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

• 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 of Serbia in the Conditions of the Crisis – Trade ," 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.

2019

• Campbell, Jeffrey R., 2019, "Comment on “Can more public information raise uncertainty? The international evidence on forward guidance” by Michael Ehrmann, Gaetano Gaballo, Peter Hoffmann and Georg Strasser," Journal of Monetary Economics, Elsevier, volume 108, issue C, pages 113-117, DOI: 10.1016/j.jmoneco.2019.09.016.
• Altavilla, Carlo & Brugnolini, Luca & Gürkaynak, Refet S. & Motto, Roberto & Ragusa, Giuseppe, 2019, "Measuring euro area monetary policy," Journal of Monetary Economics, Elsevier, volume 108, issue C, pages 162-179, DOI: 10.1016/j.jmoneco.2019.08.016.
• Ehrmann, Michael & Gaballo, Gaetano & Hoffmann, Peter & Strasser, Georg, 2019, "Can more public information raise uncertainty? The international evidence on forward guidance," Journal of Monetary Economics, Elsevier, volume 108, issue C, pages 93-112, DOI: 10.1016/j.jmoneco.2019.08.012.
• 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.
• Emmanuel Sarpong-Kumankoma & Joshua Abor & Anthony Quame Q. Aboagye & Mohammed Amidu, 2019, "Financial freedom, market power and bank margins in sub-Saharan Africa," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 28, issue 2, pages 283-299, November, DOI: 10.1108/JFRC-05-2019-0066.
• Giuseppe Orlando & Rosa Maria Mininni & Michele Bufalo, 2019, "Interest rates calibration with a CIR model," Journal of Risk Finance, Emerald Group Publishing Limited, volume 20, issue 4, pages 370-387, September, DOI: 10.1108/JRF-05-2019-0080.
• Umar Habibu Umar & Muhammad Bilyaminu Ado & Habibu Ayuba, 2019, "Is religion (interest) an impediment to Nigeria’s financial inclusion targets by the year 2020?," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 12, issue 3, pages 283-300, October, DOI: 10.1108/QRFM-01-2019-0010.
• Giuseppe Orlando & Rosa Maria Mininni & Michele Bufalo, 2019, "A new approach to forecast market interest rates through the CIR model," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 2, pages 267-292, September, DOI: 10.1108/SEF-03-2019-0116.
• Adriana Ramírez Rocha & L. Arturo Bernal Ponce & Mauricio Cervantes Zepeda, 2019, "Differences in the interest rates of microfinance institutions in some emerging markets economies: An HLM approach/Diferencias en las tasas de interés entre instituciones financieras de algunas economías emergentes: un enfoque HLM," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 34, issue 2, pages 275-307.
• David Newbery & Michael Pollitt & David M Reiner & Simon Taylor, 2019, "Financing low-carbon generation in the UK: The hybrid RAB model," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG1926, Jul.
• Ibish Mazreku & Fisnik Morina & Valdrin Misiri & Jonathan V. Spiteri & Simon Grima, 2019, "Exploring the Liquidity Risk Factors in the Balkan Region Banking System," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 91-102.
• Christos Karydas & Anastasios Xepapadeas, 2019, "Pricing climate change risks: CAPM with rare disasters and stochastic probabilities," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 19/311, Jan.
• Eiji OGAWA & Junko SHIMIZU & Pengfei LUO, 2019, "Effects of US Interest Rate Hikes and Global Risk on Daily Capital Flows in Emerging Market Countries," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 19019, Mar.
• Eric McCoy, 2019, "A Calibration of the Term Premia to the Euro Area," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 110, Sep.
• Ekundayo P. Mesagan & Isaac A. Ogbuji & Yasiru O. Alimi & Anthonia T. Odeleye, 2019, "Growth Effects of Financial Market Instruments: The Ghanaian Experience," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 19/095, Jan.
• Elena Yuryevna Sokolova, 2019, "Modern Features of the Monetary Policy of the Leading World Countries," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 3, pages 147-164, DOI: 10.14530/se.2019.3.147-164.
• Jan Žácek, 2019, "Financial Variables in a Policy Rule: Does It Bring Macroeconomic Benefits?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 2, pages 122-148, April.
• Ansgar Belke & Jens Klose, 2019, "Forecasting ECB Policy Rates with Different Monetary Policy Rules," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 3, pages 238-252, June.
