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

2014

• Ehrmann, Michael & Ziegelmeyer, Michael, 2014, "Household Risk Management and Actual Mortgage Choice in the Euro Area," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 201406, Apr.
• Sha Liu, 2014, "The Impact of Textual Sentiment on Sovereign Bond Yield Spreads: Evidence from the Eurozone Crisis," Multinational Finance Journal, Multinational Finance Journal, volume 18, issue 3-4, pages 215-248, September.
• Alessia Paccagnini, 2014, "The Macroeconomic Determinants of the US Term-Structure during the Great Moderation," Working Papers, University of Milano-Bicocca, Department of Economics, number 274, Jun, revised Jun 2014.
• Dániel Horváth & Péter Kálmán & Zalán Kocsis & Imre Ligeti, 2014, "What factors influence the yield curve?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 9, issue 1, pages 28-39, March.
• Orsolya Csortos & Kristóf Lehmann & Zoltán Szalai, 2014, "Theoretical considerations and practical experiences of forward guidance," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 9, issue 2, pages 45-55, July.
• István Ábel & Kristóf Lehmann & Gergõ Motyovszki & Zoltán Szalai, 2014, "Deflation fears in developed economies," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 9, issue 2, pages 7-17, July.
• Jean-Bernard Chatelain & Kirsten Ralf, 2014, "Stability and Identification with Optimal Macroprudential Policy Rules," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14034, Apr.
• M. de Sola Perea & Ch. Van Nieuwenhuyze, 2014, "Financial integration and fragmentation in the euro area," Economic Review, National Bank of Belgium, issue i, pages 99-125, June.
• Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014, "Information in the yield curve: A Macro-Finance approach," Working Paper Research, National Bank of Belgium, number 254, Mar.
• Hans Dewachter & Leonardo Iania & Marco Lyrio & Maite de Sola Perea, 2014, "A macro-financial analysis of the euro area sovereign bond market," Working Paper Research, National Bank of Belgium, number 259, Jun.
• Victor Bystrov, 2014, "A factor-augmented model of markup on mortgage loans in Poland," Bank i Kredyt, Narodowy Bank Polski, volume 45, issue 6, pages 491-512.
• Aurélien Leroy & Yannick Lucotte, 2014, "Heterogeneous monetary transmission process in the Eurozone: Does banking competition matter?," NBP Working Papers, Narodowy Bank Polski, number 171.
• Christopher F Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephen, 2014, "Credit rating agency downgrades and the Eurozone sovereign debt crises," NBP Working Papers, Narodowy Bank Polski, number 177.
• Ewa Stanisławska, 2014, "Interest rate pass-through in Poland. Evidence from individual bank data," NBP Working Papers, Narodowy Bank Polski, number 179.
• Michał Brzoza-Brzezina & Jacek Kotłowski & Kamil Wierus, 2014, "Can interest rate spreads stabilize the euro area?," NBP Working Papers, Narodowy Bank Polski, number 183.
• Carmen M. Reinhart & Vincent Reinhart & Kenneth Rogoff, 2014, "Dealing with Debt," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2014".
• Dick van Dijk & Robin L. Lumsdaine & Michel van der Wel, 2014, "Market Set-Up in Advance of Federal Reserve Policy Decisions," NBER Working Papers, National Bureau of Economic Research, Inc, number 19814, Jan.
• Mervyn King & David Low, 2014, "Measuring the ''World'' Real Interest Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 19887, Feb.
• John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2014, "Macroeconomic Drivers of Bond and Equity Risks," NBER Working Papers, National Bureau of Economic Research, Inc, number 20070, Apr.
• Simon Gilchrist & David López-Salido & Egon Zakrajšek, 2014, "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," NBER Working Papers, National Bureau of Economic Research, Inc, number 20094, May.
• Drew D. Creal & Jing Cynthia Wu, 2014, "Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 20115, May.
• Jing Cynthia Wu & Fan Dora Xia, 2014, "Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound," NBER Working Papers, National Bureau of Economic Research, Inc, number 20117, May.
