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

• Dominika Kolcunova & Tomas Havranek, 2018, "Estimating the Effective Lower Bound for the Czech National Bank’s Policy Rate," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/22, Sep, revised Sep 2018.
• J. E. Boscá & R. Doménech & J. Ferri & R. Méndez & J. F. Rubio-Ramírez, 2018, "Financial and Fiscal Shocks in the Great Recession and Recovery of the Spanish Economy," Working Papers, FEDEA, number 2018-05, Jun.
• Silvia Gabrieli & Claire Labonne, 2018, "Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 18-3, Jul.
• Puriya Abbassi & Falk Bräuning, 2018, "The pricing of FX forward contracts: micro evidence from banks’ dollar hedging," Working Papers, Federal Reserve Bank of Boston, number 18-6, Mar.
• Kurt Graden Lunsford, 2018, "Understanding the Aspects of Federal Reserve Forward Guidance," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1815, Nov, DOI: 10.26509/frbc-wp-201815.
• Tyler Atkinson & Alexander W. Richter & Nathaniel A. Throckmorton, 2018, "The Zero Lower Bound and Estimation Accuracy," Working Papers, Federal Reserve Bank of Dallas, number 1804, May, DOI: 10.24149/wp1804r1.
• Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018, "Global Trends in Interest Rates," Working Papers, Federal Reserve Bank of Dallas, number 1812, Oct, DOI: 10.24149/wp1812.
• Jose A. Lopez & Andrew K. Rose & Mark M. Spiegel, 2018, "Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence," Working Paper Series, Federal Reserve Bank of San Francisco, number 2018-7, Jun, DOI: 10.24148/wp2018-07.
• Jens H. E. Christensen & Jose A. Lopez & Paul Mussche, 2019, "Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement," Working Paper Series, Federal Reserve Bank of San Francisco, number 2018-9, Mar, DOI: 10.24148/wp2018-09.
• Edward Nelson, 2018, "Seven Fallacies Concerning Milton Friedman's \"The Role of Monetary Policy\"," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-013, Feb, DOI: 10.17016/FEDS.2018.013.
• Sriya Anbil & Zeynep Senyuz, 2018, "The Regulatory and Monetary Policy Nexus in the Repo Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-027, Apr, DOI: 10.17016/FEDS.2018.027.
• Garth Baughman & Francesca Carapella, 2018, "Voluntary Reserve Targets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-032, May, DOI: 10.17016/FEDS.2018.032.
• Martin M. Andreasen & Andrew C. Meldrum, 2018, "A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-056, Aug, DOI: 10.17016/FEDS.2018.056.
• Thomas Keating & Marco Macchiavelli, 2018, "Interest on Reserves and Arbitrage in Post-Crisis Money Markets," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2018-03-01-1, Mar, DOI: 10.17016/2380-7172.2136.
• James A. Clouse & Sam Schulhofer-Wohl, 2018, "A Sequential Bargaining Model of the Fed Funds Market with Excess Reserves," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-8, May, DOI: 10.21033/wp-2018-08.
• Thomas R. Cook & Taeyoung Doh, 2018, "Revamping the Kansas City Financial Stress Index Using the Treasury Repo Rate," Macro Bulletin, Federal Reserve Bank of Kansas City, issue October 2, pages 1-2, October.
• William T. Gavin, 2018, "Monetary Policy Regimes and the Real Interest Rate," Review, Federal Reserve Bank of St. Louis, volume 100, issue 2, pages 151-169, DOI: 10.20955/r.2018.151-69.
• Feng Dong & Yi Wen, 2018, "Long and Plosser Meet Bewley and Lucas," Working Papers, Federal Reserve Bank of St. Louis, number 2018-8, Apr, DOI: 10.20955/wp.2018.008.
• Gara M. dup Afonso & Roc Armenter & Benjamin Lester, 2018, "A model of the federal funds market: yesterday, today, and tomorrow," Staff Reports, Federal Reserve Bank of New York, number 840, Feb.
• Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski, 2018, "DSGE forecasts of the lost recovery," Staff Reports, Federal Reserve Bank of New York, number 844, Mar.
• Thomas M. Mertens & John C. Williams, 2018, "What to expect from the lower bound on interest rates: evidence from derivatives prices," Staff Reports, Federal Reserve Bank of New York, number 865, Aug.
• Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018, "Global trends in interest rates," Staff Reports, Federal Reserve Bank of New York, number 866, Sep.
• Daniel J. Lewis, 2018, "Robust inference in models identified via heteroskedasticity," Staff Reports, Federal Reserve Bank of New York, number 876, Dec.
