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

• Márcio Laurini, 2012, "A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-02, Mar.
• Márcio Laurini & João Frois Caldeira, 2012, "Some Comments on a Macro-Finance Model with Stochastic Volatility," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-04, Apr.
• Gollier, Christian, 2012, "Asset pricing with uncertain betas: A long-term perspective," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 752, Nov.
• Gollier, Christian, 2012, "Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 754, Nov, revised Sep 2015.
• Ascarya, 2012, "Alur Transmisi dan Efektifitas Kebijakan Moneter Ganda di Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 14, issue 3, pages 283-315, January, DOI: https://doi.org/10.21098/bemp.v14i3.
• Ascarya, 2012, "Transmission Channel and Effectiveness of Dual Monetary Policy in Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 14, issue 3, pages 269-298, January, DOI: https://doi.org/10.21098/bemp.v14i3.
• Mehmet ORHAN & Ramazan ALPAY, 2012, "Towards a more objective credit rating," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 27, issue 317, pages 115-136.
• Richard Finlay & Sebastian Wende, 2012, "Estimating Inflation Expectations with a Limited Number of Inflation-Indexed Bonds," International Journal of Central Banking, International Journal of Central Banking, volume 8, issue 2, pages 111-142, June.
• Michael Ehrmann & David Sondermann, 2012, "The News Content of Macroeconomic Announcements: What if Central Bank Communication Becomes Stale?," International Journal of Central Banking, International Journal of Central Banking, volume 8, issue 3, pages 1-53, September.
• Jens H.E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2012, "Extracting Deflation Probability Forecasts from Treasury Yields," International Journal of Central Banking, International Journal of Central Banking, volume 8, issue 4, pages 21-60, December.
• Carlos Garcia & Andrés Sagner, 2012, "Exceso de Toma de Riesgo Crediticio en Chile," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv280, Mar.
• Kentaro Kikuchi, 2012, "Design and Estimation of a Quadratic Term Structure Model with a Mixture of Normal Distributions," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 12-E-08, Jun.
• Mr. Camilo E Tovar Mora & Mr. Pedro Castro & Gustavo Adler, 2012, "Does Central Bank Capital Matter for Monetary Policy?," IMF Working Papers, International Monetary Fund, number 2012/060, Feb.
• Ms. Sonali Jain-Chandra & Ms. Filiz D Unsal, 2012, "The Effectiveness of Monetary Policy Transmission Under Capital Inflows: Evidence from Asia," IMF Working Papers, International Monetary Fund, number 2012/265, Nov.
• Mr. Tigran Poghosyan, 2012, "Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies," IMF Working Papers, International Monetary Fund, number 2012/271, Nov.
• Hugo Eduardo Ramirez J. & Liliana Blanco Castañeda, 2012, "Optimización de Portafolios con Capital en Riesgo Acotado," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 7, issue 2, pages 211-231, Julio-Dic.
• César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel, 2012, "Do Good Institutions Promote Counter-Cyclical Macroeconomic Policies?," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 419.
• Peter Claeys & Borek Vašícek, 2012, "“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201219, Nov, revised Nov 2012.
• Sylvanus Ikhide & Olalekan Yinusa, 2012, "Why is the Cost of Financial Intermediation Rising in Botswana?," Journal of Developing Areas, Tennessee State University, College of Business, volume 46, issue 1, pages 183-209, January-J.
• Cristina Duhnea & Silvia Ghita-Mitrescu & Diane Paula Corina Vancea, 2012, "Euro Adoption – The Illusion Of The Monetary Integration Of Romania," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 4, issue 2, pages 152-163, June.
• Francesco Audrino, 2012, "What Drives Short Rate Dynamics? A Functional Gradient Descent Approach," Computational Economics, Springer;Society for Computational Economics, volume 39, issue 3, pages 315-335, March, DOI: 10.1007/s10614-011-9310-y.
• Ali Al-Eyd & Stephen Hall, 2012, "Financial crisis, effective policy rules and bounded rationality in a New Keynesian framework," Economic Change and Restructuring, Springer, volume 45, issue 1, pages 25-44, February, DOI: 10.1007/s10644-011-9108-x.
• Christian Aßmann & Jens Boysen-Hogrefe, 2012, "Determinants of government bond spreads in the euro area: in good times as in bad," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 39, issue 3, pages 341-356, August, DOI: 10.1007/s10663-011-9171-6.
• Jens Klose, 2012, "Political business cycles and monetary policy revisited–an application of a two-dimensional asymmetric Taylor reaction function," International Economics and Economic Policy, Springer, volume 9, issue 3, pages 265-295, September, DOI: 10.1007/s10368-012-0213-8.