• Václav Brož & Michal Hlavácek, 2019, "What Drives the Distributional Dynamics of Client Interest Rates on Consumer Loans in the Czech Republic?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 3, pages 275-297, June.
• Petr Hanzlik & Petr Teply, 2019, "Key Determinants of the Net Interest Margin of EU Banks in the Zero Lower Bound of Interest Rates," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 5, pages 416-439, October.
• Whelsy Boungou, 2019, "Negative interest rate, bank profitability and risk-taking," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2019-10, Jul.
• Kenechukwu E. Anadu & James Bohn & Lina Lu & Matthew Pritsker & Andrei Zlate, 2019, "Reach for Yield by U.S. Public Pension Funds," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 19-2, Jun.
• Chengcheng Jia, 2019, "The Informational Effect of Monetary Policy and the Case for Policy Commitment," Working Papers, Federal Reserve Bank of Cleveland, number 19-07R, Apr, revised 09 May 2022, DOI: 10.26509/frbc-wp-201907r.
• Rasmus Fatum & Naoko Hara & Yohei Yamamoto, 2019, "Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 354, Jan, DOI: 10.24149/gwp354.
• Valerie Grossman & Enrique Martínez García & Mark A. Wynne & Ren Zhang, 2019, "Ties That Bind: Estimating the Natural Rate of Interest for Small Open Economies," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 359, Mar, revised 05 Mar 2021, DOI: 10.24149/gwp359r1.
• Lutz Kilian & Xiaoqing Zhou, 2019, "Oil Prices, Exchange Rates and Interest Rates," Working Papers, Federal Reserve Bank of Dallas, number 1914, Nov, DOI: 10.24149/wp1914.
• Òscar Jordà & Alan M. Taylor, 2019, "Riders on the Storm," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
• Jens H. E. Christensen & Eric Fischer & Patrick Shultz, 2019, "Bond Flows and Liquidity: Do Foreigners Matter?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-08, Dec, DOI: 10.24148/wp2019-08.
• Michael D. Bauer & Aeimit K. Lakdawala & Philippe Mueller, 2021, "Market-Based Monetary Policy Uncertainty," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-12, Feb, DOI: 10.24148/wp2019-12.
• Jens H. E. Christensen & Mark M. Spiegel, 2019, "Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-15, Oct, DOI: 10.24148/wp2019-15.
• Reuven Glick, 2019, "R* and the Global Economy," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-18, Aug, DOI: 10.24148/wp2019-18.
• Òscar Jordà & Alan M. Taylor, 2019, "Riders on the Storm," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-20, Sep, DOI: 10.24148/wp2019-20.
• Jens H. E. Christensen & Nikola Mirkov, 2021, "The Safety Premium of Safe Assets," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-28, Feb, DOI: 10.24148/wp2019-28.
• Gianni Amisano & Oreste Tristani, 2019, "Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-024, Apr, DOI: 10.17016/FEDS.2019.024.
• Yang-Ho Park, 2019, "Information in Yield Spread Trades," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-025, Apr, DOI: 10.17016/FEDS.2019.025.
• Martin M. Andreasen & Kasper Joergensen & Andrew C. Meldrum, 2019, "Bond Risk Premiums at the Zero Lower Bound," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-040, May, DOI: 10.17016/FEDS.2019.040.
• Kenechukwu E. Anadu & James Bohn & Lina Lu & Matthew Pritsker & Andrei Zlate, 2019, "Reach for Yield by U.S. Public Pension Funds," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-048, Jun, DOI: 10.17016/FEDS.2019.049.
• Daniel A. Dias & Joao B. Duarte, 2019, "Monetary Policy, Housing Rents and Inflation Dynamics," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1248, May, DOI: 10.17016/IFDP.2019.1248.
• Andrew Lee Smith, 2019, "Do Changes in Reserve Balances Still Influence the Federal Funds Rate?," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 5-34, DOI: 10.18651/ER/1q19Smith.
• Andrew Lee Smith, 2019, "How Many Reserves Does the Federal Reserve Need to Supply?," Macro Bulletin, Federal Reserve Bank of Kansas City, pages 1-3, March.
• Samuel Hanson & David O. Lucca & Jonathan H. Wright, 2019, "The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies," Liberty Street Economics, Federal Reserve Bank of New York, number 20190304, Mar.
