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

• 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.
• Daisuke Nagakura & Lena Mareen Korber & Ippei Fujiwara, 2013, "Asymmetry in government bond returns," AJRC Working Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 1301.
• 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.
• Monfort, Alain (ed.), 2013, "Regime switching in bond yield and spread dynamics," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/13651.
• 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.
• Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura, 2013, "Asymmetry in Government Bond Returns," Finance Working Papers, East Asian Bureau of Economic Research, number 23399, Mar.
• 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.
• Beyer, Andreas & Dewald, William G. & Haug, Alfred A., 2009, "Structural breaks, cointegration and the Fisher effect," Working Paper Series, European Central Bank, number 1013, Feb.
• Werner, Thomas & Lemke, Wolfgang, 2009, "The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics," Working Paper Series, European Central Bank, number 1045, Apr.
• Scheicher, Martin & Fender, Ingo, 2009, "The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices," Working Paper Series, European Central Bank, number 1056, May.
• Ehrmann, Michael & Sondermann, David, 2009, "The reception of public signals in financial markets - what if central bank communication becomes stale?," Working Paper Series, European Central Bank, number 1077, Aug.
• Ejsing, Jacob & Sihvonen, Jukka, 2009, "Liquidity premia in German government bonds," Working Paper Series, European Central Bank, number 1081, Aug.
• Andersson, Magnus & Hofmann, Boris, 2009, "Gauging the effectiveness of quantitative forward guidance: evidence from three inflation targeters," Working Paper Series, European Central Bank, number 1098, Oct.
• Nickel, Christiane & Rother, Philipp & Rülke, Jan C., 2009, "Fiscal variables and bond spreads: evidence from eastern European countries and Turkey," Working Paper Series, European Central Bank, number 1101, Oct.
• Andersson, Malin & Masuch, Klaus & Schiffbauer, Marc, 2009, "Determinants of inflation and price level differentials across the euro area countries," Working Paper Series, European Central Bank, number 1129, Dec.
• Attinasi, Maria Grazia & Checherita-Westphal, Cristina & Nickel, Christiane, 2009, "What explains the surge in euro area sovereign spreads during the financial crisis of 2007-09?," Working Paper Series, European Central Bank, number 1131, Dec.
• Garcí­a, Juan Angel & Werner, Thomas, 2010, "Inflation risks and inflation risk premia," Working Paper Series, European Central Bank, number 1162, Mar.
• Hofmann, Boris & Eickmeier, Sandra, 2010, "Monetary policy, housing booms and financial (im)balances," Working Paper Series, European Central Bank, number 1178, Apr.
• Wieland, Volker & Beck, Günter W., 2010, "Money in monetary policy design: Monetary cross-checking in the New-Keynesian model," Working Paper Series, European Central Bank, number 1191, May.
• Checherita-Westphal, Cristina & Rother, Philipp, 2010, "The impact of high and growing government debt on economic growth: an empirical investigation for the euro area," Working Paper Series, European Central Bank, number 1237, Aug.
• Tristani, Oreste & Hördahl, Peter, 2010, "Inflation risk premia in the US and the euro area," Working Paper Series, European Central Bank, number 1270, Dec.
• Martins, Manuel M.F. & Afonso, António, 2010, "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Working Paper Series, European Central Bank, number 1276, Dec.
• Bindseil, Ulrich & Jabłecki, Juliusz, 2011, "A structural model of central bank operations and bank intermediation," Working Paper Series, European Central Bank, number 1312, Mar.
• Badarinza, Cristian & Margaritov, Emil, 2011, "News and policy foresight in a macro-finance model of the US," Working Paper Series, European Central Bank, number 1313, Mar.
• Linzert, Tobias & Abbassi, Puriya, 2011, "The effectiveness of monetary policy in steering money market rates during the recent financial crisis," Working Paper Series, European Central Bank, number 1328, Apr.
• Nyborg, Kjell G. & Fecht, Falko & Rocholl, Jörg, 2011, "The price of liquidity: the effects of market conditions and bank characteristics," Working Paper Series, European Central Bank, number 1376, Sep.
• Puigvert Gutiérrez, Josep Maria & Vergote, Olivier, 2011, "Interest rate expectations and uncertainty during ECB governing council days: evidence from intraday implied densities of 3-month Euribor," Working Paper Series, European Central Bank, number 1391, Oct.
• Macchiarelli, Corrado, 2011, "A VAR analysis for the uncovered interest parity and the ex-ante purchasing power parity: the role of macroeconomic and financial information," Working Paper Series, European Central Bank, number 1404, Dec.
