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

• 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.
• Antonio Diez de los Rios, 2013, "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Staff Working Papers, Bank of Canada, number 13-10, DOI: 10.34989/swp-2013-10.
• Nathan Porter & TengTeng Xu, 2013, "Money Market Rates and Retail Interest Regulation in China: The Disconnect between Interbank and Retail Credit Conditions," Staff Working Papers, Bank of Canada, number 13-20, DOI: 10.34989/swp-2013-20.
• Joshua Aizenman & Gurnain Pasricha, 2013, "Why Do Emerging Markets Liberalize Capital Outflow Controls? Fiscal versus Net Capital Flow Concerns," Staff Working Papers, Bank of Canada, number 13-21, DOI: 10.34989/swp-2013-21.
• 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.
• Daniel Vela, 2013, "Forecasting Latin-American yield curves: An artificial neural network approach," Borradores de Economia, Banco de la Republica de Colombia, number 761, Mar, DOI: 10.32468/be.761.
• 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.
• Simon Dubecq & Alain Monfort & Jean-Paul Renne & Roussellet, G., 2013, "Credit and Liquidity in Interbank Rates: a Quadratic Approach," Working papers, Banque de France, number 446.
• Christian Gouri roux & Alain Monfort & Jean-Paul Renne, 2013, "Pricing Default Events: Surprise, Exogeneity and Contagion," Working papers, Banque de France, number 455.
• Christian Gouri roux & Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne, 2013, "Regime Switching and Bond Pricing," Working papers, Banque de France, number 456.
• Sanvi Avouyi-Dovi & Guillaume Horny & Patrick Sevestre, 2013, "The dynamics of bank loans short-term interest rates in the Euro area: what lessons can we draw from the current crisis?," Working papers, Banque de France, number 462.
• Anamaria Illes & Marco Jacopo Lombardi, 2013, "Interest rate pass-through since the financial crisis," BIS Quarterly Review, Bank for International Settlements, September.
• 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.
• Nikola Mirkov & Gisle James Natvik, 2013, "Announcements of interest rate forecasts: Do policymakers stick to them?," Working Paper, Norges Bank, number 2013/11, Apr.
• Q. Farooq Akram & Casper Christophersen, 2013, "Inferring interbank loans and interest rates from interbank payments - an evaluation," Working Paper, Norges Bank, number 2013/26, Dec.
• Christopher F. Baum & Dorothea Schäfer & Andreas Stephan, 2013, "Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises," Boston College Working Papers in Economics, Boston College Department of Economics, number 841, Nov, revised 30 Jan 2014.
• Minoas Koukouritakis & Athanasios P. Papadopoulos & Andreas Yannopoulos, 2013, "Linkages between the euro zone and the south-eastern European countries: a global VAR analysis," Working Papers, Bank of Greece, number 163, Oct.
• Hibiki Ichiue & Yoichi Ueno, 2013, "Estimating Term Premia at the Zero Bound: An Analysis of Japanese, US, and UK Yields," Bank of Japan Working Paper Series, Bank of Japan, number 13-E-8, May.
• Minsu Kim & Yang Su Park, 2013, "Estimating the Neutral Real Interest Rate (NRIR) and Analyzing Factors of its Fluctuation in Korea (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 19, issue 4, pages 47-86, December.
• Brinca Pedro, 2013, "Monetary business cycle accounting for Sweden," The B.E. Journal of Macroeconomics, De Gruyter, volume 13, issue 1, pages 1085-1119, October, DOI: 10.1515/bejm-2013-0027.
• Laurini Márcio Poletti, 2013, "A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models," Journal of Time Series Econometrics, De Gruyter, volume 5, issue 2, pages 193-229, May, DOI: 10.1515/jtse-2012-0025.
• Azis Iwan J. & Mitra Sabyasachi & Baluga Anthony, 2013, "Global Shock and Regional Spillovers," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 19, issue 2, pages 183-211, August, DOI: 10.1515/peps-2013-0014.
• Schultefrankenfeld Guido, 2013, "Forecast uncertainty and the Bank of England’s interest rate decisions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 1, pages 1-20, February, DOI: 10.1515/snde-2012-0045.
