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

2013

• Łukasz Rawdanowicz & Romain Bouis & Shingo Watanabe, 2013, "The Benefits and Costs of Highly Expansionary Monetary Policy," OECD Economics Department Working Papers, OECD Publishing, number 1082, Aug, DOI: 10.1787/5k41zq8lwj9v-en.
• David Turner & Francesca Spinelli, 2013, "The Effect of Government Debt, External Debt and their Interaction on OECD Interest Rates," OECD Economics Department Working Papers, OECD Publishing, number 1103, Dec, DOI: 10.1787/5k3ttg5c0026-en.
• Croitoru Lucian, 2013, "Are We Going to Have Deflation and Current Account Surpluses? [Vom avea deflaţie şi surplusuri de cont curent?]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Croitoru Lucian, 2013, "The Stabilizing Effects’ Illusion of the “Command and Control”-Type Regulation [Iluzia efectelor stabilizatoare ale reglementării de tip “comandă şi control”]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Mathias Lahnsteiner, 2013, "Private Sector Debt in CESEE EU Member States," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 30-47.
• Ulrich Gunter & Gerald Krenn & Michael Sigmund, 2013, "Macroeconomic, Market and Bank-Specific Determinants of the Net Interest Margin in Austria," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 25, pages 87-101.
• Hiroshi Nakaota & Yuichi Fukuta, 2013, "The Leading Indicator Property of the Term Spread and the Monetary Policy Factors in Japan," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 13-09, May, revised Jul 2013.
• Hiroshi Nakaota & Yuichi Fukuta, 2013, "The Leading Indicator Property of the Term Spread and the Monetary Policy Factors in Japan," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 13-09-Rev, Jul.
• Alfred A. Haug, 2013, "On Real Interest Rate Persistence: The Role of Breaks," Working Papers, University of Otago, Department of Economics, number 1303, Jan, revised Jan 2013.
• Alain Monfort & Jean-Paul Renne, 2013, "Default, Liquidity, and Crises: an Econometric Framework," Journal of Financial Econometrics, Oxford University Press, volume 11, issue 2, pages 221-262, March.
• Jagjit S. Chadha & Philip Turner & Fabrizio Zampolli, 2013, "The ties that bind: monetary policy and government debt management," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 29, issue 3, pages 548-581, AUTUMN.
• John Muellbauer, 2013, "Conditional eurobonds and the eurozone sovereign debt crisis," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 29, issue 3, pages 610-645, AUTUMN.
• Eugene F. Fama, 2013, "Does the Fed Control Interest Rates?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 3, issue 2, pages 180-199.
• Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013, "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 8, pages 1914-1961.
• Radulescu Magdalena & Stanciu Radu, 2013, "The Euro Changeover Monetary Strategies of the European States that Joined the European Union: Bulgaria, Romania, Hungary, Czech Republic and PolandAbstract:One of the most ambitious projects undertaken by the European Union focuses on its own expans," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 686-692, May.
• Martin Ellison & Andreas Tischbirek, 2013, "Unconventional government debt purchases as a supplement to conventional monetary policy," Economics Series Working Papers, University of Oxford, Department of Economics, number 679, Oct.
• John Muellbauer, 2013, "Conditional Eurobonds and the Eurozone Sovereign Debt Crisis," Economics Series Working Papers, University of Oxford, Department of Economics, number 681, Oct.
• Gilbert Cette & Marielle de Jong, 2013, "Market-implied inflation and growth rates adversely affected by the Brent," Journal of Asset Management, Palgrave Macmillan, volume 14, issue 3, pages 133-139, June, DOI: 10.1057/jam.2013.10.
• Menzie Chinn, 2013, "fiscal multipliers," The New Palgrave Dictionary of Economics, Palgrave Macmillan, chapter 1, in: Steven N. Durlauf & Lawrence E. Blume.
• David Hou Author-Name: David Skeie, 2013, "LIBOR: origins, economics, crisis, scandal and reform," The New Palgrave Dictionary of Economics, Palgrave Macmillan, chapter 1, in: Steven N. Durlauf & Lawrence E. Blume.
• M. G. Hayes, 2013, "Ingham and Keynes on the Nature of Money," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, in: Jocelyn Pixley & G. C. Harcourt, "Financial Crises and the Nature of Capitalist Money", DOI: 10.1057/9781137302953_3.
• Michaela M. Kiermeier, 2013, "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, December.