• Gara M. dup Afonso & Roc Armenter & Benjamin Lester, 2018, "A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow," Working Papers, Federal Reserve Bank of Philadelphia, number 18-10, Feb, DOI: 10.21799/frbp.wp.2018.10.
• Ayşe Ergin ÜNAL, Okyay UÇAN, 2018, "An Alternative Instrument Negative Interest for Economic Growth: An ARDL Analysis Approach," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 4.
• Evgeny L. Goryunov, 2018, "Sectoral Effects of Bank of Russia Disinflation Policy," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 21-33, December, DOI: 10.31107/2075-1990-2018-6-21-33.
• Giulio Cifarelli & Giovanna Paladino, 2018, "Sovereign - bank risk interconnections during the Greek financial crisis and the role of the Italian debt," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2018_01.rdf.
• Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018, "The Rise and Fall of the Natural Interest Rate," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2018_14.rdf.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Florinskaya Yulia & Mkrtchian Nikita, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 13, pages 1-20, July.
• Sinelnikov-Murylev Sergey & Drobyshevsky Sergey & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Khasanova Ramilya, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 2, pages 1-27, February.
• Avraamova Elena & Loginov Dmitry & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Tsukhlo Sergey, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 4, pages 1-27, March.
• Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Belev Sergey & Burdyak Alexandra, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 9, pages 1-20, May.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Florinskaya Yulia & Mkrtchian Nikita, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 13, pages 1-20, July.
• Sinelnikov-Murylev Sergey & Drobyshevsky Sergey & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Khasanova Ramilya, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 1-27, February.
• Avraamova Elena & Loginov Dmitry & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Tsukhlo Sergey, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 1-27, March.
• Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Belev Sergey & Burdyak Alexandra, 2018, "Title: Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 9, pages 1-17, May.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Kiyutsevskaya Anna, 2018, "Russia’s Monetary Policy in 2017," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2018-323, revised 2018.
• Constantino Hevia & Martin Sola, 2018, "Bond Risk Premia and Restrictions on Risk Prices," JRFM, MDPI, volume 11, issue 4, pages 1-22, October.
• Guillaume Horny & Simone Manganelli & Benoit Mojon, 2018, "Measuring Financial Fragmentation in the Euro Area Corporate Bond Market," JRFM, MDPI, volume 11, issue 4, pages 1-19, October.
• Javier G. Gómez-Pineda, 2018, "Volatility Spillovers and the Global Financial Cycle Across Economies: Evidence from a Global Semi-Structural Model," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 13-2018, Oct, revised 03 Mar 2020.
• Etienne Farvaque & Hamza Bennani & Piotr Stanek, 2018, "Influence of Regional Cycles and Personal Background on FOMC Members' Preferences and Disagreement," Post-Print, HAL, number hal-01589198.
• Lucy Brillant, 2018, "Limits to Arbitrage and Interest Rates: a Debate Between Keynes, Hawtrey and Hicks," Post-Print, HAL, number hal-01696253, Sep.
• Hamza Bennani, 2018, "Media Coverage and ECB Policy-Making: Evidence from an Augmented Taylor Rule," Post-Print, HAL, number hal-01773570.
• Georges Prat & Remzi Uctum, 2018, "Term structure of interest rates: modelling the risk premium using a two-horizons framework," Post-Print, HAL, number hal-01828843.
• Georges Prat & Remzi Uctum, 2018, "Term structure of interest rates: modelling the risk premium using a two-horizons framework," Post-Print, HAL, number hal-01828854.
• Paul Hubert & Fabien Labondance, 2018, "The Effect of ECB Forward Guidance on the Term Structure of Interest Rates," Post-Print, HAL, number hal-03457846, Dec.
• Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2018, "Optimal Inflation with Corporate Taxation and Financial Constraints," Post-Print, HAL, number hal-03945944, May, DOI: 10.1016/j.jmoneco.2018.02.003.
• Guillaume Rocheteau & Randall Wright & Cathy Zhang, 2018, "Corporate Finance and Monetary Policy," Post-Print, HAL, number hal-04134805, DOI: 10.1257/aer.20161048.
• Hamza Bennani & Etienne Farvaque & Piotr Stanek, 2018, "Influence of regional cycles and personal background on FOMC members’ preferences and disagreement," Post-Print, HAL, number hal-04206047, Jan, DOI: 10.1016/j.econmod.2017.08.014.
• Paul Hubert & Fabien Labondance, 2018, "The Effect of ECB Forward Guidance on the Term Structure of Interest Rates," Post-Print, HAL, number hal-04329735.
