & Maimun Sholeh, 2020, "Indonesia Economic Growth Determinant: The Impact of Macro Economic Variables and International Trade," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 5, pages 70-76.
• Eo, Yunjong & Kang, Kyu Ho, 2020, "The effects of conventional and unconventional monetary policy on forecasting the yield curve," Journal of Economic Dynamics and Control, Elsevier, volume 111, issue C, DOI: 10.1016/j.jedc.2019.103812.
• Coroneo, Laura & Pastorello, Sergio, 2020, "European spreads at the interest rate lower bound," Journal of Economic Dynamics and Control, Elsevier, volume 119, issue C, DOI: 10.1016/j.jedc.2020.103979.
• Guo, Bin & Huang, Fuzhe & Li, Kai, 2020, "Time to build and bond risk premia," Journal of Economic Dynamics and Control, Elsevier, volume 121, issue C, DOI: 10.1016/j.jedc.2020.104024.
• Theobald, Thomas & Tober, Silke, 2020, "Euro area sovereign yield spreads as determinants of private sector borrowing costs," Economic Modelling, Elsevier, volume 84, issue C, pages 27-37, DOI: 10.1016/j.econmod.2019.03.004.
• Francis, Neville R. & Jackson, Laura E. & Owyang, Michael T., 2020, "How has empirical monetary policy analysis in the U.S. changed after the financial crisis?," Economic Modelling, Elsevier, volume 84, issue C, pages 309-321, DOI: 10.1016/j.econmod.2019.04.022.
• Belke, Ansgar & Klose, Jens, 2020, "Equilibrium real interest rates and the financial cycle: Empirical evidence for Euro area member countries," Economic Modelling, Elsevier, volume 84, issue C, pages 357-366, DOI: 10.1016/j.econmod.2019.04.025.
• Montes, Gabriel Caldas & Ferreira, Caio Ferrari, 2020, "Does monetary policy credibility mitigate the fear of floating?," Economic Modelling, Elsevier, volume 84, issue C, pages 76-87, DOI: 10.1016/j.econmod.2019.03.010.
• Beaupain, Renaud & Girard, Alexandre, 2020, "The value of understanding central bank communication," Economic Modelling, Elsevier, volume 85, issue C, pages 154-165, DOI: 10.1016/j.econmod.2019.05.013.
• De Santis, Roberto A., 2020, "Impact of the Asset Purchase Programme on euro area government bond yields using market news," Economic Modelling, Elsevier, volume 86, issue C, pages 192-209, DOI: 10.1016/j.econmod.2019.06.011.
• Schön, Matthias & Stähler, Nikolai, 2020, "When old meets young? Germany's population ageing and the current account," Economic Modelling, Elsevier, volume 89, issue C, pages 315-336, DOI: 10.1016/j.econmod.2019.10.034.
• Gómez-Pineda, Javier G., 2020, "Volatility spillovers and the global financial cycle across economies: Evidence from a global semi-structural model," Economic Modelling, Elsevier, volume 90, issue C, pages 331-373, DOI: 10.1016/j.econmod.2020.02.023.
• Ferrara, Maria & Garofalo, Antonio & Agovino, Massimiliano, 2020, "Disinflation costs in China and monetary policy regimes," Economic Modelling, Elsevier, volume 93, issue C, pages 586-594, DOI: 10.1016/j.econmod.2020.09.004.
• Tsuruta, Masaru, 2020, "Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101072.
• Guerello, Chiara & Tronzano, Marco, 2020, "“Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countries”," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101073.
• Li, Xiao-Lin & Li, Xin & Si, Deng-Kui, 2020, "Asymmetric determinants of corporate bond credit spreads in China: Evidence from a nonlinear ARDL model," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101109.
• Wang, Jiexin & Han, Xue & Huang, Emily J. & Yost-Bremm, Chris, 2020, "Predictability in international stock returns using currency fluctuations and forward rate forecasts," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101108.
• Gubareva, Mariya & Borges, Maria Rosa, 2020, "Switching interest rate sensitivity regimes of U.S. Corporates," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.11.017.
• Inaba, Kei-Ichiro, 2020, "Japan’s impactful augmentation of quantitative easing sovereign-bond purchases," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101252.
• Oshima, Katsuhiro, 2020, "Search for yield and business cycles," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101275.