• Bánfi, Tamás & Bánfi, Attila & Bánfi, Zoltán, 2013, "Europe, Time to Wake Up! : Change of monetary policy instruments — reduction of public debt (interest burdens), system of fiscal and monetary objectives — central bank independence," Public Finance Quarterly, Corvinus University of Budapest, volume 58, issue 2, pages 219-229.
• Carlo Cottarelli & Laura Jaramillo, 2013, "Walking Hand in Hand: Fiscal Policy and Growth in Advanced Economies," Review of Economics and Institutions, Università di Perugia, volume 4, issue 2.
• De Koning, Kees, 2013, "The United Kingdom: Economic Growth, a Draft Master Plan," MPRA Paper, University Library of Munich, Germany, number 44369, Feb.
• d'Albis, Hippolyte & Augeraud-Véron, Emmanuelle & Hupkes, Hermen Jan, 2013, "Bounded Interest Rate Feedback Rules in Continuous-Time," MPRA Paper, University Library of Munich, Germany, number 45424, Mar.
• De Koning, Kees, 2013, "An income gap theory and its effects on unemployment and economic growth," MPRA Paper, University Library of Munich, Germany, number 46098, Apr, revised 08 Apr 2013.
• Azizi, Karim & Canry, Nicolas & Chatelain, Jean-Bernard & Tinel, Bruno, 2013, "Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions," MPRA Paper, University Library of Munich, Germany, number 46519, Apr.
• De Koning, Kees, 2013, "Economic System Failures: the U.S. case," MPRA Paper, University Library of Munich, Germany, number 47613, Jun.
• Montañés, Antonio & Olmos, Lorena, 2013, "Do the Spanish regions converge? A unit root analysis for the HDI of the Spanish regions," MPRA Paper, University Library of Munich, Germany, number 47633.
• Palma, Nuno, 2013, "Did Greenspan Open Pandora's Box? Testing the Taylor Hypothesis and Beyond," MPRA Paper, University Library of Munich, Germany, number 48197, Jan.
• Shabbir, Safia & Iqbal, Javed & Hameed, Saima, 2013, "Risk Premium, Interest Rate Differential, and Subsidized Lending in Pakistan," MPRA Paper, University Library of Munich, Germany, number 48250, Jun.
• De Koning, Kees, 2013, "The real financial crisis: an individual households' crisis The case for index-linked government bonds for the Netherlands, the U.S. and the U.K," MPRA Paper, University Library of Munich, Germany, number 48889, Aug.
• Falagiarda, Matteo, 2013, "Evaluating Quantitative Easing: A DSGE Approach," MPRA Paper, University Library of Munich, Germany, number 49457, Sep.
• Bystrov, Victor, 2013, "A factor-augemented model of markup on mortgage loans in Poland," MPRA Paper, University Library of Munich, Germany, number 49683, Sep.
• Rashid, Abdul & Saedan, Mashael, 2013, "Financial Crisis and Exchange Rates in Emerging Economics: An Empirical Analysis using PPP-UIP-Framework," MPRA Paper, University Library of Munich, Germany, number 49832, Aug.
• Janda, Karel & Zetek, Pavel, 2013, "Macroeconomic factors influencing interest rates of microfinance institutions in Latin America," MPRA Paper, University Library of Munich, Germany, number 49973, Sep.
• Nath, Golaka, 2013, "Liquidity Issues in Indian Sovereign Bond Market," MPRA Paper, University Library of Munich, Germany, number 51633, May.
• Evans, Olaniyi, 2013, "The Monetary Model of Exchange Rate in Nigeria: an Autoregressive Distributed Lag (ARDL) Approach," MPRA Paper, University Library of Munich, Germany, number 52457, Dec.
• Ojeaga, Paul & Ojeaga, Daniel & Odejimi, Deborah O., 2013, "The Impact of Interest Rate on Bank Deposits Evidence from the Nigerian Banking Sector," MPRA Paper, University Library of Munich, Germany, number 53238, Oct.
• Swamy, Vighneswara, 2013, "Management of Interest Rate Risk in Indian Banking," MPRA Paper, University Library of Munich, Germany, number 58342.
• Ruthira Naraidoo & Leroi Raputsoane, 2013, "Financial markets and the response of monetary policy to uncertainty in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201310, Feb.