• Christoph E. Boehm & Christopher L. House, 2014, "Optimal Taylor Rules in New Keynesian Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 20237, Jun.
• Stefan Nagel, 2014, "The Liquidity Premium of Near-Money Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 20265, Jun.
• Cristian Badarinza & John Y. Campbell & Tarun Ramadorai, 2014, "What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages," NBER Working Papers, National Bureau of Economic Research, Inc, number 20408, Aug.
• Gara Afonso & Ricardo Lagos, 2014, "Trade Dynamics in the Market for Federal Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 20419, Aug.
• Eric T. Swanson & John C. Williams, 2014, "Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 20486, Sep.
• John Fernald & Mark M. Spiegel & Eric T. Swanson, 2014, "Monetary Policy Effectiveness in China: Evidence from a FAVAR Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 20518, Sep.
• Guillaume Bazot & Michael D. Bordo & Eric Monnet, 2014, "The Price of Stability: The balance sheet policy of the Banque de France and the Gold Standard (1880-1914)," NBER Working Papers, National Bureau of Economic Research, Inc, number 20554, Oct.
• Don H. Kim & Jonathan H. Wright, 2014, "Jumps in Bond Yields at Known Times," NBER Working Papers, National Bureau of Economic Research, Inc, number 20711, Nov.
• Edda Claus & Iris Claus & Leo Krippner, 2014, "Asset markets and monetary policy shocks at the zero lower bound," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2014/03, Jul.
• Sebastian Schich & Yesim Aydin, 2014, "Measurement and analysis of implicit guarantees for bank debt: OECD survey results," OECD Journal: Financial Market Trends, OECD Publishing, volume 2014, issue 1, pages 39-67, DOI: 10.1787/fmt-2014-5jxzbv3r9rf4.
• Sebastian Schich & Michiel Bijlsma & Remco Mocking, 2014, "Improving the monitoring of the value of implicit guarantees for bank debt," OECD Journal: Financial Market Trends, OECD Publishing, volume 2014, issue 1, pages 7-37, DOI: 10.1787/fmt-2014-5jxzmkgjnt9x.
• Romain Bouis & Kei-Ichiro Inaba & Łukasz Rawdanowicz & Ane Kathrine Christensen, 2014, "Factors behind the Decline in Real Long-Term Government Bond Yields," OECD Economics Department Working Papers, OECD Publishing, number 1167, Oct, DOI: 10.1787/5jxvgg7q1322-en.
• Fudulache Adina Elena, 2014, "Modelling the Dynamics of Sovereign Risk Premium [Modelarea dinamicii primei de risc suveran]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Christian Gourieroux & Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne, 2014, "Regime Switching and Bond Pricing," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 2, pages 237-277.
• Popescu Iulian Vasile, 2014, "Mutations Driven by the Global Financial Crisis on the Hierarchy of Monetary Policy Transmission Mechanism Channels in CEE Countries," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 169-177, May.
• Stoica (Corbu) Luminiþa-Claudia, 2014, "Pre-university Education Financing in the Context of the EU’s Economic Crisis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 105-108, May.
• Rajmund Mirdala, 2014, "Interest rates and structural shocks in European transition economies," Business and Economic Horizons (BEH), Prague Development Center, volume 10, issue 4, pages 305-319, November.
• Michaela M. Kiermeier, 2014, "Essay on Wavelet analysis and the European term structure of interest rates," Business and Economic Horizons (BEH), Prague Development Center, volume 9, issue 4, pages 18-26, January.
• Dongho Song, 2014, "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-017, Apr.
• Michal Bernard Pietrzak & Justyna Wilk, 2014, "Economic distance in modeling spatial phenomena with the application of gravity model," Working Papers, Institute of Economic Research, number 4/2014, Mar, revised May 2014.
• Belanger, Gilles, 2014, "Interest Rates Rigidities and the Fisher Equation," MPRA Paper, University Library of Munich, Germany, number 54705, Feb.
• Vidakovic, Neven, 2014, "Pricing of retail deposits in Croatia: including the premium for country default," MPRA Paper, University Library of Munich, Germany, number 54840, Mar.
