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

2012

• Cebula, Richard & Foley, Maggie, 2012, "Recent Evidence on the Impact of Federal Government Budget Deficits on the Nominal Long Term Mortgage Interest Rate in the U.S," MPRA Paper, University Library of Munich, Germany, number 53691, Sep.
• Asonuma, Tamon, 2012, "Serial default and debt renegotiation," MPRA Paper, University Library of Munich, Germany, number 55139, Apr.
• Jaramillo Franco, Miguel & Serván Lozano, Sergio, 2012, "Modeling exchange rate dynamics in Peru: A cointegration approach using the UIP and PPP," MPRA Paper, University Library of Munich, Germany, number 70772, Apr.
• Johansson, Bo, 2012, "A note on approximating bond returns allowing for both yield change and time passage," MPRA Paper, University Library of Munich, Germany, number 92607, Jul.
• Josef Arlt & Martin Mandel, 2012, "Je možné předpovídat repo sazbu ČNB na základě zpět hledícího měnového pravidla?
  [Is it Possible to Predict the CNB Repo Rate on the Basis of the Backward-Looking Monetary Rule?]," Politická ekonomie, Prague University of Economics and Business, volume 2012, issue 4, pages 484-504, DOI: 10.18267/j.polek.858.
• Francis Breedon, 2012, "A Variance Decomposition of Index-Linked Bond Returns," Working Papers, Queen Mary University of London, School of Economics and Finance, number 688, Jan.
• Francis Breedon & Jagjit S. Chadha & Alex Water, 2012, "The Financial Market Impact of UK Quantitative Easing," Working Papers, Queen Mary University of London, School of Economics and Finance, number 696, Aug.
• Vega, Hugo, 2012, "Fricciones financieras y el diferencial de tasas de interés en una economía dolarizada," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 24, pages 9-26.
• Choy, Marylin & Cerna, Jorge, 2012, "Interrelación entre los mercados de derivados y el mercado de bonos soberanos del Perú y su impacto en las tasas de interés," Working Papers, Banco Central de Reserva del Perú, number 2012-021, Nov.
• Peter Aling & Dr. Shakill Hassan, 2012, "NoArbitrage OneFactor Models of the South African TermStructure of Interest Rates," Working Papers, South African Reserve Bank, number 4946, Feb.
• Francisco Palomino, 2012, "Bond Risk Premiums and Optimal Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 15, issue 1, pages 19-40, January, DOI: 10.1016/j.red.2010.05.003.
• Martin Andreasen, 2012, "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 15, issue 3, pages 295-316, July, DOI: 10.1016/j.red.2011.08.001.
• Vivian Yue, 2012, "Sovereign Risk and Financial Risk," 2012 Meeting Papers, Society for Economic Dynamics, number 318.
• John Williams & Eric Swanson, 2012, "Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates," 2012 Meeting Papers, Society for Economic Dynamics, number 462.
• Adam Gulan & Andres Fernandez, 2012, "Interest Rates and Business Cycles in Emerging Economies.The Role of Financial Frictions," 2012 Meeting Papers, Society for Economic Dynamics, number 849.
• Olena Chyruk & Luca Benzoni & Andrea Ajello, 2012, "Core and `Crust': Consumer Prices and the Term Structure of Interest Rates," 2012 Meeting Papers, Society for Economic Dynamics, number 922.
• Ramon Marimon & Eva Carceles-Poveda & Arpad Abraham, 2012, "On the optimal design of a Financial Stability Fund," 2012 Meeting Papers, Society for Economic Dynamics, number 945.
• Imen Mohamed Sghaier, 2012, "Taylor Rule and Monetary Policy in Tunisia," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 45, pages 143-166, December.
• Lucio Sarno & Paul Schneider & Christian Wagner, 2012, "Properties of Foreign Exchange Risk Premiums," Working Paper series, Rimini Centre for Economic Analysis, number 10_12, Mar.
