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

2016

• Tondl, Gabriele, 2016, "Interest rates, corporate lending and growth in the Euro Area," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 227, Jun.
• Anna Florio, 2016, "The central bank as shaper and observer of events: The case of the yield spread," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 49, issue 1, pages 320-346, February, DOI: 10.1111/caje.12199.
• Kavita Sirichand & Stephen G. Hall, 2016, "Decision‐Based Forecast Evaluation of UK Interest Rate Predictability," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 2, pages 93-112, March.
• Jing Cynthia Wu & Fan Dora Xia, 2016, "Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 2-3, pages 253-291, March, DOI: 10.1111/jmcb.12300.
• Nikola Mirkov & Gisle James Natvik, 2016, "Announcements of Interest Rate Forecasts: Do Policymakers Stick to Them?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 5, pages 901-920, August, DOI: 10.1111/jmcb.12321.
• Nicolás Cachanosky & Peter Lewin, 2016, "An empirical application of the EVA® framework to business cycles," Review of Financial Economics, John Wiley & Sons, volume 30, issue 1, pages 60-67, September, DOI: 10.1016/j.rfe.2016.06.006.
• 牛霖琳 & 洪智武 & 陈国进, 2016, "中国地方政府性债务风险与国债定价--基于城投债利差与国债收益率的分析," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2016-10-19, Oct.
• Korhonen, Iikka & Nuutilainen, Riikka, 2016, "A monetary policy rule for Russia, or is it rules?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 2/2016.
• Kortela, Tomi, 2016, "A shadow rate model with time-varying lower bound of interest rates," Bank of Finland Research Discussion Papers, Bank of Finland, number 19/2016.
• Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2016, "Expectations, stagnation and fiscal policy," Bank of Finland Research Discussion Papers, Bank of Finland, number 25/2016.
• Lemke, Wolfgang & Vladu, Andreea L., 2016, "Below the zero lower bound: A shadow-rate term structure model for the euro area," Discussion Papers, Deutsche Bundesbank, number 32/2016.
• Halberstadt, Arne & Krippner, Leo, 2016, "The effect of conventional and unconventional euro area monetary policy on macroeconomic variables," Discussion Papers, Deutsche Bundesbank, number 49/2016.
• Christl, Michael & Köppl-Turyna, Monika & Lorenz, Hanno, 2016, "Investitionen: Warum wir sie brauchen und wie wir sie kriegen
  [Blessed is he who expects nothing? The role of expectations for investment]," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 145294.
• Spahn, Peter, 2016, "Population growth, saving, interest rates and stagnation: Discussing the Eggertsson-Mehrotra model," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 04-2016.
• von Weizsäcker, Carl Christian, 2016, "Global-Soziale Marktwirtschaft und die Flüchtlingsfrage," HWWI Policy Papers, Hamburg Institute of International Economics (HWWI), number 95.
• Hüning, Hendrik, 2016, "Asset market response to monetary policy news from SNB press releases," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 177.
• Bletzinger, Tilman & Wieland, Volker, 2016, "Forward guidance and "lower for longer": The case of the ECB," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 102.
• Taylor, John B. & Wieland, Volker, 2016, "Finding the equilibrium real interest rate in a fog of policy deviations," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 103.
• Balliester Reis, Thereza, 2016, "Why are policy real interest rates so high in Brazil? An analysis of the determinants of the Central Bank of Brazil's real interest rate," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 80/2016.
• El-Shagi, Makram, 2016, "Much ado about nothing: Sovereign ratings and government bond yields in the OECD," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 22/2016.
• Eichler, Stefan & Lähner, Tom & Noth, Felix, 2016, "Regional Banking Instability and FOMC Voting," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 15/2016.
• Belke, Ansgar & Gros, Daniel & Osowski, Thomas, 2016, "Did quantitative easing affect interest rates outside the US? New evidence based on interest tate differentials," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 600, DOI: 10.4419/86788696.
• Hanck, Christoph & Prüser, Jan, 2016, "House prices and interest rates: Bayesian evidence from Germany," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 620, DOI: 10.4419/86788722.
• Belke, Ansgar & Klose, Jens, 2016, "Equilibrium real interest rates and secular stagnation: An empirical analysis for euro area member countries," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 621, DOI: 10.4419/86788723.
• Haskamp, Ulrich, 2016, "Spillovers of banking regulation: The effect of the German bank levy on the lending rates of regional banks and their local competitors," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 664, DOI: 10.4419/86788770.