• Asonuma, Tamon, 2014, "Sovereign defaults, external debt and real exchange rate dynamics," MPRA Paper, University Library of Munich, Germany, number 55133, Mar.
• Cebula, Richard, 2014, "Impact of Federal Government Budget Deficits on the Longer-term Real Interest Rate in the U.S.: Evidence Using Annual and Quarterly Data, 1960-2013," MPRA Paper, University Library of Munich, Germany, number 55264, Mar.
• Cebula, Richard, 2014, "An Empirical Investigation into the Impact of U.S. Federal Government Budget Deficits on the Real Interest Rate Yield on Intermediate-term Treasury Debt Issues, 1972-2012," MPRA Paper, University Library of Munich, Germany, number 55269, Apr.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2014, "Stability and Identification with Optimal Macroprudential Policy Rules," MPRA Paper, University Library of Munich, Germany, number 55282, Apr.
• Cebula, Richard, 2014, "Have U.S. Budget Deficits Raised the Real Interest Rate Yield on Tax-Free Municipal Bonds?," MPRA Paper, University Library of Munich, Germany, number 55545, Apr.
• Dladla, Pholile & Malikane, Christopher & Ojah, Kalu, 2014, "The Elasticity of Intertemporal Substitution Reconsidered," MPRA Paper, University Library of Munich, Germany, number 55547, Apr.
• Malikane, Christopher & Ojah, Kalu, 2014, "Fisher's Relation and the Term Structure: Implications for IS Curves," MPRA Paper, University Library of Munich, Germany, number 55553, Apr.
• Cebula, Richard, 2014, "Current Evidence on the Impact of Budget Deficits on the Nominal Interest Rate Yield on Intermediate-term Debt Issues of the U.S. Treasury: An Analysis with Robustness Tests," MPRA Paper, University Library of Munich, Germany, number 55923, May.
• Sen Gupta, Abhijit & Sengupta, Rajeswari, 2014, "Is India Ready for Flexible Inflation-Targeting?," MPRA Paper, University Library of Munich, Germany, number 56430, Jun.
• Alexander, Gigi & Foley, Maggie, 2014, "On the Nominal Interest Rate Yield Response to Net Government Borrowing in the U.S.: An Empirical Analysis with Robustness Tests," MPRA Paper, University Library of Munich, Germany, number 56968, Jun.
• Gaspar, Catarina & Fuinhas, José Alberto & Marques, António Cardoso, 2014, "Endividamento antes e após a introdução do euro: análise ARDL do caso português
  [Indebtedness before and after euro: an ARDL analysis of Portugal]," MPRA Paper, University Library of Munich, Germany, number 57015, Jun.
• Guberman, Carlos & Cymbler, David, 2014, "Modelo de ciclo de negocios real con dinero endógeno y pasivo
  [A real business cycle model with endogenous and passive money]," MPRA Paper, University Library of Munich, Germany, number 57183, Jul.
• Olmos, Lorena & Sanso Frago, Marcos, 2014, "Natural Rate of Interest with Endogenous Growth, Financial Frictions and Trend Inflation," MPRA Paper, University Library of Munich, Germany, number 57212.
• Cebula, Richard, 2014, "An Investigation into the Impact of Federal Government Budget Deficits on the Ex Ante Real Interest Rate Yield on Treasury Notes in the U.S," MPRA Paper, University Library of Munich, Germany, number 57317, Jul.
• Cebula, Richard, 2014, "The Nominal Interest Rate Yield Response to Net Government Borrowing: GLM Estimates, 1972-2012," MPRA Paper, University Library of Munich, Germany, number 57428, Jul.
• Song, Jae Eun, 2014, "Competitive Search Equilibrium in the Credit Market under Asymmetric Information and Limited Commitment," MPRA Paper, University Library of Munich, Germany, number 57515, Jul.
• BLINOV, Sergey, 2014, "Денежная Политика Количественного Смягчения При Высоких Ставках Центрального Банка
  [Monetary Policy of Quantitative Easing at the Central Bank’s High Interest Rates]," MPRA Paper, University Library of Munich, Germany, number 58008, Aug.
