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

2015

• Aurélien Leroy & Yannick Lucotte, 2015, "Heterogeneous monetary transmission process in the Eurozone: Does banking competition matter?," International Economics, CEPII research center, issue 141, pages 115-134.
• David Neto, 2015, "Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank?s monetary policy strategy," International Economics, CEPII research center, issue 144, pages 83-94.
• Zina CIORAN, 2015, "Var Analysis Of The Transmission Mechanism Of Monetary Policy In Romania," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 153-164, April.
• Tomas Havranek & Zuzana Irsova & Jitka Lesanovska, 2015, "Bank Efficiency and Interest Rate Pass-Through: Evidence from Czech Loan Products," Working Papers, Czech National Bank, Research and Statistics Department, number 2015/09, Nov.
• Gustavo Nicol√°s P√°ez, 2015, "Prediciendo decisiones de agentes econ√≥micos: ¬øC√≥mo determina el Banco de la Rep√∫blica de Colombia la tasa de inter√©s?," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 12567, Feb.
• Juan Andr�s Espinosa-Torres & Jose E. Gomez-Gonzalez & Luis Fernando Melo-Velandia & Jos� Fernando Moreno-Guti�rrez, 2015, "The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries� Term Premia," Borradores de Economia, Banco de la Republica, number 12609, Mar.
• Yasin Kursat Onder & Mauricio Villamizar-Villegas, 2015, "Simultaneous Monetary Policies in the Context of the Trilemma: Evidence from the Central Bank of Turkey," Borradores de Economia, Banco de la Republica, number 13203, Jul.
• Fernando Uscátegui & Mike Woodcock & Carlos M�ndez, 2015, "An Approach About Monetary Policy Risk Balance In Colombia: A Multivariate Analysis Based On Time Series," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 14168, Dec.
• Felipe Amaya, Bryan Castrillón María Cuenca Coral, 2015, "La política monetaria y el crecimiento económico en Colombia, 1990-2010," Revista CIFE, Universidad Santo Tomás.
• Vari, Miklos, 2015, "Implementing Monetary Policy in a Fragmented Monetary Union," CEPREMAP Working Papers (Docweb), CEPREMAP, number 1516, Aug.
• Piotr Ryszard Pluciennik, 2015, "The Assessment of Polish Bank Sector Condition on the Basis of Swap Spreads," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 46, issue 1, pages 7-22.
• Müller, Gernot & Pfeifer, Johannes & Born, Benjamin, 2015, "Does austerity pay off?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10425, Feb.
• Uribe, Martín & Schmitt-Grohé, Stephanie & Yue, Vivian & Na, Seunghoon, 2015, "A Model of the Twin Ds: Optimal Default and Devaluation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10697, Jul.
• Guiso, Luigi & Mistrulli, Paolo Emilio & Gambacorta, Leonardo & Foà , Gabriele, 2015, "The supply side of household finance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10714, Jul.
• Weil, Philippe & Lombardo, Giovanni & Mendicino, Caterina & Finocchiaro, Daria, 2015, "Optimal Inflation with Corporate Taxation and Financial Constraints," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10847, Sep.
• Woodford, Michael & Garcia-Schmidt, Mariana, 2015, "Are Low Interest Rates Deflationary? A Paradox of Perfect-Foresight Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10893, Oct.
• Vayanos, Dimitri & Greenwood, Robin & Hanson, Samuel G, 2015, "Forward Guidance in the Yield Curve: Short Rates versus Bond Supply," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11005, Dec.
• Pablo Aguilar & Jesús Vázquez, 2015, "The role of term structure in an estimated DSGE model with learning," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2015007, Apr.
• Manuel A. Zambrano-Monserrate & Daniel A. Sanchez-Loor, 2015, "Factores determinantes del salario del sector privado en el Ecuador para el año 2014: un caso de estudio en la ciudad de Guayaquil," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 38, issue 108, pages 139-151, Septiembr.
• David Chinarro & Eduardo Martínez & Simón J. Sosvilla, 2015, "Analysis of the evolution of sovereign bond yields by wavelet techniques," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 38, issue 108, pages 152-162, Septiembr.
• Chadha, Jagjit S., 2015, "The New Art of Central Banking," National Institute Economic Review, National Institute of Economic and Social Research, volume 234, issue , pages 27-39, November.
• Kimball, Miles S., 2015, "Negative Interest Rate Policy as Conventional Monetary Policy," National Institute Economic Review, National Institute of Economic and Social Research, volume 234, issue , pages 5-14, November.
