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

• 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.
• Sayyed Mahdi Ziaei, 2018, "US unconventional monetary policy and Islamic equity indices," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 11, issue 4, pages 575-590, May, DOI: 10.1108/IMEFM-11-2017-0299.
• Michael K. Fung, 2018, "Deposit Rate Asymmetry and Edgeworth Cycles after Hong Kong’s Interest Rate Deregulation," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Banking and Finance Issues in Emerging Markets", DOI: 10.1108/S1571-038620180000025006.
• Gabriel Caldas Montes & Cristiane Gea, 2018, "Central bank transparency, inflation targeting and monetary policy: a panel data approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 6, pages 1159-1174, November, DOI: 10.1108/JES-07-2017-0211.
• Richard Cebula & Usha Nair-Reichert, 2018, "Impact of federal income tax rates and government borrowing on nominal interest rate yields on tax-free municipal bonds," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 10, issue 3, pages 342-350, May, DOI: 10.1108/JFEP-10-2017-0104.
• Thomas Emmerling & Robert Jarrow & Yildiray Yildirim, 2018, "Portfolio balance effects and the Federal Reserve’s large-scale asset purchases," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 1, pages 2-24, March, DOI: 10.1108/SEF-10-2017-0284.
• Jaskowski, M. & McAleer, M.J., 2018, "Spurious Cross-Sectional Dependence in Credit Spread Changes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 208-34, Aug.
• George Michalopoulos & Konstantinos Tsermenidis, 2018, "Country Risk on the Bank Borrowing Cost Dispersion Within the Euro Area during the Financial and Debt Crises," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 76-92.
• Farhad Taghizadeh-Hesary & Naoyuki Yoshino & Yugo Inagaki, 2018, "Empirical Analysis of Factors Influencing Price of Solar Modules," Working Papers, eSocialSciences, number id:12822, Jun.
• Alexandru Patruti, 2018, "Why the Keynes-Hayek Macro Debate Cannot be won by either Side," HISTORY OF ECONOMIC THOUGHT AND POLICY, FrancoAngeli Editore, volume 2018, issue 2, pages 113-125.
• Karel Bruna & Quang Van Tran, 2018, "Inflation Targeting and Variability of Money Market Interest Rates Under a Zero Lower Bound," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 6, pages 519-539, December.
• Dominika Kolcunova & Tomas Havranek, 2018, "Estimating the Effective Lower Bound on the Czech National Bank’s Policy Rate," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 6, pages 550-577, December.
• 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 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 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.
• Patrick Fève & Alban Moura & Olivier Pierrard, 2018, "Predetermined Interest Rates in a Analytical RBC model," Post-Print, HAL, number hal-05528470, Aug, DOI: 10.1016/j.econlet.2018.08.011.
• 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," KRTK-KTI 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," KRTK-KTI 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
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• Pásztor, Szabolcs & Kovács, Levente, 2018, "A globális jelzálogpiac helyzete és kihívásai
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• 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.
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• 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.
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• 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.
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