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

2017

• Marc Giannoni & Domenico Giannone & Andrea Tambalotti & Marco Del Negro, 2017, "Safety, Liquidity, and the Natural Rate of Interest," 2017 Meeting Papers, Society for Economic Dynamics, number 803.
• George-Marios Angeletos & Chen Lian, 2017, "Forward Guidance without Common Knowledge," 2017 Meeting Papers, Society for Economic Dynamics, number 89.
• Naoyuki Yoshino & Farhad Taghizadeh–Hesary & Hiroaki Miyamoto, 2017, "The Effectiveness of Japan’s Negative Interest Rate Policy," ADBI Working Papers, Asian Development Bank Institute, number 652, Jan.
• Marco Airaudo, 2017, "Temptation and Forward Guidance," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2017-4, Feb.
• Jens Klose, 2017, "Secular Stagnation in Non-EMU European Countries : Equilibrium Real Rate Approach," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 32, issue 2, pages 400-432.
• Jason Thomas, 2017, "John Bull Can't Stand 2 Percent: QE's Depressing Implications for Investment," Journal of Financial Transformation, Capco Institute, volume 45, pages 107-118.
• Shahnaz Haji Ghasemi & Mehdi Nejati & Nuraallah Salehi Asfeji, 2017, "Evaluating the Effects of Real Interest Rate and Reserve Requirements on the Selected Macro Variables of the Iranian Economy," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 4, issue 3, pages 117-142.
• Ansgar Belke & Jens Klose, 2017, "Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro-Area Member Countries," ROME Working Papers, ROME Network, number 201712, Dec.
• Constantin ANGHELACHE & Gyorgy BODO & Marian SFETCU & Maria MIREA, 2017, "Model for analyzing the sensitivity of the bank’s risk indicators to the interest rate variation," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 12, pages 64-75, December.
• Mariarosaria Comunale & Jonas Striaukas, 2017, "Unconventional monetary policy: interest rates and low inflation. A review of literature and methods," CEIS Research Paper, Tor Vergata University, CEIS, number 406, May, revised 12 May 2017.
• Thorvaldur Gylfason, 2017, "Negative Interest," The American Economist, Sage Publications, volume 62, issue 2, pages 139-148, October, DOI: 10.1177/0569434516682714.
• Archawa Paweenawat, 2017, "The Information Content of the Term Structure of Interest Rates in Emerging Economies: The Case of Thailand," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 16, issue 2, pages 136-150, August, DOI: 10.1177/0972652717712371.
• Roger E.A. Farmer, 2017, "Unwinding: A Tale of Corridors and Floors," National Institute Economic Review, National Institute of Economic and Social Research, volume 241, issue 1, pages 70-73, August.
• Kishan Abeygunawardana & Chandranath Amarasekara & C. D. Tilakaratne, 2017, "Macroeconomic Effects of Monetary Policy Shocks," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 18, issue 1, pages 21-38, March, DOI: 10.1177/1391561416673507.
• Fida Hussain & Asif Mahmood, 2017, "Predicting Output Growth and Inflation in Pakistan: The Role of Yield Spread," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 13, pages 53-76.
• Fida Hussain & Asif Mahmood, 2017, "Predicting Inflation and Output in Pakistan: The Role of Yield Spread," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 93, Oct.
• Gerti Shijaku, 2017, "How Does Competition Affect Bank Stability After the Global Crises in the Case of the Albanian Banking System?," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 15, issue 2, pages 175-208.
• Carlo Altavilla & Miguel Boucinha & José-Luis Peydró, 2017, "Monetary Policy and Bank Profitability in a Low Interest Rate Environment," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 486, Oct.
• I Doun Kuo, 2017, "Irrationality and Term Structure Anomaly," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4507033, Apr.
• Athanasios Geromichalos & Lucas Herrenbrueck, 2017, "The Liquidity-Augmented Model of Macroeconomic Aggregates," Discussion Papers, Department of Economics, Simon Fraser University, number dp17-16, Oct.
• Łukasz Goczek & Karol Partyka, 2017, "Polityka pieniężna i ceny nieruchomości w krajach OECD w modelu losowych współczynników," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 47, pages 101-112.
• Joanna Stawska & Katarzyna Miszczyńska, 2017, "The Impact of the European Central Bank’s Interest Rates on Investments in the Euro Area," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 51-72.
• Koffie Nassar & Edder Martinez & Anabel Pineda, 2017, "Determinants of Banks’ Net Interest Margins in Honduras," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 7, pages 5-27, May.
• Gerti Shijaku, 2017, "Bank prudential and bank stability– how far do they go," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 8, pages 127-150, October.
• Kenshiro Ninomiya, 2017, "Financial Structure and Instability in an Open Economy," Discussion Papers CRR Discussion Paper Series B: Financial, Shiga University, Faculty of Economics,Center for Risk Research, number 16, Feb.