• Bandholz, Harm & Clostermann, Jörg & Seitz, Franz, 2016, "Die Entwicklung der Langfristzinsen in den USA und das "Quantitative Easing" der FED," Arbeitsberichte – Working Papers, Technische Hochschule Ingolstadt (THI), number 40.
• Homburg, Stefan, 2016, "Understanding Benign Liquidity Traps: The Case of Japan," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145467.
• Detmers, Gunda-Alexandra, 2016, "Forward Guidance under Disagreement - Evidence from the Fed’s dot projections," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145768.
• Eichler, Stefan & Lähner, Tom & Noth, Felix, 2016, "Regional Banking Instability and FOMC Voting," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145803.
• Holtemöller, Oliver, 2016, "Sovereign Stress, Banking Stress, and Corporate Financing Costs in the Euro Area," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145820.
• von Weizsäcker, Carl Christian, 2016, "Global-Soziale Marktwirtschaft und die Flüchtlingsfrage," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145912.
• Richters, Oliver & Siemoneit, Andreas, 2016, "Consistency and stability analysis of models of a monetary growth imperative," VÖÖ Discussion Papers, Vereinigung für Ökologische Ökonomie e.V. (VÖÖ), number 1/2016.
• Martin M. Andreasen & Tom Engsted & Stig V. Møller & Magnus Sander, 2016, "Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-26, Aug.
• Erik Hurst & Benjamin J. Keys & Amit Seru & Joseph Vavra, 2016, "Regional Redistribution through the US Mortgage Market," American Economic Review, American Economic Association, volume 106, issue 10, pages 2982-3028, October.
• Yuriy Gorodnichenko & Michael Weber, 2016, "Are Sticky Prices Costly? Evidence from the Stock Market," American Economic Review, American Economic Association, volume 106, issue 1, pages 165-199, January.
• Charles Engel, 2016, "Exchange Rates, Interest Rates, and the Risk Premium," American Economic Review, American Economic Association, volume 106, issue 2, pages 436-474, February.
• Peter Arcidiacono & Esteban M. Aucejo & V. Joseph Hotz, 2016, "University Differences in the Graduation of Minorities in STEM Fields: Evidence from California," American Economic Review, American Economic Association, volume 106, issue 3, pages 525-562, March.
• Anton Korinek & Alp Simsek, 2016, "Liquidity Trap and Excessive Leverage," American Economic Review, American Economic Association, volume 106, issue 3, pages 699-738, March.
• Stanley Fischer, 2016, "Monetary Policy, Financial Stability, and the Zero Lower Bound," American Economic Review, American Economic Association, volume 106, issue 5, pages 39-42, May.
• Markus K. Brunnermeier & Yuliy Sannikov, 2016, "On the Optimal Inflation Rate," American Economic Review, American Economic Association, volume 106, issue 5, pages 484-489, May.
• Gauti B. Eggertsson & Neil R. Mehrotra & Lawrence H. Summers, 2016, "Secular Stagnation in the Open Economy," American Economic Review, American Economic Association, volume 106, issue 5, pages 503-507, May.
• Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2016, "Safe Asset Scarcity and Aggregate Demand," American Economic Review, American Economic Association, volume 106, issue 5, pages 513-518, May.
• Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2016, "What Makes US Government Bonds Safe Assets?," American Economic Review, American Economic Association, volume 106, issue 5, pages 519-523, May.
• Olivier Blanchard & Jonathan D. Ostry & Atish R. Ghosh & Marcos Chamon, 2016, "Capital Flows: Expansionary or Contractionary?," American Economic Review, American Economic Association, volume 106, issue 5, pages 565-569, May.
• Neil Bhutta & Benjamin J. Keys, 2016, "Interest Rates and Equity Extraction during the Housing Boom," American Economic Review, American Economic Association, volume 106, issue 7, pages 1742-1774, July.
• Viktoria Hnatkovska & Amartya Lahiri & Carlos A. Vegh, 2016, "The Exchange Rate Response to Monetary Policy Innovations," American Economic Journal: Macroeconomics, American Economic Association, volume 8, issue 2, pages 137-181, April.
• Demian Pouzo & Ignacio Presno, 2016, "Sovereign Default Risk and Uncertainty Premia," American Economic Journal: Macroeconomics, American Economic Association, volume 8, issue 3, pages 230-266, July.
• Popiel, Michal, 2016, "Interest rate pass-through: a nonlinear vector error-correction approach," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274678, Feb, DOI: 10.22004/ag.econ.274678.
• Olani, Adugna, 2016, "Dynamic Capital inflow transmission of monetary policy to emerging markets," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274684, Mar, DOI: 10.22004/ag.econ.274684.
