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

• Stephen Morris & Hyun Song Shin, 2015, "Risk Premium Shifts and Monetary Policy: A Coordination Approach," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 075_2016, Dec.
• Julio Lopez Gallardo, Roberto Valencia Arriaga, 2015, "Macroeconomic effects of high interest rate policy: Mexico’s experience," PSL Quarterly Review, Economia civile, volume 68, issue 274, pages 214-237.
• Pongsak Luangaram & Yuthana Sethapramote & Chutiorn Tontivanichanon, 2015, "Inflation Expectations and Monetary Policy in Thailand," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 3, Sep.
• Tosapol Apaitan, 2015, "Extracting Market Inflation Expectations: A Semi-structural Macro-finance Term Structure Model," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 4, Sep.
• Piti Disyatat & Phurichai Rungcharoenkitkul, 2015, "Monetary Policy and Financial Spillovers: Losing Traction?," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 9, Nov.
• Anja Bauer & Ian King, 2015, "The Hartz Reforms, the German Miracle, and the Reallocation Puzzle," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 550, Sep.
• Michael Chin & Thomai Filippeli & Konstantinos Theodoridis, 2015, "Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 753, Sep.
• Andrea Carriero & Sarah Mouabbi & Elisabetta Vangelista, 2015, "UK Term Structure Decompositions at the Zero Lower Bound," Working Papers, Queen Mary University of London, School of Economics and Finance, number 755, Sep.
• Matteo Maggiori & Emmanuel Farhi, 2015, "A Model of the International Monetary System," Working Paper, Harvard University OpenScholar, number 349586, Nov.
• Pérez, Fernando, 2015, "Comparing the Transmission of Monetary Policy Shocks in Latin America: A Hierarchical Panel VAR," Working Papers, Banco Central de Reserva del Perú, number 2015-015, Dec.
• Julien Albertini & Arthur Poirier, 2015, "Online Appendix to "Unemployment Benefit Extension at the Zero Lower Bound"," Online Appendices, Review of Economic Dynamics, number 14-55.
• Julien Albertini & Arthur Poirier, 2015, "Code and data files for "Unemployment Benefit Extension at the Zero Lower Bound"," Computer Codes, Review of Economic Dynamics, number 14-55, revised .
• Aubhik Khan & Julia Thomas, 2015, "Revisiting the Tale of Two Interest Rates with Endogenous Market Segmentation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 18, issue 2, pages 243-268, April, DOI: 10.1016/j.red.2014.04.002.
• Julien Albertini & Arthur Poirier, 2015, "Unemployment Benefit Extension at the Zero Lower Bound," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 18, issue 4, pages 733-751, October, DOI: 10.1016/j.red.2015.07.003.
• Andrei Shleifer & Alp Simsek & Matthew Rognlie, 2015, "Investment Hangover and the Great Recession," 2015 Meeting Papers, Society for Economic Dynamics, number 1171.
• Karen Kopecky & Anastasios Karantounias, 2015, "Optimal time-consistent taxation with default," 2015 Meeting Papers, Society for Economic Dynamics, number 1297.
• Jenny Tang, 2015, "FOMC Communication and Interest Rate Sensitivity to News," 2015 Meeting Papers, Society for Economic Dynamics, number 349.
• Adrien Auclert, 2015, "Monetary Policy and the Redistribution Channel," 2015 Meeting Papers, Society for Economic Dynamics, number 381.
• Vivian Yue & Stephanie Schmitt-Grohe & Martin Uribe & Seunghoon Na, 2015, "A Model of the Twin Ds: Optimal Default and Devaluation," 2015 Meeting Papers, Society for Economic Dynamics, number 419.
• Peter Karadi & Mark Gertler, 2015, "Monetary Policy Surprises, Credit Costs, and Economic Activity," 2015 Meeting Papers, Society for Economic Dynamics, number 447.
• Benjamin Lester & Roc Armenter, 2015, "Excess Reserves and Monetary Policy Normalization," 2015 Meeting Papers, Society for Economic Dynamics, number 586.
• Luca Fornaro & Gianluca Benigno, 2015, "Stagnation Traps," 2015 Meeting Papers, Society for Economic Dynamics, number 810.
• Jugnu Ansari, 2015, "Bank Lending, Risk Taking And The Transmission Of Regulatory Policy: Evidence From India," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022341, Sep.