• Christian Grisse & Signe Krogstrup & Silvio Schumacher, 2017, "Lower bound beliefs and long-term interest rates," Working Papers, Swiss National Bank, number 2017-05.
• Christian Grisse & Silvio Schumacher, 2017, "The response of long-term yields to negative interest rates: evidence from Switzerland," Working Papers, Swiss National Bank, number 2017-10.
• Thomas Lustenberger & Enzo Rossi, 2017, "The Social Value of Information: A Test of a Beauty and Non-Beauty Contest," Working Papers, Swiss National Bank, number 2017-17.
• Ricardo Sabbadini, 2017, "Overcoming the Original Sin: Gains from Local Currency External Debt," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2017_27, Oct.
• Naoyuki Yoshino & Farhad Taghizadeh-Hesary & Hiroaki Miyamoto, 2017, "The Ineffectiveness of Japan’s Negative Interest Rate Policy," ADB Institute Series on Development Economics, Springer, chapter 0, in: Naoyuki Yoshino & Farhad Taghizadeh-Hesary, "Japan’s Lost Decade", DOI: 10.1007/978-981-10-5021-3_8.
• Katrin Wölfel & Christoph S. Weber, 2017, "Searching for the Fed’s reaction function," Empirical Economics, Springer, volume 52, issue 1, pages 191-227, February, DOI: 10.1007/s00181-016-1076-6.
• Wanling Huang & André Varella Mollick & Khoa Huu Nguyen, 2017, "Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar," Empirical Economics, Springer, volume 53, issue 3, pages 959-997, November, DOI: 10.1007/s00181-016-1165-6.
• S. Burcu Avci & Eray Yucel, 2017, "Effectiveness of monetary policy: evidence from Turkey," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 7, issue 2, pages 179-213, August, DOI: 10.1007/s40822-017-0068-y.
• Ying Jiao & Chunhua Ma & Simone Scotti, 2017, "Alpha-CIR model with branching processes in sovereign interest rate modeling," Finance and Stochastics, Springer, volume 21, issue 3, pages 789-813, July, DOI: 10.1007/s00780-017-0333-7.
• Amit K. Sinha & Philip A. Horvath & Robert C. Scott, 2017, "The real miss-specification in the forward rate premium puzzle," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 3, pages 463-473, July, DOI: 10.1007/s12197-016-9363-9.
• Junko Koeda, 2017, "Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan," The Japanese Economic Review, Springer, volume 68, issue 4, pages 443-457, December, DOI: 10.1111/jere.12117.
• Markus Demary, 2017, "Yield curve responses to market sentiments and monetary policy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 12, issue 2, pages 309-344, July, DOI: 10.1007/s11403-015-0167-3.
• M. R. Anantha Ramu & K. Gayithri, 2017, "Fiscal deficit and inflation linkages in India: tracking the transmission channels," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, volume 19, issue 1, pages 1-24, April, DOI: 10.1007/s40847-017-0042-2.
• Wali Ullah, 2017, "Term structure forecasting in affine framework with time-varying volatility," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 26, issue 3, pages 453-483, August, DOI: 10.1007/s10260-017-0378-y.
• Peter Hennecke, 2017, "Wie stark und schnell wurden die Niedrigzinsen an Bankkunden weitergereicht?
  [How Strong and Fast Were the Low Interest Rates Passed on to Bank Customers in Germany?]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 97, issue 10, pages 733-740, October, DOI: 10.1007/s10273-017-2206-2.
• Stefan Homburg & Julia Knolle, 2017, "Das Rätsel der Niedrigzinsphase
  [The Conundrum of Low Interest Rates]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 97, issue 4, pages 290-293, April, DOI: 10.1007/s10273-017-2132-3.
• W. Erwin Diewert & Kevin J. Fox, 2017, "Alternative User Costs, Productivity and Inequality in US Business Sectors," Discussion Papers, School of Economics, The University of New South Wales, number 2017-14, May.
• Chris Garbers & Guangling Liu, 2017, "Flow specific capital controls for emerging markets," Working Papers, Stellenbosch University, Department of Economics, number 12/2017.
• Jari Hännikäinen, 2017, "The shadow rate as a predictor of real activity and inflation: evidence from a data-rich environment," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 8, pages 527-535, May, DOI: 10.1080/13504851.2016.1208347.
• Ilomaki Jukka & Laurila Hannu, 2017, "Endogenous Real Risk-Free Rate, the Central Bank, and Stock Market," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1713, Jan.
• Fatma Pinar Erdem & Etkin �zen & Ibrahim Unalmis, 2017, "Are Macroprudential Policies Effective Tools to Reduce Credit Growth in Emerging Markets?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1712.
