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

2011

• 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(0x86e7d598).
• 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.
• Giorgio Szego, 2011, "The contradictory analyses of Us Crisis Commission," BANCARIA, Bancaria Editrice, volume 4, pages 93-100, April.
• Leonardo S. Alencar, 2011, "Revisiting Bank Pricing Policies in Brazil: evidence from loan and deposit markets," Working Papers Series, Central Bank of Brazil, Research Department, number 235, Mar.
• Benjamin M. Tabak & Daniel O. Cajueiro & Alexandre B. Sollaci, 2011, "Forecasting the Yield Curve for the Euro Region," Working Papers Series, Central Bank of Brazil, Research Department, number 247, Aug.
• Valerio Vacca, 2011, "An unexpected crisis? Looking at pricing effectiveness of different banks," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 814, Jul.
• Antonio De Socio, 2011, "The interbank market after the financial turmoil: squeezing liquidity in a "lemons market" or asking liquidity "on tap"," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 819, Sep.
• García-Verdú Santiago, 2011, "On the Term Structure of Interest Rates of the Mexican Government," Working Papers, Banco de México, number 2011-18, Dec.
• Carolina Osorio, 2011, "A Proposal on Macro-prudential Regulation," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 64, pages 235-287, July, DOI: 10.32468/Espe.6407.
• Dzmitry Kruk, 2011, "The Impact of Directed Lending on Long-run Growth in Belarus," BEROC Working Paper Series, Belarusian Economic Research and Outreach Center (BEROC), number 14, Aug.
• Alain Monfort & Jean-Paul Renne, 2011, "Default, liquidity and crises: an econometric framework," Working papers, Banque de France, number 340.
• Jean Barthélemy & Magali Marx, 2011, "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," Working papers, Banque de France, number 347.
• Alain Monfort & Jean-Paul Renne, 2011, "Credit and liquidity risks in euro area sovereign yield curves," Working papers, Banque de France, number 352.
• Chai, F. & Nguyen, D B., 2011, "Le coût du crédit aux entreprises selon leur catégorie," Bulletin de la Banque de France, Banque de France, issue 185, pages 31-45.
• F. Chai. & D-B.Nguyen., 2011, "The cost of business credit by firm category," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 24, pages 5-28, Winter.
• Lars E. O. Svensson, 2011, "Practical Monetary Policy: Examples from Sweden and the United States," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 42, issue 2 (Fall), pages 289-352.
• Carlos Montoro & Ramon Moreno, 2011, "The use of reserve requirements as a policy instrument in Latin America," BIS Quarterly Review, Bank for International Settlements, March.
• John Kitchen & Menzie Chinn, 2011, "Financing US Debt: Is There Enough Money in the World – and at What Cost?," International Finance, Wiley Blackwell, volume 14, issue 3, pages 373-413, December.
• Stephen McKnight, 2011, "Should Central Banks Target Consumer or Producer Prices?," International Finance, Wiley Blackwell, volume 14, issue 3, pages 445-479, December.
• Arvid Raknerud & Bjørn Helge Vatne & Ketil Rakkestad, 2011, "How do banks’ funding costs affect interest margins?," Working Paper, Norges Bank, number 2011/09, Jul.
• Martin Andreasen, 2011, "How non-Gaussian shocks affect risk premia in non-linear DSGE models," Bank of England working papers, Bank of England, number 417, Mar.
• Iryna Kaminska & Andrew Meldrum & James Smith, 2011, "A global model of international yield curves: no-arbitrage term structure approach," Bank of England working papers, Bank of England, number 419, Apr.
• Martin Andreasen, 2011, "An estimated DSGE model: explaining variation in term premia," Bank of England working papers, Bank of England, number 441, Dec.
• Do-wan Kim, 2011, "Analysis on the Effect of Foreign Factors on the Korean Bond market and Prediction using Two-country Nelson-Siegel Model (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 17, issue 3, pages 89-130, September.
• M. Marzo & L. Zhoushi & P. Zagaglia, 2011, "The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp732, Feb.
• M. Marzo & P. Zagaglia, 2011, "Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp769, Jul.
