Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E43: Interest Rates: Determination, Term Structure, and Effects

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Forecasting Economic Activity Using Financial Variables
2. Monetary Theory

2015

• 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

• 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.
• 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, undated, "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.
• 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.
• Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014, "Low Frequency Effects of Macroeconomic News on Government Bond Yields," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 372, Aug.
• Jiri Rotschedl, 2014, "The sensitivity of households to interest rate - analysis of the relationship of interest rates and the amount of loans and deposits in the Czech Republic," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0702647, Oct.
• Sami Taban & Tayfur Bayat & Ferit Önder, 2014, "Fisher Effect in Austria Causality Approach," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 0401542, Jul.
• Arif Dar & Amaresh Samantaraya & Firdous Shah, 2014, "The predictive power of yield spread: evidence from wavelet analysis," Empirical Economics, Springer, volume 46, issue 3, pages 887-901, May, DOI: 10.1007/s00181-013-0705-6.
• Constantine Alexandrakis, 2014, "Technological change and the U.S. real interest rate," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 4, pages 672-686, October, DOI: 10.1007/s12197-012-9246-7.
• Richard Cebula & Fiorentina Angjellari-Dajci & Maggie Foley, 2014, "An exploratory empirical inquiry into the impact of federal budget deficits on the ex post real interest rate yield on ten year Treasury notes over the last half century," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 4, pages 712-720, October, DOI: 10.1007/s12197-014-9280-8.
• Michael Magill & Martine Quinzii, 2014, "Term structure and forward guidance as instruments of monetary policy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 56, issue 1, pages 1-32, May, DOI: 10.1007/s00199-013-0773-z.
• Luís Oliveira & João Vidal Nunes & Luís Malcato, 2014, "The performance of deterministic and stochastic interest rate risk measures:," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 13, issue 3, pages 141-165, December, DOI: 10.1007/s10258-014-0104-8.
• Christoph Weißer, 2014, "Replication in the narrow sense of "Financial Stability, the Trilemma, and International Reserves" (Obstfeld, Shambaugh & Taylor 2010)," Replication Working Papers, Institut für Statistik und Ökonometrie, Wirtschaftswissenschaftliche Fakultät, Georg-August-Universität Göttingen, Replication project, number 1/2014, Mar.
• Hylton Hollander & Guangling Liu, 2014, "Credit spread variability in U.S. business cycles: the Great Moderation versus the Great Recession," Working Papers, Stellenbosch University, Department of Economics, number 15/2014.
• Alfred A. Haug, 2014, "On real interest rate persistence: the role of breaks," Applied Economics, Taylor & Francis Journals, volume 46, issue 10, pages 1058-1066, April, DOI: 10.1080/00036846.2013.864043.
• Michał Brzoza-Brzezina & Jacek Kotłowski, 2014, "Measuring the natural yield curve," Applied Economics, Taylor & Francis Journals, volume 46, issue 17, pages 2052-2065, June, DOI: 10.1080/00036846.2013.829204.
• 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.
• Till Strohsal & Enzo Weber, 2014, "Mean-variance cointegration and the expectations hypothesis," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 11, pages 1983-1997, November, DOI: 10.1080/14697688.2013.814974.
• Hande Kucuk & Pinar Ozlu & Anil Talasli & Deren Unalmis & Canan Yuksel, 2014, "Interest Rate Corridor, Liquidity Management and the Overnight Spread," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1402.
• Mustafa Kilinc & Cengiz Tunc, 2014, "Identification of Monetary Policy Shocks in Turkey: A Structural VAR Approach," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1423.
• Nikola Mirkov, 2014, "International financial transmission of the Fed's monetary policy," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 7, issue 2, pages 7-49, September.
• Josh Stillwagon, 2014, "Testing the Expectations Hypothesis with Survey Forecasts: The Impacts of Consumer Sentiment and the Zero Lower Bound in an I(2) CVAR," Working Papers, Trinity College, Department of Economics, number 1401, Jan.
• Mark Setterfield, 2014, "An essay on horizontalism, structuralism and historical time," Working Papers, Trinity College, Department of Economics, number 1402, Mar.
• Matthias Neuenkirch & Pierre L. Siklos, 2014, "When is Lift-off? Evaluating Forward Guidance from the Shadow," Research Papers in Economics, University of Trier, Department of Economics, number 2014-03.
