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

• Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Larionova Marina & Magomedov Rustam & Makarentseva Alla & Gordeev Vladimir, 2017, "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 1-21, July.
• Drobyshevsky Sergey & Turuntseva Marina & Loginova Daria & Bozhechkova Alexandra & Trunin Pavel & Averkiev Vladimir, 2017, "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 1, pages 1, January.
• Trunin Pavel & Ponomareva Ekaterina & Zubarevich Natalia & Kiyutsevskaya Anna & Larionova M. & Sakharov A. & Shelepov A. & Gurevich Vladimir & Magomedov R. & Rakhmangulov M., 2017, "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 5, pages 1-24, March.
• Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Gurevich Vladimir & Zolotareva Anna, 2017, "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 6, pages 1-21, April.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Kiyutsevskaya Anna, 2017, "Russia’s Monetary Policy in 2016," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2017-269, revised 2017.
• Jesús Clemente & María Dolores Gadea & Antonio Montañés & Marcelo Reyes, 2017, "Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries," Econometrics, MDPI, volume 5, issue 1, pages 1-17, February.
• Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2017, "The Effect of News Shocks and Monetary Policy," Working Papers, Business School - Economics, University of Glasgow, number 2017_11, Sep.
• Florian Brugger, 2017, "The Effect of Foreign and Domestic Demand on U.S. Treasury Yields," Graz Economics Papers, University of Graz, Department of Economics, number 2017-02, May.
• Charaf-Eddine Moussir, 2017, "Effets sectoriels de la politique monétaire et activité économique: cas du Maroc," Post-Print, HAL, number hal-01449490.
• Jin Cheng & Meixing Dai & Frédéric Dufourt, 2017, "Banking and sovereign debt crises in a monetary union without central bank intervention," Post-Print, HAL, number hal-01505768, Jan, DOI: 10.1016/j.jmateco.2016.01.005.
• Anthony Birchwood & Michael Brei & Dorian Noel, 2017, "Interest margins and bank regulation in Central America and the Caribbean," Post-Print, HAL, number hal-01589197, DOI: 10.1016/j.jbankfin.2017.08.003.
• S. Avouyi-Dovi & G. Horny & Patrick Sevestre, 2017, "The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises," Post-Print, HAL, number hal-01657075, Jun, DOI: 10.1016/j.jbankfin.2015.04.020.
• Alicia García-Herrero & Eric Girardin & Enestor dos Santos, 2017, "Do as I Do, and Also as I Say: Monetary Policy Impact on Brazil's Financial Markets," Post-Print, HAL, number hal-01682903, May.
• Alicia Garcia-Herrero & Eric Girardin & Hermann Gonzalez, 2017, "Analyzing the impact of monetary policy on financial markets in Chile," Post-Print, HAL, number hal-01682926, Apr, DOI: 10.4067/S0718-88702017000100003.
• Tim Xiao, 2017, "A New Model for Pricing Collateralized Financial Derivatives," Post-Print, HAL, number hal-01800559.
• Matthieu Picault & Thomas Renault, 2017, "Words are not all created equal: A new measure of ECB communication," Post-Print, HAL, number hal-03205121, Dec, DOI: 10.1016/j.jimonfin.2017.09.005.
• Matthieu Picault & Thomas Renault, 2017, "Words are not all created equal: A new measure of ECB communication," Post-Print, HAL, number hal-03535202, Dec, DOI: 10.1016/j.jimonfin.2017.09.005.
• Antoine Le Riche & Francesco Magris & Antoine Parent, 2017, "Liquidity Trap and stability of Taylor rules," Post-Print, HAL, number hal-03554315, Jul, DOI: 10.1016/j.mathsocsci.2017.04.003.
• Matthieu Picault & Thomas Renault, 2017, "Words are not all created equal: A new measure of ECB communication," Post-Print, HAL, number hal-03676646, Dec, DOI: 10.1016/j.jimonfin.2017.09.005.
• Jean Barthélemy & Magali Marx, 2017, "Solving Endogenous Regime Switching Models," Post-Print, HAL, number hal-03945922, Apr, DOI: 10.1016/j.jedc.2017.01.011.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy," PSE Working Papers, HAL, number halshs-01549929, Feb, DOI: 10.2139/ssrn.2971227.
• Fabien Labondance & Paul Hubert, 2017, "Central Bank sentiment and policy expectations," Sciences Po Economics Publications (main), HAL, number hal-03457514, Mar.
• Jean Barthélemy & Magali Marx, 2017, "Solving Endogenous Regime Switching Models," Sciences Po Economics Publications (main), HAL, number hal-03945922, Apr, DOI: 10.1016/j.jedc.2017.01.011.
• Sanvi Avouyi-Dovi & Guillaume Horny & Patrick Sevestre, 2017, "The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises," Working Papers, HAL, number hal-01511667, Apr.
