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

• 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.
• Muhanji, Stella & Malikane, Christopher & Ojah, Kalu, 2013, "Price and liquidity puzzles of a monetary shock: Evidence from indebted African economies," Economic Modelling, Elsevier, volume 33, issue C, pages 620-630, DOI: 10.1016/j.econmod.2013.04.048.
• Bernhofer, Dominik & van Treeck, Till, 2013, "New evidence of heterogeneous bank interest rate pass-through in the euro area," Economic Modelling, Elsevier, volume 35, issue C, pages 418-429, DOI: 10.1016/j.econmod.2013.07.020.
• Belke, Ansgar & Klose, Jens, 2013, "Modifying Taylor reaction functions in the presence of the zero‐lower‐bound — Evidence for the ECB and the Fed," Economic Modelling, Elsevier, volume 35, issue C, pages 515-527, DOI: 10.1016/j.econmod.2013.07.028.
• Küçükkocaoğlu, Güray & Ünalmış, Deren & Ünalmış, İbrahim, 2013, "How do banks' stock returns respond to monetary policy committee announcements in Turkey? Evidence from traditional versus new monetary policy episodes," Economic Modelling, Elsevier, volume 35, issue C, pages 536-545, DOI: 10.1016/j.econmod.2013.07.019.
• Krippner, Leo, 2013, "Measuring the stance of monetary policy in zero lower bound environments," Economics Letters, Elsevier, volume 118, issue 1, pages 135-138, DOI: 10.1016/j.econlet.2012.10.011.
• Lahiri, Kajal & Monokroussos, George & Zhao, Yongchen, 2013, "The yield spread puzzle and the information content of SPF forecasts," Economics Letters, Elsevier, volume 118, issue 1, pages 219-221, DOI: 10.1016/j.econlet.2012.10.022.
• Evans, George W. & Mitra, Kaushik, 2013, "E-stability in the stochastic Ramsey model," Economics Letters, Elsevier, volume 118, issue 2, pages 407-410, DOI: 10.1016/j.econlet.2012.11.033.
• Shavit, Tal & Benzion, Uri & Shapir, Offer Moshe & Galil, Koresh, 2013, "Are time preferences for risky outcomes, riskless outcomes and commodities really different?," Economics Letters, Elsevier, volume 118, issue 3, pages 512-514, DOI: 10.1016/j.econlet.2013.01.001.
• Gareis, Johannes & Mayer, Eric, 2013, "Euler equations and money market interest rates: The role of monetary policy and risk premium shocks," Economics Letters, Elsevier, volume 120, issue 1, pages 27-31, DOI: 10.1016/j.econlet.2013.03.025.
• Valadkhani, Abbas & Bollen, Bernard, 2013, "An alternative approach to the modelling of interest rate pass through and asymmetric adjustment," Economics Letters, Elsevier, volume 120, issue 3, pages 491-494, DOI: 10.1016/j.econlet.2013.06.006.
• De Pace, Pierangelo & Weber, Kyle D., 2013, "High yield spreads, real economic activity, and the financial accelerator," Economics Letters, Elsevier, volume 121, issue 3, pages 346-355, DOI: 10.1016/j.econlet.2013.08.027.
• Kao, Yi-Cheng & Kuan, Chung-Ming & Chen, Shikuan, 2013, "Testing the predictive power of the term structure without data snooping bias," Economics Letters, Elsevier, volume 121, issue 3, pages 546-549, DOI: 10.1016/j.econlet.2013.10.020.
• Bikbov, Ruslan & Chernov, Mikhail, 2013, "Monetary policy regimes and the term structure of interest rates," Journal of Econometrics, Elsevier, volume 174, issue 1, pages 27-43, DOI: 10.1016/j.jeconom.2013.01.002.
• Yüksel, Ebru & Metin-Ozcan, Kivilcim & Hatipoglu, Ozan, 2013, "A survey on time-varying parameter Taylor rule: A model modified with interest rate pass-through," Economic Systems, Elsevier, volume 37, issue 1, pages 122-134, DOI: 10.1016/j.ecosys.2012.08.002.
• Dick, Christian D. & Schmeling, Maik & Schrimpf, Andreas, 2013, "Macro-expectations, aggregate uncertainty, and expected term premia," European Economic Review, Elsevier, volume 58, issue C, pages 58-80, DOI: 10.1016/j.euroecorev.2012.11.005.
