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

2025

• John Coglianese & Maria Olsson & Christina Patterson, 2025, "Monetary Policy and the Labor Market: A Quasi-experiment in Sweden," American Economic Review, American Economic Association, volume 115, issue 10, pages 3451-3486, October, DOI: 10.1257/aer.20231167.
• Pierre-Olivier Gourinchas & Walker Ray & Dimitri Vayanos, 2025, "A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers," American Economic Review, American Economic Association, volume 115, issue 11, pages 3788-3824, November, DOI: 10.1257/aer.20220379.
• Elliot Anenberg & Tess Scharlemann & Eileen van Straelen, 2025, "Borrowing and Spending in the Money: Debt Substitution and the Cash-Out Refinance Channel of Monetary Policy," American Economic Review, American Economic Association, volume 115, issue 11, pages 3909-3940, November, DOI: 10.1257/aer.20231264.
• Atif Mian & Ludwig Straub & Amir Sufi, 2025, "A Goldilocks Theory of Fiscal Deficits," American Economic Review, American Economic Association, volume 115, issue 12, pages 4253-4291, December, DOI: 10.1257/aer.20220308.
• Matteo Benetton & Alessandro Gavazza & Paolo Surico, 2025, "Mortgage Pricing and Monetary Policy," American Economic Review, American Economic Association, volume 115, issue 3, pages 823-863, March, DOI: 10.1257/aer.20211229.
• Ye Li, 2025, "Fragile New Economy: Intangible Capital, Corporate Savings Glut, and Financial Instability," American Economic Review, American Economic Association, volume 115, issue 4, pages 1100-1141, April, DOI: 10.1257/aer.20190650.
• Niels Joachim Gormsen & Kilian Huber, 2025, "Corporate Discount Rates," American Economic Review, American Economic Association, volume 115, issue 6, pages 2001-2049, June, DOI: 10.1257/aer.20231246.
• Maxime Phillot, 2025, "US Treasury Auctions: A High-Frequency Identification of Supply Shocks," American Economic Journal: Macroeconomics, American Economic Association, volume 17, issue 1, pages 245-273, January, DOI: 10.1257/mac.20210243.
• Byoungchan Lee, 2025, "Wealth Inequality, Aggregate Consumption, and Macroeconomic Trends under Incomplete Markets," American Economic Journal: Macroeconomics, American Economic Association, volume 17, issue 1, pages 414-442, January, DOI: 10.1257/mac.20210490.
• Christopher A. Sims, 2025, "Optimal Fiscal and Monetary Policy with Distorting Taxes," American Economic Journal: Macroeconomics, American Economic Association, volume 17, issue 2, pages 1-23, April, DOI: 10.1257/mac.20220245.
• Federico Di Pace & Luciana Juvenal & Ivan Petrella, 2025, "Terms-of-Trade Shocks Are Not All Alike," American Economic Journal: Macroeconomics, American Economic Association, volume 17, issue 2, pages 24-64, April, DOI: 10.1257/mac.20220035.
• Alistair Macaulay, 2025, "Cyclical Attention to Saving," American Economic Journal: Macroeconomics, American Economic Association, volume 17, issue 4, pages 124-167, October, DOI: 10.1257/mac.20220311.
• Ester Faia & Juliana Salomao & Alexia Ventula Veghazy, 2025, "Market Segmentation and International Bond Prices: The Role of ECB Asset Purchases," American Economic Journal: Macroeconomics, American Economic Association, volume 17, issue 4, pages 391-421, October, DOI: 10.1257/mac.20220404.
• Rohan Kekre & Moritz Lenel, 2025, "The High-Frequency Effects of Dollar Swap Lines," American Economic Review: Insights, American Economic Association, volume 7, issue 1, pages 107-123, March, DOI: 10.1257/aeri.20230667.
• Anton Bobrov & Rupal Kamdar & Mauricio Ulate, 2025, "Regional Dissent: Do Local Economic Conditions Influence FOMC Votes?," American Economic Review: Insights, American Economic Association, volume 7, issue 2, pages 268-284, June, DOI: 10.1257/aeri.20240184.
• Jonas Fisher & Bart Hobijn & Alessandro T. Villa, 2025, "The Evolving Core of Usable Macroeconomics for Policymakers," AEA Papers and Proceedings, American Economic Association, volume 115, pages 163-167, May, DOI: 10.1257/pandp.20251116.
• Gauti B. Eggertsson & Sergei K. Egiev, 2025, "Liquidity Traps: A Unified Theory of the Great Depression and the Great Recession," Journal of Economic Literature, American Economic Association, volume 63, issue 4, pages 1424-1551, December, DOI: 10.1257/jel.20241306.
• Karen Dynan & Douglas Elmendorf, 2025, "Putting US Fiscal Policy on a Sustainable Path," Journal of Economic Perspectives, American Economic Association, volume 39, issue 4, pages 27-48, Fall, DOI: 10.1257/jep.20251450.
• Yili Chien & Wenxin Du & Hanno Lustig, 2025, "Japan's Debt Puzzle: Sovereign Wealth Fund from Borrowed Money," Journal of Economic Perspectives, American Economic Association, volume 39, issue 4, pages 3-26, Fall, DOI: 10.1257/jep.20251452.
• Parla Onuk, 2025, "Sovereign Risk and Implication of Monetary Policy: Evidence from Panel Data," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 4, pages 715-728, DOI: https://doi.org/10.30784/epfad.1547.