• Paul Hubert & Fabien Labondance, 2018, "The Effect of ECB Forward Guidance on the Term Structure of Interest Rates," Sciences Po Economics Publications (main), HAL, number hal-03457846, Dec.
• Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2018, "Optimal Inflation with Corporate Taxation and Financial Constraints," Sciences Po Economics Publications (main), HAL, number hal-03945944, May, DOI: 10.1016/j.jmoneco.2018.02.003.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy," Working Papers, HAL, number halshs-01549929, Feb, DOI: 10.2139/ssrn.2971227.
• Leschinski, Christian & Voges, Michelle & Sibbertsen, Philipp, 2018, "Integration and Disintegration of EMU Government Bond Markets," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-625, Jan.
• Istvan Konya & Franklin Maduko, 2018, "Interest premium and external position: a time varying approach," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1829, Nov.
• Max Gillman, 2018, "The Welfare Cost of Inflation with Banking Time," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1831, Nov.
• Andersson, Fredrik N. G. & Jonung, Lars, 2018, "Lessons for Iceland from the Monetary Policy of Sweden," Working Papers, Lund University, Department of Economics, number 2018:16, Jun.
• De Rezende, Rafael B. & Ristiniemi, Annukka, 2018, "A shadow rate without a lower bound constraint," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 355, Jun.
• Victor Lapshin & Sofia Sokhatskaya, 2018, "Choosing The Weighting Coefficients For Estimating The Term Structure From Sovereign Bonds," HSE Working papers, National Research University Higher School of Economics, number WP BRP 73/FE/2018.
• Samih Antoine Azar, 2018, "Forward Unbiasedness in the Short End of the Interest Rate Market," International Business Research, Canadian Center of Science and Education, volume 11, issue 2, pages 70-78, February.
• Fuertes, Alberto & Gimeno, Ricardo & Marqués, José Manuel, 2018, "Extraction of Inflation Expectations from Financial Instruments," IDB Publications (Working Papers), Inter-American Development Bank, number 8941, Jun, DOI: http://dx.doi.org/10.18235/0001161.
• Danilo Liberati, 2018, "An estimated DSGE model with search and matching frictions in the credit market," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, volume 11, issue 6, pages 567-617.
• Knut Are Aastveit & André K. Anundsen, 2018, "Asymmetric effects of monetary policy in regional housing markets," Working Papers, Institut d'Economia de Barcelona (IEB), number 2018/08.
• Arben Mustafa & Valentin Toci, 2018, "Banking Sector Competition in the Panzar-Rosse Framework and Net Interest Margins: An Empirical Analysis Using the General Method of Moments," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 20, issue 1, pages 5-36, June.
• Jeromin Zettelmeyer & Christoph Trebesch, 2018, "ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds," Working Paper Series, Peterson Institute for International Economics, number WP18-1, Jan.
• Jeromin Zettelmeyer & Álvaro Leandro, 2018, "The Search for a Euro Area Safe Asset," Working Paper Series, Peterson Institute for International Economics, number WP18-3, Mar.
• Yasin Kursat Onder & Mauricio Villamizar-Villegas, 2018, "The Effects of Monetary and Exchange Rate Policy Shocks: Evidence from an Emerging Market Economy," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 1, pages 159-199, January.
• Michael T. Belongia & Peter N. Ireland, 2018, "Targeting Constant Money Growth at the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 2, pages 159-204, March.
• Mirko Abbritti & Salvatore Dell’Erba & Antonio Moreno & Sergio Sola, 2018, "Global Factors in the Term Structure of Interest Rates," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 2, pages 301-340, March.
• Sergey Slobodyan, 2018, "Pitfalls of Coordination?," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 3, pages 337-346, June.
• Reuven Glick & Sylvain Leduc, 2018, "Unconventional Monetary Policy and the Dollar: Conventional Signs, Unconventional Magnitudes," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 5, pages 103-152, December.
• Paul Hubert & Fabien Labondance, 2018, "The Effect of ECB Forward Guidance on the Term Structure of Interest Rates," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 5, pages 193-222, December.
• Parantap Basu & Kenji Wada, 2018, "Unconventional Monetary Policy and the Bond Market in Japan: A New-Keynesian Perspective," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 18-E-12, Aug.
• Loriana Pelizzon & Marti G. Subrahmanyam & Reiko Tobe & Jun Uno, 2018, "Scarcity and Spotlight Effects on Liquidity and Yield: Quantitative Easing in Japan," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 18-E-14, Sep.