• Jugnu Ansari, 2015, "Determinants Of Commercial Banks’ Loan Pricing: Empirical Analysis Using Dynamic Panel Data Model," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022342, Jul.
• Marco Tronzano, 2015, "The Term Structure of Interest Rates in India: Evidence from the Post-Liberalization Period (1996-2013). -La struttura a termine dei tassi di interesse in India: una analisi empirica sul recente perio," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 68, issue 2, pages 275-295.
• Marco Tronzano, 2015, "The Expectations Hypothesis of the Term Structure: Further Empirical Evidence for India (1996-2013) - La struttura a termine dei tassi di interesse: ulteriore evidenza empirica per l’India (1996-2013)," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 68, issue 3, pages 401-421.
• Marco Tronzano, 2015, "The Expectations Hypothesis of the Term Structure in Emerging Financial Markets: Some Evidence from Malaysia (1999-2015) - La struttura a termine dei tassi di interesse nei paesi emergenti: alcune evi," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 68, issue 4, pages 521-550.
• Bernard N. Iyke, 2015, "On the Term Structure of South African Interest Rates: Cointegration and Threshold Adjustment," ERSA Working Paper Series, Economic Research Southern Africa, number 557, Nov.
• Miles S. Kimball, 2015, "Negative Interest Rate Policy as Conventional Monetary Policy," National Institute Economic Review, National Institute of Economic and Social Research, volume 234, issue 1, pages 5-14, November.
• Chang Min Lee & Hahn Shik LEE, 2015, "Improving the Predictive Power of Spreads for Economic Activity: Decomposition Methods," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2503528, Jun.
• Takayasu Ito, 2015, "Does the Fisher Hypothesis Hold in Sweden? An Analysis of Long-Term Interest Rates under the Regime of Inflation Targeting?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3104297, Nov.
• Malgorzata Olszak, 2015, "The phenomenon of excessive procyclicality of the financial sector from the perspective of macroprudential policy – sources, methods of reduction and their basic limitations (Zjawisko nadmiernej procyklicznosci sektora finansowego z perspektywy polit," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 13, issue 55, pages 72-96.
• Kentaro Kikuchi, 2015, "Quadratic Gaussian Joint Pricing Model for Stocks and Bonds: Theory and Empirical Analysis," Discussion Papers CRR Discussion Paper Series B: Financial, Shiga University, Faculty of Economics,Center for Risk Research, number 14, Jan.
• Kenshiro Ninomiya, 2015, "Financial Structure, Cycle, and Instability," Discussion Papers CRR Discussion Paper Series B: Financial, Shiga University, Faculty of Economics,Center for Risk Research, number 15, Jul, revised Jan 2017.
• Jens H. E. Christensen & Signe Krogstrup, 2015, "Transmission of Quantitative Easing: The Role of Central Bank Reserves," Working Papers, Swiss National Bank, number 2015-06.
• Ayşen ARAÇ, 2015, "Nonlinear Dynamics in Term Structure of Interest Rates: Evidence from the Euro Area," Sosyoekonomi Journal, Sosyoekonomi Society, issue 23(26).
• Cathy Chen & Wolfgang Härdle, 2015, "Common factors in credit defaults swap markets," Computational Statistics, Springer, volume 30, issue 3, pages 845-863, September, DOI: 10.1007/s00180-015-0578-6.
• Polychronis Manousopoulos & Michalis Michalopoulos, 2015, "Term structure of interest rates estimation using rational Chebyshev functions," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 38, issue 2, pages 119-146, October, DOI: 10.1007/s10203-014-0161-6.
• Tobias Rühl, 2015, "Taylor rules revisited: ECB and Bundesbank in comparison," Empirical Economics, Springer, volume 48, issue 3, pages 951-967, May, DOI: 10.1007/s00181-014-0820-z.
• Ruthira Naraidoo & Leroi Raputsoane, 2015, "Financial markets and the response of monetary policy to uncertainty in South Africa," Empirical Economics, Springer, volume 49, issue 1, pages 255-278, August, DOI: 10.1007/s00181-014-0866-y.
• Giorgio Calcagnini & Germana Giombini & Elisa Lenti, 2015, "Gender Differences in Bank Loan Access: An Empirical Analysis," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 1, issue 2, pages 193-217, July, DOI: 10.1007/s40797-014-0004-1.
• Raphael Espinoza & Dimitrios Tsomocos, 2015, "Monetary transaction costs and the term premium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 59, issue 2, pages 355-375, June, DOI: 10.1007/s00199-014-0817-z.