• Kim, Hwagyun & Park, Hail, 2013, "Term structure dynamics with macro-factors using high frequency data," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 78-93, DOI: 10.1016/j.jempfin.2013.03.003.
• Jarrow, Robert A., 2013, "The zero-lower bound on interest rates: Myth or reality?," Finance Research Letters, Elsevier, volume 10, issue 4, pages 151-156, DOI: 10.1016/j.frl.2013.08.003.
• Kopchak, Seth J., 2013, "The realized forward term premium in the repo market," Journal of Financial Markets, Elsevier, volume 16, issue 2, pages 253-278, DOI: 10.1016/j.finmar.2012.08.001.
• Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2013, "Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?," Journal of Financial Stability, Elsevier, volume 9, issue 1, pages 117-138, DOI: 10.1016/j.jfs.2011.10.002.
• Dahlquist, Magnus & Hasseltoft, Henrik, 2013, "International Bond Risk Premia," Journal of International Economics, Elsevier, volume 90, issue 1, pages 17-32, DOI: 10.1016/j.jinteco.2012.11.008.
• Brämer, Patrick & Gischer, Horst & Richter, Toni & Weiß, Mirko, 2013, "Competition in banks’ lending business and its interference with ECB monetary policy," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 25, issue C, pages 144-162, DOI: 10.1016/j.intfin.2013.01.009.
• Valadkhani, Abbas, 2013, "The pricing behaviour of Australian banks and building societies in the residential mortgage market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 133-151, DOI: 10.1016/j.intfin.2013.05.003.
• Goda, Thomas & Lysandrou, Photis & Stewart, Chris, 2013, "The contribution of US bond demand to the US bond yield conundrum of 2004–2007: An empirical investigation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 113-136, DOI: 10.1016/j.intfin.2013.07.012.
• Koopman, Siem Jan & van der Wel, Michel, 2013, "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model," International Journal of Forecasting, Elsevier, volume 29, issue 4, pages 676-694, DOI: 10.1016/j.ijforecast.2012.12.004.
• Nakazono, Yoshiyuki & Ueda, Kozo, 2013, "Policy commitment and market expectations: Lessons learned from survey based evidence under Japan's quantitative easing policy," Japan and the World Economy, Elsevier, volume 25, issue , pages 102-113, DOI: 10.1016/j.japwor.2013.03.004.
• Nakaota, Hiroshi & Fukuta, Yuichi, 2013, "The leading indicator property of the term spread and the monetary policy factors in Japan," Japan and the World Economy, Elsevier, volume 28, issue C, pages 85-98, DOI: 10.1016/j.japwor.2013.08.001.
• Marquez, Jaime & Morse, Ari & Schlusche, Bernd, 2013, "The Federal Reserve’s balance sheet and overnight interest rates: Empirical modeling of exit strategies," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5300-5315, DOI: 10.1016/j.jbankfin.2013.01.015.
• Hernandis, Lucía & Torró, Hipòlit, 2013, "The information content of Eonia swap rates before and during the financial crisis," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5316-5328, DOI: 10.1016/j.jbankfin.2013.08.001.
• Liu, Zhuoshi & Spencer, Peter, 2013, "Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 241-256, DOI: 10.1016/j.jbankfin.2012.08.012.
• Jardet, Caroline & Monfort, Alain & Pegoraro, Fulvio, 2013, "No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 389-402, DOI: 10.1016/j.jbankfin.2012.09.003.
• Jitmaneeroj, Boonlert & Wood, Andrew, 2013, "The expectations hypothesis: New hope or illusory support?," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1084-1092, DOI: 10.1016/j.jbankfin.2012.11.013.
• De Socio, Antonio, 2013, "The interbank market after the financial turmoil: Squeezing liquidity in a “lemons market” or asking liquidity “on tap”," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1340-1358, DOI: 10.1016/j.jbankfin.2012.09.023.
• Casalin, Fabrizio, 2013, "Testing the expectations hypothesis of the term structure with permanent-transitory component models," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3192-3203, DOI: 10.1016/j.jbankfin.2013.02.025.
• Fujiwara, Ippei & Körber, Lena Mareen & Nagakura, Daisuke, 2013, "Asymmetry in government bond returns," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3218-3226, DOI: 10.1016/j.jbankfin.2013.03.002.
• Nakazono, Yoshiyuki, 2013, "Strategic behavior of Federal Open Market Committee board members: Evidence from members’ forecasts," Journal of Economic Behavior & Organization, Elsevier, volume 93, issue C, pages 62-70, DOI: 10.1016/j.jebo.2013.07.013.