• Wesselbaum, Dennis, 2014, "Fiscal and Monetary Policy Interactions in New Zealand," MPRA Paper, University Library of Munich, Germany, number 58763, Sep.
• Kim, Minseong, 2014, "Critique of IS-LM: fiscal deficits, loanable funds, Keynesian Cross and IS-LM," MPRA Paper, University Library of Munich, Germany, number 59422, Sep.
• Julia, Knolle, 2014, "An Empirical Comparison of Interest and Growth Rates," MPRA Paper, University Library of Munich, Germany, number 59520, Oct.
• Zaman, Gheorghe & Georgescu, George, 2014, "Challenges of bank lending in Romania on short, medium and long-term," MPRA Paper, University Library of Munich, Germany, number 60271, Oct.
• BLINOV, Sergey, 2014, "Monetary Policy of Quantitative Easing at the Central Bank’s High Interest Rates," MPRA Paper, University Library of Munich, Germany, number 60765, Dec.
• Ceballos, Luis & Naudon, Alberto & Romero, Damian, 2014, "Nominal Term Structure and Term Premia. Evidence from Chile," MPRA Paper, University Library of Munich, Germany, number 60911, Dec.
• Mulaj, Isa, 2014, "Organized Crime, Propaganda, Blackmails of Riinvest and OSI’s Nepotism, not the Banking Sector, is a Severe Barrier," MPRA Paper, University Library of Munich, Germany, number 61139, Dec.
• Mirdala, Rajmund, 2014, "Interest Rates and Structural Shocks in European Transition Economies," MPRA Paper, University Library of Munich, Germany, number 62031, Aug.
• Koepke, Robin, 2014, "Fed Policy Expectations and Portfolio Flows to Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 63519, May, revised 07 Apr 2015.
• Vidakovic, Neven & Radošević, Dubravko, 2014, "Monetary Policy versus Structural Reforms: The Case of Croatia," MPRA Paper, University Library of Munich, Germany, number 63955, Feb.
• Akturk, Halit, 2014, "Do Stock Returns Provide a Good Hedge Against Inflation? An Empirical Assessment Using Turkish Data during Periods of Structural Change," MPRA Paper, University Library of Munich, Germany, number 64465, Jul.
• Kui-Wai, Li, 2014, "Could there be a "Sub-market Interest Rate" in the IS-LM Framework?," MPRA Paper, University Library of Munich, Germany, number 64653, May.
• 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.

2013

• Ellis, Michael A. & Liu, Dandan, 2013, "Do FOMC forecasts add value to staff forecasts?," European Journal of Political Economy, Elsevier, volume 32, issue C, pages 332-340, DOI: 10.1016/j.ejpoleco.2013.09.004.
• Zeng, Zheng, 2013, "New tips from TIPS: Identifying inflation expectations and the risk premia of break-even inflation," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 2, pages 125-139, DOI: 10.1016/j.qref.2013.02.005.
• Esteve, Vicente & Navarro-Ibáñez, Manuel & Prats, María A., 2013, "The Spanish term structure of interest rates revisited: Cointegration with multiple structural breaks, 1974–2010," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 24-34, DOI: 10.1016/j.iref.2012.04.007.
• Lange, Ronald H., 2013, "The Canadian macroeconomy and the yield curve: A dynamic latent factor approach," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 261-274, DOI: 10.1016/j.iref.2012.10.003.
• Annaert, Jan & Claes, Anouk G.P. & De Ceuster, Marc J.K. & Zhang, Hairui, 2013, "Estimating the spot rate curve using the Nelson–Siegel model," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 482-496, DOI: 10.1016/j.iref.2013.01.005.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2013, "Global House Price Fluctuations: Synchronization and Determinants," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-07, Feb.
• Ippei Fujiwara & Lena Mareen Korber & Daisuke Nagakura, 2013, "Asymmetry in Government Bond Returns," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-12, Feb.
