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

• Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2020, "The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 1, pages 5-71, February.
• Anil K. Kashyap & Caspar Siegert, 2020, "Financial Stability Considerations and Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 1, pages 231-266, February.
• Andrea De Michelis & Thiago Ferreira & Matteo Iacoviello, 2020, "Oil Prices and Consumption across Countries and U.S. States," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 2, pages 3-43, March.
• Thomas Lustenberger & Enzo Rossi, 2020, "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 2, pages 153-201, March.
• Jaanika Meriküll & Tairi Rõõm, 2020, "Stress Tests of the Household Sector Using Microdata from Survey and Administrative Sources," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 2, pages 203-248, March.
• Burçin Kısacıkoğlu, 2020, "Real Term Structure and New Keynesian Models," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 3, pages 95-139, June.
• Thomas B. King & Kurt F. Lewis, 2020, "Credit Risk, Liquidity, and Lies," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 5, pages 219-267, October.
• David M. Arseneau, 2020, "How Would U.S. Banks Fare in a Negative Interest Rate Environment?," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 5, pages 269-308, October.
• Emanuel Kohlscheen & Aaron Mehrotra & Dubravko Mihaljek, 2020, "Residential Investment and Economic Activity: Evidence from the Past Five Decades," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 6, pages 287-329, December.
• Ms. Marialuz Moreno Badia & Mr. Paulo A Medas & Pranav Gupta & Yuan Xiang, 2020, "Debt Is Not Free," IMF Working Papers, International Monetary Fund, number 2020/001, Jan.
• Mr. Aleš Bulíř & Mr. Jan Vlcek, 2020, "Monetary Policy Is Not Always Systematic and Data-Driven: Evidence from the Yield Curve," IMF Working Papers, International Monetary Fund, number 2020/004, Jan.
• Mr. Serhan Cevik & João Tovar Jalles, 2020, "This Changes Everything: Climate Shocks and Sovereign Bonds," IMF Working Papers, International Monetary Fund, number 2020/079, Jun.
• Kay Chung & Mr. Michael G. Papaioannou, 2020, "Do Enhanced Collective Action Clauses Affect Sovereign Borrowing Costs?," IMF Working Papers, International Monetary Fund, number 2020/162, Aug.
• Jan Priewe, 2020, "Why 60 and 3 percent? European debt and deficit rules - critique and alternatives," IMK Studies, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 66-2020.
• Armando Sánchez Vargas & Francisco López-Herrera, 2020, "Tasa de política monetaria en México ante los efectos de Covid-19," 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 15, issue 3, pages 295-311, Julio - S.
• Masudul Hasan Adil & Neeraj R. Hatekar & Taniya Ghosh, 2020, "Role of money in the monetary policy: A New Keynesian and new monetarist perspective," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2020-005, Jan.
• Serhan Cevik & João Tovar Jalles, 2020, "This Changes Everything: Climate Shocks and Sovereign Bonds," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0132, May.
• Chukwudi Henry Dike, 2020, "Strategic Interactions in Financial Networks," 2020 Papers, Job Market Papers, number pdi579, Dec.
• Huseyin Ozturk, 2020, "The shape of sovereign yield curve in an emerging economy: Do macroeconomic or external factors matter?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 47, issue 1, pages 83-112, February, DOI: 10.1007/s10663-018-9405-y.
• Manuel Rupprecht, 2020, "Income and wealth of euro area households in times of ultra-loose monetary policy: stylised facts from new national and financial accounts data," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 47, issue 2, pages 281-302, May, DOI: 10.1007/s10663-018-9416-8.
• Martin Feldkircher & Gabriele Tondl, 2020, "Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 26, issue 3, pages 225-247, August, DOI: 10.1007/s11294-020-09792-2.
• Phil Molyneux & Alessio Reghezza & John Thornton & Ru Xie, 2020, "Did Negative Interest Rates Improve Bank Lending?," Journal of Financial Services Research, Springer;Western Finance Association, volume 57, issue 1, pages 51-68, February, DOI: 10.1007/s10693-019-00322-8.
