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:
2016
- Julien Pinter & Charles Boissel, 2016, "The Eurozone deposit rates' puzzle: choosing the right benchmark," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16053, Aug, DOI: 10.1016/j.econlet.2016.09.005.
- Ferre De Graeve & Konstantinos Theodoridis, 2016, "Forward Guidance, Quantitative Easing, or both?," Working Paper Research, National Bank of Belgium, number 305, Oct.
- Anna Sznajderska, 2016, "Wpływ sposobu zarządzania płynnością, premii za ryzyko i oczekiwań na stopy rynku międzybankowego w Polsce," Bank i Kredyt, Narodowy Bank Polski, volume 47, issue 1, pages 61-90.
- Michal Brzoza-Brzezina & Marcin Kolasa & Mateusz Szetela, 2016, "Is Poland at risk of the zero lower bound?," Bank i Kredyt, Narodowy Bank Polski, volume 47, issue 3, pages 195-226.
- Michał Brzoza-Brzezina, 2016, "Why may large economies suffer more at the zero lower bound?," NBP Working Papers, Narodowy Bank Polski, number 230.
- Tomasz Łyziak, 2016, "Do inflation expectations matter in a stylised New Keynesian model? The case of Poland," NBP Working Papers, Narodowy Bank Polski, number 234.
- Grzegorz Wesołowski, 2016, "Do long term interest rates drive GDP and inflation in small open economies? Evidence from Poland," NBP Working Papers, Narodowy Bank Polski, number 242.
- Mariusz Kapuściński, 2016, "The role of bank balance sheets in monetary policy transmission. Evidence from Poland," NBP Working Papers, Narodowy Bank Polski, number 245.
- Mariusz Kapuściński & Ewa Stanisławska, 2016, "Interest rate pass-through in Poland since the global financial crisis," NBP Working Papers, Narodowy Bank Polski, number 247.
- Mariusz Kapuściński & Andrzej Kocięcki & Halina Kowalczyk & Tomasz Łyziak & Jan Przystupa & Ewa Stanisławska & Anna Sznajderska & Ewa Wróbel, 2016, "Monetary policy transmission mechanism in Poland.What do we know in 2015?," NBP Working Papers, Narodowy Bank Polski, number 249.
- Michał Brzoza-Brzezina & Jacek Kotlowski, 2016, "The nonlinear nature of country risk and its implications for DSGE models," NBP Working Papers, Narodowy Bank Polski, number 250.
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016, "Measuring the Natural Rate of Interest: International Trends and Determinants," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2016".
- Takatoshi Ito, 2016, "Japanization: Is it Endemic or Epidemic?," NBER Working Papers, National Bureau of Economic Research, Inc, number 21954, Feb.
- Rajnish Mehra & Arunima Sinha, 2016, "The Term Structure of Interest Rates in India," NBER Working Papers, National Bureau of Economic Research, Inc, number 22020, Feb.
- Julio Garín & Robert Lester & Eric Sims, 2016, "Raise Rates to Raise Inflation? Neo-Fisherianism in the New Keynesian Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 22177, Apr.
- Drew D. Creal & Jing Cynthia Wu, 2016, "Bond Risk Premia in Consumption-based Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 22183, Apr.
- Robert E. Hall, 2016, "The Role of the Growth of Risk-Averse Wealth in the Decline of the Safe Real Interest Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 22196, Apr.
- Gauti B. Eggertsson & Kevin Proulx, 2016, "Bernanke's No-arbitrage Argument Revisited: Can Open Market Operations in Real Assets Eliminate the Liquidity Trap?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22243, May.
- Emmanuel Farhi & Matteo Maggiori, 2016, "A Model of the International Monetary System," NBER Working Papers, National Bureau of Economic Research, Inc, number 22295, May.
- Julio Garín & Robert Lester & Eric Sims, 2016, "Are Supply Shocks Contractionary at the ZLB? Evidence from Utilization-Adjusted TFP Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 22311, Jun.
- Michael Weber, 2016, "Cash Flow Duration and the Term Structure of Equity Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 22520, Aug.
- George-Marios Angeletos & Chen Lian, 2016, "Forward Guidance without Common Knowledge," NBER Working Papers, National Bureau of Economic Research, Inc, number 22785, Oct.
- Andreas Neuhierl & Michael Weber, 2016, "Monetary Policy and the Stock Market: Time-Series Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 22831, Nov.
- Geert Bekaert & Eric Engstrom & Andrey Ermolov, 2016, "Macro Risks and the Term Structure of Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 22839, Nov.