• Andrew Blake & Garreth Rule & Ole Rummel, 2015, "Inflation targeting and term premia estimates for Latin America," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 24, issue 1, pages 1-21, December, DOI: 10.1007/s40503-015-0017-7.
• Julián Andrada-Félix & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez, 2015, "Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 6, issue 2, pages 207-245, June, DOI: 10.1007/s13209-015-0123-4.
• Rajmund MIRDALA, 2015, "Decomposing Euro Area Sovereign Debt Yields into Inflation Expectations and Expected Real Interest Rates," Journal of Advanced Research in Law and Economics, ASERS Publishing, volume 6, issue 4, pages 714-737.
• Matthias Neuenkirch & Florian Neumeier, 2015, "Party affiliation rather than former occupation: the background of central bank governors and its effect on monetary policy," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 17, pages 1424-1429, November, DOI: 10.1080/13504851.2015.1037430.
• Matthias Neuenkirch, 2015, "Establishing a hawkish reputation: interest rate setting by newly appointed central bank governors," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 5, pages 391-396, March, DOI: 10.1080/13504851.2014.946175.
• Michał Brzoza-Brzezina & Jacek Kotłowski & Kamil Wierus, 2015, "Can interest rate spreads stabilize the euro area?," Applied Economics, Taylor & Francis Journals, volume 47, issue 34-35, pages 3696-3709, July, DOI: 10.1080/00036846.2015.1021547.
• Ant Afonso & Christophe Rault, 2015, "Short- and long-run behaviour of long-term sovereign bond yields," Applied Economics, Taylor & Francis Journals, volume 47, issue 37, pages 3971-3993, August, DOI: 10.1080/00036846.2015.1023940.
• Kavita Sirichand & Simeon Coleman, 2015, "International yield curve comovements: impact of the recent financial crisis," Applied Economics, Taylor & Francis Journals, volume 47, issue 43, pages 4561-4573, September, DOI: 10.1080/00036846.2015.1031875.
• Alan S. Blinder, 2015, "What Did We Learn from the Financial Crisis, the Great Recession, and the Pathetic Recovery?," The Journal of Economic Education, Taylor & Francis Journals, volume 46, issue 2, pages 135-149, April, DOI: 10.1080/00220485.2015.1015190.
• Antonio Diez de Los Rios, 2015, "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 2, pages 282-295, April, DOI: 10.1080/07350015.2014.948176.
• Pelin Öge Güney & Erdinç Telatar & Mübariz Hasanov, 2015, "Time series behaviour of the real interest rates in transition economies," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 28, issue 1, pages 104-118, January, DOI: 10.1080/1331677X.2015.1028240.
• Hakan Kara & Pinar Ozlu & Deren Unalmis, 2015, "Turkiye icin Finansal Kosullar Endeksi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 15, issue 3, pages 41-73.
• Hakan Kara & Pinar Ozlu & Deren Unalmis, 2015, "Turkiye icin Finansal Kosullar Endeksi," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1513.
• Ozan Eksi & Cuneyt Orman & Bedri Kamil Onur Tas, 2015, "Has the Forecasting Performance of the Federal Reserve�s Greenbooks Changed over Time?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1532.
• Casper de Vries & Xuedong Wang, 2015, "Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-066/VI, May.
• Josh R. Stillwagon, 2015, "TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation," Working Papers, Trinity College, Department of Economics, number 1502, Feb.
• David Kohn, 2015, "Addicted to Debt: Foreign Purchases of U.S. Treasuries and the Term-Premium," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2015_1, Feb.
• Jin Cheng & Meixing Dai & Frédéric Dufourt, 2015, "The banking crisis with interbank market freeze," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2015-20.
• Gianluca Benigno & Luca Fornaro, 2015, "Stagnation traps," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1487, Jan, revised Mar 2017.
• Prayudhi Azwar & Rod Tyers, 2015, "Indonesian Macro Policy through Two Crises," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 15-16.
• Mark J. Holmes & Ana Maria Iregui & Jesús Otero, 2015, "Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks," Working Papers in Economics, University of Waikato, number 15/05, Apr.
• Junko Koeda, 2015, "Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan," Working Papers, Waseda University, Faculty of Political Science and Economics, number 1506, Jul.