• Hall Stephen G. & Kenjegaliev Amangeldi & Swamy P. A. V. B. & Tavlas George S., 2013, "The forward rate premium puzzle: a case of misspecification?1)," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 3, pages 265-279, May, DOI: 10.1515/snde-2013-0009.
• João Frois Caldeira & Gulherme Valle Moura, 2013, "Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 1, pages 49-80.
• Taylor J. Canann & Richard W. Evans, 2013, "Determinants of Short-term Lender Location and Interest Rates," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory, number 2013-06, Dec.
• Caroline Marie-Jeanne, 2013, "L'interdiction du prêt à intérêt : principes et actualité," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 265-282.
• Kari E.O. Alho, 2013, "How to restore sustainability of the euro?," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 1, pages 303-340.
• Hasan Doluca & Malte Hübner & Dominik Rumpf & Benjamin Weigert, 2013, "The European Redemption Pact. An illustrative guide," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 1, pages 341-367.
• Thomas Greve & Michael G. Pollitt, 2013, "Determining the optimal length of regulatory guarantee: A Length-of-Contract Auction," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1348, Nov.
• Doran, David & Dunne, Peter & Monks, Allen & O'Reilly, Gerard, 2013, "Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields?," Research Technical Papers, Central Bank of Ireland, number 07/RT/13, Sep.
• Kevin Salyer & Athanasios Geromichalos & Lucas Herrenbrueck, 2013, "A Search-Theoretic Model of the Term Premium," Working Papers, University of California, Davis, Department of Economics, number 300, Jun.
• Kaszab, Lorant & Marsal, Ales, 2013, "Fiscal Policy and the Nominal Term Premium," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/13, Nov.
• Paul R. Masson, 2013, "The Dangers of an Extended Period of Low Interest Rates: Why the Bank of Canada Should Start Raising Them Now," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 381, May.
• Peter Arcidiacono & Esteban Aucejo & V. Joseph Hotz, 2013, "University Differences in the Graduation of Minorities in STEM Fields: Evidence from California," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1223, Jun.
• Christian Gollier, 2013, "Asset Pricing with Uncertain Betas: A Long-Term Perspective," CESifo Working Paper Series, CESifo, number 4072.
• Rustam Jamilov & Balazs Egert, 2013, "Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box," CESifo Working Paper Series, CESifo, number 4131.
• Romain Houssa & Jolan Mohimont & Chris Otrok, 2013, "Credit Shocks and Macroeconomic Fluctuations in Emerging Markets," CESifo Working Paper Series, CESifo, number 4281.
• Ieva Sakalauskaite & Roel Beetsma & Massimo Giuliodori, 2013, "Long-Term Interest Rates and Public Debt Maturity," CESifo Working Paper Series, CESifo, number 4408.
• Andrés González & Segio Ocampo & Julián Pérez & Diego Rodríguez, 2013, "Output Gap and Neutral Interest Measures of Colombia," Monetaria, CEMLA, volume 0, issue 2, pages 231-286, July-Dece.
• Andrés González & Sergio Ocampo & Julián Pérez & Diego Rodríguez, 2013, "Brecha del producto y medidas de la tasa de interés neutral para Colombia," Monetaria, CEMLA, volume 0, issue 2, pages 251-310, julio-dic.
• Daniel Vela, 2013, "Forecasting Latin-American yield curves: An artificial neural network approach," Borradores de Economia, Banco de la Republica, number 10502, Feb.
• Franz Alonso Hamann Salcedo & Rafael Hern�ndez & Luisa Fernanda Silva Escobar & Fernando Tenjo Galarza, 2013, "Credit Pro-cyclicality and Bank Balance Sheet in Colombia," Borradores de Economia, Banco de la Republica, number 10695, Apr.
• Juan Sebasti�n Amador Torres & Jos� Eduardo G�mez G. & Andr�s Murcia Pab�n, 2013, "Loans Growth and Banks� Risk: New Evidence," Borradores de Economia, Banco de la Republica, number 10710, Apr.