• Dennis Nsafoah & Apostolos Serletis, 2020, "Monetary Policy and Interest Rate Spreads," Open Economies Review, Springer, volume 31, issue 3, pages 707-727, July, DOI: 10.1007/s11079-019-09572-4.
• Edward W. Fuller, 2020, "Alchian on Keynes," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 33, issue 4, pages 503-511, December, DOI: 10.1007/s11138-019-00471-y.
• Antonio Díaz & Francisco Jareño & Eliseo Navarro, 2020, "Yield curves from different bond data sets," Review of Derivatives Research, Springer, volume 23, issue 2, pages 191-226, July, DOI: 10.1007/s11147-019-09162-z.
• Tajudeen Adejare Adegbite & Felix Ebun Araoye, 2020, "Value Added Tax (VAT) Revenue and Imported Goods: Nigeria Experience," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 3, pages 22-29, September.
• Christian Stettler, 2020, "Loss Averse Depositors and Monetary Policy around Zero," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 20-476, Apr, DOI: 10.3929/ethz-b-000409517.
• Tanweer Akram & Huiqing Li, 2020, "The Empirics of UK Gilts' Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_969, Sep.
• Tanweer Akram, 2020, "A Note Concerning Government Bond Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_977, Nov.
• Linas Jurksas & Vitalijus Klincevicius, 2020, "Relevance of Sovereign Bond Valuations Topic in the Speeches of ECB Officials," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 20, Jun.
• Valentin Jouvanceau & Ieva Mikaliunaite, 2020, "Euro Area Monetary Communications: Excess Sensitivity and Perception Shocks," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 79, Oct.
• Andrejs Zlobins, 2020, "ZLB and Beyond: Real and Financial Effects of Low and Negative Interest Rates in the Euro Area," Working Papers, Latvijas Banka, number 2020/06, Dec.
• George J. Bratsiotis & Konstantinos Theodoridis, 2020, "Precautionary Liquidity Shocks, Excess Reserves and Business Cycles," Economics Discussion Paper Series, Economics, The University of Manchester, number 2014, Dec.
• David Finck, 2020, "Forward Guidance Under the Cost Channel," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202004.
• Jonas Gross & Johannes Zahner, 2020, "What's on the ECB's mind? - Monetary policy before and after the global financial crisis," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202008.
• Peter Tillmann, 2020, "Financial Markets and Dissent in the ECB’s Governing Council," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202048.
• Weshah Razzak, 2020, "The Riddle of the Natural Rate of Interest," Discussion Papers, School of Economics and Finance, Massey University, New Zealand, number 2006.
• Qelich, Wahhab & Mosavian, Seyed Abbas, 2020, "A Jurisprudential Analysis on Provisional Profit Assurance of Investment Deposits in Interest-free Banking," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 42, pages 629-652, February.
• Akbari Dehbaghi, Simin & Arman, Seyed Aziz & Ahangari, Majid, 2020, "The Impact of Domestic and Foreign Monetary Policy on Iran's economy: Global Modeling," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 15, issue 2, pages 151-180, April.
• Alok Johri & Shahed Khan & Cesar Sosa-Padilla, 2020, "Interest Rate Uncertainty and Sovereign Default Risk," Department of Economics Working Papers, McMaster University, number 2020-13, Jul.
• Sakshi Saini & Sanjay Sehgal & Florent Deisting, 2020, "Monetary Policy, Risk Aversion and Uncertainty in an International Context," Multinational Finance Journal, Multinational Finance Journal, volume 24, issue 3-4, pages 211-266, September.
• Paweł Baranowski & Hamza Bennani & Wirginia Doryń, 2020, "Do ECB introductory statements help to predict monetary policy: evidence from tone analysis," NBP Working Papers, Narodowy Bank Polski, number 323.
• Refet S. Gürkaynak & A. Hakan Kara & Burçin Kısacıkoğlu & Sang Seok Lee, 2020, "Monetary Policy Surprises and Exchange Rate Behavior," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2020".
• Bronson Argyle & Taylor D. Nadauld & Christopher Palmer, 2020, "Real Effects of Search Frictions in Consumer Credit Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 26645, Jan.
