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

• 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.
• Hubert Gabrisch, 2017, "Explaining trade imbalances in the euro area: Liquidity preference and the role of finance," PSL Quarterly Review, Economia civile, volume 70, issue 281, pages 155-184.
• Wachirawat Banchuen, 2017, "Economic Fundamentals and Spill-over among Asian Term Structures," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 52, Jan.

2016

• 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(0x7ccfb3d8), 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.
• Byrne, JP & Cao, S & Korobilis, D, 2016, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 18195, Aug.
• Paczos, Wojtek; Shakhnov, Kirill, 2016, "Sovereign Debt Issuance and Selective Default," Economics Working Papers, European University Institute, number ECO2016/04.
• Sarunas Girdenas, 2016, "A Note on Simple Monetary Policy Rules with Labour Market and Financial Frictions," Discussion Papers, University of Exeter, Department of Economics, number 1601.
• Jan Zacek, 2016, "Financial Variables in a Policy Rule: Does It Bring Macroeconomic Benefits?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2016/25, Dec, revised Dec 2016.
• Paul Hubert & Fabien Labondance, 2016, "Central Bank sentiment and policy expectations," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2016-29, Sep.
• Paul Hubert & Fabien Labondance, 2016, "The effect of ECB forward guidance on policy expectations," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2016-30, Oct.
• X. Henry Wang & Bill Z. Yang, 2016, "Applications of an IS-MP Model with Yield Curve," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 11, issue 1, pages 142-155, March.
• Ogundairo, Brian Bolarinwa & Rodrigues, Mauro, 2016, "Previdência e Taxa de Juros no Brasil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 70, issue 3, September.
• Fumio Hayashi, 2016, "Affine term structure pricing with bond supply as factors," FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta, number 2016-1, Apr.
• Nikolay Gospodinov & Bin Wei, 2016, "Forecasts of inflation and interest rates in no-arbitrage affine models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2016-3, Feb.
• Daniel H. Cooper & María Jose Luengo-Prado & Giovanni P. Olivei, 2016, "Monetary policy and regional house-price appreciation," Working Papers, Federal Reserve Bank of Boston, number 16-18, Nov.
• Alexander W. Richter & Nathaniel A. Throckmorton, 2016, "Are nonlinear methods necessary at the zero lower bound?," Working Papers, Federal Reserve Bank of Dallas, number 1606, Aug, DOI: 10.24149/wp1606.
• Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2016, "Forward guidance and the state of the economy," Working Papers, Federal Reserve Bank of Dallas, number 1612, Nov, DOI: 10.24149/wp1612.
• Carlos Carvalho & Eric Hsu & Fernanda Nechio, 2016, "Measuring the effect of the zero lower bound on monetary policy," Working Paper Series, Federal Reserve Bank of San Francisco, number 2016-6, Apr, DOI: 10.24148/wp2016-06.
• Kathryn Holston & Thomas Laubach & John C. Williams, 2016, "Measuring the Natural Rate of Interest: International Trends and Determinants," Working Paper Series, Federal Reserve Bank of San Francisco, number 2016-11, Dec, DOI: 10.24148/wp2016-11.
• Jens H. E. Christensen & Signe Krogstrup, 2016, "A Portfolio Model of Quantitative Easing," Working Paper Series, Federal Reserve Bank of San Francisco, number 2016-12, Jul, DOI: 10.24148/wp2016-12.
• Alex Hsu & Erica X. N. Li & Francisco J. Palomino, 2016, "Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-032, Apr, DOI: 10.17016/FEDS.2016.032.
• Benjamin K. Johannsen & Elmar Mertens, 2016, "A Time Series Model of Interest Rates With the Effective Lower Bound," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-033, Apr, DOI: 10.17016/FEDS.2016.033.
• Yuriy Kitsul & Marcelo Ochoa, 2016, "Funding Liquidity Risk and the Cross-section of MBS Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-052, Jun, DOI: 10.17016/FEDS.2016.052.
• Andrea Ajello & Thomas Laubach & J. David López-Salido & Taisuke Nakata, 2016, "Financial Stability and Optimal Interest-Rate Policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-067, Aug, DOI: 10.17016/FEDS.2016.067.
• Kathryn Holston & Thomas Laubach & John C. Williams, 2016, "Measuring the Natural Rate of Interest : International Trends and Determinants," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-073, Aug, DOI: 10.17016/FEDS.2016.073.
• Elizabeth C. Klee & Zeynep Senyuz & Emre Yoldas, 2016, "Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-084, Sep, DOI: 10.17016/FEDS.2016.084.
• Taisuke Nakata & Hiroatsu Tanaka, 2016, "Equilibrium Yield Curves and the Interest Rate Lower Bound," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-085, Oct, DOI: 10.17016/FEDS.2016.085.
• Eugenio Cerutti & Ricardo Correa & Elisabetta Fiorentino & Esther Segalla, 2016, "Changes in Prudential Policy Instruments ---- A New Cross-Country Database," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1169, Jun, DOI: 10.17016/IFDP.2016.1169.