• Andrea SALAS ORTIZ & Rodrigo GOMEZ MONGE, 2015, "Finding International Fisher effect to determine the exchange rate through the purchasing power parity theory: the case of Mexico during the period 1996-2012," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 15, issue 1, pages 97-110.
• Thesmar, David & Ors, Evren & Derrien, Francois & Boissel, Charles, 2015, "Systemic Risk in Clearing Houses: Evidence from the European Repo Market," HEC Research Papers Series, HEC Paris, number 1112, Jul.
• Bindseil, Ulrich & Domnick, Clemens & Zeuner, Jörg, 2015, "Critique of accommodating central bank policies and the 'expropriation of the saver' - A review," Occasional Paper Series, European Central Bank, number 161, May.
• Schudel, Willem, 2015, "Shifting horizons: assessing macro trends before, during, and following systemic banking crises," Working Paper Series, European Central Bank, number 1766, Mar.
• Falagiarda, Matteo & Gregori, Wildmer Daniel, 2015, "The impact of fiscal policy announcements by the Italian government on the sovereign spread: a comparative analysis," Working Paper Series, European Central Bank, number 1782, Apr.
• Fidora, Michael & Carvalho, Daniel, 2015, "Capital inflows and euro area long-term interest rates," Working Paper Series, European Central Bank, number 1798, Jun.
• Jimeno, Juan F., 2015, "Long-lasting consequences of the European crisis," Working Paper Series, European Central Bank, number 1832, Jul.
• Engler, Philipp & Grosse Steffen, Christoph, 2015, "Sovereign risk, interbank freezes, and aggregate fluctuations," Working Paper Series, European Central Bank, number 1840, Aug.
• Holton, Sarah & d’Acri, Costanza Rodriguez, 2015, "Jagged cliffs and stumbling blocks: interest rate pass-through fragmentation during the Euro area crisis," Working Paper Series, European Central Bank, number 1850, Sep.
• Motto, Roberto & Altavilla, Carlo & Carboni, Giacomo, 2015, "Asset purchase programmes and financial markets: lessons from the euro area," Working Paper Series, European Central Bank, number 1864, Nov.
• Reinhart, Carmen M. & Reinhart, Vincent & Rogoff, Kenneth, 2015, "Dealing with Debt," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp15-009, Feb.
• Hurst, Erik & Keys, Benjamin J. & Seru, Amit & Vavra, Joseph, 2015, "Regional Redistribution through the U.S. Mortgage Market," Research Papers, Stanford University, Graduate School of Business, number 3458, Sep.
• Ioannis N. Kallianiotis, 2015, "Economic Crises and the Substitution of Fiscal Policy by Monetary Policy," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 1, pages 44-68.
• Serhan Cevik & Joshua Charap, 2015, "The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 1, pages 111-124.
• Trust Kganyago & Victor Gumbo, 2015, "An Empirical Study of the Relationship between Money Market Interest Rates and Stock Market Performance: Evidence from Zimbabwe (2009-2013)," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 638-646.
• Cuneyt Dumrul & Yasemin Dumrul, 2015, "Price-Money Relationship after Infl ation Targeting: Co-integration Test with Structural Breaks for Turkey and Brazil," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 701-708.
• Pincheira Brown, Pablo & Rubio Hurtado, Hernán, 2015, "El escaso poder predictivo de simples curvas de Phillips en Chile," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Pincheira Brown, Pablo & Rubio Hurtado, Hernán, 2015, "The low predictive power of simple Phillips curves in Chile," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-71.
• Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2015, "Co-Movement, Spillovers and Excess Returns in Global Bond Markets," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-75, Jun.
• Richter, Alexander W., 2015, "Finite lifetimes, long-term debt and the fiscal limit," Journal of Economic Dynamics and Control, Elsevier, volume 51, issue C, pages 180-203, DOI: 10.1016/j.jedc.2014.10.008.
• Best, Gabriela, 2015, "A New Keynesian model with staggered price and wage setting under learning," Journal of Economic Dynamics and Control, Elsevier, volume 57, issue C, pages 96-111, DOI: 10.1016/j.jedc.2015.05.013.
• Afonso, António & Arghyrou, Michael G. & Bagdatoglou, George & Kontonikas, Alexandros, 2015, "On the time-varying relationship between EMU sovereign spreads and their determinants," Economic Modelling, Elsevier, volume 44, issue C, pages 363-371, DOI: 10.1016/j.econmod.2014.07.025.
• Koukouritakis, Minoas & Papadopoulos, Athanasios P. & Yannopoulos, Andreas, 2015, "Linkages between the Eurozone and the South-Eastern European countries: A global VAR analysis," Economic Modelling, Elsevier, volume 48, issue C, pages 129-154, DOI: 10.1016/j.econmod.2014.10.010.