• Antoine Le Riche & Francesco Magris & Antoine Parent, 2016, "Liquidity Trap and Stability of Taylor Rules," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1617, May, revised 06 May 2016.
• Wildmer Daniel Gregori & Wildmer Agnese Sacchi, 2016, "Has the Grexit news spilled over into euro area financial markets? The role of domestic political leaders, supranational executives and institutions," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 134, Dec.
• Babajide Abiola Ayopo & Lawal Adedoyin Isola & Somoye Russel Olukayode, 2016, "Stock Market Volatility: Does Our Fundamentals Matter?," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 33-42.
• Alicia García-Herrero & Eric Girardin & Hermann Esteban González, 2016, "Analyzing the impact of monetary policy on financial markets in Chile," Working Papers, BBVA Bank, Economic Research Department, number 16/14, Aug.
• Jonathan Witmer & Jing Yang, 2016, "Estimating Canada’s Effective Lower Bound," Bank of Canada Review, Bank of Canada, volume 2016, issue Spring, pages 3-14.
• Kimberly Berg & Nelson C. Mark, 2016, "Global Macro Risks in Currency Excess Returns," Staff Working Papers, Bank of Canada, number 16-32, DOI: 10.34989/swp-2017-32.
• Michael Ehrmann & Jonathan Talmi, 2016, "Starting from a Blank Page? Semantic Similarity in Central Bank Communication and Market Volatility," Staff Working Papers, Bank of Canada, number 16-37, DOI: 10.34989/swp-2017-37.
• Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2016, "The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies," Staff Working Papers, Bank of Canada, number 16-38, DOI: 10.34989/swp-2017-38.
• Jean-Sébastien Fontaine, 2016, "What Fed Funds Futures Tell Us About Monetary Policy Uncertainty," Staff Working Papers, Bank of Canada, number 16-61, DOI: 10.34989/swp-2017-61.
• Celestino Girón & Marta Morano & Enrique M. Quilis & Daniel Santabárbara & Carlos Torregrosa, 2016, "Modelling interest payments for macroeconomic assessment," Working Papers, Banco de España, number 1612, Jun.
• Alessandro Galesi & Omar Rachedi, 2016, "Structural transformation, services deepening, and the transmission of monetary policy," Working Papers, Banco de España, number 1615, Jul.
• Lorenzo Burlon & Andrea Gerali & Alessandro Notarpietro & Massimiliano Pisani, 2016, "Macroeconomic effectiveness of non-standard monetary policy and early exit. A model-based evaluation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1074, Jul.
• Pietro Cova & Patrizio Pagano & Massimiliano Pisani, 2016, "Global macroeconomic effects of exiting from unconventional monetary policy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1078, Sep.
• Roberto Piazza, 2016, "Self-fulfilling deflations," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1080, Sep.
• Lorenzo Burlon & Andrea Gerali & Alessandro Notarpietro & Massimiliano Pisani, 2016, "Non-standard monetary policy, asset prices and macroprudential policy in a monetary union," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1089, Oct.
• Aguilar-Argaez Ana María & Elizondo Rocío & Roldán-Peña Jessica, 2016, "Break-Even-Inflation's Decomposition in Mexico," Working Papers, Banco de México, number 2016-22, Dec.
• Fredy Gamboa-Estrada, 2016, "Carry Trade y Depreciaciones Bruscas del Tipo de Cambio en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 957, Aug, DOI: 10.32468/be.957.
• Javier G. Gómez-Pineda, 2016, "Commodity Price Fluctuations, Core Inflation and Policy Interest Rates," Borradores de Economia, Banco de la Republica de Colombia, number 967, Oct, DOI: 10.32468/be.967.
• Jair N. Ojeda-Joya & Gloria Sarmiento, 2016, "Sovereign Risk and the Real Exchange Rate: A Non-Linear Approach," Borradores de Economia, Banco de la Republica de Colombia, number 970, Nov, DOI: 10.32468/be.970.
• Dzmitry Kruk, 2016, "SVAR Approach for Extracting Inflation Expectations Given Severe Monetary Shocks: Evidence from Belarus," BEROC Working Paper Series, Belarusian Economic Research and Outreach Center (BEROC), number 39, Dec.
• Guillaume Horny & M. Manganelli & Benoit Mojon, 2016, "Measuring Financial Fragmentation in the Euro Area Corporate Bond Market," Working papers, Banque de France, number 582.
• A. Carriero & Sarah Mouabbi & E. Vangelista, 2016, "UK term structure decompositions at the zero lower bound," Working papers, Banque de France, number 589.
