Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E43: Interest Rates: Determination, Term Structure, and Effects

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Forecasting Economic Activity Using Financial Variables
2. Monetary Theory

2017

• 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.
• Magali Marx & Benoît Mojon & François Velde, 2017, "Why Have Interest Rates Fallen far Below the Return on Capital
  [Pourquoi les taux d’intérêt ont baissé, et pas le rendement du capital]," Eco Notepad, Banque de France, number 19, May.
• 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.
• Knut Are Aastveit & Andr K. Anundsen, 2017, "Asymmetric effects of monetary policy in regional housing markets," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 7/2017, 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.
• Florian Urbschat & Sebastian Watzka, 2017, "Quantitative Easing in the Euro Area - An Event Study Approach," CESifo Working Paper Series, CESifo, number 6709.
• Michael Jetter & Saskia Mösle & David Stadelmann, 2017, "Landlockedness and Economic Development: Analyzing Subnational Panel Data and Exploring Mechanisms," CESifo Working Paper Series, CESifo, number 6733.
• Felix Hufeld, 2017, "Nothing under the Sun is Forever," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 15, issue 01, pages 31-32, April.
• Christa Hainz & Artem Marjenko & Susanne Wildgruber, 2017, "How the ECB’s Low-Interest Policy Impacts Firms: Results of the ifo Business Survey on them Effects of Negative Interest Rates for Bank Deposits," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 18, issue 03, pages 21-24, November.
• Christa Hainz & Artem Marjenko & Susanne Wildgruber, 2017, "Die Auswirkungen der Niedrigzinspolitik der EZB auf Unternehmen – Ergebnisse der Sonderfrage der ifo Konjunkturumfrage zu Negativzinsen auf Einlagen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 70, issue 15, pages 38-41, August.
• Andreas Dombret, 2017, "Ertragslage und Widerstandsfähigkeit des deutschen Bankensektors auf dem Prüfstand – Ergebnisse der bankaufsichtlichen Niedrigzinsumfrage 2017," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 70, issue 23, pages 19-24, December.
• Ricardo M. Masolo & Francesca Monti, 2017, "Ambiguity, Monetary Policy and Trend Inflation," Discussion Papers, Centre for Macroeconomics (CFM), number 1709, Feb.
• Martin Ellison & Andrew Scott, 2017, "Managing the UK National Debt 1694-2017," Discussion Papers, Centre for Macroeconomics (CFM), number 1727, Sep.
• Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2017, "The Effect of News Shocks and Monetary Policy," Discussion Papers, Centre for Macroeconomics (CFM), number 1730, Sep.
• Marco Bassetto & Wei Cui, 2017, "The Fiscal Theory of the Price Level in a World of Low Interest Rates," Discussion Papers, Centre for Macroeconomics (CFM), number 1731, Oct.
• Óscar L. Herrera V. & Héctor A. Valle S., 2017, "Líneas de crédito internacionales en Guatemala: caracterización y efecto macroeconómico," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 10, in: Gerardo Licandro & Jorge Ponce, "Precios de activos internos, fundamentos globales y estabilidad financiera".
• Diana Zigraiova & Petr Jakubik, 2017, "Updating the Ultimate Forward Rate over Time: A Possible Approach," Working Papers, Czech National Bank, Research and Statistics Department, number 2017/03, Jun.
• Ghislain Deleplace, 2017, "La teoría macroeconómica de John Maynard Keynes," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 17512, Oct.
• Jaime Horacio Montoya Ramírez, 2017, "Una regla empírica de tasa de interés de política monetaria para una economía emergente, pequena y abierta," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 17514, Nov.
• Alicia Garcia-Herrero & Eric Girardin & Enestor Dos Santos, 2017, "Do as I Do, and Also as I Say: Monetary Policy Impact on Brazil’s Financial Markets," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 65-92.
• Jorge Mario Uribe Gil & Isabel Espinosa Castillo, 2017, "Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 173-187.