• Karel Brůna & Jiří Korbel, 2013, "Interpretace variability úrokových sazeb v rámci zprostředkovatelského modelu optimální úrokové marže
  [An Interpretation of Interest Rates Variability in Dealer´s Model of Optimal Interest Margin]," Politická ekonomie, Prague University of Economics and Business, volume 2013, issue 3, pages 299-320, DOI: 10.18267/j.polek.899.
• Georgios P. Kouretas & Chris Tsoumas, 2013, "Bank Risk-Taking in CEE Countries," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 5, issue 2, pages 103-123, June.
• Lara Wemans & Manuel Coutinho Pereira, 2013, "Output effects of a measure of tax shocks based on changes in legislation for Portugal," Working Papers, Banco de Portugal, Economics and Research Department, number w201315.
• Alp Simsek & Anton Korinek, 2013, "Liquidity Trap and Excessive Leverage," 2013 Meeting Papers, Society for Economic Dynamics, number 1369.
• Vivian Yue & Egon Zakrajsek & Simon Gilchrist, 2013, "Sovereign Risk and Financial Risk," 2013 Meeting Papers, Society for Economic Dynamics, number 289.
• Tack Yun & Eunmi Ko & Jinsook Kim, 2013, "The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models," 2013 Meeting Papers, Society for Economic Dynamics, number 527.
• Magali Marx & Jean Barthelemy, 2013, "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," 2013 Meeting Papers, Society for Economic Dynamics, number 576.
• Taisuke Nakata, 2013, "Uncertainty at the Zero Lower Bound," 2013 Meeting Papers, Society for Economic Dynamics, number 924.
• Iwan J. Azis & Sabyasachi Mitra & Anthony Baluga & Roselle Dime, 2013, "The Threat of Financial Contagion to Emerging Asia’s Local Bond Markets: Spillovers from Global Crises," Working Papers on Regional Economic Integration, Asian Development Bank, number 106, Jan.
• Yusuf Ekrem Akbas, 2013, "The Analysis of Relationship between the Rate of Stock Return and Interest Rate with Nonlinear Methods: The Case of Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 4, issue 3, pages 1-21.
• Sarat Chandra Dhal & Jugnu Ansari, 2013, "Interest Rate Pass-Through And Determinants Of Commercial Banks’ Loan Pricing Decisions In India: Empirical Evidence From Dynamic Panel Data Model," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022338, Dec.
• Dionisios Chionis & Ioannis Pragidis & Panagiotis Schizas, 2013, "The Determinants of Greek Bond Yields: An Empirical Study Before and During the Crisis," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 6-2013, Dec.
• Ata Ozkaya, 2013, "The Domestic Debt Intolerance and Bad Equilibrium: An Empirical Default Model," GIAM Working Papers, Galatasaray University Economic Research Center, number 13-1, Feb.
• Davor Zoricic & Silvije Orsag, 2013, "Parametric Yield Curve Modeling In An Illiquid And Undeveloped Financial Market," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 4, issue 3, pages 243-252.
• Morten L. Bech & Todd Keister, 2013, "Liquidity regulation and the implementation of monetary policy," Departmental Working Papers, Rutgers University, Department of Economics, number 201325, Oct.
• Vijay A Murik, 2013, "Measuring monetary policy expectations," Australian Journal of Management, Australian School of Business, volume 38, issue 1, pages 49-65, April, DOI: 10.1177/0312896212445521.
• Robert Faff & Sirimon Treepongkaruna, 2013, "A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data," Australian Journal of Management, Australian School of Business, volume 38, issue 2, pages 333-352, August, DOI: 10.1177/0312896212443691.
• Paulo Ferreira, 2011, "Monetary Integration in the European Union," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 1, pages 93-120, April, DOI: 10.1177/097265271101000104.
• Степанова О.А., 2013, "Моделирование и прогнозирование временной структуры процентных ставок. Modeling and forecasting the term structure of interest rates," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 13, issue 4, pages 123-131.
• Linda S. Goldberg & Christian Grisse, 2013, "Time variation in asset price responses to macro announcements," Working Papers, Swiss National Bank, number 2013-11.
• Bernd Hayo & Pierre-Guillaume Méon, 2013, "Behind closed doors: Revealing the ECB’s decision rule," Post-Print CEB, ULB -- Universite Libre de Bruxelles, volume 37, pages 135-160, October.
• Bernd Hayo & Pierre-Guillaume Méon, 2013, "Behind closed doors: Revealing the ECB’s Decision Rule," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-025, May.