• M. Ben Salem & Barbara Castelletti-Font, 2016, "Which combination of fiscal and external imbalances to determine the long-run dynamics of sovereign bond yields?," Working papers, Banque de France, number 606.
• S. Fries & Jean-Stéphane Mésonnier & Sarah Mouabbi & Jean-Paul Renne, 2016, "National natural rates of interest and the single monetary policy in the Euro Area," Working papers, Banque de France, number 611.
• Burdeau, E. & Potier, L., 2016, "Crédits à l’habitat : taux d’intérêt, durée des crédits et profil des emprunteurs," Bulletin de la Banque de France, Banque de France, issue 206, pages 5-18.
• Coffinet, J. & Jadeau, C. & Perillaud, S., 2016, "Tendances récentes du crédit à la consommation," Bulletin de la Banque de France, Banque de France, issue 208, pages 29-41.
• Tomasz Lyziak, 2016, "Survey measures of inflation expectations in Poland: are they relevant from the macroeconomic perspective?," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 16, issue 1, pages 33-52.
• Gianni La Cava, 2016, "Housing prices, mortgage interest rates and the rising share of capital income in the United States," BIS Working Papers, Bank for International Settlements, number 572, Jul.
• Iñaki Aldasoro & Domenico Delli Gatti & Ester Faia, 2016, "Bank networks: contagion, systemic risk and prudential policy," BIS Working Papers, Bank for International Settlements, number 597, Dec.
• Dmitry Kreptsev & Alexey Porshakov & Sergey Seleznev & Andrey Sinyakov, 2016, "The equilibrium interest rate: a measurement for Russia," Bank of Russia Working Paper Series, Bank of Russia, number wps13, Jul.
• Mauricio Villamizar-Villegas, 2016, "Identifying The Effects Of Simultaneous Monetary Policy Shocks," Contemporary Economic Policy, Western Economic Association International, volume 34, issue 2, pages 268-296, April.
• Hande Küçük & Pinar Özlü & İsmaİl Anil Talaslı & Deren Ünalmış & Canan Yüksel, 2016, "Interest Rate Corridor, Liquidity Management, And The Overnight Spread," Contemporary Economic Policy, Western Economic Association International, volume 34, issue 4, pages 746-761, October.
• Salem Abo-Zaid & Julio Garín, 2016, "Optimal Monetary Policy And Imperfect Financial Markets: A Case For Negative Nominal Interest Rates?," Economic Inquiry, Western Economic Association International, volume 54, issue 1, pages 215-228, January.
• César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel, 2016, "Do Good Institutions Promote Countercyclical Macroeconomic Policies?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 78, issue 5, pages 650-670, October.
• Stefano Ugolini, 2016, "Liquidity Management and Central Bank Strength: Bank of England Operations Reloaded, 1889-1910," Working Paper, Norges Bank, number 2016/10, Jul.
• Michael T. Belongia & Peter N. Ireland, 2016, "Targeting Constant Money Growth at the Zero Lower Bound," Boston College Working Papers in Economics, Boston College Department of Economics, number 913, May.
• Dongho Song, 2016, "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," Boston College Working Papers in Economics, Boston College Department of Economics, number 915, May, revised 19 Jul 2016.
• Michael T. Belongia & Peter N. Ireland, 2016, "A Classical View of the Business Cycle," Boston College Working Papers in Economics, Boston College Department of Economics, number 921, Nov.
• Matthew Osborne, 2016, "Monetary policy and volatility in the sterling money market," Bank of England working papers, Bank of England, number 588, Apr.
• Rashmi Harimohan & Michael McLeay & Garry Young, 2016, "Pass-through of bank funding costs to lending and deposit rates: lessons from the financial crisis," Bank of England working papers, Bank of England, number 590, Apr.
• Constantino Hevia & Ivan Petrella & Martin Sola, 2016, "Risk premia and seasonality in commodity futures," Bank of England working papers, Bank of England, number 591, Apr.
• Ambrogio Cesa-Bianchi & Gregory Thwaites & Alejandro Vicondoa, 2016, "Monetary policy transmission in an open economy: new data and evidence from the United Kingdom," Bank of England working papers, Bank of England, number 615, Sep.
• Andrew Meldrum & Marek Raczko & Peter Spencer, 2016, "Overseas unspanned factors and domestic bond returns," Bank of England working papers, Bank of England, number 618, Sep.
• Andrew Haldane & Matt Roberts-Sklar & Tomasz Wieladek & Chris Young, 2016, "QE: The Story so far," Bank of England working papers, Bank of England, number 624, Oct.