• Kenan İlarslan, 2025, "Threshold Effect of Inflation on the Relationship between Stock Market Index and Interest Rate," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 4, pages 779-795, DOI: https://doi.org/10.30784/epfad.1581.
• Ulf Nielsson & Jesper Rangvid & Farzad Saidi & Fabian Seyrich & Daniel Streitz, 2025, "Empirical Monetary-Fiscal Equivalence," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 367, Jul.
• Ayse Tuncer & Mehmet Ivrendi, 2025, "Exploring the Nexus Between Short- and Long-Run Rate of Interests in Turkey’s Bond Market," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 11, issue 1, pages 39-62, June, DOI: 10.22440/wjae.11.1.3.
• Шамар Бауыржан // Shamar Bauyrzhan, 2025, "Моделирование Премии За Срочность В Казахстане С Применением Acm Модели," Working Papers, National Bank of Kazakhstan, number #2025-4.
• Juan José Víquez-Rodríguez & Laura Campos-Quesada & Isaac Zúñiga-Arias, 2025, "Term Structure of Interest Rates in Costa Rican Colones (Zero-Coupon Curve): Methodology and Derivation of Forward Rates and the Exchange Risk Premium," Documentos de Trabajo, Banco Central de Costa Rica, number 2508, Nov.
• Sebastian Dragoe & Camelia Oprean-Stan, 2025, "Is the Monetary Transmission Mechanism Broken? Time for People's Quantitative Easing," Papers, arXiv.org, number 2501.06575, Jan.
• Rubén Fernández-Fuertes, 2025, "Monetary Policy Shocks: A New Hope. Large Language Models and Central Bank Communication," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 25257.
• Xenaneira Shodrokova & Bernadette Robiani & Anna Yulianita, 2025, "Impact of COVID-19 Pandemic and Macroeconomics on Long-term Government Bond Yields Interest Rate in Emerging Markets: ARDL Approach," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 113-132.
• Gergely Buda & Vasco M. Carvalho & Giancarlo Corsetti & João Duarte & Stephen Hansen & Afonso Pereira da Silva & Alvaro Ortiz & Tomasa Rodrigo & Guilherme Alves da Silva & José V. Rodríguez Mora, 2025, "España | Los cortos retardos de la política monetaria
  [Spain | The Short Lags of Monetary Policy]," Working Papers, BBVA Bank, Economic Research Department, number 25/02, Mar.
• BBVA Research, 2025, "España | Los breves desfases de la Política Monetaria
  [Spain | The Short Lags of Monetary Policy]," Working Papers, BBVA Bank, Economic Research Department, number 25/08, Jul.
• Greg Adams & Evan Dudley & Jean-Sébastien Fontaine & Sofia Tchamova & Andreas Uthemann, 2025, "The Dealer-to-Client Repo Market: A Buoy on a Swaying Sea," Discussion Papers, Bank of Canada, number 2025-14, Nov, DOI: 10.34989/sdp-2025-14.
• Odae Al Aboud & Saarah Sheikh & Adam Su & Yang Xu, 2025, "Using new loan data to better understand mortgage holders," Staff Analytical Notes, Bank of Canada, number 2025-1, Jan, DOI: 10.34989/san-2025-1.
• Frida Adjalala & Felipe Alves & William Beaudoin & Hélène Desgagnés & Wei Dong & Ingomar Krohn & Jan David Schneider, 2025, "Assessing the US and Canadian neutral rates: 2025 update," Staff Analytical Notes, Bank of Canada, number 2025-16, Jun, DOI: 10.34989/san-2025-16.
• Frida Adjalala & Felipe Alves & William Beaudoin & Hélène Desgagnés & Wei Dong & Ingomar Krohn & Jan David Schneider, 2025, "Évaluation des taux neutres aux États-Unis et au Canada : mise à jour de 2025," Staff Analytical Notes, Bank of Canada, number 2025-16fr, Jun, DOI: 10.34989/san-2025-16.
• Jean-Sébastien Fontaine & Ingomar Krohn & James Kyeong & Rishi Vala & Konrad Zmitrowicz, 2025, "Monetary policy, interest rates and the Canadian dollar," Staff Analytical Notes, Bank of Canada, number 2025-2, Feb, DOI: 10.34989/san-2025-2.
• Jean-Sébastien Fontaine & Ingomar Krohn & James Kyeong & Rishi Vala & Konrad Zmitrowicz, 2025, "La politique monétaire, les taux d’intérêt et le dollar canadien," Staff Analytical Notes, Bank of Canada, number 2025-2fr, Feb, DOI: 10.34989/san-2025-2.
• Zabi Tarshi & Gitanjali Kumar, 2025, "Exploring the drivers of the real term premium in Canada," Staff Analytical Notes, Bank of Canada, number 2025-3, Feb, DOI: 10.34989/san-2025-3.
• Alejandro Ferrer & Ana Molina, 2025, "Interacción entre riesgo de liquidez y solvencia bancaria a través de los mecanismos de monetización de activos," Occasional Papers, Banco de España, number 2509, May, DOI: https://doi.org/10.53479/39767.
• Alejandro Ferrer & Ana Molina, 2025, "The interaction of liquidity risk and bank solvency via asset monetisation mechanisms," Occasional Papers, Banco de España, number 2509, May, DOI: https://doi.org/10.53479/39785.