• Gollier, Christian, 2014, "Gamma discounters are short-termist," TSE Working Papers, Toulouse School of Economics (TSE), number 14-499, Jun, revised Oct 2014.
• , & Diewert, Erwin, 2014, "The Treatment of Financial Transactions in the SNA: A User Cost Approach," Economics working papers, Vancouver School of Economics, number erwin_diewert-2014-8, Feb, revised 20 Feb 2014.
• Venky Venkateswaran & Randall Wright, 2014, "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Macroeconomics Annual, University of Chicago Press, volume 28, issue 1, pages 227-270, DOI: 10.1086/674600.
• Ivan Mendieta-Muñoz, 2014, "Is there any relationship between the rates of interest and profit in the U.S. economy?," Studies in Economics, School of Economics, University of Kent, number 1416, Dec.
• Jagjit S. Chadha & Alex Waters, 2014, "Applying a Macro-Finance Yield Curve to UK Quantitative Easing," Studies in Economics, School of Economics, University of Kent, number 1418, Dec.
• Jin Cheng & Meixing Dai & Frédéric Dufourt, 2014, "Banking and Sovereign Debt Crises in Monetary Union Without Central Bank Intervention," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2014-05.
• Mirko Abbritti & Salvatore Dell'Erba & ​Antonio Moreno & Sergio Sola, 2014, "Global Factors in the Term Structure of Interest Rates," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/14, Jan.
• Purczyńskiz Jan & Bednarz-Okrzyńska Kamila, 2014, "Application of Generalized Student’s T-Distribution In Modeling The Distribution of Empirical Return Rates on Selected Stock Exchange Indexes," Folia Oeconomica Stetinensia, Paradigm, volume 13, issue 2, pages 37-48, July, DOI: 10.2478/foli-2013-0022.
• Pierre L. Siklos, Matthias Neuenkirch, 2014, "How Monetary Policy is Made: Two Canadian Tales," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number 0075, Mar, revised 01 Mar 2014.
• M. Neuenkirch, P. Siklos, 2014, "When Is Lift-Off? Evaluating Forward Guidance From The Shadow," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number wm0066, Mar.
• Yunus Aksoy & Henrique S. Basso, 2014, "Liquidity, Term Spreads and Monetary Policy," Economic Journal, Royal Economic Society, volume 124, issue 581, pages 1234-1278, December.
• Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014, "Information In The Yield Curve: A Macro‐Finance Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 1, pages 42-64, January, DOI: 10.1002/jae.2305.
• Borus Jungbacker & Siem Jan Koopman & Michel Wel, 2014, "Smooth Dynamic Factor Analysis With Application To The Us Term Structure Of Interest Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 1, pages 65-90, January, DOI: 10.1002/jae.2319.
• Dick Dijk & Siem Jan Koopman & Michel Wel & Jonathan H. Wright, 2014, "Forecasting interest rates with shifting endpoints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 5, pages 693-712, August.
• Grégory Levieuge & Yannick Lucotte, 2014, "A Simple Empirical Measure of Central Banks' Conservatism," Southern Economic Journal, John Wiley & Sons, volume 81, issue 2, pages 409-434, October, DOI: 10.4284/0038-4038-2012.113.
• Reint Gropp & Christoffer Kok & Jung-Duk Lichtenberger, 2014, "The Dynamics of Bank Spreads and Financial Structure," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 04, pages 1-53, DOI: 10.1142/S2010139214500141.
• Fricke, Christoph & Menkhoff, Lukas, 2014, "Financial conditions, macroeconomic factors and (un)expected bond excess returns," Discussion Papers, Deutsche Bundesbank, number 35/2014.
• Moretti, Laura, 2014, "Monetary policy, long real yields and the financial crisis," CFS Working Paper Series, Center for Financial Studies (CFS), number 457.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2014, "Stability and Identification with Optimal Macroprudential Policy Rules," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 95979, Apr.
• Beckmann, Joscha & Belke, Ansgar & Dreger, Christian, 2014, "The relevance of international spillovers and asymmetric effects in the Taylor rule," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 359.
• Engler, Philipp & Große Steffen, Christoph, 2014, "Sovereign risk, interbank freezes, and aggregate fluctuations," Discussion Papers, Free University Berlin, School of Business & Economics, number 2014/35.
• Neuberger, Doris & Räthke-Döppner, Solvig, 2014, "The role of demographics in small business loan pricing," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 134.