• Pierluigi Bologna, 2018, "Banks’ Maturity Transformation: Risk, Reward, and Policy," IMF Working Papers, International Monetary Fund, number 2018/045, Mar.
• Marc Lavoie & Severin Reissl, 2018, "Further insights on endogenous money and the liquidity preference theory of interest," FMM Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 17-2018.
• Thomas Theobald & Silke Tober, 2018, "Euro area sovereign yield spreads as determinants of private sector borrowing costs," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 193-2018.
• Cristian Badarinza & John Y. Campbell & Tarun Ramadorai, 2018, "What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages," Management Science, INFORMS, volume 64, issue 5, pages 2275-2288, May, DOI: mnsc.2016.2629.
• Maria Teresa Medeiros Garcia & Vítor Hugo Ferreira Carvalho, 2018, "A static approach to the Nelson-Siegel-Svensson model: an application for several negative yield cases," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/35, Mar.
• Muhammed TIRAŞOĞLU, 2018, "Fisher Hipotezinin MINT Ülkeleri İçin İncelenmesi: Eşik Değerli Adl Eşbütünleşme Testi Yaklaşımı," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, volume 14, issue 28, pages 31-43, December, DOI: 10.26650/ekoist.2018.14.28.0009.
• Mahmut Åžaban AFSAL & Ä°brahim DOÄžAN & Emre ÖRÃœN & Bayram AYDIN, 2018, "Stochastic Determinants Of Inflation: A Nardl Approach For Turkish Economy," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 5, issue 4, pages 57-74, October, DOI: 10.15637/jlecon.261.
• Abdulnasser Hatemi-J & Rangan Gupta & Axel Kasongo & Thabo Mboweni & Ndivhuho Netshitenzhe, 2018, "Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 1, pages 49-57, February, DOI: 10.1007/s10663-016-9345-3.
• Fabio Sigrist & Patrick Köchli & Christoph Lengwiler, 2018, "Determinants of municipal loan spreads: empirical evidence from Switzerland," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 2, pages 143-166, May, DOI: 10.1007/s11408-018-0307-6.
• Ulrich Haskamp, 2018, "Spillovers of banking regulation: the effect of the German bank levy on the lending rates of regional banks and their local competitors," International Economics and Economic Policy, Springer, volume 15, issue 2, pages 449-466, April, DOI: 10.1007/s10368-017-0404-4.
• Ansgar Belke & Marcel Wiedmann, 2018, "Dissecting long-run and short-run causalities between monetary policy and stock prices," International Economics and Economic Policy, Springer, volume 15, issue 4, pages 761-786, October, DOI: 10.1007/s10368-018-0413-y.
• Imran H. Shah & Ian Corrick & Abdul Saboor, 2018, "How should Central Banks Respond to Non-neutral Inflation Expectations?," Open Economies Review, Springer, volume 29, issue 2, pages 321-351, April, DOI: 10.1007/s11079-018-9482-3.
• Simon Bilo, 2018, "Intertemporal capital substitution and Hayekian booms," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 31, issue 3, pages 277-300, September, DOI: 10.1007/s11138-017-0379-y.
• Januj Juneja, 2018, "Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 3, pages 695-715, April, DOI: 10.1007/s11156-017-0643-z.
• Muska Kakar & Dr. Nassir Ul Haq Wani, 2018, "Nexus between Foreign Direct Investment (FDI) and Economic Growth in Afghanistan : An Econometric Analysis," Kardan Journal of Economics and Management Sciences, Kardan University, Department of Economics, volume 1, issue 2, pages 13-14, April.
• Kevin Luo & Tomoko Kinugasa & Kai Kajitani, 2018, "Dynamic efficiency in world economy," Discussion Papers, Graduate School of Economics, Kobe University, number 1801, Jan.
• Schepp, Zoltán & Abaligeti, Gallusz & Németh, Kristóf, 2018, "Időben változó Taylor-szabály a hazai monetáris politika jellemzésére
  [A time-varying parameter Taylor rule for Hungarian monetary policy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 24-43, DOI: 10.18414/KSZ.2018.1.24.
• Pásztor, Szabolcs & Kovács, Levente, 2018, "A globális jelzálogpiac helyzete és kihívásai
  [The state of global mortgage markets and the challenges to them]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 1225-1256, DOI: 10.18414/KSZ.2018.12.1225.
• Ali MNA & Moheddine YOUNSI, 2018, "A monetary conditions index and its application on Tunisian economic forecasting," Journal of Economics and Political Economy, KSP Journals, volume 5, issue 1, pages 38-56, March.
