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

2018

• Akihisa Kato & Wataru Miyamoto & Thuy Lan Nguyen & Dmitriy Sergeyev, 2018, "The Effects of Tax Changes at the Zero Lower Bound: Evidence from Japan," AEA Papers and Proceedings, American Economic Association, volume 108, pages 513-518, May.
• Francesco D'Acunto & Daniel Hoang & Michael Weber, 2018, "Unconventional Fiscal Policy," AEA Papers and Proceedings, American Economic Association, volume 108, pages 519-523, May.
• Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2018, "Foreign Safe Asset Demand for US Treasurys and the Dollar," AEA Papers and Proceedings, American Economic Association, volume 108, pages 537-541, May.
• Stephen Morris & Hyun Song Shin, 2018, "Central Bank Forward Guidance and the Signal Value of Market Prices," AEA Papers and Proceedings, American Economic Association, volume 108, pages 572-577, May.
• Andrew Haldane & Michael McMahon, 2018, "Central Bank Communications and the General Public," AEA Papers and Proceedings, American Economic Association, volume 108, pages 578-583, May.
• Neil Wallace, 2018, "The Case for Imposing Cashlessness: A Review Article," Journal of Economic Literature, American Economic Association, volume 56, issue 4, pages 1587-1591, December.
• Robert E. Hall & Thomas J. Sargent, 2018, "Short-Run and Long-Run Effects of Milton Friedman's Presidential Address," Journal of Economic Perspectives, American Economic Association, volume 32, issue 1, pages 121-134, Winter.
• Emi Nakamura & Jón Steinsson, 2018, "Identification in Macroeconomics," Journal of Economic Perspectives, American Economic Association, volume 32, issue 3, pages 59-86, Summer.
• Giovanni Dell'Ariccia & Pau Rabanal & Damiano Sandri, 2018, "Unconventional Monetary Policies in the Euro Area, Japan, and the United Kingdom," Journal of Economic Perspectives, American Economic Association, volume 32, issue 4, pages 147-172, Fall.
• Jacinta C. Nwachukwu & Aqsa Aziz & Uchenna Tony-Okeke & Simplice A. Asongu, 2018, "The determinants of interest rates in microfinance: age, scale and organisational charter," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/005, Jan.
• Jacinta C. Nwachukwu & Aqsa Aziz & Uchenna Tony-Okeke & Simplice A. Asongu, 2018, "The determinants of interest rates in microfinance: age, scale and organisational charter," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/006, Jan.
• Hüseyin Uslu, 2018, "Türkiye’de Döviz Kuru ve Faiz Oranının Dış Ticaret Üzerine Etkileri: Yapısal Kırılmalı Bir Analiz," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 3, issue 3, pages 311-334, DOI: 10.30784/epfad.453358.
• Otilia-Roxana OPREA & Ovidiu STOICA, 2018, "Measuring European Financial Integration. Indicators and Perspectives," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 20, pages 62-73, November.
• Nurhastuty Wardhani, 2018, "Market Discipline and Banking Crises in Russia: A Reverse Engineered Pitch," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 17, issue 3, pages 500-508, September.
• Bamanga Umar & Sabri Nayan, 2018, "Poverty Reduction and Stock Market Development:Evidence from Africa," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), volume 6, issue 3, pages :338-356, September.
• Anam Javaid & Atif Akbar & Shahbaz Nawaz, 2018, "A Review on Human Development Index," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), volume 6, issue 3, pages :357-369, September.
• Bystrov Victor, 2018, "Measuring the Natural Rates of Interest in Germany and Italy," Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology, number 7/2018, Oct.
• Mauro Rodrigues, 2018, "Previdência E Taxa De Juros No Brasil," Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 49.
• Кулшанова А.Б. // Kulshanova A.B. & Гильмудинова Р.Э. // Gilmudinova R.E., 2018, "Депозитный рынок в Республике Казахстан: динамика и основные тенденции // Deposit market in the Republic of Kazakhstan: dynamics and main trends," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3-4, pages 37-42.
• Tim Xiao, 2018, "A New Model for Pricing Collateralized Financial Derivatives," Papers, arXiv.org, number 1805.11981, May.
• Silvia Napolitano, 2018, "Public-private partnerships for the European External Investment Plan in Africa: insights from the experience of the French cooperation in the West African energy sector," Research Papers, Fondazione CSF, number 465, Jun.
• Vincenzo D’Apice & Giovanni W. Puopolo, 2018, "Declining interest rates: a long-term trend," BANCARIA, Bancaria Editrice, volume 12, pages 50-53, December.
• Vincenzo D’Apice & Francesco Masala & Pierluigi Morelli, 2018, "Ecb interest rates: a predictive model," BANCARIA, Bancaria Editrice, volume 3, pages 42-46, March.