• Rokon Bhuiyan, 2013, "Inflationary expectations and monetary policy: evidence from Bangladesh," Empirical Economics, Springer, volume 44, issue 3, pages 1155-1169, June, DOI: 10.1007/s00181-012-0595-z.
• Igor Velickovski, 2013, "Assessing independent monetary policy in small, open and euroized countries: evidence from Western Balkan," Empirical Economics, Springer, volume 45, issue 1, pages 137-156, August, DOI: 10.1007/s00181-012-0612-2.
• Christian Pierdzioch & Jan-Christoph Rülke, 2013, "A note on the anti-herding instinct of interest rate forecasters," Empirical Economics, Springer, volume 45, issue 2, pages 665-673, October, DOI: 10.1007/s00181-012-0630-0.
• Matteo Fragetta & Giovanni Melina, 2013, "Identification of monetary policy in SVAR models: a data-oriented perspective," Empirical Economics, Springer, volume 45, issue 2, pages 831-844, October, DOI: 10.1007/s00181-012-0632-y.
• Kamelia Assenova, 2013, "Effectiveness of Specific Monetary Policy by the Currency Board," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 20, issue 3, pages 325-334, November, DOI: 10.1007/s11300-013-0290-6.
• Marjan Petreski & Branimir Jovanovic, 2013, "Monetary Policy in China: The Role of the Qualitative Instruments," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 20, issue 3, pages 437-442, November, DOI: 10.1007/s11300-013-0285-3.
• Jens Klose, 2013, "Negative Einlagezinsen im Euroraum? Lehren aus Dänemark," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 93, issue 12, pages 824-827, December, DOI: 10.1007/s10273-013-1607-0.
• Hayo Reimers, 2013, "Europäischer Zinslastenausgleich — eine sinnvolle Alternative zu EZB-Anleihekäufen," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 93, issue 2, pages 120-123, February, DOI: 10.1007/s10273-013-1495-3.
• Arvid Raknerud & Bjørn Helge Vatne, 2013, "The relations between bank-funding costs, retail rates, and loan volumes. Evidence form Norwegian microdata," Discussion Papers, Statistics Norway, Research Department, number 742, May.
• David Backus & Mikhail Chernov & Stanley Zin, 2013, "Identifying Taylor Rules in Macro-finance Models," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 13-12.
• Roy H Grieve, 2013, "An issue with own-rates: Keynes borrows from Sraffa , Sraffa criticises Keynes, and present-day commentators get hold of the wrong end of the stick," Working Papers, University of Strathclyde Business School, Department of Economics, number 1319, Sep.
• Hylton Hollander & Guangling Liu, 2013, "The equity price channel in a New-Keynesian DSGE model with financial frictions and banking," Working Papers, Stellenbosch University, Department of Economics, number 16/2013, revised 2014.
• Matthias Neuenkirch, 2013, "Predicting Bank of England's asset purchase decisions with MPC voting records," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 13, pages 1275-1278, September, DOI: 10.1080/13504851.2013.806779.
• Frank A. G. den Butter & Pieter W. Jansen, 2013, "Beating the random walk: a performance assessment of long-term interest rate forecasts," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 9, pages 749-765, May, DOI: 10.1080/09603107.2012.752570.
• Gilbert Cette & Marielle de Jong, 2013, "Breakeven inflation rates and their puzzling correlation relationships," Applied Economics, Taylor & Francis Journals, volume 45, issue 18, pages 2579-2585, June, DOI: 10.1080/00036846.2012.671924.
• Arnab Bhattacharjee & Sean Holly, 2013, "Understanding Interactions in Social Networks and Committees," Spatial Economic Analysis, Taylor & Francis Journals, volume 8, issue 1, pages 23-53, March, DOI: 10.1080/17421772.2012.722669.
• Ibrahim Burak Kanli, 2013, "Market-Based Measurement of Expectations on Short-Term Rates in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1305.
• Doruk Kucuksarac & Ozgur Ozel, 2013, "Gecelik Kur Takasi Faizleri ve BIST Gecelik Repo Faizleri," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1320.
• Ibrahim Burak Kanli & Doruk Kucuksarac & Ozgur Ozel, 2013, "Yield Curve Estimation for Corporate Bonds in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1326.