• Christopher Martin & Costas Milas, 2012, "Quantitative Easing: A Sceptical Survey," Working Paper series, Rimini Centre for Economic Analysis, number 73_12, Nov.
• Udaibir S. Das & Maria A. Oliva & Takahiro Tsuda, 2012, "Sovereign Risk: A Macro-Financial Perspective," ADBI Working Papers, Asian Development Bank Institute, number 383, Oct.
• Agnieszka Szczypińska, 2012, "Does the halo effect still hold? Implications for the euro-candidates from the analysis of the EA bond market - the crisis perspective," MF Working Papers, Ministry of Finance in Poland, number 15, Aug.
• Ansgar Belke & Jens Klose, 2012, "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound – Evidence for the ECB and the Fed," ROME Working Papers, ROME Network, number 201203, Jun.
• Ansgar Belke & Joscha Beckmann & Florian Verheyen, 2012, "Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data," ROME Working Papers, ROME Network, number 201203, Jun.
• Mohammed Saiful ISLAM & Mohammad Hasmat ALI, 2012, "Taylor Principle Supplements the Fisher Effect: Empirical Investigation under the US Context," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 15, issue 1, pages 189-203, June.
• G. Everaert, 2012, "A Panel Analysis of the Fisher Effect with an Unobserved I(1) World Real Interest Rate," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 12/782, Apr.
• Mohamed Z. M. Aazim & N. S. Cooray, 2012, "Monetary Policy and Yield Curve Dynamics in an Emerging Market: Sri Lankan Perspectives," South Asian Journal of Macroeconomics and Public Finance, , volume 1, issue 1, pages 25-56, June, DOI: 10.1177/227797871200100104.
• Giuseppe Ciccarone & Francesco Giuli & Danilo Liberati, 2012, "The effects of monetary policy shocks in credit and labor markets with search and matching frictions," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 151, Jan.
• Sébastien Kraenzlin & Martin Schlegel, 2012, "Demand for Reserves and the Central Bank's Management of Interest Rates," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 148, issue IV, pages 531-555, December.
• Jakub Borowski & Adam Czerniak, 2012, "Determinanty polityki pieniężnej Ludowego Banku Chin," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1-2, pages 97-116.
• Andrzej Jędruchniewicz, 2012, "Produkcja we wzrostowej fazie cyklu koniunkturalnego w Polsce," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 10, pages 73-95.
• Gabrisch, Hurbert & Orlowski, Lucjan & Pusch, Toralf, 2012, "Sovereign Default Risk in the Euro-Periphery and the Euro-Candidate Countries," Working Papers, Sacred Heart University, John F. Welch College of Business, number 2012002, Aug.
• Signe Krogstrup & Samuel Reynard & Barbara Sutter, 2012, "Liquidity Effects of Quantitative Easing on Long-Term Interest Rates," Working Papers, Swiss National Bank, number 2012-02.
• Periklis Gogas & Ioannis Pragidis, 2012, "GDP trend deviations and the yield spread: the case of eight E.U. countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 1, pages 226-237, January, DOI: 10.1007/s12197-011-9176-9.
• Hans Dewachter & Romain Houssa & Priscilla Toffano, 2012, "Spatial propagation of macroeconomic shocks in Europe," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 148, issue 2, pages 377-402, June, DOI: 10.1007/s10290-012-0118-1.
• Guido Zimmermann & Florian Baier, 2012, "Financial Repression — Ein neues Umfeld für die Finanzmärkte?," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 92, issue 9, pages 599-604, September, DOI: 10.1007/s10273-012-1426-8.
• Håvard Hungnes, 2012, "Testing for co-non-linearity," Discussion Papers, Statistics Norway, Research Department, number 699, Jul.
• Tom Holden & Michael Paetz, 2012, "Efficient simulation of DSGE models with inequality constraints," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1612, Oct.