• Peng Zhang, 2018, "Exchange Rate and Asset Market: the Trilemma for China's Monetary Policy," Review of Economics & Finance, Better Advances Press, Canada, volume 14, pages 1-16, November.
• Paul Wohlfarth, 2018, "Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1803, Mar.
• Noelia Camara & Enestor Dos Santos & Francisco Grippa & Javier Sebastian & Fernando Soto & Cristina Varela, 2018, "Monedas digitales emitidas por bancos centrales: una valoracion de su adopcion en LatAm," Working Papers, BBVA Bank, Economic Research Department, number 18/05, Apr.
• Jose Emilio Bosca & Rafael Domenech & Javier Ferri & Rodolfo Mendez-Marcano & Juan F. Rubio-Ramirez, 2018, "Perturbaciones financieras y fiscales en la crisis y recuperación de la economía española
  [Financial and Fiscal Shocks in the Great Recession and Recovery of the Spanish Economy]," Working Papers, BBVA Bank, Economic Research Department, number 18/08, Jun.
• Noelia Camara & Enestor Dos Santos & Francisco Grippa & Javier Sebastian & Fernando Soto & Cristina Varela, 2018, "Central bank digital currencies: An assessment of their adoption in Latin America," Working Papers, BBVA Bank, Economic Research Department, number 18/13, Oct.
• Russell Barnett & Konrad Zmitrowicz, 2018, "Assessing the Impact of Demand Shocks on the US Term Premium," Discussion Papers, Bank of Canada, number 18-7, DOI: 10.34989/sdp-2018-7.
• José Dorich & Nicholas Labelle & Vadym Lepetyuk & Rhys R. Mendes, 2018, "Could a Higher Inflation Target Enhance Macroeconomic Stability?," Staff Working Papers, Bank of Canada, number 18-17, DOI: 10.34989/swp-2018-17.
• Edouard Djeutem & Geoffrey R. Dunbar, 2018, "Uncovered Return Parity: Equity Returns and Currency Returns," Staff Working Papers, Bank of Canada, number 18-22, DOI: 10.34989/swp-2018-22.
• Tatjana Dahlhaus & Luca Gambetti, 2018, "Noisy Monetary Policy," Staff Working Papers, Bank of Canada, number 18-23, DOI: 10.34989/swp-2018-23.
• Guihai Zhao, 2018, "Ambiguity, Nominal Bond Yields and Real Bond Yields," Staff Working Papers, Bank of Canada, number 18-24, DOI: 10.34989/swp-2018-24.
• Narayan Bulusu & Pierre Guérin, 2018, "What Drives Interbank Loans? Evidence from Canada," Staff Working Papers, Bank of Canada, number 18-5, DOI: 10.34989/swp-2018-5.
• Tatjana Dahlhaus & Tatevik Sekhposyan, 2018, "Monetary Policy Uncertainty: A Tale of Two Tails," Staff Working Papers, Bank of Canada, number 18-50, DOI: 10.34989/swp-2018-50.
• Xin Scott Chen & José Dorich, 2018, "The Neutral Rate in Canada: 2018 Estimates," Staff Analytical Notes, Bank of Canada, number 2018-22, DOI: 10.34989/san-2018-22.
• Tony Chernis & Corinne Luu, 2018, "Disaggregating Household Sensitivity to Monetary Policy by Expenditure Category," Staff Analytical Notes, Bank of Canada, number 2018-32, DOI: 10.34989/san-2018-32.
• Bruno Feunou & James Kyeong & Raisa Leiderman, 2018, "Markets Look Beyond the Headline," Staff Analytical Notes, Bank of Canada, number 2018-37, DOI: 10.34989/san-2018-37.
• Bruno Feunou & Rodrigo Sekkel & Morvan Nongni Donfack, 2018, "Does US or Canadian Macro News Drive Canadian Bond Yields?," Staff Analytical Notes, Bank of Canada, number 2018-38, DOI: 10.34989/san-2018-38.
• Angelo Marsiglia Fasolo, 2018, "Monetary Policy Volatility Shocks in Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 480, Aug.
• Ricardo Sabbadini, 2018, "Overcoming the Original Sin: gains from local currency external debt," Working Papers Series, Central Bank of Brazil, Research Department, number 484, Sep.
• Patrick Fève & Alban Moura & Olivier Pierrard, 2018, "Predetermined interest rates in an analytical RBC model," BCL working papers, Central Bank of Luxembourg, number 123, Sep.
• Alberto Fuertes & Ricardo Gimeno & José Manuel Marqués, 2018, "Extraction of inflation expectations from financial instruments in Latin America," Working Papers, Banco de España, number 1819, Jul.
• Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018, "The rise and fall of the natural interest rate," Working Papers, Banco de España, number 1822, Jul.