• Alex Haberis & Riccardo Masolo & Kate Reinold, 2016, "Deflation probability and the scope for monetary loosening in the United Kingdom," Bank of England working papers, Bank of England, number 627, Nov.
• Yongho Lee & Youngman Yoon, 2016, "Central Bank Losses and Monetary Policy Implementation (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 22, issue 4, pages 109-147, December.
• von Weizsäcker Carl Christian, 2016, "Europas Mitte: Mit einer Leistungsbilanzbremse könnte Deutschland für neuen Zusammenhalt unter den Partnern sorgen," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 17, issue 4, pages 383-392, December, DOI: 10.1515/pwp-2016-0029.
• Kuriyama Nina, 2016, "Testing cointegration in quantile regressions with an application to the term structure of interest rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 2, pages 107-121, April, DOI: 10.1515/snde-2013-0107.
• Alina Georgeta, AILINCA, 2016, "Monetary Transmission Mechanism Of Interest Rates In Romania," Management Strategies Journal, Constantin Brancoveanu University, volume 33, issue 3, pages 24-31.
• Vanessa Neumann Sulzbach & João Mergulhão & Pedro L. Valls Pereira, 2016, "The Informational Content of Trades on Foreign Exchange Futures: an Application to the Brazilian Market," Brazilian Review of Finance, Brazilian Society of Finance, volume 14, issue 1, pages 7-43.
• Christian Noyer, 2016, "Réflexions sur la borne zéro des taux d’intérêt en liaison avec la stabilité monétaire et financière," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 27-34.
• Vivien Levy-Garboua & Éric Monnet, 2016, "Les taux d’intérêt en France : une perspective historique," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 35-58.
• John Hutchinson & Peter Praet, 2016, "La politique monétaire en période d’incertitudes," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 79-96.
• Marco Leppin & Joachim Nagel, 2016, "Les mesures de politique monétaire non conventionnelles et leur impact sur les marchés," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 97-110.
• Jaime Caruana & Ilhyock Shim, 2016, "La politique macroprudentielle : un ouvrage en cours pour les banques centrales," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 111-130.
• Kiyohiko G. Nishimura, 2016, "Trois changements « sismiques » dans l’économie mondiale et leurs enjeux de politique économique," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 131-144.
• Jézabel Couppey-Soubeyran, 2016, "Taux négatif : arme de poing ou signal de détresse ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 195-212.
• Christian Thimann, 2016, "L’assouplissement quantitatif : un défi pour l’épargne à long terme et la sécurité financière des ménages," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 213-224.
• Jean-François Boulier, 2016, "Comment gérer l’épargne en régime de taux très bas ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 225-234.
• Günter W. Beck & Hans-Helmut Kotz, 2016, "Les activités de shadow banking dans un contexte de bas taux d’intérêt : une perspective de flux financiers," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 235-256.
• Jhuvesh Sobrun & Philip Turner, 2016, "La faiblesse des taux d’intérêt à long terme : un phénomène mondial," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 257-274.
• Athanasios Geromichalos & Lucas Herrenbrueck, 2016, "The Strategic Determination of the Supply of Liquid Assets," Working Papers, University of California, Davis, Department of Economics, number 183, May.
• Steve Ambler, 2016, "Putting Money to Work: Monetary Policy in a Low Interest Rate Environment," e-briefs, C.D. Howe Institute, number 249, Nov.
• Caballero, Ricardo J & Farhi, Emmanuel & Gourinchas, Pierre-Olivier, 2016, "Safe Asset Scarcity and Aggregate Demand," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt7cb7s8wr, May.
• Gianluca Benigno & Luca Fornaro, 2016, "Stagnation traps," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1405, Feb.
• Bas van Aarle & Bas Van Aarle, 2016, "Secular Stagnation: Insights from a New Keynesian Model with Hysteresis Effects," CESifo Working Paper Series, CESifo, number 5797.
• Christian Thimann, 2016, "Quantitative Easing: The Challenge for Households Long-term Savings and Financial Security," CESifo Working Paper Series, CESifo, number 5976.
• Michael Weber & Michael Weber, 2016, "Cash Flow Duration and the Term Structure of Equity Returns," CESifo Working Paper Series, CESifo, number 6043.
• Andreas Neuhierl & Michael Weber & Michael Weber, 2016, "Monetary Policy and the Stock Market: Time-Series Evidence," CESifo Working Paper Series, CESifo, number 6199.
• Antonio Rodriguez-Lopez, 2016, "Liquidity and the International Allocation of Economic Activity," CESifo Working Paper Series, CESifo, number 6286.