• Anne Lundgaard Hansen, 2018, "Volatility-Induced Stationarity and Error-Correction in Macro-Finance Term Structure Modeling," Discussion Papers, University of Copenhagen. Department of Economics, number 18-12, Dec.
• Tanweer Akram & Huiqing Li, 2018, "The Dynamics of Japanese Government Bonds' Nominal Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_906, May.
• Tanweer Akram & Anupam Das, 2018, "Australian Government Bonds' Nominal Yields: An Empirical Analysis," Economics Working Paper Archive, Levy Economics Institute, number wp_910, Aug.
• Urbschat, Florian, 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," Discussion Papers in Economics, University of Munich, Department of Economics, number 56535, Jul.
• Viktors Ajevskis, 2018, "The Natural Rate of Interest: Information Derived from a Shadow Rate Model," Working Papers, Latvijas Banka, number 2018/02, Apr.
• Prinz Aloys & Beck Hanno, 2018, "Geldpolitischer Aktionismus, Ersparnisbildung und Kapitalallokation – Einige ökonomische Überlegungen," Zeitschrift für Wirtschaftspolitik, De Gruyter, volume 67, issue 1, pages 101-124, May, DOI: 10.1515/zfwp-2018-0003.
• 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," Working Papers, National Bank of the Republic of North Macedonia, number 2018-04.
• Mite Miteski & Ana Mitreska & Mihajlo Vaskov, 2018, "The Risk-Taking Channel of Monetary Policy in Macedonia: Evidence from Credit Registry Data," Working Papers, National Bank of the Republic of North Macedonia, number 2018-07.
• Jens Klose, 2018, "Equilibrium Real Interest Rates for the BRICS Countries," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201814.
• Peter Tillmann & Andreas Walter, 2018, "ECB vs Bundesbank: Diverging Tones and Policy Effectiveness," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201820.
• Paul Rudel & Peter Tillmann, 2018, "News Shock Spillovers: How the Euro Area Responds to Expected Fed Policy," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201832.
• Vahidin Jeleskovic & Anastasios Demertzidis, 2018, "Comparing different methods for the estimation of interbank intraday yield curves," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201839.
• Alok Johri & Shahed K. Khan & Cesar Sosa-Padilla, 2018, "Interest Rate Uncertainty and Sovereign Default Risk," Department of Economics Working Papers, McMaster University, number 2018-17, Dec.
• Thereza Balliester Reis, 2018, "Why Are Policy Real Interest Rates So High in Brazil? An Analysis of the Determinants of the Central Bank of Brazil’s Real Interest Rate," International Journal of Political Economy, Taylor & Francis Journals, volume 47, issue 2, pages 178-198, April, DOI: 10.1080/08911916.2018.1497580.
• Ekundayo P. Mesagan & Olorunfemi Y. Alimi & Ismaila A. Yusuf, 2018, "Macroeconomic Implications of Exchange Rate Depreciation: The Nigerian Experience," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 16, issue 3 (Fall), pages 235-258, DOI: 10.26493/1854-6935.16.235-258.
• Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio, 2018, "A macro-financial analysis of the corporate bond market," Working Paper Research, National Bank of Belgium, number 360, Dec.
• Mariusz Kapuściński, 2018, "How far does monetary policy reach? Evidence from factor-augmented vector autoregressions for Poland," Bank i Kredyt, Narodowy Bank Polski, volume 49, issue 3, pages 191-216.
• Marcin Maciaszczyk, 2018, "Znikający rynek stawek WIBOR. Efekt zmian regulacyjnych dla wyceny stóp rynku międzybankowego w Polsce," Bank i Kredyt, Narodowy Bank Polski, volume 49, issue 3, pages 217-252.
• Anna I. Topczewska, 2018, "Wpływ niekonwencjonalnej polityki pieniężnej Banku Węgier na stopy procentowe rynku międzybankowego," Bank i Kredyt, Narodowy Bank Polski, volume 49, issue 4, pages 321-356.
• Michał Gradzewicz, 2018, "How do savings of different agents respond to interest rate change?," NBP Working Papers, Narodowy Bank Polski, number 276.
• Jan Toporowski, 2018, "Kalecki’s critique of wicksellianism and the miss-specification of negative interest rates," NBP Working Papers, Narodowy Bank Polski, number 295.
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018, "The Tail That Keeps the Riskless Rate Low," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2018, volume 33".
• Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018, "Global Trends in Interest Rates," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2018".
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018, "The Tail that Keeps the Riskless Rate Low," NBER Working Papers, National Bureau of Economic Research, Inc, number 24362, Feb.