• Holmes, Mark J. & Iregui, Ana María & Otero, Jesús, 2015, "Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks," Economic Modelling, Elsevier, volume 49, issue C, pages 270-277, DOI: 10.1016/j.econmod.2015.04.015.
• Lange, Ronald H., 2015, "International long-term yields and monetary policy in a small open economy: The case of Canada," The North American Journal of Economics and Finance, Elsevier, volume 31, issue C, pages 292-310, DOI: 10.1016/j.najef.2014.12.004.
• Hull, Isaiah, 2015, "The macro-financial implications of house price-indexed mortgage contracts," Economics Letters, Elsevier, volume 127, issue C, pages 81-85, DOI: 10.1016/j.econlet.2014.12.033.
• Raviv, Eran, 2015, "Prediction bias correction for dynamic term structure models," Economics Letters, Elsevier, volume 129, issue C, pages 112-115, DOI: 10.1016/j.econlet.2015.01.022.
• Grisse, Christian, 2015, "The zero lower bound and movements in the term structure of interest rates," Economics Letters, Elsevier, volume 131, issue C, pages 66-69, DOI: 10.1016/j.econlet.2015.03.039.
• Tobe, Satoshi, 2015, "Risk-taking channels and capital inflows into the US treasuries," Economics Letters, Elsevier, volume 136, issue C, pages 133-136, DOI: 10.1016/j.econlet.2015.09.025.
• Creal, Drew D. & Wu, Jing Cynthia, 2015, "Estimation of affine term structure models with spanned or unspanned stochastic volatility," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 60-81, DOI: 10.1016/j.jeconom.2014.10.003.
• Su, Fei & Chan, Kung-Sik, 2015, "Quasi-likelihood estimation of a threshold diffusion process," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 473-484, DOI: 10.1016/j.jeconom.2015.03.038.
• Hassan, M. Kabir & Ngene, Geoffrey M. & Yu, Jung-Suk, 2015, "Credit default swaps and sovereign debt markets," Economic Systems, Elsevier, volume 39, issue 2, pages 240-252, DOI: 10.1016/j.ecosys.2014.07.002.
• Sokic, Alexandre, 2015, "Cost efficiency of the banking industry and unilateral euroisation: A stochastic frontier approach in Serbia and Montenegro," Economic Systems, Elsevier, volume 39, issue 3, pages 541-551, DOI: 10.1016/j.ecosys.2015.01.006.
• Wen, Yi, 2015, "Money, liquidity and welfare," European Economic Review, Elsevier, volume 76, issue C, pages 1-24, DOI: 10.1016/j.euroecorev.2015.01.012.
• Miyajima, Ken & Mohanty, M.S. & Chan, Tracy, 2015, "Emerging market local currency bonds: Diversification and stability," Emerging Markets Review, Elsevier, volume 22, issue C, pages 126-139, DOI: 10.1016/j.ememar.2014.09.006.
• Ornelas, Jose Renato Haas & Silva Jr., Antonio Francisco de Almeida, 2015, "Testing the liquidity preference hypothesis using survey forecasts," Emerging Markets Review, Elsevier, volume 23, issue C, pages 173-185, DOI: 10.1016/j.ememar.2015.04.006.
• Argyropoulos, Efthymios & Tzavalis, Elias, 2015, "Real term structure forecasts of consumption growth," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 208-222, DOI: 10.1016/j.jempfin.2015.03.013.
• Kang, Kyu Ho, 2015, "The predictive density simulation of the yield curve with a zero lower bound," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 51-66, DOI: 10.1016/j.jempfin.2015.06.002.
• Laurini, Márcio Poletti & Mauad, Roberto Baltieri, 2015, "A common jump factor stochastic volatility model," Finance Research Letters, Elsevier, volume 12, issue C, pages 2-10, DOI: 10.1016/j.frl.2014.12.009.
• Araç, Ayşen & Yalta, A. Yasemin, 2015, "Testing the expectations hypothesis for the Eurozone: A nonlinear cointegration analysis," Finance Research Letters, Elsevier, volume 15, issue C, pages 41-48, DOI: 10.1016/j.frl.2015.08.002.
• Reinhart, Carmen M. & Reinhart, Vincent & Rogoff, Kenneth, 2015, "Dealing with debt," Journal of International Economics, Elsevier, volume 96, issue S1, pages 43-55, DOI: 10.1016/j.jinteco.2014.11.001.
• Neto, David, 2015, "Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank׳s monetary policy strategy," International Economics, Elsevier, volume 144, issue C, pages 83-94, DOI: 10.1016/j.inteco.2015.07.001.