- Neelam Timsina, 2016, "Determinants of Bank Lending in Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 28, issue 2, pages 19-42, October.
- Jagjit Chadha & Young-Kwan Kang, 2016, "Finance and Credit in a Model of Monetary Policy," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 471, Oct.
- Jagjit Chadha, 2016, "The New Art of Central Banking," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 472, Oct.
- Dimitar Damyanov, 2016, "Real Returns, Interest Income Tax, and Household Saving in Bulgaria," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 15-23, March.
- Petar Peshev & Ivaylo Beev, 2016, "Negative Nominal Interest Rates on Loans: The Newly-Established Normal Practice?," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 149-158, June.
- Arpad Abraham & Eva Carceles-Poveda & Yan Liu & Ramon Marimon, 2016, "On the optimal design of a Financial Stability Fund," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 16-05.
- Iikka Korhonen & Riikka Nuutilainen, 2016, "A monetary policy rule for Russia, or is it rules?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 28-45.
- Markus Eller & Thomas Reininger, 2016, "The influence of sovereign bond yields on bank lending rates: the pass-through in Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 54-78.
- Thomas Scheiber & Maria Antoinette Silgoner & Caroline Stern, 2016, "The development of bank profitability in Denmark, Sweden and Switzerland during a period of ultra-low and negative interest rates," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 8-28.
- Gerhard Illing & Thomas Siemsen, 2016, "Forward Guidance at the Zero Lower Bound in a Model of Price-Level Targeting," CESifo Economic Studies, CESifo Group, volume 62, issue 1, pages 47-67.
- Stefan Nagel, 2016, "The Liquidity Premium of Near-Money Assets," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 131, issue 4, pages 1927-1971.
- Samuel M. Hartzmark, 2016, "Economic Uncertainty and Interest Rates," The Review of Asset Pricing Studies, Society for Financial Studies, volume 6, issue 2, pages 179-220.
- Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2016, "Mortgage Risk and the Yield Curve," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 5, pages 1220-1253.
- Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer, 2016, "The Euro Interbank Repo Market," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 7, pages 1747-1779.
- Stavros Katsios, 2016, "Making Promises Good: The Anti-Money Laundering Regime as a Multi-Purpose Tool for Governance," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 227-232, February.
- John B. Taylor & Volker Wieland, 2016, "Finding the Equilibrium Real Interest Rate in a Fog of Policy Deviations," Business Economics, Palgrave Macmillan;National Association for Business Economics, volume 51, issue 3, pages 147-154, July, DOI: 10.1057/s11369-016-0001-5.
- Aurélien Leroy & Yannick Lucotte, 2016, "Structural and Cyclical Determinants of Bank Interest-Rate Pass-Through in the Eurozone," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 58, issue 2, pages 196-225, June.
- James D. Hamilton & Ethan S. Harris & Jan Hatzius & Kenneth D. West, 2016, "The Equilibrium Real Funds Rate: Past, Present, and Future," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 64, issue 4, pages 660-707, November, DOI: 10.1057/s41308-016-0015-z.
- Rana Sajedi & Gregory Thwaites, 2016, "Why Are Real Interest Rates So Low? The Role of the Relative Price of Investment Goods," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 64, issue 4, pages 635-659, November, DOI: 10.1057/s41308-016-0016-y.
- Carlo A. Favero & Arie E. Gozluklu & Haoxi Yang, 2016, "Demographics and the Behavior of Interest Rates," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 64, issue 4, pages 732-776, November, DOI: 10.1057/s41308-016-0020-2.
- Ilona Pietryka, 2016, "Plynnosc sektora bankowego a skutecznosc polityki pienieznej Narodowego Banku Polskiego na tle Eurosystemu," Books, Institute of Economic Research, number 15, edition 1, ISBN: ARRAY(0x6f568128), DOI: 10.24136/eep.mon.2016.1.
- Varga, János Zoltán, 2016, "The Effect of Interbank Liquidity Surplus on Corporate and Interbank Interest Rates," Public Finance Quarterly, Corvinus University of Budapest, volume 61, issue 1, pages 94-109.
- Czeczeli, Vivien, 2016, "Certain Macroeconomic Effects of the Federal Reserve’s Quantitative Easing Program," Public Finance Quarterly, Corvinus University of Budapest, volume 61, issue 4, pages 458-479.
- Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2016, "Estimating the Taylor Rule in the Time-Frequency Domain," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1404, Apr.
- Kundu, Nobinkhor & Khandaker, M.A. Munim, 2016, "Long-run Effects of Government Debt on Interest Rate: Evidence for Bangladesh," MPRA Paper, University Library of Munich, Germany, number 100928, Jan, revised 09 Apr 2016.