• Patrick Augustin & Mikhail Chernov & Dongho Song, 2018, "Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads," NBER Working Papers, National Bureau of Economic Research, Inc, number 24506, Apr.
• Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018, "Banking on Deposits: Maturity Transformation without Interest Rate Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 24582, May.
• Bronson Argyle & Taylor D. Nadauld & Christopher Palmer & Ryan D. Pratt, 2018, "The Capitalization of Consumer Financing into Durable Goods Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 24699, Jun.
• Andreas Neuhierl & Michael Weber, 2018, "Monetary Momentum," NBER Working Papers, National Bureau of Economic Research, Inc, number 24748, Jun.
• Michael Carlos Best & James Cloyne & Ethan Ilzetzki & Henrik Kleven, 2018, "Estimating the Elasticity of Intertemporal Substitution Using Mortgage Notches," NBER Working Papers, National Bureau of Economic Research, Inc, number 24948, Aug.
• Pascal Michaillat & Emmanuel Saez, 2018, "Resolving New Keynesian Anomalies with Wealth in the Utility Function," NBER Working Papers, National Bureau of Economic Research, Inc, number 24971, Aug.
• Jose A. Lopez & Andrew K. Rose & Mark M. Spiegel, 2018, "Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 25004, Sep.
• Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright, 2018, "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," NBER Working Papers, National Bureau of Economic Research, Inc, number 25016, Sep.
• Anna Cieslak & Andreas Schrimpf, 2018, "Non-Monetary News in Central Bank Communication," NBER Working Papers, National Bureau of Economic Research, Inc, number 25032, Sep.
• Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2018, "Global Trends in Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 25039, Sep.
• Eric T. Swanson, 2018, "The Federal Reserve Is Not Very Constrained by the Lower Bound on Nominal Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 25123, Oct.
• Jordan Brooks & Michael Katz & Hanno Lustig, 2018, "Post-FOMC Announcement Drift in U.S. Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 25127, Oct.
• David W. Berger & Konstantin Milbradt & Fabrice Tourre & Joseph Vavra, 2018, "Mortgage Prepayment and Path-Dependent Effects of Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 25157, Oct.
• Jing Cynthia Wu & Fan Dora Xia, 2018, "Negative Interest Rate Policy and the Yield Curve," NBER Working Papers, National Bureau of Economic Research, Inc, number 25180, Oct.
• Kurt G. Lunsford & Kenneth D. West, 2018, "Some Evidence on Secular Drivers of U.S. Safe Real Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 25288, Nov.
• Markus K. Brunnermeier & Lunyang Huang, 2018, "A Global Safe Asset for and from Emerging Market Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 25373, Dec.
• Markus K. Brunnermeier & Yann Koby, 2018, "The Reversal Interest Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 25406, Dec.
• Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2018, "Estimating the Taylor Rule in the Time-Frequency Domain," NIPE Working Papers, NIPE - Universidade do Minho, number 04/2018.
• Arpad Abraham & Eva Carceles-Poveda & Yan Liu & Ramon Marimon, 2018, "On the optimal design of a Financial Stability Fund," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 18-06.
• Mustafa Kasim & Bentouir Naima, 2018, "The Relationship Between Inflation Rate and Nominal Interest Rate in Bolivarian Republic Of Venezuela: Revisiting Fisher’s Hypothesis," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 4, pages 214-224, November.
• Thomas Scheiber & Julia Wörz, 2018, "How are reduced interest rate differentials affecting euroization in Southeastern Europe? Evidence from the OeNB Euro Survey," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1-18, pages 48-60.
• Éva Darabos & Tünde O. Nagy & Attila Rózsa, 2018, "Financial Resources - Loans," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 162-172, July.
• Ionela-Gabriela Matei, 2018, "Restructuring Of Loans – Necessity And Effects In Romanian Banking Activity," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 3, issue special, pages 36-45, May.
• Carlo Altavilla & Miguel Boucinha & José-Luis Peydró & Thorsten BeckManaging Editor, 2018, "Monetary policy and bank profitability in a low interest rate environment," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 33, issue 96, pages 531-586.
• Caio Almeida & Kym Ardison & Daniela Kubudi & Axel Simonsen & José Vicente, 2018, "Forecasting Bond Yields with Segmented Term Structure Models," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 1, pages 1-33.
• Wendy Carlin & David Soskice, 2018, "Stagnant productivity and low unemployment: stuck in a Keynesian equilibrium," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 34, issue 1-2, pages 169-194.
• Emmanuel Farhi & Matteo Maggiori, 2018, "A Model of the International Monetary System," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 133, issue 1, pages 295-355.