• Satyajit Chatterjee & Burcu Eyigungor, 2019, "The Firm Size and Leverage Relationship and Its Implications for Entry and Concentration in a Low Interest Rate World," Working Papers, Federal Reserve Bank of Philadelphia, number 19-18, Mar, DOI: 10.21799/frbp.wp.2019.18.
• Bozhechkova Alexandra & Trunin Pavel & Tsukhlo Sergey & Deryugin Alexander & Zubarevich Natalia, 2019, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 10, pages 1-18, June.
• Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Kiyutsevskaya Anna & Khudko Elizaveta & Mikhailova Tatiana & Gadiy Ludmila & Sherbustanova Maria, 2019, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 5, pages 1-24, April.
• Bozhechkova Alexandra & Trunin Pavel & Tsukhlo Sergey & Deryugin Alexander & Zubarevich Natalia, 2019, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 10, pages 1-18, June.
• Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Kiyutsevskaya Anna & Khudko Elizaveta & Mikhailova Tatiana & Gadiy Ludmila & Sherbustanova Maria, 2019, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 5, pages 1-24, April.
• Bozhechkova Alexandra & Kiyutsevskaya Anna & Trunin Pavel & Knobel Alexander, 2019, "Russia’s Monetary Policy in 2018," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2019-960, revised 2019.
• Miguel Sarmiento, 2019, "The Impact of Exogenous Liquidity Shocks on Banks Funding Costs: Microevidence from the Unsecured Interbank Market," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 01-2019, Jan.
• Christophe Boucher & Sessi Tokpavi, 2019, "Stocks and Bonds: Flight-to-Safety for Ever?," Post-Print, HAL, number hal-02067096.
• Alicia Garcia-Herrero & Eric Girardin & Arnoldo Lopez-Marmolejo, 2019, "Mexico’s Monetary Policy Communication and Money Markets," Post-Print, HAL, number hal-02402656, Feb, DOI: 10.5539/ijef.v11n2p81.
• Michael Brei & Ramon Moreno, 2019, "Reserve requirements and capital flows in Latin America," Post-Print, HAL, number hal-02504212, Dec, DOI: 10.1016/j.jimonfin.2019.102079.
• Jean-Bernard Chatelain & Kirsten Ralf, 2019, "Ramsey Optimal Policy in the New-Keynesian Model with Public Debt," PSE Working Papers, HAL, number halshs-02278781, Sep.
• Paul Hubert & Fabien Labondance, 2019, "Central bank tone and the dispersion of views within monetary policy committees," Sciences Po Economics Publications (main), HAL, number hal-03403256, Nov.
• Paul Hubert & Fabien Labondance, 2019, "Central bank tone and the dispersion of views within monetary policy committees," Working Papers, HAL, number hal-03403256, Nov.
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• Adam Brzezinski & Yao Chen & Nuno Palma & Felix Ward, 2019, "The vagaries of the sea: evidence on the real effects of money from maritime disasters in the Spanish Empire," Working Papers, European Historical Economics Society (EHES), number 0170, Nov.
• Andersson, Fredrik N. G. & Jonung, Lars, 2019, "The Tyranny of the Tenths. The Rise and Gradual Fall of Forward Guidance in Sweden 2007-2018," Working Papers, Lund University, Department of Economics, number 2019:14, Oct.
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• Kumamoto, Masao & 熊本, 方雄 & Zhuo, Juanjuan, 2019, "Integration and Market Discipline of ASEAN Government Bond Markets," Working Paper Series, Hitotsubashi University Center for Financial Research, number king Paper Series ; No.G-, Oct.
• Nashr Akbar & Abdul Wahid al Faizin, 2019, "Proving Al-Maqrizi’S Concept Of The Determinants Of Inflation: Cross Border Analysis," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 5, issue 4, pages 873-890, November, DOI: https://doi.org/10.21098/jimf.v5i4..
• Peter Golit & Afees Salisu & Akinwunmi Akintola & Faustina Nsonwu & Itoro Umoren, 2019, "Exchange Rate and Interest Rate Differential in G7 Economies," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 22, issue 3, pages 263-286, October, DOI: https://doi.org/10.21098/bemp.v22i3.