• Enzo Weber & Jürgen Wolters, 2012, "The US term structure and central bank policy," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 1, pages 41-45, January, DOI: 10.1080/13504851.2011.566171.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2012, "Fractional cointegration in US term spreads," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 5, pages 431-434, March, DOI: 10.1080/13504851.2011.581205.
• Chiara Peroni, 2012, "Testing linearity in term structures," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 8, pages 651-666, April, DOI: 10.1080/09603107.2011.621882.
• Murat Duran & Doruk Kucuksarac, 2012, "Are Swap and Bond Markets Alternatives to Each Other in Turkey?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1223.
• Hans J. Blommestein, 2012, "The Debate over Sovereign Risk, Safe Assets, and the Risk-Free Rate: What are the Implications for Sovereign Issuers?," Ekonomi-tek - International Economics Journal, Turkish Economic Association, volume 1, issue 3, pages 55-70, September.
• Masagus M. Ridhwan & Henri L.F. de Groot & Piet Rietveld & Peter Nijkamp, 2012, "Regional Interest Rate Variations: Evidence from the Indonesian Credit Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-073/3, Jul.
• Dick van Dijk & Siem Jan Koopman & Michel van der Wel & Jonathan H. Wright, 2012, "Forecasting Interest Rates with Shifting Endpoints," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-076/4, Jul.
• Bonner, C. & Eijffinger, S.C.W., 2012, "The Impact of the LCR on the Interbank Money Market," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-075.
• Gollier, Christian, 2012, "Asset pricing with uncertain betas: A long-term perspective," TSE Working Papers, Toulouse School of Economics (TSE), number 12-354, Nov.
• Gollier, Christian, 2012, "Evaluation of long-dated assets : The role of parameter uncertainty," TSE Working Papers, Toulouse School of Economics (TSE), number 12-361, Nov, revised Sep 2015.
• Will Devlin & Deepika Patwardhan, 2012, "Measuring market inflation expectations," Economic Roundup, The Treasury, Australian Government, issue 2, pages 5-17, August.
• Diewert, Erwin & Yu, Emily, 2012, "A Canadian Business Sector Data Base and New Estimates of Canadian TFP Growth," Economics working papers, Vancouver School of Economics, number erwin_diewert-2012-29, Nov, revised 27 Nov 2012.
• Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2012, "Asymmetric Adjustments in the Ethanol and Grains Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-11, revised Apr 2012.
• Marcin Jaskowski & Michael McAleer, 2012, "Estimating Implied Recovery Rates from the Term Structure of CDS Spreads," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-28, Dec.
• Klaus Adam & Pei Kuang & Albert Marcet, 2012, "House Price Booms and the Current Account," NBER Macroeconomics Annual, University of Chicago Press, volume 26, issue 1, pages 77-122, DOI: 10.1086/663990.
• Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò, 2012, "Risk, Monetary Policy, and the Exchange Rate," NBER Macroeconomics Annual, University of Chicago Press, volume 26, issue 1, pages 247-309, DOI: 10.1086/663993.
• Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2012, "Purchasing Power Parity between the UK and the Euro Area," Working papers, University of Connecticut, Department of Economics, number 2012-46, Nov.
• Martin Gonzalez-Rozada & Martin sola & Constantino Hevia & Fabio Spagnolo, 2012, "Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2012-07, Jul.
• Francis Breedon & Jagjit S. Chadha & Alex Waters, 2012, "The Financial Market Impact of UK Quantitative Easing," Studies in Economics, School of Economics, University of Kent, number 1211, Jun.
• Hasan Cömert, 2012, "Decoupling between the Federal Funds Rate and Long-term Interest Rates: Decreasing Effectiveness of Monetary Policy in the U.S," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp295.
• Karim Azizi & Nicolas Canry & Jean-Bernard Chatelain & Bruno Tinel, 2012, "Are No-Ponzi Game and Transversality Conditions Relevant for Public Debt? A Keynesian Appraisal," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp296.