• Stillwagon, Josh R., 2015, "Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 85-101, DOI: 10.1016/j.intfin.2015.01.004.
• Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & de Sola Perea, Maite, 2015, "A macro-financial analysis of the euro area sovereign bond market," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 308-325, DOI: 10.1016/j.jbankfin.2014.03.011.
• Blöchlinger, Andreas, 2015, "Identifying, valuing and hedging of embedded options in non-maturity deposits," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 34-51, DOI: 10.1016/j.jbankfin.2014.09.013.
• Brooks, Robert & Cline, Brandon N. & Enders, Walter, 2015, "A comparison of the information in the LIBOR and CMT term structures of interest rates," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 239-253, DOI: 10.1016/j.jbankfin.2015.01.006.
• Belke, Ansgar & Beckmann, Joscha, 2015, "Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 254-265, DOI: 10.1016/j.jbankfin.2014.12.004.
• Fricke, Christoph & Menkhoff, Lukas, 2015, "Financial conditions, macroeconomic factors and disaggregated bond excess returns," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 80-94, DOI: 10.1016/j.jbankfin.2015.03.015.
• Esposito, Lucia & Nobili, Andrea & Ropele, Tiziano, 2015, "The management of interest rate risk during the crisis: Evidence from Italian banks," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 486-504, DOI: 10.1016/j.jbankfin.2015.04.031.
• Mamatzakis, Emmanuel & Tsionas, Mike G., 2015, "How are market preferences shaped? The case of sovereign debt of stressed euro-area countries," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 106-116, DOI: 10.1016/j.jbankfin.2015.08.004.
• Gollier, Christian, 2015, "Discounting, inequality and economic convergence," Journal of Environmental Economics and Management, Elsevier, volume 69, issue C, pages 53-61, DOI: 10.1016/j.jeem.2014.10.005.
• Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015, "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," Journal of Environmental Economics and Management, Elsevier, volume 73, issue C, pages 32-49, DOI: 10.1016/j.jeem.2015.06.003.
• Kung, Howard, 2015, "Macroeconomic linkages between monetary policy and the term structure of interest rates," Journal of Financial Economics, Elsevier, volume 115, issue 1, pages 42-57, DOI: 10.1016/j.jfineco.2014.09.006.
• Jotikasthira, Chotibhak & Le, Anh & Lundblad, Christian, 2015, "Why do term structures in different currencies co-move?," Journal of Financial Economics, Elsevier, volume 115, issue 1, pages 58-83, DOI: 10.1016/j.jfineco.2014.09.004.
• Hanson, Samuel G. & Stein, Jeremy C., 2015, "Monetary policy and long-term real rates," Journal of Financial Economics, Elsevier, volume 115, issue 3, pages 429-448, DOI: 10.1016/j.jfineco.2014.11.001.
• Ritz, Robert A. & Walther, Ansgar, 2015, "How do banks respond to increased funding uncertainty?," Journal of Financial Intermediation, Elsevier, volume 24, issue 3, pages 386-410, DOI: 10.1016/j.jfi.2014.12.001.
• Steeley, James M., 2015, "The side effects of quantitative easing: Evidence from the UK bond market," Journal of International Money and Finance, Elsevier, volume 51, issue C, pages 303-336, DOI: 10.1016/j.jimonfin.2014.11.007.
• Falagiarda, Matteo & Reitz, Stefan, 2015, "Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries," Journal of International Money and Finance, Elsevier, volume 53, issue C, pages 276-295, DOI: 10.1016/j.jimonfin.2015.02.005.
• Carvalho, Daniel & Fidora, Michael, 2015, "Capital inflows and euro area long-term interest rates," Journal of International Money and Finance, Elsevier, volume 54, issue C, pages 186-204, DOI: 10.1016/j.jimonfin.2015.02.021.
• McCauley, Robert N., 2015, "Does the US dollar confer an exorbitant privilege?," Journal of International Money and Finance, Elsevier, volume 57, issue C, pages 1-14, DOI: 10.1016/j.jimonfin.2015.06.005.
• de Groot, Oliver & Holm-Hadulla, Fédéric & Leiner-Killinger, Nadine, 2015, "Cost of borrowing shocks and fiscal adjustment," Journal of International Money and Finance, Elsevier, volume 59, issue C, pages 23-48, DOI: 10.1016/j.jimonfin.2015.09.005.
• Ichiue, Hibiki & Ueno, Yoichi, 2015, "Monetary policy and the yield curve at zero interest," Journal of the Japanese and International Economies, Elsevier, volume 38, issue C, pages 1-12, DOI: 10.1016/j.jjie.2015.04.001.
