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

• Philippe Andrade & Eric Ghysels & Julien Idier., 2012, "Tails of Inflation Forecasts and Tales of Monetary Policy," Working papers, Banque de France, number 407.
• Kristoffer P. Nimark, 2015, "Speculative Dynamics in the Term Structure of Interest Rates," Working Papers, Barcelona School of Economics, number 430, Sep.
• Morten L Bech & Yvan Lengwiler, 2012, "The financial crisis and the changing dynamics of the yield curve," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Threat of fiscal dominance?".
• Francis Breedon & Jagjit S Chadha & Alex Waters, 2012, "The financial market impact of UK quantitative easing," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Threat of fiscal dominance?".
• Aaron Mehrotra, 2012, "On the use of sterilisation bonds in emerging Asia," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Are central bank balance sheets in Asia too large?".
• Hernando Vargas & Andrés Gonzalez & Ignacio Lozano, 2012, "Macroeconomic effects of structural fiscal policy changes in Colombia," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Fiscal policy, public debt and monetary policy in emerging market economies".
• Elod Takáts, 2012, "Countercyclical policies in emerging markets," BIS Quarterly Review, Bank for International Settlements, June.
• Boris Hofmann & Bilyana Bogdanova, 2012, "Taylor rules and monetary policy: a global "Great Deviation"?," BIS Quarterly Review, Bank for International Settlements, September.
• Morten Bech & Todd Keister, 2012, "On the liquidity coverage ratio and monetary policy implementation," BIS Quarterly Review, Bank for International Settlements, December.
• Ken Miyajima & Madhusudan Mohanty & Tracy Chan, 2012, "Emerging market local currency bonds: diversification and stability," BIS Working Papers, Bank for International Settlements, number 391, Nov.
• Oren Levintal, 2012, "Equity Capital, Bankruptcy Risk and the Liquidity Trap," Working Papers, Bar-Ilan University, Department of Economics, number 2012-07, May.
• Gerardo Licandro & Miguel Mello, 2012, "Cambios recientes en la transmisión de la tasa de política monetaria a la estructura de tasas en Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2012014.
• Peter Hördahl & Oreste Tristani, 2012, "Inflation Risk Premia In The Term Structure Of Interest Rates," Journal of the European Economic Association, European Economic Association, volume 10, issue 3, pages 634-657, May, DOI: j.1542-4774.2012.01067.x.
• Peter Aling & Shakill Hassan, 2012, "No-Arbitrage One-Factor Models Of The South African Term Structure Of Interest Rates," South African Journal of Economics, Economic Society of South Africa, volume 80, issue 3, pages 301-318, September, DOI: j.1813-6982.2011.01311.x.
• Arvid Raknerud & Bjørn Helge Vatne, 2012, "The relation between banks' funding costs, retail rates and loan volumes: An analysis of Norwegian bank micro data," Working Paper, Norges Bank, number 2012/17, Dec.
• Martin Daines & Michael Joyce & Matthew Tong, 2012, "QE and the gilt market: a disaggregated analysis," Bank of England Staff Working Paper series, Bank of England, number 466, Oct.
• Ichiro Muto, 2012, "A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate," Bank of Japan Working Paper Series, Bank of Japan, number 12-E-10, Dec.
• Daisuke Ikeda & Masashi Saito, 2012, "The Effects of Demographic Changes on the Real Interest Rate in Japan," Bank of Japan Working Paper Series, Bank of Japan, number 12-E-3, Feb.
• Kyu Ho Kang, 2012, "Structural Break in the Term Structure of the Korean Government Bond Yields (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 18, issue 2, pages 29-52, June.
• M. Marzo & P. Zagaglia, 2012, "Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp821, Mar.
• M. Falagiarda & M. Marzo, 2012, "A DSGE model with Endogenous Term Structure," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp830, Jun.
• Ebru Yuksel & Kývýlcým Metin Ozcan & Ozan Hatipoglu, 2012, "A Survey on Time Varying Parameter Taylor Rule: A Model Modified with Interest Rate Pass Through," Working Papers, Bogazici University, Department of Economics, number 2012/08, Aug.
• Bech, Morten L. & Lengwiler, Yvan, 2012, "The Financial Crisis and the Changing Dynamics of the Yield Curve," Working papers, Faculty of Business and Economics - University of Basel, number 2012/06.
• Richard W. Evans, 2012, "Determinants of Short-term Consumer Lending Interest Rates," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory, number 2012-07, Aug.
• Miguel Casares & Jean-Christophe Poutineau, 2012, "Investissement, contraintes financières et fluctuations macroéconomiques," Revue économique, Presses de Sciences-Po, volume 63, issue 5, pages 935-951.