• Yasemin Erduman & Zelal Aktaş & Neslihan Kaya Ekşi, 2017, "Fed Para Politikasına Đlişkin Beklentilerin Türkiye’ye Yönelen Portföy Akımları Üzerine Etkisi," Ekonomi-tek - International Economics Journal, Turkish Economic Association, volume 6, issue 3, pages 1-14, September.
• Nuria Boot & Timo Klein & Maarten Pieter Schinkel, 2017, "Collusive Benchmark Rates Fixing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-122/VII, Dec, revised 17 Apr 2019.
• Esther Barros-Campello & Carlos Pateiro-Rodríguez & J. Venancio Salcines-Cristal & Carlos Pateiro-López, 2017, "El esquema de objetivos de inflación: Evidencia para América Latina (1999-2015)," Estudios de Economia, University of Chile, Department of Economics, volume 44, issue 2 Year 20, pages 223-250, December.
• Diego Rijos, 2017, "Who is John Galt? Un análisis de la crisis financiera de 2008 desde la óptica de la Escuela Austríaca," Documentos de Investigación Estudiantil (students working papers), Instituto de Economía - IECON, number 17-02, Apr.
• Mohd Afzanizam Abdul Rashid & Tamat Sarmidi & Abu Hassan Shaari Md Nor & Nor Ghani Md Noor, 2017, "Does Income Gap Matter for Household Debt Accumulation?," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, volume 9, issue 1, pages 1-19, January.
• Jordi Galí, 2017, "Uncovered interest parity, forward guidance and the exchange rate," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1600, May, revised Feb 2020.
• Carlo Altavilla & Miguel Boucinha & José-Luis Peydró, 2017, "Monetary policy and bank profitability in a low interest rate environment," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1655, Oct, revised Mar 2018.
• Borisenko, Dmitry & Pozdeev, Igor, 2017, "Monetary Policy and Currency Returns: the Foresight Saga," Working Papers on Finance, University of St. Gallen, School of Finance, number 1708, May, revised 1710.
• Michael Patrick Curran & Adnan Velic, 2017, "Interest Rate Volatility And Macroeconomic Dynamics: A Cross-Country Analysis," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 35, Apr.
• ELHUSSEINY85, Mahdy F., 2017, "Industries Stock Return Reactions To Risk Factors: An Empirical Investigation On The G-7 Countries," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 4, issue 1, pages 196-204.
• Olusegun Toyin Segun, 2017, "Microfinance Mission Drift In Nigeria," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 17, issue 1, pages 86-98, June.
• Michael Frenkel & Jin-Kyu Jung & Jan-Christoph Rülke, 2017, "Rationalizing the Bias in Central Banks' Interest Rate Projections," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 17-03, Apr.
• Thomas Greve & Michael G. Pollitt, 2017, "Determining the Optimal Length of Regulatory Guarantee: A Length‐of‐contract Auction," Economic Journal, Royal Economic Society, volume 127, issue 605, pages 325-333, October, DOI: 10.1111/ecoj.12405.
• Khandokar Istiak & Apostolos Serletis, 2017, "Monetary policy and leverage shocks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 2, pages 115-128, April.
• Francisco Ruge‐Murcia, 2017, "Skewness Risk and Bond Prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 2, pages 379-400, March, DOI: 10.1002/jae.2528.
• Manthos D. Delis & Iftekhar Hasan & Nikolaos Mylonidis, 2017, "The Risk‐Taking Channel of Monetary Policy in the U.S.: Evidence from Corporate Loan Data," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 1, pages 187-213, February, DOI: 10.1111/jmcb.12372.
• Michael Ehrmann & Michael Ziegelmeyer, 2017, "Mortgage Choice in the Euro Area: Macroeconomic Determinants and the Effect of Monetary Policy on Debt Burdens," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 2-3, pages 469-494, March, DOI: 10.1111/jmcb.12386.
• Ferre De Graeve & Jens Iversen, 2017, "Central Bank Policy Paths and Market Forward Rates: A Simple Model," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 6, pages 1197-1224, September, DOI: 10.1111/jmcb.12413.
• Qureshi, Irfan, 2017, "Monetary Policy Shifts and Central Bank Independence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1139.
• Laura Coroneo & Sergio Pastorello, 2017, "European spreads at the interest rate lower bound," Discussion Papers, Department of Economics, University of York, number 17/10, Sep.
• Vilmi, Lauri, 2017, "Two tales of the natural rate of interest," BoF Economics Review, Bank of Finland, number 1/2017.
• Korhonen, Iikka & Nuutilainen, Riikka, 2017, "Breaking monetary policy rules in Russia," BOFIT Policy Briefs, Bank of Finland Institute for Emerging Economies (BOFIT), number 9/2017.
• Delis, Manthos D. & Hasan, Iftekhar & Mylonidis, Nikolaos, 2017, "The risk-taking channel of monetary policy in the US: Evidence from corporate loan data," Bank of Finland Research Discussion Papers, Bank of Finland, number 18/2017.