• Challe, Edouard & Le Grand, François & Ragot, Xavier, 2013, "Incomplete markets, liquidation risk, and the term structure of interest rates," Journal of Economic Theory, Elsevier, volume 148, issue 6, pages 2483-2519, DOI: 10.1016/j.jet.2013.10.003.
• D’Amico, Stefania & King, Thomas B., 2013, "Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 425-448, DOI: 10.1016/j.jfineco.2012.11.007.
• Vasicek, Oldrich Alfons, 2013, "General equilibrium with heterogeneous participants and discrete consumption times," Journal of Financial Economics, Elsevier, volume 108, issue 3, pages 608-614, DOI: 10.1016/j.jfineco.2013.01.005.
• Joslin, Scott & Le, Anh & Singleton, Kenneth J., 2013, "Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs," Journal of Financial Economics, Elsevier, volume 109, issue 3, pages 604-622, DOI: 10.1016/j.jfineco.2013.04.004.
• Filipović, Damir & Trolle, Anders B., 2013, "The term structure of interbank risk," Journal of Financial Economics, Elsevier, volume 109, issue 3, pages 707-733, DOI: 10.1016/j.jfineco.2013.03.014.
• van Binsbergen, Jules & Hueskes, Wouter & Koijen, Ralph & Vrugt, Evert, 2013, "Equity yields," Journal of Financial Economics, Elsevier, volume 110, issue 3, pages 503-519, DOI: 10.1016/j.jfineco.2013.08.017.
• Christiansen, Charlotte, 2013, "Predicting severe simultaneous recessions using yield spreads as leading indicators," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 1032-1043, DOI: 10.1016/j.jimonfin.2012.08.005.
• Dieckmann, Stephan & Gallmeyer, Michael, 2013, "Rare event risk and emerging market debt with heterogeneous beliefs," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 163-187, DOI: 10.1016/j.jimonfin.2012.11.017.
• Schenkelberg, Heike & Watzka, Sebastian, 2013, "Real effects of quantitative easing at the zero lower bound: Structural VAR-based evidence from Japan," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 327-357, DOI: 10.1016/j.jimonfin.2012.11.020.
• Aizenman, Joshua & Hutchison, Michael & Jinjarak, Yothin, 2013, "What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk," Journal of International Money and Finance, Elsevier, volume 34, issue C, pages 37-59, DOI: 10.1016/j.jimonfin.2012.11.011.
• Belke, Ansgar & Beckmann, Joscha & Verheyen, Florian, 2013, "Interest rate pass-through in the EMU – New evidence from nonlinear cointegration techniques for fully harmonized data," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 1-24, DOI: 10.1016/j.jimonfin.2013.05.006.
• Hayo, Bernd & Méon, Pierre-Guillaume, 2013, "Behind closed doors: Revealing the ECB's decision rule," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 135-160, DOI: 10.1016/j.jimonfin.2013.06.005.
• Nelson, Edward, 2013, "Friedman's monetary economics in practice," Journal of International Money and Finance, Elsevier, volume 38, issue C, pages 59-83, DOI: 10.1016/j.jimonfin.2013.05.005.
• Claessens, Stijn & Ghosh, Swati R. & Mihet, Roxana, 2013, "Macro-prudential policies to mitigate financial system vulnerabilities," Journal of International Money and Finance, Elsevier, volume 39, issue C, pages 153-185, DOI: 10.1016/j.jimonfin.2013.06.023.
• Tsong, Ching-Chuan & Lee, Cheng-Feng, 2013, "Quantile cointegration analysis of the Fisher hypothesis," Journal of Macroeconomics, Elsevier, volume 35, issue C, pages 186-198, DOI: 10.1016/j.jmacro.2012.11.001.
• Abdymomunov, Azamat, 2013, "Predicting output using the entire yield curve," Journal of Macroeconomics, Elsevier, volume 37, issue C, pages 333-344, DOI: 10.1016/j.jmacro.2013.05.002.
• Monticini, Andrea & Thornton, Daniel L., 2013, "The effect of underreporting on LIBOR rates," Journal of Macroeconomics, Elsevier, volume 37, issue C, pages 345-348, DOI: 10.1016/j.jmacro.2013.02.002.

2012

• Glenn D. Rudebusch & Eric T. Swanson, 2012, "The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 1, pages 105-143, January.