• Gianluca Benigno & Luca Fornaro, 2018, "Stagnation Traps," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 3, pages 1425-1470.
• Michael D. Bauer & James D. Hamilton, 2018, "Robust Bond Risk Premia," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 2, pages 399-448.
• Martin Ellison & Andreas Tischbirek, 2018, "Beauty Contests and the Term Structure," Economics Series Working Papers, University of Oxford, Department of Economics, number 846, Feb.
• Christoph Trebesch & Jeromin Zettelmeyer, 2018, "ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 66, issue 2, pages 287-332, June, DOI: 10.1057/s41308-018-0051-y.
• Shahwahid, Muhammad & Masih, Mansur, 2018, "Macroeconomic determinants of islamic and conventional stocks: Malaysian evidence based on ARDL and NARDL approaches," MPRA Paper, University Library of Munich, Germany, number 114368, Nov.
• Raputsoane, Leroi, 2018, "Leader followership in monetary policy coordination," MPRA Paper, University Library of Munich, Germany, number 121903, Apr.
• Raputsoane, Leroi, 2018, "Leader followership in monetary policy coordination," MPRA Paper, University Library of Munich, Germany, number 121905, Apr.
• Mna, Ali & Younsi, Moheddine, 2018, "A Monetary Conditions Index and its Application on Tunisian Economic Forecasting," MPRA Paper, University Library of Munich, Germany, number 83648, Jan.
• Gregor, Jiri & Melecky, Martin, 2018, "The Pass-Through of Monetary Policy Rate to Lending Rates: The Role of Macro-financial Factors," MPRA Paper, University Library of Munich, Germany, number 84048, Jan.
• Harashima, Taiji, 2018, "Why Are Inflation and Real Interest Rates So Low? A Mechanism of Low and Floating Real Interest and Inflation Rates," MPRA Paper, University Library of Munich, Germany, number 84311, Apr.
• Kolcunova, Dominika & Havranek, Tomas, 2018, "Estimating the Effective Lower Bound for the Czech National Bank's Policy Rate," MPRA Paper, University Library of Munich, Germany, number 84725, Feb.
• Raputsoane, Leroi, 2018, "Targeting financial stress as opposed to the exchange rate," MPRA Paper, University Library of Munich, Germany, number 84865, Feb.
• Raputsoane, Leroi, 2018, "Monetary policy reaction function pre and post the global financial crisis," MPRA Paper, University Library of Munich, Germany, number 84866, Feb.
• Raputsoane, Leroi, 2018, "Monetary policy coordination leader followership," MPRA Paper, University Library of Munich, Germany, number 85684, Apr.
• Verico, Kiki, 2018, "Does Indonesia’s macroeconomic work well towards the political year?," MPRA Paper, University Library of Munich, Germany, number 86164, Apr.
• Simerský, Mojmír, 2018, "Zero-coupon yields estimated by zero-degree splines," MPRA Paper, University Library of Munich, Germany, number 86268, Apr.
• Simerský, Mojmír, 2018, "Czech Government Bond yields under FX pressure," MPRA Paper, University Library of Munich, Germany, number 86476, May.
• Zhou, Siwen, 2018, "Measuring the Signaling Effect of the ECB’s Asset Purchase Programme at the Effective Lower Bound," MPRA Paper, University Library of Munich, Germany, number 87084.
• Musgrave, Ralph S., 2018, "A permanent zero interest rate would maximise GDP," MPRA Paper, University Library of Munich, Germany, number 87111, Jun.
• Sandoval paucar, Giovanny, 2018, "Un análisis de la política monetaria y tasa de interés real neutral desde la perspectiva del principio de demanda efectiva
  [An analysis of monetary policy and neutral real interest rate from the pe," MPRA Paper, University Library of Munich, Germany, number 87610, Jun.
• Nwachukwu, Jacinta & Aziz, Aqsa & Tony-Okeke, Uchenna & Asongu, Simplice, 2018, "The determinants of interest rates in microfinance: age, scale and organisational charter," MPRA Paper, University Library of Munich, Germany, number 87866, Jan.
• Kapur, Muneesh, 2018, "Macroeconomic Policies and Transmission Dynamics in India," MPRA Paper, University Library of Munich, Germany, number 88566, Aug.
• Takaoka, Sumiko & Takahashi, Koji, 2018, "Differential effects of unconventional monetary policy on syndicated loan contracts," MPRA Paper, University Library of Munich, Germany, number 89342, Oct.