• Matthias Neuenkirch & Pierre L. Siklos, 2013, "What's in a Second Opinion? Shadowing the ECB and the Bank of England," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-46, Jul.
• Leo Krippner, 2013, "A Tractable Framework for Zero-Lower-Bound Gaussian Term Structure Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-49, Aug.
• Leo Krippner, 2013, "Faster Solutions for Black Zero Lower Bound Term Structure Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-66, Sep.
• Leo Krippner, 2013, "Efficient Jacobian Evaluations for Estimating Zero Lower Bound Term Structure Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-77, Dec.
• Barseghyan Gayane, 2013, "An Estimated Dynamic Stochastic General Equilibrium Model for Armenian Economy," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 13/11e, Oct.
• Sead Kreso, 2013, "Zašto Hrvatska i Bosna i Hercegovina imaju relativno visoku kamatnu stopuc," Ekonomija Economics, Rifin d.o.o., volume 20, issue 1, pages 299-334.
• Branko Parac, 2013, "Oporezivanje korporativne dobiti u Republici Hrvatskoj - 20 godina labirint," Ekonomija Economics, Rifin d.o.o., volume 20, issue 1, pages 91-130.
• Dean Karlan & Jonathan Zinman, 2013, "Long-Run Price Elasticities of Demand for Credit: Evidence from a Countrywide Field Experiment in Mexico," Working Papers, Economic Growth Center, Yale University, number 1024, May.
• Luciana Seabra & David Dequech, 2013, "Financial conventions and basic interest rate in Brazil: a first approach," Brazilian Journal of Political Economy, Center of Political Economy, volume 33, issue 4, pages 599-618.
• L. Randall Wray, 2013, "Is there room for bulls, bears and States in the circuit?," Chapters, Edward Elgar Publishing, chapter 6, in: Louis-Philippe Rochon & Mario Seccareccia, "Monetary Economies of Production".
• André de Melo Modenesi & Rui Lyrio Modenesi & José Luis Oreiro & Norberto Montani Martins, 2013, "Convention, interest rates and monetary policy: a post-Keynesian–French-conventions-school approach," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 10, issue 1, pages 76-92.
• Philip Arestis, 2013, "Economic theory and policy: a coherent post-Keynesian approach," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 10, issue 2, pages 243-255.
• Dimitris Vas. Seremetis & Anastasios P. Pappas, 2013, "Government bond yield spreads determination: a matter of fundamentals or market overreaction? Evidence from over-borrowed European countries," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 10, issue 3, pages 342-358, December.
• Scott T. Fullwiler, 2013, "An endogenous money perspective on the post-crisis monetary policy debate," Review of Keynesian Economics, Edward Elgar Publishing, volume 1, issue 2, pages 171-194, January.
• James Culham & John E. King, 2013, "Horizontalists and Verticalists after 25 years," Review of Keynesian Economics, Edward Elgar Publishing, volume 1, issue 4, pages 391—405-3, October.
• Thomas I. Palley, 2013, "Horizontalists, verticalists, and structuralists: the theory of endogenous money reassessed," Review of Keynesian Economics, Edward Elgar Publishing, volume 1, issue 4, pages 406—424-4, OCT.
• Ivan Jeliazkov, 2013, "Nonparametric Vector Autoregressions: Specification, Estimation, and Inference," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031009.
• Thomas Greve & Michael G. Pollitt, 2013, "Determining the optimal length of regulatory guarantee: A Length-of-Contract Auction," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1325, Nov.
• Morten Balling & Ernest Gnan, 2013, "The development of financial markets and financial theory: 50 years of interaction," SUERF 50th Anniversary Volume Chapters, SUERF - The European Money and Finance Forum, chapter 5, in: Morten Balling & Ernest Gnan, "50 Years of Money and Finance: Lessons and Challenges".
• Morten Balling & Peter Egger & Ernest Gnan (ed.), 2013, "States, Banks, and the Financing of the Economy: Fiscal Policy and Sovereign Risk Perspectives," SUERF Studies, SUERF - The European Money and Finance Forum, number 2013/2, ISBN: ARRAY(0x7c851ef8), May.