• Adrien Auclert & Matthew Rognlie & Ludwig Straub, 2020, "Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 26647, Jan.
• Alan J. Auerbach & Yuriy Gorodnichenko & Daniel Murphy, 2020, "Effects of Fiscal Policy on Credit Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 26655, Jan.
• Jordi Galí, 2020, "Uncovered Interest Parity, Forward Guidance, and the Exchange Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 26797, Feb.
• Òscar Jordà & Sanjay R. Singh & Alan M. Taylor, 2020, "Longer-run Economic Consequences of Pandemics," NBER Working Papers, National Bureau of Economic Research, Inc, number 26934, Apr.
• Atif R. Mian & Ludwig Straub & Amir Sufi, 2020, "Indebted Demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 26940, Apr.
• Joseph Kopecky & Alan M. Taylor, 2020, "The Murder-Suicide of the Rentier: Population Aging and the Risk Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 26943, Apr.
• Michael D. Bauer & Eric T. Swanson, 2020, "An Alternative Explanation for the “Fed Information Effect”," NBER Working Papers, National Bureau of Economic Research, Inc, number 27013, Apr.
• John Y. Campbell & Roman Sigalov, 2020, "Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield," NBER Working Papers, National Bureau of Economic Research, Inc, number 27025, Apr.
• Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2020, "The Term Structure of Covered Interest Rate Parity Violations," NBER Working Papers, National Bureau of Economic Research, Inc, number 27231, May.
• Yan Liu & Jing Cynthia Wu, 2020, "Reconstructing the Yield Curve," NBER Working Papers, National Bureau of Economic Research, Inc, number 27266, May.
• Ricardo J. Caballero & Alp Simsek, 2020, "Monetary Policy with Opinionated Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 27313, Jun.
• Efraim Benmelech & Nitzan Tzur-Ilan, 2020, "The Determinants of Fiscal and Monetary Policies During the Covid-19 Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 27461, Jul.
• Alok Johri & Shahed Khan & César Sosa-Padilla, 2020, "Interest Rate Uncertainty and Sovereign Default Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 27639, Aug.
• Ricardo J. Caballero & Alp Simsek, 2020, "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," NBER Working Papers, National Bureau of Economic Research, Inc, number 27712, Aug.
• Refet S. Gürkaynak & A. Hakan Kara & Burçin Kısacıkoğlu & Sang Seok Lee, 2020, "Monetary Policy Surprises and Exchange Rate Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 27819, Sep.
• Kimberly A. Berg & Nelson C. Mark, 2020, "Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 27844, Sep.
• Carolin Pflueger & Gianluca Rinaldi, 2020, "Why Does the Fed Move Markets so Much? A Model of Monetary Policy and Time-Varying Risk Aversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 27856, Sep.
• Alisdair McKay & Johannes F. Wieland, 2020, "Forward Guidance and Durable Goods Demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 28066, Nov.
• Anna Cieslak & Hao Pang, 2020, "Common Shocks in Stocks and Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 28184, Dec.
• Jonathan H. Wright, 2020, "Event-day Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 28306, Dec.
• Mark Setterfield, 2020, "Editorial to the special issue: The monetary economics of Basil J. Moore," Working Papers, New School for Social Research, Department of Economics, number 2002, Mar.
• Jean Vinícius Marçal & Claudio Roberto Fóffano Vasconcelos & Silvinha Pinto Vasconcelos, 2020, "A transmissão da taxa de juros no Brasil sob uma abordagem não linear [The interest rate pass-through in Brazil under a nonlinear approach]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 30, issue 1, pages 177-201, January-A.
• Goghie Alexandru-Ştefan, 2020, "Negative Consequences of Unconventional Monetary Policies Around the World: Zombification of Global Economics," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01-2.
• Cerna Silviu, 2020, "The Negative Interest and Its Effects on the Financial System [Dobânda negativă şi efectele sale asupra sistemului financiar]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03-4.
• Katharina Allinger & Julia Wörz, 2020, "The sensitivity of banks’ net interest margins to interest rate conditions in CESEE," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1/20, pages 51-70.