• Silvia Magri, 2018, "Are lenders using risk-based pricing in the consumer loan market? The effects of the 2008 crisis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1164, Jan.
• Michele Manna & Stefano Nobili, 2018, "Banks' holdings of and trading in government bonds," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1166, Mar.
• Lorenzo Burlon & Alessandro Notarpietro & Massimiliano Pisani, 2018, "Macroeconomic effects of an open-ended Asset Purchase Programme," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1185, Jul.
• Marcello Pericoli & Marco Taboga, 2018, "Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1189, Sep.
• Flavia Corneli, 2018, "Sovereign debt maturity structure and its costs," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1196, Nov.
• Marcello Pericoli, 2018, "Macroeconomics determinants of the correlation between stocks and bonds," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1198, Nov.
• Carrillo Julio A. & Elizondo Rocío & Rodríguez-Pérez Cid Alonso & Roldán-Peña Jessica, 2018, "What Determines the Neutral Rate of Interest in an Emerging Economy?," Working Papers, Banco de México, number 2018-22, Nov.
• Javier G. Gómez-Pineda, 2018, "A well-timed raise in inflation targets," Borradores de Economia, Banco de la Republica de Colombia, number 1042, Apr, DOI: 10.32468/be.1042.
• Zorica Mladenović & Jelena Rašković, 2018, "Econometric Testing Of Uncovered Interest Rate Parity In Serbia," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 63, issue 216, pages 35-62, January –.
• Christian Pfister & Natacha Valla, 2018, "New Normal or New Orthodoxy ? Elements of a Central Banking Framework for the After-Crisis," Working papers, Banque de France, number 680.
• Silvia Gabrieli & Claire Labonne, 2018, "Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015," Working papers, Banque de France, number 687.
• Stéphane Lhuissier & Urszula Szczerbowicz, 2018, "Monetary Policy and Corporate Debt Structure," Working papers, Banque de France, number 697.
• Guillaume HORNY & David SABES & Jean-Guillaume SAHUC, 2018, "La décomposition des taux d’intérêt de long terme : un apport pour la conduite de la politique monétaire," Bulletin de la Banque de France, Banque de France, issue 215, pages 71-82.
• Guillaume Horny & David Sabes & Jean-Guillaume Sahuc, 2018, "The decomposition of long-term interest rates and its contribution to monetary policy conduct," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 49, pages 41-50, Spring.
• Jordi Galí, 2018, "Uncovered Interest Parity, Forward Guidance and the Exchange Rate," Working Papers, Barcelona School of Economics, number 1021, Feb.
• Ander Pérez Orive & Andrea Caggese, 2019, "Capital Misallocation and Secular Stagnation," Working Papers, Barcelona School of Economics, number 1056, Feb.
• Eric T. Swanson, 2018, "The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 49, issue 2 (Fall), pages 555-572.
• Ryan Niladri Banerjee & Boris Hofmann, 2018, "The rise of zombie firms: causes and consequences," BIS Quarterly Review, Bank for International Settlements, September.
• Emanuel Kohlscheen & Andrés Murcia Pabón & Juan Contreras, 2018, "Determinants of bank profitability in emerging markets," BIS Working Papers, Bank for International Settlements, number 686, Jan.
• Andrew Filardo & Jouchi Nakajima, 2018, "Effectiveness of unconventional monetary policies in a low interest rate environment," BIS Working Papers, Bank for International Settlements, number 691, Jan.
• Stephen Morris & Hyun Song Shin, 2018, "Central bank forward guidance and the signal value of market prices," BIS Working Papers, Bank for International Settlements, number 692, Jan.
• Dora Xia & Jing Cynthia Wu, 2018, "The negative interest rate policy and the yield curve," BIS Working Papers, Bank for International Settlements, number 703, Feb.
• Benjamin K Johannsen & Elmar Mertens, 2018, "A time series model of interest rates with the effective lower bound," BIS Working Papers, Bank for International Settlements, number 715, Apr.
• Elias Albagli & Luis Ceballos & Sebastián Claro & Damian Romero, 2018, "Channels of US monetary policy spillovers to international bond markets," BIS Working Papers, Bank for International Settlements, number 719, May.
• José Dorich & Nicholas Labelle St-Pierre & Vadym Lepetyuk & Rhys Mendes, 2018, "Could a higher inflation target enhance macroeconomic stability?," BIS Working Papers, Bank for International Settlements, number 720, May.
• Emanuel Kohlscheen & Aaron Mehrotra & Dubravko Mihaljek, 2018, "Residential investment and economic activity: evidence from the past five decades," BIS Working Papers, Bank for International Settlements, number 726, Jun.
• Monika Piazzesi & Martin Schneider, 2018, "Payments, credit and asset prices," BIS Working Papers, Bank for International Settlements, number 734, Jul.