• Morten Balling & Patricia Jackson & Ernest Gnan (ed.), 2013, "States, Banks and the Financing of the Economy: Monetary Policy and Regulatory Perspectives," SUERF Studies, SUERF - The European Money and Finance Forum, number 2013/3, ISBN: ARRAY(0x7da9b368), May.
• Douglas Mair & Evangelos Charos & Hossein Kazemi & Anthony J. Laramy, 2013, "The Determinants of New Orders of Non-Defence Capital Goods and Its Relationship to Business Fixed Investment Expenditures: 1992 to 2010," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 71-92.
• Antoine Bommier & François Le Grand, 2013, "A Robust Approach to Risk Aversion," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 13/172, Jan.
• Dominik Menno & Tommaso Oliviero, 2013, "Financial Intermediation, House Prices, and the Distributive Effects of the U.S. Great Recession," Economics Working Papers, European University Institute, number ECO2013/05.
• Sergey Ivashchenko, 2013, "Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2013/02, Jan.
• Jack R. Rogers, 2013, "Monetary Transmission to UK Retail Mortgage Rates before and after August 2007," Discussion Papers, University of Exeter, Department of Economics, number 1307.
• Gönül AKINCI & Merter AKINCI & Ömer YILMAZ, 2013, "Stock – Watson Eşbütünleşme Analizi Yardımıyla Altın Fiyatları Mekanizması Üzerine," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 24, issue 86, pages 55-81, DOI: 10.5455/ey.35107.
• Paul Hubert & Mathilde Viennot, 2013, "The monetary transmission mechanism in France: effects of the policy interest rate on bank interest rates and credit conditions," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper17, Feb.
• Ali Ozdagli, 2013, "Not so fast: high-frequency financial data for macroeconomic event studies," Working Papers, Federal Reserve Bank of Boston, number 13-19, Dec.
• Jens H. E. Christensen, 2013, "A Regime-Switching Model of the Yield Curve at the Zero Bound," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-34, DOI: 10.24148/wp2013-34.
• Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2013, "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-38, Dec, DOI: 10.24148/wp2013-38.
• Jens H. E. Christensen & Glenn D. Rudebusch, 2013, "Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-39, Dec, DOI: 10.24148/wp2013-39.
• Taisuke Nakata, 2013, "Uncertainty at the zero lower bound," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-09.
• Olesya V. Grishchenko & Joel M. Vanden & Jianing Zhang, 2013, "The informational content of the embedded deflation option in TIPS," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-24.
• Oliver de Groot & Fédéric Holm-Hadulla & Nadine Leiner-Killinger, 2013, "Cost of borrowing shocks and fiscal adjustment," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-59.
• Simon Gilchrist & J. David López-Salido & Egon Zakrajšek, 2014, "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-03, Jan.
• Thomas B. King, 2013, "A Portfolio-Balance Approach to the Nominal Term Structure," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-18, Nov.
• Andrea Monticini & Daniel L. Thornton, 2013, "The effect of underreporting on LIBOR rates," Working Papers, Federal Reserve Bank of St. Louis, number 2013-008, DOI: 10.20955/wp.2013.008.
• William T. Gavin & Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2013, "The stimulative effect of forward guidance," Working Papers, Federal Reserve Bank of St. Louis, number 2013-38, DOI: 10.20955/wp.2013.038.
• Jennie Bai & Michael J. Fleming & Casidhe Horan, 2013, "The Microstructure of China's Government Bond Market," Staff Reports, Federal Reserve Bank of New York, number 622, May.
• Linda S. Goldberg & Christian Grisse, 2013, "Time variation in asset price responses to macro announcements," Staff Reports, Federal Reserve Bank of New York, number 626, Aug.
• Antoine Martin & James J. McAndrews & Ali Palida & David R. Skeie, 2013, "Federal Reserve tools for managing rates and reserves," Staff Reports, Federal Reserve Bank of New York, number 642, Sep.