• Angelo Baglioni, 2012, "Liquidity Crunch in the Interbank Market: Is it Credit or Liquidity Risk, or Both?," Journal of Financial Services Research, Springer;Western Finance Association, volume 41, issue 1, pages 1-18, April, DOI: 10.1007/s10693-011-0110-2.
• Andrew Young, 2012, "The time structure of production in the US, 2002–2009," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 25, issue 2, pages 77-92, June, DOI: 10.1007/s11138-011-0158-0.
• Gerald O’Driscoll & Douglas Rasmussen, 2012, "Did Hayek have a monetary theory of business cycles?," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 25, issue 3, pages 255-262, September, DOI: 10.1007/s11138-011-0162-4.
• William Luther & Alexander Salter, 2012, "Monetary equilibrium and price stickiness reconsidered: A reply to Bagus and Howden," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 25, issue 3, pages 263-269, September, DOI: 10.1007/s11138-012-0184-6.
• Andreas Dietrich, 2012, "Explaining loan rate differentials between small and large companies: evidence from Switzerland," Small Business Economics, Springer, volume 38, issue 4, pages 481-494, May, DOI: 10.1007/s11187-010-9273-8.
• Miki Seko & Kazuto Sumita & Jiro Yoshida, 2012, "Downward-Sloping Term Structure of Lease Rates: A Puzzle," Keio/Kyoto Joint Global COE Discussion Paper Series, Keio/Kyoto Joint Global COE Program, number 2011-042, Mar.
• Alberto Montagnoli & Oreste Napolitano & Boriss Siliverstovs, 2012, "Regional interest rate pass-through in Italy," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 12-308, Aug, DOI: 10.3929/ethz-a-007349785.
• Hiroshi Nishi, 2012, "Varieties of Economic Growth Regimes, Types of Macroeconomic Policies, and Policy Regime: A Post-Keynesian Analysis," Discussion papers, Graduate School of Economics Project Center, Kyoto University, number e-12-008, Nov.
• Marcin Jaskowski & Michael McAleer, 2012, "Estimating implied recovery rates from the term structure of CDS spreads," KIER Working Papers, Kyoto University, Institute of Economic Research, number 836, Dec.
• Grégory LEVIEUGE & Yannick LUCOTTE, 2012, "A Simple Empirical Measure of Central Bank' Conservatism," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2258.
• Gollier, Christian, 2012, "Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes," LERNA Working Papers, LERNA, University of Toulouse, number 12.28.385, Nov.
• Patrick Brämer & Horst Gischer & Toni Richter & Mirko Weiß, 2012, "Diverse Degrees of Competition within the EMU and their Implications for Monetary Policy," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 120010, Mar.
• Matthias Neuenkirch & Peter Tillmann, 2012, "Inflation Targeting, Credibility, and Non-Linear Taylor Rules," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201235.
• Tobias Caris & Bernd Hayo, 2012, "Female Labour Force Participation in Arab Countries: The Role of Identity," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201241.
• Matthias Neuenkirch, 2012, "Establishing a Hawkish Reputation: Interest Rate Setting by Newly Appointed Central Bank Governors," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201246.
• 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: 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 , pages 3-46, February, DOI: j.1538-4616.2011.00477.x.
• RUGE-MURCIA, Francisco J., 2012, "Skewness Risk and Bond Prices," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2012-14.
• Francisco Ruge-Murcia, 2012, "Skewness Risk and Bond Prices," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 17-2012.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2012, "Flights to Safety," Working Paper Research, National Bank of Belgium, number 230, Oct.
• Michał Brzoza-Brzezina & Jacek Kotłowski, 2012, "Measuring the natural yield curve," NBP Working Papers, Narodowy Bank Polski, number 108.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012, "Global House Price Fluctuations: Synchronization and Determinants," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2012".
• Marvin Goodfriend & Robert G. King, 2013, "The Great Inflation Drift," NBER Chapters, National Bureau of Economic Research, Inc, "The Great Inflation: The Rebirth of Modern Central Banking".
• James D. Hamilton & Jing Cynthia Wu, 2012, "Identification and Estimation of Gaussian Affine Term Structure Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17772, Jan.
• Lars E.O. Svensson, 2012, "Practical Monetary Policy: Examples from Sweden and the United States," NBER Working Papers, National Bureau of Economic Research, Inc, number 17823, Feb.
• Charles W. Calomiris & Doron Nissim, 2012, "Crisis-Related Shifts in the Market Valuation of Banking Activities," NBER Working Papers, National Bureau of Economic Research, Inc, number 17868, Feb.