• Michael Carlos Best & James S Cloyne & Ethan Ilzetzki & Henrik J Kleven, 2020, "Estimating the Elasticity of Intertemporal Substitution Using Mortgage Notches," The Review of Economic Studies, Review of Economic Studies Ltd, volume 87, issue 2, pages 656-690.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2020, "Flights to Safety," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 2, pages 689-746.
• Andrea Ajello & Luca Benzoni & Olena Chyruk & Stijn Van Nieuwerburgh, 2020, "Core and ‘Crust’: Consumer Prices and the Term Structure of Interest Rates," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 8, pages 3719-3765.
• Iulia Iuga, 2020, "The Influence of The Exchange Rate on Imports – Romanian Case Study," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 975-982, August.
• Dalina-Maria Andrei, 2020, "The Investments Process in Romania during the Latest Years. A Macroeconomic Analysis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 201-205, December.
• Viktor Marinkov, 2020, "Communication at the Zero Lower Bound: The Case for Forward Guidance," Economics Series Working Papers, University of Oxford, Department of Economics, number 923, Nov.
• Lilian Muchimba & Alexis Stenfors, 2020, "Beyond LIBOR: Money Markets and the Illusion of Representativeness," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2020-13, Nov.
• Bui, Trung Thanh & Kiss, Gábor Dávid, 2020, "Asymmetry in the Reaction Function of Monetary Policy in Emerging Economies," Public Finance Quarterly, Corvinus University of Budapest, volume 65, issue 2, pages 210-224, DOI: https://doi.org/10.35551/PFQ_2020_2.
• Ahmed Mehedi Nizam, 2020, "How the banking system is creating a two-way inflation in an economy," PLOS ONE, Public Library of Science, volume 15, issue 4, pages 1-40, April, DOI: 10.1371/journal.pone.0229937.
• Delis, Manthos & Iosifidi, Maria & Mylonidis, Nikolaos, 2020, "Industry Heterogeneity in the Risk-Taking Channel," MPRA Paper, University Library of Munich, Germany, number 100433, May.
• Ackon, Kwabena Meneabe, 2020, "Fiscal Policy Innovations In Advanced Economies," MPRA Paper, University Library of Munich, Germany, number 100737, Feb.
• Tong, Bing & Yang, Guang, 2020, "Interest Rate Pegging, Fluctuations, and Fiscal Policy in China," MPRA Paper, University Library of Munich, Germany, number 100930, May.
• Ojo, Marianne & Roedl, Marianne, 2020, "Uncertain accommodative policies as tools for financial stability: recent developments," MPRA Paper, University Library of Munich, Germany, number 102231, Aug.
• Razzak, Weshah, 2020, "The Riddle of the Natural Rate of Interest," MPRA Paper, University Library of Munich, Germany, number 102663, Apr, revised 25 Aug 2020.
• Papadopoulos, Georgios, 2020, "Probing the mechanism: lending rate setting in a data-driven agent-based model," MPRA Paper, University Library of Munich, Germany, number 102749, Sep.
• Dixit, Shiv & Subramanian, Krishnamurthy, 2020, "Bank Coordination and Monetary Transmission: Evidence from India," MPRA Paper, University Library of Munich, Germany, number 103169, Aug.
• ALJARHI, Shadia, 2020, "Reforming Islamic Finance," MPRA Paper, University Library of Munich, Germany, number 103393, Jul.
• Mitra, Nirvana, 2020, "Political Constraints and Sovereign Default Premia," MPRA Paper, University Library of Munich, Germany, number 104172, Nov.
• Knolle, Julia, 2020, "Prosperity in a Low Interest Environment," MPRA Paper, University Library of Munich, Germany, number 104332, Aug.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2020, "Ramsey Optimal Policy in the New-Keynesian Model with Public Debt," MPRA Paper, University Library of Munich, Germany, number 104536, Dec.
• Sá, Ana Isabel, 2020, "To change or not to change: the impact of the law on mortgage origination," MPRA Paper, University Library of Munich, Germany, number 104818, Dec.
• Lee, Sukjoon, 2020, "Liquidity Premium, Credit Costs, and Optimal Monetary Policy," MPRA Paper, University Library of Munich, Germany, number 104825, Nov.
