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

2019

• Adewuyi, Adeolu O. & Ogebe, Joseph O., 2019, "The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC)," Economic Modelling, Elsevier, volume 82, issue C, pages 229-249, DOI: 10.1016/j.econmod.2019.01.008.
• Lopez-Buenache, German, 2019, "The evolution of monetary policy effectiveness under macroeconomic instability," Economic Modelling, Elsevier, volume 83, issue C, pages 221-233, DOI: 10.1016/j.econmod.2019.02.012.
• Gupta, Rangan & Risse, Marian & Volkman, David A. & Wohar, Mark E., 2019, "The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 391-405, DOI: 10.1016/j.najef.2018.05.006.
• Cafiso, Gianluca, 2019, "Sovereign bond markets when auctions take place: Evidence from Italy," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 406-430, DOI: 10.1016/j.najef.2018.06.004.
• Agur, Itai & Demertzis, Maria, 2019, "Will macroprudential policy counteract monetary policy’s effects on financial stability?," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 65-75, DOI: 10.1016/j.najef.2019.01.012.
• Hanes, Christopher, 2019, "Explaining the appearance of open-mouth operations in the 1990s U.S," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 682-701, DOI: 10.1016/j.najef.2018.08.007.
• Ono, Sadayuki, 2019, "Term structure dynamics in a monetary economy with learning," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 730-745, DOI: 10.1016/j.najef.2018.08.005.
• Stona, Filipe & Caldeira, João F., 2019, "Do U.S. factors impact the Brazilian yield curve? Evidence from a dynamic factor model," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 76-89, DOI: 10.1016/j.najef.2019.01.010.
• Holmes, Mark J. & Iregui, Ana María & Otero, Jesús, 2019, "Interest rate convergence across maturities: Evidence from bank data in an emerging market economy," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 57-70, DOI: 10.1016/j.najef.2019.03.008.
• Gregori, Wildmer Daniel & Sacchi, Agnese, 2019, "Has the Grexit news affected euro area financial markets?," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 71-84, DOI: 10.1016/j.najef.2019.04.007.
• Miglietta, Arianna & Picillo, Cristina & Pietrunti, Mario, 2019, "The impact of margin policies on the Italian repo market," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100998.
• Wang, Bin, 2019, "Measuring the natural rate of interest of China: A time varying perspective," Economics Letters, Elsevier, volume 176, issue C, pages 117-120, DOI: 10.1016/j.econlet.2019.01.011.
• Tillmann, Peter & Walter, Andreas, 2019, "The effect of diverging communication: The case of the ECB and the Bundesbank," Economics Letters, Elsevier, volume 176, issue C, pages 68-74, DOI: 10.1016/j.econlet.2018.12.035.
• Liaqat, Zara, 2019, "Does government debt crowd out capital formation? A dynamic approach using panel VAR," Economics Letters, Elsevier, volume 178, issue C, pages 86-90, DOI: 10.1016/j.econlet.2019.03.002.
• Garín, Julio & Lester, Robert & Sims, Eric & Wolff, Jonathan, 2019, "Without looking closer, it may seem cheap: Low interest rates and government borrowing," Economics Letters, Elsevier, volume 180, issue C, pages 28-32, DOI: 10.1016/j.econlet.2019.02.024.
• Rohit, Abhishek Kumar & Kumar, Ankit & Dash, Pradyumna, 2019, "Impairment of monetary autonomy: Case of “trilemma” vs. “duo”," Economics Letters, Elsevier, volume 182, issue C, pages 71-77, DOI: 10.1016/j.econlet.2019.06.007.
• Hattori, Takahiro, 2019, "Do liquidity enhancement auctions improve the market liquidity in the JGB market?," Economics Letters, Elsevier, volume 183, issue C, pages 1-1, DOI: 10.1016/j.econlet.2019.07.001.
• Sá, Ana Isabel & Jorge, José, 2019, "Does the deposits channel work under a low interest rate environment?," Economics Letters, Elsevier, volume 185, issue C, DOI: 10.1016/j.econlet.2019.108736.
• De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2019, "Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 33-52, DOI: 10.1016/j.jempfin.2019.06.001.
• Wei, Honghong & Lahiri, Radhika, 2019, "The impact of commodity price shocks in the presence of a trading relationship: A GVAR analysis of the NAFTA," Energy Economics, Elsevier, volume 80, issue C, pages 553-569, DOI: 10.1016/j.eneco.2019.01.022.
• Afonso, António & Alves, José, 2019, "Short and long-term interest rate risk: The sovereign balance-sheet nexus," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.11.014.
• Lee, Seojin & Kim, Young Min, 2019, "Inflation expectation, monetary policy credibility, and exchange rates," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.006.