- Pincheira, Pablo & Selaive, Jorge & Nolazco, Jose Luis, 2016, "The Evasive Predictive Ability of Core Inflation," MPRA Paper, University Library of Munich, Germany, number 68704, Jan.
- BLINOV, Sergey, 2016, "Три Варианта Экономической Политики Для России
[Three Options of Economic Policy for Russia]," MPRA Paper, University Library of Munich, Germany, number 68836, Jan. - Mushtaq, Saba & Siddiqui, Danish Ahmed, 2016, "Effect of interest rate on bank deposits: evidences from Islamic and non-Islamic economies," MPRA Paper, University Library of Munich, Germany, number 69245, Feb.
- BOUNADER, Lahcen, 2016, "Is there a crowding-out effect in the Moroccan context ? Evidence from structural VAR Analysis," MPRA Paper, University Library of Munich, Germany, number 69275, Jan.
- Covarrubias, Enrique & Hernández-del-Valle, Gerardo, 2016, "Inflation expectations derived from a portfolio model," MPRA Paper, University Library of Munich, Germany, number 69489, Feb.
- Hattori, Takahiro & Miyake, Hiroki, 2016, "The Japan Municipal Bond Yield Curve: 2002 to the Present," MPRA Paper, University Library of Munich, Germany, number 69725, Feb.
- Phiri, Andrew, 2016, "Did the global financial crisis alter equilibrium adjustment dynamics between the US Fed rates and stock price volatility in the SSA region?," MPRA Paper, University Library of Munich, Germany, number 69976, Mar.
- Papaioannou, Sotiris, 2016, "Public spending, monetary policy and growth: Evidence from EU countries," MPRA Paper, University Library of Munich, Germany, number 70331, Mar.
- Hännikäinen, Jari, 2016, "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper, University Library of Munich, Germany, number 70489, Apr.
- Belanger, Gilles, 2016, "Inflation is Always and Everywhere an Interest-Rate Phenomenon," MPRA Paper, University Library of Munich, Germany, number 70841, Apr.
- Avci, S. Burcu & Yucel, Eray, 2016, "Effectiveness of Monetary Policy: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 70848, Apr.
- Hännikäinen, Jari, 2016, "The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment," MPRA Paper, University Library of Munich, Germany, number 71432, May.
- Geromichalos, Athanasios & Herrenbrueck, Lucas, 2016, "The Strategic Determination of the Supply of Liquid Assets," MPRA Paper, University Library of Munich, Germany, number 71454, May.
- Hattori, Takahiro & Miyake, Hiroki, 2016, "Yield Curve for Japanese Agency Bonds: From 2002 to the Present," MPRA Paper, University Library of Munich, Germany, number 71487, May.
- Danila, Marius, 2016, "Implicatii ale plasarii dobanzilor in zona negativa
[Effects of negative interest rates]," MPRA Paper, University Library of Munich, Germany, number 72634, Mar. - Danila, Marius, 2016, "Recalibrarea sistemului bancar european in contextul noilor cerinte si realitati
[Changes in the European banking industry following recent requirements and trends]," MPRA Paper, University Library of Munich, Germany, number 72768, Apr. - EL FAIZ, Zakaria & ZIANI, Manal, 2016, "Influence de la politique monétaire sur le taux long Quelques évidences empiriques, cas du Maroc
[The impact of monetary on long rates : Some empirical evidence from Morocco]," MPRA Paper, University Library of Munich, Germany, number 72817, Jul. - Lages, André Maia Gomes & Santos, Fabrício Rios Nascimento & Ferreira, Humberto Barbosa, 2016, "Preference for Liquidity of Agents: An Analyse of Brasilian Case," MPRA Paper, University Library of Munich, Germany, number 73949, Jul.
- Krouglov, Alexei, 2016, "Mathematical model of the economic trend," MPRA Paper, University Library of Munich, Germany, number 74919, Nov.
- Bosupeng, Mpho, 2016, "On The Fisher Effect: A Review," MPRA Paper, University Library of Munich, Germany, number 77916, revised 2016.
- Bosupeng, Mpho, 2016, "The Effects of Chinese Interest Rates and Inflation: A Decomposition of The Fisher Effect," MPRA Paper, University Library of Munich, Germany, number 78160, revised 2016.
- Lakdawala, Aeimit, 2016, "Decomposing the Effects of Monetary Policy Using an External Instruments SVAR," MPRA Paper, University Library of Munich, Germany, number 78254, Nov.