• Gunther Schnabl & Georg Fahrenschon & Markus Demary & Judith Niehues & Olaf Stotz & Hans-Peter Burghof, 2016, "Ursachen und Folgen der Niedrigzinsen: Enteignung der Sparer?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 69, issue 13, pages 03-18, July.
• Ambrogio Cesa-Bianchi & Gregory Thwaites & Alejandro Vicondoa, 2016, "Monetary Policy Transmission in an Open Economy: New Data and Evidence from the United Kingdom," Discussion Papers, Centre for Macroeconomics (CFM), number 1612, Apr, revised Aug 2016.
• Robin Greenwood & Samuel G. Hanson & Dimitri Vayanos, 2016, "Forward Guidance in the Yield Curve: Short Rates versus Bond Supply," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 2, in: Elías Albagli & Diego Saravia & Michael Woodford, "Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World".
• Gauti B. Eggertsson & Kevin B. Proulx, 2016, "Bernanke’s No-Arbitrage Argument Revisited: Can Open Market Operations in Real Assets Eliminate the Liquidity Trap?," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 3, in: Elías Albagli & Diego Saravia & Michael Woodford, "Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World".
• Stephen Morris & Hyun Song Shin, 2016, "Risk Premium Shifts and Monetary Policy: A Coordination Approach," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 5, in: Elías Albagli & Diego Saravia & Michael Woodford, "Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World".
• Rodrigo Alfaro & Carlos Medel & Carola Moreno, 2016, "An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies," Working Papers Central Bank of Chile, Central Bank of Chile, number 795, Dec.
• Mariana García-Schmidt & Michael Woodford, 2016, "Are Low Interest Rates Deflationary? A Paradox of Perfect-Foresight Analysis," Working Papers Central Bank of Chile, Central Bank of Chile, number 797, Dec.
• Damir Filipović & Sander Willems, 2016, "Exact Smooth Term Structure Estimation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-38, Jun.
• Sophie Piton, 2016, "A European Disease? Non-tradable inflation and real interest rate divergence," Working Papers, CEPII research center, number 2016-09, Apr.
• Muhammad Khan, 2016, "Evidence on the functional form of inflation and output growth variability relationship in European economies," International Economics, CEPII research center, issue 146, pages 1-11.
• Sophie Piton, 2016, "Divergence des prix relatifs : une maladie européenne ?," La Lettre du CEPII, CEPII research center, issue 369.
• Jean-Sébastien Fontaine & René Garcia & Sermin Gungor, 2016, "Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns," CIRANO Working Papers, CIRANO, number 2016s-21, Apr.
• Anna Florio, 2016, "The central bank as shaper and observer of events: The case of the yield spread," Canadian Journal of Economics, Canadian Economics Association, volume 49, issue 1, pages 320-346, February, DOI: 10.1111/caje.12199.
• Ales Bulir & Jan Vlcek, 2016, "Monetary Transmission: Are Emerging Market and Low-Income Countries Different?," Working Papers, Czech National Bank, Research and Statistics Department, number 2016/02, Mar.
• Carlos Fernando Daza Moreno & Jorge Mario Uribe, 2016, "Efectos de los cambios de la tasa de interés de Estados Unidos sobre Colombia, Perú y Chile," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-19.
• Elzbieta Szulc & Karolina Gorna & Dagna Wleklinska, 2016, "The share of European economies in the process of convergence of long-term interest rates in the EU in the period of 2006–2016," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 16, pages 165-187.
• Wei, Shang-Jin & Han, Xuehui, 2016, "International Transmissions of Monetary Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11070, Jan.
• Benigno, Gianluca & Fornaro, Luca, 2016, "Stagnation Traps," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11074, Jan.
• Petrella, Ivan & Sola, Martin & Hevia, Constantino, 2016, "Risk Premia and Seasonality in Commodity Futures," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11169, Mar.
• Faraglia, Elisa & Oikonomou, Rigas & Equiza-Goñi, Juan, 2016, "Union Debt Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11181, Mar.
• Laeven, Luc & Dell'Ariccia, Giovanni & Suarez, Gustavo, 2016, "Bank Leverage and Monetary Policy’s Risk-Taking Channel: Evidence from the United States," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11230, Apr.
• Wieland, Volker & Taylor, John, 2016, "Finding the Equilibrium Real Interest Rate in a Fog of Policy Deviations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11264, May.
• Maggiori, Matteo & Farhi, Emmanuel, 2016, "A Model of the International Monetary System," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11297, May.
• Hagedorn, Marcus, 2016, "A Demand Theory of the Price Level," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11364, Jun.