• Jean-Jacques Durand & Georges Prat, 2012, "Fisher, Macaulay et Allais face au “paradoxe de Gibson”," Recherches économiques de Louvain, De Boeck Université, volume 78, issue 2, pages 75-105.
• Ritz, R. A., 2012, "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1213, Mar.
• Corrado, L. & Holly, S. & Raissi, M., 2012, "Persistent Habits, optimal Monetary Policy Inertia and Interest Rate Smoothing," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1247, Oct.
• Davies, Ceri & Gillman, Max & Kejak, Michal, 2012, "Deriving the Taylor Principle when the Central Bank Supplies Money," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/20, Aug.
• Auerbach, Alan J. & Obstfeld, Maurice, 2012, "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley, number qt4tm5h0s3, Jan.
• Auerbach, Alan J. & Obstfeld, Maurice, 2012, "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley, number qt84s7d8c8, Jan.
• Auerbach, Alan J. & Obstfeld, Maurice, 2012, "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt4tm5h0s3, Jan.
• Auerbach, Alan J. & Obstfeld, Maurice, 2012, "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt84s7d8c8, Jan.
• Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012, "The Yield Spread Puzzle and the Information Content of SPF Forecasts," CESifo Working Paper Series, CESifo, number 3949.
• Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2012, "The Interest Rate Pass-Through in the Euro Area During the Global Financial Crisis," CESifo Working Paper Series, CESifo, number 3964.
• Yunus Aksoy & Henrique S. Basso, 2012, "Liquidity, Term Spreads and Monetary Policy," CESifo Working Paper Series, CESifo, number 3988.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence and Cycles in the US Federal Funds Rate," CESifo Working Paper Series, CESifo, number 4035.
• Burkhard Heer & Torben Klarl & Alfred Maussner, 2012, "Asset Pricing Implications of a New Keynesian Model: A Note," CESifo Working Paper Series, CESifo, number 4041.
• Christian Gollier, 2012, "Evaluation of Long-Dated Investments under Uncertain Growth Trend, Volatility and Catastrophes," CESifo Working Paper Series, CESifo, number 4052.
• Christian Breuer & Daniel Mannfeld & Niklas Potrafke, 2012, "Die Zinslast des Bundes," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 65, issue 12, pages 47-50, June.
• Reiner Peter Hellbrück, 2012, "Regionale Zinspolitik," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 65, issue 15, pages 27-34, August.
• Ceri Davies & Max Gillman & Michal Kejak, 2012, "Deriving the Taylor Principle when the Central Bank Supplies Money," CEU Working Papers, Department of Economics, Central European University, number 2012_13, Jul, revised 23 Jul 2012.
• Urszula Szczerbowicz, 2012, "The ECB Unconventional Monetary Policies: Have They Lowered Market Borrowing Costs for Banks and Governments?," Working Papers, CEPII research center, number 2012-36, Dec.
• Edgar A. Ghossoub & Thanarak Laosuthi & Robert R. Reed, 2012, "The role of financial sector competition for monetary policy," Canadian Journal of Economics, Canadian Economics Association, volume 45, issue 1, pages 270-287, February, DOI: 10.1111/j.1540-5982.2011.01695.x.
• Peter Claeys & Borek Vasicek, 2012, "Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News," Working Papers, Czech National Bank, Research and Statistics Department, number 2012/07, Sep.
• Hernando Vargas & Andr�s Gonz�lez & Ignacio Lozano, 2012, "Macroeconomic Effects of Structural Fiscal Policy Changes in Colombia," Borradores de Economia, Banco de la Republica, number 9314, Feb.
• Andr�s Gonz�lez & Sergio Ocampo & Juli�n P�rez & Diego Rodr�guez, 2012, "Output gap and Neutral interest measures for Colombia," Borradores de Economia, Banco de la Republica, number 9870, Aug.
• Andrés Felipe Londono & Jorge Andr�s Tamayo & Carlos Alberto Vel�squez, 2012, "Dinámica de la política monetaria e inflación objetivo en Colombia: una aproximación FAVAR," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 30, issue 68, pages 14-71, DOI: 10.32468/Espe.6801.
• Egberto Alexander Riveros Saavedra, 2012, "¿Responde el Banco de la República a los movimientos en la tasa de cambio real?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 30, issue 69, pages 150-194, DOI: 10.32468/Espe.6904.
• Freddy H. CASTRO, 2012, "Senales de política monetaria y movimientos en la estructura a plazo de la tasa de interés en Colombia," Archivos de Economía, Departamento Nacional de Planeación, number 9908, Jun.
• Alejandro Arregoces Castillo & Andr�s Fernando JOLA SANCHEZ & Diana Margarita QUINTERO CUELLO & Lady Didiana VELASQUEZ HENAO, 2012, "Bases para el análisis de la eficiencia y la efectividad de la inversión pública en Colombia," Archivos de Economía, Departamento Nacional de Planeación, number 10096, Oct.