• Jorge Mario Uribe Gil & Isabel Espinosa Castillo, 2017, "Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 173-187.
• Sílvia Letícia Bampi & Kim Ellwanger & Divanildo Triches, 2017, "Análise comparada da estrutura e desempenho dos bancos centrais de tres países da América Latina através de um modelo de vetor auto-regressivo (VAR/VEC)," Tiempo y Economía, Universidad de Bogotá Jorge Tadeo Lozano, volume 5, issue 1, pages 101-122, DOI: 10.21789/24222704.1277.
• COMUNALE Mariarosaria & STRIAUKAS Jonas, 2017, "Unconventional monetary olicy: interest rates and low inflation. A review of literature and methods," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2017026, Sep.
• Claessens, Stijn & Coleman, Nicholas & Donnelly, Michael, 2017, ""Low-For-Long†Interest Rates and Banks’ Interest Margins and Profitability: Cross-Country Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11842, Feb.
• Wieland, Volker & Beyer, Robert, 2017, "Instability, imprecision and inconsistent use of equilibrium real interest rate estimates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11927, Mar.
• Gambacorta, Leonardo & Murcia, Andres, 2017, "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12027, May.
• Bofinger, Peter & Ries, Mathias, 2017, "Excess saving and low interest rates: Theory and empirical evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12111, Jun.
• Gambacorta, Leonardo & Altunbas, Yener & Binici, Mahir, 2017, "Macroprudential policy and bank risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12138, Jul.
• Ellison, Martin & Scott, Andrew, 2017, "Managing the UK National Debt 1694-2017," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12304, Sep.
• Carlin, Wendy & Soskice, David, 2017, "Stagnant productivity and low unemployment: stuck in a Keynesian equilibrium," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12369, Oct.
• Kacperczyk, Marcin & Perignon, Christophe & Vuillemey, Guillaume, 2017, "The Private Production of Safe Assets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12395, Jun.
• Esther Barros-Campello & Carlos Pateiro-Rodríguez & José Venancio Salcines-Cristal, 2017, "Los productos financieros derivados y la política monetaria: evidencia para la Reserva Federal (2000-2015)," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 40, issue 112, pages 31-41, Enero.
• María Gil Izquierdo & Fabio Carta, 2017, "Precios públicos universitarios en España: incidencia distributiva y simulación experimental de una estructura progresiva a partir de la experiencia italiana," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 40, issue 112, pages 42-55, Enero.
• Ding Ding & Xiaoyu Huang & Tao Jin & Waikei Raphael Lam, 2017, "The Residential Real Estate Market in China: Assessment and Policy Implications," Annals of Economics and Finance, Society for AEF, volume 18, issue 2, pages 411-442, November.
• Eriksen, Jonas N., 2017, "Expected Business Conditions and Bond Risk Premia," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 4, pages 1667-1703, August.
• Farmer, Roger E.A., 2017, "Unwinding: A Tale of Corridors and Floors," National Institute Economic Review, National Institute of Economic and Social Research, volume 241, issue , pages 70-73, August.
• Youssef OUKHALLOU & Abla MRABTI, 2017, "A Small Scale Macroeconomic Model for Morocco," Journal of Economics and Political Economy, EconSciences Journals, volume 4, issue 2, pages 159-177, June.
• John Geanakoplos & Kieran James Walsh, 2017, "Inefficient Liquidity Provision," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2077, Feb.
• Alexie ALUPOAIEI & Matei KUBINSCHI & Adam ALTĂR-SAMUEL, 2017, "Estimating the Term Premium From A Gaussian Dynamic Term Structure Model – The Case of Romania," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 4, pages 173-188.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1667.
• Nuria Boot & Timo Klein & Maarten Pieter Schinkel, 2017, "Collusive Benchmark Rates Fixing," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1715.
• Nady Rapelanoro, 2017, "Hoarding international reserves and global liquidity expansion, what are the links and do they matter?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-13.
• Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2017, "Optimal Inflation with Corporate Taxation and Financial Constraints," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2017-50, Dec.
• Alvarez, Inmaculada & Casavecchia, Fabio & Luca, Marino De & Duering, Alexander & Eser, Fabian & Helmus, Caspar & Hemous, Christophe & Herrala, Niko & Jakovicka, Julija & Russo, Michelina Lo & Pasqual, 2017, "The use of the Eurosystem’s monetary policy instruments and operational framework since 2012," Occasional Paper Series, European Central Bank, number 188, May.
• Lemke, Wolfgang & Vladu, Andreea Liliana, 2017, "Below the zero lower bound: a shadow-rate term structure model for the euro area," Working Paper Series, European Central Bank, number 1991, Jan.
• Kick, Heinrich, 2017, "Pricing of bonds and equity when the zero lower bound is relevant," Working Paper Series, European Central Bank, number 1992, Jan.
• Ciccarelli, Matteo & García, Juan Angel & Montes-Galdón, Carlos, 2017, "Unconventional monetary policy and the anchoring of inflation expectations," Working Paper Series, European Central Bank, number 1995, Jan.
• Bletzinger, Tilman & Lalik, Magdalena, 2017, "The impact of constrained monetary policy on fiscal multipliers on output and inflation," Working Paper Series, European Central Bank, number 2019, Feb.
• Ehrmann, Michael & Talmi, Jonathan, 2017, "Starting from a blank page? Semantic similarity in central bank communication and market volatility," Working Paper Series, European Central Bank, number 2023, Feb.
• Benigno, Gianluca & Fornaro, Luca, 2017, "Stagnation traps," Working Paper Series, European Central Bank, number 2038, Mar.
• Corradin, Stefano & Maddaloni, Angela, 2017, "The importance of being special: repo markets during the crisis," Working Paper Series, European Central Bank, number 2065, May.
• Coenen, Günter & Ehrmann, Michael & Gaballo, Gaetano & Hoffmann, Peter & Nakov, Anton & Nardelli, Stefano & Persson, Eric & Strasser, Georg, 2017, "Communication of monetary policy in unconventional times," Working Paper Series, European Central Bank, number 2080, Jun.
• Altavilla, Carlo & Boucinha, Miguel & Peydró, José-Luis, 2017, "Monetary policy and bank profitability in a low interest rate environment," Working Paper Series, European Central Bank, number 2105, Oct.
• Lemke, Wolfgang & Werner, Thomas, 2017, "Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme," Working Paper Series, European Central Bank, number 2106, Oct.
• Goncalves, Andrei, 2017, "Can Reinvestment Risk Explain the Dividend and Bond Term Structures?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-14, Aug.
• Li, Ye, 2017, "Procyclical Finance: The Money View," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-24, Nov.
• Di Tella, Sebastian & Kurlat, Pablo, 2017, "Why Are Banks Exposed to Monetary Policy?," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3525, Nov.
• Serhat Yuksel & Sinemis Zengin, 2017, "Influencing Factors of Net Interest Margin in Turkish Banking Sector," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 178-191.
• Tairi Room & Jaanika Merikull, 2017, "The financial fragility of Estonian households: Evidence from stress tests on the HFCS microdata," Bank of Estonia Working Papers, Bank of Estonia, number wp2017-4, May, revised 25 May 2017, DOI: 10.23656/25045520/42017/0142.
• Li, Bing & Liu, Qing, 2017, "On the choice of monetary policy rules for China: A Bayesian DSGE approach," China Economic Review, Elsevier, volume 44, issue C, pages 166-185, DOI: 10.1016/j.chieco.2017.04.004.
• Karpavičius, Sigitas & Yu, Fan, 2017, "The impact of interest rates on firms' financing policies," Journal of Corporate Finance, Elsevier, volume 45, issue C, pages 262-293, DOI: 10.1016/j.jcorpfin.2017.05.007.