• Catherine L. Mann & Oren Klachkin, 2011, "U.S. Treasury Auction Yields During Boom, Bust, and Quantitative Easing: Role for Fed and Foreign Purchasers," Working Papers, Brandeis University, Department of Economics and International Business School, number 47, Nov, revised May 2012.
• Rafael Barros de Rezende, 2011, "Giving Flexibility to the Nelson-Siegel Class of Term Structure Models," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 1, pages 27-49.
• Marcelo Ganem & Tara Keshar Nanda Baidya, 2011, "Asymmetry and Risk Premia in the Brazilian Term Structure of Interest Rates," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 2, pages 277-301.
• Breno Santana Lobo & José Luis Oreiro, 2011, "Metas de Inflação, Crescimento e Estabilidade Macroeconômica Uma análise a partir de um modelo póskeynesianomacrodinâmico não-linear," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia, Departamento de Economia da Universidade de Brasilia, number 360, Apr.
• Christian Bordes & Laurent Clerc, 2011, "La BCE : quel(s) scénario(s) de sortie de crise ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 117-144.
• Liebermann, Joelle, 2011, "The Impact of Macroeconomic News on Bond Yields: (In)Stabilities over Time and Relative Importance," Research Technical Papers, Central Bank of Ireland, number 7/RT/11, Mar.
• Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer, 2011, "The Dynamics of Energy-Grain Prices with Open Interest," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/24, May.
• Garreth Rule, 2011, "Issuing central bank securities," Handbooks, Centre for Central Banking Studies, Bank of England, number 30, ISBN: ARRAY(0x75a316f0), April.
• Aizenman, Joshua & Hutchison, Michael & Jinjarak, Yothin, 2011, "What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt2914v9fh, Sep.
• Agenor, Pierre-Richard & Aizenman, Joshua, 2008, "Capital Market Imperfections and the Theory of Optimum Currency Areas," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt7668j94x, Jun.
• Joaquim Pinto de Andrade & Manoel Carlos de Castro Pires, 2011, "Implications of public debt indexation for monetary policy transmission," Journal of Applied Economics, Universidad del CEMA, volume 14, pages 257-268, November.
• Klaus Adam & Pei Kuang & Albert Marcet, 2011, "House Price Booms and the Current Account," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1064, Jul.
• Elisa Faraglia & Albert Marcet & Andrew Scott, 2011, "In Search of a Theory of Debt Management," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1083, Oct.
• Heike Schenkelberg & Sebastian Watzka, 2011, "Real Effects of Quantitative Easing at the Zero-Lower Bound: Structural VAR-based Evidence from Japan," CESifo Working Paper Series, CESifo, number 3486.
• Carolina Achury & Christos Koulovatianos & John D. Tsoukalas, 2011, "External Sovereign Debt in a Monetary Union: Bailouts and the Role of Corruption," CESifo Working Paper Series, CESifo, number 3532.
• Sebastian Missio & Sebastian Watzka, 2011, "Financial Contagion and the European Debt Crisis," CESifo Working Paper Series, CESifo, number 3554.
• Carlos J. García & Andrés Sagner, 2011, "Crédito, Exceso de toma de Riesgo, Costo de Crédito y ciclo Económico en Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 645, Sep.
• Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2011, "Estimations of the Natural Rate of Interest in Colombia," Money Affairs, CEMLA, volume 0, issue 1, pages 33-75, January-J.
• Jaromir Baxa & Roman Horvath & Borek Vasicek, 2011, "Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy?," Working Papers, Czech National Bank, Research and Statistics Department, number 2011/03, Jul.
• Miguel Urrutia & Jorge Norberto Llano, 2011, "La crisis internacional y cambiaria de Fin de Siglo en Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Pamela A. Cardozo & Carlos A. Huertas C. & Juli�n A. Parra P. & Lina V. Pati�o Echeverri, 2011, "Mercado interbancario colombiano y manejo de liquidez del Banco de la Rep�blica," Borradores de Economia, Banco de la Republica, number 9017, Oct.
• Carolina Osorio, 2011, "A Proposal on Macro-prudential Regulation," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 64, pages 235-287, DOI: 10.32468/Espe.6407.