• Sumit Agarwal & Sergio Mayordomo & María Rodríguez-Moreno & Emanuele Tarantino, 2025, "Household Heterogeneity and the Lending Channel of Monetary Policy," Working Papers, Banco de España, number 2524, May, DOI: https://doi.org/10.53479/39825.
• Miguel Acosta-Henao & María Alejandra Amado & Montserrat Martí & David Pérez-Reyna, 2025, "Heterogeneous UIPDs across Firms: Spillovers from U.S. Monetary Policy Shocks," Working Papers, Banco de España, number 2530, Jul, DOI: https://doi.org/10.53479/40345.
• Morteza Ghomi & Jochen Mankart & Rigas Oikonomou & Romanos Priftis, 2025, "Debt maturity and government spending multipliers," Working Papers, Banco de España, number 2532, Sep, DOI: https://doi.org/10.53479/40745.
• Vincenzo Cuciniello & Giuseppe Ferrero & Elisa Guglielminetti & Alessandro Lin, 2025, "Data dependency, inflation projections and interest rate decisions," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 930, Apr.
• Kevin Pallara & Marcello Pericoli & Pietro Tommasino, 2025, "Issuing European safe assets: how to get the most out of Eurobonds?," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 937, Jun.
• Riccardo Poli & Giulio Carlo Venturi, 2025, "Macroeconomic surprises and financial market reactions: insights into euro-area interest rates," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 959, Jul.
• Valentina Michelangeli & Fabio Massimo Piersanti, 2025, "Business loan characteristics and inflation shocks transmission in the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1477, Feb.
• Federica Ciocchetta & Raffaele Gallo & Silvia Magri & Massimo Molinari, 2025, "Friends or foes? Banks' deposits and digitalization during monetary tightening," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1490, Jul.
• Marco Flaccadoro & Stefania Villa, 2025, "Global risk aversion and the term premium gap in emerging market economies," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1493, Oct.
• Erik Dasenbrock & Britta Gehrke, 2025, "Unemployment Benefits and Interest Rates: The Role of Age," Berlin School of Economics Discussion Papers, Berlin School of Economics, number 0074, Sep, DOI: 10.48462/opus4-5940.
• Julian A. Parra-Polania & Constanza Martínez-Ventura, 2025, "Designing the Future of Money: The Case for Multiple CBDCs," Borradores de Economia, Banco de la Republica de Colombia, number 1311, Apr, DOI: 10.32468/be.1311.
• Camilo Gómez & Carlos Andrés Quicazán-Moreno & Hernando Vargas-Herrera, 2025, "Changes in the distribution of new loans by risk category throughout the post-pandemic credit cycle in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1313, May, DOI: 10.32468/be.1313.
• Jordan Kjosevski, 2025, "Inflation Movements In The Eu In Conditions Of External Shocks," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 70, issue 246, pages 7-35, July – Se.
• Christophe Blot & Paul Hubert & Fabien Labondance, 2025, "Dissent in Monetary Policy Decisions: Effects, Channels and Implications," Working papers, Banque de France, number 1001.
• Jens Christensen & Sarah Mouabbi & Caroline Paulson, 2025, "German Inflation-Linked Bonds: Overpriced, yet Undervalued," Working papers, Banque de France, number 1012.
• Adam Golinski & Sophie Guilloux-Nefussi & Jean-Paul Renne, 2025, "The Shadow Rate Model: Let’s Make it Real!," Working papers, Banque de France, number 1014.
• Sylvérie Herbert & Paul Hubert & Mathias Lé, 2025, "When does Monetary Policy Matter? Policy Stance vs. Term Premium News," Working papers, Banque de France, number 1017.
• Lukas Hack & Klodiana Istrefi & Matthias Meier, 2025, "The Systematic Origins of Monetary Policy Shocks," Working papers, Banque de France, number 1021.
• Paul Hubert & Rose Portier, 2025, "The Signaling Effects of Tightening and Easing Monetary Policy," Working papers, Banque de France, number 999.
• Joshua Kimani, 2025, "Green Fiscal Policies and Their Role in Promoting Sustainable Development," Journal of Environment, CARI Journals Limited, volume 5, issue 3, pages 1-13.
• Central Bank of Colombia, 2025, "Changes in the distribution of new loans by risk category throughout the post-pandemic credit cycle in Colombia," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "How can central banks take account of differences across households and firms for monetary policy?".
• Marie Alder & Nuno Coimbra & Urszula Szczerbowicz, 2025, "Corporate debt structure and heterogeneous monetary policy transmission," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Leveraging corporates' financial statements for policy insights".
• Torsten Ehlers & Karamfil Todorov, 2025, "Goodbye Libor, hello basis traders: unpacking the surge in global interest rate derivatives turnover," BIS Quarterly Review, Bank for International Settlements, December.
• Paul Beaudry & Paolo Cavallino & Tim Willems, 2025, "Monetary policy along the yield curve: why can central banks affect long-term real rates?," BIS Working Papers, Bank for International Settlements, number 1246, Mar.
• Boris Hofmann & Zehao Li & Steve Pak Yeung Wu, 2025, "Monetary policy and the secular decline in long-term interest rates: A global perspective," BIS Working Papers, Bank for International Settlements, number 1252, Mar.
• Rashad Ahmed & Iñaki Aldasoro, 2025, "Stablecoins and safe asset prices," BIS Working Papers, Bank for International Settlements, number 1270, May.
• Pierre L Siklos & Dora Xia & Hongyi Chen, 2025, "R* in East Asia: business, financial cycles, and spillovers," BIS Working Papers, Bank for International Settlements, number 1285, Aug.