• Hayo, Bernd & Henseler, Kai & Rapp, Marc Steffen, 2019, "Estimating the monetary policy interest-rate-to-performance sensitivity of the European banking sector at the zero lower bound," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.019.
• Keister, Todd, 2019, "The interplay between liquidity regulation, monetary policy implementation and financial stability," Global Finance Journal, Elsevier, volume 39, issue C, pages 30-38, DOI: 10.1016/j.gfj.2018.01.013.
• Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea, 2019, "Global trends in interest rates," Journal of International Economics, Elsevier, volume 118, issue C, pages 248-262, DOI: 10.1016/j.jinteco.2019.01.010.
• Cieslak, Anna & Schrimpf, Andreas, 2019, "Non-monetary news in central bank communication," Journal of International Economics, Elsevier, volume 118, issue C, pages 293-315, DOI: 10.1016/j.jinteco.2019.01.012.
• Caporale, Guglielmo Maria & Gil-Alaña, Luis, 2019, "Testing the Fisher hypothesis in the G-7 countries using I(d) techniques," International Economics, Elsevier, volume 159, issue C, pages 140-150, DOI: 10.1016/j.inteco.2019.07.002.
• Apergis, Nicholas & Cooray, Arusha & Khraief, Naceur & Apergis, Iraklis, 2019, "Do gold prices respond to real interest rates? Evidence from the Bayesian Markov Switching VECM model," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 134-148, DOI: 10.1016/j.intfin.2018.12.014.
• Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica, 2019, "DSGE forecasts of the lost recovery," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1770-1789, DOI: 10.1016/j.ijforecast.2018.12.001.
• Bulusu, Narayan & Guérin, Pierre, 2019, "What drives interbank loans? Evidence from Canada," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 427-444, DOI: 10.1016/j.jbankfin.2019.07.016.
• Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2019, "Decomposing global yield curve co-movement," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 500-513, DOI: 10.1016/j.jbankfin.2019.07.018.
• Dufour, Alfonso & Marra, Miriam & Sangiorgi, Ivan, 2019, "Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos," Journal of Banking & Finance, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jbankfin.2019.105610.
• Molyneux, Philip & Reghezza, Alessio & Xie, Ru, 2019, "Bank margins and profits in a world of negative rates," Journal of Banking & Finance, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jbankfin.2019.105613.
• Duarte, Diogo & Saporito, Yuri F., 2019, "Endogenous asymmetric money illusion," Journal of Banking & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jbankfin.2019.105681.
• Krustev, Georgi, 2019, "The natural rate of interest and the financial cycle," Journal of Economic Behavior & Organization, Elsevier, volume 162, issue C, pages 193-210, DOI: 10.1016/j.jebo.2018.12.024.
• Zhu, Xueqin & Smulders, Sjak & de Zeeuw, Aart, 2019, "Discounting in the presence of scarce ecosystem services," Journal of Environmental Economics and Management, Elsevier, volume 98, issue C, DOI: 10.1016/j.jeem.2019.102272.
• Altermatt, Lukas, 2019, "Savings, asset scarcity, and monetary policy," Journal of Economic Theory, Elsevier, volume 182, issue C, pages 329-359, DOI: 10.1016/j.jet.2019.04.004.
• Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian, 2019, "Channels of US monetary policy spillovers to international bond markets," Journal of Financial Economics, Elsevier, volume 134, issue 2, pages 447-473, DOI: 10.1016/j.jfineco.2019.04.007.
• Shi, Zhan, 2019, "Time-varying ambiguity, credit spreads, and the levered equity premium," Journal of Financial Economics, Elsevier, volume 134, issue 3, pages 617-646, DOI: 10.1016/j.jfineco.2019.04.013.
• King, Thomas B., 2019, "Expectation and duration at the effective lower bound," Journal of Financial Economics, Elsevier, volume 134, issue 3, pages 736-760, DOI: 10.1016/j.jfineco.2019.05.009.
• Illes, Anamaria & Lombardi, Marco J. & Mizen, Paul, 2019, "The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 117-141, DOI: 10.1016/j.jimonfin.2019.01.003.
• Reyes-Heroles, Ricardo & Tenorio, Gabriel, 2019, "Regime-switching in emerging market business cycles: Interest rate volatility and sudden stops," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 81-100, DOI: 10.1016/j.jimonfin.2018.12.012.
• Beyer, Robert C.M. & Wieland, Volker, 2019, "Instability, imprecision and inconsistent use of equilibrium real interest rate estimates," Journal of International Money and Finance, Elsevier, volume 94, issue C, pages 1-14, DOI: 10.1016/j.jimonfin.2019.01.005.