• Julio Gabriel Andújar Scheker, 2012, "Efecto traspaso de tasas de interés: análisis econométrico de los efectos de las decisiones de política monetaria en República Dominicana," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 4, issue 2, pages 83-102.
• Jacobo Campo Robledo & Sebasti�n Cubillos Fonseca, 2012, "Convergencia de precios en Colombia: integración de mercados a través del Índice de Precios al Consumidor," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 4, issue 2, pages 103-112.
• Madeleine Gil Ángel & Jacobo Campo Robledo, 2012, "Hipótesis de Fisher y cambio de régimen en Colombia: 1990 - 2010," Documentos de Trabajo, Universidad Católica de Colombia, number 9817, Apr.
• Michiel Bijlsma & Andrei Dubovik & Gijsbert Zwart, 2012, "Inside Liquidity in Competitive Markets," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 209, Apr.
• Honkapohja, Seppo & Evans, George W. & Mitra, Kaushik, 2012, "Fiscal Policy and Learning," CEPR Discussion Papers, Centre for Economic Policy Research, number 8891, Mar.
• Honkapohja, Seppo & Evans, George W. & Mitra, Kaushik, 2012, "Policy Change and Learning in the RBC Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 8892, Mar.
• Kilian, Lutz & Bodenstein, Martin & Guerrieri, Luca, 2012, "Monetary policy responses to oil price fluctuations," CEPR Discussion Papers, Centre for Economic Policy Research, number 8928, Apr.
• Buiter, Willem & Rahbari, Ebrahim, 2012, "The ECB as Lender of Last Resort for Sovereigns in the Euro Area," CEPR Discussion Papers, Centre for Economic Policy Research, number 8974, May.
• Van Nieuwerburgh, Stijn & Lustig, Hanno & Koijen, Ralph, 2012, "The Cross-Section and Time-Series of Stock and Bond Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 9024, Jul.
• Jean-Jacques DURAND & George PRAT, 2012, "Fisher, Macaulay et Allais face au “paradoxe de Gibson”," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2012024, Jun.
• Dewachter, Hans & Iania, Leonardo, 2011, "An Extended Macro-Finance Model with Financial Factors," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 6, pages 1893-1916, December.
• Kim, Don H. & Orphanides, Athanasios, 2012, "Term Structure Estimation with Survey Data on Interest Rate Forecasts," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 47, issue 1, pages 241-272, February.
• Ansgar Belke & Jens Klose, 2012, "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound: Evidence for the ECB and the Fed," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1218.
• Ansgar Belke & Joscha Beckmann & Florian Verheyen, 2012, "Interest Rate Pass-through in the EMU: New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1223.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence and Cycles in the US Federal Funds Rate," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1255.
• James L. Butkiewicz & Mihaela Solcan, 2012, "The Original Operation Twist: The War Finance Corporation's War Bond Purchase, 1918-1920," Working Papers, University of Delaware, Department of Economics, number 12-13.
• Satyananda Sahoo & Indranil Bhattacharyya, 2012, "Yield Curve Dynamics of the Indian G-Sec Market: A Macro-Finance Approach," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 47, issue 2, pages 157-182.
• Udaibir S. Das & Maria A. Oliva & Takahiro Tsuda, 2012, "Sovereign Risk : A Macro-Financial Perspective," Governance Working Papers, East Asian Bureau of Economic Research, number 23344, Oct.
• Udaibir S. Das & Maria A. Oliva & Takahiro Tsuda, 2012, "Sovereign Risk : A Macro-Financial Perspective," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23344, Oct.
• Eser, Fabian & Carmona Amaro, Marta & Iacobelli, Stefano & Rubens, Marc, 2012, "The use of the Eurosystem's monetary policy instruments and operational framework since 2009," Occasional Paper Series, European Central Bank, number 135, Aug.
• Michael A.S. Joyce & Matthew Tong, 2012, "QE and the Gilt Market: a Disaggregated Analysis," Economic Journal, Royal Economic Society, volume 122, issue 564, pages 348-384, November.
• Jonathan H. Wright, 2012, "What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?," Economic Journal, Royal Economic Society, volume 122, issue 564, pages 447-466, November.
• Javier Andrés & Oscar Arce, 2012, "Banking Competition, Housing Prices and Macroeconomic Stability," Economic Journal, Royal Economic Society, volume 122, issue 565, pages 1346-1372, December, DOI: j.1468-0297.2012.02531.x.
• zcan Karahan & Olcay olak, 2012, "Does Uncovered Interest Rate Parity Hold in Turkey?," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 4, pages 386-394.
• Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2012, "Fiscal Policy and Learning," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-10.