• Philippe Aghion & Emmanuel Farhi & Enisse Kharroubi, 2012, "Monetary Policy, Liquidity, and Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 18072, May.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012, "Global House Price Fluctuations: Synchronization and Determinants," NBER Working Papers, National Bureau of Economic Research, Inc, number 18362, Sep.
• Martin L. Weitzman, 2012, "Rare Disasters, Tail-Hedged Investments, and Risk-Adjusted Discount Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 18496, Oct.
• Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2012, "Purchasing Power Parity between the UK and the Euro Area," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1208, Aug.
• Gennady Bilych, 2012, "Are There Laws of Production?," Macroeconomics, Socionet, number bilych_gennady.85552-011, Aug.
• Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012, "The yield spread puzzle and the information content of SPF forecasts," Discussion Papers, University at Albany, SUNY, Department of Economics, number 12-04.
• Leo Krippner, 2012, "Modifying Gaussian term structure models when interest rates are near the zero lower bound," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2012/02, Mar.
• Leo Krippner, 2012, "Measuring the stance of monetary policy in zero lower bound environments," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2012/04, Oct.
• Croitoru Lucian, 2012, "La ce e bună o inflaţie mai mare? Să eviţi capcana lichidităţii sau să scapi din ea," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
• Birman Andrei, 2012, "Schimbările culturale ale postmodernităţii şi posibilele efecte ale acestora asupra inflaţiei," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Olteanu Dan, 2012, "Evidenţe empirice privind cauzele declinului exportului european," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Halmi Mirela, 2012, "The Correlation Between The Exchange Rate And The Direct Foreign Investments," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 809-815, July.
• Trenca Ioan & Mutu Simona & Petria Nicolae, 2012, "Analyzing The European Market Of Interest Rate Swap Indices," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 614-619, December.
• Yuichi Fukuta & Hiroshi Nakaota, 2012, "An Empirical Study on Stabilities of the Predictive Role of the Yield Spread for Future Economic Activity and the Monetary Policy Stance in Japan," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 12-17, Sep.
• Francis Breedon & Jagjit S. Chadha & Alex Waters, 2012, "The financial market impact of UK quantitative easing," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 28, issue 4, pages 702-728, WINTER.
• Christopher Martin & Costas Milas, 2012, "Quantitative easing: a sceptical survey," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 28, issue 4, pages 750-764, WINTER.
• Xavier Gabaix, 2012, "Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 127, issue 2, pages 645-700.
• Jean-Sébastien Fontaine & René Garcia, 2012, "Bond Liquidity Premia," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 4, pages 1207-1254.
• Bucur Iulia Andreea & Stângaciu Oana Ancuþa, 2012, "Some Critical Aspects on Monetary Maastricht Convergence Criteria," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 159-164, May.
• Giovanni Caggiano & Luciano Greco, 2012, "Fiscal and Financial Determinants of Eurozone Sovereign Spreads," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0148, Jul.
• Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2012, "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 60, issue 1, pages 43-74, April.
• Martin Bodenstein & Luca Guerrieri & Lutz Kilian, 2012, "Monetary Policy Responses to Oil Price Fluctuations," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 60, issue 4, pages 470-504, December.
• Adam Waszkowski, 2012, "The Monetary Transmission Mechanism In Polish Economy," Oeconomia Copernicana, Institute of Economic Research, volume 3, issue 3, pages 21-35, September, DOI: 10.12775/OeC.2012.013.
• Coralia Emilia Popa, 2012, "Monetary Aggregates - Instrument of the Policy Promoted by the National Bank of Romania," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 12, issue 4, pages 211-218.
• David ARISTEI & Manuela Gallo, 2012, "The Drivers of Household Over-Indebtedness and Delinquency on Mortgage Loans: Evidence from Italian Microdata," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 105/2012, Sep.
• David ARISTEI & Manuela Gallo, 2012, "Interest Rate Pass-Through in the Euro Area during the Financial Crisis: a Multivariate Regime-Switching Approach," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 107/2012, Oct.
• Mark Hayes, 2012, "Ingham and Keynes on the nature of money," Working Papers, Post Keynesian Economics Society (PKES), number PKWP1209, Sep.
• Hamadi, Hassan & Awdeh, Ali, 2012, "The Determinants of Bank Net Interest Margin: Evidence from the Lebanese Banking Sector," MPRA Paper, University Library of Munich, Germany, number 119121.
• Jiménez Sotelo, Renzo, 2012, "Políticas para la gestión de activos y pasivos soberanos: Una propuesta para el Tesoro del Perú
  [Policies for sovereign asset and liability management: A proposal for the Treasury of Peru]," MPRA Paper, University Library of Munich, Germany, number 119895, Dec.