• Barthélemy, Jean & Marx, Magali, 2017, "Solving endogenous regime switching models," Journal of Economic Dynamics and Control, Elsevier, volume 77, issue C, pages 1-25, DOI: 10.1016/j.jedc.2017.01.011.
• Li, Yang, 2017, "Interest rates and financial fragility," Journal of Economic Dynamics and Control, Elsevier, volume 82, issue C, pages 195-205, DOI: 10.1016/j.jedc.2017.06.009.
• Akram, Tanweer & Li, Huiqing, 2017, "What keeps long-term U.S. interest rates so low?," Economic Modelling, Elsevier, volume 60, issue C, pages 380-390, DOI: 10.1016/j.econmod.2016.09.017.
• Sukmana, Raditya & Ibrahim, Mansor H., 2017, "How Islamic are Islamic banks? A non-linear assessment of Islamic rate – conventional rate relations," Economic Modelling, Elsevier, volume 64, issue C, pages 443-448, DOI: 10.1016/j.econmod.2017.02.025.
• Marins, Jaqueline Terra Moura & Vicente, José Valentim Machado, 2017, "Do the central bank actions reduce interest rate volatility?," Economic Modelling, Elsevier, volume 65, issue C, pages 129-137, DOI: 10.1016/j.econmod.2017.05.016.
• Niu, Linlin & Xu, Xiu & Chen, Ying, 2017, "An adaptive approach to forecasting three key macroeconomic variables for transitional China," Economic Modelling, Elsevier, volume 66, issue C, pages 201-213, DOI: 10.1016/j.econmod.2017.07.001.
• Andrieș, Alin Marius & Căpraru, Bogdan & Ihnatov, Iulian & Tiwari, Aviral Kumar, 2017, "The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania," Economic Modelling, Elsevier, volume 67, issue C, pages 261-274, DOI: 10.1016/j.econmod.2016.12.025.
• Levant, Jared & Ma, Jun, 2017, "A dynamic Nelson-Siegel yield curve model with Markov switching," Economic Modelling, Elsevier, volume 67, issue C, pages 73-87, DOI: 10.1016/j.econmod.2016.10.003.
• Lange, Ronald H., 2017, "The expected real yield and inflation components of the nominal yield curve," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 1-18, DOI: 10.1016/j.najef.2016.10.016.
• Hüning, Hendrik, 2017, "Asset market response to monetary policy news from SNB press releases," The North American Journal of Economics and Finance, Elsevier, volume 40, issue C, pages 160-177, DOI: 10.1016/j.najef.2017.02.003.
• Kia, Amir, 2017, "Monetary policy transparency in a forward-looking market: Evidence from the United States," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 597-617, DOI: 10.1016/j.najef.2017.08.013.
• Richters, Oliver & Siemoneit, Andreas, 2017, "Consistency and stability analysis of models of a monetary growth imperative," Ecological Economics, Elsevier, volume 136, issue C, pages 114-125, DOI: 10.1016/j.ecolecon.2017.01.017.
• Eichler, Stefan & Lähner, Tom, 2017, "Career experience, political effects, and voting behavior in the Riksbank’s Monetary Policy Committee," Economics Letters, Elsevier, volume 155, issue C, pages 55-58, DOI: 10.1016/j.econlet.2017.03.015.
• Bletzinger, Tilman & Wieland, Volker, 2017, "Lower for longer: The case of the ECB," Economics Letters, Elsevier, volume 159, issue C, pages 123-127, DOI: 10.1016/j.econlet.2017.06.030.
• Monfort, Alain & Pegoraro, Fulvio & Renne, Jean-Paul & Roussellet, Guillaume, 2017, "Staying at zero with affine processes: An application to term structure modelling," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 348-366, DOI: 10.1016/j.jeconom.2017.08.013.