- Papavangjeli, Meri & Leka, Eralda, 2016, "Përcaktuesit mikro- dhe makroekonomikë të marzhit neto të interesave në sistemin bankar shqiptar (2002-2014)
[Micro- and macroeconomic determinants of net interest margin in the Albanian banking system (2002-2014)]," MPRA Paper, University Library of Munich, Germany, number 78604, Mar, revised Jun 2016. - Shijaku, Gerti, 2016, "Does bank competition affect bank stability after the global financial crisis?," MPRA Paper, University Library of Munich, Germany, number 79084, Nov.
- Shijaku, Gerti, 2016, "Does concentration matter for bank stability - evidence from Albanian Banking System," MPRA Paper, University Library of Munich, Germany, number 79086, Aug.
- Shijaku, Gerti, 2016, "Does Primary Sovereignty Risk Matter for Bank Fragility? Evidence from Albanian Banking System," MPRA Paper, University Library of Munich, Germany, number 79097, May.
- Chileshe, Patrick Mumbi & Akanbi, Olusegun Ayodele, 2016, "Asymmetry of the Interest Rate Pass-through in Zambia," MPRA Paper, University Library of Munich, Germany, number 82673, Oct.
- Manuel, Lancastre, 2016, "Age Milestones and Low Interest Rates, an Analytic Approach," MPRA Paper, University Library of Munich, Germany, number 85046, Oct.
- Lancastre, Manuel, 2016, "Inequality and Real Interest Rates," MPRA Paper, University Library of Munich, Germany, number 85047, Oct.
- BIKAI, J. Landry & MBOHOU M., Moustapha, 2016, "A Reaction Function for the Bank of the Central African States in a Context of Fiscal Dominance," MPRA Paper, University Library of Munich, Germany, number 89108, Nov.
- Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2016, "Is Inflation Persistence Different in Reality?," Working Papers, University of Pretoria, Department of Economics, number 201663, Aug.
- Miroslav Titze, 2016, "Federal Reserve Swap Lines - International Lender of the Last Resort
[Swapové linky federálneho rezervného systému - medzinárodný veriteľ poslednej inštancie]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2016, issue 4, pages 3-23, DOI: 10.18267/j.aop.548. - Dušan Staniek, 2016, "The Czech Crown Money Market as the Source for Pricing Customer Cash Products," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2016, issue 3, pages 139-154, DOI: 10.18267/j.efaj.168.
- Pavel Potužák, 2016, "Fisher and Mises on Zero Interest: A Reconsideration," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 2, pages 203-220, DOI: 10.18267/j.pep.555.
- Łukasz Goczek & Dagmara Mycielska, 2016, "Euro Dominance Hypothesis and Monetary Policy Independence the Czech Perspective," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 6, pages 655-670, DOI: 10.18267/j.pep.584.
- Pavel Potužák, 2016, "Může být přirozená úroková míra nulová? Neoklasický přístup
[Can the Natural Rate of Interest Be Zero? A Neoclassical Approach]," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 1, pages 83-108, DOI: 10.18267/j.polek.1056. - Jiří Štekláč & Miroslav Titze, 2016, "Udržitelnost dluhového financování státu a její interakce s kvantitativním uvolňováním: případ USA, UK a Japonska v letech 2000-2014
[Government Debt Financing Sustainability and Its Interaction with Quantitative Easing - a Case of US, UK and Japa," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 3, pages 293-318, DOI: 10.18267/j.polek.1073. - Miroslav Titze, 2016, "Menová politika záporných úrokových sadzieb v eurozóne a Japonsku
[Monetary Policy of Negative Interest Rates in Eurozone and Japan]," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 8, pages 953-972, DOI: 10.18267/j.polek.1120. - Gil Nogueira & Luísa Farinha & Laura Blattner, 2016, "The Effect of Quantitative Easing on Lending Conditions," Working Papers, Banco de Portugal, Economics and Research Department, number w201608.
- Pongsak Luangaram & Yuthana Sethapramote, 2016, "Central Bank Communication and Monetary Policy Effectiveness: Evidence from Thailand," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 20, Feb.
- Jakree Koosakul, 2016, "Daily Movements in the Thai Yield Curve: Fundamental and Non-Fundamental Drivers," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 30, Jun.
- Pym Manopimoke, 2016, "The Output Euler Equation and Real Interest Rate Regimes," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 33, Jun.
- Michal Ksawery Popiel, 2016, "Interest Rate Pass-through: A Nonlinear Vector Error-correction Approach," Working Paper, Economics Department, Queen's University, number 1352, Feb.