• Möhlmann, Axel, 2017, "Interest rate risk of life insurers: Evidence from accounting data," Discussion Papers, Deutsche Bundesbank, number 10/2017.
• Gerke, Rafael & Hauzenberger, Klemens, 2017, "The Fisher paradox: A primer," Discussion Papers, Deutsche Bundesbank, number 20/2017.
• Kliem, Martin & Meyer-Gohde, Alexander, 2017, "(Un)expected monetary policy shocks and term premia," Discussion Papers, Deutsche Bundesbank, number 30/2017.
• Coenen, Günter & Ehrmann, Michael & Gaballo, Gaetano & Hoffmann, Peter & Nakov, Anton & Nardelli, Stefano & Persson, Eric & Strasser, Georg H., 2017, "Communication of monetary policy in unconventional times," CFS Working Paper Series, Center for Financial Studies (CFS), number 578.
• Koulovatianos, Christos & Li, Jian & Weber, Fabienne, 2017, "Market fragility and the paradox of the recent stock-bond dissonance," CFS Working Paper Series, Center for Financial Studies (CFS), number 589.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2017, "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 158001.
• Hardach, Gerd, 2017, "Sparen in der "Nullzinsphase". Privatanleger und der Kapitalmarkt in Deutschland im Ersten Weltkrieg," IBF Paper Series, IBF – Institut für Bank- und Finanzgeschichte / Institute for Banking and Financial History, Frankfurt am Main, number 02-17.
• Beyer, Robert & Wieland, Volker, 2017, "Instability, imprecision and inconsistent use of equilibrium real interest rate estimates," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 110.
• Xiong, Qizhou, 2018, "The liquidity premium of safe assets: The role of government debt supply," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2017, revised 2018.
• Hennecke, Peter, 2017, "Zinstransmission in der Niedrigzinsphase: Eine empirische Untersuchung des Zinskanals in Deutschland," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 150.
• Hennecke, Peter, 2017, "The interest rate pass-through in the low interest rate environment: Evidence from Germany," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 151.
• Kliem, Martin & Meyer-Gohde, Alexander, 2017, "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-015.
• Grosse Steffen, Christoph & Podstawski, Maximilian, 2017, "Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168101.
• Urbschat, Florian & Watzka, Sebasitan, 2017, "Quantitative Easing in the Euro Area - An Event Study Approach," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168135.
• Bletzinger, Tilman & von Thadden, Leopold, 2017, "Designing QE to overcome the lower bound constraint on interest rates in a fiscally sound monetary union," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168176.
• Lukas Altermatt, 2017, "Inside money, investment, and unconventional monetary policy," ECON - Working Papers, Department of Economics - University of Zurich, number 247, Mar, revised Jul 2019.
• Martin M. Andreasen & Jens H.E. Christensen & Simon Riddell, 2017, "The TIPS Liquidity Premium," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-27, Aug.
• Monisankar Bishnu & Nick L. Guo & Cagri S Kumru, 2017, "Social Security: Progressive Benefits but Regressive Outcome?," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2017-656, Dec.
• Danilo Cascaldi-Garcia, 2017, "News Shocks and the Slope of the Term Structure of Interest Rates: Comment," American Economic Review, American Economic Association, volume 107, issue 10, pages 3243-3249, October.
• André Kurmann & Christopher Otrok, 2017, "News Shocks and the Slope of the Term Structure of Interest Rates: Reply," American Economic Review, American Economic Association, volume 107, issue 10, pages 3250-3256, October.
• Marco Di Maggio & Amir Kermani & Benjamin J. Keys & Tomasz Piskorski & Rodney Ramcharan & Amit Seru & Vincent Yao, 2017, "Interest Rate Pass-Through: Mortgage Rates, Household Consumption, and Voluntary Deleveraging," American Economic Review, American Economic Association, volume 107, issue 11, pages 3550-3588, November.
• Marco Del Negro & Gauti Eggertsson & Andrea Ferrero & Nobuhiro Kiyotaki, 2017, "The Great Escape? A Quantitative Evaluation of the Fed's Liquidity Facilities," American Economic Review, American Economic Association, volume 107, issue 3, pages 824-857, March.
• Adrien Auclert & Matthew Rognlie, 2017, "Aggregate Demand and the Top 1 Percent," American Economic Review, American Economic Association, volume 107, issue 5, pages 588-592, May.
• Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2017, "Rents, Technical Change, and Risk Premia Accounting for Secular Trends in Interest Rates, Returns on Capital, Earning Yields, and Factor Shares," American Economic Review, American Economic Association, volume 107, issue 5, pages 614-620, May.