• Eduardo Amaral, 2025, "The capital puzzle," BIS Working Papers, Bank for International Settlements, number 1288, Sep.
• Oliver Ashtari-Tafti & Rodrigo Guimaraes & Gabor Pinter & Jean-Charles Wijnandts, 2025, "The liquidity state dependence of monetary policy transmission," BIS Working Papers, Bank for International Settlements, number 1289, Sep.
• Andreas Schrimpf & Markus Sihvonen, 2025, "Inflation and the joint bond-FX spanning puzzle," BIS Working Papers, Bank for International Settlements, number 1320, Dec.
• Alex Crescentini & Federico Giri, 2025, "Dynare replication of “A Model of Secular Stagnation: Theory and Quantitative Evaluation” by Eggertsson et al. (2019)," Economic Inquiry, Western Economic Association International, volume 63, issue 2, pages 403-423, April, DOI: 10.1111/ecin.13185.
• Harry Cooperman & Darrell Duffie & Stephan Luck & Zachry Wang & Yilin (David) Yang, 2025, "Bank Funding Risk, Reference Rates, and Credit Supply," Journal of Finance, American Finance Association, volume 80, issue 1, pages 5-56, February, DOI: 10.1111/jofi.13411.
• Daniel L. Greenwald & John Krainer & Pascal Paul, 2025, "The Credit Line Channel," Journal of Finance, American Finance Association, volume 80, issue 6, pages 3137-3183, December, DOI: 10.1111/jofi.13486.
• Shigenori Shiratsuka, 2025, "Monetary Policy Effectiveness under the Ultra‐Low Interest Rate Environment: Evidence from Yield Curve Dynamics in Japan," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 87, issue 1, pages 98-121, February, DOI: 10.1111/obes.12635.
• Jagjit S. Chadha & Philip Turner & Fabrizio Zampolli, 2025, "The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum," The World Economy, Wiley Blackwell, volume 48, issue 8, pages 1863-1880, August, DOI: 10.1111/twec.13716.
• Luca Gambetti & Dimitris Korobilis & John D. & Francesco Zanetti, 2025, "Agreed and Disagreed Uncertainty," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 02/2025, Feb.
• Hilde C. Bjørnland & Jamie L. Cross & Jonas Hölz, 2025, "Re-visiting the Relationship Between Oil Prices and Monetary Policy," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 04/2025, Mar.
• Iryna Kaminska & Alex Kontoghiorghes & Walker Ray, 2025, "QT versus QE: who is in when the central bank is out?," Bank of England working papers, Bank of England, number 1108, Jan.
• Paul Beaudry & Paolo Cavallino & Tim Willems, 2025, "Monetary policy along the yield curve: why can central banks affect long-term real rates?," Bank of England working papers, Bank of England, number 1117, Feb.
• Jin Cao & Pierre Dubuis & Karolis Liaudinskas, 2025, "Relationship lending and monetary policy pass-through," Bank of England working papers, Bank of England, number 1123, Mar.
• KÄ rlis Vilerts & Sofia Anyfantaki & KonstantÄ«ns Beņkovskis & Sebastian Bredl & Massimo Giovannini & Florian Matthias Horky & Vanessa Kunzmann & Tibor Lalinský & Athanasios Lampousis & Elizaveta Lu, 2025, "Details matter: loan pricing and transmission of monetary policy in the euro area," Working Papers, Bank of Greece, number 345, Jul, DOI: 10.52903/wp2025345.
• Sophocles Brissimis & Evangelia Georgiou, 2025, "Assessing the impact of unconventional monetary policy on long-term interest rates in the euro area with the use of a macro-finance model," Working Papers, Bank of Greece, number 348, Sep, DOI: 10.52903/wp2025348.
• Zacharias Bragoudakis & Alexandros Tsioutsios, 2025, "Bank concentration and asymmetric interest rate spreads pass through: evidence from selected euro area countries," Working Papers, Bank of Greece, number 352, Nov, DOI: 10.52903/wp2025352.
• Eliezer Borenstein, 2025, "Monetary Policy, Fear, and the Stock Market," Bank of Israel Working Papers, Bank of Israel, number 2025.03, Apr.
• Shunsuke Haba & Kimihiko Izawa & Yui Kishaba & Yusuke Takahashi & Shunichi Yoneyama, 2025, "Measuring Policy Effects since the Introduction of Quantitative and Qualitative Monetary Easing (QQE): An Analysis Using the Macroeconomic Model Q-JEM," Bank of Japan Working Paper Series, Bank of Japan, number 25-E-2, Feb.
• Kohei Maehashi & Daisuke Miyakawa & Takatoshi Sasaki & Taihei Sone, 2025, "Skewed Interest Rate Expectations and Effects of Central Banks' Market Operations: Empirical Findings Using Granular Transaction Data," Bank of Japan Working Paper Series, Bank of Japan, number 25-E-7, May.
• Nobuhiro Abe & Yuto Ishikuro & Koki Nakayama & Yutaro Takano, 2025, "Interest Rate Pass-through by U.S. Banks: Macro Implications of Bank Competition," Bank of Japan Working Paper Series, Bank of Japan, number 25-E-9, Sep.
• Atsuki Hirata & Yusuke Takahashi & Naoya Kato, 2025, "Interest Rate Sensitivity of Capital Investment in Japan: An Analysis Using Panel LP-IV," Bank of Japan Working Paper Series, Bank of Japan, number 25-E-13, Nov.