• Thomas Goda & Photis Lysandrou & Chris Stewart, 2011, "The contribution of us bond demand to the us bond yield conundrum of 2004 to 2007: an empirical investigation," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10719, Dec.
• Elizabeth Aponte Jaramillo, 2011, "Política Monetaria Y Paridad De Intereses En Colombia, 1990 - 2007: Un Ejercicio," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• Elizabeth Aponte Jaramillo & Álvaro José Franco Prado, 2011, "Grupo En Economía Y Desarrollo (Gied): Diez Anos De Investigación," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• Sergio Iván Restrepo O. & Luis Esteban Mart�nez R. & Mauricio Lopera C., 2011, "Una estimación de los impactos de la tasa de interés en el ciclo económico de Colombia: 1986-2010," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 18, pages 53-77.
• Perla Escobar & Juli�n G�mez, 2011, "Determinantes del margen de intermediación en el sector bancario colombiano para el periodo 2000 - 2010," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 8985, Aug.
• Madeleine Gil Ángel & Jacobo Campo Robledo, 2011, "Hipótesis de Fisher y cambio de régimen en Colombia: 1990-2010," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 3, issue 2, pages 27-40.
• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011, "Properties of Foreign Exchange Risk Premiums," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8503, Aug.
• Gerlach, Stefan & Jordan, Thomas, 2011, "Tactics and Strategy in Monetary Policy: Benjamin Friedman's Thinking and the Swiss National Bank," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8547, Aug.
• Acharya, Viral & Skeie, David, 2011, "A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8705, Dec.
• Jos van Bommel & Augusto Hasman & Margarita Samartin, 2011, "Financial Intermediation in an Overlapping Generations Model with Transaction Costs," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 11-8.
• Caroline JARDET & Alain MONFORT & Fulvio PEGORARO, 2011, "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working Papers, Center for Research in Economics and Statistics, number 2011-03.
• Alain Monfort & Jean-Paul Renne, 2011, "Credit and Liquidity Risks in Euro-area Sovereign Yield Curves," Working Papers, Center for Research in Economics and Statistics, number 2011-26, Jul.
• Antonis Michis, 2011, "Multiscale Analysis of the Liquidity Effect," Working Papers, Central Bank of Cyprus, number 2011-5, Oct.
• Peter J. Morgan, 2011, "Impact of US Quantitative Easing Policy on Emerging Asia," Finance Working Papers, East Asian Bureau of Economic Research, number 23215, Nov.
• Peter J. Morgan, 2011, "Impact of US Quantitative Easing Policy on Emerging Asia," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23215, Nov.
• Arghyrou, Michael G. & Kontonikas, Alexandros, 2011, "The EMU sovereign-debt crisis: fundamentals, expectations and contagion," SIRE Focus Papers, Scottish Institute for Research in Economics (SIRE), number 2011-01.
• Ansgar Belke & Jens Klose, 2011, "Does the ECB Rely on a Taylor Rule During the Financial Crisis? Comparing Ex-post and Real Time Data with Real Time Forecasts," Economic Analysis and Policy, Elsevier, volume 41, issue 2, pages 147-171, September.
• Hassan, Rubina & Shahzad, Mirza Muhammad, 2011, "A macroeconometric framework for monetary policy evaluation: A case study of Pakistan," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 118-137, January.
• Hassan, Rubina & Shahzad, Mirza Muhammad, 2011, "A macroeconometric framework for monetary policy evaluation: A case study of Pakistan," Economic Modelling, Elsevier, volume 28, issue 1, pages 118-137, DOI: 10.1016/j.econmod.2010.09.018.
• Reschreiter, Andreas, 2011, "The effects of the monetary policy regime shift to inflation targeting on the real interest rate in the United Kingdom," Economic Modelling, Elsevier, volume 28, issue 1, pages 754-759, DOI: 10.1016/j.econmod.2010.04.009.
• Brüggemann, Ralf & Riedel, Jana, 2011, "Nonlinear interest rate reaction functions for the UK," Economic Modelling, Elsevier, volume 28, issue 3, pages 1174-1185, May.