• Zhu, Xiaoneng & Rahman, Shahidur, 2015, "A regime-switching Nelson–Siegel term structure model of the macroeconomy," Journal of Macroeconomics, Elsevier, volume 44, issue C, pages 1-17, DOI: 10.1016/j.jmacro.2014.12.007.
• Xu, Yuan, 2015, "Robustness to model uncertainty and the nominal term premium puzzle," Journal of Macroeconomics, Elsevier, volume 44, issue C, pages 124-137, DOI: 10.1016/j.jmacro.2015.01.007.
• Abo-Zaid, Salem, 2015, "Optimal monetary policy with the cost channel and monopolistically-competitive banks," Journal of Macroeconomics, Elsevier, volume 45, issue C, pages 284-299, DOI: 10.1016/j.jmacro.2015.05.004.
• Cúrdia, Vasco & Ferrero, Andrea & Ng, Ging Cee & Tambalotti, Andrea, 2015, "Has U.S. monetary policy tracked the efficient interest rate?," Journal of Monetary Economics, Elsevier, volume 70, issue C, pages 72-83, DOI: 10.1016/j.jmoneco.2014.09.004.
• Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D., 2015, "A probability-based stress test of Federal Reserve assets and income," Journal of Monetary Economics, Elsevier, volume 73, issue C, pages 26-43, DOI: 10.1016/j.jmoneco.2015.03.007.
• Bassetto, Marco & Phelan, Christopher, 2015, "Speculative runs on interest rate pegs," Journal of Monetary Economics, Elsevier, volume 73, issue C, pages 99-114, DOI: 10.1016/j.jmoneco.2015.03.002.
• Ireland, Peter N., 2015, "Monetary policy, bond risk premia, and the economy," Journal of Monetary Economics, Elsevier, volume 76, issue C, pages 124-140, DOI: 10.1016/j.jmoneco.2015.09.003.
• Falagiarda, Matteo & Gregori, Wildmer Daniel, 2015, "The impact of fiscal policy announcements by the Italian government on the sovereign spread: A comparative analysis," European Journal of Political Economy, Elsevier, volume 39, issue C, pages 288-304, DOI: 10.1016/j.ejpoleco.2015.07.002.
• Frühwirth, Manfred & Sögner, Leopold, 2015, "Weather and SAD related mood effects on the financial market," The Quarterly Review of Economics and Finance, Elsevier, volume 57, issue C, pages 11-31, DOI: 10.1016/j.qref.2015.02.003.
• Chen, Cathy Yi-Hsuan & Kuo, I-Doun, 2015, "Survey sentiment and interest rate option smile," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 125-137, DOI: 10.1016/j.iref.2014.11.018.
• Chu, Shiou-Yen, 2015, "Funding liquidity constraints and the forward premium anomaly in a DSGE model," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 76-89, DOI: 10.1016/j.iref.2015.06.004.
• Bouwman, Kees & Buis, Boyd & Pieterse-Bloem, Mary & Tham, Wing Wah, 2015, "A practical approach to constructing price-based funding liquidity factors," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 90-97, DOI: 10.1016/j.iref.2015.02.007.
• Putnam, Bluford H. & Azzarello, Samantha, 2015, "Evolving dynamics of the relationship between US core inflation and unemployment," Review of Financial Economics, Elsevier, volume 25, issue C, pages 27-34, DOI: 10.1016/j.rfe.2015.02.002.
• Grigoli, Francesco & Herman, Alexander & Swiston, Andrew & Di Bella, Gabriel, 2015, "Output gap uncertainty and real-time monetary policy," Russian Journal of Economics, Elsevier, volume 1, issue 4, pages 329-358, DOI: 10.1016/j.ruje.2016.02.001.
• Edda Claus & Mardi Dungey, 2015, "Can monetary policy surprise the market?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-05, Feb.
• Ran Li & Jiao Wang, 2015, "A structural investigation of the Chinese economy with a hybrid monetary policy rule," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-10, Apr.
• Julia von Borstel & Sandra Eickmeier & Leo Krippner, 2015, "The interest rate pass-through in the euro area during the sovereign debt crisis," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-15, May.
• Prayudhi Azwar & Rod Tyers, 2015, "Indonesian Macro Policy through Two Crises," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-16, May.
• Leo Krippner, 2015, "A comment on Wu and Xia (2015), and the case for two-factor Shadow Short Rates," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-48, Dec.
• Gerasimos T. Soldatos & Erotokritos Varelas, 2015, "A first formal approach to animal spirits beyond uncertainty," European Journal of Government and Economics, Europa Grande, volume 4, issue 2, pages 104-117, December.
• Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015, "Declining discount rates and the Fisher Effect: inflated past, discounted future?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64143.
• Masolo, Riccardo M. & Monti, Francesca, 2015, "Monetary policy with ambiguity averse agents," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86319, Mar.
• Gabriele Foà & Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli, 2015, "The Supply Side of Household Finance," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1507, revised Jul 2015.
• Ricardo de Menezes Barboza, 2015, "Interest rate and monetary transmition mechanisms in Brazil," Brazilian Journal of Political Economy, Center of Political Economy, volume 35, issue 1, pages 133-155.
• J.W. Mason & Arjun Jayadev, 2015, "The post-1980 debt disinflation: an exercise in historical accounting," Review of Keynesian Economics, Edward Elgar Publishing, volume 3, issue 3, pages 314-335, July.
• Lennart Erixon, 2015, "Can fiscal austerity be expansionary in present-day Europe? The lessons from Sweden," Review of Keynesian Economics, Edward Elgar Publishing, volume 3, issue 4, pages 567—601-5, October.
• J. Huston McCulloch, 2015, "The Taylor Rule, the Zero Lower Bound, and the Term Structure of Interest Rates," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons", DOI: 10.1108/S1571-038620150000024023.
• Beckmann, Joscha & Belke, Ansgar & Dreger, Christian, 2015, "The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule," CEPS Papers, Centre for European Policy Studies, number 10029, Feb.
• Christian Beer & Ernest Gnan (ed.), 2015, "Asset-Liability Management with Ultra-Low Interest Rates," SUERF Studies, SUERF - The European Money and Finance Forum, number 2015/2, ISBN: ARRAY(0x7c8fbd98), May.
• Esa Jokivuolle & Jouko Vilmunen (ed.), 2015, "Liquidity and Market Efficiency – Alive and well?," SUERF Studies, SUERF - The European Money and Finance Forum, number 2015/3, ISBN: ARRAY(0x7ce47720), May.
• Mpho Bosupeng, 2015, "The Fisher Effect Using Differences in The Deterministic Term," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 5, issue 4, pages 1031-1031.
• Laura Carabotta & Peter Claeys, 2015, "Combine to compete: improving fiscal forecast accuracy over time," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2015/320.
• Ion-Iulian MARINESCU & Alexandra HOROBET, 2015, "Rules and Discretion in Monetary Policy: Is the Response of the Stock Market Rational?," Expert Journal of Economics, Sprint Investify, volume 3, issue 1, pages 50-62.
• Huriye Alkın & Sayım Işık, 2015, "Yeni Uzlaşı Modelinin Eleştirisi, Post Keynesyen Enflasyon Hedeflemesi ve Para Politikası Kuralları," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 117.
• Manuela Gallo & Valeria Vannoni, 2015, "Le determinanti dei tassi di interesse bancari nelle regioni italiane," SCIENZE REGIONALI, FrancoAngeli Editore, volume 2015, issue 1, pages 67-84.
• Lubomira Gertler, 2015, "Interactions of Unconventional Monetary Policy Measures with the Euro Area Yield Curve," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 2, pages 106-126, March.
• Simona Malovana, 2015, "Foreign Exchange Interventions at the Zero Lower Bound in the Czech Economy: A DSGE Approach," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2015/13, May, revised May 2015.
• Tomas Havranek & Zuzana Irsova & Jitka Lesanovska, 2015, "Bank Efficiency and Interest Rate Pass-Through: Evidence from Czech Loan Products," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2015/24, Oct, revised Oct 2015.
• Ronald McKinnon, 2015, "Hot Money Flows, Cycles in Primary Commodity Prices, and Financial Control in Developing Countries," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 10, issue 2, pages 201-223, June.
• Seunghoon Na & Stephanie Schmitt-Grohe & Martin Uribe & Vivian Z. Yue, 2015, "A model of the Twin Ds: optimal default and devaluation," FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta, number 2015-1, Apr.
• Vania Stavrakeva & Jenny Tang, 2015, "Exchange rates and monetary policy," Working Papers, Federal Reserve Bank of Boston, number 15-16, Oct.
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• Mehmet Pasaogullari, 2015, "Forecasts from Reduced-form Models under the Zero-Lower-Bound Constraint," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1512, Aug, DOI: 10.26509/frbc-wp-201512.
• Rachel Doehr & Enrique Martínez García, 2015, "Monetary policy expectations and economic fluctuations at the zero lower bound," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 240, May, revised 01 Dec 2021, DOI: 10.24149/gwp240r1.
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• Thomas B. King & Kurt F. Lewis, 2015, "Credit Risk, Liquidity and Lies," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-112, Dec, DOI: 10.17016/FEDS.2015.112.