• Honkapohja, Seppo & Evans, George W. & Mitra, Kaushik, 2016, "Expectations, Stagnation and Fiscal Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11428, Aug.
• Chernov, Mikhail & Schmid, Lukas & Schneider, Andres, 2016, "A Macrofinance View of U.S. Sovereign CDS Premiums," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11576, Oct.
• Wieladek, Tomasz & Haldane, Andrew & Roberts-Sklar, Matt & Young, Chris, 2016, "QE: the story so far," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11691, Dec.
• Orphanides, Athanasios & Breach, Tomas & D'Amico, Stefania, 2016, "The Term Structure and Inflation Uncertainty," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11730, Dec.
• Paul Hubert & Fabien Labondance, 2016, "Central Bank Sentiment and Policy Expectations," Working Papers, CRESE, number 2016-07, Jul.
• Paul Hubert & Fabien Labondance, 2016, "The Effect of ECB Forward Guidance on Policy Expectations," Working Papers, CRESE, number 2016-12, Oct.
• Minoas Koukouritakis, 2016, "Eurozone Debt Crisis and Bond Yields Convergence: Evidence from the New EU Countries," Working Papers, University of Crete, Department of Economics, number 1606, Sep.
• Hafedh BOUAKEZ & Rigas OIKONOMOU & Romanos PRIFTIS, 2016, "Optimal Debt Management in a Liquidity Trap," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2016005, Jan.
• Rangan Gupta & Kevin Kotze, 2016, "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2016-01.
• Chen, S. & Härdle, W.K. & Wang, W., 2016, "Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach," Working Papers, Department of Economics, City St George's, University of London, number 16/06.
• Christian Bauer & Sebastian Horlemann, 2016, "Modeling the Term Structure of Exchange Rate Expectations," Annals of Economics and Finance, Society for AEF, volume 17, issue 2, pages 303-335, November.
• Butkiewicz, James L. & Solcan, Mihaela, 2016, "The original Operation Twist: the War Finance Corporation's war bond purchases, 1918–1920," Financial History Review, Cambridge University Press, volume 23, issue 1, pages 21-46, April.
• Syed Shujaat AHMED & Abdul QAYYUM, 2016, "The Effect of Oil Prices and Regime Switches On Real Effective Exchange Rate in Pakistan: A Markov Regime Switching Approach," Journal of Economics Library, EconSciences Journals, volume 3, issue 4, pages 643-661, December.
• Thomas Lehmann, 2016, "Boom oder Blase? Einschätzungen von Preisentwicklungen auf Immobilienmärkten am Beispiel Berlins," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 85, issue 1, pages 139-158, DOI: 10.3790/vjh.85.1.139.
• Markus Demary, 2016, "Lassen sich aus den Ursachen des Niedrigzinsumfeldes Wege für eine Zinswende ableiten?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 85, issue 1, pages 159-172, DOI: 10.3790/vjh.85.1.159.
• Michael Wolgast, 2016, "Das gegenwärtige Niedrigzinsumfeld aus Sicht der Sparkassen," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 85, issue 1, pages 11-29, DOI: 10.3790/vjh.85.1.11.
• Marco Bargel, 2016, "Risiken der Niedrigzinspolitik für die Finanzstabilität im Euroraum," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 85, issue 1, pages 81-94, DOI: 10.3790/vjh.85.1.81.
• Christoph Große Steffen & Maximilian Podstawski, 2016, "Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1602.
• Cécile Couharde & Carl Grekou, 2016, "Currency Misalignments in emerging and developing countries: reassessing the role of Exchange Rate Regimes," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-31.
• Anthony Birchwood & Michael Brei & Dorian Noel, 2016, "Interest margins and bank regulation in Central America and the Caribbean," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-33.
• Hamza Bennani, 2016, "Media Coverage and ECB Policy-Making: Evidence from a New Index," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-38.
• Colangelo, Antonio, 2016, "The statistical classification of cash pooling activities," Statistics Paper Series, European Central Bank, number 16, Jul.
• Laeven, Luc & Dell’Ariccia, Giovanni & Suarez, Gustavo A., 2016, "Bank leverage and monetary policy's risk-taking channel: evidence from the United States," Working Paper Series, European Central Bank, number 1903, May.
• Garcí­a, Juan Angel & Werner, Sebastian E. V., 2016, "Bond risk premia, macroeconomic factors and financial crisis in the euro area," Working Paper Series, European Central Bank, number 1938, Jul.
• De Santis, Roberto A., 2016, "Impact of the asset purchase programme on euro area government bond yields using market news," Working Paper Series, European Central Bank, number 1939, Jul.