• Ralph S. J. Koijen & François Koulischer & Benoît Nguyen & Motohiro Yogo, 2017, "Euro-Area Quantitative Easing and Portfolio Rebalancing," American Economic Review, American Economic Association, volume 107, issue 5, pages 621-627, May.
• Christopher Gust & Edward Herbst & David López-Salido & Matthew E. Smith, 2017, "The Empirical Implications of the Interest-Rate Lower Bound," American Economic Review, American Economic Association, volume 107, issue 7, pages 1971-2006, July.
• Stephanie Schmitt-Grohé & Martín Uribe, 2017, "Liquidity Traps and Jobless Recoveries," American Economic Journal: Macroeconomics, American Economic Association, volume 9, issue 1, pages 165-204, January.
• Charles T. Carlstrom & Timothy S. Fuerst & Matthias Paustian, 2017, "Targeting Long Rates in a Model with Segmented Markets," American Economic Journal: Macroeconomics, American Economic Association, volume 9, issue 1, pages 205-242, January.
• Fabrice Collard & Harris Dellas & Behzad Diba & Olivier Loisel, 2017, "Optimal Monetary and Prudential Policies," American Economic Journal: Macroeconomics, American Economic Association, volume 9, issue 1, pages 40-87, January.
• Pierpaolo Benigno & Salvatore Nisticò, 2017, "Safe Assets, Liquidity, and Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, volume 9, issue 2, pages 182-227, April.
• Taisuke Nakata, 2017, "Uncertainty at the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, volume 9, issue 3, pages 186-221, July.
• Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2017, "Noisy News in Business Cycles," American Economic Journal: Macroeconomics, American Economic Association, volume 9, issue 4, pages 122-152, October.
• Douglas W. Elmendorf & Louise M. Sheiner, 2017, "Federal Budget Policy with an Aging Population and Persistently Low Interest Rates," Journal of Economic Perspectives, American Economic Association, volume 31, issue 3, pages 175-194, Summer.
• Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2017, "The Safe Assets Shortage Conundrum," Journal of Economic Perspectives, American Economic Association, volume 31, issue 3, pages 29-46, Summer.
• Kenneth Rogoff, 2017, "Dealing with Monetary Paralysis at the Zero Bound," Journal of Economic Perspectives, American Economic Association, volume 31, issue 3, pages 47-66, Summer.
• Calcedonia Enache & Fernando Merino, 2017, "Determinants of Foreign Direct Investment in Romania: a Quantitative Approach," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 19, issue 44, pages 275-275, February.
• Qureshi, Irfan, , "Monetary Policy Shifts and Central Bank Independence," Economic Research Papers, University of Warwick - Department of Economics, number 269096, DOI: 10.22004/ag.econ.269096.
• Jonathan H. Wright, 2017, "Forward-Looking Estimates of Interest-Rate Distributions," Annual Review of Financial Economics, Annual Reviews, volume 9, issue 1, pages 333-351, November, DOI: 10.1146/annurev-financial-110716-03.
• Michael Richter, 2017, "Asymmetric Effects on Financial Cycles in a Monetary Union with Diverging Country Preferences for Variable- and Fixed-Rate Mortgages," Review of Economics & Finance, Better Advances Press, Canada, volume 7, pages 19-36, February.
• Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2017, "The Effect of News Shocks and Monetary Policy," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1705, Sep.
• Gylfi Zoega & Gylfi Zoega, 2017, "The Golden Rule of Longevity," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1705, Oct.
• Jose Maria Alvarez & Cristina Deblas & Jose Felix Izquierdo & Ana Rubio & Jaime Zurita, 2017, "The impact of European banking consolidation on credit prices," Working Papers, BBVA Bank, Economic Research Department, number 17/08, Apr.
• Jose Felix Izquierdo, 2017, "Modelos para los flujos de nuevo credito en España," Working Papers, BBVA Bank, Economic Research Department, number 17/09, Apr.
• Christopher S. Sutherland, 2017, "What Explains Month-End Funding Pressure in Canada?," Discussion Papers, Bank of Canada, number 17-9, DOI: 10.34989/sdp-2017-9.
• Michael Boutros & Jonathan Witmer, 2017, "Monetary Policy Implementation in a Negative Rate Environment," Staff Working Papers, Bank of Canada, number 17-25, DOI: 10.34989/swp-2017-25.
• Antonio Diez de los Rios & Maral Shamloo, 2017, "Quantitative Easing and Long-Term Yields in Small Open Economies," Staff Working Papers, Bank of Canada, number 17-26, DOI: 10.34989/swp-2017-26.
• Antonio Diez de los Rios, 2017, "Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions," Staff Working Papers, Bank of Canada, number 17-33, DOI: 10.34989/swp-2017-33.
• Julien Champagne & Rodrigo Sekkel, 2017, "Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada," Staff Working Papers, Bank of Canada, number 17-39, DOI: 10.34989/swp-2017-39.