• Jane E. Ihrig & Ellen E. Meade & Gretchen C. Weinbach, 2015, "Monetary Policy 101: A Primer on the Fed's Changing Approach to Policy Implementation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-47, Jun, DOI: 10.17016/FEDS.2015.047.
• Pier dup Lopez & J. David López-Salido & Francisco Vazquez-Grande, 2015, "Nominal Rigidities and the Term Structures of Equity and Bond Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-64, Jun, DOI: 10.17016/FEDS.2015.064.
• Sirio Aramonte & Seung Jung Lee & Viktors Stebunovs, 2015, "Risk Taking and Low Longer-term Interest Rates: Evidence from the U.S. Syndicated Loan Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-68, Jul, DOI: 10.17016/FEDS.2015.068.
• Michiel De Pooter & Robert F. Martin & Seth Pruitt, 2015, "The Liquidity Effects of Official Bond Market Intervention," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1138, Jul, DOI: 10.17016/IFDP.2015.1138.
• Michiel De Pooter & Robert F. Martin & Seth Pruitt & Rebecca DeSimone, 2015, "Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1139, Jul, DOI: 10.17016/IFDP.2015.1139.
• Thealexa Becker & Andrew Lee Smith, 2015, "Has Forward Guidance Been Effective?," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 57-78.
• Thealexa Becker & Andrew Lee Smith, 2015, "Has forward guidance been effective?," Macro Bulletin, Federal Reserve Bank of Kansas City, pages 1-3, September.
• Diana A. Cooke & William T. Gavin, 2015, "Three Scenarios for Interest Rates in the Transition to Normalcy," Review, Federal Reserve Bank of St. Louis, volume 97, issue 1, pages 1-24.
• Clemens J. M. Kool & Daniel L. Thornton, 2015, "How Effective Is Central Bank Forward Guidance?," Review, Federal Reserve Bank of St. Louis, volume 97, issue 4, pages 303-322, DOI: 10.20955/r.2015.303-22.
• Alexander Monge-Naranjo & Juan M. Sanchez & Raul Santaeulalia-Llopis, 2015, "Natural Resources and Global Misallocation," Working Papers, Federal Reserve Bank of St. Louis, number 2015-13, Jul, DOI: 10.20955/wp.2015.013.
• Fernando M. Duarte & Anna Zabai, 2015, "An interest rate rule to uniquely implement the optimal equilibrium in a liquidity trap," Staff Reports, Federal Reserve Bank of New York, number 745, Oct.
• Roc Armenter & Benjamin Lester, 2015, "Excess reserves and monetary policy normalization," Working Papers, Federal Reserve Bank of Philadelphia, number 15-35, Sep.
• Pavel Trunin & Mikhail Khromov & Anna Kiyutsevskaya & Sergey Tsukhlo & Natalia Zubarevich, 2015, "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 13, pages 1-26, October.
• Georgy Idrisov & Mikhail Khromov & Evgeny Goryunov & Alexander Knobel & Yuri Ponomarev & Alexander Deryugin & Julia Florinskaya & Nikita Mkrtchan, 2015, "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 16, pages 1-26, November.
• Georgy Idrisov & Mikhail Khromov & Evgeny Goryunov & Alexander Knobel & Yuri Ponomarev & Alexander Deryugin & Julia Florinskaya & Nikita Mkrtchan, 2015, "Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 16, pages 1-26, November.
• Alexandra Bozhechkova & Pavel Trunin & Michael Khromov & Alexander Knobel & Anna Kiyutsevskaya, 2015, "Russia’s Monetary and Fiscal Policy in 2014," Published Papers, Gaidar Institute for Economic Policy, number 215, revised 2015.
• Joseph P. Byrne & Shuo Cao. & Dimitris Korobilis., 2015, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Working Papers, Business School - Economics, University of Glasgow, number 2015_08, Feb.
• Joseph P. Byrne & Shuo Cao & Dimitris Korobilis, 2015, "Co-Movement, Spillovers and Excess Returns in Global Bond Markets?," Working Papers, Business School - Economics, University of Glasgow, number 2015_12, Jun.
• Bertrand Groslambert & Raphaël Chiappini & Olivier Bruno, 2015, "Bank Output Calculation in the Case of France: What Do New Methods Tell About the Financial Intermediation Services in the Aftermath of the Crisis?," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2015-32, Sep.
• Quynh Chau Pham & Benjamin Liu & Eduardo Roca, 2015, "The Mortgage Interest Rates and Cash Rate Cycle Relationship and International Funding Cost: Evidence in the Context of Australia," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201504, Apr.