• Fabien Labondance & Paul Hubert, 2017, "Central Bank sentiment and policy expectations," Working Papers, HAL, number hal-03457514, Mar.
• Nady Rapelanoro, 2017, "Hoarding international reserves and global liquidity expansion, what are the links and do they matter?," Working Papers, HAL, number hal-04141660.
• Homburg, Stefan & Knolle, Julia, 2017, "Das Rätsel der Niedrigzinsphase," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-591, Apr.
• Berg, Jesper, 2017, "The Fall of Bagehot – Monetary policy implementation during the financial crisis," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, volume 2017, issue 1, pages 1-24.
• Schäfer, Dorothea & Stephan, Andreas & Trung Hoang, Khanh, 2017, "The Cost Channel Effect of Monetary Transmission: How Effective is the ECB's Low Interest Rate Policy for Increasing Inflation?," Ratio Working Papers, The Ratio Institute, number 287, Mar.
• Alexius, Annika, 2017, "Why are real interest rates so low? Evidence from a structural VAR with sign restrictions," Research Papers in Economics, Stockholm University, Department of Economics, number 2017:6, Oct.
• Machava, Agostinho, 2017, "The Macroeconomic Determinants of the Pass-Through from the Market Interest Rate to the Bank Lending Rate in Mozambique," Umeå Economic Studies, Umeå University, Department of Economics, number 954, Dec.
• Shoji, Toshiaki, 2017, "Policy Shocks and Expectations: Japan's Experience during the Great Depression," Economic Review, Hitotsubashi University, volume 68, issue 1, pages 15-32, January, DOI: 10.15057/28333.
• TAKAMIZAWA, Hideyuki & 高見澤, 秀幸, 2017, "A Term Structure Model of Interest Rates with Quadratic Volatility," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-18, Dec.
• Mate Rosan, 2017, "Exposure of the Private Non-financial Sector to Interest Rate Risk: Analysis of Results of the Survey on Interest Rate Variability," Surveys, The Croatian National Bank, Croatia, number 24, Oct.
• Bambang Pramono & Syachman Perdymer & Handri Adiwilaga & Nurkholisoh Ibnu Aman & Rio Khasananda & Saraswati & Illinia A. Riyadi & Bintari Dewi Darmaputri, 2017, "Quarterly Outlook On Monetary, Banking, And Payment System In Indonesia: Quarter Ii, 2017," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 20, issue 1, pages 1-28, July, DOI: https://doi.org/10.21098/bemp.v20i1.
• Mahjus Ekananda, 2017, "Macroeconomic Condition And Banking Industry Performance In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 20, issue 1, pages 71-98, July, DOI: https://doi.org/10.21098/bemp.v20i1.
• Gopi Kumar Bulusu, 2017, "A New General Theory of Economic Equilibrium," Online Paper, IGES Research, number 0001, May, revised Jul 2017.
• Eugenio Cerutti & Ricardo Correa & Elisabetta Fiorentino & Esther Segalla, 2017, "Changes in Prudential Policy Instruments - A New Cross-Country Database," International Journal of Central Banking, International Journal of Central Banking, volume 13, issue 2, pages 477-503, March.
• Christian Grisse & Signe Krogstrup & Silvio Schumacher, 2017, "Lower-Bound Beliefs and Long-Term Interest Rates," International Journal of Central Banking, International Journal of Central Banking, volume 13, issue 3, pages 165-202, September.
• Annette Meinusch & Peter Tillmann, 2017, "Quantitative Easing and Tapering Uncertainty: Evidence from Twitter," International Journal of Central Banking, International Journal of Central Banking, volume 13, issue 4, pages 227-258, December.
• Alicia Garcia-Herrero & Eric Girardin & Hermann Gonzalez, 2017, "Analyzing the Impact of Monetary Policy on Financial Markets in Chile," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 32, issue 1, pages 3-21, April.
• Rodrigo Alfaro Alfaro & Carlos A. Medel & Carola Moreno, 2017, "An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 32, issue 2, pages 131-153, October.
• Yoichi Ueno, 2017, "Term Structure Models with Negative Interest Rates," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 17-E-01, Mar.
• Christian Grisse & Signe Krogstrup & Silvio Schumacher, 2017, "Lower Bound Beliefs and Long-Term Interest Rates," IMF Working Papers, International Monetary Fund, number 2017/062, Mar.
• Antonio Diez de los Rios & Maral Shamloo, 2017, "Quantitative Easing and Long-Term Yields in Small Open Economies," IMF Working Papers, International Monetary Fund, number 2017/212, Sep.
• Jorge Ibarra Salazar & José de Jesús Salazar Cantú & Rafael Navarro Aguirre, 2017, "Estimación de modelos estructurales y la evolución del tipo de cambio Peso Dólar después de la crisis subprime," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 4, pages 405-429, Octubre-D.