• Macchiarelli, Corrado, 2011, "Bond market co-movements, expected inflation and the equilibrium real exchange rate," Working Paper Series, European Central Bank, number 1405, Dec.
• Rubaszek, Michał & Serwa, Dobromil, 2012, "Determinants of credit to households in a life-cycle model," Working Paper Series, European Central Bank, number 1420, Feb.
• Cassola, Nuno & Morana, Claudio, 2012, "Euro money market spreads during the 2007-? financial crisis," Working Paper Series, European Central Bank, number 1437, May.
• Agur, Itai & Demertzis, Maria, 2012, "Excessive bank risk taking and monetary policy," Working Paper Series, European Central Bank, number 1457, Aug.
• Leiner-Killinger, Nadine & Holm-Hadulla, Fédéric & de Groot, Oliver, 2012, "Cost of borrowing shocks and fiscal adjustment," Working Paper Series, European Central Bank, number 1503, Dec.
• Brousseau, Vincent & Durré, Alain, 2013, "Interest rate volatility: a consol rate-based measure," Working Paper Series, European Central Bank, number 1505, Jan.
• Ehrmann, Michael & D'Agostino, Antonello, 2013, "The pricing of G7 sovereign bond spreads: the times, they are a-changin," Working Paper Series, European Central Bank, number 1520, Mar.
• Christensen, Jens H. E. & Lopez, Jose A. & Rudebusch, Glenn D., 2013, "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 14-01, Dec.
• Karlan, Dean & Zinman, Jonathan, 2013, "Long-Run Price Elasticities of Demand for Credit: Evidence from a Countrywide Field Experiment in Mexico," Working Papers, Yale University, Department of Economics, number 115, May.
• Aydan Kansu & Nurtac Yildirim & Oguzhan Ozcelebi, 2013, "Is There a Link Between Monetary Policy and Risk Perception in Eastern European Countries Implementing Inflation Targeting Regime?," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 2, pages 476-485.
• Afonso, António & Arghyrou, Michael G. & Bagdatoglou, George & Kontonikas, Alexandros, 2013, "On the time-varying relationship between EMU sovereign spreads and their determinants," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-47.
• Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros, 2013, "Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-58.
• Grieve, Roy H, 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," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-67.
• Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2013, "Policy change and learning in the RBC model," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 10, pages 1947-1971, DOI: 10.1016/j.jedc.2013.05.011.
• Jones, Callum & Kulish, Mariano, 2013, "Long-term interest rates, risk premia and unconventional monetary policy," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2547-2561, DOI: 10.1016/j.jedc.2013.07.004.
• Di Giorgio, Giorgio & Nisticò, Salvatore, 2013, "Productivity shocks, stabilization policies and the dynamics of net foreign assets," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 1, pages 210-230, DOI: 10.1016/j.jedc.2012.09.002.
• Assenza, Tiziana & Delli Gatti, Domenico, 2013, "E Pluribus Unum: Macroeconomic modelling for multi-agent economies," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 8, pages 1659-1682, DOI: 10.1016/j.jedc.2013.04.010.
• Dunbar, Geoffrey, 2013, "Returns-to-scale and the equity premium puzzle," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 9, pages 1736-1754, DOI: 10.1016/j.jedc.2013.04.007.
• Montes, Gabriel Caldas, 2013, "Credibility and monetary transmission channels under inflation targeting: An econometric analysis from a developing country," Economic Modelling, Elsevier, volume 30, issue C, pages 670-684, DOI: 10.1016/j.econmod.2012.09.035.
• Wang, Yu Shan & Chueh, Yen Ling, 2013, "Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices," Economic Modelling, Elsevier, volume 30, issue C, pages 792-798, DOI: 10.1016/j.econmod.2012.09.052.
• Duran, Murat & Gülşen, Eda, 2013, "Estimating inflation compensation for Turkey using yield curves," Economic Modelling, Elsevier, volume 32, issue C, pages 592-601, DOI: 10.1016/j.econmod.2013.02.036.
• Kaya, Huseyin, 2013, "Forecasting the yield curve and the role of macroeconomic information in Turkey," Economic Modelling, Elsevier, volume 33, issue C, pages 1-7, DOI: 10.1016/j.econmod.2013.03.013.
• Papadamou, Stephanos, 2013, "Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates," Economic Modelling, Elsevier, volume 33, issue C, pages 545-551, DOI: 10.1016/j.econmod.2013.04.050.