• Pavlović, Radica & Bukvić, Rajko, 2020, "Uticaj politike deviznog kursa na trgovinsku razmenu Republike Srbije u uslovima krize – trgovinskopravni i ekonomski aspect
  [The Influence of the Exchange Rate Policy on the Trade of the Republic ," MPRA Paper, University Library of Munich, Germany, number 105228, revised 2020.
• Delis, Manthos & Hong, Sizhe & Paltalidis, Nikos & Philip, Dennis, 2020, "Forward Guidance and Corporate Lending," MPRA Paper, University Library of Munich, Germany, number 98159, Jan.
• Icefield, William, 2020, "Liquidity preference in the Walrasian framework," MPRA Paper, University Library of Munich, Germany, number 98538, Jan.
• Harris, Patrick, 2020, "Causal Factors of Australian Beef Exports," MPRA Paper, University Library of Munich, Germany, number 98766, Jan.
• Nizam, Ahmed Mehedi, 2020, "How the banking system is creating a two-way inflation in an economy," MPRA Paper, University Library of Munich, Germany, number 99427, Apr.
• Razzak, Weshah, 2020, "The Riddle of the Natural Rate of Interest," MPRA Paper, University Library of Munich, Germany, number 99747, Apr.
• Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective," Working Papers, University of Pretoria, Department of Economics, number 2020106, Dec.
• Rangan Gupta & Jun Ma & Konstantinos Theodoridis & Mark E. Wohar, 2020, "Is there a National Housing Market Bubble Brewing in the United States?," Working Papers, University of Pretoria, Department of Economics, number 202023, Mar.
• Oguzhan Cepni & Rangan Gupta & Cenk C. Karahan & Brian M. Lucey, 2020, "Oil Price Shocks and Yield Curve Dynamics in Emerging Markets," Working Papers, University of Pretoria, Department of Economics, number 202036, May.
• Rangan Gupta & Syed Jawad Hussain Shahzad & Xin Sheng & Sowmya Subramaniam, 2020, "The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States," Working Papers, University of Pretoria, Department of Economics, number 202063, Jul.
• Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji, 2020, "Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities," Working Papers, University of Pretoria, Department of Economics, number 202078, Aug.
• Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Sowmya Subramaniam, 2020, "High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202085, Sep.
• Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2020, "Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202095, Oct.
• Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam, 2020, "Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates," Working Papers, University of Pretoria, Department of Economics, number 202098, Oct.
• Kevin Luo & Tomoko Kinugasa & Kai Kajitani, 2020, "Dynamic Efficiency in World Economy," Prague Economic Papers, Prague University of Economics and Business, volume 2020, issue 5, pages 522-544, DOI: 10.18267/j.pep.746.
• Dušan Staniek, 2020, "Cross-Currency Basis Spread and Its Impact on Corporate Lending Rates in the Czech Banking Sector," Prague Economic Papers, Prague University of Economics and Business, volume 2020, issue 6, pages 688-709, DOI: 10.18267/j.pep.747.
• František Táborský, 2020, "Aplikace Taylorova pravidla na měnovou politiku ČNB
  [Application of the Taylor Rule to CNB Monetary Policy]," Politická ekonomie, Prague University of Economics and Business, volume 2020, issue 6, pages 630-649, DOI: 10.18267/j.polek.1296.
• Matěj Maivald & Petr Teplý, 2020, "The impact of low interest rates on banks' non-performing loans," FFA Working Papers, Prague University of Economics and Business, number 2.002, Feb, revised 25 Feb 2020.
• Moritz Lenel, 2020, "Safe Assets, Collateralized Lending and Monetary Policy," Working Papers, Princeton University. Economics Department., number 2020-66, Jan.
• Anupam Das & Tanweer Akram, 2020, "A Keynesian analysis of Canadian government securities yields," PSL Quarterly Review, Economia civile, volume 73, issue 294, pages 241-260.
• Ana Isabel Sá, 2020, "To change or not to change: the impact of the law on mortgage origination," Working Papers, Banco de Portugal, Economics and Research Department, number w202019.

