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

• Fernando E. Alvarez & Francesco Lippi, 2011, "Persistent Liquidity Effects and Long Run Money Demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 17566, Nov.
• Simeon Coleman and Kavita Sirichand, 2011, "Fractional integration and the volatility of UK interest rates," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2011/02, May.
• Tarron Khemraj & Christian R. Proaño, 2011, "Excess Bank Reserves and Monetary Policy with a Lower-Bound Lending Rate September 2011," Working Papers, New School for Social Research, Department of Economics, number 1104, Sep.
• M. Kabir Hassan & Thiti S. Ngow & Jung Suk-Yu, 2011, "Determinants of Credit Default Swaps in International Markets," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2011-WP-01, Feb.
• M. Kabir Hassan & Geoffrey M. Ngene & Jung Suk-Yu, 2011, "Credit Default Swaps and Sovereign Debt Markets," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2011-WP-03, Mar.
• Oecd, 2011, "Principles and Trade-Offs when Making Issuance Choices in the UK," OECD Working Papers on Sovereign Borrowing and Public Debt Management, OECD Publishing, number 2, Sep, DOI: 10.1787/5k9gz2mmx0vh-en.
• Niels-Jakob Harbo Hansen & Peter Welz, 2011, "Interest Rate Pass-through During the Global Financial Crisis: The Case of Sweden," OECD Economics Department Working Papers, OECD Publishing, number 855, Apr, DOI: 10.1787/5kgdx1j025ln-en.
• David Turner & Francesca Spinelli, 2011, "Explaining the Interest-Rate-Growth Differential Underlying Government Debt Dynamics," OECD Economics Department Working Papers, OECD Publishing, number 919, Dec, DOI: 10.1787/5kg0k706v2f3-en.
• Dăianu Daniel, 2011, "Regaining Financial Stability: Taming Financial Markets Is a Must – a Focus on NMSs," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
• Stephen McKnight, 2011, "Investment and interest rate policy in the open economy," Oxford Economic Papers, Oxford University Press, volume 63, issue 4, pages 673-699, December.
• Albert Lee Chun, 2011, "Expectations, Bond Yields, and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 1, pages 208-247.
• Xavier Freixas & Antoine Martin & David Skeie, 2011, "Bank Liquidity, Interbank Markets, and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 8, pages 2656-2692.
• Popescu Dan & Dinculescu Elena –Silvia, 2011, "Trends in Strategic Management of Romanian Banking Institutions," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1717-1720, May.
• Popescu Dan & Dinculescu Elena –Silvia & Bursugiu Mihaela, 2011, "Quality Improvement of the Offered Services – Solution for the Banking System Management in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1079-1082, May.
• Guido Ascari & Nicola Branzoli & Efrem Castelnuovo, 2011, "Trend Inflation, Wage Indexation, and Determinacy in the U.S," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 153, Oct.
• Alberto Humala & Gabriel Rodríguez, 2011, "Estimation Of A Time Varying Natural Interest Rate For Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2011-316.
• Guivanna Aguilar, 2011, "Microcrédito Y Crecimiento Regional En El Perú," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2011-317.
• Pawel Baranowski, 2011, "Monetary Policy Rule For Poland – Results For Various Specifactions," Oeconomia Copernicana, Institute of Economic Research, volume 2, issue 3, pages 5-21, September, DOI: 10.12775/OeC.2011.010.
• Charles Wyplosz, 2011, "Debt Sustainability Assessment: Mission Impossible," Review of Economics and Institutions, Università di Perugia, volume 2, issue 3.
• John Duffy, 2011, "Are Dynamically Inefficient Equilibria Learnable?," Working Paper, Department of Economics, University of Pittsburgh, number 441, Jul, revised Jan 2011.
• Ayele, Gashaw Tsegaye, 2011, "Challenges to Monetary Policy Transmission to Consumer Prices in Ethiopia," MPRA Paper, University Library of Munich, Germany, number 118058, Jul.