• Julien Albertini & Arthur Poirier, 2015, "Unemployment benefit extensions at the zero lower bound," Post-Print, HAL, number halshs-02188496, DOI: 10.1016/j.red.2015.07.003.
• Christophe Blot & Bruno Ducoudre & Xavier Timbeau, 2015, "Sovereign debt spread and default in a model with self fullfilling prophecies ans asymmetric information," Sciences Po Economics Publications (main), HAL, number hal-03389332, Apr.
• Christophe Blot & Bruno Ducoudre & Xavier Timbeau, 2015, "Sovereign debt spread and default in a model with self fullfilling prophecies ans asymmetric information," Working Papers, HAL, number hal-03389332, Apr.
• Homburg, Stefan, 2015, "Superneutrality of Money under Open Market Operations," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-541, Jan, revised Jan 2015.
• Schock, Matthias, 2015, "Predicting Economic Activity via Eurozone Yield Spreads: Impact of Credit Risk," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-542, Jan.
• Lähner, Tom, 2015, "Inconsistent voting behavior in the FOMC," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-546, Jan.
• Homburg, Stefan, 2015, "Understanding Benign Liquidity Traps: The Case of Japan," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-557, Jun.
• Asgharian, Hossein & Liu, Lu & Larsson, Marcus, 2015, "Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets," Working Papers, Lund University, Department of Economics, number 2015:30, Oct.
• De Rezende, Rafael B., 2015, "Risks in macroeconomic fundamentals and excess bond returns predictability," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 295, Feb.
• De Graeve, Ferre & Iversen, Jens, 2015, "Central bank policy paths and market forward rates: A simple model," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 303, Jun.
• Finocchiaro, Daria & Lombardo, Giovanni & Mendicino, Caterina & Weil, Philippe, 2015, "Optimal Inflation with Corporate Taxation and Financial Constraints," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 311, Sep.
• Machava, Agostinho & Brännäs, Kurt, 2015, "Mozambican Monetary Policy and the Yield Curve of Treasury Bills - An Empirical Study," Umeå Economic Studies, Umeå University, Department of Economics, number 918, Dec.
• Takamizawa, Hideyuki & 髙見澤, 秀幸, 2015, "Predicting Interest Rate Volatility: Using Information on the Yield Curve," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-9, May.
• Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2015, "Does Lack of Financial Stability Impair the Transmission of Monetary Policy?," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 24, Jun.
• Tsz-Kin Chung & Cho-Hoi Hui & Ka-Fai Li, 2015, "Term-Structure Modelling at the Zero Lower Bound: Implications for Estimating the Term Premium," Working Papers, Hong Kong Institute for Monetary Research, number 212015, Oct.
• Reinhart, Carmen M. & Reinhart, Vincent & Rogoff, Kenneth S., 2015, "Dealing with debt," Scholarly Articles, Harvard University Department of Economics, number 23936571.
• Samuel K. Afrane & Michael Adusei & Bernard Adjei-Poku, 2015, "Estimating The Effective Cost Of Borrowing To Microcredit Clients In Ghana," Global Journal of Business Research, The Institute for Business and Finance Research, volume 9, issue 1, pages 57-66.
• Ikechukwu Kelikume, 2015, "Interest Rate And Credit Sensitivity Of Sectoral Output In Nigeria," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 4, pages 103-114.
• Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2015, "The Impact of Monetary Policy on Corporate Bonds under Regime Shifts," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 562.
• Pierre L. Siklos & Matthias Neuenkirch, 2015, "How Monetary Policy Is Made: Two Canadian Tales," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 1, pages 225-250, January.
• Michael D. Bauer, 2015, "Inflation Expectations and the News," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 2, pages 1-40, March.
• Urszula Szczerbowicz, 2015, "The ECB Unconventional Monetary Policies: Have They Lowered Market Borrowing Costs for Banks and Governments?," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 4, pages 91-127, December.
• Dong He & Honglin Wang & Xiangrong Yu, 2015, "Interest Rate Determination in China: Past, Present, and Future," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 4, pages 255-277, December.
• Ioannis N. Kallianiotis, 2015, "The Optimal Taxation and the Current Tax System," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 3, issue 3, pages 151-164, March.
• Ramon A. Castillo-Ponce & Maria De Lourdes Rodriguez-Espinosa & Edgar David Gaytan-Alfaro, 2015, "Stock Market Development and Economic Performance: The Case of Mexico," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 30, issue 1, pages 41-56, Abril.
• Luis Ceballos & Damian Romero, 2015, "The Yield Curve Information under Unconventional Monetary Policies," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 30, issue 2, pages 4-18, October.