• Guray Kucukkocaoglu & Deren Unalmis & Ibrahim Unalmis, 2013, "How do Banks� Stock Returns Respond to Monetary Policy Committee Announcements in Turkey? Evidence from Traditional versus New Monetary Policy Episodes," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1330.
• Marcin Jaskowski & Michael McAleer, 2013, "Estimating Implied Recovery Rates from the Term Structure of CDS Spreads," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-005/III, Jan.
• Eran Raviv, 2013, "Prediction Bias Correction for Dynamic Term Structure Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-041/III, Mar.
• Roder van Arkel & Koen Vermeylen, 2013, "The Interest Rate and Capital Durability, and the Importance of Methodological Pluralism," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-202/VI, Dec.
• Yu-chin Chen & Kwok Ping Tsang, 2013, "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," The Review of Economics and Statistics, MIT Press, volume 95, issue 1, pages 185-205, March.
• Mark Setterfield, 2013, "Using Interest Rates as the Instrument of Monetary Policy: Beware Real effects, Positive Feedbacks, and Discontinuities," Working Papers, Trinity College, Department of Economics, number 1320, Dec.
• Diewert, Erwin, 2013, "Extended Business Sector Data on Outputs and Inputs for the U.S.: 1987-2011," Economics working papers, Vancouver School of Economics, number erwin_diewert-2013-1, Jan, revised 02 Jan 2013.
• Diewert, Erwin, 2013, "US TFP Growth and the Contribution of Changes in Export and Import Prices to Real Income Growth," Economics working papers, Vancouver School of Economics, number erwin_diewert-2013-2, Jan, revised 11 Jan 2013.
• Diewert, Erwin, 2013, "Voyage Accounting, User Costs and the Treatment of Financial Transactions in the Theory of the Firm," Economics working papers, Vancouver School of Economics, number erwin_diewert-2013-3, Jan, revised 22 Jan 2013.
• Samuel Brazys & Niamh Hardiman, 2013, "From Tiger to PIIGS: Ireland and the use of heuristics in comparative political economy," Working Papers, Geary Institute, University College Dublin, number 201316, Oct.
• Sebastian Dellepiane & Niamh Hardiman, 2013, "The politics of fiscal effort in Spain and Ireland: Market credibility versus political legitimacy," Working Papers, Geary Institute, University College Dublin, number 201321, Nov.
• Adrian Fernandez-Perez & Fernando Fernández-Rodríguez & Simón Javier Sosvilla Rivero, 2013, "The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-19.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E Terrones, 2013, "Global House Price Fluctuations: Synchronization and Determinants," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 9, issue 1, pages 119-166, DOI: 10.1086/669585.
• Jagjit S. Chadha & Philip Turner & Fabrizio Zampolli, 2013, "The Ties that Bind: Monetary Policy and Government Debt Management," Studies in Economics, School of Economics, University of Kent, number 1318, Sep.
• Bernd Hayo & Pierre-Guillaume Méon, 2013, "Behind closed doors: Revealing the ECB’s decision rule," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/163529, Oct.
• Fazlioglu, S., 2013, "Determinants of sovereign debt yield spreads under EMU: Pairwise approach," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 007, Jan, DOI: 10.26481/umagsb.2013007.
• Aslanidis, Nektarios & Demiralp, Selva, 2013, "How did the Financial Crisis affect the Real Interest Rate Dynamics in Europe?," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/211885.
• Audrino, Francesco & Camponovo, Lorenzo, 2013, "Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1327, Oct.
• Schnell, Fabian, 2013, "Can Monetary Policy Delay the Reallocation of Capital?," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1329, Oct.
• Cozzi, Guido & Mantovan, Noemi & Sauer, Robert M., 2013, "Does it Pay to Work for Free? Wage Returns and Gender Differences in the Market for Volunteers," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1330, Oct.
• Mirkov, Nikola & Natvik, Gisle James, 2013, "Announcements of Interest Rate Forecasts: Do Policymakers Stick to Them?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1303, Apr.
• Mancini, Loreano & Ranaldo, Angelo & Wrampelmeyer, Jan, 2013, "The Euro Interbank Repo Market," Working Papers on Finance, University of St. Gallen, School of Finance, number 1316, Sep, revised Sep 2015.
• Ranaldo, Angelo & Reynard, Samuel, 2013, "Monetary Policy Effects on Long-term Rates and Stock Prices," Working Papers on Finance, University of St. Gallen, School of Finance, number 1322, Nov.