• David Kohn, 2017, "Addicted to Debt: Foreign Purchases of U.S. Treasuries and the Term Premium," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 480.
• Martínez-Venegas, Francisco & Vargas-Avendaño, Blanca Lilia & García-Meza, Mario Alberto, 2017, "El motivo precautorio en la demanda de saldos reales: un enfoque ortodoxo," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 12, issue 46, pages 7-20, Primer se.
• António Afonso & José Alves, 2017, "Stock-Flow Adjustments and Interest Rates," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2017/05, Feb.
• António Afonso & Frederico Silva Leal, 2017, "Sovereign yield spreads in the EMU: crisis and structural determinants," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2017/09, Mar.
• 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," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2017/02, Sep.
• Massomeh Hajilee & Omar M. Al Nasser, 2017, "The Impact Of Interest Rate Volatility On Stock Market Development: Evidence From Emerging Markets," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 2, pages 301-313, April-Jun.
• Sayera Younus & Akhtaruzzaman, 2017, "Determinants of the spread of bank interests in Bangladesh," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 179-191, October-D.
• Gregori, Wildmer & Sacchi, Agnese, 2017, "Has the Grexit news affected euro area financial markets?," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2017-13, Dec.
• Jacob Veenstra & Bernard Ommeren, 2017, "Bailout Clauses and the Price of Credit: The Dutch Experience for Housing Corporations," De Economist, Springer, volume 165, issue 3, pages 295-320, September, DOI: 10.1007/s10645-017-9299-2.
• Minoas Koukouritakis, 2017, "Eurozone debt crisis and bond yields convergence: evidence from the new EU countries," Economic Change and Restructuring, Springer, volume 50, issue 3, pages 239-258, August, DOI: 10.1007/s10644-017-9208-3.
• Hubert Gabrisch, 2017, "Monetary policy independence reconsidered: evidence from six non-euro members of the European Union," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 3, pages 567-584, August, DOI: 10.1007/s10663-016-9337-3.
• Krishna Prasanna & Subramaniam Sowmya, 2017, "Yield curve in India and its interactions with the US bond market," International Economics and Economic Policy, Springer, volume 14, issue 2, pages 353-375, April, DOI: 10.1007/s10368-016-0340-8.
• N. Kundan Kishor & Hardik A. Marfatia, 2017, "The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 2, pages 237-268, February, DOI: 10.1007/s11146-015-9546-8.
• Cathy Yi-Hsuan Chen & Thomas C. Chiang, 2017, "Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 1, pages 1-28, July, DOI: 10.1007/s11156-016-0584-y.
• S. Demiralp & J. Eisenschmidt & T. Vlassopoulos, 2017, "Negative interest rates, excess liquidity and bank business models: Banks’ reaction to unconventional monetary policy in the euro area," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1708, Mar.
• Youssef OUKHALLOU & Abla MRABTI, 2017, "A Small Scale Macroeconomic Model for Morocco," Journal of Economics and Political Economy, KSP Journals, volume 4, issue 2, pages 159-177, June.
• Katsuhiro Oshima, 2017, "Search-for-Yield and Business Cycles," KIER Working Papers, Kyoto University, Institute of Economic Research, number 962, Feb.
• Tanweer Akram & Anupam Das, 2017, "The Long-run Determinants of Indian Government Bond Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_881, Jan.
• Tanweer Akram & Anupam Das, 2017, "The Dynamics of Government Bond Yields in the Eurozone," Economics Working Paper Archive, Levy Economics Institute, number wp_889, May.
• Tanweer Akram & Huiqing Li, 2017, "An Inquiry Concerning Long-term US Interest Rates Using Monthly Data," Economics Working Paper Archive, Levy Economics Institute, number wp_894, Aug.
• Mariarosaria Comunale & Jonas Striaukas, 2017, "Unconventional Monetary Policy: Interest Rates and Low Inflation. A Review of Literature and Methods," Bank of Lithuania Occasional Paper Series, Bank of Lithuania, number 13, Feb.
• Jukka Ilomäki & Hannu Laurila, 2017, "Real Risk-Free Rate, the Central Bank, and Stock Market Bubbles," Journal of Reviews on Global Economics, Lifescience Global, volume 6, pages 420-425.
• Urbschat, Florian & Watzka, Sebastian, 2017, "Quantitative Easing in the Euro Area," Discussion Papers in Economics, University of Munich, Department of Economics, number 37365, May.
• Erotokritos Varelas, 2017, "Is bank lending corruption self-regulatory?," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 5, issue 3, pages 31-34, June.