• Michael Brei & Ramon Moreno, 2018, "Reserve requirements and capital flows in Latin America," BIS Working Papers, Bank for International Settlements, number 741, Aug.
• Gunda-Alexandra Detmers & Özer Karagedikli & Richhild Moessner, 2018, "Quantitative or qualitative forward guidance: Does it matter?," BIS Working Papers, Bank for International Settlements, number 742, Aug.
• Fernando Avalos & Emmanuel C Mamatzakis, 2018, "Euro area unconventional monetary policy and bank resilience," BIS Working Papers, Bank for International Settlements, number 754, Nov.
• Anna Cieslak & Andreas Schrimpf, 2018, "Non-monetary news in central bank communication," BIS Working Papers, Bank for International Settlements, number 761, Dec.
• Clemens Grafe & Sara Grut & Lorenzo Rigon, 2018, "Neutral Interest Rates in CEEMEA - Moving in Tandem with Global Factors," Russian Journal of Money and Finance, Bank of Russia, volume 77, issue 1, pages 6-25, March, DOI: 10.31477/rjmf.201801.06.
• Yulia Ushakova & Anna Kruglova, 2018, "Competition in Russia's Banking Sector Prior to and After Supervision Policy Enhancement: Conclusions Based on Interest Rate Dispersion and Spread," Russian Journal of Money and Finance, Bank of Russia, volume 77, issue 2, pages 22-50, June, DOI: 10.31477/rjmf.201802.22.
• John Thornton & Chrysovalantis Vasilakis, 2018, "Fiscal Rules And Government Borrowing Costs: International Evidence," Economic Inquiry, Western Economic Association International, volume 56, issue 1, pages 446-459, January, DOI: 10.1111/ecin.12484.
• Juan M. Sánchez, 2018, "The Information Technology Revolution And The Unsecured Credit Market," Economic Inquiry, Western Economic Association International, volume 56, issue 2, pages 914-930, April, DOI: 10.1111/ecin.12519.
• G.C. Lim & Sarantis Tsiaplias, 2018, "Interest Rates, Local Housing Markets and House Price Over†reactions," The Economic Record, The Economic Society of Australia, volume 94, issue S1, pages 33-48, June, DOI: 10.1111/1475-4932.12402.
• Jacinta C. Nwachukwu & Aqsa Aziz & Uchenna Tony‐Okeke & Simplice A. Asongu, 2018, "The determinants of interest rates in microfinance: Age, scale and organizational charter," Review of Development Economics, Wiley Blackwell, volume 22, issue 3, pages 135-159, August, DOI: 10.1111/rode.12402.
• William B. Peterman & Erick Sager, 2018, "Optimal Public Debt with Life Cycle Motives," Economic Working Papers, Bureau of Labor Statistics, number 507.
• Philip Molyneux & Alessio Reghezza & Ru Xie, 2018, "Bank Profits and Margins in a World of Negative Rates," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 18001, Jan.
• Q. Farooq Akram & Mats B. Fevolden & Lyndsie H. Smith, 2018, "Identification of interbank loans and interest rates from interbank payments – A reliability assessment," Working Paper, Norges Bank, number 2018/8, Jun.
• Saskia Ter Ellen & Edvard Jansen & Nina Larsson Midthjell, 2018, "ECB spillovers and domestic monetary policy effectiveness in small open economies," Working Paper, Norges Bank, number 2018/9, Sep.
• Michael T. Belongia & Peter N. Ireland, 2018, "Monetary Policy Lessons from the Greenbook," Boston College Working Papers in Economics, Boston College Department of Economics, number 955, Jul.
• Simon Lloyd, 2018, "Overnight index swap market-based measures of monetary policy expectations," Bank of England working papers, Bank of England, number 709, Mar.
• Lena Boneva & Calebe de Roure & Ben Morley, 2018, "The impact of the Bank of England’s Corporate Bond Purchase Scheme on yield spreads," Bank of England working papers, Bank of England, number 719, Mar.
• Christoph Basten & Benjamin Guin & Catherine Koch, 2018, "How do banks and households manage interest rate risk? Evidence from mortgage applications and banks’ responses," Bank of England working papers, Bank of England, number 733, Jun.
• Simon Lloyd, 2018, "Estimating nominal interest rate expectations: overnight indexed swaps and the term structure," Bank of England working papers, Bank of England, number 763, Nov.
• Dimitris Malliaropulos & Petros Migiakis, 2018, "Quantitative easing and sovereign bond yields: a global perspective," Working Papers, Bank of Greece, number 253, Nov.
• Nao Sudo & Yosuke Okazaki & Yasutaka Takizuka, 2018, "Determinants of the Natural Rate of Interest in Japan \ Approaches based on a DSGE model and OG model \," Bank of Japan Research Laboratory Series, Bank of Japan, number 18-E-1, Jun.