• Kesavarajah Mayandy, 2019, "Monetary Policy Rules and Macroeconomic Stability: Evidence from Sri Lanka," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 22, issue 4, pages 485-506, December, DOI: https://doi.org/10.21098/bemp.v22i4.
• Dorina Clichici, 2019, "The Preparation Process For Joining The Euro Area: The Case Of Bulgaria," Euroinfo, Institute for World Economy, Romanian Academy, volume 3, issue 1, pages 23-33, January.
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• Kuk Mo Jung, 2019, "Optimal Negative Interest Rate under Uncertainty," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 3, pages 1-25, September.
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• Mr. Gaston Gelos & Mr. Tommaso Mancini-Griffoli & Mr. Machiko Narita & Federico Grinberg & Umang Rawat & Shujaat Khan, 2019, "Has Higher Household Indebtedness Weakened Monetary Policy Transmission?," IMF Working Papers, International Monetary Fund, number 2019/011, Jan.
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• Alejandro Rodríguez Arana, 2019, "Limited Information and the Relation Between the Variance of Inflation and the Variance of Output in a New Keynesian," 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 14, issue PNEA, pages 541-557, Agosto 20.
• Mikkel Barslund & Lars Ludolph, 2019, "Could the decrease in Belgian government debt-servicing costs offset increased age-related expenditure?," Public Sector Economics, Institute of Public Finance, volume 43, issue 3, pages 225-246, DOI: 10.3326/pse.43.3.1.
• Giuseppe Vitaletti, 2019, "Sraffa, saggio di interesse, sistema fiscale," Working papers, Società Italiana di Economia Pubblica, number 80, Sep.
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• Philemon Kwame Opoku, 2019, "The Short-Run and Long-Run Determinants of Household Saving:Evidence from OECD countries," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/0110, Dec.
• Ümit BULUT, 2019, "The Monetary Policy Reaction Function in Turkey: Evidence from Fourier-Based Time Series Methods," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 69, issue 2, pages 159-173, December, DOI: 10.26650/ISTJECON2019-0024.
• Hintermaier, Thomas & Koeniger, Winfried, 2019, "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," IZA Discussion Papers, IZA Network @ LISER, number 12743, Nov.
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• Olivier Habimana, 2019, "Wavelet Multiresolution Analysis of the Liquidity Effect and Monetary Neutrality," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 1, pages 85-110, January, DOI: 10.1007/s10614-017-9725-1.
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• Young Joon Lee & Soohyon Kim & Ki Young Park, 2019, "Deciphering Monetary Policy Board Minutes with Text Mining: The Case of South Korea," Korean Economic Review, Korean Economic Association, volume 35, pages 471-511.
• Diana N-Peline Kombui & Richard Angelous Kotey, 2019, "Foreign Direct Investment in an Emerging Economy: Exploring the Determinants and Causal Linkages," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue 1, pages 51-62, March.
• Selva Demiralp & Jens Eisenschmidt & Thomas Vlassopoulos, 2021, "Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1910, May.
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• Chiaki Hara, 2019, "Heterogeneous Impatience of Individual Consumers and Decreasing Impatience of the Representative Consumer," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1009, May.
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• Tanweer Akram & Huiqing Li, 2019, "The Impact of the Bank of Japan's Monetary Policy on Japanese Government Bonds' Low Nominal Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_938, Oct.
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• Fitri Ami Handayani & Febrio Nathan Kacaribu, 2019, "Asymmetric Transmission of the Monetary Policy: Empirical Evidence from the Consumer Credit Rates in Indonesia," LPEM FEBUI Working Papers, LPEM, Faculty of Economics and Business, University of Indonesia, number 201938, revised 2019.
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• Adam Brzezinski & Yao Chen & Nuno Palma & Felix Ward, 2019, "The Vagaries of the Sea: Evidence on the Real Effects of Money from Maritime Disasters in the Spanish Empire," Economics Discussion Paper Series, Economics, The University of Manchester, number 1906, Apr, revised May 2022.
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• Seojin Lee & Young Min Kim, 2019, "Inflation Expectations and Risk Premiums: Implications for Korean Exchange Rates," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 9, pages 2072-2085, July, DOI: 10.1080/1540496X.2018.1518217.
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• Marcin Dec, 2019, "Markovian and multi-curve friendly parametrisation of a HJM model used in valuation adjustment of interest rate derivatives," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 2, pages 107-148.
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