2019

• Shaukat, Badiea & Zhu, Qigui & Khan, M. Ijaz, 2019, "Real interest rate and economic growth: A statistical exploration for transitory economies," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 534, issue C, DOI: 10.1016/j.physa.2019.122193.
• Liu, Kerry, 2019, "The determinants of China's lending rates and interest rates pass-through: A cointegration analysis," Research in Economics, Elsevier, volume 73, issue 1, pages 66-71, DOI: 10.1016/j.rie.2019.02.002.
• Garivaltis, Alex, 2019, "Two resolutions of the margin loan pricing puzzle," Research in Economics, Elsevier, volume 73, issue 2, pages 199-207, DOI: 10.1016/j.rie.2019.04.006.
• Mili, Mehdi, 2019, "The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 187-200, DOI: 10.1016/j.ribaf.2018.12.013.
• Nguyen, Thai Vu Hong & Nguyen, Binh Thanh & Nguyen, Kien Son & Pham, Huy, 2019, "Asymmetric monetary policy effects on cryptocurrency markets," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 335-339, DOI: 10.1016/j.ribaf.2019.01.011.
• Goodhart, C. A. E. & Mills, Terence C. & Capie, Forrest, 2019, "The slope of the term structure and recessions: evidence from the UK, 1822-2016," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100092, Feb.
• Juan Francisco Martínez S. & Dimitrios P. Tsomocos, 2019, "Liquidity and default in an exchange economy," Chapters, Edward Elgar Publishing, chapter 7, "Financial Regulation and Stability".
• Raphael Espinoza & Dimitrios P. Tsomocos, 2019, "Monetary transaction costs and the term premium," Chapters, Edward Elgar Publishing, chapter 8, "Financial Regulation and Stability".
• Fiona Maclachlan, 2019, "Negative interest rates: a Keynesian perspective," Review of Keynesian Economics, Edward Elgar Publishing, volume 7, issue 2, pages 171-184, April.
• Olivia Bullio Mattos & Felipe Da Roz & Fernanda Oliveira Ultremare & Guilherme Santos Mello, 2019, "Unconventional monetary policy and negative interest rates: a Post-Keynesian perspective on the liquidity trap and euthanasia of the rentier," Review of Keynesian Economics, Edward Elgar Publishing, volume 7, issue 2, pages 185-200, April.
• Yannis Panagopoulos & Ekaterini Tsouma, 2019, "The effect of negative policy rates on the interest-rate pass-through mechanism in the eurozone," Review of Keynesian Economics, Edward Elgar Publishing, volume 7, issue 2, pages 247-262, April.
• Hongkil Kim, 2019, "Interest-rate causality between the federal funds rate and long-run market interest rates," Review of Keynesian Economics, Edward Elgar Publishing, volume 7, issue 3, pages 388-401, July.
• Zhiwu Hong & Linlin Niu & Gengming Zeng, 2019, "US and Chinese yield curve responses to RMB exchange rate policy shocks," China Finance Review International, Emerald Group Publishing Limited, volume 9, issue 3, pages 360-385, February, DOI: 10.1108/CFRI-12-2017-0239.
• Takayasu Ito, 2019, "Short-term Cross-currency Basis Swap and Japanese Government Bond Markets under Non-traditional Monetary Policy," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Asia-Pacific Contemporary Finance and Development", DOI: 10.1108/S1571-038620190000026002.
• Alejandra Olivares Rios & Gabriel Rodríguez & Miguel Ataurima Arellano, 2019, "Estimation of Peru’s sovereign yield curve: the role of macroeconomic and latent factors," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 3, pages 533-563, August, DOI: 10.1108/JES-04-2017-0089.
• Richard Cebula, 2019, "Federal aggregate personal income tax evasion/unreported income and its real interest rate yield effects on longer-term treasury debt issues," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 12, issue 3, pages 305-325, October, DOI: 10.1108/JFEP-01-2019-0015.
• Serdar Ongan & Ismet Gocer, 2019, "Testing fisher effect for the USA: application of nonlinear ARDL model," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 12, issue 2, pages 293-304, December, DOI: 10.1108/JFEP-09-2018-0127.
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