• Mehedi Nizam, Ahmed, 2018, "How the banking system is creating a two-way inflation in an economy?," MPRA Paper, University Library of Munich, Germany, number 89487, Oct.
• S, Surayya, 2018, "Alternative Specifications of Fisher Hypothesis: An Empirical Investigation," MPRA Paper, University Library of Munich, Germany, number 90320.
• Pincheira, Pablo & Neumann, Federico, 2018, "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," MPRA Paper, University Library of Munich, Germany, number 90432, Dec.
• Pervin, Shahida, 2018, "Dynamics and Interactions of Monetary Policy and Macroeconomic Variables: Empirical Investigation in the UK Economy with Bayesian VAR," MPRA Paper, University Library of Munich, Germany, number 91816, Sep.
• purba, martin, 2018, "Analisis Pasar Uang Pada Model Mundell-Fleming Pada Perekonomian Indonesia (Tahun 2010-2017)
  [Money Market Analysis on the Mundell-Fleming Model in the Indonesian Economy (2010-2017)]," MPRA Paper, University Library of Munich, Germany, number 97409.
• Mogaji, Peter Kehinde, 2018, "Some Stylised Facts for the Economies of Anglophone West Africa and Guinea," MPRA Paper, University Library of Munich, Germany, number 99145, Jul.
• Christophe André & Petre Caraiani & Adrian Cantemir Čalin & Rangan Gupta, 2018, "Can Monetary Policy Lean against Housing Bubbles?," Working Papers, University of Pretoria, Department of Economics, number 201877, Nov.
• Dušan Staniek, 2018, "The Expectations Hypothesis in the Theory and Practice of Current Interest Rate Instruments
  [Hypotéza očekávání v teorii a praxi současných úrokových instrumentů]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2018, issue 2, pages 61-79, DOI: 10.18267/j.cfuc.513.
• Lukáš Kučera, 2018, "Investice v transmisním mechanismu cílování inflace verifikace zdrojů variability investic v České republice
  [Investment in the Transmission Mechanism of Inflation Targeting - Verification of Sourc," Politická ekonomie, Prague University of Economics and Business, volume 2018, issue 2, pages 201-217, DOI: 10.18267/j.polek.1184.
• Valéria Halamová & Kristína Kočišová, 2018, "Premietanie medzibankových úrokových sadzieb do klientskych sadzieb na Slovensku (20042016)
  [Interbank Interest Rate Pass-Through into Client Interest Rates in the Condition of Slovak Republic (200," Politická ekonomie, Prague University of Economics and Business, volume 2018, issue 4, pages 473-490, DOI: 10.18267/j.polek.1203.
• Pavel Potužák, 2018, "Stimuluje spotřebu v situaci nulové nominální úrokové míry zvýšení inflačních očekávání?
  [Does an Increase in Inflation Expectations Stimulate Consumption at the Zero Lower Bound?]," Politická ekonomie, Prague University of Economics and Business, volume 2018, issue 6, pages 751-775, DOI: 10.18267/j.polek.1221.
• Anna Duszak, 2018, "Does the Way of Financing Quantitative Easing Programmes Matter?," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 10, issue 2, pages 101-131, June.
• Victor Bystrov, 2018, "Measuring the Natural Rates of Interest in Germany and Italy," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 10, issue 4, pages 333-353, December.
• Jan Acedański & Julia Włodarczyk, 2018, "Demographics, retirement age, and real interest rates in Poland," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 10, issue 4, pages 355-385, December.
• Lathaporn Ratanavararak & Nasha Ananchotikul, 2018, "Bank Profitability and Risk-Taking in a Low Interest Rate Environment: The Case of Thailand," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 89, Jul.
• Lasitha R.C. Pathberiya, 2018, "Interest Rate Rules, Forward Guidance Rules and the Zero Lower Bound on Nominal Interest Rates in a Cost Channel Economy," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 592, May.
• Jonathan Hambur & Richard Finlay, 2018, "Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2018-02, Feb.
• Nicholas Garvin, 2018, "Identifying Repo Market Microstructure from Securities Transactions Data," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2018-09, Aug.
• Pérez, Fernando, 2018, "Nowcasting Peruvian GDP using Leading Indicators and Bayesian Variable Selection," Working Papers, Banco Central de Reserva del Perú, number 2018-010, Dec.
• Martin Kliem & Alexander Meyer-Gohde, 2018, "(Un)expected Monetary Policy Shocks and Term Premia," 2018 Meeting Papers, Society for Economic Dynamics, number 102.
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018, "The Tail that Keeps the Riskless Rate Low," 2018 Meeting Papers, Society for Economic Dynamics, number 1111.