• Kranz Tobias, 2017, "Calibrating the Equilibrium Condition of a New Keynesian Model with Uncertainty," Review of Economics, De Gruyter, volume 68, issue 2, pages 117-151, August, DOI: 10.1515/roe-2017-0009.
• Peter Tillmann, 2017, "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201724.
• Annette Meinusch, 2017, "When the Fed sneezes - Spillovers from U.S. Monetary Policy to Emerging Markets," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201730.
• Erotokritos Varelas, 2017, "Is bank lending corruption self-regulatory? A note," Discussion Paper Series, Department of Economics, University of Macedonia, number 2017_03, Mar, revised Mar 2017.
• Jakub Bureš, 2017, "Herding Behaviour of Central Banks: Following the Fed and ECB," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 3, issue 1, pages 21-28, DOI: 10.11118/ejobsat.v3i1.63.
• Mariusz Kapuściński, 2017, "The Role of Bank Balance Sheets in Monetary Policy Transmission: Evidence from Poland," Eastern European Economics, Taylor & Francis Journals, volume 55, issue 1, pages 50-69, January, DOI: 10.1080/00128775.2016.1255559.
• Wai-Mun Har & Ai-Lian Tan & Chong-Heng Lim & Chai-Thing Tan, 2017, "Does Interest Rate Still Matter in Determining Exchange Rate?," Capital Markets Review, Malaysian Finance Association, volume 25, issue 1, pages 19-25.
• Reuben Ellul, 2017, "Correlation between Maltese and euro area sovereign bond yields," CBM Working Papers, Central Bank of Malta, number WP/03/2017.
• Takahiro Hattori, 2017, "Does swap-covered interest parity hold in long-term capital markets after the financial crisis?," Discussion papers, Policy Research Institute, Ministry of Finance Japan, number ron293, Mar.
• Mehdi Pedram, 2017, "Optimum Monetary Policy in European Monetary Union," Business and Economic Research, Macrothink Institute, volume 7, issue 1, pages 168-176, June.
• Prof. Dr. Muharrem Afsar & Assoc. Dr. Asl? Afsar & Emrah Dogan, 2017, "The Effect of Monetary Policy on Interest Rates in Turkey: A Microstructural Analysis," Business and Economic Research, Macrothink Institute, volume 7, issue 2, pages 299-310, December.
• Hafedh BOUAKEZ & Rigas OIKONOMOU & Romanos PRIFTIS, 2017, "Optimal Debt Management in a Liquidity Trap," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 09-2017.
• Fred Abraham & David R. Hakes, 2017, "Post-Retirement Discounting in Estate Loss Calculations and the Net Discount Rate," Journal of Economic Insight, Missouri Valley Economic Association, volume 43, issue 1, pages 69-77.
• Siem Koopman & André Lucas & Marcin Zamojski, 2017, "Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting," NBP Working Papers, Narodowy Bank Polski, number 258.
• Mariusz Kapuściński, 2017, "How far does monetary policy reach? Evidence from factor-augmented vector autoregressions for Poland," NBP Working Papers, Narodowy Bank Polski, number 273.
• James Cloyne & Kilian Huber & Ethan Ilzetzki & Henrik Kleven, 2017, "The Effect of House Prices on Household Borrowing: A New Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 23861, Sep.
• Gauti B. Eggertsson & Ragnar E. Juelsrud & Ella Getz Wold, 2017, "Are Negative Nominal Interest Rates Expansionary?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24039, Nov.
• Sebastian Di Tella & Pablo Kurlat, 2017, "Why are Banks Exposed to Monetary Policy?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24076, Nov.
• Narayana R. Kocherlakota, 2017, "The L-Shaped Phillips Curve: Theoretical Justification and Empirical Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 24086, Nov.
• Yuriy Gorodnichenko & Walker Ray, 2017, "The Effects of Quantitative Easing: Taking a Cue from Treasury Auctions," NBER Working Papers, National Bureau of Economic Research, Inc, number 24122, Dec.
• Juan Pablo Mateo, 2017, "Theory and Practice of Crisis in Political Economy: the Case of the Great Recession in Spain," Working Papers, New School for Social Research, Department of Economics, number 1715, Apr.
• Mustapha Olalekan Ojo & Luís Aguiar-Conraria & Maria Joana Soares, 2017, "A time-frequency analysis of the Canadian macroeconomy and the yield curve," NIPE Working Papers, NIPE - Universidade do Minho, number 12/2017.
• Jagjit Chadha & Philip Turner & Fabrizio Zampolli, 2017, "The interest rate effects of government debt maturity," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 476, Aug.
• Philip Turner, 2017, "Did Central Banks Cause The Last Financial Crisis? Will They Cause The Next?," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 484, Aug.
• Nikolay Nenovsky & Souleymane Ndao & Jacques Marie Vaslin, 2017, "Latin Monetary Union and Balkan Monetary Systems, 1865-1912/1914," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 265-295, October.