• Kadri Männasoo, 2012, "Determinants of bank interest spread in Estonia," Bank of Estonia Working Papers, Bank of Estonia, number wp2012-1, Feb, revised 22 Feb 2012.
• Zulkhibri, Muhamed, 2012, "Policy rate pass-through and the adjustment of retail interest rates: Empirical evidence from Malaysian financial institutions," Journal of Asian Economics, Elsevier, volume 23, issue 4, pages 409-422, DOI: 10.1016/j.asieco.2012.04.001.
• Kose, Nezir & Emirmahmutoglu, Furkan & Aksoy, Sezgin, 2012, "The interest rate–inflation relationship under an inflation targeting regime: The case of Turkey," Journal of Asian Economics, Elsevier, volume 23, issue 4, pages 476-485, DOI: 10.1016/j.asieco.2012.03.001.
• Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana, 2012, "The yield curve and the macro-economy across time and frequencies," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 12, pages 1950-1970, DOI: 10.1016/j.jedc.2012.05.008.
• Orphanides, Athanasios & Wei, Min, 2012, "Evolving macroeconomic perceptions and the term structure of interest rates," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 2, pages 239-254, DOI: 10.1016/j.jedc.2011.08.011.
• Meeks, Roland, 2012, "Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 4, pages 568-584, DOI: 10.1016/j.jedc.2011.11.010.
• Rondina, Francesca, 2012, "The role of model uncertainty and learning in the US postwar policy response to oil prices," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 7, pages 1009-1041, DOI: 10.1016/j.jedc.2012.01.013.
• Claeys, Peter & Moreno, Rosina & Suriñach, Jordi, 2012, "Debt, interest rates, and integration of financial markets," Economic Modelling, Elsevier, volume 29, issue 1, pages 48-59, DOI: 10.1016/j.econmod.2011.05.009.
• Kębłowski, Piotr & Welfe, Aleksander, 2012, "A risk-driven approach to exchange rate modelling," Economic Modelling, Elsevier, volume 29, issue 4, pages 1473-1482, DOI: 10.1016/j.econmod.2012.02.002.
• Abbassi, Puriya & Nautz, Dieter, 2012, "Monetary transmission right from the start: On the information content of the Eurosystem's main refinancing operations," The North American Journal of Economics and Finance, Elsevier, volume 23, issue 1, pages 54-69, DOI: 10.1016/j.najef.2011.11.002.
• Collard, Fabrice & Dellas, Harris, 2012, "Euler equations and monetary policy," Economics Letters, Elsevier, volume 114, issue 1, pages 1-5, DOI: 10.1016/j.econlet.2011.09.009.
• Duran, Murat & Özcan, Gülserim & Özlü, Pınar & Ünalmış, Deren, 2012, "Measuring the impact of monetary policy on asset prices in Turkey," Economics Letters, Elsevier, volume 114, issue 1, pages 29-31, DOI: 10.1016/j.econlet.2011.08.024.
• Breedon, Francis, 2012, "A variance decomposition of index-linked bond returns," Economics Letters, Elsevier, volume 116, issue 1, pages 49-51, DOI: 10.1016/j.econlet.2012.01.007.
• Coleman, Simeon & Sirichand, Kavita, 2012, "Fractional integration and the volatility of UK interest rates," Economics Letters, Elsevier, volume 116, issue 3, pages 381-384, DOI: 10.1016/j.econlet.2012.04.015.
• Tillmann, Peter, 2012, "Cross-checking optimal monetary policy with information from the Taylor rule," Economics Letters, Elsevier, volume 117, issue 1, pages 204-207, DOI: 10.1016/j.econlet.2012.05.009.
• Tabak, B.M. & Sollaci, A.B. & Gomes, G.M. & Cajueiro, D.O., 2012, "Forecasting the yield curve for the Euro region," Economics Letters, Elsevier, volume 117, issue 2, pages 513-516, DOI: 10.1016/j.econlet.2012.05.056.
• Caggiano, Giovanni & Greco, Luciano, 2012, "Fiscal and financial determinants of Eurozone sovereign spreads," Economics Letters, Elsevier, volume 117, issue 3, pages 774-776, DOI: 10.1016/j.econlet.2012.08.041.
• Hamilton, James D. & Wu, Jing Cynthia, 2012, "Identification and estimation of Gaussian affine term structure models," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 315-331, DOI: 10.1016/j.jeconom.2012.01.035.
• Kim, Don H. & Singleton, Kenneth J., 2012, "Term structure models and the zero bound: An empirical investigation of Japanese yields," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 32-49, DOI: 10.1016/j.jeconom.2011.12.005.
• Horváth, Roman & Podpiera, Anca, 2012, "Heterogeneity in bank pricing policies: The Czech evidence," Economic Systems, Elsevier, volume 36, issue 1, pages 87-108, DOI: 10.1016/j.ecosys.2011.03.002.
