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

• 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(0x969b0350), 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.
• Doshi, Hitesh & Jacobs, Kris & Liu, Rui, 2018, "Macroeconomic determinants of the term structure: Long-run and short-run dynamics," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 99-122, DOI: 10.1016/j.jempfin.2018.06.002.
• Ioannidis, Christos & Ka, Kook, 2018, "The impact of oil price shocks on the term structure of interest rates," Energy Economics, Elsevier, volume 72, issue C, pages 601-620, DOI: 10.1016/j.eneco.2018.04.032.
• Martínez S., Juan Francisco & Tsomocos, Dimitrios P., 2018, "Liquidity and default in an exchange economy," Journal of Financial Stability, Elsevier, volume 35, issue C, pages 192-214, DOI: 10.1016/j.jfs.2016.10.010.
• Pedersen, Michael, 2018, "Credit risk and monetary pass-through—Evidence from Chile," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 144-158, DOI: 10.1016/j.jfs.2018.03.005.
• Han, Xuehui & Wei, Shang-Jin, 2018, "International transmissions of monetary shocks: Between a trilemma and a dilemma," Journal of International Economics, Elsevier, volume 110, issue C, pages 205-219, DOI: 10.1016/j.jinteco.2017.11.005.
• Ojeda-Joya, Jair N. & Sarmiento, Gloria, 2018, "Sovereign risk and the real exchange rate: A non-linear approach," International Economics, Elsevier, volume 156, issue C, pages 1-14, DOI: 10.1016/j.inteco.2017.05.003.
• Solarin, Sakiru Adebola & Hammoudeh, Shawkat & Shahbaz, Muhammad, 2018, "Influence of economic factors on disaggregated Islamic banking deposits: Evidence with structural breaks in Malaysia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 55, issue C, pages 13-28, DOI: 10.1016/j.intfin.2018.02.007.
• Koepke, Robin, 2018, "Fed policy expectations and portfolio flows to emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 55, issue C, pages 170-194, DOI: 10.1016/j.intfin.2018.03.003.
• Du, Ding & Rousse, Wade, 2018, "Foreign capital flows, credit spreads, and the business cycle," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 59-79, DOI: 10.1016/j.intfin.2018.06.001.
• van den End, Jan Willem & Hoeberichts, Marco, 2018, "Low real rates as driver of secular stagnation: Empirical assessment," Japan and the World Economy, Elsevier, volume 46, issue C, pages 29-40, DOI: 10.1016/j.japwor.2018.03.001.
• Eichler, Stefan & Lähner, Tom & Noth, Felix, 2018, "Regional banking instability and FOMC voting," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 282-292, DOI: 10.1016/j.jbankfin.2017.10.011.
• Kaminska, Iryna & Liu, Zhuoshi & Relleen, Jon & Vangelista, Elisabetta, 2018, "What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 76-96, DOI: 10.1016/j.jbankfin.2017.09.015.
• Chaudron, Raymond F.D.D., 2018, "Bank's interest rate risk and profitability in a prolonged environment of low interest rates," Journal of Banking & Finance, Elsevier, volume 89, issue C, pages 94-104, DOI: 10.1016/j.jbankfin.2018.01.007.
• Chatterjee, Ujjal K., 2018, "Bank liquidity creation and recessions," Journal of Banking & Finance, Elsevier, volume 90, issue C, pages 64-75, DOI: 10.1016/j.jbankfin.2018.03.002.
• Dendramis, Y. & Tzavalis, E. & Adraktas, G., 2018, "Credit risk modelling under recessionary and financially distressed conditions," Journal of Banking & Finance, Elsevier, volume 91, issue C, pages 160-175, DOI: 10.1016/j.jbankfin.2017.03.020.
• Duan, Jin-Chuan & Kim, Baeho & Kim, Woojin & Shin, Donghwa, 2018, "Default probabilities of privately held firms," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 235-250, DOI: 10.1016/j.jbankfin.2018.08.006.
• Holton, Sarah & Rodriguez d’Acri, Costanza, 2018, "Interest rate pass-through since the euro area crisis," Journal of Banking & Finance, Elsevier, volume 96, issue C, pages 277-291, DOI: 10.1016/j.jbankfin.2018.08.012.
• Claus, Edda & Claus, Iris & Krippner, Leo, 2018, "Asset market responses to conventional and unconventional monetary policy shocks in the United States," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 270-282, DOI: 10.1016/j.jbankfin.2018.10.009.
• Dietz, Simon & Gollier, Christian & Kessler, Louise, 2018, "The climate beta," Journal of Environmental Economics and Management, Elsevier, volume 87, issue C, pages 258-274, DOI: 10.1016/j.jeem.2017.07.005.