• Łukasz Rawdanowicz & Mohamed Hammouch & Makoto Kasai, 2017, "The fall in real long-term government bond yields: Disentangling different drivers," OECD Economics Department Working Papers, OECD Publishing, number 1398, Jun, DOI: 10.1787/cb1ff201-en.
• Steven Ambler & Fabio Rumler, 2017, "The Effectiveness of Unconventional Monetary Policy Announcements in the Euro Area: An Event and Econometric Study," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 212, Feb.
• Xiao, Tim, 2017, "A New Model for Pricing Collateralized Financial Derivatives," SocArXiv, Center for Open Science, number fvdzh, Jul, DOI: 10.31219/osf.io/fvdzh.
• Sophie Piton, 2017, "A European Disease? Non-tradable Inflation and Real Interest Rate Divergence," CESifo Economic Studies, CESifo Group, volume 63, issue 2, pages 210-234.
• Elena Gerko & Hélène Rey, 2017, "Monetary Policy in the Capitals of Capital," Journal of the European Economic Association, European Economic Association, volume 15, issue 4, pages 721-745.
• João F. Caldeira & Guilherme V. Moura & Francisco J. Nogales & André A. P. Santos, 2017, "Combining Multivariate Volatility Forecasts: An Economic-Based Approach," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 2, pages 247-285.
• Michael D. Bauer & Glenn D. Rudebusch, 2017, "Resolving the Spanning Puzzle in Macro-Finance Term Structure Models," Review of Finance, European Finance Association, volume 21, issue 2, pages 511-553.
• Francisco Barillas & Kristoffer P. Nimark, 2017, "Speculation and the Term Structure of Interest Rates," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 11, pages 4003-4037.
• Michael Katz & Hanno Lustig & Lars Nielsen, 2017, "Are Stocks Real Assets? Sticky Discount Rates in Stock Markets," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 2, pages 539-587.
• Dongho Song, 2017, "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 8, pages 2761-2817.
• PleÈ™cău Ioana, 2017, "Monetary Policy and Inflation: Is there a Neo- Fisher Effect? Evidence from Inflation Targeting Countries in Central and Eastern Europe," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 578-583, June.
• Pop Izabela Luiza & Hordău Anne Marie, 2017, "Financial Investments in Romania. A Comparative Analysis between Open-end Mutual Funds and Bank Deposits," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 620-626, December.
• Fedrico Torrachi, 2017, "How Do Credit Supply Conditions Affect the Labor Market? Estimating a New-Keynesian DSGE Model with Labor and Credit Market Frictions," Economics Series Working Papers, University of Oxford, Department of Economics, number 817, Jan.
• Martin Ellison & Andrew Scott, 2017, "Managing the UK National Debt 1694-2017," Economics Series Working Papers, University of Oxford, Department of Economics, number 833, Sep.
• Francesco Zanetti & Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas, 2017, "The Effect of News Shocks and Monetary Policy," Economics Series Working Papers, University of Oxford, Department of Economics, number 838, Sep.
• Signe Krogstrup, 2017, "Monetary Policy Accommodation at the Lower Bound," Business Economics, Palgrave Macmillan;National Association for Business Economics, volume 52, issue 1, pages 7-14, January, DOI: 10.1057/s11369-017-0031-7.
• Dietrich Domanski & Hyun Song Shin & Vladyslav Sushko, 2017, "The Hunt for Duration: Not Waving but Drowning?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 65, issue 1, pages 113-153, April, DOI: 10.1057/s41308-016-0026-9.
• Alejandra Olivares Rios & Gabriel Rodriguez & Miguel Ataurima Arellano, 2017, "Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2017-435.
• Hulya Deniz Karakoyun, & Nurtac Yildirim, 2017, "Demand-side factors of housing price increases in Turkey: Blanchard-Quah SVAR model," Business and Economic Horizons (BEH), Prague Development Center, volume 13, issue 3, pages 312-332, July, DOI: 10.15208/beh.2017.23.
• Magdalena Szyszko, 2017, "How The Central Bank Makes Decision On Interest Rates? A Comparative Analysis Of Forecast Importance," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 12, issue 2, pages 281-294, June, DOI: 10.24136/eq.v12i2.15.
• Magdalena Szyszko & Aleksandra Rutkowska, 2017, "Forward-looking Component in Consumers’ Expectations and the Central Bank’s Forecast: Some Evidence for European Countries," Working Papers, Institute of Economic Research, number 128/2017, May, revised May 2017.
• Füzesi, Krisztina & György, László & Kutasi, Gábor, 2017, "The Fed’s Impact on Government Debt Interest – Impact of the Fed’s Interest Rate Decisions on Hungarian and other Emerging Market Sovereign Bond Yields," Public Finance Quarterly, Corvinus University of Budapest, volume 62, issue 4, pages 524-536.