• Jovanovic, Branimir & Petreski, Marjan, 2012, "Monetary policy in a small open economy with fixed exchange rate: The case of Macedonia," Economic Systems, Elsevier, volume 36, issue 4, pages 594-608, DOI: 10.1016/j.ecosys.2012.02.003.
• Pozzi, Lorenzo & Wolswijk, Guido, 2012, "The time-varying integration of euro area government bond markets," European Economic Review, Elsevier, volume 56, issue 1, pages 36-53, DOI: 10.1016/j.euroecorev.2011.05.006.
• Andreasen, Martin M., 2012, "An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia," European Economic Review, Elsevier, volume 56, issue 8, pages 1656-1674, DOI: 10.1016/j.euroecorev.2012.09.006.
• Cassola, Nuno & Morana, Claudio, 2012, "Euro money market spreads during the 2007–? financial crisis," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 548-557, DOI: 10.1016/j.jempfin.2012.04.003.
• Gospodinov, Nikolay & Hirukawa, Masayuki, 2012, "Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 595-609, DOI: 10.1016/j.jempfin.2012.04.001.
• Chang, Chia-Lin & Chen, Li-Hsueh & Hammoudeh, Shawkat & McAleer, Michael, 2012, "Asymmetric adjustments in the ethanol and grains markets," Energy Economics, Elsevier, volume 34, issue 6, pages 1990-2002, DOI: 10.1016/j.eneco.2012.07.026.
• Azad, A.S.M. Sohel & Fang, Victor & Hung, Chi-Hsiou, 2012, "Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence," International Review of Financial Analysis, Elsevier, volume 22, issue C, pages 38-47, DOI: 10.1016/j.irfa.2012.03.001.
• Chortareas, Georgios & Jitmaneeroj, Boonlert & Wood, Andrew, 2012, "Forecast rationality and monetary policy frameworks: Evidence from UK interest rate forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 209-231, DOI: 10.1016/j.intfin.2011.09.002.
• Oliveira, Luís & Curto, José Dias & Nunes, João Pedro, 2012, "The determinants of sovereign credit spread changes in the Euro-zone," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 2, pages 278-304, DOI: 10.1016/j.intfin.2011.09.007.
• Toyoshima, Yuki & Tamakoshi, Go & Hamori, Shigeyuki, 2012, "Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 2, pages 381-394, DOI: 10.1016/j.intfin.2011.12.002.
• Arghyrou, Michael G. & Kontonikas, Alexandros, 2012, "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 658-677, DOI: 10.1016/j.intfin.2012.03.003.
• Vergote, Olivier & Puigvert Gutiérrez, Josep Maria, 2012, "Interest rate expectations and uncertainty during ECB Governing Council days: Evidence from intraday implied densities of 3-month EURIBOR," Journal of Banking & Finance, Elsevier, volume 36, issue 10, pages 2804-2823, DOI: 10.1016/j.jbankfin.2012.06.014.
• Yallup, Peter J., 2012, "Models of the yield curve and the curvature of the implied forward rate function," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 121-135, DOI: 10.1016/j.jbankfin.2011.06.010.
• Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2012, "Interest rate co-movements, global factors and the long end of the term spread," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 183-192, DOI: 10.1016/j.jbankfin.2011.07.002.
• Afonso, António & Martins, Manuel M.F., 2012, "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1789-1807, DOI: 10.1016/j.jbankfin.2012.02.004.
• Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2012, "Forecasting government bond yields with large Bayesian vector autoregressions," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 2026-2047, DOI: 10.1016/j.jbankfin.2012.03.008.
• Cubillas, Elena & Fonseca, Ana Rosa & González, Francisco, 2012, "Banking crises and market discipline: International evidence," Journal of Banking & Finance, Elsevier, volume 36, issue 8, pages 2285-2298, DOI: 10.1016/j.jbankfin.2012.04.011.
• León, Ángel & Sebestyén, Szabolcs, 2012, "New measures of monetary policy surprises and jumps in interest rates," Journal of Banking & Finance, Elsevier, volume 36, issue 8, pages 2323-2343, DOI: 10.1016/j.jbankfin.2012.04.014.
• Conway, Patrick, 2012, "The exchange rate as nominal anchor: A test for Ukraine," Journal of Comparative Economics, Elsevier, volume 40, issue 3, pages 438-456, DOI: 10.1016/j.jce.2012.02.005.
• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012, "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, volume 105, issue 2, pages 279-310, DOI: 10.1016/j.jfineco.2012.01.005.
• Chernov, Mikhail & Mueller, Philippe, 2012, "The term structure of inflation expectations," Journal of Financial Economics, Elsevier, volume 106, issue 2, pages 367-394, DOI: 10.1016/j.jfineco.2012.06.004.