• Born, Benjamin & Müller, Gernot J. & Pfeifer, Johannes, 2015, "Does austerity pay off?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 77, revised 2015.
• Albertini, Julien & Poirier, Arthur, 2014, "Unemployment benefits extensions at the zero lower bound on nominal interest rate," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-019.
• Chen, Cathy Yi-hsuan & Härdle, Wolfgang Karl & Hien, Pham-thu, 2014, "The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trends," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-039.
• Wollmershäuser, Timo & Hristov, Nikolay & Hülsewig, Oliver & Siemsen, Thomas, 2014, "Smells Like Fiscal Policy? Assessing the Potential Effectiveness of the ECB s OMT Program," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100280.
• Belke, Ansgar & Beckmann, Joscha & Dreger, Christian, 2014, "Does the foreign interest rate matter for monetary policy? Evidence from nonlinear Taylor rules," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100450.
• Amir Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2014, "Drifts, Volatilities and Impulse Responses Over the Last Century," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100562.
• Dechert, Andreas, 2014, "Fraktionale Kointegrationsbeziehungen zwischen Euribor-Zinssätzen," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 93.
• Eric T. Swanson & John C. Williams, 2014, "Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates," American Economic Review, American Economic Association, volume 104, issue 10, pages 3154-3185, October.
• Benjamin Born & Johannes Pfeifer, 2014, "Risk Matters: The Real Effects of Volatility Shocks: Comment," American Economic Review, American Economic Association, volume 104, issue 12, pages 4231-4239, December.
• Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu, 2014, "Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment," American Economic Review, American Economic Association, volume 104, issue 1, pages 323-337, January.
• Jonathan H. Wright, 2014, "Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply," American Economic Review, American Economic Association, volume 104, issue 1, pages 338-341, January.
• Mark Aguiar & Manuel Amador & Emmanuel Farhi & Gita Gopinath, 2014, "Sovereign Debt Booms in Monetary Unions," American Economic Review, American Economic Association, volume 104, issue 5, pages 101-106, May.
• Robert Barsky & Alejandro Justiniano & Leonardo Melosi, 2014, "The Natural Rate of Interest and Its Usefulness for Monetary Policy," American Economic Review, American Economic Association, volume 104, issue 5, pages 37-43, May.
• John B. Taylor, 2014, "The Role of Policy in the Great Recession and the Weak Recovery," American Economic Review, American Economic Association, volume 104, issue 5, pages 61-66, May.
• Fernando Alvarez & Francesco Lippi, 2014, "Persistent Liquidity Effects and Long-Run Money Demand," American Economic Journal: Macroeconomics, American Economic Association, volume 6, issue 2, pages 71-107, April.
• J. W. Mason & Arjun Jayadev, 2014, ""Fisher Dynamics" in US Household Debt, 1929-2011," American Economic Journal: Macroeconomics, American Economic Association, volume 6, issue 3, pages 214-234, July.
• Eric Monnet, 2014, "Monetary Policy without Interest Rates: Evidence from France's Golden Age (1948 to 1973) Using a Narrative Approach," American Economic Journal: Macroeconomics, American Economic Association, volume 6, issue 4, pages 137-169, October.
• Harold Ngalawa, 2014, "A Portrait Of Informal Sector Credit And Interest Rates In Malawi: Interpolated Monthly Time Series," The African Finance Journal, Africagrowth Institute, volume 16, issue 2, pages 64-81.
• Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2014, "Information in the yield curve: A macro-finance approach," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014007, Jan.
• Mahmut Zortuk & Mehmet Yunus Çelik, 2014, "The Relationship Between Bank Loans and Economic Growth In Turkey: 1995-2010," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 2, issue 2, pages 51-60, December, DOI: http://dx.doi.org/10.17093/aj.2014..
• Pawel Gajewski, 2014, "Sovereign spreads and financial market behavior before and during the crisis," Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology, number 4/2014, Sep.
• Helder Ferreira de Mendonça & Kelli Manhães Pessanha, 2014, "Fiscal insurance and public debt management: Evidence for a large emerging economy," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 15, issue 2, pages 162-173.
• Cleomar Gomes da Silva & Manoel Carlos de Castro Pires & Fábio Henrique Bittes Terra, 2014, "The effects of public debt management on macroeconomic equilibrium: An analysis of the Brazilian economy," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 15, issue 2, pages 174-188.
• Marcelo L. Moura & Rafael L. Gaião, 2014, "Impact Of Macroeconomic Surprises On Thebrazilian Yield Curve And Expected Inflation," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 051.