• Abu, Benjamin Musah & Domanban, Paul Bata & Haruna, Issahaku, 2017, "Microcredit Loan Repayment Default among Small Scale Enterprises: A Double Hurdle Approach," MPRA Paper, University Library of Munich, Germany, number 101576, Jan, revised 12 Mar 2017.
• Mubarak, Fadhlul & Wulandya, Siti Arni & Seran, Karlina & Soleh, Agus M & Andriansyah, Andriansyah, 2017, "Pemodelan Tingkat Suku Bunga Surat Perbendaharaan Negara 3 Bulan
  [Interest Rate Model of 3-Month Treasury Bill]," MPRA Paper, University Library of Munich, Germany, number 111537, Feb.
• Shabbir, Safia, 2017, "Monetary Policy and the Survival Analysis of the Firms in Pakistan," MPRA Paper, University Library of Munich, Germany, number 122928, Jan.
• Soriano-Morales, Yazmín Viridiana & Vallejo-Jiménez, Benjamín & Venegas-Martínez, Francisco, 2017, "Impact of the Degree of Relative Risk Aversion, the Interest Rate and the Exchange Rate Depreciation on Economic Welfare in a Small Open Economy," MPRA Paper, University Library of Munich, Germany, number 76441, Jan.
• Moussir, Charaf Eddine, 2017, "Effets sectoriels de la politique monétaire et activité économique: cas du Maroc
  [Sectoral Effects of Monetary Policy on Economic Activity: Case of Morocco]," MPRA Paper, University Library of Munich, Germany, number 76488, Apr.
• Musgrave, Ralph S., 2017, "Privately issued money reduces GDP," MPRA Paper, University Library of Munich, Germany, number 78896, May.
• Njindan Iyke, Bernard, 2017, "Asymmetries in Yield Curves: Some Empirical Evidence from Ghana," MPRA Paper, University Library of Munich, Germany, number 79155, Jan.
• Jean-Bernard, Chatelain & Kirsten, Ralf, 2017, "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," MPRA Paper, University Library of Munich, Germany, number 79244, May.
• Howden, David, 2017, "The Interest Rate and the Length of Production: A Comment," MPRA Paper, University Library of Munich, Germany, number 79806.
• Grimme, Christian, 2017, "Uncertainty and the Cost of Bank vs. Bond Finance," MPRA Paper, University Library of Munich, Germany, number 79852, Jun.
• Shijaku, Gerti, 2017, "Bank Stability and Competition: Evidence from Albanian Banking Market," MPRA Paper, University Library of Munich, Germany, number 79891, Jun.
• Kuusela, Annika & Hännikäinen, Jari, 2017, "What do the shadow rates tell us about future inflation?," MPRA Paper, University Library of Munich, Germany, number 80542, Aug.
• Ellul, Reuben, 2017, "Correlation between Maltese and euro area sovereign bond yields," MPRA Paper, University Library of Munich, Germany, number 80795, Jun.
• Anastasiou, Dimitrios, 2017, "Macroeconomic Determinants of MIR Rate: Evidence from the Euro area," MPRA Paper, University Library of Munich, Germany, number 80972, Apr.
• Korkut, Cem & Özgür, Önder, 2017, "Is there a Link between Profit Share Rate of Participation Banks and Interest Rate?[:] The Case of Turkey," MPRA Paper, University Library of Munich, Germany, number 81642, Jun.
• Al-Jarhi, Mabid, 2017, "Inefficiencies in Search Models: The Case for Islamic Finance," MPRA Paper, University Library of Munich, Germany, number 82064, Apr, revised 19 Oct 2017.
• Lancastre, Manuel, 2017, "Redistributive Tax Policy at the Zero Bound," MPRA Paper, University Library of Munich, Germany, number 82092, Aug.
• Chileshe, Patrick Mumbi, 2017, "Bank competition and financial system stability in a developing economy: does bank capitalization and size matter?," MPRA Paper, University Library of Munich, Germany, number 82758, Jun.
• Perveen, Asma & Munir, Kashif, 2017, "Impact of Total, Internal and External Government Debt on Interest Rate in Pakistan," MPRA Paper, University Library of Munich, Germany, number 83427, Oct.
• Mna, Ali & Younsi, Moheddine, 2017, "The Credit Channel Transmission of Monetary Policy in Tunisia," MPRA Paper, University Library of Munich, Germany, number 83519, Dec.
• Adeleye, Ngozi & Osabuohien, Evans & Bowale, Ebenezer & Matthew, Oluwatoyin & Oduntan, Emmanuel, 2017, "Financial reforms and credit growth in Nigeria: Empirical insights from ARDL and ECM techniques," MPRA Paper, University Library of Munich, Germany, number 85351.