• Anil K. Kashyap & Jeremy C. Stein, 2012, "The Optimal Conduct of Monetary Policy with Interest on Reserves," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 1, pages 266-282, January.
• Olivier Coibion, 2012, "Are the Effects of Monetary Policy Shocks Big or Small?," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 2, pages 1-32, April.
• Olivier Coibion & Yuriy Gorodnichenko, 2012, "Why Are Target Interest Rate Changes So Persistent?," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 4, pages 126-162, October, DOI: 10.1257/mac.4.4.126.
• Refet S. Gürkaynak & Jonathan H. Wright, 2012, "Macroeconomics and the Term Structure," Journal of Economic Literature, American Economic Association, volume 50, issue 2, pages 331-367, June.
• Robert W. Dimand & Rebeca Gomez Betancourt, 2012, "Retrospectives: Irving Fisher's Appreciation and Interest (1896) and the Fisher Relation," Journal of Economic Perspectives, American Economic Association, volume 26, issue 4, pages 185-196, Fall.
• Coralia Emilia Popa, 2012, "The Reference Interest Rate And It’S Role In Economy," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 40, pages 165-170.
• Dewachter, Hans & Iania, Leonardo, 2012, "An Extended Macro-Finance Model with Financial Factors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2012001, Jan.
• Assenza, T. & Delli Gatti, D., 2012, "E Pluribus Unum: Macroeconomic Modelling for Multi-agent Economies," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 12-08.
• DE CEUSTER, Marc J.K. & LI, Jie & ZHANG, Hairui, 2012, "Did federal funds target rate changes affect the market value of insurance companies?," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2012027, Dec.
• Peter Claeys & Borek Vašícek, 2012, "“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201209, Nov, revised Nov 2012.
• Marco Bianchetti, 2012, "The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management," Papers, arXiv.org, number 1210.7329, Oct.
• Komijani, Akbar & Alinejad-Mehrabani, Farhad, 2012, "Evaluating the Effectiveness of Monetary Transmission Channels on Production and Inflation besides Analyzing their Relative Importance in Iran’s Economy (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 17, issue 2, pages 39-63, August.
• Conrad, Christian & Zumbach, Klaus Ulrich, 2012, "The Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis," Working Papers, University of Heidelberg, Department of Economics, number 0536, Dec.
• Mark Burgin & Gunter Meissner, 2012, "Larger than One Probabilities in Mathematical and Practical Finance," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 1-13, November.
• Yunus Aksoy & Henriqu S Basso, 2012, "Liquidity, Term Spreads and Monetary Policy," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1211, Apr.
• Bruno Feunou & Jean-Sébastien Fontaine, 2012, "Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields," Staff Working Papers, Bank of Canada, number 12-37, DOI: 10.34989/swp-2012-37.
• Jean-Sébastien Fontaine, 2012, "Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy," Staff Working Papers, Bank of Canada, number 12-41, DOI: 10.34989/swp-2012-41.
• Gregory Bauer & Antonio Diez de los Rios, 2012, "An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks," Staff Working Papers, Bank of Canada, number 12-5, DOI: 10.34989/swp-2012-5.
• Caio Almeida & Axel Simonsen & José Valentim Vicente, 2012, "Forecasting Bond Yields with Segmented Term Structure Models," Working Papers Series, Central Bank of Brazil, Research Department, number 288, Jul.
• Leonardo S. Alencar, 2012, "Revisiting Bank Pricing Policies in Brazil: Evidence from Loan and Deposit Markets," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 67, pages 35-71, December.
• Ahmet SENGONUL & Sabri GENC, 2012, "The Effect Of Short Term Interest Rates On Long Term Interest Rates In Turkey (2002-2011)," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 6, issue 1, pages 103-131.
• Yunus Aksoy & Henrique S. Basso, 2012, "Liquidity, term spreads and monetary policy," Working Papers, Banco de España, number 1223, Jun.
• Antonio Di Cesare & Giuseppe Grande & Michele Manna & Marco Taboga, 2012, "Recent estimates of sovereign risk premia for euro-area countries," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 128, Sep.
• Hernando Vargas & Andrés González & Ignacio Lozano, 2012, "Macroeconomic Effects of Structural Fiscal Policy Changes in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 691, Feb, DOI: 10.32468/be.691.
• Andrés González & Sergio Ocampo & Julian Pérez Amaya & Diego Rodríguez, 2012, "Output gap and Neutral interest measures for Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 726, Aug, DOI: 10.32468/be.726.
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