• Zheng Gong, 2025, "When Does Household Heterogeneity Matter for Aggregate Fluctuations?," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2025_624v2, Jan, revised Sep 2025.
• Farzad Saidi & Ulf Nielsson & Jesper Rangvid & Fabian Seyrich & Daniel Streitz, 2025, "Hybrid Contracting in Repeated Interactions," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2025_699, Aug.
• Michail Nektarios & Louka Kyriaki, 2025, "The Pass Through of Monetary Policy to Euro Area Bank Interest Rates," German Economic Review, De Gruyter, volume 26, issue 2, pages 131-192, DOI: 10.1515/ger-2023-0084.
• Buda, G & Carvalho, V. M. & Corsetti, G & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, A. & Rodrigo, T. & Rodríguez Mora, J. V. & Alves da Silva, G., 2025, "The Short Lags of Monetary Policy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2509, Feb.
• Chadha, J. S. & Turner, P. & Zampolli, F., 2025, "The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2519, Apr.
• Buda, G & Carvalho, V. M. & Corsetti, G & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, A. & Rodrigo, T. & Rodríguez Mora, J. V. & Alves da Silva, G., 2025, "The Short Lags of Monetary Policy," Janeway Institute Working Papers, Faculty of Economics, University of Cambridge, number 2504, Feb.
• Chadha, J. S. & Turner, P. & Zampolli, F., 2025, "The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum," Janeway Institute Working Papers, Faculty of Economics, University of Cambridge, number 2511, Apr.
• Garabedian, Garo, 2025, "Star-struck; Monetary Policy and the Neutral Rate," Research Technical Papers, Central Bank of Ireland, number 4/RT/25, Jun.
• Vilerts, Karlis & Anyfantaki, Sofia & Benkovskis, Konstantins & Bredl, Sebastian & Giovannini, Massimo & Matthias Horky, Florian & Kunzmann, Vanessa & Lalinský, Tibor & Lampousis, Athanasios & Lukmano, 2025, "Details Matter: Loan Pricing and Transmission of Monetary Policy in the Euro Area," Research Technical Papers, Central Bank of Ireland, number 8/RT/25, Jul.
• Michael McGrane, 2025, "A Survey-Based Shifting-Endpoint Dynamic Term Structure Model of Interest Rates: Working Paper 2025-03," Working Papers, Congressional Budget Office, number 60888, Aug.
• Athanasios Geromichalos & Kuk Mo Jung & Ioannis Kospentaris & Changhyun Lee & Sukjoon Lee, 2025, "Central bank interventions and asset market liquidity," Working Papers, University of California, Davis, Department of Economics, number 373, Aug.
• Ivan Todorov, 2025, "The Pre- and Post-WWI Dynamics of Saving, Investment, and Interest Rates: A Cross-Country Comparison," Proceedings of the Centre for Economic History Research, Centre for Economic History Research, volume 10, pages 67-81, November.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence and Nonlinearities in the US Federal Funds Rate," CESifo Working Paper Series, CESifo, number 11913.
• Marc Dordal i Carreras & Seung Joo Lee, 2025, "Higher-Order Forward Guidance," CESifo Working Paper Series, CESifo, number 12034.
• Lea Best & Benjamin Born & Manuel Menkhoff, 2025, "The Impact of Interest: Firms' Investment Sensitivity to Interest Rates," CESifo Working Paper Series, CESifo, number 12167.
• Gerrit Meyerheim, 2025, "Rare Disasters, Tail Aversion, and Asset Pricing Puzzles," CESifo Working Paper Series, CESifo, number 12231.
• Dominik Hecker & Maik Wolters & Maik H. Wolters, 2025, "Nonlinear Estimation of a New Keynesian Model with Endogenous Inflation De-Anchoring," CESifo Working Paper Series, CESifo, number 12280.
• Miguel Acosta & Andrea Ajello & Michael D. Bauer & Francesca Loria & Silvia Miranda-Agrippino, 2025, "Financial Market Effects of FOMC Communication: Evidence from a New Event-Study Database," CESifo Working Paper Series, CESifo, number 12343.
• Miguel Acosta-Henao & Maria Alejandra Amado & Montserrat Martí & David Perez-Reyna, 2025, "Heterogeneous UIPDs Across Firms: Spillovers from U.S. Monetary Policy Shocks," Working Papers Central Bank of Chile, Central Bank of Chile, number 1043, May.
• Nicolas Camenzind & Damir Filipović, 2025, "Transfer Learning Across Fixed-Income Product Classes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-50, May.
• Federico Kochen, 2025, "Finance Over the Life Cycle of Firms," Working Papers, CEMFI, number wp2025_2518, Sep.
• Miguel Acosta Henao & Mar√≠a Alejandra Amado & David P√©rez Reyna & Montserrat Mart√≠, 2025, "Heterogeneous UIPDs Across Firms: Spillovers from U.S. Monetary Policy Shocks," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 21387, Jun.
• Ximena Cadena & David Forero & Alejandro Becerra & Santiago Muñoz, 2025, "Política de la tasa de usura en el mercado financiero en Colombia: implicaciones, efectos y recomendaciones," Informes de Investigación, Fedesarrollo, number 21059, Mar.
• Richard Jaimes Bonilla & Javier Esteban Martínez, 2025, "Age Structure and Monetary Policy Transmission: Conventional vs. Unconventional Shocks in the Euro Area," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 25, issue 2, pages 1-35, June.