• Özmen, M. Utku & Yılmaz, Erdal, 2017, "Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies”," Emerging Markets Review, Elsevier, volume 33, issue C, pages 173-188, DOI: 10.1016/j.ememar.2017.10.007.
• Li, Jing & Davis, George, 2017, "Rethinking cointegration and the expectation hypothesis of the term structure," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 177-189, DOI: 10.1016/j.jempfin.2017.09.011.
• Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2017, "Forecasting the term structure of government bond yields in unstable environments," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 209-225, DOI: 10.1016/j.jempfin.2017.09.004.
• Gupta, Rangan & Kotzé, Kevin, 2017, "The role of oil prices in the forecasts of South African interest rates: A Bayesian approach," Energy Economics, Elsevier, volume 61, issue C, pages 270-278, DOI: 10.1016/j.eneco.2016.11.017.
• Roncoroni, Andrea & Id Brik, Rachid, 2017, "Hedging size risk: Theory and application to the US gas market," Energy Economics, Elsevier, volume 64, issue C, pages 415-437, DOI: 10.1016/j.eneco.2016.10.020.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2017, "Persistence and cycles in the us federal funds rate," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 1-8, DOI: 10.1016/j.irfa.2017.04.007.
• Thornton, John & Vasilakis, Chrysovalantis, 2017, "The impact of fiscal rules on sovereign risk premia: International evidence," Finance Research Letters, Elsevier, volume 20, issue C, pages 63-67, DOI: 10.1016/j.frl.2016.09.008.
• Chung, Tsz-Kin & Hui, Cho-Hoi & Li, Ka-Fai, 2017, "Term-structure modelling at the zero lower bound: Implications for estimating the forward term premium," Finance Research Letters, Elsevier, volume 21, issue C, pages 100-106, DOI: 10.1016/j.frl.2016.12.001.
• Ribeiro, Pedro Pires & Cermeño, Rodolfo & Curto, José Dias, 2017, "Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries," Finance Research Letters, Elsevier, volume 21, issue C, pages 107-114, DOI: 10.1016/j.frl.2016.11.011.
• Drago, Danilo & Tommaso, Caterina Di & Thornton, John, 2017, "What determines bank CDS spreads? Evidence from European and US banks," Finance Research Letters, Elsevier, volume 22, issue C, pages 140-145, DOI: 10.1016/j.frl.2016.12.035.
• Díaz, Antonio & Escribano, Ana, 2017, "Liquidity measures throughout the lifetime of the U.S. Treasury bond," Journal of Financial Markets, Elsevier, volume 33, issue C, pages 42-74, DOI: 10.1016/j.finmar.2017.01.002.
• Cerutti, Eugenio & Claessens, Stijn & Laeven, Luc, 2017, "The use and effectiveness of macroprudential policies: New evidence," Journal of Financial Stability, Elsevier, volume 28, issue C, pages 203-224, DOI: 10.1016/j.jfs.2015.10.004.
• Leschinski, Christian & Bertram, Philip, 2017, "Time varying contagion in EMU government bond spreads," Journal of Financial Stability, Elsevier, volume 29, issue C, pages 72-91, DOI: 10.1016/j.jfs.2017.01.007.
• Muto, Ichiro, 2017, "The role of the reference rate in an interbank market with imperfect information," Global Finance Journal, Elsevier, volume 34, issue C, pages 16-31, DOI: 10.1016/j.gfj.2017.03.005.
• Holston, Kathryn & Laubach, Thomas & Williams, John C., 2017, "Measuring the natural rate of interest: International trends and determinants," Journal of International Economics, Elsevier, volume 108, issue S1, pages 59-75, DOI: 10.1016/j.jinteco.2017.01.004.
• Guidolin, Massimo & Pedio, Manuela, 2017, "Identifying and measuring the contagion channels at work in the European financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 117-134, DOI: 10.1016/j.intfin.2017.01.001.