• Yosuke Okazaki & Nao Sudo, 2018, "Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-6, Mar.
• Nao Sudo & Masaki Tanaka, 2018, "Do Market Segmentation and Preferred Habitat Theories Hold in Japan? : Quantifying Stock and Flow Effects of Bond Purchases," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-16, Oct.
• In Do Hwang, 2018, "Central Bank Reputation and Inflation-Unemployment Performance: Empirical Evidence from an Executive Survey of 62 Countries," Working Papers, Economic Research Institute, Bank of Korea, number 2018-14, May.
• Sung Ho Park, 2018, "Fixed-Rate Loans and the Effectiveness of Monetary Policy," Working Papers, Economic Research Institute, Bank of Korea, number 2018-20, Jul.
• Husnu C. Dalgic, 2018, "Financial Dollarization in Emerging Markets: An Insurance Arrangement," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2018_051, Nov.
• Hoelle Matthew, 2018, "Optimal Term Structure in a Monetary Economy with Incomplete Markets," The B.E. Journal of Theoretical Economics, De Gruyter, volume 18, issue 1, pages 1-26, January, DOI: 10.1515/bejte-2016-0158.
• Mietzner Mark & Göbell Moritz & Schiereck Dirk, 2018, "Renditeeffekte beim Ankauf von Unternehmensanleihen in Deutschland: Ein Kommentar zum Corporate Sector Purchase Programme (CSPP) der EZB," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 19, issue 4, pages 331-344, December, DOI: 10.1515/pwp-2017-0032.
• Kotz Hans-Helmut & Semmler Willi & Tahri Ibrahim, 2018, "Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 5, pages 1-19, December, DOI: 10.1515/snde-2017-0097.
• Maria Demertzis & Itai Agur, 2018, "Will macroprudential policy counteract monetary policy’s effects on financial stability?," Bruegel Working Papers, Bruegel, number 23907, Jan.
• Lustenberger, Thomas & Rossi, Enzo, 2018, "The Social Value of Information: A Test of a Beauty and Non-Beauty Contest," Working papers, Faculty of Business and Economics - University of Basel, number 2018/05.
• Altermatt, Lukas, 2018, "Savings, asset scarcity, and monetary policy," Working papers, Faculty of Business and Economics - University of Basel, number 2018/13.
• Adama Diaw & Abdoul Khadry Sall, 2018, "Ciblage d’inflation : quelle règle pour la Banque centrale des États de l’Afrique de l’Ouest (BCEAO) ?," Revue d’économie du développement, De Boeck Université, volume 26, issue 2, pages 5-49.
• Pierre Gruson, 2018, "La soutenabilité de la dette publique française 2017-2027 et la hausse des taux d'intérêt," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 299-318.
• De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2018, "Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment," Research Technical Papers, Central Bank of Ireland, number 3/RT/18, Feb.
• Tayfur Bayat & Selim Kayhan & İzzet Taşar, 2018, "Re-Visiting Fisher Effect for Fragile Five Economies," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 7, issue 2, pages 203-218.
• Anita Angelovska – Bezhoska & Ana Mitreska & Sultanija Bojcheva – Terzijan, 2018, "The Impact of the ECB’s Quantitative Easing Policy on Capital Flows in the Cesee Region," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 7, issue 2, pages 25-48.
• Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2018, "Asset Safety versus Asset Liquidity," Working Papers, University of California, Davis, Department of Economics, number 326, Nov.
• Chin, Michael & Graeve, Ferre De & Filippeli, Thomai & Theodoridis, Konstantinos, 2018, "Understanding International Long-Term Interest Rate Comovement," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/19, Jul.
• Pippenger, John, 2018, "Forward Bias, Uncovered Interest Parity And Related Puzzles," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt1778z416, Mar.
• Phillipe Aghion & Emmanuel Farhi & Enisse Kharroubi, 2018, "Monetary policy, product market competition and growth," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1590, Dec.
• Christoph Basten & Mike Mariathasan, 2018, "How Banks Respond to Negative Interest Rates: Evidence from the Swiss Exemption Threshold," CESifo Working Paper Series, CESifo, number 6901.
• Thomas Hintermaier & Winfried Koeniger, 2018, "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," CESifo Working Paper Series, CESifo, number 7088.
• Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright, 2018, "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," CESifo Working Paper Series, CESifo, number 7229.
• Gunda-Alexandra Detmers & Özer Karagedikli & Richhild Moessner, 2018, "Quantitative or Qualitative Forward Guidance: Does it Matter?," CESifo Working Paper Series, CESifo, number 7314.
• Florian Urbschat, 2018, "The Good, the Bad, and the Ugly: Impact of Negative Interest Rates and QE on the Profitability and Risk-Taking of 1600 German Banks," CESifo Working Paper Series, CESifo, number 7358.