• David Laidler, 2013, "The Fisher Relation in the Great Depression and the Great Recession," University of Western Ontario, Economic Policy Research Institute Working Papers, University of Western Ontario, Economic Policy Research Institute, number 20132.
• Andrea Berardi, 2013, "Inflation Risk Premia, Yield Volatility and Macro Factors," Working Papers, University of Verona, Department of Economics, number 27/2013, Dec.
• MILEA, Camelia, 2013, "Risks And Constraints For The Monetary Stability," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 17, issue 3, pages 52-62.
• Łukasz Goczek & Dagmara Mycielska, 2013, "Ready for euro? Empirical study of the actual monetary policy independence in Poland," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2013-13.
• Łukasz Goczek & Dagmara Mycielska, 2013, "Long-run interest rate convergence in Poland and the EMU," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2013-21.
• Rustam Jamilov & Bal??zs ??gert, 2013, "Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1041, Feb.
• Pere Gomis‐Porqueras & Timothy Kam & Junsang Lee, 2013, "Money, Capital, And Exchange Rate Fluctuations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 54, issue 1, pages 329-353, February, DOI: 10.1111/j.1468-2354.2012.00735.x.
• Iryna Kaminska & Andrew Meldrum & James Smith, 2013, "A Global Model Of International Yield Curves: No‐Arbitrage Term Structure Approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 18, issue 4, pages 352-374, October.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013, "How Do Anticipated Changes to Short‐Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 7, pages 1375-1414, October, DOI: 10.1111/jmcb.12056.
• Geoffrey Poitras, 2013, "Partial Immunization Bounds And Non-Parallel Term Structure Shifts," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 02, pages 1-27, DOI: 10.1142/S2010495213500061.
• Obert Nyawata, 2013, "Treasury Bills And/Or Central Bank Bills For Absorbing Surplus Liquidity: The Main Considerations," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 02, pages 1-32, DOI: 10.1142/S1793993313500117.
• Carlo A. Favero & Linlin Niu & Luca Sala, 2013, "Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Haitao Li & Xiaoxia Ye, 2013, "A Type of HJM Based Affine Model: Theory and Empirical Evidence," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Linlin Niu, 2013, "An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Gengming Zeng & Linlin Niu, 2013, "中国实际利率与通胀预期的期限结构：基于无套利宏观金融模型的研究," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Peter Spencer, 2013, "The US Economy, the Treasury Bond Market and the Specification of Macro-Finance Models," Discussion Papers, Department of Economics, University of York, number 13/22, Aug.
• Mehrotra, Aaron, 2013, "On the use of sterilisation bonds in emerging Asia," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 1/2013.
• Egorov, Alexey & Kovalenko, Olga, 2013, "Structural features and interest-rate dynamics of Russia's interbank lending market," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 23/2013.
• Ellison, Martin & Tischbirek, Andreas, 2013, "Unconventional government debt purchases as a supplement to conventional monetary policy," Bank of Finland Research Discussion Papers, Bank of Finland, number 3/2013.
• Ollikka, Kimmo & Tukiainen, Janne, 2013, "Central bank liquidity auction mechanism design and the interbank market," Bank of Finland Research Discussion Papers, Bank of Finland, number 21/2013.
• Bleich, Dirk & Fendel, Ralf & Rülke, Jan-Christoph, 2013, "Monetary policy and stock market volatility," Discussion Papers, Deutsche Bundesbank, number 45/2013.
• Azizi, Karim & Canry, Nicolas & Chatelain, Jean-Bernard & Tinel, Bruno, 2013, "Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 72550, Apr.
• Kohn, Wolfgang, 2013, "Kapitalwertmethode bei nicht-flacher Zinsstrukturkurve," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 83786, Oct.
• Kohn, Wolfgang, 2013, "Kapitalwertmethode bei nicht-flacher Zinsstrukturkurve," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 97147, Oct.
• Loechel, Horst & Packham, Natalie & Walisch, Fabian, 2013, "Determinants of the onshore and offshore Chinese Government yield curves," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 202.
• Falagiarda, Matteo & Reitz, Stefan, 2013, "Announcements of ECB unconventional programs: Implications for the sovereign risk of Italy," Kiel Working Papers, Kiel Institute for the World Economy, number 1866.
• Belke, Ansgar & Wiedmann, Marcel, 2013, "Monetary Policy, Stock Prices and Central Banks - Cross-Country Comparisons of Cointegrated VAR Models," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 435, DOI: 10.4419/86788491.