• Soylu, Ali & Durmaz, Nazif, 2012, "Profitability of Interest-free vs. Interest-based Banks in Turkey," MPRA Paper, University Library of Munich, Germany, number 36376, Jan.
• Calcagnini, Giorgio & Farabullini, Fabio & Giombini, Germana, 2012, "The impact of the recent financial crisis on bank loan interest rates and guarantees," MPRA Paper, University Library of Munich, Germany, number 36682, Feb.
• Seko, Miki & Sumita, Kazuto & Yoshida, Jiro, 2012, "Downward-sloping term structure of lease rates: a puzzle," MPRA Paper, University Library of Munich, Germany, number 37395, Feb.
• Lanne, Markku & Saikkonen, Pentti, 2012, "Supplementary appendix to "noncausal vector autoregression"," MPRA Paper, University Library of Munich, Germany, number 37732.
• Levieuge, Grégory & Lucotte, Yannick, 2012, "A simple empirical measure of central banks' conservatism," MPRA Paper, University Library of Munich, Germany, number 38424, Apr.
• Nath, Golaka, 2012, "Indian corporate bonds market –an analytical prospective," MPRA Paper, University Library of Munich, Germany, number 38992, May.
• Kitov, Ivan, 2012, "Why price inflation in developed countries is systematically underestimated," MPRA Paper, University Library of Munich, Germany, number 39059, May.
• Nath, Golaka, 2012, "Estimating term structure changes using principal component analysis in Indian sovereign bond market," MPRA Paper, University Library of Munich, Germany, number 39229, Jun.
• Petreski, Marjan & Jovanovic, Branimir, 2012, "New Approach to Analyzing Monetary Policy in China," MPRA Paper, University Library of Munich, Germany, number 40497.
• D'Agostino, Antonello & Ehrmann, Michael, 2012, "The pricing of G7 sovereign bond spreads – the times, they are a-changin," MPRA Paper, University Library of Munich, Germany, number 40604, Aug.
• Dechert, Andreas, 2012, "Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks," MPRA Paper, University Library of Munich, Germany, number 41044, Sep.
• Ye, Xiaoxia, 2012, "Market expectations of the short rate and the term structure of interest rates: a new perspective from the classic model," MPRA Paper, University Library of Munich, Germany, number 41093, Aug.
• Gabrisch, Hubert & Orlowski, Lucjan T. & Pusch, Toralf, 2012, "Sovereign default Risk in the Euro-Periphery and the Euro-Candidate Countries," MPRA Paper, University Library of Munich, Germany, number 41265, Sep.
• Marco, Bianchetti & Mattia, Carlicchi, 2012, "Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR," MPRA Paper, University Library of Munich, Germany, number 42248, Mar.
• Kakarot-Handtke, Egmont, 2012, "Make a bubble, take a free lunch, break a bank," MPRA Paper, University Library of Munich, Germany, number 42996, Dec.
• Antonakakis, Nikolaos, 2012, "Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies' Downgrades," MPRA Paper, University Library of Munich, Germany, number 43013.
• Muto, Ichiro, 2012, "A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate," MPRA Paper, University Library of Munich, Germany, number 43220, Dec.
• Jayaraman, T.K. & Choong, Chee-Keong, 2012, "Implications of Excess Liquidity in Fiji’s Banking System: An Empirical Study," MPRA Paper, University Library of Munich, Germany, number 43505, Aug.
• Wang, Di & Zhou, Ang & Wang, Dong, 2012, "The change of the value of the RMB and its influences on China," MPRA Paper, University Library of Munich, Germany, number 43733, Jul.
• Mirdala, Rajmund, 2012, "Interest Rates Determination and Crisis Puzzle (Empirical Evidence from the European Transition Economies)," MPRA Paper, University Library of Munich, Germany, number 43756, Dec.
• Bianchetti, Marco & Carlicchi, Mattia, 2012, "Markets Evolution After the Credit Crunch," MPRA Paper, University Library of Munich, Germany, number 44023, Dec.
• Yun, Tack & Kim, Jinsook & Ko, Eunmi, 2012, "The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models," MPRA Paper, University Library of Munich, Germany, number 44212, Oct.
• Levieuge, Grégory & Lucotte, Yannick, 2012, "A simple empirical measure of central banks' conservatism," MPRA Paper, University Library of Munich, Germany, number 46836, Apr.
• Swamy, Vighneswara & S, Sreejesh, 2012, "Financial Instability, Uncertainty and Banks’ Lending Behaviour," MPRA Paper, University Library of Munich, Germany, number 47518.
• 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 4, 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.