• Max Gillman, 2018, "The Welfare Cost of Inlation with Banking Time," CEU Working Papers, Department of Economics, Central European University, number 2018_6, Nov.
• Tsutomu Watanabe & Tomoyoshi Yabu, 2018, "The Demand for Money at the Zero Interest Rate Bound," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-444, Sep.
• Martin Ellison & Andreas Tischbirek, 2018, "Beauty Contests and the Term Structure," Discussion Papers, Centre for Macroeconomics (CFM), number 1807, Mar.
• Andrea Berardi & Alberto Plazzi, 2018, "Inflation Risk Premia, Yield Volatility and Macro Factors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-13, Jan, revised Mar 2018.
• Jair N. Ojeda-Joya & Gloria Sarmiento, 2018, "Sovereign risk and the real exchange rate: A non-linear approach," International Economics, CEPII research center, issue 156, pages 1-14.
• Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018, "The Rise and Fall of the Natural Interest Rate," Working Papers, CEMFI, number wp2018_1805, Jul.
• Alberto Ortiz-Bolaños & Sebastián Cadavid-Sánchez & Gerardo Kattan-Rodríguez, 2018, "Targeting Long-term Rates in a Model with Financial Frictions and Regime Switching," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 6, in: Alberto Ortiz-Bolaños, "Monetary Policy and Financial Stability in Latin America and the Caribbean".
• Alberto Ortiz Bolaños (ed.), 2018, "Monetary Policy and Financial Stability in Latin America and the Caribbean," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 5en, edition 1, ISBN: ARRAY(0x72465908), December.
• Alberto Ortiz Bolaños (ed.), 2018, "Política Monetaria y Estabilidad Financiera en América Latina y el Caribe," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 5es, edition 1, ISBN: ARRAY(0x73d09898), December.
• Vaclav Broz & Michal Hlavacek, 2018, "What Drives the Distributional Dynamics of Client Interest Rates on Consumer Loans in the Czech Republic? A Bank-level Analysis," Working Papers, Czech National Bank, Research and Statistics Department, number 2018/6, Jun.
• Tibor Hledik & Jan Vlcek, 2018, "Quantifying the Natural Rate of Interest in a Small Open Economy - The Czech Case," Working Papers, Czech National Bank, Research and Statistics Department, number 2018/7, Jul.
• Dominika Kolcunova & Tomas Havranek, 2018, "Estimating the Effective Lower Bound on the Czech National Bank's Policy Rate," Working Papers, Czech National Bank, Research and Statistics Department, number 2018/9, Sep.
• Edgar Villa, Andres F. Giraldo Martha Misas & Edgar Villa & Andres F. Giraldo, 2018, "Inflation Targeting and the Taylor Principle: evidence from Colombia," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-38.
• Alfredo Trespalacios Carrasquilla & Jos� Miguel S�nchez, 2018, "Sobre la volatilidad de la curva de rendimientos del mercado colombiano de deuda pública," Revista Ecos de Economía, Universidad EAFIT, volume 22, issue 46, pages 28-59.
• Jorge Mario Uribe Gil & Isabel Espinosa Castillo, 2018, "Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 173-187.
• Machiel van Dijk & Andrei Dubovik, 2018, "Effects of Unconventional Monetary Policy on European Corporate Credit," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 372, Feb.
• Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2018, "The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies," Canadian Public Policy, University of Toronto Press, volume 44, issue 2, pages 81-99, June, DOI: 10.3138/cpp.2017-018.
• Zettelmeyer, Jeromin & Trebesch, Christoph, 2018, "ECB interventions in distressed sovereign debt markets: The case of Greek bonds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12635, Jan.
• Eijffinger, Sylvester & Malagon, Jonathan, 2018, "Financial spillovers of international monetary policy: Six hypotheses on the Latin American case, 2010-2016," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12678, Feb.
• Ellison, Martin & Tischbirek, Andreas, 2018, "Beauty Contests and the Term Structure," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12762, Feb.
• Hagedorn, Marcus, 2018, "Prices and Inflation when Government Bonds are Net Wealth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12769, Mar.
• Chernov, Mikhail & Augustin, Patrick & Song, Dongho, 2018, "Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12857, Apr.
• Schnabl, Philipp & Savov, Alexi & Drechsler, Itamar, 2018, "Banking on Deposits: Maturity Transformation without Interest Rate Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12950, May.
• Rose, Andrew & Spiegel, Mark & Lopez, Jose A., 2018, "Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13010, Jun.
• Gerlach, Stefan & Stuart, Rebecca, 2018, "The Slope of the Term Structure and Recessions: The Pre-Fed Evidence, 1857-1913," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13013, Jun.