• Daniel A. Dias & Joao B. Duarte, 2016, "The Effect of Monetary Policy on Housing Tenure Choice as an Explanation for the Price Puzzle," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1171, Jun, DOI: 10.17016/IFDP.2016.1171.
• Nick Gebbia, 2016, "Option-Implied Libor Rate Expectations across Currencies," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1182, Oct, DOI: 10.17016/IFDP.2016.1182.
• Daniel Hartley & Anna L. Paulson & Richard J. Rosen, 2016, "Measuring Interest Rate Risk in the Life Insurance Sector: The U.S. and the U.K," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2016-2, Jan.
• Tomas Breach & Stefania D'Amico & Athanasios Orphanides, 2016, "The Term Structure and Inflation Uncertainty," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2016-22, Dec.
• George A. Kahn & Andrew Palmer, 2016, "Monetary Policy at the Zero Lower Bound: Revelations from the FOMC's Summary of Economic Projections," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 5-37.
• Jason Choi & Taeyoung Doh, 2016, "Measuring the Stance of Monetary Policy on and off the Zero Lower Bound," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 5-24.
• Taeyoung Doh & Shu Wu, 2016, "The Equilibrium Term Structure of Equity and Interest Rates," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 16-11, Nov, DOI: 10.18651/RWP2016-11.
• Fernando M. Duarte, 2016, "How to escape a liquidity trap with interest rate rules," Staff Reports, Federal Reserve Bank of New York, number 776, Feb.
• Roc Armenter & Benjamin Lester, 2016, "Excess Reserves and Monetary Policy Implementation," Working Papers, Federal Reserve Bank of Philadelphia, number 16-33, Nov.
• S. Boragan Aruoba, 2016, "Term structures of inflation expectations and real interest rates," Working Papers, Federal Reserve Bank of Philadelphia, number 16-9, Mar.
• Kartik B. Athreya & Juan M. Sanchez & Xuan S. Tam & Eric Young, 2016, "Bankruptcy and Delinquency in a Model of Unsecured Debt," Working Paper, Federal Reserve Bank of Richmond, number 16-12, Dec.
• Giulio Cifarelli & Giovanna Paladino, 2016, "The impact of unconventional monetary policy on the sovereign bank nexus within and across EU countries. A time-varying conditional correlation analysis," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2016_10.rdf.
• Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Averkiev Vladimir & Shishkina Ekaterina & Florinskaya Yulia & Mkrtchian N. & S, 2016, "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
• Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Burdyak Alexandra & Gurevich Vladimir & Sokolov Ilya, 2016, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 34, pages 1-29, October.
• Drobyshevsky Sergey & Bobylev Yuri & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey & Gurevich Vladimir, 2016, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 36, pages 1-22, November.
• Alexandra Bozhechkova & Alexander Knobel & Sergey Tsukhlo & Elena Grishina & Pavel Trunin & Alexander Firanchuk & Olga Berezinskaya, 2016, "Online 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 22, pages 1-27, March.
• Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shishkina Ekaterina & Uzun Vasily & Flor, 2016, "Online 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 24, pages 1-27, April.
• Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Burdyak Alexandra & Gurevich Vladimir & Sokolov Ilya, 2016, "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 34, pages 1-29, October.
• Drobyshevsky Sergey & Bobylev Yuri & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey & Gurevich Vladimir, 2016, "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 36, pages 1-22, November.
• Bozhechkova Alexandra & Trunin Pavel & Kiyutsevskaya Anna, 2016, "Russia’s Monetary Policy in 2015," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2016-261, revised 2016.
• Drobyshevsky Sergey & Trunin Pavel & Goryunov Evgeny, 2016, "The main areas of monetary policy: price stability, resistance to shocks," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 2-5, December.
• Trunin Pavel & Goryunov Evgeny & Kiyutsevskaya Anna, 2016, "Brexit Results: Macroeconomic Risks," Russian Economic Development, Gaidar Institute for Economic Policy, issue 7, pages 51-53, July.
• Larionova M. & Sakharov A. & Shelepov A., 2016, "Post-Brexit Britain: Its Relations With The Eu And Its Future In The Framework Of Multilateral Institutions," Russian Economic Development, Gaidar Institute for Economic Policy, issue 7, pages 59-63, July.
• Sergey Sinelnikov-Murylev & Pavel Trunin, 2016, "Government Wealth Funds and Monetary Policy," Working Papers, Gaidar Institute for Economic Policy, number 148, revised 2016.
• Ronald McDonald & Xuxin Mao, 2016, "Japan's Currency Intervention Regimes: A Microstructural Analysis with Speculation and Sentiment," Working Papers, Business School - Economics, University of Glasgow, number 2016_06, Jan.
• Carolina Achury & Christos Koulovatianos & John Tsoukalas, 2016, "Political Economics of Fiscal Consolidations and External Sovereign Accidents," Working Papers, Business School - Economics, University of Glasgow, number 2016_12, May.