• Antonio Montanes & Lorena Olmos & Marcelo Reyes, 2015, "Convergence in Spanish provinces," ERSA conference papers, European Regional Science Association, number ersa15p1188, Oct.
• Edda Claus, Mardi Dungey, 2015, "Can monetary policy surprise the market?," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number 0083, Jan, revised 01 Jan 2015.
• Gara Afonso & Ricardo Lagos, 2015, "Trade Dynamics in the Market for Federal Funds," Econometrica, Econometric Society, volume 83, issue , pages 263-313, January.
• Constantino Hevia & Martin Gonzalez‐Rozada & Martin Sola & Fabio Spagnolo, 2015, "Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 6, pages 987-1009, September.
• Joscha Beckmann & Ansgar Belke & Christian Dreger, 2015, "The relevance of international spillovers and asymmetric effects in the Taylor rule," FIW Working Paper series, FIW, number 140, Jan.
• Donal Smith, 2015, "Collateral Constraints and the Interest Rate," Discussion Papers, Department of Economics, University of York, number 15/22, Oct.
• Laura Coroneo, 2015, "TIPS Liquidity Premium and Quantitative Easing," Discussion Papers, Department of Economics, University of York, number 15/23, Oct.
• Feld, Lars P. & Köhler, Ekkehard A., 2015, "Is Switzerland an interest rate island after all? Time series and non-linear switching regime evidence," Freiburg Discussion Papers on Constitutional Economics, Walter Eucken Institut e.V., number 15/08.
• Niu, Linlin & Xu, Xiu & Chen, Ying, 2015, "An adaptive approach to forecasting three key macroeconomic variables for transitional China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 12/2015.
• Halberstadt, Arne, 2015, "The term structure of interest rates and the macroeconomy: Learning about economic dynamics from a FAVAR," Discussion Papers, Deutsche Bundesbank, number 02/2015.
• von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2015, "The interest rate pass-through in the euro area during the sovereign debt crisis," Discussion Papers, Deutsche Bundesbank, number 10/2015.
• Abbassi, Puriya & Fecht, Falko & Tischer, Johannes, 2015, "The intraday interest rate: What's that?," Discussion Papers, Deutsche Bundesbank, number 24/2015.
• Achury, Carolina & Koulovatianos, Christos & Tsoukalas, John, 2015, "Political economics of external sovereign defaults," CFS Working Paper Series, Center for Financial Studies (CFS), number 508, DOI: 10.2139/ssrn.2631418.
• Fecht, Falko & Reitz, Stefan, 2015, "Euro money market trading during times of crisis," Kiel Working Papers, Kiel Institute for the World Economy, number 2012.
• Cycon, Lisa & Koetter, Michael, 2015, "Monetary Policy under the Microscope: Intra-bank Transmission of Asset Purchase Programs of the ECB," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 9/2015.
• Demary, Markus & Niehues, Judith, 2015, "Die Auswirkungen von Niedrigzinsen und unkonventionellen geldpolitischen Maßnahmen auf die Vermögensverteilung," IW policy papers, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 15/2015.
• Aldasoro, Iñaki & Delli Gatti, Domenico & Faia, Ester, 2015, "Bank networks: Contagion, systemic risk and prudential policy," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 87, revised 2015, DOI: 10.2139/ssrn.2572877.
• Niu, Linlin & Xu, Xiu & Chen, Ying, 2015, "An adaptive approach to forecasting three key macroeconomic variables for transitional China," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-023.
• Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining, 2015, "Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-049.
• Gadatsch, Niklas, 2015, "Real effects of sovereign bond market spillovers in the euro area," Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 01/2015.
• Trebesch, Christoph & Zettelmeyer, Jeromin, 2015, "ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112809.
• Cycon, Lisa & Koetter, Michael, 2015, "Monetary policy under the microscope: Intra-bank transmission of asset purchase programs of the ECB," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112831.
• Tillmann, Peter & Meinusch, Annette, 2015, "Quantitative Easing and Tapering Uncertainty: Evidence from Twitter," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112906.
• von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2015, "The interest rate pass-through in the euro area during the sovereign debt crisis," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113035.
• Lemke, Wolfgang & Vladu, Andreea, 2015, "A Shadow-Rate Term Structure Model for the Euro Area," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113159.
• Busch, Ramona & Memmel, Christoph, 2015, "Banks Net Interest Margin and the Level of Interest Rates," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113187.