• Ambler, Steve & Rumler, Fabio, 2019, "The effectiveness of unconventional monetary policy announcements in the euro area: An event and econometric study," Journal of International Money and Finance, Elsevier, volume 94, issue C, pages 48-61, DOI: 10.1016/j.jimonfin.2019.02.007.
• Boucher, Christophe & Tokpavi, Sessi, 2019, "Stocks and bonds: Flight-to-safety for ever?," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 27-43, DOI: 10.1016/j.jimonfin.2019.03.002.
• Berg, Kimberly A. & Mark, Nelson C., 2019, "Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 297-316, DOI: 10.1016/j.jimonfin.2018.03.011.
• Cao, Shuo & Huang, Huichou & Liu, Ruirui & MacDonald, Ronald, 2019, "The term structure of exchange rate predictability: Commonality, scapegoat, and disagreement," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 379-401, DOI: 10.1016/j.jimonfin.2018.03.013.
• Gondo, Rocío & Vega, Marco, 2019, "The dynamics of investment projects: Evidence from Peru," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 324-340, DOI: 10.1016/j.jimonfin.2017.07.007.
• Brei, Michael & Moreno, Ramon, 2019, "Reserve requirements and capital flows in Latin America," Journal of International Money and Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jimonfin.2019.102079.
• Neri, Stefano & Gerali, Andrea, 2019, "Natural rates across the Atlantic," Journal of Macroeconomics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jmacro.2018.04.007.
• Bishnu, Monisankar & Guo, Nick L. & Kumru, Cagri S., 2019, "Social security with differential mortality," Journal of Macroeconomics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jmacro.2018.11.005.
• Caldas Montes, Gabriel & Ferrari Ferreira, Caio, 2019, "Effect of monetary policy credibility on the fear of floating: Evidence from Brazil," Journal of Policy Modeling, Elsevier, volume 41, issue 5, pages 981-1004, DOI: 10.1016/j.jpolmod.2019.03.008.
• Burlon, Lorenzo & Notarpietro, Alessandro & Pisani, Massimiliano, 2019, "Macroeconomic effects of an open-ended asset purchase programme," Journal of Policy Modeling, Elsevier, volume 41, issue 6, pages 1144-1159, DOI: 10.1016/j.jpolmod.2019.03.005.
• Dong, Feng & Wen, Yi, 2019, "Long and Plosser meet Bewley and Lucas," Journal of Monetary Economics, Elsevier, volume 102, issue C, pages 70-92, DOI: 10.1016/j.jmoneco.2019.01.025.
• Lenel, Moritz & Piazzesi, Monika & Schneider, Martin, 2019, "The short rate disconnect in a monetary economy," Journal of Monetary Economics, Elsevier, volume 106, issue C, pages 59-77, DOI: 10.1016/j.jmoneco.2019.07.008.

2018

• Jacinta C. Nwachukwu & Aqsa Aziz & Uchenna Tony-Okeke & Simplice A. Asongu, 2018, "The determinants of interest rates in microfinance: age, scale and organisational charter," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/006, Jan.
• Greg Kaplan & Benjamin Moll & Giovanni L. Violante, 2018, "Monetary Policy According to HANK," American Economic Review, American Economic Association, volume 108, issue 3, pages 697-743, March.
• Guillaume Rocheteau & Randall Wright & Cathy Zhang, 2018, "Corporate Finance and Monetary Policy," American Economic Review, American Economic Association, volume 108, issue 4-5, pages 1147-1186, April.
• Marina Halac & Pierre Yared, 2018, "Fiscal Rules and Discretion in a World Economy," American Economic Review, American Economic Association, volume 108, issue 8, pages 2305-2334, August.
• Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2018, "International Reserves and Rollover Risk," American Economic Review, American Economic Association, volume 108, issue 9, pages 2629-2670, September.
• Matthew Rognlie & Andrei Shleifer & Alp Simsek, 2018, "Investment Hangover and the Great Recession," American Economic Journal: Macroeconomics, American Economic Association, volume 10, issue 2, pages 113-153, April.
• Wataru Miyamoto & Thuy Lan Nguyen & Dmitriy Sergeyev, 2018, "Government Spending Multipliers under the Zero Lower Bound: Evidence from Japan," American Economic Journal: Macroeconomics, American Economic Association, volume 10, issue 3, pages 247-277, July.
• Stephen D. Williamson, 2018, "Low Real Interest Rates, Collateral Misrepresentation, and Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, volume 10, issue 4, pages 202-233, October.
• Ricardo J. Caballero & Alp Simsek, 2018, "Reach for Yield and Fickle Capital Flows," AEA Papers and Proceedings, American Economic Association, volume 108, pages 493-498, May.
• 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.
• Fabio Canova & Filippo Ferroni, 2018, "Mind the gap! Stylized dynamic facts and structural models," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 13/2018, Dec.
• 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(0x9672a5c0), December.