• Resnick, Bruce G., 2012, "Investor yield and gross underwriting spread comparisons among U.S. dollar domestic, Yankee, Eurodollar, and global bonds," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 445-463, DOI: 10.1016/j.jimonfin.2011.12.005.
• Bernoth, Kerstin & Erdogan, Burcu, 2012, "Sovereign bond yield spreads: A time-varying coefficient approach," Journal of International Money and Finance, Elsevier, volume 31, issue 3, pages 639-656, DOI: 10.1016/j.jimonfin.2011.10.006.
• Maltritz, Dominik, 2012, "Determinants of sovereign yield spreads in the Eurozone: A Bayesian approach," Journal of International Money and Finance, Elsevier, volume 31, issue 3, pages 657-672, DOI: 10.1016/j.jimonfin.2011.10.010.
• Bernoth, Kerstin & von Hagen, Jürgen & Schuknecht, Ludger, 2012, "Sovereign risk premiums in the European government bond market," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 975-995, DOI: 10.1016/j.jimonfin.2011.12.006.
• Chevapatrakul, Thanaset & Kim, Tae-Hwan & Mizen, Paul, 2012, "Monetary information and monetary policy decisions: Evidence from the euroarea and the UK," Journal of Macroeconomics, Elsevier, volume 34, issue 2, pages 326-341, DOI: 10.1016/j.jmacro.2012.01.002.
• Lindenberg, Nannette & Westermann, Frank, 2012, "Common trends and common cycles among interest rates of the G7-countries," Journal of Macroeconomics, Elsevier, volume 34, issue 4, pages 1125-1140, DOI: 10.1016/j.jmacro.2012.06.006.
• Abbassi, Puriya & Linzert, Tobias, 2012, "The effectiveness of monetary policy in steering money market rates during the financial crisis," Journal of Macroeconomics, Elsevier, volume 34, issue 4, pages 945-954, DOI: 10.1016/j.jmacro.2012.06.004.
• Arghyrou, Michael G. & Gadea, Maria Dolores, 2012, "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Journal of Policy Modeling, Elsevier, volume 34, issue 1, pages 16-34, DOI: 10.1016/j.jpolmod.2011.09.002.
• Rocha, Manuel Duarte, 2012, "Interest rate pass-through in Portugal: Interactions, asymmetries and heterogeneities," Journal of Policy Modeling, Elsevier, volume 34, issue 1, pages 64-80, DOI: 10.1016/j.jpolmod.2011.07.010.
• Wang, Zijun, 2012, "The causal structure of bond yields," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 1, pages 93-102, DOI: 10.1016/j.qref.2012.01.002.
• Malikane, Christopher & Mokoka, Tshepo, 2012, "Monetary policy credibility: A Phillips curve view," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 3, pages 266-271, DOI: 10.1016/j.qref.2012.05.002.
• Putnam, Bluford H. & Azzarello, Samantha, 2012, "A Bayesian interpretation of the Federal Reserve's dual mandate and the Taylor Rule," Review of Financial Economics, Elsevier, volume 21, issue 3, pages 111-119, DOI: 10.1016/j.rfe.2012.06.005.
• Ana Paula Martins, 2012, "On Depth and Retrospect: “I Forget, and Forgive – but I Discount”," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 55, issue 3, pages 1-45.
• Leo Krippner, 2012, "Modifying Gaussian Term Structure Models When Interest Rates Are near the Zero lower bound (this is a revised version of CAMA working paper 36/2011)," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-05, Feb.
• Leo Krippner, 2012, "A Theoretical Foundation for the Nelson and Siegel Class of Yield Curve Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-11, Mar.
• Leo Krippner, 2012, "Measuring the Stance of Monetary Policy in Zero Lower Bound Environments," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-35, Jul.
• Mueller, Philippe & Vedolin, Andrea & Yen, Yu-Min, 2012, "Bond variance risk premia," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119053, Jan.
• Christopher Martin & Costas Milas, 2012, "Quantitative Easing: a Sceptical Survey," Department of Economics Working Papers, University of Bath, Department of Economics, number 2/12.
• Jacek Kotłowski & Michał Brzoza-Brzezina, 2012, "Measuring the Natural Yield Curve," EcoMod2012, EcoMod, number 4197, Jul.
• José Luis Oreiro & Luiz Fernando de Paula & Guilherme Jonas Costa da Silva & Rafael Quevedo do Amaral, 2012, "Por que as taxas de juros são tão elevadas no Brasil? Uma avaliação empírica," Brazilian Journal of Political Economy, FGV EAESP, volume 32, issue 4, pages 557-579, October.
• José Villacís González, 2012, "El modelo de la determinación de la renta, el interés y el dinero en Germán Bernácer," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 79, issue 01, pages 317-344.