• Christophe Blot & Paul Hubert & Fabien Labondance, 2025, "Dissent in Monetary Policy Decisions: Effects, Channels and Implications," Working Papers, CRESE, number 2025-07, May.
• Rasmus Landersø & Kristian B. Karlson, 2025, "Intergenerational Educational Mobility among Immigrants and Descendants in Denmark: The Role of Sample Selectivity and Data Quality," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 25115, Nov.
• Escribano, Álvaro & Rodríguez, Juan Andrés & Arranz Cuesta, Miguel Angel, 2025, "Are money demand equations still alive and kicking? Historical evidence of cointegration for the UK, using nonlinear techniques," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 45845, Jan.
• Escribano, Álvaro & Rodríguez, Juan Andrés & Arranz Cuesta, Miguel Angel, 2025, "40 Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand since the XIX Century," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 47122, Jun.
• Gomes, Sandra & Jacquinot, Pascal & Lozej, Matija, 2025, "A single monetary policy for heterogeneous labour markets: the case of the euro area," Macroeconomic Dynamics, Cambridge University Press, volume 29, issue , pages 1-1, January.
• Gillman, Max & Cevik, Emrah Ismail & Dibooglu, Sel, 2025, "The Evolving Impact of U.S. Monetary Policy on Real Oil Prices: A Time-Varying Granger and Local Projections Approach," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2025/04, Dec.
• Raphaelle G. Coulombe & James McNeil, 2025, "The term structure of interest rates in a noisy information model," Working Papers, Dalhousie University, Department of Economics, number daleconwp2025-01, Jul.
• Kerstin Bernoth, 2025, "Analyzing ECB Communications Improves Forecasting of Interest Rate Decisions," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 15, issue 16/17, pages 99-105.
• Kerstin Bernoth, 2025, "Analyse der EZB-Kommunikation verbessert Prognose von Zinsentscheidungen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 92, issue 16/17, pages 237-244.
• Kerstin Bernoth, 2025, "Dovish Coos or Hawkish Screech? From Central Bank Talk to Economic Walk," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2137.
• Jan Kakes & Tom Hudepohl & Casper de Haes, 2025, "The local supply effect of asset purchases: evidence from the Eurosystem's CSPP," Working Papers, DNB, number 837, Jun.
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• Brand, Claus & Lisack, Noëmie & Mazelis, Falk, 2025, "Natural rate estimates for the euro area: insights, uncertainties and shortcomings," Economic Bulletin Boxes, European Central Bank, volume 1.
• Vilerts, Kārlis & Anyfantaki, Sofia & Benkovskis, Konstantins & Bredl, Sebastian & Giovannini, Massimo & Horky, Florian Matthias & Kunzmann, Vanessa & Lalinsky, Tibor & Lampousis, Athanasios & Lukmano, 2025, "Details matter – how loan pricing affects monetary policy transmission in the euro area," Research Bulletin, European Central Bank, volume 135.
• Altavilla, Carlo & Rostagno, Massimo & Schumacher, Julian, 2025, "When banks hold back: credit and liquidity provision," Working Paper Series, European Central Bank, number 3009, Jan.
• Bletzinger, Tilman & Lemke, Wolfgang & Renne, Jean-Paul, 2025, "Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model," Working Paper Series, European Central Bank, number 3012, Jan.
• Dupraz, Stéphane & Rogantini Picco, Anna, 2025, "Fiscal requirements for price stability when households are not Ricardian," Working Paper Series, European Central Bank, number 3038, Mar.
• Sigmund, Michael & Agati, Alessandra, 2025, "Banking in the negative: a vector error correction analysis of bank-specific lending and deposit rates," Working Paper Series, European Central Bank, number 3039, Mar.
• Lang, Jan Hannes & Rusnák, Marek & Herbst, Tobias, 2025, "The impact of monetary policy and macroprudential policy on corporate lending rates in the Euro area," Working Paper Series, European Central Bank, number 3057, May.
• d'Avernas, Adrien & Vandeweyer, Quentin & Petersen, Damon, 2025, "The central bank’s balance sheet and treasury market disruptions," Working Paper Series, European Central Bank, number 3066, Jul.
• Anyfantaki, Sofia & Benkovskis, Konstantins & Kunzmann, Vanessa & Lalinsky, Tibor & Petroulakis, Filippos & Zutis, Klavs & Vilerts, Kārlis & Bredl, Sebastian & Giovannini, Massimo & Horky, Florian Mat, 2025, "Details matter: loan pricing and transmission of monetary policy in the euro area," Working Paper Series, European Central Bank, number 3078, Jul.
• Rice, Jonathan & Guerrini, Giulia Maria, 2025, "Riding the rate wave: interest rate and run risks in euro area banks during the 2022-2023 monetary cycle," Working Paper Series, European Central Bank, number 3090, Aug.
• Grancini, Stefano, 2025, "Public debt, iMPCs & fiscal policy transmission," Working Paper Series, European Central Bank, number 3106, Sep.
• Domenech Palacios, Mar, 2025, "Firms’ risk and monetary transmission: revisiting the excess bond premium," Working Paper Series, European Central Bank, number 3118, Sep.
• Den Haan, Wouter J. & Ferrari, Alessandro & Mazelis, Falk & Ristiniemi, Annukka, 2025, "Battle of the ages: distributional and aggregate effects of monetary policy in a model with age demographics," Working Paper Series, European Central Bank, number 3125, Sep.