• Peter G. Dunne & Michael J. Fleming & Andrey Zholos, 2013, "ECB monetary operations and the interbank repo market," Staff Reports, Federal Reserve Bank of New York, number 654, Dec.
• Natalia Luksha & Pavel Trunin, 2013, "Russia’s Monetary Policy in 2012," Published Papers, Gaidar Institute for Economic Policy, number 150, revised 2013.
• Pavel Trunin & Eugene Goryunov, 2013, "Банк России На Перепутье: Стоит Ли Смягчать Денежно-Кредитную Политику? (The Bank of Russia at a Crossroads: Whether to Ease Monetary Policy?)," Working Papers, Gaidar Institute for Economic Policy, number 134, revised 2015.
• Salvatore Dell'Erba & Sergio Sola, 2013, "Fiscal Policy, Interest Rates and Risk Premia in Open Economy," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 05-2013, Feb.
• Sergio Sola, 2013, "Temporary and Persistent Fiscal Policy Shocks," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 06-2013, Feb.
• António Afonso & Michael G. Arghyrou & George Bagdatoglou & Alexandros Kontonikas, 2013, "On the time-varying relationship between EMU sovereign spreads and their determinants," Working Papers, Business School - Economics, University of Glasgow, number 2013_05, Feb.
• Karim Azizi & Nicolas Canry & Jean-Bernard Chatelain & Bruno Tinel, 2013, "Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00818474, Apr.
• Nicolas Canry & Jean-Bernard Chatelain & Bruno Tinel, 2013, "Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00825446, Apr.
• Gilbert Cette & Marielle De Jong, 2013, "Market-implied inflation and growth rates adversely affected by the Brent," Post-Print, HAL, number hal-01499631.
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• Edouard Challe & François Le Grand & Xavier Ragot, 2013, "Incomplete markets, liquidation risk, and the term structure of interest rates," Post-Print, HAL, number hal-02313134, Nov, DOI: 10.1016/j.jet.2013.10.003.
• Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013, "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," Post-Print, HAL, number hal-03399472, Aug, DOI: 10.1093/rfs/hht013.
• Nicolas Canry & Jean-Bernard Chatelain & Bruno Tinel, 2013, "Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions," Post-Print, HAL, number halshs-00825446, Apr.
• Edouard Challe & François Le Grand & Xavier Ragot, 2013, "Incomplete markets, liquidation risk, and the term structure of interest rates," Post-Print, HAL, number halshs-00944920, Nov, DOI: 10.1016/j.jet.2013.10.003.
• Edouard Challe & François Le Grand & Xavier Ragot, 2013, "Incomplete markets, liquidation risk, and the term structure of interest rates," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-02313134, Nov, DOI: 10.1016/j.jet.2013.10.003.
• Edouard Challe & François Le Grand & Xavier Ragot, 2013, "Incomplete markets, liquidation risk, and the term structure of interest rates," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00944920, Nov, DOI: 10.1016/j.jet.2013.10.003.
• Edouard Challe & François Le Grand & Xavier Ragot, 2013, "Incomplete markets, liquidation risk, and the term structure of interest rates," PSE Working Papers, HAL, number hal-00843147, Jul.
• Karim Azizi & Nicolas Canry & Jean-Bernard Chatelain & Bruno Tinel, 2013, "Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions," Working Papers, HAL, number hal-00818474, Apr.
• Edouard Challe & François Le Grand & Xavier Ragot, 2013, "Incomplete markets, liquidation risk, and the term structure of interest rates," Working Papers, HAL, number hal-00843147, Jul.
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• Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias, 2013, "Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-517, Aug.
• John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2013, "Macroeconomic Drivers of Bond and Equity Risks," Harvard Business School Working Papers, Harvard Business School, number 14-031, Sep, revised Aug 2018.
• Emmanuel Mamatzakis, 2013, "Are there any Animal Spirits behind the Scenes of the Euro area Sovereign Debt Crisis?," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE, number 72, Jul.
• Johansson, Tony & Ljungberg, Jonas, 2013, "Asymmetric Trends and European Monetary Policy in the post-Bretton Woods Era," Lund Papers in Economic History, Lund University, Department of Economic History, number 128, Mar.