• Abbas Valadkhani & Sajid Anwar, 2012, "Modelling Australia's Retail Mortgage Rate," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp12-01.
• Abbas Valadkhani & Sajid Anwar & Amir Arjonandi, 2012, "How to capture the full extent of price stickiness in credit card interest rates?," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp12-02.
• Giorgio Calcagnini & Fabio Farabullini & Germana Giombini, 2012, "The impact of the recent financial crisis on bank loan interest rates and guarantees," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1202, revised 2012.
• Giorgio Calcagnini & Germana Giombini & Elisa Lenti, 2012, "Gender differences in bank loan access," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1212, revised 2012.
• Mirkov, Nikola, 2012, "International Financial Transmission of the US Monetary Policy: An Empirical Assessment," Working Papers on Finance, University of St. Gallen, School of Finance, number 1201, Jan.
• Mirkov, Nikola & Sutter, Barbara, 2012, "Central Bank Reserves and the Yield Curve at the ZLB," Working Papers on Finance, University of St. Gallen, School of Finance, number 1208, Oct.
• Giuseppe Garofalo, 2012, "Interest rate in an "econom-ethic" perspective," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 120, issue 4, pages 399-412.
• Radulescu, Andrei, 2012, "The Public Debt Of Countries From Euro Zone. The Snowball Effect," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 16, issue 3, pages 95-103.
• Vilimir Yordanov, 2012, "The Bulgarian Foreign and Domestic Debt ??? A No-Arbitrage Macrofinancial View," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1032, Mar.
• Lucian-Liviu Albu, 2012, "Quantifying The Impact Of Current Crisis On The Convergence In Eu And Post-Crisis Scenarios," ERSA conference papers, European Regional Science Association, number ersa12p433, Oct.
• René Garcia & Richard Luger, 2012, "Risk aversion, intertemporal substitution, and the term structure of interest rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 6, pages 1013-1036, September.
• Carlo A. Favero & Linlin Niu & Luca Sala, 2012, "Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 2, pages 124-156, March.
• Luis Gil‐Alana & Antonio Moreno & Fernando Pérez de Gracia, 2012, "Exploring Survey‐Based Inflation Forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 6, pages 524-539, September.
• George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2012, "Does Ricardian Equivalence Hold When Expectations Are Not Rational?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 7, pages 1259-1283, October, DOI: 10.1111/j.1538-4616.2012.00531.x.
• James D. Hamilton & Jing Cynthia Wu, 2012, "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue s1, pages 3-46, February, DOI: 10.1111/j.1538-4616.2011.00477.x.
• Maria Drozdowicz-Bieć, 2012, "Koszty w cyklu koniunktury [Costs in a Business Cycle]," Prace i Materiały, Instytut Rozwoju Gospodarczego (SGH), volume 90, issue 3, pages 67-95, .
• Alfred Haug, 2012, "On real interest rate persistence: the role of breaks," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 65, Nov.
• Hrushikesh Mallick, 2012, "Inflow Of Remittances And Private Investment In India," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 57, issue 01, pages 1-22, DOI: 10.1142/S021759081250004X.
• Hyeong Ho Moon & Tae-Hwan Kim & Seongho Nah, 2012, "On measuring the nonlinear effect of interest rates on inflation and output," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2013rwp-53, Feb.
• Osama D. Sweidan, 2012, "Deposit Rate and Lending Rate in Jordan, Which leads Which? A Cointegration Analysis," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 15, issue 1, pages 37-48, May.
• Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2012, "Fiscal policy and learning," Bank of Finland Research Discussion Papers, Bank of Finland, number 5/2012.
• Abbassi, Puriya & Linzert, Tobias, 2012, "The effectiveness of monetary policy in steering money market rates during the financial crisis," Discussion Papers, Deutsche Bundesbank, number 14/2012.
• Halberstadt, Arne & Stapf, Jelena, 2012, "An affine multifactor model with macro factors for the German term structure: Changing results during the recent crises," Discussion Papers, Deutsche Bundesbank, number 25/2012.