- Adugna Olani, 2016, "Dynamic Capital Inflow Transmission Of Monetary Policy To Emerging Markets," Working Paper, Economics Department, Queen's University, number 1358, Mar.
- Matteo Maggiori & Emmanuel Farhi, 2016, "A Model of the International Monetary System," Working Paper, Harvard University OpenScholar, number 395921, Jan.
- Emmanuel Farhi & Matteo Maggiori, 2016, "A Model of the International Monetary System," Working Paper, Harvard University OpenScholar, number 395971, Jan.
- Gianni La Cava, 2016, "Housing Prices, Mortgage Interest Rates and the Rising Share of Capital Income in the United States," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2016-04, May.
- Pérez-Forero, Fernando, 2016, "Comparación de la transmisión de choques de política monetaria en América Latina: Un panel VAR jerárquico," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 32, pages 10-34.
- Fuentes-Dávila, Hugo, 2016, "Determinantes del margen financiero en el sector microfinanciero: El caso peruano," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 32, pages 71-80.
- Alain Kabundi & Ntuthuko Tsokodibane, 2016, "Qualitative Guidance and Predictability of Monetary Policy in South Africa," Working Papers, South African Reserve Bank, number 7434, Aug.
- Roc Armenter & Benjamin Lester, 2016, "Code and data files for "Excess Reserves and Monetary Policy Implementation"," Computer Codes, Review of Economic Dynamics, number 15-294, revised .
- Emmanuel Farhi & Matteo Maggiori, 2016, "A Model of the International Monetary System," 2016 Meeting Papers, Society for Economic Dynamics, number 1543.
- Shahed Khan & Cesar Sosa-Padilla & Alok Johri, 2016, "Interest Rate Uncertainty and Sovereign Default Risk," 2016 Meeting Papers, Society for Economic Dynamics, number 1676.
- Juan Pablo Nicolini, 2016, "Liquidity Traps and Monetary Policy: Managing a Credit Crunch," 2016 Meeting Papers, Society for Economic Dynamics, number 335.
- Lukas Schmid & Andres Schneider & Mikhail Chernov, 2016, "A macrofinance view of US Sovereign CDS premiums," 2016 Meeting Papers, Society for Economic Dynamics, number 432.
- Rigas Oikonomou & Albert Marcet & Elisa Faraglia, 2016, "Long term Government Bonds," 2016 Meeting Papers, Society for Economic Dynamics, number 565.
- Thuy Lan Nguyen & Dmitriy Sergeyev & Wataru Miyamoto, 2016, "Government Spending Multipliers under the Zero Lower Bound: Evidence from Japan," 2016 Meeting Papers, Society for Economic Dynamics, number 666.
- Russell Cooper & Antoine Camous, 2016, ""Whatever it takes" is all you need: monetary policy and debt fragility," 2016 Meeting Papers, Society for Economic Dynamics, number 863.
- Marcus Hagedorn, 2016, "A Demand Theory of the Price Level," 2016 Meeting Papers, Society for Economic Dynamics, number 941.
- Randall Wright & Cathy Zhang & Guillaume Rocheteau, 2016, "Corporate Finance and Monetary Policy," 2016 Meeting Papers, Society for Economic Dynamics, number 97.
- Victor Gumbo & Simba Zoromedza, 2016, "Bank Failure Prediction Model for Zimbabwe," Applied Economics and Finance, Redfame publishing, volume 3, issue 3, pages 222-235, August.
- Carlos Viana de Carvalho & EriC Hsu & Fernanda Necchio, 2016, "Measuring the Effect of the Zero Lower Bound on Monetary Policy," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 649, Apr.
- Jugnu Ansari & Saibal Ghosh, 2016, "Monetary Transmission, Ownership And Crisis: How Robust Is The Indian Evidence?," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022326, Mar.
- Mabid Ali M. M. Al-Jarhi, 2016, "An Economic Theory of Islamic Finance Regulation," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 24, pages 1-44.
- Tanya Luna & Lethy Minga, 2016, "Comparación de las funciones de inversión entre Ecuador, Chile y Estados Unidos," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 1, issue 1, pages 55-63.
- Seyed Ehsan Askari & Mohammad Hossein Pourkazemi & Jahangir Biabani & Rahim Dallali Isfahani, 2016, "An Axiomatic Analysis of the Effects of Interest Rate on the Inflation and Convergence Speed in Achiving to Equilibrium in a Banach Space," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 3, issue 1, pages 115-138.
- Lucian Croitoru, 2016, "Are We Systematically Wrong when Estimating Potential Output and the Natural Rate of Interest?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 128-151, June.