• Kagerer, Benedikt & Pancaro, Cosimo & Reghezza, Alessio & De Vito, Antonio, 2025, "Hidden weaknesses: the role of unrealized losses in monetary policy transmission," Working Paper Series, European Central Bank, number 3129, Oct.
• Altavilla, Carlo & Gürkaynak, Refet S. & Laeven, Luc & Kind, Thilo, 2025, "Monetary transmission with frequent policy events," Working Paper Series, European Central Bank, number 3157, Nov.
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• Adra, Samer & Barbopoulos, Leonidas G. & Saunders, Anthony, 2025, "The fed information shocks and the market for corporate control: Predictive and causal effects," Journal of Corporate Finance, Elsevier, volume 90, issue C, DOI: 10.1016/j.jcorpfin.2024.102681.
• Kučera, Adam & Kočenda, Evžen & Maršál, Aleš, 2025, "Yield curve dynamics and fiscal policy shocks," Journal of Economic Dynamics and Control, Elsevier, volume 178, issue C, DOI: 10.1016/j.jedc.2025.105144.
• Wang, Tiantian & Wei, Qian & Sun, Ruiqi, 2025, "Interest rate liberalization and labor cost stickiness: A quasi-natural experiment from China," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 1663-1675, DOI: 10.1016/j.eap.2024.12.025.
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• Tvedt, Jostein, 2025, "A predictive term-spread model in the age of inflation targeting," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2025.102364.
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• Megaritis, Anastasios & Bakas, Dimitrios & Bermpei, Theodora & Triantafyllou, Athanasios, 2025, "The impact of term spread volatility on economic activity," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112190.
• Tatar, Balint & Wieland, Volker, 2025, "Policy rules and the inflation surge: The case of the ECB," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112338.
• Kamate, Vidya & Ranjan, Abhishek, 2025, "When less is not always more: Issue frequency and borrowing costs in commercial paper market," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112459.
• Andreasen, Martin M. & Jørgensen, Kasper & Meldrum, Andrew, 2025, "Bond risk premiums at the zero lower bound," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105939.
• Roussellet, Guillaume, 2025, "The term structure of macroeconomic risks at the effective lower bound," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2023.01.005.
• Fernández-Villaverde, Jesús & Marbet, Joël & Nuño, Galo & Rachedi, Omar, 2025, "Inequality and the zero lower bound," Journal of Econometrics, Elsevier, volume 249, issue PC, DOI: 10.1016/j.jeconom.2024.105819.
• Airaudo, Marco, 2025, "Temptation-driven preferences: A resolution to New Keynesian anomalies," European Economic Review, Elsevier, volume 172, issue C, DOI: 10.1016/j.euroecorev.2024.104932.
• Kho, Stephen, 2025, "Deposit market concentration and monetary transmission: Evidence from the euro area," European Economic Review, Elsevier, volume 173, issue C, DOI: 10.1016/j.euroecorev.2024.104933.
• Gödl-Hanisch, Isabel & Mau, Ronald & Rawls, Jonathan, 2025, "Monetary policy interactions: The policy rate, asset purchases, and optimal policy with an interest rate peg," European Economic Review, Elsevier, volume 174, issue C, DOI: 10.1016/j.euroecorev.2025.104985.
• Berentsen, Aleksander & van Buggenum, Hugo & Ruprecht, Romina, 2025, "On the negatives of negative interest rates," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105100.
• Ocampo, José Antonio & Villamizar-Villegas, Mauricio & Orbegozo-Rodríguez, Germán & Fajardo-Baquero, Nicolás & Botero-Ramírez, Oscar & Orozco-Vanegas, Camilo, 2025, "The role of investor participation on sovereign debt markets: Evidence from an emerging economy," Emerging Markets Review, Elsevier, volume 66, issue C, DOI: 10.1016/j.ememar.2025.101284.
• Zhang, Tao & Tang, Ke & Liu, Taoxiong & Jiang, Tingfeng, 2025, "High frequency online inflation and term structure of interest rates: Evidence from China," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101626.
• Iqbal, Najaf & Umar, Zaghum & Shaoyong, Zhang & Sokolova, Tatiana, 2025, "Higher moments interaction between the US treasury yields, energy assets, and green cryptos: Dynamic analysis with portfolio implications," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108077.
• Das, Narasingha & Tanin, Tauhidul Islam & Gangopadhyay, Partha & Abbas, Qaiser & Akadiri, Seyi Saint & Janjua, Laeeq Razzak, 2025, "Quantile VAR connectedness and price spillovers between soybean and energy," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108774.
• Davtyan, Karen, 2025, "Dynamics of the natural rate of interest and monetary policy," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106475.
• Ko, Eunmi & Dmonte, Alphaeus & Zampieri, Marcos, 2025, "Comparison of an affine term structure model with Fed chair speeches in large language models," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107114.
• Li, Chenxing & Yang, Qiao, 2025, "An infinite hidden Markov model with GARCH for short-term interest rates," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107294.
• Segal, Maxime & Kristjánsson, Kristján Rúnar & Björnsson, Björn Hrannar, 2025, "Modelling CSRBB under regulatory guidelines," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107501.
• Zhang, Qi & Wang, Ling & Sun, Xiaoxuan & Lin, Ning, 2025, "Geopolitical risk and offshore corporate bond issuance in local currency," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107556.