• Semmler, Willi & Haider, Alexander, 2015, "The perils of debt deflation in the euro area: A multi regime model," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 15-071.

2014

• Gomez-Ruano, Gerardo, 2014, "Should Central Banks Take On Credit-Risk?," MPRA Paper, University Library of Munich, Germany, number 93633.
• Perera, Roshan & Jayawickrema, Vishuddhi, 2014, "Monetary policy rules in practice: Evidence for Sri Lanka," MPRA Paper, University Library of Munich, Germany, number 95584, Jan.
• Goodness C. Aye & Olorato Gadinabokao & Rangan Gupta, 2014, "Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain," Working Papers, University of Pretoria, Department of Economics, number 201425, May.
• Laura Carabotta, 2014, "Which Agency and Which Period is The Best? Analyzing National and International Fiscal Forecasts in Italy," International Journal of Economic Sciences, Prague University of Economics and Business, volume 2014, issue 1, pages 27-46.
• Martin Mandel & Vladimír Tomšík, 2014, "Monetary Policy Efficiency in Conditions of Excess Liquidity Withdrawal," Prague Economic Papers, Prague University of Economics and Business, volume 2014, issue 1, pages 3-23, DOI: 10.18267/j.pep.470.
• Josef Arlt & Martin Mandel, 2014, "The Reaction Function of Three Central Banks of Visegrad Group," Prague Economic Papers, Prague University of Economics and Business, volume 2014, issue 3, pages 269-289, DOI: 10.18267/j.pep.484.
• Alan S. Blinder, 2014, "What Did We Learn from the Financial Crisis, the Great Recession, and the Pathetic Recovery?," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 243, Nov.
• Grzegorz Poniatowski, 2014, "Common Currency and Determinants of Government Bond Risk Premiums," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 2, pages 70-87, June.
• Daniel Carvalho, 2014, "Capital Inflows and euro area long-term interest rates," Working Papers, Banco de Portugal, Economics and Research Department, number w201410.
• Matthew Hoelle, 2014, "Quantitative Easing under Incomplete Markets: Optimality Conditions for Stationary Policy," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1277, Apr.
• Matthew Rognlie & Andrei Shleifer & Alp Simsek, 2014, "Investment Hangover and the Great Recession," Working Paper, Harvard University OpenScholar, number 203866, Sep.
• Emmanuel Farhi & Xavier Gabaix, , "Rare Disasters and Exchange Rates," Working Paper, Harvard University OpenScholar, number 71001.
• Christoph Heinzel, 2014, "Term structure of discount rates under multivariate s-ordered consumption growth," Working Papers SMART, INRAE UMR SMART, number 14-01.
• Choy, Marylin & Cerna, Jorge, 2014, "Comportamiento de los mercados financieros peruanos ante el anuncio del tapering," Working Papers, Banco Central de Reserva del Perú, number 2014-011, Aug.
• Carrera, César & Pérez-Forero, Fernando & Ramírez-Rondán, Nelson, 2014, "Effects of the U.S. quantitative easing on the Peruvian economy," Working Papers, Banco Central de Reserva del Perú, number 2014-017, Dec.
• Pérez-Forero, Fernando & Vega, Marco, 2014, "The Dynamic Effects of Interest Rates and Reserve Requirements," Working Papers, Banco Central de Reserva del Perú, number 2014-018, Dec.
• Alfonso Dufour & Andrei Stancu & Simone Varotto, 2014, "The Equity-like Behaviour of Sovereign Bonds," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-16, Dec.
• Aubhik Khan & Julia Thomas, 2014, "Code and data files for "Revisiting the Tale of Two Interest Rates with Endogenous Market Segmentation"," Computer Codes, Review of Economic Dynamics, number 12-181, revised .
• Rigas Oikonomou, 2014, "Government Debt Management: The Long and Short of It," 2014 Meeting Papers, Society for Economic Dynamics, number 129.
• Gauti Eggertsson & Bulat Gafarov & Saroj Bhatarai, 2014, "Time Consistency and the Duration of Government Debt: A Signalling Theory of Quantitative Easing," 2014 Meeting Papers, Society for Economic Dynamics, number 1292.
• Luis Viceira & Carolin Pflueger & John Campbell, 2014, "Monetary Policy Drivers of Bond and Equity Risks," 2014 Meeting Papers, Society for Economic Dynamics, number 137.