• Pérez-Quirós, Gabriel & Fiorentini, Gabriele & Galesi, Alessandro & Sentana, Enrique, 2018, "The Rise and Fall of the Natural Interest Rate," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13042, Jul.
• Best, Michael & Cloyne, James & Ilzetzki, Ethan & Kleven, Henrik, 2018, "Estimating the Elasticity of Intertemporal Substitution Using Mortgage Notches," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13104, Aug.
• Gürkaynak, Refet & KısacıkoÄŸlu, Burçin & Wright, Jonathan, 2018, "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13153, Sep.
• Aghion, Philippe & Farhi, Emmanuel & Kharroubi, Enisse, 2018, "Monetary Policy, Product Market Competition, and Growth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13214, Oct.
• Melosi, Leonardo & Faccini, Renato, 2018, "Pigouvian Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13370, Dec.
• Mariya Gubareva, 2018, "Historical Interest Rate Sensitivity of Emerging Market Sovereign Debt: Evidence of Regime Dependent Behavior," Annals of Economics and Finance, Society for AEF, volume 19, issue 2, pages 405-442, November.
• De Pooter, Michiel & Martin, Robert F. & Pruitt, Seth, 2018, "The Liquidity Effects of Official Bond Market Intervention," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 1, pages 243-268, February.
• D’Amico, Stefania & Kim, Don H. & Wei, Min, 2018, "Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 1, pages 395-436, February.
• Girdėnas, Šarūnas, 2018, "A Note On Simple Monetary Policy Rules With Labor Market And Financial Frictions," Macroeconomic Dynamics, Cambridge University Press, volume 22, issue 5, pages 1321-1344, July.
• Ali MNA & Moheddine YOUNSI, 2018, "A monetary conditions index and its application on Tunisian economic forecasting," Journal of Economics and Political Economy, EconSciences Journals, volume 5, issue 1, pages 38-56, March.
• Nada I. Abu ALJARAYESH & Lama K. ASFOUR & Shadi Y. Al-ABDALLAH, 2018, "Interest rates volatility and its consequences on stock returns: The case study from Amman Stock Exchange, Jordan," Journal of Economics Library, EconSciences Journals, volume 5, issue 2, pages 149-160, June.
• Georges Prat & Remzi Uctum, 2018, "Term structure of interest rates: modelling the risk premium using a two horizons framework," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-25.
• Sessi Tokpavi & Christophe Boucher, 2018, "Stocks and Bonds: Flight-to-Safety for Ever?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-39.
• Eisenschmidt, Jens & Kedan, Danielle & Tietz, Robin Darius, 2018, "Measuring fragmentation in the euro area unsecured overnight interbank money market," Economic Bulletin Articles, European Central Bank, volume 5.
• Bock, Alexander & Cajnko, Miha & Daskalova, Svetla & Durka, Iwona & Gallagher, Brian & Grandia, Roel & Haberbush, Glenn & Kamps, Annette & Luskin, Alaoishe & Russo, Michelina Lo & Lozoya, Mª Carmen Ca, 2018, "The use of the Eurosystem’s monetary policy instruments and its monetary policy implementation framework Q2 2016 - Q4 2017," Occasional Paper Series, European Central Bank, number 209, Apr.
• Bletzinger, Tilman & von Thadden, Leopold, 2018, "Designing QE in a fiscally sound monetary union," Research Bulletin, European Central Bank, volume 47.
• Bletzinger, Tilman & von Thadden, Leopold, 2018, "Designing QE in a fiscally sound monetary union," Working Paper Series, European Central Bank, number 2156, Jun.
• Krustev, Georgi, 2018, "The natural rate of interest and the financial cycle," Working Paper Series, European Central Bank, number 2168, Jul.
• Hoffmann, Peter & Langfield, Sam & Pierobon, Federico & Vuillemey, Guillaume, 2018, "Who bears interest rate risk?," Working Paper Series, European Central Bank, number 2176, Sep.
• Sigaux, Jean-David, 2018, "Trading ahead of treasury auctions," Working Paper Series, European Central Bank, number 2208, Nov.
• Dewachter, Hans & Iania, Leonardo & Lemke, Wolfgang & Lyrio, Marco, 2018, "A macro-financial analysis of the corporate bond market," Working Paper Series, European Central Bank, number 2214, Dec.
• Nguyen, Thien T., 2018, "Public Debt and the Slope of the Term Structure," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-23, Nov.
• Roger Alejandro Banegas Rivero & Marco Alberto N ez Ram rez & Sacnict Valdez del R o, 2018, "Non-Conventional Monetary Policy: The Case of Bolivia," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 3, pages 59-67.
• Bamanga Umar & Sabri Nayan, 2018, "Does Regulatory Quality Matters for Stock Market Development? Evidence from Africa," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 4, pages 10-15.