• Jézabel Couppey-Soubeyran, 2016, "Taux négatif : arme de poing ou signal de détresse ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01387477, Jan.
• Sophie Piton, 2016, "A European Disease?Non-tradable inflation and real interest rate divergence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01321836, May.
• Julien Pinter & Charles Boissel, 2016, "The Eurozone deposit rates' puzzle: choosing the right benchmark," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01379284, Aug.
• Julien Pinter & Charles Boissel, 2016, "The Eurozone deposit rates' puzzle: Choosing the right benchmark," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01388502, DOI: 10.1016/j.econlet.2016.09.005.
• Groslambert Bertrand & Raphaël Chiappini & Olivier Bruno, 2016, "Desperately seeking cash: Evidence from bank output measurement," Post-Print, HAL, number hal-01358830, Aug.
• Jézabel Couppey-Soubeyran, 2016, "Taux négatif : arme de poing ou signal de détresse ?," Post-Print, HAL, number hal-01387477, Jan.
• Christophe Blot & Bruno Ducoudre & Xavier Timbeau, 2016, "Sovereign debt spread and default in a model with self-fulfilling prophecies and asymmetric information," Post-Print, HAL, number hal-03411199, Mar, DOI: 10.1016/j.jmacro.2015.10.003.
• Guillaume Bazot & Michael Bordo & Eric Monnet, 2016, "International shocks and the balance sheet of the Bank of France under the classical gold standard," Post-Print, HAL, number hal-04288225, Oct, DOI: 10.1016/j.eeh.2016.07.006.
• Sophie Piton, 2016, "A European Disease?Non-tradable inflation and real interest rate divergence," Post-Print, HAL, number halshs-01321836, May.
• Natalia Andries & Steve Billon, 2016, "Retail bank interest rate pass-through in the euro area: An empirical survey," Post-Print, HAL, number halshs-01354597, Mar, DOI: 10.1016/j.ecosys.2015.06.001.
• Julien Pinter & Charles Boissel, 2016, "The Eurozone deposit rates' puzzle: choosing the right benchmark," Post-Print, HAL, number halshs-01379284, Aug.
• Christian Thimann, 2016, "L’assouplissement quantitatif : un défi pour l’épargne à long terme et la sécurité financière des ménages," Post-Print, HAL, number halshs-01382570, Feb.
• Julien Pinter & Charles Boissel, 2016, "The Eurozone deposit rates' puzzle: Choosing the right benchmark," Post-Print, HAL, number halshs-01388502, DOI: 10.1016/j.econlet.2016.09.005.
• Jézabel Couppey-Soubeyran, 2016, "Taux négatif : arme de poing ou signal de détresse ?," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01387477, Jan.
• Christian Thimann, 2016, "L’assouplissement quantitatif : un défi pour l’épargne à long terme et la sécurité financière des ménages," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01382570, Feb.
• Jean Barthélemy & Magali Marx, 2016, "Solving Endogenous Regime Switching Models," Sciences Po Economics Publications (main), HAL, number hal-03393181, Nov.
• Christophe Blot & Bruno Ducoudre & Xavier Timbeau, 2016, "Sovereign debt spread and default in a model with self-fulfilling prophecies and asymmetric information," Sciences Po Economics Publications (main), HAL, number hal-03411199, Mar, DOI: 10.1016/j.jmacro.2015.10.003.
• Paul Hubert & Fabien Labondance, 2016, "The effect of ECB forward guidance on policy expectations," Sciences Po Economics Publications (main), HAL, number hal-03459188, Oct.
• Paul Hubert & Fabien Labondance, 2016, "Central Bank Sentiment and Policy Expectations," Sciences Po Economics Publications (main), HAL, number hal-03459227, Sep.
• Paul Hubert & Fabien Labondance, 2016, "Central Bank Sentiment and Policy Expectations," Working Papers, HAL, number hal-01374710, Jul.
• Paul Hubert & Fabien Labondance, 2016, "The Effect of ECB Forward Guidance on Policy Expectations," Working Papers, HAL, number hal-01394821, Oct.
• Jean Barthélemy & Magali Marx, 2016, "Solving Endogenous Regime Switching Models," Working Papers, HAL, number hal-03393181, Nov.
• Paul Hubert & Fabien Labondance, 2016, "The effect of ECB forward guidance on policy expectations," Working Papers, HAL, number hal-03459188, Oct.
• Paul Hubert & Fabien Labondance, 2016, "Central Bank Sentiment and Policy Expectations," Working Papers, HAL, number hal-03459227, Sep.
• Groslambert Bertrand & Raphaël Chiappini & Olivier Bruno, 2016, "Bank output calculation in the case of France: what do new methods tell about the financial intermediation services in the aftermath of the crisis?," Working Papers, HAL, number halshs-01254475, Jan.
• Antoine Le Riche & Francesco Magris & Antoine Parent, 2016, "Liquidity Trap and Stability of Taylor Rules," Working Papers, HAL, number halshs-01313002, Jun.