• Ehling, Paul & Gallmeyer, Michael & Heyerdahl-Larsen, Christian & Illeditsch, Philipp, 2018, "Disagreement about inflation and the yield curve," Journal of Financial Economics, Elsevier, volume 127, issue 3, pages 459-484, DOI: 10.1016/j.jfineco.2018.01.001.
• Joslin, Scott & Konchitchki, Yaniv, 2018, "Interest rate volatility, the yield curve, and the macroeconomy," Journal of Financial Economics, Elsevier, volume 128, issue 2, pages 344-362, DOI: 10.1016/j.jfineco.2017.12.004.
• Weber, Michael, 2018, "Cash flow duration and the term structure of equity returns," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 486-503, DOI: 10.1016/j.jfineco.2018.03.003.
• Claessens, Stijn & Coleman, Nicholas & Donnelly, Michael, 2018, "“Low-For-Long” interest rates and banks’ interest margins and profitability: Cross-country evidence," Journal of Financial Intermediation, Elsevier, volume 35, issue PA, pages 1-16, DOI: 10.1016/j.jfi.2017.05.004.
• Altunbas, Yener & Binici, Mahir & Gambacorta, Leonardo, 2018, "Macroprudential policy and bank risk," Journal of International Money and Finance, Elsevier, volume 81, issue C, pages 203-220, DOI: 10.1016/j.jimonfin.2017.11.012.
• Wellmann, Dennis & Trück, Stefan, 2018, "Factors of the term structure of sovereign yield spreads," Journal of International Money and Finance, Elsevier, volume 81, issue C, pages 56-75, DOI: 10.1016/j.jimonfin.2017.10.006.
• Afonso, António & Arghyrou, Michael G. & Gadea, María Dolores & Kontonikas, Alexandros, 2018, "“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 1-30, DOI: 10.1016/j.jimonfin.2018.04.005.
• Asgharian, Hossein & Liu, Lu & Larsson, Marcus, 2018, "Cross-border asset holdings and comovements in sovereign bond markets," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 189-206, DOI: 10.1016/j.jimonfin.2018.04.010.
• Berg, Kimberly A. & Mark, Nelson C., 2018, "Measures of global uncertainty and carry-trade excess returns," Journal of International Money and Finance, Elsevier, volume 88, issue C, pages 212-227, DOI: 10.1016/j.jimonfin.2017.07.010.
• Burlon, L. & Gerali, A. & Notarpietro, A. & Pisani, M., 2018, "Non-standard monetary policy, asset prices and macroprudential policy in a monetary union," Journal of International Money and Finance, Elsevier, volume 88, issue C, pages 25-53, DOI: 10.1016/j.jimonfin.2018.06.005.
• Istrefi, Klodiana & Mouabbi, Sarah, 2018, "Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis," Journal of International Money and Finance, Elsevier, volume 88, issue C, pages 296-313, DOI: 10.1016/j.jimonfin.2017.07.015.
• Binner, Jane M. & Chaudhry, Sajid & Kelly, Logan & Swofford, James L., 2018, "“Risky” monetary aggregates for the UK and US," Journal of International Money and Finance, Elsevier, volume 89, issue C, pages 127-138, DOI: 10.1016/j.jimonfin.2018.08.015.
• Morell, Joseph, 2018, "The decline in the predictive power of the US term spread: A structural interpretation," Journal of Macroeconomics, Elsevier, volume 55, issue C, pages 314-331, DOI: 10.1016/j.jmacro.2017.12.003.
• Horvath, Jaroslav, 2018, "Business cycles, informal economy, and interest rates in emerging countries," Journal of Macroeconomics, Elsevier, volume 55, issue C, pages 96-116, DOI: 10.1016/j.jmacro.2017.10.002.
• Aguiar-Conraria, Luis & Martins, Manuel M.F. & Soares, Maria Joana, 2018, "Estimating the Taylor rule in the time-frequency domain," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 122-137, DOI: 10.1016/j.jmacro.2018.05.008.
• Gaus, Eric & Sinha, Arunima, 2018, "What does the yield curve imply about investor expectations?," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 248-265, DOI: 10.1016/j.jmacro.2018.06.003.
• Bennani, Hamza, 2018, "Media coverage and ECB policy-making: Evidence from an augmented Taylor rule," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 26-38, DOI: 10.1016/j.jmacro.2018.04.009.
• Papadamou, Stephanos & Markopoulos, Thomas, 2018, "Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates," The Journal of Economic Asymmetries, Elsevier, volume 17, issue C, pages 48-60, DOI: 10.1016/j.jeca.2018.03.002.