• Camba-Méndez, Gonzalo & Durré, Alain & Mongelli, Francesco Paolo, 2016, "Bank interest rate setting in the euro area during the Great Recession," Working Paper Series, European Central Bank, number 1965, Sep.
• Alessi, Lucia & Kerssenfischer, Mark, 2016, "The response of asset prices to monetary policy shocks: stronger than thought," Working Paper Series, European Central Bank, number 1967, Sep.
• Nyholm, Ken, 2016, "US-euro area term structure spillovers, implications for central banks," Working Paper Series, European Central Bank, number 1980, Nov.
• Kwok-Chiu Lam, 2016, "The Responsiveness of Hong Kong Private Residential Housing Prices," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 26-36.
• Rashid Sbia & 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," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 629-639.
• Aykut Ekinci, 2016, "The Effect of Credit and Market Risk on Bank Performance: Evidence from Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 427-434.
• Waeibrorheem Waemustafa & Suriani Sukri, 2016, "Systematic and Unsystematic Risk Determinants of Liquidity Risk Between Islamic and Conventional Banks," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1321-1327.
• Mete Han Yagmur, 2016, "Monetary Policy Response to Exchange Rates: An Empirical Investigation," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1392-1399.
• Hafizah Hammad Ahmad Khan & Hussin Abdullah & Shamzaeffa Samsudin, 2016, "Modelling the Determinants of Malaysian Household Debt," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1468-1473.
• Pasrun Adam, 2016, "The Response of Bank of Indonesia s Interest Rates to the Prices of World Crude Oil and Foreign Interest Rates," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 2, pages 266-272.
• Lakdawala, Aeimit, 2016, "Changes in Federal Reserve preferences," Journal of Economic Dynamics and Control, Elsevier, volume 70, issue C, pages 124-143, DOI: 10.1016/j.jedc.2016.07.003.
• Piazza, Roberto, 2016, "Self-fulfilling deflations," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 18-40, DOI: 10.1016/j.jedc.2016.08.004.
• Paccagnini, Alessia, 2016, "The macroeconomic determinants of the US term structure during the Great Moderation," Economic Modelling, Elsevier, volume 52, issue PA, pages 216-225, DOI: 10.1016/j.econmod.2014.11.013.
• Hollander, Hylton & Liu, Guangling, 2016, "The equity price channel in a New-Keynesian DSGE model with financial frictions and banking," Economic Modelling, Elsevier, volume 52, issue PB, pages 375-389, DOI: 10.1016/j.econmod.2015.09.015.
• Havranek, Tomas & Irsova, Zuzana & Lesanovska, Jitka, 2016, "Bank efficiency and interest rate pass-through: Evidence from Czech loan products," Economic Modelling, Elsevier, volume 54, issue C, pages 153-169, DOI: 10.1016/j.econmod.2016.01.004.
• Goyal, Ashima & Arora, Sanchit, 2016, "Estimating the Indian natural interest rate: A semi-structural approach," Economic Modelling, Elsevier, volume 58, issue C, pages 141-153, DOI: 10.1016/j.econmod.2016.05.023.
• Groslambert, Bertrand & Chiappini, Raphaël & Bruno, Olivier, 2016, "Desperately seeking cash: Evidence from bank output measurement," Economic Modelling, Elsevier, volume 59, issue C, pages 495-507, DOI: 10.1016/j.econmod.2016.07.022.
• Gylfason, Thorvaldur & Tómasson, Helgi & Zoega, Gylfi, 2016, "Around the world with Irving Fisher," The North American Journal of Economics and Finance, Elsevier, volume 36, issue C, pages 232-243, DOI: 10.1016/j.najef.2016.01.004.
• Ellis, Michael A. & Liu, Dandan, 2016, "FOMC forecasts and monetary policy deliberations," Economics Letters, Elsevier, volume 147, issue C, pages 131-134, DOI: 10.1016/j.econlet.2016.08.033.
• Pinter, Julien & Boissel, Charles, 2016, "The Eurozone deposit rates’ puzzle: Choosing the right benchmark," Economics Letters, Elsevier, volume 148, issue C, pages 33-36, DOI: 10.1016/j.econlet.2016.09.005.
• Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2016, "Is inflation persistence different in reality?," Economics Letters, Elsevier, volume 148, issue C, pages 55-58, DOI: 10.1016/j.econlet.2016.09.003.
• Richter, Alexander W. & Throckmorton, Nathaniel A., 2016, "Is Rotemberg pricing justified by macro data?," Economics Letters, Elsevier, volume 149, issue C, pages 44-48, DOI: 10.1016/j.econlet.2016.10.011.