• Melo, Luis Fernando & Granados, Joan Camilo, 2012, "Expectativas y prima por riesgo inflacionario con una medida de compensación a la inflación," El Trimestre Económico, Fondo de Cultura Económica, volume 79, issue 316, pages 839-864, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v79i.
• Morten Balling & David T. Llewellyn (ed.), 2012, "New Paradigms in Monetary Theory and Policy?," SUERF Studies, SUERF - The European Money and Finance Forum, number 2012/1, ISBN: ARRAY(0x83620278), October.
• Sotirios Theodoropoulos, 2012, "Borrowing Cost as a Crucial Factor for Sustainable Fiscal Consolidation & for Exiting the Current Crisis," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 141-154.
• Vladislav Damjanovic, 2012, "Endogeneous Risk in Monopolistic Competition," Discussion Papers, University of Exeter, Department of Economics, number 1208.
• Andrea Bellucci & Ilario Favaretto & Germana Giombini, 2012, "Imprese innovative ed accesso al credito. Un?indagine empirica," ARGOMENTI, FrancoAngeli Editore, volume 2012, issue 36, pages 5-27.
• Vincenzo Maffeo, 2012, "Il ruolo della BCE nella crisi economica in Europa," STUDI ECONOMICI, FrancoAngeli Editore, volume 2012, issue 107, pages 65-83.
• Andreas Fuster & Paul S. Willen, 2012, "Payment size, negative equity, and mortgage default," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 12-10.
• César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel, 2012, "Do good institutions promote counter-cyclical macroeconomic policies?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 118.
• Eric T. Swanson & John C. Williams, 2012, "Measuring the effect of the zero lower bound on medium- and longer-term interest rates," Working Paper Series, Federal Reserve Bank of San Francisco, number 2012-02.
• Michael D. Bauer & Christopher J. Neely, 2012, "International channels of the Fed’s unconventional monetary policy," Working Paper Series, Federal Reserve Bank of San Francisco, number 2012-12.
• William B. English & Skander J. van den Heuvel & Egon Zakrajšek, 2012, "Interest rate risk and bank equity valuations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-26.
• Samuel Hanson & Jeremy C. Stein, 2012, "Monetary policy and long-term real rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-46.
• Michael T. Kiley, 2012, "The aggregate demand effects of short- and long-term interest rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-54.
• Andrea Ajello & Luca Benzoni & Olena Chyruk, 2012, "Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2014-11, Dec.
• Andre Kurmann & Christopher Otrok, 2012, "News shocks and the slope of the term structure of interest rates," Working Papers, Federal Reserve Bank of St. Louis, number 2012-011, DOI: 10.20955/wp.2012.011.
• Daniel L. Thornton, 2012, "Monetary policy: why money matters, and interest rates don’t," Working Papers, Federal Reserve Bank of St. Louis, number 2012-020, DOI: 10.20955/wp.2012.020.
• Michael D. Bauer & Christopher J. Neely, 2012, "International channels of the Fed’s unconventional monetary policy," Working Papers, Federal Reserve Bank of St. Louis, number 2012-028, DOI: 10.20955/wp.2012.028.
• Kartik B. Athreya & Juan M. Sanchez & Xuan S. Tam & Eric Young, 2012, "Bankruptcy and delinquency in a model of unsecured debt," Working Papers, Federal Reserve Bank of St. Louis, number 2012-042, DOI: 10.20955/wp.2012.042.
• Clemens J. M. Kool & Daniel L. Thornton, 2012, "How effective is central bank forward guidance?," Working Papers, Federal Reserve Bank of St. Louis, number 2012-063, DOI: 10.20955/wp.2012.063.
• Isabel Correia & Emmanuel Farhi & Juan Pablo Nicolini & Pedro Teles, 2012, "Unconventional fiscal policy at the zero bound," Working Papers, Federal Reserve Bank of Minneapolis, number 698.
• Gara Afonso & Ricardo Lagos, 2012, "Trade dynamics in the market for federal funds," Staff Reports, Federal Reserve Bank of New York, number 549, Feb.
• Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench, 2012, "Decomposing real and nominal yield curves," Staff Reports, Federal Reserve Bank of New York, number 570.
• Andreas Fuster & Paul S. Willen, 2012, "Payment size, negative equity, and mortgage default," Staff Reports, Federal Reserve Bank of New York, number 582.
• Philippe Mueller & Andrea Vedolin & Yu-min Yen, 2012, "Bond Variance Risk Premia," FMG Discussion Papers, Financial Markets Group, number dp699, Jan.
• Mikhail Khromov & Alexey Vedev, 2012, "Development of the Banking Sector in Russia in 2011," Published Papers, Gaidar Institute for Economic Policy, number 122, revised 2012.