• Maarten van Oordt, 2017, "Which Model to Forecast the Target Rate?," Staff Working Papers, Bank of Canada, number 17-60, DOI: 10.34989/swp-2017-60.
• Bruno Feunou & Corey Garriott & James Kyeong & Raisa Leiderman, 2017, "The Impacts of Monetary Policy Statements," Staff Analytical Notes, Bank of Canada, number 17-22, DOI: 10.34989/san-2017-22.
• Stefano Neri & Giuseppe Ferrero, 2017, "Monetary policy in a low interest rate environment," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 392, Sep.
• Giuseppe Ferrero & Michele Loberto & Marcello Miccoli, 2017, "The collateral channel of unconventional monetary policy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1119, Jun.
• Maddalena Galardo & Cinzia Guerrieri, 2017, "The effects of central bank’s verbal guidance: evidence from the ECB," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1129, Jul.
• Fabio Busetti & Michele Caivano, 2017, "Low frequency drivers of the real interest rate: a band spectrum regression approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1132, Sep.
• Anna Bartocci & Lorenzo Burlon & Alessandro Notarpietro & Massimiliano Pisani, 2017, "Macroeconomic effects of non-standard monetary policy measures in the euro area: the role of corporate bond purchases," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1136, Sep.
• Stefano Neri & Andrea Gerali, 2017, "Natural rates across the Atlantic," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1140, Sep.
• Pietro Cova & Patrizio Pagano & Alessandro Notarpietro & Massimiliano Pisani, 2017, "Secular stagnation, R&D, public investment and monetary policy: a global-model perspective," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1156, Dec.
• Pierluigi Bologna, 2017, "Banks’ maturity transformation: risk, reward, and policy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1159, Dec.
• Javier G. Gómez-Pineda, 2017, "Volatility spillovers and the global financial cycle across economies: evidence from a global semi-structural model," Borradores de Economia, Banco de la Republica de Colombia, number 1011, Sep, DOI: 10.32468/be.1011.
• Deicy Cristiano-Botia & Eliana González-Molano & Carlos Huertas-Campos, 2017, "Evaluación de la transmisión de la tasa de interés de referencia a las tasas de interés del sistema financiero considerando las expectativas de los agentes," Borradores de Economia, Banco de la Republica de Colombia, number 988, Mar, DOI: 10.32468/be.988.
• Daniel Ordoñez-Callamand & Jose Eduardo Gomez-Gonzalez & Santiago Gomez-Malagon & Luis Fernando Melo-Velandia, 2017, "A rank approach for studying cross-currency bases and the covered interest rate parity," Borradores de Economia, Banco de la Republica de Colombia, number 994, May, DOI: 10.32468/be.994.
• Klodiana Istrefi & Sarah Mouabbi, 2017, "Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis," Working papers, Banque de France, number 619.
• Jean-Stéphane Mésonnier & Charles O'Donnell & Olivier Toutain, 2017, "The Interest of Being Eligible," Working papers, Banque de France, number 636.
• Uri, J., 2017, "Les crédits nouveaux à l’habitat des ménages : tendances récentes," Bulletin de la Banque de France, Banque de France, issue 210, pages 5-13.
• Perillaud, S. & Uri, J., 2017, "Le crédit à la consommation en France et en Europe : tendances récentes et comparaisons internationales," Bulletin de la Banque de France, Banque de France, issue 213, pages 33-42.
• Klodiana Istrefi & Sarah Mouabbi, 2017, "Subjective interest rate uncertainty and the macroeconomy : a cross-country analysis," Rue de la Banque, Banque de France, issue 48, september.
• Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne & Guillaume Roussellet, 2017, "Staying at zero with affine processes : an application to term structure modelling," Rue de la Banque, Banque de France, issue 52, november.
• Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2017, "Safety, Liquidity, and the Natural Rate of Interest," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 48, issue 1 (Spring, pages 235-316.
• Deepa Datta & Benjamin K Johannsen & Hannah Kwon & Robert J Vigfusson, 2017, "Oil, equities, and the zero lower bound," BIS Working Papers, Bank for International Settlements, number 617, Mar.
• Rocío Gondo & Marco Vega, 2017, "The dynamics of investment projects: evidence from Peru," BIS Working Papers, Bank for International Settlements, number 621, Mar.
• Leonardo Gambacorta & Andrés Murcia Pabón, 2017, "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data," BIS Working Papers, Bank for International Settlements, number 636, May.
• Yener Altunbas & Mahir Binici & Leonardo Gambacorta, 2017, "Macroprudential policy and bank risk," BIS Working Papers, Bank for International Settlements, number 646, Jun.
• Dagfinn Rime & Andreas Schrimpf & Olav Syrstad, 2017, "Segmented money markets and covered interest parity arbitrage," BIS Working Papers, Bank for International Settlements, number 651, Jul.