• Freydorf, Christoph & Kimmich, Christian & Koudela, Thomas & Schuster, Ludwig & Wenzlaff, Ferdinand, 2012, "Wachstumszwänge in der Geldwirtschaft. Zwischenbericht der Wissenschaftlichen Arbeitsgruppe nachhaltiges Geld," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 142471.
• Wenzlaff, Ferdinand & Kimmich, Christian & Koudela, Thomas & Richters, Oliver & Freydorf, Christoph & Schuster, Ludwig, 2012, "Wachstumszwang in der Geldwirtschaft? Theoretische Erwägungen," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 237053.
• Dick, Christian D. & Knobloch, Michael & Al-Umaray, Kerim S. & Jaroszek, Lena & Schröder, Michael & Tiffe, Achim, 2012, "Studie zu Dispozinsen / Ratenkrediten - Forschungsvorhaben zur Bereitstellung wissenschaftlicher Entscheidungshilfe für das Bundesministerium für Ernährung, Landwirtschaft und Verbraucherschutz (BMELV," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 65418, Jul.
• Lancastle, Neil, 2012, "Circuit theory extended: The role of speculation in crises," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2012-30.
• Lancastle, Neil, 2012, "Circuit theory extended: The role of speculation in crises," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), volume 6, pages 1-27, DOI: 10.5018/economics-ejournal.ja.2012-.
• Belke, Ansgar & Klose, Jens, 2012, "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound – Evidence for the ECB and the Fed," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 343, DOI: 10.4419/86788397.
• Belke, Ansgar & Beckmann, Joscha & Verheyen, Florian, 2012, "Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 350, DOI: 10.4419/86788403.
• Krätschell, Karoline & Schmidt, Torsten, 2012, "Long-run Trends or Short-run Fluctuations – What Establishes the Correlation between Oil and Food Prices?The Interplay of Standardized Tests and Incentives – An Econometric Analysis with Data from PIS," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 357, DOI: 10.4419/86788411.
• Chen, Yi-hsuan & Härdle, Wolfgang Karl, 2012, "Common factors in credit defaults swaps markets," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-063.
• Doluca, Hasan & Hübner, Malte & Rumpf, Dominik & Weigert, Benjamin, 2012, "The European Redemption Pact: An illustrative guide," Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 02/2012.
• Schmid, Kai Daniel & Schmidt, Michael, 2012, "EMU, the changing role of public debt and the revival of sovereign credit risk perception," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 48.
• Gareis, Johannes & Mayer, Eric, 2012, "Euler equations and money market interest rates: The role of monetary and risk premium shocks," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 89.

2011

• Allen Head & Junfeng Qiu, 2007, "Elastic Money, Inflation, And Interest Rate Policy," Working Paper, Economics Department, Queen's University, number 1152, Dec.
• Richard Finlay & Sebastian Wende, 2011, "Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2011-01, Mar.
• Callum Jones & Mariano Kulish, 2011, "Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2011-02, Apr.
• Martin Andreasen, 2011, "Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models"," Online Appendices, Review of Economic Dynamics, number 11-84.
• Martin Andreasen, 2011, "Code and data files for "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models"," Computer Codes, Review of Economic Dynamics, number 11-84, revised .
• Yiting Li, 2011, "Currency and Checking Deposits as Means of Payment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 14, issue 2, pages 403-417, April, DOI: 10.1016/j.red.2009.11.002.
• Roman Sustek, 2011, "Monetary Business Cycle Accounting," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 14, issue 4, pages 592-612, October, DOI: 10.1016/j.red.2010.001.
• Ricardo Lagos & Gara Afonson, 2011, "Trade Dynamics in the Market for Federal Funds," 2011 Meeting Papers, Society for Economic Dynamics, number 314.