• Xiao, Tim, 2017, "A New Model for Pricing Collateralized Financial Derivatives," MPRA Paper, University Library of Munich, Germany, number 87088, Jul.
• Sulaiman, Saidu & Masih, Mansur, 2017, "Is liberalizing finance the game in town for Nigeria ?," MPRA Paper, University Library of Munich, Germany, number 95569, Dec.
• Lancastre, Manuel, 2017, "Redistributive Tax Policy at the Zero Bound," MPRA Paper, University Library of Munich, Germany, number 98947, Aug.
• Asuamah Yeboah, Samuel, 2017, "Are interest rates unit root in Ghana? An Empirical Assessment," MPRA Paper, University Library of Munich, Germany, number 99420, Sep.
• Rangan Gupta & Marian Risse & David A. Volkman & Mark E. Wohar, 2017, "The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201755, Jul.
• Wilson Donzwa & Rangan Gupta & Mark E. Wohar, 2017, "Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note," Working Papers, University of Pretoria, Department of Economics, number 201764, Sep.
• Lukáš Kučera, 2017, "Real Interest Rate Channel from the Point of View of Chosen Theories of Investment
  [Kanál reálné úrokové míry z pohledu vybraných teorií investic]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2017, issue 2, pages 70-84, DOI: 10.18267/j.aop.575.
• Lukáš Kovanda & Martin Komrska, 2017, "Deflace, odklad spotřeby a hospodářské krize: rétorika centrálních bank vs. ekonomická literatura
  [Deflation and Economic Crisis: Central Banks' Rhetoric vs. Economic Literature]," Politická ekonomie, Prague University of Economics and Business, volume 2017, issue 3, pages 351-369, DOI: 10.18267/j.polek.1148.
• Miroslav Titze, 2017, "Kríza likvidity a finančná nákaza v rokoch 20072009: ponaučenie do budúcnosti
  [Liquidity Crisis and Financial Contagion in 2007-2009: Another Lesson]," Politická ekonomie, Prague University of Economics and Business, volume 2017, issue 6, pages 690-708, DOI: 10.18267/j.polek.1170.

2016

• Abrahams, Michael & Adrian, Tobias & Crump, Richard K. & Moench, Emanuel & Yu, Rui, 2016, "Decomposing real and nominal yield curves," Journal of Monetary Economics, Elsevier, volume 84, issue C, pages 182-200, DOI: 10.1016/j.jmoneco.2016.10.006.
• Gollier, Christian, 2016, "Evaluation of long-dated assets: The role of parameter uncertainty," Journal of Monetary Economics, Elsevier, volume 84, issue C, pages 66-83, DOI: 10.1016/j.jmoneco.2016.10.007.
• Löchel, H. & Packham, N. & Walisch, F., 2016, "Determinants of the onshore and offshore Chinese government yield curves," Pacific-Basin Finance Journal, Elsevier, volume 36, issue C, pages 77-93, DOI: 10.1016/j.pacfin.2015.11.001.
• Ferreira, Paulo & Dionísio, Andreia & Zebende, G.F., 2016, "Why does the Euro fail? The DCCA approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 443, issue C, pages 543-554, DOI: 10.1016/j.physa.2015.10.013.
• Gollier, Christian, 2016, "Gamma discounters are short-termist," Journal of Public Economics, Elsevier, volume 142, issue C, pages 83-90, DOI: 10.1016/j.jpubeco.2016.08.006.
• Geyer, Alois & Hanke, Michael & Weissensteiner, Alex, 2016, "Inflation forecasts extracted from nominal and real yield curves," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 180-188, DOI: 10.1016/j.qref.2015.10.002.
• Laurini, Márcio P. & Caldeira, João F., 2016, "A macro-finance term structure model with multivariate stochastic volatility," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 68-90, DOI: 10.1016/j.iref.2016.03.008.
• Aktürk, Halit, 2016, "Do stock returns provide a good hedge against inflation? An empirical assessment using Turkish data during periods of structural change," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 230-246, DOI: 10.1016/j.iref.2016.06.002.
• Cifarelli, Giulio & Paladino, Giovanna, 2016, "Time-varying mark-up and the ECB monetary policy transmission in a highly non linear framework," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 247-262, DOI: 10.1016/j.iref.2016.06.001.
• Suzuki, Masataka, 2016, "A representative agent asset pricing model with heterogeneous beliefs and recursive utility," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 298-315, DOI: 10.1016/j.iref.2016.06.009.
• Laborda, Ricardo & Muñoz, Fernando, 2016, "Optimal allocation of government bond funds through the business cycle. Is money smart?," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 46-67, DOI: 10.1016/j.iref.2016.04.008.