• Dufour, Alfonso & Stancu, Andrei & Varotto, Simone, 2017, "The equity-like behaviour of sovereign bonds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 25-46, DOI: 10.1016/j.intfin.2016.11.014.
• Bhatta, Bibek & Marshall, Andrew & Thapa, Chandra, 2017, "Cost of sovereign debt and foreign bias in bond allocations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 75-91, DOI: 10.1016/j.intfin.2017.09.001.
• Hännikäinen, Jari, 2017, "When does the yield curve contain predictive power? Evidence from a data-rich environment," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 1044-1064, DOI: 10.1016/j.ijforecast.2017.05.006.
• Primus, Keyra, 2017, "Excess reserves, monetary policy and financial volatility," Journal of Banking & Finance, Elsevier, volume 74, issue C, pages 153-168, DOI: 10.1016/j.jbankfin.2016.08.005.
• Avouyi-Dovi, S. & Horny, G. & Sevestre, P., 2017, "The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises," Journal of Banking & Finance, Elsevier, volume 79, issue C, pages 74-94, DOI: 10.1016/j.jbankfin.2015.04.020.
• Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2017, "The impact of monetary policy on corporate bonds under regime shifts," Journal of Banking & Finance, Elsevier, volume 80, issue C, pages 176-202, DOI: 10.1016/j.jbankfin.2017.03.011.
• Birchwood, Anthony & Brei, Michael & Noel, Dorian M., 2017, "Interest margins and bank regulation in Central America and the Caribbean," Journal of Banking & Finance, Elsevier, volume 85, issue C, pages 56-68, DOI: 10.1016/j.jbankfin.2017.08.003.
• Montes, Gabriel Caldas & Curi, Alexandre, 2017, "Disagreement in expectations about public debt, monetary policy credibility and inflation risk premium," Journal of Economics and Business, Elsevier, volume 93, issue C, pages 46-61, DOI: 10.1016/j.jeconbus.2017.06.003.
• Boissel, Charles & Derrien, François & Ors, Evren & Thesmar, David, 2017, "Systemic risk in clearing houses: Evidence from the European repo market," Journal of Financial Economics, Elsevier, volume 125, issue 3, pages 511-536, DOI: 10.1016/j.jfineco.2017.06.010.
• Zhao, Guihai, 2017, "Confidence, bond risks, and equity returns," Journal of Financial Economics, Elsevier, volume 126, issue 3, pages 668-688, DOI: 10.1016/j.jfineco.2017.09.007.
• Boysen-Hogrefe, Jens, 2017, "Risk assessment on euro area government bond markets – The role of governance," Journal of International Money and Finance, Elsevier, volume 73, issue PA, pages 104-117, DOI: 10.1016/j.jimonfin.2017.01.005.
• Disyatat, Piti & Rungcharoenkitkul, Phurichai, 2017, "Monetary policy and financial spillovers: Losing traction?," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 115-136, DOI: 10.1016/j.jimonfin.2017.03.007.
• De Rezende, Rafael B., 2017, "The interest rate effects of government bond purchases away from the lower bound," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 165-186, DOI: 10.1016/j.jimonfin.2017.03.005.
• Picault, Matthieu & Renault, Thomas, 2017, "Words are not all created equal: A new measure of ECB communication," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 136-156, DOI: 10.1016/j.jimonfin.2017.09.005.
• López-Espinosa, Germán & Moreno, Antonio & Rubia, Antonio & Valderrama, Laura, 2017, "Sovereign tail risk," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 174-188, DOI: 10.1016/j.jimonfin.2017.09.011.
• Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2017, "The term structure of credit spreads and business cycle in Japan," Journal of the Japanese and International Economies, Elsevier, volume 45, issue C, pages 27-36, DOI: 10.1016/j.jjie.2017.06.001.
• Thornton, Daniel L., 2017, "Effectiveness of QE: An assessment of event-study evidence," Journal of Macroeconomics, Elsevier, volume 52, issue C, pages 56-74, DOI: 10.1016/j.jmacro.2017.03.001.