• Delia-Elena Diaconasu & Alexandru Asavoaei, 2011, "The Role of Investment Funds in Romania," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 39, pages 45-59, March.
• Roberto Blanco & Fernando Restoy, 2011, "Have Real Interest Rates Really Fallen That Much In Spain?," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 19, issue 1, pages 153-170, Spring.
• Daniel Albalate & Germà Bel, 2011, "Cuando La Economía No Importa: Auge Y Esplendor De La Alta Velocidad En España," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 19, issue 1, pages 171-190, Spring.
• Alho, Kari E.O., 2011, "How to Restore Sustainability of the Euro?," Discussion Papers, The Research Institute of the Finnish Economy, number 1259.
• Paolo Zagaglia, 2011, "Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback," Working Paper series, Rimini Centre for Economic Analysis, number 19_11, Mar.
• Massimiliano Marzo & Paolo Zagaglia, 2011, "Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market," Working Paper series, Rimini Centre for Economic Analysis, number 28_11, Jul.
• Peter J. Morgan, 2011, "Impact of US Quantitative Easing Policy on Emerging Asia," ADBI Working Papers, Asian Development Bank Institute, number 321, Nov.
• Rui Santos, 2011, "A Disequilibrium Model of the Interest Rate," Working Papers, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE), number 18/2011, Jun.
• Rui Santos, 2011, "A Disequilibrium Model Of The Interest Rate," Working Papers, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE), number 36/2014, May.
• Marco Bianchetti & Mattia Carlicchi, 2011, "Interest Rates After the Credit Crunch: Markets and Models Evolution," Journal of Financial Transformation, Capco Institute, volume 32, pages 35-48.
• Chiara Coluzzi, 2011, "The Pricing of the Option Implicitly Granted by the Italian Treasury to the Specialists in the Reserved Auction Reopening," Rivista di Politica Economica, SIPI Spa, issue 1, pages 189-221, January-M.
• Iva Cecchin, 2011, "Mortgage Rate Pass-Through in Switzerland," Working Papers, Swiss National Bank, number 2011-08.
• Sébastien P. Kraenzlin & Benedikt von Scarpatetti, 2011, "Bargaining Power in the Repo Market," Working Papers, Swiss National Bank, number 2011-14.
• Arnab Bhattacharjee & Sean Holly, 2011, "Structural interactions in spatial panels," Empirical Economics, Springer, volume 40, issue 1, pages 69-94, February, DOI: 10.1007/s00181-010-0396-1.
• Andreas Reschreiter, 2011, "Real and nominal UK interest rates, ERM membership, and inflation targeting," Empirical Economics, Springer, volume 40, issue 3, pages 559-579, May, DOI: 10.1007/s00181-010-0345-z.
• Matteo Fragetta & Giovanni Melina, 2011, "Identification of Monetary Policy in SVAR Models: A Data-Oriented Perspective," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0811, Jul.
• Christiane Nickel & Philipp Rother & Jan-Christoph Ruelke, 2011, "Fiscal variables and bond spreads - evidence from Eastern European countries and Turkey," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 17, pages 1291-1307, DOI: 10.1080/09603107.2011.570711.
• William Lin & Shih-Chuan Tsai & David Sun, 2011, "Price informativeness and predictability: how liquidity can help," Applied Economics, Taylor & Francis Journals, volume 43, issue 17, pages 2199-2217, DOI: 10.1080/00036840903153812.
• Joaquim Pinto de Andrade & Manoel Carlos de Castro Pires, 2011, "Implications of Public Debt Indexation for Monetary Policy Transmission," Journal of Applied Economics, Taylor & Francis Journals, volume 14, issue 2, pages 257-268, November, DOI: 10.1016/S1514-0326(11)60014-7.
• Dungey, Mardi & Tugrul Vehbi, M, 2011, "A SVECM Model of the UK Economy and The Term Premium," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 11610, May.