• Cachanosky, Nicolás & Lewin, Peter, 2016, "An empirical application of the EVA® framework to business cycles," Review of Financial Economics, Elsevier, volume 30, issue C, pages 60-67, DOI: 10.1016/j.rfe.2016.06.006.
• Anagnostopoulou, Seraina C. & Drakos, Konstantinos, 2016, "Bank loan terms and conditions: Is there a macro effect?," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 269-282, DOI: 10.1016/j.ribaf.2015.11.012.
• Espinosa-Torres, Juan Andrés & Gomez-Gonzalez, Jose Eduardo & Melo-Velandia, Luis Fernando & Moreno-Gutiérrez, José Fernando, 2016, "The international transmission of risk: Causal relations among developed and emerging countries’ term premia," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 646-654, DOI: 10.1016/j.ribaf.2016.02.006.
• Juneja, Januj A., 2016, "Financial crises and estimation bias in international bond markets," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 593-607, DOI: 10.1016/j.ribaf.2016.07.010.
• Paul Kitney, 2016, "Financial Factors and Monetary Policy: Determinacy and Learnability of Equilibrium," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-41, Jul.
• Kuga Iakov & Elena Kuzmina, 2016, "Covered interest parity: evidence from Russian money market," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 16/01e, Mar.
• Arcidiacono, Peter & Aucejo, Esteban M. & Hotz, V. Joseph, 2016, "University differences in the graduation minorities in STEM fields: evidence from California," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64178, Mar.
• Malkhozov, Aytek & Mueller, Philippe & Vedolin, Andrea & Venter, Gyuri, 2016, "Mortgage risk and the yield curve," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64915, May.
• Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2016, "Monetary policy transmission in an open economy:new data and evidence from the United Kingdom," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86235, Aug.
• Benigno, Gianluca & Fornaro, Luca, 2016, "Stagnation traps," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86241, Jun.
• Imran Shah & Ian Corrick & Abdul Saboor, 2016, "How Should Central Banks Respond to Non-neutral Inflation Expectations?," Department of Economics Working Papers, University of Bath, Department of Economics, number 64/17, Oct.
• Laura Carvalho & André Diniz & Ítalo Pedrosa & Pedro Rossi, 2016, "Fiscal costs of monetary policy: indirect effects of an interest rate shock on Brazilian public net debt," Brazilian Journal of Political Economy, Center of Political Economy, volume 36, issue 3, pages 557-579.
• Barros-Campello, Esther & Pateiro-Rodríguez, Carlos & Salcines-Cristal, J. Venancio, 2016, "¿Existe evidencia de asimetrías en la gestión de la política monetaria por parte del Banco Central Europeo? (1999-2014)," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 331, pages .535-562, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v83i.
• Ceballos Sanhueza, Luis, 2016, "Efectos de sorpresas económicas en la estructura de tasas de interés. Evidencia para Brasil, Chile y México," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 331, pages .647-675, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v83i.
• Jens H. E. Christensen & Glenn D. Rudebusch, 2016, "Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035003.
• Cleomar Gomes da Silva & Rafael Cavalcanti de Araújo, 2016, "Brazil: monetary policy and the neutral interest rate," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 6, pages 966-979, November, DOI: 10.1108/JES-10-2014-0168.
• Dionisis Chionis & Ioannis Pragidis & Panagiotis Schizas, 2016, "The determinants of Greek bond yields: an empirical study before and during the crisis," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 3, pages 504-519, August, DOI: 10.1108/JES-12-2014-0197.
• Mari L. Robertson, 2016, "Securitization and financial markets: the implications for interest rate pass-through," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 8, issue 4, pages 472-498, November, DOI: 10.1108/JFEP-02-2016-0010.
• Muhamed Zulkhibri & Mohamed Shukri Abdul Rani, 2016, "Term spread, inflation and economic growth in emerging markets: evidence from Malaysia," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 15, issue 3, pages 372-392, August, DOI: 10.1108/RAF-04-2015-0056.
• Mark Weisbrot & Jake Johnston & Julia Villarruel Carrillo, 2016, "Brazil’s Enormous Interest Rate Tax: Can Brazilians Afford It?," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2016-22, Dec.
• Belke, Ansgar & Gros, Daniel & Osowski, Thomas, 2016, "Did quantitative easing affect interest rates outside the US? New evidence based on interest rate differentials," CEPS Papers, Centre for European Policy Studies, number 11266, Jan.
• Christian Beer & Ernest Gnan & Urs W. Birchler (ed.), 2016, "Cash on Trial," SUERF Studies, SUERF - The European Money and Finance Forum, number 2016/1, ISBN: ARRAY(0x72cbe158), May.
• Byrne, JP & Cao, S & Korobilis, D, 2016, "Decomposing Global Yield Curve Co-Movement," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 18194, May.