• Baum, Christopher & Karpava, Margarita & Schäfer, Dorothea & Stephan, Andreas, 2013, "Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises," Ratio Working Papers, The Ratio Institute, number 224, Nov.
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• Alicia Garcia-Herrero & Eric Girardin, 2013, "China's Monetary Policy Communication: Money Markets not only Listen, They also Understand," Working Papers, Hong Kong Institute for Monetary Research, number 022013, Feb.
• Charles Corcoran, 2013, "Yield Curve Investing: Optimizing Riskadjusted Returns," Global Journal of Business Research, The Institute for Business and Finance Research, volume 7, issue 2, pages 95-102.
• Hyun Jeong Kim & Hyun Song Shin & Jacho Yun, 2013, "Monetary Aggregates and the Central Bank’s Financial Stability Mandate," International Journal of Central Banking, International Journal of Central Banking, volume 9, issue 1, pages 69-108, January.
• Hanno Lustig, 2013, "A European History Lesson for Today’s Central Bankers," International Journal of Central Banking, International Journal of Central Banking, volume 9, issue 1, pages 109-120, March.
• Mr. Hideaki Hirata & Mr. Ayhan Kose & Mr. Christopher Otrok & Mr. Marco Terrones, 2013, "Global House Price Fluctuations: Synchronization and Determinants," IMF Working Papers, International Monetary Fund, number 2013/038, Feb.
• Mr. Raphael A Espinoza & Mr. Dimitrios P. Tsomocos, 2013, "Monetary Transaction Costs and the Term Premium," IMF Working Papers, International Monetary Fund, number 2013/085, Apr.
• Mr. Giovanni Dell'Ariccia & Mr. Luc Laeven & Mr. Gustavo Suarez, 2013, "Bank Leverage and Monetary Policy's Risk-Taking Channel: Evidence from the United States," IMF Working Papers, International Monetary Fund, number 2013/143, Jun.
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• Thomas I. Palley, 2013, "Horizontalists, verticalists, and structuralists: The theory of endogenous money reassessed," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 121-2013.
• Ashima Goyal & Sanchit Arora, 2013, "Estimating the Indian natural interest rate and evaluating policy," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2013-017, Sep.
• Gheorghe ZAMAN, 2013, "Aspects And Trends Of Crediting The Romanian Economy In Lei And Foreign Currency During The Pre- And Post-Accession Periods," Romanian Journal of Economics, Institute of National Economy, volume 36, issue 1(45), pages 5-29, June.
• Peter Claeys & Borek Vašícek, 2013, "“How systemic is Spain for Europe?”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201301, Feb, revised Feb 2013.
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• Michael Berlemann & Julia Freese, 2013, "Monetary policy and real estate prices: a disaggregated analysis for Switzerland," International Economics and Economic Policy, Springer, volume 10, issue 4, pages 469-490, December, DOI: 10.1007/s10368-012-0222-7.
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• Michael Ehrmann & Marcel Fratzscher, 2013, "Dispersed communication by central bank committees and the predictability of monetary policy decisions," Public Choice, Springer, volume 157, issue 1, pages 223-244, October, DOI: 10.1007/s11127-012-9941-0.
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• María O González & Frank Skinner & Samuel Agyei-Ampomah, 2013, "Term structure information and bond strategies," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 1, pages 53-74, July, DOI: 10.1007/s11156-012-0300-5.
• Sheikh Khurram Fazal & Muhammad Abdus Salam, 2013, "Interest Rate Pass-Through: Empirical Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 18, issue 1, pages 39-62, Jan-June.
• Schenkelberg, Heike & Watzka, Sebastian, 2013, "Real effects of quantitative easing at the zero lower bound: Structural VAR-based evidence from Japan," Munich Reprints in Economics, University of Munich, Department of Economics, number 19757.
• Cruces, Juan J. & Trebesch, Christoph, 2013, "Sovereign defaults: The price of haircuts," Munich Reprints in Economics, University of Munich, Department of Economics, number 20036.
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