• Murat Duran & Eda Gulsen & Refet Gurkaynak, 2011, "Turkiye Icin Getiri Egrileri Kullanilarak Enflasyon Telafisi Tahmin Edilmesi," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1122.
• Siem Jan Koopman & Michel van der Wel, 2011, "Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-063/4, Apr.
• Michael Ehrmann & Marcel Fratzscher, 2011, "Politics and Monetary Policy," The Review of Economics and Statistics, MIT Press, volume 93, issue 3, pages 941-960, August.
• Jaromír Baxa & Roman Horváth & Borek Vasícek, 2011, "Monetary Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary," Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona, number wpdea1101, Jan.
• Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer, 2011, "The Dynamics of Energy-Grain Prices with Open Interest," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-18.
• Thomas I. Palley, 2011, "Quantitative Easing: A Keynesian Critique," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp252.
• Luis Gil-Alana & Antonio Moreno & Fernando Pérez de Gracia, 2011, "Exploring Survey-Based Inflation Forecasts," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/11, Jan.
• Giulio Tarditi, 2011, "Affine Term Structure Constraints on Euribor data," Department of Economics University of Siena, Department of Economics, University of Siena, number 613, Jun.
• Carl Chiarella & Chih-Ying Hsiao & Thuy-Duong To, 2011, "Stochastic Correlation and Risk Premia in Term Structure Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 298, Dec.
• Dan Luo & Iris Biefang-Frisancho Mariscal & Peter Howells, 2011, "The effect of monetary policy on investors’ risk perception: Evidence from the UK and Germany," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 1107, May.
• Pop, Napoleon & Milea, Camelia & Lupu, Iulia & Criste, Adina & Ailinca, Alina Georgeta & Iordache, Floarea & Rotaru, Alina, 2011, "Measures To Recalibrate The Macroeconomic Policies In The New Eu Member States That Are To Adopt The Single Currency," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 15, issue 1, pages 171-189.
• Helge Berger & Jakob de Haan & Jan‐Egbert Sturm, 2011, "Does money matter in the ECB strategy? New evidence based on ECB communication," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 16, issue 1, pages 16-31, January.
• Paolo Angelini & Andrea Nobili & Cristina Picillo, 2011, "The Interbank Market after August 2007: What Has Changed, and Why?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue 5, pages 923-958, August, DOI: 10.1111/j.1538-4616.2011.00402.x.
• Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011, "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue 8, pages 1685-1706, December, DOI: 10.1111/j.1538-4616.2011.00463.x.
• Bernd Hayo & Matthias Neuenkirch, 2011, "Canadian Interest Rate Setting: The Information Content of Canadian and U.S. Central Bank Communication," Southern Economic Journal, John Wiley & Sons, volume 78, issue 1, pages 131-148, July, DOI: 10.4284/0038-4038-78.1.131.
• Piotr Keblowski & Aleksander Welfe, 2011, "A Risk-Driven Approach to Exchange-Rate Modelling," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 57, Sep.
• Jagdish Handa & Shibeshi Ghebre Kahsay, 2011, "Studies in East Asian Economies:Capital Flows, Exchange Rates and Monetary Policy," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8067, ISBN: ARRAY(0x54459280), March.
• Joanna Janczura & Sebastian Orzel & Agnieszka Wylomanska, 2011, "Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/11/03.
• Kaushik, Mitra & Evans, George W. & Honkapohja, Seppo, 2011, "Policy change and learning in the RBC model," Bank of Finland Research Discussion Papers, Bank of Finland, number 22/2011.
• Abbassi, Puriya & Nautz, Dieter, 2011, "Monetary transmission right from the start: On the information content of the eurosystem's main refinancing operations," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,24.
• Gerlach, Stefan & Moretti, Laura, 2011, "Monetary policy and TIPS yields before the crisis," CFS Working Paper Series, Center for Financial Studies (CFS), number 2011/22.