• Tiziana Assenza & Domenico Delli Gatti, 2012, "E Pluribus Unum: Macroeconomic Modelling for Multi-agent Economies," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2012-08, Oct.
• Pelin Oge Guney & Erdinc Telatar & Mubariz Hasanov, 2012, "Time Series Behaviour of the Real Interest Rates in Transition Economies," Hacettepe University Department of Economics Working Papers, Hacettepe University, Department of Economics, number 20125.
• Jean-Bernard Chatelain & Bruno Tinel & Karim Azizi & Nicolas Canry, 2012, "Are the No-Ponzi Game and the Transversality Conditions Relevant for Public Debt? A Keynesian Appraisal," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00686788.
• Jean-Bernard Chatelain & Bruno Tinel & Karim Azizi & Nicolas Canry, 2012, "Are the No-Ponzi Game and the Transversality Conditions Relevant for Public Debt? A Keynesian Appraisal," Post-Print, HAL, number hal-00686788.
• Miguel Casares & Jean-Christophe Poutineau, 2012, "Investissement, contraintes financières et fluctuations macroéconomiques," Post-Print, HAL, number halshs-00739005, DOI: 10.3917/reco.635.0935.
• Robert W. Dimand & Rebeca Gomez Betancourt, 2012, "Retrospectives : Irving Fisher's "Appreciation and interest" (1896) and the Fisher relation," Post-Print, HAL, number halshs-00749692, DOI: 10.1257/jep.26.4.185.
• Jean-Bernard Chatelain & Bruno Tinel & Karim Azizi & Nicolas Canry, 2012, "Are the No-Ponzi Game and the Transversality Conditions Relevant for Public Debt? A Keynesian Appraisal," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00686788.
• Jean Barthélemy & Magali Marx, 2012, "Generalizing the Taylor Principle: New Comment," Sciences Po Economics Publications (main), HAL, number hal-03461113, Oct.
• Jean Barthélemy & Magali Marx, 2012, "Generalizing the Taylor Principle: New Comment," Working Papers, HAL, number hal-03461113, Oct.
• Grégory Levieuge & Yannick Lucotte, 2012, "A simple Empirical Measure of Central Bank's Conservatism," Working Papers, HAL, number halshs-00827680, May.
• Tom Holden & Michael Paetz, 2012, "Efficient Simulation of DSGE Models with Inequality Constraints," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 21207b, Jul.
• Fricke, Christoph, 2012, "Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-493, Feb.
• Ceri Davies & Max Gillman & Michal Kejak, 2012, "Deriving the Taylor Principle when the Central Bank Supplies Money," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1225, Jul.
• Ravn, Søren Hove, 2012, "Rules versus Dictation: A Taylor Rule for Denmark," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, volume 2012, issue 1, pages 21-41.
• Holmberg, Ulf, 2012, "Error Corrected Disequilibrium," Umeå Economic Studies, Umeå University, Department of Economics, number 837, Feb.
• Holmberg, Ulf, 2012, "Essays on Credit Markets and Banking," Umeå Economic Studies, Umeå University, Department of Economics, number 840, Mar.
• Hara, Chiaki, 2012, "Heterogeneous impatience and dynamic inconsistency," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 557, May.
• Takamizawa, Hideyuki & 髙見澤, 秀幸, 2012, "Predicting Interest Rate Volatility: Using Information on the Yield Curve," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-3, Feb.
• Qaisar Abbas & Javid Iqbal & Ayaz, 2012, "Relationship Between GDP, Inflation and Real Interest Rate with Exchange Rate Fluctuation of African Countries," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 2, issue 3, pages 132-141, July.
• Kai Daniel Schmid & Michael Schmidt, 2012, "EMU and the Renaissance of Sovereign Credit Risk Perception," IAW Discussion Papers, Institut für Angewandte Wirtschaftsforschung (IAW), number 87, Jun.
• Krishna M. Kasibhatla, 2012, "Integration of Key Worldwide Money Market Interest Rates and the Federal Funds Rate: An Empirical Investigation," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 4, pages 125-138.
• Mei-Mei Kuo & Shih-Wen Tai & Bing-Huei Lin, 2012, "Forecasting Term Structure of HIBOR Swap Rates," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 4, pages 87-100.
• Ana Filipa Dias & António Portugal Duarte, 2012, "Euro Integration Reserve Currency?," Book Chapters, Institute of Economic Sciences, chapter 8, in: João Sousa Andrade & Marta C. N. Simões & Ivan Stosic & Dejan Eric & Hasan Hanic, "Managing Structural Changes - Trends and Requirements".
• Moura, Marcelo L. & Gaião, Rafael Ladeira, 2012, "Impact of macroeconomic surprises on the brazilian yield curve and expected inflation," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_288, Oct.