• Güntner, Jochen H.F., 2011, "Competition among banks and the pass-through of monetary policy," Economic Modelling, Elsevier, volume 28, issue 4, pages 1891-1901, July.
• Hammoudeh, Shawkat & Chen, Li-Hsueh & Yuan, Yuan, 2011, "Asymmetric convergence and risk shift in the TED spreads," The North American Journal of Economics and Finance, Elsevier, volume 22, issue 3, pages 277-297, DOI: 10.1016/j.najef.2011.05.001.
• Rülke, Jan-Christoph & Tillmann, Peter, 2011, "Do FOMC members herd?," Economics Letters, Elsevier, volume 113, issue 2, pages 176-179, DOI: 10.1016/j.econlet.2011.07.016.
• Carriero, Andrea & Giacomini, Raffaella, 2011, "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Journal of Econometrics, Elsevier, volume 164, issue 1, pages 21-34, September.
• Égert, Balázs, 2011, "Catching-up and inflation in Europe: Balassa-Samuelson, Engel's Law and other culprits," Economic Systems, Elsevier, volume 35, issue 2, pages 208-229, June.
• Farka, Mira & DaSilva, Amadeu, 2011, "The fed and the term structure: Addressing simultaneity within a structural VAR model," Journal of Empirical Finance, Elsevier, volume 18, issue 5, pages 935-952, DOI: 10.1016/j.jempfin.2011.08.004.
• Skinner, Frank S. & Mason, Andrew, 2011, "Covered interest rate parity in emerging markets," International Review of Financial Analysis, Elsevier, volume 20, issue 5, pages 355-363, DOI: 10.1016/j.irfa.2011.06.008.
• Tangman, D.Y. & Thakoor, N. & Dookhitram, K. & Bhuruth, M., 2011, "Fast approximations of bond option prices under CKLS models," Finance Research Letters, Elsevier, volume 8, issue 4, pages 206-212, DOI: 10.1016/j.frl.2011.03.002.
• Kulish, Mariano & Rees, Daniel, 2011, "The yield curve in a small open economy," Journal of International Economics, Elsevier, volume 85, issue 2, pages 268-279, DOI: 10.1016/j.jinteco.2011.06.006.
• Kopchak, Seth J., 2011, "The liquidity effect for open market operations," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3292-3299, DOI: 10.1016/j.jbankfin.2011.05.011.
• Kelly, Logan J. & Barnett, William A. & Keating, John W., 2011, "Rethinking the liquidity puzzle: Application of a new measure of the economic money stock," Journal of Banking & Finance, Elsevier, volume 35, issue 4, pages 768-774, April.
• Delis, Manthos D. & Kouretas, Georgios P., 2011, "Interest rates and bank risk-taking," Journal of Banking & Finance, Elsevier, volume 35, issue 4, pages 840-855, April.
• Magri, Silvia & Pico, Raffaella, 2011, "The rise of risk-based pricing of mortgage interest rates in Italy," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1277-1290, May.
• Fecht, Falko & Nyborg, Kjell G. & Rocholl, Jörg, 2011, "The price of liquidity: The effects of market conditions and bank characteristics," Journal of Financial Economics, Elsevier, volume 102, issue 2, pages 344-362, DOI: 10.1016/j.jfineco.2011.05.015.
• Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P., 2011, "Time-variation in term premia: International survey-based evidence," Journal of International Money and Finance, Elsevier, volume 30, issue 4, pages 605-622, June.
• Agénor, Pierre-Richard & Aizenman, Joshua, 2011, "Capital market imperfections and the theory of optimum currency areas," Journal of International Money and Finance, Elsevier, volume 30, issue 8, pages 1659-1675, DOI: 10.1016/j.jimonfin.2011.09.005.
• Arteta, Carlos & Kamin, Steven B. & Vitanza, Justin, 2011, "The puzzling peso," Journal of International Money and Finance, Elsevier, volume 30, issue 8, pages 1814-1835, DOI: 10.1016/j.jimonfin.2011.09.002.