• Buscher, Herbert S. & Gabrisch, Hubert, 2011, "What Might Central Banks Lose or Gain in Case of Euro Adoption – A GARCH-Analysis of Money Market Rates for Sweden, Denmark and the UK," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 9/2011.
• Jovanović, Mario, 2011, "Does Monetary Policy Affect Stock Market Uncertainty? – Empirical Evidence from the United States," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 240.
• Klose, Jens, 2011, "Political Business Cycles and Monetary Policy Revisited – An Application of a Two-Dimensional Asymmetric Taylor Reaction Function," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 286.
• Meyer-Gohde, Alexander, 2011, "Sticky information and determinacy," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-006.
• Strohsal, Till & Weber, Enzo, 2011, "Mean-variance cointegration and the expectations hypothesis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-007.
• Meyer-Gohde, Alexander, 2011, "Monetary policy, determinacy, and the natural rate hypothesis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-049.
• Christian Kascha & Carsten Trenkler, 2011, "Cointegrated VARMA models and forecasting US interest rates," ECON - Working Papers, Department of Economics - University of Zurich, number 033, Oct.
• Charlotte Christiansen, 2011, "Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-20, May.
• Hans Dewachter & Leonardo Iania & Marco Lyrio, 2011, "Information in the Yield Curve: A Macro-Finance Approach," Business and Economics Working Papers, Unidade de Negocios e Economia, Insper, number 132.
• Hans Dewachter & Leonardo Iania & Marco Lyrio, 2011, "A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation," Business and Economics Working Papers, Unidade de Negocios e Economia, Insper, number 134.
• Thomas J. Sargent & Paolo Surico, 2011, "Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals," American Economic Review, American Economic Association, volume 101, issue 1, pages 109-128, February.
• Olivier Coibion & Yuriy Gorodnichenko, 2011, "Monetary Policy, Trend Inflation, and the Great Moderation: An Alternative Interpretation," American Economic Review, American Economic Association, volume 101, issue 1, pages 341-370, February.
• Jonathan H. Wright, 2011, "Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset," American Economic Review, American Economic Association, volume 101, issue 4, pages 1514-1534, June.
• James D. Hamilton & Seth Pruitt & Scott Borger, 2011, "Estimating the Market-Perceived Monetary Policy Rule," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 3, pages 1-28, July.
• George J. Hall & Thomas J. Sargent, 2011, "Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 3, pages 192-214, July.
• Roberto M. Billi, 2011, "Optimal Inflation for the US Economy," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 3, pages 29-52, July.
• Fiorella De Fiore & Pedro Teles & Oreste Tristani, 2011, "Monetary Policy and the Financing of Firms," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 4, pages 112-142, October.
• Isaya Maana & Samuel Tiriongo, 2011, "Effectiveness of Monetary Policy Communication in Kenya," The African Finance Journal, Africagrowth Institute, volume 13, issue Conferenc, pages 92-109.
• Head, Allen & Qiu, Junfeng, 2011, "Elastic Money, Inflation, and Interest Rate Policy," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273628, Feb, DOI: 10.22004/ag.econ.273628.
• Florin DUMITER, 2011, "Central Bank Transparency – Implications and Importance," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 13, pages 175-180, December.
• Ramona-Andreea TEICA, 2011, "The Strategy of Direct Inflation Targeting: Between Theory and Practice," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 13, pages 204-210, December.
• Clemens Vinícius de A. Nunes & Márcio Holland & Cleomar Gomes da Silva, 2011, "Sinalização de Política Monetária e Movimentos na Estrutura a Termo da Taxa de Juros no Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 12, issue 1, pages 71-90.
• Marco Bianchetti & Mattia Carlicchi, 2011, "Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR," Papers, arXiv.org, number 1103.2567, Mar, revised Apr 2012.
• Drago Franciskovic, 2011, "The Analysis Of Total Compensation Of The Increase In Installments Of The Loan With Currency Clause By Extending Payment Period," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 20, issue 2, pages 313-334, december.