• Strohsal, Till, 2013, "Testing the preferred-habitat theory: The role of time-varying risk aversion," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-043.
• Wollmershäuser, Timo & Hristov, Nikolay & Hülsewig, Oliver, 2013, "The Interest Rate Pass-Through in the Euro Area During the Global Financial Crisis," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79976.
• Augustine Addo & Fidelis Sunzuoye, 2013, "The Impact of Treasury Bill Rate and Interest Rate On The Stock Market Returns: Case Of Ghana Stock Exchange," European Journal of Business and Economics, Central Bohemia University, volume 8, issue 2, pages 3781:8-3781, July, DOI: 10.12955/ejbe.v8i2.378.
• Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega, 2013, "Changes in persistence, spurious regressions and the Fisher hypothesis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-11, Nov.
• Alexander W. Richter, 2013, "The Fiscal Limit and Non-Ricardian Consumers," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2013-19, Nov.
• Christina D. Romer & David H. Romer, 2013, "The Missing Transmission Mechanism in the Monetary Explanation of the Great Depression," American Economic Review, American Economic Association, volume 103, issue 3, pages 66-72, May, DOI: 10.1257/aer.103.3.66.
• Isabel Correia & Emmanuel Farhi & Juan Pablo Nicolini & Pedro Teles, 2013, "Unconventional Fiscal Policy at the Zero Bound," American Economic Review, American Economic Association, volume 103, issue 4, pages 1172-1211, June.
• Andr? Kurmann & Christopher Otrok, 2013, "News Shocks and the Slope of the Term Structure of Interest Rates," American Economic Review, American Economic Association, volume 103, issue 6, pages 2612-2632, October.
• Juan J. Cruces & Christoph Trebesch, 2013, "Sovereign Defaults: The Price of Haircuts," American Economic Journal: Macroeconomics, American Economic Association, volume 5, issue 3, pages 85-117, July, DOI: 10.1257/mac.5.3.85.
• Barbara Rossi, 2013, "Exchange Rate Predictability," Journal of Economic Literature, American Economic Association, volume 51, issue 4, pages 1063-1119, December.
• Serena Ng & Jonathan H. Wright, 2013, "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," Journal of Economic Literature, American Economic Association, volume 51, issue 4, pages 1120-1154, December.
• Julio J. Rotemberg, 2013, "Shifts in US Federal Reserve Goals and Tactics for Monetary Policy: A Role for Penitence?," Journal of Economic Perspectives, American Economic Association, volume 27, issue 4, pages 65-86, Fall.
• Efthymios Argyropoulos & Elias Tzavalis, 2013, "Retrieving inaation expectations and risk premia e§ects from theterm structure of interest rates," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201322.
• Scott W. Hegerty, 2013, "Is African Interest-Rate Volatility Susceptible To International Spillovers?," The African Finance Journal, Africagrowth Institute, volume 15, issue 2, pages 1-21.
• Rashid, Abdul & Saedan, Mashael Bin, 2013, "Financial crisis and exchange rates in emerging economies: An empirical analysis using PPP-UIP-Framework," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 9, issue 4, pages 1-11, DOI: 10.22004/ag.econ.245724.
• Karlan, Dean S. & Zinman, Jonathan, 2013, "Long-Run Price Elasticities of Demand for Credit: Evidence from a Countrywide Field Experiment in Mexico," Center Discussion Papers, Yale University, Economic Growth Center, number 150381, May, DOI: 10.22004/ag.econ.150381.
• Amalia DI IORIO & Robert FAFF & Harald SANDER, 2013, "An Investigation of the Interest Rate Risk and Exchange Rate Risk of rhe European Financial Sector: Euro Zone Versus Non-Euro Zone Countries," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 12, issue 2, pages 319-344, June.
• Alessandra Ribeiro & Vladimir K. Teles, 2013, "Taxa Natural de Juros no Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 14, issue 1c, pages 733-750.
• Rafael Cavalcanti de Araújo & Daniel Oliveira Cajueiro, 2013, "Combining term structure of interest rate forecasts: The Brazilian case," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 14, issue 2, pages 102-121.
• Peter Claeys & Borek Vašícek, 2013, "“How systemic is Spain for Europe?”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201301, Feb, revised Feb 2013.
• Marco Bianchetti & Mattia Carlicchi, 2013, "Markets Evolution After the Credit Crunch," Papers, arXiv.org, number 1301.7078, Jan.