• Charles Goodhart & Manoj Pradhan, 2017, "Demographics will reverse three multi-decade global trends," BIS Working Papers, Bank for International Settlements, number 656, Aug.
• Gregory Sutton & Dubravko Mihaljek & Agnė Subelytė, 2017, "Interest rates and house prices in the United States and around the world," BIS Working Papers, Bank for International Settlements, number 665, Oct.
• Anna Kruglova & Yulia Ushakova, 2017, "Effect of Banking Sector Resolution on Competition and Stability," Bank of Russia Working Paper Series, Bank of Russia, number wps22, Jul.
• Kuk Mo Jung, 2017, "Liquidity Risk And Time-Varying Correlation Between Equity And Currency Returns," Economic Inquiry, Western Economic Association International, volume 55, issue 2, pages 898-919, April.
• Sophocles N. Brissimis & Nicholas S. Magginas, 2017, "Monetary Policy Rules Under Heterogeneous Inflation Expectations," Economic Inquiry, Western Economic Association International, volume 55, issue 3, pages 1400-1415, July.
• Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2017, "Forward Guidance And The State Of The Economy," Economic Inquiry, Western Economic Association International, volume 55, issue 4, pages 1593-1624, October.
• Roel Beetsma & Massimo Giuliodori & Ieva Sakalauskaite, 2017, "Long-term Interest Rates and Public Debt Maturity," Economica, London School of Economics and Political Science, volume 84, issue 335, pages 541-558, July.
• Grace Taylor & Rod Tyers, 2017, "Secular Stagnation: Determinants and Consequences for Australia," The Economic Record, The Economic Society of Australia, volume 93, issue 303, pages 615-650, December, DOI: 10.1111/1475-4932.12357.
• Stefan Homburg, 2017, "Understanding Benign Liquidity Traps: The Case of Japan," German Economic Review, Verein für Socialpolitik, volume 18, issue 3, pages 267-282, August.
• Lorenzo Burlon & Andrea Gerali & Alessandro Notarpietro & Massimiliano Pisani, 2017, "Macroeconomic effectiveness of non-standard monetary policy and early exit. A model-based evaluation," International Finance, Wiley Blackwell, volume 20, issue 2, pages 155-173, June.
• Ansgar Belke & Jens Klose, 2017, "Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro Area Member Countries," Journal of Common Market Studies, Wiley Blackwell, volume 55, issue 6, pages 1221-1238, November.
• Junko Koeda, 2017, "Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan," The Japanese Economic Review, Japanese Economic Association, volume 68, issue 4, pages 443-457, December.
• Giovanni Dell'Ariccia & Luc Laeven & Gustavo A. Suarez, 2017, "Bank Leverage and Monetary Policy's Risk-Taking Channel: Evidence from the United States," Journal of Finance, American Finance Association, volume 72, issue 2, pages 613-654, April.
• Q. Farooq Akram & Casper Christophersen, 2017, "Pricing in the Norwegian Interbank Market – the Effects of Liquidity and Implicit Government Support," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 79, issue 2, pages 165-204, April.
• Burak Eroglu & Secil Yildirim-Karaman, 2017, "Responses Of Term Structure Of Interest Rates And Asset Prices To Monetary Policy Shocks: Evidence From Turkey," Working Papers, The Center for Financial Studies (CEFIS), Istanbul Bilgi University, number 1705, Nov.
• Phil Molyneux & Rue Xie & John Thornton & Alessio Reghezza, 2017, "Did Negative Interest Rates Impact Bank Lending?," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 17002, May.
• Leif Brubakk & Saskia ter Ellen & Hong Xu, 2017, "Forward guidance through interest rate projections: does it work?," Working Paper, Norges Bank, number 2017/6, Apr.
• Q. Farooq Akram & Jon H. Findreng, 2017, "Norwegian interbank market’s response to changes in liquidity policy," Working Paper, Norges Bank, number 2017/7, Apr.
• Dagfinn Rime & Andreas Schrimpf & Olav Syrstad, 2017, "Segmented money markets and covered interest parity arbitrage," Working Paper, Norges Bank, number 2017/15, Sep.
• Knut Are Aastveit & André K. Anundsen, 2017, "Asymmetric effects of monetary policy in regional housing markets," Working Paper, Norges Bank, number 2017/25, Dec.
• Rosen Valchev, 2017, "Bond Convenience Yields and Exchange Rate Dynamics," Boston College Working Papers in Economics, Boston College Department of Economics, number 943, Oct.
• Paul Hubert & Fabien Labondance, 2017, "Central bank sentiment and policy expectations," Bank of England working papers, Bank of England, number 648, Feb.
• James Cloyne & Kilian Huber & Ethan Ilzetzki & Henrik Kleven, 2017, "The effect of house prices on household borrowing: a new approach," Bank of England working papers, Bank of England, number 650, Feb.