• Guo, Feng & McCulloch, J.H., 2017, "Heterogeneous capital and misintermediation," Journal of Macroeconomics, Elsevier, volume 53, issue C, pages 16-41, DOI: 10.1016/j.jmacro.2017.05.001.
• Gopalan, Sasidaran & Rajan, Ramkishen S., 2017, "Does foreign bank presence affect interest rate pass-through in emerging and developing economies?," Journal of Macroeconomics, Elsevier, volume 54, issue PB, pages 373-392, DOI: 10.1016/j.jmacro.2017.06.010.
• Gil-Alana, Luis A. & Cunado, Juncal & Gupta, Rangan, 2017, "Evidence of persistence in U.S. short and long-term interest rates," Journal of Policy Modeling, Elsevier, volume 39, issue 5, pages 775-789, DOI: 10.1016/j.jpolmod.2017.04.005.
• Cheng, Jin & Dai, Meixing & Dufourt, Frédéric, 2017, "Banking and sovereign debt crises in a monetary union without central bank intervention," Journal of Mathematical Economics, Elsevier, volume 68, issue C, pages 142-151, DOI: 10.1016/j.jmateco.2016.01.005.
• Le Riche, Antoine & Magris, Francesco & Parent, Antoine, 2017, "Liquidity Trap and stability of Taylor rules," Mathematical Social Sciences, Elsevier, volume 88, issue C, pages 16-27, DOI: 10.1016/j.mathsocsci.2017.04.003.
• Andrés, Javier & Arce, Óscar & Thomas, Carlos, 2017, "Structural reforms in a debt overhang," Journal of Monetary Economics, Elsevier, volume 88, issue C, pages 15-34, DOI: 10.1016/j.jmoneco.2017.05.004.
• Altavilla, Carlo & Giannone, Domenico & Modugno, Michele, 2017, "Low frequency effects of macroeconomic news on government bond yields," Journal of Monetary Economics, Elsevier, volume 92, issue C, pages 31-46, DOI: 10.1016/j.jmoneco.2017.08.004.
• Bech, Morten & Keister, Todd, 2017, "Liquidity regulation and the implementation of monetary policy," Journal of Monetary Economics, Elsevier, volume 92, issue C, pages 64-77, DOI: 10.1016/j.jmoneco.2017.09.002.
• Yang, Sheng-Ping, 2017, "Exchange rate dynamics and stock prices in small open economies: Evidence from Asia-Pacific countries," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PB, pages 337-354, DOI: 10.1016/j.pacfin.2017.10.004.
• Zhu, Yanli & Chen, Haiqiang, 2017, "The asymmetry of U.S. monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 473, issue C, pages 522-535, DOI: 10.1016/j.physa.2017.01.023.
• Scott, C. Patrick & Barari, Mahua, 2017, "Monetary policy deviations: A Bayesian state-space analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 63, issue C, pages 1-12, DOI: 10.1016/j.qref.2016.04.015.
• Güler, Mustafa Haluk & Keleş, Gürsu & Polat, Tandoğan, 2017, "An empirical decomposition of the liquidity premium in breakeven inflation rates," The Quarterly Review of Economics and Finance, Elsevier, volume 63, issue C, pages 185-192, DOI: 10.1016/j.qref.2016.04.002.
• Entrop, O. & von la Hausse, L. & Wilkens, M., 2017, "Looking beyond banks’ average interest rate risk: Determinants of high exposures," The Quarterly Review of Economics and Finance, Elsevier, volume 63, issue C, pages 204-218, DOI: 10.1016/j.qref.2016.04.008.
• Juneja, Januj, 2017, "Invariance, observational equivalence, and identification: Some implications for the empirical performance of affine term structure models," The Quarterly Review of Economics and Finance, Elsevier, volume 64, issue C, pages 292-305, DOI: 10.1016/j.qref.2016.08.003.