- Chang Min LEE & Hahn Shik LEE, 2016, "Improving the Predictive Power of Spreads for Economic Activity: A Wavelet Method," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 65-78, December.
- Peter Spahn, 2016, "Population growth, saving, interest rates and stagnation," ROME Working Papers, ROME Network, number 201603, Mar.
- Pestova, Anna (Пестова, Анна) & Mamonov, Mikhail (Мамонов, Михаил), 2016, "Estimating the Influence of Different Shocks on Macroeconomic Indicators and Developing Conditional Forecasts on the Basis of BVAR Model for the Russian Economy
[Оценка Влияния Различных Шоков На Динамику Макроэкономических Показателей В России И ," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 4, pages 56-92, August. - Alain Kabundi & Ntuthuko Tsokodibane, 2016, "Qualitative Guidance and Predictability of Monetary Policy in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 626, Aug.
- Chris Garbers & Guangling Dave Liu, 2016, "Credit market heterogeneity, balance sheet (in) dependence, financial shocks," ERSA Working Paper Series, Economic Research Southern Africa, number 633, Sep.
- Monaheng Seleteng, 2016, "Effects of South African Monetary Policy Implementation on the CMA: A Panel Vector Autoregression Approach," ERSA Working Paper Series, Economic Research Southern Africa, number 643, Oct.
- Muhammad Nadim Hanif & Javed Iqbal, 2016, "Assessing Monetary Policy Effectiveness in Rich Data Environment," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 80, Nov.
- Muhammad Omer, 2016, "Should Central Bank Forget Reserve Requirements? Assessment of Reserve Requirements in Transmitting SBP’s Policy Shocks to Retail Interest Rates and Exchange Rate," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 81, Dec.
- Syed Zulqernain Hussain & Mahmood ul Hasan Khan, 2016, "Do Ownership Structure and Market Power Matter in Interest Rate Pass-through? Evidence from Pakistan’s Bank Level Data," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 82, Dec.
- Selahattin GURIS & Burak GURIS & Turgut UN, 2016, "Interest Rates, Fisher Effect And Economic Development In Turkey, 1989-2011," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 25, issue 2, pages 95-100.
- Sunday Osahon Igbinedion & Frank Iyekoretin Ogbeide, 2016, "Monetary Policy and Manufacturing Capacity Utilization: Further Evidence from Nigeria," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 14, issue 2, pages 159-174.
- Raphael Espinoza & Miguel Segoviano, 2016, "Determinants of Bank-Sovereign Distress," UCL SSEES Economics and Business working paper series, UCL School of Slavonic and East European Studies (SSEES), number 2016-3.
- Patrick Mumbi Chileshe & Olusegun Ayodele Akanbi, 2016, "The effect of Bank competition on the effectiveness of the Interest Rate Channel of Monetary Policy Transmission," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 5, issue 3, pages 10-32, September.
- Michał Rubaszek, 2016, "Forecasting the Yield Curve With Macroeconomic Variables," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 1, issue 1, pages 1-21, June, DOI: 10.33119/ERFIN.2016.1.1.1.
- Łukasz Goczek & Karol Partyka, 2016, "Reakcja polityki pieniężnej na wydarzenia giełdowe," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 27-50.
- Michał Brzoza-Brzezina, 2016, "Why may large economies suffer more at the zero lower bound?," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-012, Jun, DOI: 10.33119/kaewps2016012.
- Michał Brzoza-Brzezina & Marcin Kolasa & Mateusz Szetela, 2016, "Is Poland at risk of the zero lower bound?," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-013, Jul, DOI: 10.33119/kaewps2016013.
- Renata Karkowska, 2016, "Sources of Foreign Currency Debt in European Countries (Zrodla zadluzenia walutowego w krajach europejskich)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 14, issue 63, pages 74-88.
- Silvio Schumacher, 2016, "Networks and lending conditions: Empirical evidence from the Swiss franc money markets," Working Papers, Swiss National Bank, number 2016-12.
- Jonas Meuli & Thomas Nellen & Thomas Nitschka, 2016, "Securitisation, loan growth and bank funding: the Swiss experience since 1932," Working Papers, Swiss National Bank, number 2016-18.
- Jens H. E. Christensen & Signe Krogstrup, 2016, "A Portfolio Model of Quantitative Easing," Working Papers, Swiss National Bank, number 2016-19.
- Merter AKINCI & Ömer YILMAZ, 2016, "Enflasyon-Faiz Oranı Takası: Fisher Hipotezi Bağlamında Türkiye Ekonomisi İçin Dinamik En Küçük Kareler Yöntemi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(27).