• Noëmie Lisack & Rana Sajedi & Gregory Thwaites, 2017, "Demographic trends and the real interest rate," Bank of England working papers, Bank of England, number 701, Dec.
• Jinyong Kim & Junecheol Kim & Hyung Joon Lim, 2017, "The Effect of Oil Prices on Break-Even Inflation Rates of the United States (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2017-10, Mar.
• K. Hassan Shareef & Santhakumar Shijin, 2017, "The term structure of interest rates and macroeconomic factors: Evidence from Indian financial market," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 4, pages 249-256, December.
• Ekşi Ozan & Orman Cüneyt & Taş Bedri Kamil Onur, 2017, "Has the forecasting performance of the Federal Reserve’s Greenbooks changed over time?," The B.E. Journal of Macroeconomics, De Gruyter, volume 17, issue 2, pages 1-25, June, DOI: 10.1515/bejm-2016-0130.
• Homburg Stefan, 2017, "Understanding Benign Liquidity Traps: The Case of Japan," German Economic Review, De Gruyter, volume 18, issue 3, pages 267-282, August, DOI: 10.1111/geer.12105.
• Berisha Edmond, 2017, "ECB Monetary Policy Actions and the Economic Conditions of a Non-Euro Member: The Case of Croatia," Global Economy Journal, De Gruyter, volume 17, issue 2, pages 1-10, June, DOI: 10.1515/gej-2017-0008.
• Renne Jean-Paul, 2017, "A model of the euro-area yield curve with discrete policy rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 1, pages 99-116, February, DOI: 10.1515/snde-2016-0043.
• Kruse Robinson & Ventosa-Santaulària Daniel & Noriega Antonio E., 2017, "Changes in persistence, spurious regressions and the Fisher hypothesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 3, pages 1-28, June, DOI: 10.1515/snde-2015-0062.
• Popiel Michal Ksawery, 2017, "Interest rate pass-through: a nonlinear vector error-correction approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 5, pages 1-20, December, DOI: 10.1515/snde-2016-0063.
• Christian Pfister & Natacha Valla, 2017, "« Nouvelle normale » ou « nouvelle orthodoxie » ?. Éléments d’un nouveau cadre d’action pour les banques centrales," Revue économique, Presses de Sciences-Po, volume 68, issue HS1, pages 41-62.
• Olivier Klein, 2017, "La politique de taux bas et de taux négatifs : raisons et conséquences pour les banques," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 279-286.
• Antoine Lissowski & Jean-Baptiste Nessi, 2017, "Les défis du modèle de l'assurance vie dans un environnement de taux bas, voire négatifs," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 95-106.
• Lloyd, S. P., 2017, "Overnight Indexed Swap Market-Based Measures of Monetary Policy Expectations," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1733, Sep.
• Lloyd, S. P., 2017, "Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1734, Sep.
• Lloyd, S. P., 2017, "Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1735, Sep.
• Devonald, L. & Higson, C. & Holly, S., 2017, "Aggregate and Firm level volatility: the role of acquisitions and disposals," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1748, Nov.
• Gerti Shijaku, 2017, "Does Concentration Matter for Bank Stability? Evidence from the Albanian Banking Sector," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 6, issue 3, pages 67-94.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2017, "Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/07, Nov.
• Afonso, Ant nio & Arghyrou, Michael G & Gadea, Mar a Dolores & Kontonikas, Alexandros, 2017, ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2017/12, Sep.
• Caballero, Ricardo J & Farhi, Emmanuel & Gourinchas, Pierre-Olivier, 2017, "The Safe Assets Shortage Conundrum," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt8h3182xb, Aug.
• Caballero, Ricardo J & Farhi, Emmanuel & Gourinchas, Pierre-Olivier, 2017, "Rents, Technical Change, and Risk Premia Accounting for Secular Trends in Interest Rates, Returns on Capital, Earning Yields, and Factor Shares," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt9dw1f40q, May.
• Adrien Auclert, 2017, "Monetary Policy and the Redistribution Channel," Working Papers, Council on Economic Policies, number 1706, Jun.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques," CESifo Working Paper Series, CESifo, number 6482.
• Michael D. Bauer & Glenn D. Rudebusch, 2017, "Interest Rates Under Falling Stars," CESifo Working Paper Series, CESifo, number 6571.
• Andreas Neuhierl & Michael Weber & Michael Weber, 2017, "Monetary Momentum," CESifo Working Paper Series, CESifo, number 6648.
• Christoph Basten & Benjamin Guin & Cathérine Tahmee Koch, 2017, "How Do Banks and Households Manage Interest Rate Risk? Evidence from the Swiss Mortgage Market," CESifo Working Paper Series, CESifo, number 6649.
• António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017, ""Whatever it takes" to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects," CESifo Working Paper Series, CESifo, number 6691.