• Theophilos Papadimitriou & Periklis Gogas & Maria Matthaiou & Efthymia Chrysanthidou, 2014, "Yield curve and Recession Forecasting in a Machine Learning Framework," Working Paper series, Rimini Centre for Economic Analysis, number 32_14, Nov.
• Arief Ramayandi & Umang Rawat & Hsiao Chink Tang, 2014, "Can Low Interest Rates be Harmful: An Assessment of the Bank Risk-Taking Channel in Asia," Working Papers on Regional Economic Integration, Asian Development Bank, number 123, Jan.
• Jugnu Ansari & Ashima Goyal, 2014, "Banks Competition, Managerial Efficiency And The Interest Rate Pass-Through In India," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022339, May.
• Jugnu Ansari & Ashima Goyal, 2014, "Optimality Of Base Rate System Of Loan Pricing Of A Developing And Emerging Market Economy: An Evaluation," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022344, Jun.
• Periklis Gogas & Theophilos Papadimitriou & Maria- Artemis Matthaiou & Efthymia Chrysanthidou, 2014, "Yield Curve and Recession Forecasting in a Machine Learning Framework," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 8-2014, Feb.
• Richard J. Cebula, 2014, "Preliminary Evidence on the Impact of Budget Deficits on the Nominal Interest Rate Yield on Ten-Year U.S. Treasury Notes after Allowing for Adoption of Monetary Policies Involving "Quantitative Easing," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 67, issue 2, pages 181-200.
• Smile Dube & Yan Zhou, 2014, "Interest Rate Asymmetries in the Lending-Deposit Spread: A Case - Asimmetrie del tasso di interesse nello spread prestiti-depositi: studio di un caso," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 67, issue 2, pages 201-227.
• Marco Tronzano, 2014, "Interest Rates, Expected Inflation and Structural Breaks: Further Evidence on the Fisher Effect in India (1996-2013) - Tassi di interesse, inflazione attesa e cambiamenti strutturali: nuova evidenza e," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 67, issue 4, pages 531-554.
• Agnieszka Szczypińska, 2014, "Does the halo effect still hold? The (post-) crisis perspective for the euro candidates," MF Working Papers, Ministry of Finance in Poland, number 18, Jan.
• Peter Spahn, 2014, "Böhm-Bawerk und die Anfänge der monetären Zinstheorie," ROME Working Papers, ROME Network, number 201404, Apr.
• Joscha Beckmann & Ansgar Belke & Christian Dreger, 2014, "The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule," ROME Working Papers, ROME Network, number 201410, Sep.
• Stefano Neri, 2014, "The Impact of the Sovereign Debt Crisis on Bank Lending Rates in the Euro Area," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 5-6, September.
• Harold P. E. Ngawala, 2014, "A Portrait of Informal Sector Credit and Interest Rates in Malawi: Interpolated Monthly Time Series," ERSA Working Paper Series, Economic Research Southern Africa, number 446, Jul.
• Ferdi Botha & Gavin Keeton, 2014, "A Note on the (continued) Ability of the Yield Curve to Forecast Economic Downturns in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 449, Aug.
• Guangling Dave Liu & Hylton Hollander, 2014, "Credit spread variability in U.S. business cycles: The Great Moderation versus the Great Recession," ERSA Working Paper Series, Economic Research Southern Africa, number 454, Aug.
• Pami Dua & Nishita Raje, 2014, "Determinants of Yields on Government Securities in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 8, issue 4, pages 375-400, November, DOI: 10.1177/0973801014544577.
• Rajendra Narayan Paramanik & Bandi Kamaiah, 2014, "A Structural Vector Autoregression Model for Monetary Policy Analysis in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 8, issue 4, pages 401-429, November, DOI: 10.1177/0973801014544580.
• Gurbachan Singh, 2014, "Overcoming Zero Lower Bound on Interest Rate without any Inflation or Inflationary Expectations," South Asian Journal of Macroeconomics and Public Finance, , volume 3, issue 1, pages 1-38, June, DOI: 10.1177/2277978714525308.
• Dongkoo Chang & Jami'ah Jaffar, 2014, "Monetary Policy Towards Inclusive Growth: The Case of Korea," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp05, Jun.
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• A. Monta & L. Olmos, 2014, "Do the Spanish regions converge? A unit root analysis for the HDI of the Spanish regions," Applied Economics, Taylor & Francis Journals, volume 46, issue 34, pages 4218-4230, December, DOI: 10.1080/00036846.2014.952895.
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