• Shabnam Sazma Bano, 2018, "The Dynamic Relationship between Real Interest Rate and Investment: An Empirical Analysis for Selected Pacific Island Countries," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 131-141.
• Eric M. Bosire, 2018, "Macro-economic Factors and Foreign Direct Investment Flows into Eastern Africa Region," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 200-209.
• Shah, Imran Hussain & Hiles, Charlie & Morley, Bruce, 2018, "How do oil prices, macroeconomic factors and policies affect the market for renewable energy?," Applied Energy, Elsevier, volume 215, issue C, pages 87-97, DOI: 10.1016/j.apenergy.2018.01.084.
• Bassetto, Marco & Cui, Wei, 2018, "The fiscal theory of the price level in a world of low interest rates," Journal of Economic Dynamics and Control, Elsevier, volume 89, issue C, pages 5-22, DOI: 10.1016/j.jedc.2018.01.006.
• Kitney, Paul, 2018, "Financial factors and monetary policy: Determinacy and learnability of equilibrium," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 194-207, DOI: 10.1016/j.jedc.2018.01.044.
• Bouakez, Hafedh & Oikonomou, Rigas & Priftis, Romanos, 2018, "Optimal debt management in a liquidity trap," Journal of Economic Dynamics and Control, Elsevier, volume 93, issue C, pages 5-21, DOI: 10.1016/j.jedc.2018.01.033.
• Bennani, Hamza & Farvaque, Etienne & Stanek, Piotr, 2018, "Influence of regional cycles and personal background on FOMC members’ preferences and disagreement," Economic Modelling, Elsevier, volume 68, issue C, pages 416-424, DOI: 10.1016/j.econmod.2017.08.014.
• Kapuściński, Mariusz & Stanisławska, Ewa, 2018, "Measuring bank funding costs in the analysis of interest rate pass-through: Evidence from Poland," Economic Modelling, Elsevier, volume 70, issue C, pages 288-300, DOI: 10.1016/j.econmod.2017.11.009.
• Marinescu, Ion-Iulian & Horobet, Alexandra & Lupu, Radu, 2018, "Dichotomous stock market reaction to episodes of rules and discretion in the US monetary policy," Economic Modelling, Elsevier, volume 70, issue C, pages 56-66, DOI: 10.1016/j.econmod.2017.10.009.
• Moreno, Manuel & Novales, Alfonso & Platania, Federico, 2018, "A term structure model under cyclical fluctuations in interest rates," Economic Modelling, Elsevier, volume 72, issue C, pages 140-150, DOI: 10.1016/j.econmod.2018.01.015.
• Gebka, Bartosz & Wohar, Mark E., 2018, "The predictive power of the yield spread for future economic expansions: Evidence from a new approach," Economic Modelling, Elsevier, volume 75, issue C, pages 181-195, DOI: 10.1016/j.econmod.2018.06.018.
• Lange, Ronald Henry, 2018, "The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 80-91, DOI: 10.1016/j.najef.2017.11.003.
• Lee, Kang-Soek & Werner, Richard A., 2018, "Reconsidering Monetary Policy: An Empirical Examination of the Relationship Between Interest Rates and Nominal GDP Growth in the U.S., U.K., Germany and Japan," Ecological Economics, Elsevier, volume 146, issue C, pages 26-34, DOI: 10.1016/j.ecolecon.2017.08.013.
• Koulovatianos, Christos & Li, Jian & Weber, Fabienne, 2018, "Market fragility and the paradox of the recent stock-bond dissonance," Economics Letters, Elsevier, volume 162, issue C, pages 162-166, DOI: 10.1016/j.econlet.2017.11.022.
• Evans, Jocelyn D. & Robertson, Mari L., 2018, "The effects of the Fed’s monetary tightening campaign on nonbank mortgage lending," Economics Letters, Elsevier, volume 171, issue C, pages 164-168, DOI: 10.1016/j.econlet.2018.07.017.
• Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2018, "Predetermined interest rates in an analytical RBC model," Economics Letters, Elsevier, volume 172, issue C, pages 12-15, DOI: 10.1016/j.econlet.2018.08.011.
• Wohlfarth, Paul, 2018, "Measuring the impact of monetary policy attention on global asset volatility using search data," Economics Letters, Elsevier, volume 173, issue C, pages 15-18, DOI: 10.1016/j.econlet.2018.08.009.
• Bauer, Anja & King, Ian, 2018, "The Hartz reforms, the German Miracle, and labor reallocation," European Economic Review, Elsevier, volume 103, issue C, pages 1-17, DOI: 10.1016/j.euroecorev.2017.12.010.
• Timmer, Yannick, 2018, "Emerging market corporate bond yields and monetary policy," Emerging Markets Review, Elsevier, volume 36, issue C, pages 130-143, DOI: 10.1016/j.ememar.2018.04.001.
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