- Brian Bolarinwa Ogundairo & Mauro Rodrigues, 2016, "Previdência e taxa de juros no Brasil," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2016_11, Jul.
- Srđan Marinković & Ognjen Radović & Željko Šević, 2016, "Testing Uncovered Interest Parity for Structural Breaks: A Developing Country Perspective," Contributions to Economics, Springer, in: Anastasios Karasavvoglou & Dimitrios Kyrkilis & Georgios Makris & Persefoni Polychronidou, "Economic Crisis, Development and Competitiveness in Southeastern Europe", DOI: 10.1007/978-3-319-40322-9_8.
- Kenshiro Ninomiya, 2016, "Financial structure, financial instability, and inflation targeting," Evolutionary and Institutional Economics Review, Springer, volume 13, issue 1, pages 23-36, June, DOI: 10.1007/s40844-016-0029-2.
- Nkwoma John Inekwe, 2016, "Financial uncertainty, risk aversion and monetary policy," Empirical Economics, Springer, volume 51, issue 3, pages 939-961, November, DOI: 10.1007/s00181-015-1036-6.
- Saba Mushtaq & Danish Ahmed Siddiqui, 2016, "Effect of interest rate on economic performance: evidence from Islamic and non-Islamic economies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 2, issue 1, pages 1-14, December, DOI: 10.1186/s40854-016-0028-7.
- Christa Cuchiero & Claudio Fontana & Alessandro Gnoatto, 2016, "A general HJM framework for multiple yield curve modelling," Finance and Stochastics, Springer, volume 20, issue 2, pages 267-320, April, DOI: 10.1007/s00780-016-0291-5.
- Ludwig Hausse & Martin Rohleder & Marco Wilkens, 2016, "Systemic interest rate and market risk at US banks," Journal of Business Economics, Springer, volume 86, issue 8, pages 933-961, November, DOI: 10.1007/s11573-016-0830-8.
- Boissel, Charles & Derrien, François & Örs, Evren & Thesmar, David, 2016, "Systemic risk in clearing houses: Evidence from the European repo market," ESRB Working Paper Series, European Systemic Risk Board, number 10, May.
- Håvard Hungnes, 2016, "Fractionality and co-fractionality between Government Bond yields," Discussion Papers, Statistics Norway, Research Department, number 838, Apr.
- Chris Garbers & Guangling Liu, 2016, "Credit market heterogeneity, balance sheet (in)dependence, financial shocks," Working Papers, Stellenbosch University, Department of Economics, number 15/2016.
- Simon Beyeler & Sylvia Kaufmann, 2016, "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers, Swiss National Bank, Study Center Gerzensee, number 16.08, Oct.
- Michał Brzoza-Brzezina, 2016, "Amplification of shocks at the zero lower bound in a small open and large closed economy," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 14, pages 1029-1033, September, DOI: 10.1080/13504851.2015.1130213.
- Luis Ceballos & Alberto Naudon & Damián Romero, 2016, "Nominal term structure and term premia: evidence from Chile," Applied Economics, Taylor & Francis Journals, volume 48, issue 29, pages 2721-2735, June, DOI: 10.1080/00036846.2015.1128079.
- Adusei Jumah & Robert M. Kunst, 2016, "Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging," Applied Economics, Taylor & Francis Journals, volume 48, issue 45, pages 4366-4378, September, DOI: 10.1080/00036846.2016.1158915.
- Laura Coroneo & Domenico Giannone & Michele Modugno, 2016, "Unspanned Macroeconomic Factors in the Yield Curve," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 3, pages 472-485, July, DOI: 10.1080/07350015.2015.1052456.
- Jari Hännikäinen, 2016, "When does the yield curve contain predictive power? Evidence from a data-rich environment," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1603, Apr.
- Hännikäinen Jari, 2016, "The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1606, Jun.
- Centre for European Economic Research (ZEW), 2016, "The Effect of Inflation and Interest Rates on Forward-Looking Effective Tax Rates," Taxation Papers, Directorate General Taxation and Customs Union, European Commission, number 63, Aug.
- Centre for European Economic Research (ZEW), 2016, "The Impact of Tax Planning on Forward-Looking Effective Tax Rates," Taxation Papers, Directorate General Taxation and Customs Union, European Commission, number 64, Oct.
- Centre for European Economic Research (ZEW), 2016, "The Effects of Tax Reforms to Address the Debt-Equity Bias on the Cost of Capital and on Effective Tax Rates," Taxation Papers, Directorate General Taxation and Customs Union, European Commission, number 65, Oct.