• Kapuściński, Mariusz, 2025, "Bank levies, the money market and monetary policy operations," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107546.
• Kim, Sang Rae, 2025, "What happens when stablecoins are introduced? Evidence from short-term funding market," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108964.
• Argudo, Esteban, 2025, "Monetary policy transmission via nonbank lending: Evidence from peer-to-peer loans," Journal of Financial Stability, Elsevier, volume 80, issue C, DOI: 10.1016/j.jfs.2025.101455.
• Solís, Pavel, 2025, "Term premia and credit risk in emerging markets: The role of U.S. monetary policy," Journal of International Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jinteco.2025.104045.
• Wicht, Adrien, 2025, "Seniority and sovereign default: The role of official multilateral lenders," Journal of International Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jinteco.2025.104098.
• Christensen, Jens H.E. & Mirkov, Nikola N. & Zhang, Xin, 2025, "Quantitative easing and the supply of safe assets: Evidence from international bond safety premia," Journal of International Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jinteco.2025.104146.
• Na, Seunghoon & Xie, Yinxi, 2025, "Expectations and the UIP puzzles when foresight is limited," Journal of International Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.jinteco.2025.104183.
• Doojav, Gan-Ochir & Juragat, Arman, 2025, "Nonlinearities and state-dependence in the monetary transmission mechanism: Evidence from a commodity-dependent economy," International Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.inteco.2025.100640.
• Ballabriga, Fernando & Davtyan, Karen, 2025, "Comparing conventional and unconventional monetary policy effects in the euro area and the United States," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 104, issue C, DOI: 10.1016/j.intfin.2025.102203.
• Yahyaei, Hamid & Singh, Abhay & Smith, Tom, 2025, "Ex ante bond returns and time-varying monotonicity," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 99, issue C, DOI: 10.1016/j.intfin.2025.102114.
• Hansen, Jorge Wolfgang, 2025, "Unspanned stochastic volatility in the linear-rational square-root model: Evidence from the Treasury market," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107354.
• Klingler, Sven & Syrstad, Olav, 2025, "The SOFR discount," Journal of Financial Economics, Elsevier, volume 164, issue C, DOI: 10.1016/j.jfineco.2024.103989.
• Pflueger, Carolin, 2025, "Back to the 1980s or not? The drivers of inflation and real risks in Treasury bonds," Journal of Financial Economics, Elsevier, volume 167, issue C, DOI: 10.1016/j.jfineco.2025.104027.
• Nyborg, Kjell G. & Woschitz, Jiri, 2025, "Robust difference-in-differences analysis when there is a term structure," Journal of Financial Economics, Elsevier, volume 170, issue C, DOI: 10.1016/j.jfineco.2025.104081.
• Billio, M. & Busetto, F. & Dufour, A. & Varotto, S., 2025, "Bond supply expectations and the term structure of interest rates," Journal of International Money and Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jimonfin.2024.103217.
• Ceballos, Luis & Christensen, Jens H.E. & Romero, Damian, 2025, "A post-pandemic new normal for interest rates in emerging bond markets? Evidence from Chile," Journal of International Money and Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jimonfin.2024.103234.
• Bernardini, Marco & De Nicola, Annalisa, 2025, "The market stabilization role of central bank asset purchases: High-frequency evidence from the COVID-19 crisis," Journal of International Money and Finance, Elsevier, volume 152, issue C, DOI: 10.1016/j.jimonfin.2024.103257.
• Skaperdas, Arsenios, 2025, "Industry growth at the lower bound," Journal of International Money and Finance, Elsevier, volume 152, issue C, DOI: 10.1016/j.jimonfin.2025.103283.
• Avril, Pauline & Levieuge, Grégory & Turcu, Camelia, 2025, "Natural disasters and financial stress: can macroprudential regulation tame green swans?," Journal of International Money and Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jimonfin.2025.103325.
• El-Shagi, Makram & Jiang, Lunan, 2025, "How the PBoC’s new MLF affects the yield curve," Journal of International Money and Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jimonfin.2025.103327.
• Avignone, Giuseppe & Girardone, Claudia & Pancaro, Cosimo & Pancotto, Livia & Reghezza, Alessio, 2025, "Making a virtue out of necessity: The effect of negative interest rates on bank cost efficiency," Journal of International Money and Finance, Elsevier, volume 155, issue C, DOI: 10.1016/j.jimonfin.2025.103306.
• Brzoza-Brzezina, Michał & Galiński, Paweł R. & Makarski, Krzysztof, 2025, "Monetary and fiscal policy in a two-country model with behavioral expectations," Journal of International Money and Finance, Elsevier, volume 155, issue C, DOI: 10.1016/j.jimonfin.2025.103331.
• Bricongne, Jean-Charles & Marolleau, Louis, 2025, "The impact of monetary surprises on exchange rates: Results from textual and high-frequency analysis," Journal of International Money and Finance, Elsevier, volume 158, issue C, DOI: 10.1016/j.jimonfin.2025.103401.
• Coulombe, Raphaelle G. & McNeil, James, 2025, "The term structure of interest rates in a noisy information model," Journal of International Money and Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jimonfin.2025.103443.
• Yano, Ritsu & Nakazono, Yoshiyuki & Tango, Kento, 2025, "The transmission of monetary policy shocks: Evidence from Japan," Journal of the Japanese and International Economies, Elsevier, volume 75, issue C, DOI: 10.1016/j.jjie.2024.101349.