• Luis Guillermo Herrera Cardona & Darwin C�rdenas Giraldo, 2013, "Modelos de valoración de opciones sobre títulos de renta fija: aplicación al mercado colombiano," Estudios Gerenciales, Universidad Icesi.
• Wright, Jonathan & Gürkaynak, Refet, 2013, "Identification and Inference Using Event Studies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9388, Mar.
• Vayanos, Dimitri & Guibaud, Stéphane & Nosbusch, Yves, 2013, "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9407, Mar.
• Zinman, Jonathan & Karlan, Dean, 2013, "Long-Run Price Elasticities of Demand for Credit: Evidence from a Countrywide Field Experiment in Mexico," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9503, Jun.
• Backus, David & Zin, Stanley E. & Chernov, Mikhail & Zviadadze, Irina, 2013, "Monetary policy risk: Rules vs. discretion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9611, Aug.
• Svensson, Lars E.O., 2013, "Some Lessons from Six Years of Practical Inflation Targeting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9756, Nov.
• Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2013, "Pricing Default Events : Surprise, Exogeneity and Contagion," Working Papers, Center for Research in Economics and Statistics, number 2013-03, Jan.
• Gildas Lamé, 2013, "Was there a "Greenspan conundrum" in the Euro Area ?," Working Papers, Center for Research in Economics and Statistics, number 2013-07, Mar.
• Christian Gouriéroux & Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne, 2013, "Regime Switching and Bond Pricing," Working Papers, Center for Research in Economics and Statistics, number 2013-48, Jun.
• Minoas Koukouritakis & Athanasios Papadopoulos & Andreas Yiannopoulos, 2013, "Linkages between the Eurozone and the South-Eastern European Countries: A VECMX Analysis," Working Papers, University of Crete, Department of Economics, number 1302, Feb.
• Minoas Koukouritakis & Athanasios Papadopoulos & Andreas Yiannopoulos, 2013, "Transmission Effects in the Presence of Structural Breaks: Evidence from South-Eastern European Countries," Working Papers, University of Crete, Department of Economics, number 1303, Feb.
• Minoas Koukouritakis & Athanasios Papadopoulos & Andreas Yiannopoulos, 2013, "Linkages between the Eurozone and the South-Eastern European Countries: A Global VAR Analysis," Working Papers, University of Crete, Department of Economics, number 1304, Feb.
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• Julián Andrada-Félix & Adrián Fernández-Pérez & Fernando Fernández-Rodríguez, 2013, "La estructura temporal de los tipos de interés: conceptos y procedimientos de estimación," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 36, issue 101, pages 53-63, Agosto.
• Lanne, Markku & Saikkonen, Pentti, 2013, "Noncausal Vector Autoregression," Econometric Theory, Cambridge University Press, volume 29, issue 3, pages 447-481, June.
• Eickmeier, Sandra & Hofmann, Boris, 2013, "Monetary Policy, Housing Booms, And Financial (Im)Balances," Macroeconomic Dynamics, Cambridge University Press, volume 17, issue 4, pages 830-860, June.
• Gourieroux, Christian (ed.), 2013, "Stress-Test Exercises and the Pricing of Very Long-Term Bonds," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/11793.
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• Christopher F. Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2013, "Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1333.
• Rustam Jamilov & Balázs Égert, 2013, "Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-9.
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• Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura, 2013, "Asymmetry in Government Bond Returns," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23399, Mar.
• Laura Coroneo & Domenico Giannone & Michèle Modugno, 2013, "Unspanned Macroeconomic Factors in the Yields Curve," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2013-07, Jan.
• Salines, Marion & Glöckler, Gabriel & Gade, Thomas & Strodthoff, Steffen, 2013, ""Loose lips sinking markets?": the impact of political communication on sovereign bond spreads," Occasional Paper Series, European Central Bank, number 150, Jul.
• Sandars, Patrick & Eleni, Starida & Nega, Stamatina & Casado, Antonio & Buzzi, Maria Rosaria & Stacchini, Massimiliano & Švedas, Tomas & Goes, Wim & Bartmann, Martin & Ciesla, Norbert & Maitland-Smith, 2013, "Quality measures in non-random sampling: MFI interest rate statistics," Statistics Paper Series, European Central Bank, number 3, Sep.