• Acharya, Viral V. & Skeie, David, 2011, "A model of liquidity hoarding and term premia in inter-bank markets," Journal of Monetary Economics, Elsevier, volume 58, issue 5, pages 436-447, DOI: 10.1016/j.jmoneco.2011.05.006.
• Tillmann, Peter, 2011, "Strategic forecasting on the FOMC," European Journal of Political Economy, Elsevier, volume 27, issue 3, pages 547-553, September.
• Mardi Dungey & M.Tugrul Vehbi, 2011, "A SVECM Model of the UK Economy and The Term Premium," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-26, Aug.
• Leo Krippner, 2011, "Modifying Gaussian term structure models when interest rates are near the zero lower bound," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-36, Oct.
• Mueller, Philippe & Vedolin, Andrea & Zhou, Hao, 2011, "Short run bond risk premia," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119065, Jun.
• Ferman, Marcelo, 2011, "Switching monetary policy regimes and the nominal term structure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119070, Apr.
• Faraglia, Elisa & Marcet, Albert & Scott, A., 2011, "In search of a theory of debt management," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121745, Oct.
• Roman Horvath & Jaromir Baxa & Borek Vasicek, 2011, "How Does Monetary Policy Respond to Financial Stress?," EcoMod2011, EcoMod, number 2769, Jul.
• André de Melo Modenesi, 2011, "Conservatism and rigidity in monetary policy," Brazilian Journal of Political Economy, Center of Political Economy, volume 31, issue 3, pages 415-434.
• Edwin Le Heron, 2011, "Confidence and financial crisis in a post-Keynesian stock flow consistent model," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 8, issue 2, pages 361-387.
• Angel Asensio, 2011, "Equilibrium interest rate and financial transactions in post-Keynesian models. Pointing out some overlooked features," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 8, issue 2, pages 389-404.
• Arturo Antón-Sarabia & Alan Villegas, 2011, "El papel de la tasa de interés real en el ciclo económico de México," Working Papers, CIDE, División de Economía, number DTE 500, Mar.
• Chang, C-L. & Chen, L.H. & Hammoudeh, S.M. & McAleer, M.J., 2011, "Asymmetric Adjustment in the Ethanol and Grains Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-78, Jan.
• Chan, F. & McAleer, M.J. & Medeiros, M.C., 2011, "Structure and Asymptotic theory for Nonlinear Models with GARCH Errors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-79, Jan.
• Hammoudeh, S.M. & Sarafrazi, S. & Chang, C-L. & McAleer, M.J., 2011, "The Dynamics of Energy-Grain Prices with Open Interest," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-19, May.
• Stephen McKnight, 2011, "Real indeterminacy and the timing of money in open economies," Serie documentos de trabajo del Centro de Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, number 2011-01, Mar.
• Stephen McKnight, 2011, "Investment and interest rate policy in the open economy," Serie documentos de trabajo del Centro de Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, number 2011-02, Mar.
• Ernest Gnan, & Ryszard Kokoszczynski & Tomasz Lyziak & Robert McCauley (ed.), 2011, "Monetary Policy after the Crisis," SUERF Studies, SUERF - The European Money and Finance Forum, number 2011/3, ISBN: ARRAY(0x7461c258), May.
• Michael G. Arghyrou & Alexandros Kontonikas, 2011, "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 436, Feb.
• Andrea Bellucci & Ilario Favaretto, 2011, "Gli effetti della distanza su alcune componenti della relazione creditizia. Evidenze empiriche," ARGOMENTI, FrancoAngeli Editore, volume 2011, issue 33, pages 105-138.
• Urszula Szcserbowicz, 2011, "Are unconventional monetary policies effective?," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2011-15, Jul.
• Jean-Marie Le Page, 2011, "Real Interest Rate and Growth Rate: Theory and Empirical Evidence," Frontiers in Finance and Economics, SKEMA Business School, volume 8, issue 2, pages 136-152, October.
• Teles, Vladimir Kuhl & Ribeiro, Alessandra Cocarelli Alves, 2011, "A taxa natural de juros no Brasil," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 276, Apr.
• Niko Dotz & Christoph Fischer, 2011, "What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 69.