• Primus, Keyra, 2018, "The effectiveness of monetary policy in small open economies," Journal of Policy Modeling, Elsevier, volume 40, issue 5, pages 903-933, DOI: 10.1016/j.jpolmod.2018.03.001.
• Finocchiaro, Daria & Lombardo, Giovanni & Mendicino, Caterina & Weil, Philippe, 2018, "Optimal inflation with corporate taxation and financial constraints," Journal of Monetary Economics, Elsevier, volume 95, issue C, pages 18-31, DOI: 10.1016/j.jmoneco.2018.02.003.
• Augustin, Patrick, 2018, "The term structure of CDS spreads and sovereign credit risk," Journal of Monetary Economics, Elsevier, volume 96, issue C, pages 53-76, DOI: 10.1016/j.jmoneco.2018.04.001.
• English, William B. & Van den Heuvel, Skander J. & Zakrajšek, Egon, 2018, "Interest rate risk and bank equity valuations," Journal of Monetary Economics, Elsevier, volume 98, issue C, pages 80-97, DOI: 10.1016/j.jmoneco.2018.04.010.
• Champagne, Julien & Sekkel, Rodrigo, 2018, "Changes in monetary regimes and the identification of monetary policy shocks: Narrative evidence from Canada," Journal of Monetary Economics, Elsevier, volume 99, issue C, pages 72-87, DOI: 10.1016/j.jmoneco.2018.06.002.
• Pan, Zheyao & Chan, Kam Fong, 2018, "A new government bond volatility index predictor for the U.S. equity premium," Pacific-Basin Finance Journal, Elsevier, volume 50, issue C, pages 200-215, DOI: 10.1016/j.pacfin.2016.12.007.
• Docherty, Paul & Easton, Steve, 2018, "State-varying illiquidity risk in sovereign bond spreads," Pacific-Basin Finance Journal, Elsevier, volume 50, issue C, pages 235-248, DOI: 10.1016/j.pacfin.2016.11.003.
• Jung, Alexander, 2018, "Does McCallum’s rule outperform Taylor’s rule during the financial crisis?," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 9-21, DOI: 10.1016/j.qref.2017.11.005.
• Hayashi, Fumio, 2018, "Computing equilibrium bond prices in the Vayanos-Vila model," Research in Economics, Elsevier, volume 72, issue 2, pages 181-195, DOI: 10.1016/j.rie.2018.04.003.
• Lange, Ronald Henry, 2018, "The term structure of liquidity premia and the macroeconomy in Canada: A dynamic latent-factor approach," International Review of Economics & Finance, Elsevier, volume 57, issue C, pages 164-182, DOI: 10.1016/j.iref.2018.01.002.
• Gadanecz, Blaise & Miyajima, Ken & Shu, Chang, 2018, "Emerging market local currency sovereign bond yields: The role of exchange rate risk," International Review of Economics & Finance, Elsevier, volume 57, issue C, pages 371-401, DOI: 10.1016/j.iref.2018.02.004.
• Hamza, Hichem & Saadaoui, Zied, 2018, "Monetary transmission through the debt financing channel of Islamic banks: Does PSIA play a role?," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 557-570, DOI: 10.1016/j.ribaf.2017.09.004.
• Jorge Miranda-Pinto & Eric R. Young, 2018, "Flexibility and Frictions in Multisector Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-24, May.
• Gunda-Alexandra Detmers & Özer Karagedikli & Richhild Moessner, 2018, "Quantitative or Qualitative Forward Guidance: Does It Matter?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-36, Aug.
• Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018, "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-37, Aug.
• Cortes, Fabio & Lindner, Peter & Malik, Sheheryar & Segoviano, Miguel, 2018, "A comprehensive multi-sector tool for analysis of Systemic Risk and Interconnectedness (SyRIN)," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118928, Jul.
• Ellison, Martin & Tischbirek, Andreas, 2018, "Beauty contests and the term structure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87384, Feb.
• Soskice, David & Carlin, Wendy, 2018, "Stagnant productivity and low unemployment: stuck in a Keynesian equilibrium," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87602, Jan.
• Aghion, Philippe & Farhi, Emmanuel & Kharroubi, Enisse, 2018, "Monetary policy, product market competition and growth," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 91713, Dec.
• Philip Kofi Adom & Mawunyo Prosper Agradi & Christopher Quaidoo, 2018, "The transition probabilities for inflation episodes in Ghana," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 13, issue 6, pages 2028-2046, November, DOI: 10.1108/IJoEM-08-2017-0313.
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