• Albert Marcet & Elisa Faraglia & Andrew Scott, 2007, "Fiscal Insurance and Debt Management in OECD Economies," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 729.08, Oct.
• Huseyin Kaya, 2013, "On the Predictive Power of Yield Spread for Future Growth and Recession: The Turkish Case," Working Papers, Bahcesehir University, Betam, number 010, Mar, revised Mar 2013.
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• Doruk KUCUKSARAC & Ozgur OZEL, 2013, "The Overnight Currency Swap Rates and ISE Overnight Repo Rates," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 7, issue 2, pages 37-53.
• Emma Berenguer & Ricardo Gimeno & Juan M. Nave, 2013, "Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk," Working Papers, Banco de España, number 1308, May.
• Stefano Neri, 2013, "The impact of the sovereign debt crisis on bank lending rates in the euro area," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 170, Jun.
• Lucia Esposito & Andrea Nobili & Tiziano Ropele, 2013, "The management of interest rate risk during the crisis: evidence from Italian banks," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 933, Sep.
• Elizondo Rocío, 2013, "Forecasting the Term Structure of Interest Rates in Mexico Using an Affine Model," Working Papers, Banco de México, number 2013-03, Apr.
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• Franz Alonso Hamann Salcedo & Rafael Hernández & Luisa Fernanda Silva EScobar & Fernando Tenjo Galarza, 2013, "Credit Pro-cyclicality and Bank Balance Sheet in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 762, Apr, DOI: 10.32468/be.762.
• Juan Sebastián Amador Torres & José EDuardo Gómez G. & Andrés Murcia Pabón, 2013, "Loans Growth and Banks’ Risk: New Evidence," Borradores de Economia, Banco de la Republica de Colombia, number 763, Apr, DOI: 10.32468/be.763.
• Gilbert Cette & de Jong, M., 2013, "Market-implied inflation and growth rates adversely affected by the Brent," Working papers, Banque de France, number 433.
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• Jacob Gyntelberg & Christian Upper, 2013, "The OTC interest rate derivatives market in 2013," BIS Quarterly Review, Bank for International Settlements, December.
• Jagjit S Chadha & Philip Turner & Fabrizio Zampolli, 2013, "The interest rate effects of government debt maturity," BIS Working Papers, Bank for International Settlements, number 415, Jun.
• Morten L. Bech & Todd Keister, 2013, "Liquidity regulation and the implementation of monetary policy," BIS Working Papers, Bank for International Settlements, number 432, Oct.
• G. C. Lim & Sarantis Tsiaplias & Chew Lian Chua, 2013, "Bank and Official Interest Rates: How Do They Interact over Time?," The Economic Record, The Economic Society of Australia, volume 89, issue 285, pages 160-174, June.
• Michał Brzoza-Brzezina & Marcin Kolasa & Grzegorz Koloch & Krzysztof Makarski & Michał Rubaszek, 2013, "Monetary Policy In A Non-Representative Agent Economy: A Survey," Journal of Economic Surveys, Wiley Blackwell, volume 27, issue 4, pages 641-669, September.
• Fernando A. Broner & Guido Lorenzoni & Sergio L. Schmukler, 2013, "Why Do Emerging Economies Borrow Short Term?," Journal of the European Economic Association, European Economic Association, volume 11, issue , pages 67-100, January, DOI: j.1542-4774.2012.01094.x.
• Refet S. Gürkaynak & Jonathan H. Wright, 2013, "Identification and Inference Using Event Studies," Manchester School, University of Manchester, volume 81, issue , pages 48-65, September.
• Carla Soares & Paulo M. M. Rodrigues, 2013, "Determinants of the EONIA Spread and the Financial Crisis," Manchester School, University of Manchester, volume 81, issue , pages 82-110, October.
• Iryna Kaminska, 2013, "A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 5, pages 680-704, October.
• Corrado Macchiarelli, 2013, "On the Joint Test of the Uncovered Interest Parity and the Ex-ante Purchasing Power Parity," Review of International Economics, Wiley Blackwell, volume 21, issue 3, pages 519-535, August.
• Enzo Weber & Jürgen Wolters, 2013, "Risk and Policy Shocks on the US Term Structure," Scottish Journal of Political Economy, Scottish Economic Society, volume 60, issue 1, pages 101-119, February, DOI: sjpe.12004.
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