• André Sander Diniz & Laura Carvalho & Ítalo Martins & Pedro Rossi, 2014, "Custos Fiscais Da Política Monetária: Os Efeitos Indiretos De Um Choque De Juros Sobre A Dívida Líquida Do Setor Público," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 050.
• Robert A. Jarrow, 2014, "Forward Rate Curve Smoothing," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 443-458, December.
• César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel, 2014, "Do Good Institutions Promote Counter-cyclical Macroeconomic Policies?," Working Papers, Peruvian Economic Association, number 3, Jan.
• Allechar Serrano-López & Alejandro Castro-Arias, 2014, "Financial Intermediation Spread and Market Power: the Case of Costa Rica," Documentos de Trabajo, Banco Central de Costa Rica, number 1304, Jan.
• Jean-Bernard Chatelain & Kirsten Ralf, 2014, "Stability and Identification with Optimal Macroprudential Policy Rules," Papers, arXiv.org, number 1404.3347, Apr.
• Christa Cuchiero & Claudio Fontana & Alessandro Gnoatto, 2014, "A general HJM framework for multiple yield curve modeling," Papers, arXiv.org, number 1406.4301, Jun, revised May 2015.
• Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2014, "Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1623.
• Katrin Woelfel & Christoph S. Weber, 2014, "Searching for the FED's Reaction Function," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 154, Jul.
• Soloschenko, Max & Weber, Enzo, 2014, "Capturing the Interaction of Trend, Cycle, Expectations and Risk Premia in the US Term Structure," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 475, Apr.
• Constantino Hevia & Martin Gonzalez-Rozada & Martin Sola & Fabio Spagnolo, 2014, "Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1403, Jul.
• Rhys R. Mendes, 2014, "The Neutral Rate of Interest in Canada," Discussion Papers, Bank of Canada, number 14-5, DOI: 10.34989/sdp-2014-5.
• Michael Ehrmann & Michael Ziegelmeyer, 2014, "Household Risk Management and Actual Mortgage Choice in the Euro Area," Staff Working Papers, Bank of Canada, number 14-1, DOI: 10.34989/swp-2014-1.
• Bruno Feunou & Jean-Sébastien Fontaine, 2014, "Bond Risk Premia and Gaussian Term Structure Models," Staff Working Papers, Bank of Canada, number 14-13, DOI: 10.34989/swp-2014-13.
• Gregory Bauer, 2014, "International House Price Cycles, Monetary Policy and Risk Premiums," Staff Working Papers, Bank of Canada, number 14-54, DOI: 10.34989/swp-2014-54.
• Jose Renato Haas Ornelas & Antonio Francisco de Almeida Silva Jr, 2014, "Testing the Liquidity Preference Hypothesis using Survey Forecasts," Working Papers Series, Central Bank of Brazil, Research Department, number 353, Apr.
• Michael Ehrmann & Michael Ziegelmeyer, 2014, "Household Risk Management and Actual Mortgage Choice in the Euro Area," BCL working papers, Central Bank of Luxembourg, number 84, Jan.
• Mark Setterfield, 2014, "Using Interest Rates as the Instrument of Monetary Policy: Beware Real effects, Positive Feedbacks, and Discontinuities," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 70, pages 7-22, June.
• Javier Andrés & Óscar Arce & Carlos Thomas, 2014, "Structural reforms in a debt overhang," Working Papers, Banco de España, number 1421, Jul.
• Alfredo Martín Oliver & Sonia Ruano Pardo & Vicente Salas Fumás, 2014, "Productivity and welfare: an application to the Spanish banking industry," Working Papers, Banco de España, number 1426, Oct.
• Danilo Liberati, 2014, "An estimated DSGE model with search and matching frictions in the credit market," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 986, Oct.
• Giuseppe Grande & Sergio Masciantonio & Andrea Tiseno, 2014, "The interest-rate sensitivity of the demand for sovereign debt. Evidence from OECD countries (1995-2011)," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 988, Oct.
• Franz Hamann & Marc Hofstetter & Miguel Urrutia, 2014, "Inflation Targeting in Colombia, 2002-2012," Borradores de Economia, Banco de la Republica de Colombia, number 818, May, DOI: 10.32468/be.818.
• Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014, "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Borradores de Economia, Banco de la Republica de Colombia, number 822, May, DOI: 10.32468/be.822.