- Pelin Oge Guney, 2016, "Does the central bank directly respond to output and inflation uncertainties in Turkey?," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 16, issue 2, pages 53-57.
- Reinder Haitsma & Deren Unalmis & Jakob de Haan, 2016, "The Impact of the ECB�s Conventional and Unconventional Monetary Policies on Stock Markets," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1605.
- M. Utku Ozmen & Erdal Yilmaz, 2016, "Co-movement of Exchange Rates with Interest Rate Differential, Risk Premium and FED Policy in �Fragile Economies�," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1621.
- Geromichalos, Athanasios & Herrenbrueck, Lucas M. & Salyer, Kevin D., 2016, "A search-theoretic model of the term premium," Theoretical Economics, Econometric Society, volume 11, issue 3, September.
- Franc Klaassen & Kostas Mavromatis, 2016, "Interest Rate Rules, Exchange Market Pressure, and Successful Exchange Rate Management," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-034/VI, Apr.
- Tobias Kranz, 2016, "Persistent Stochastic Shocks in a New Keynesian Model with Uncertainty," Research Papers in Economics, University of Trier, Department of Economics, number 2016-05.
- Diewert, W. Erwin & Fox, Kevin J., 2016, "Alternative User Costs, Rates of Return and TFP Growth Rates for the US Nonfinancial Corporate and Noncorporate Business Sectors: 1960-2014," Microeconomics.ca working papers, Vancouver School of Economics, number erwin_diewert-2016-7, Jun, revised 30 Jun 2016.
- Alessia Paccagnini, 2016, "The Macroeconomic Determinants of the US Term-Structure During The Great Moderation," Open Access publications, School of Economics, University College Dublin, number 10197/7324, Jan.
- Constantino Hevia & Ivan Petrella & Martin Sola, 2016, "Risk Premia and Seasonality in Commodity Futures," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2016_01, Mar.
- Rashid Sbia & Helmi Hamdi & Bedri Kamil Onur Tas & Sahel Al Rousan, 2016, "Gulf cooperation council stock returns and the effect of domestic monetary policy shocks," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/231232.
- , 2016, "Funding Illiquidity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1601, Jan, revised Sep 2019.
- Ranaldo, Angelo & Wrampelmeyer, Jan, 2016, "Unsecured and Secured Funding," Working Papers on Finance, University of St. Gallen, School of Finance, number 1616.
- Ranaldo, Angelo & Rupprecht, Matthias, 2016, "The Forward Premium in Short-Term Rates," Working Papers on Finance, University of St. Gallen, School of Finance, number 1619, Oct, revised Sep 2019.
- Grace Taylor & Rod Tyers, 2016, "Secular Stagnation: Determinants And Consequences For Australia," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 16-25.
- Francesco Rossi & Riccardo Zanrossi, 2016, "Il Debito Pubblico Italiano Analisi Della Sua Composizione Dal 1999 Ad Oggi," Working Papers, University of Verona, Department of Economics, number 20/2016, Nov.
- COCIUG, Victoria & TIMOFEI, Olga, 2016, "The Impact Of State Securities Profitability On The Effectiveness Of Monetary Policy In Moldova," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 3, issue 1, pages 42-47, October.
- Burak Sencer Atasoy & Timur Han Gür, 2016, "Does the Wagner’s Hypothesis Hold for China? Evidence from Static and Dynamic Analyses," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 63, issue 1, pages 45-60.
- Lena Malešević-Perović, 2016, "Government Debt-Interest Rate Nexus in G7 Countries over a Long Horizon," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 63, issue 5, pages 603-625.
- Drăgoi Elena Violeta & Preda Larisa Elena, 2016, "The Risk of Insolvency and its Impact on Romanian Banks," Valahian Journal of Economic Studies, Sciendo, volume 7, issue 2, pages 97-104, December, DOI: 10.1515/vjes-2016-0012.
- Cabral,Rene & Carneiro,Francisco Galrao & Mollick,Andre Varella, 2016, "Inflation targeting and exchange rate volatility in emerging markets," Policy Research Working Paper Series, The World Bank, number 7712, Jun.
- Dong-Yop Oh & Hyejin Lee & Karl David Boulware, 2016, "Conventional monetary policy and the degree of interest rate pass through in the long run: a non-normal approach," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2016-002, Sep.
- Gabriele Tondl, 2016, "Interest rates, corporate lending and growth in the Euro Area," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp227, Jun.
Printed from https://ideas.repec.org/j/E43-26.html