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

• 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.
• 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.
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• 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.
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