• Mauricio Villamizar, 2014, "Identifying the Effects of Simultaneous Monetary Policy Shocks. Fear of Floating under Inflation targeting," Borradores de Economia, Banco de la Republica de Colombia, number 835, Aug, DOI: 10.32468/be.835.
• Luis Eduardo Arango & Ximena Chavarro & Eliana González, 2014, "Commodity price shocks and inflation within an optimal monetary policy framework: the case of Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 858, Dec, DOI: 10.32468/be.858.
• Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014, "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 32, issue 74, pages 68-86, June, DOI: 10.1016/S0120-4483(14)70028-4.
• Gilchrist, S. & Benoit Mojon, 2014, "Credit Risk in the Euro area," Working papers, Banque de France, number 482.
• Fulvio Pegoraro & Siegel, A. F. & Luca Tiozzo Pezzoli, 2014, "International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment," Working papers, Banque de France, number 489.
• Fulvio Pegoraro & Siegel, A. F. & Luca Tiozzo Pezzoli, 2014, "Specification Analysis of International Treasury Yield Curve Factors," Working papers, Banque de France, number 490.
• C. Bortoli & L. Harreau & Cyril Pouvelle, 2014, "Determinants of OECD countries sovereign yields: safe havens, purgatory, and the damned," Working papers, Banque de France, number 494.
• Caroline Jardet & A. Monks, 2014, "Euro Area monetary policy shocks: impact on financial asset prices during the crisis?," Working papers, Banque de France, number 512.
• Jean-Paul Renne, 2014, "Fixed-Income Pricing in a Non-Linear Interest-Rate Model," Working papers, Banque de France, number 517.
• Jean-Paul Renne, 2014, "Options Embedded in ECB Targeted Refinancing Operations," Working papers, Banque de France, number 518.
• Sarah Mouabbi, 2014, "An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia," Working papers, Banque de France, number 527.
• Miklos Vari, 2014, "Implementing monetary policy in a fragmented monetary union," Working papers, Banque de France, number 529.
• Andrew Scott & Elisa Faraglia & Rigas Oikonomou & Albert Marcet, 2015, "Government Debt Management: The Long and the Short of It (Plus Appendix)," Working Papers, Barcelona School of Economics, number 799, Sep.
• Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014, "An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "The transmission of unconventional monetary policy to the emerging markets".
• Robert N McCauley & Patrick McGuire, 2014, "Non-US banks' claims on the Federal Reserve," BIS Quarterly Review, Bank for International Settlements, March.
• Claudio Borio, 2014, "The international monetary and financial system: its Achilles heel and what to do about it," BIS Working Papers, Bank for International Settlements, number 456, Aug.
• Claudio Borio & Harold James & Hyun Song Shin, 2014, "The international monetary and financial system: a capital account historical perspective," BIS Working Papers, Bank for International Settlements, number 457, Aug.
• Ferdi Botha & Gavin Keeton, 2014, "A Note on the (Continued) Ability of the Yield Curve to Forecast Economic Downturns in South Africa," South African Journal of Economics, Economic Society of South Africa, volume 82, issue 3, pages 468-473, September.
• Olav Syrstad, 2014, "The impact of the Term Auction Facility on the liquidity risk premium and unsecured interbank spreads," Working Paper, Norges Bank, number 2014/07, May.
• Peter N. Ireland, 2014, "Monetary Policy, Bond Risk Premia, and the Economy," Boston College Working Papers in Economics, Boston College Department of Economics, number 852, Feb.
• Rodrigo Guimarães, 2014, "Expectations, risk premia and information spanning in dynamic term structure model estimation," Bank of England Staff Working Paper series, Bank of England, number 489, Mar.
• Venetia Bell & Alice Pugh, 2014, "The Bank of England Credit Conditions Survey," Bank of England Staff Working Paper series, Bank of England, number 515, Nov.
• Sheheryar Malik & Andrew Meldrum, 2014, "Evaluating the robustness of UK term structure decompositions using linear regression methods," Bank of England Staff Working Paper series, Bank of England, number 518, Dec.
• Minoas Koukouritakis & Athanasios P. Papadopoulos & Andreas Yannopoulos, 2014, "Transmission effects in the presence of structural breaks: evidence from south-eastern European countries," Working Papers, Bank of Greece, number 172, Jan.
• Ki-Ho Kim, 2014, "An Empirical Analysis of Asymmetries in the Term Structure of Korean Government Bonds (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2014-12, Apr.