• Dai, Meixing, 2011, "Quantitative and credit easing policies at the zero lower bound on the nominal interest rate," MPRA Paper, University Library of Munich, Germany, number 28129.
• Abdul Majid, Muhamed Zulkhibri, 2011, "Predicting Output and Inflation in Less Developed Financial Markets Using the Yield Curve: Evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 29039, Jan.
• Kakarot-Handtke, Egmont, 2011, "The pure logic of value, profit, interest," MPRA Paper, University Library of Munich, Germany, number 30853, May.
• Qayyum, Abdul & Anwar, Saba, 2011, "Impact of Monetary Policy on the Volatility of Stock Market in Pakistan," MPRA Paper, University Library of Munich, Germany, number 31188.
• Marzo, Massimiliano & Zagaglia, Paolo, 2011, "Equilibrium selection in a cashless economy with transaction frictions in the bond market," MPRA Paper, University Library of Munich, Germany, number 31680, Jun.
• Mohsin, Hasan Muhammad & Rivers, P, 2011, "Are domestic banks' pass through higher than foreign banks? Empirical evidence from Pakistan," MPRA Paper, University Library of Munich, Germany, number 33282, Jan, revised Apr 2011.
• Delis, Manthos D & Hasan, Iftekhar & Mylonidis, Nikolaos, 2011, "The risk-taking channel of monetary policy in the USA: Evidence from micro-level data," MPRA Paper, University Library of Munich, Germany, number 34084, Oct.
• Kisswani, Khalid/ M. & Nusair, Salah/ A., 2011, "Non-linear convergence in Asian interest rates and inflation rates," MPRA Paper, University Library of Munich, Germany, number 34179, Jul.
• Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011, "A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation," MPRA Paper, University Library of Munich, Germany, number 34461, Sep, revised Sep 2011.
• Li, Kui-Wai & Wong, Douglas K T, 2011, "The Exchange Rate and Interest Rate Differential Relationship: Evidence from Two Financial Crises," MPRA Paper, University Library of Munich, Germany, number 35297, Dec.
• Jakas, Vicente, 2011, "Theory and empirics of an affine term structure model applied to European data," MPRA Paper, University Library of Munich, Germany, number 36029, Jul.
• Mutu, Simona & Breşfelean, Vasile Paul & Göndör, Mihaela, 2011, "The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies," MPRA Paper, University Library of Munich, Germany, number 42102, Dec.
• Marco, Bianchetti, 2011, "The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management," MPRA Paper, University Library of Munich, Germany, number 42247, Oct, revised 27 Oct 2012.
• Koutsobinas, Theodore, 2011, "Animal spirits, liquidity-preference and Keynesian behavioural macroeconomics: An intertemporal framework," MPRA Paper, University Library of Munich, Germany, number 43027, Dec.
• Berument, Hakan & Togay, Selahattin & Sahin, Afsin, 2011, "Identifying the Liquidity Effects of Monetary Policy Shocks For a Small Open Economy: Turkey," MPRA Paper, University Library of Munich, Germany, number 46883, Sep.
• Christian Bordes & Laurent Clerc, 2011, "La BCE : quel(s) scénario(s) de sortie de crise ?," Revue d'Économie Financière, Programme National Persée, volume 103, issue 3, pages 117-144.
• Carla Soares & Paulo M.M. Rodrigues, 2011, "Determinants of the EONIA spread and the financial crisis," Working Papers, Banco de Portugal, Economics and Research Department, number w201112.
• Luis F. Martins, 2011, "Moment conditions model averaging with an application to a forward-looking monetary policy reaction function," Working Papers, Banco de Portugal, Economics and Research Department, number w201116.

2010

• Ke Pang & Pierre L. Siklos, 2010, "Financial Frictions and Credit Spreads," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2010-28, Oct.
• Pincheira, Pablo & Calani, Mauricio, 2010, "Communicational bias in monetary policy: can words forecast deeds?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123267, Oct.
• Greenwood, Robin & Vayanos, Dimitri, 2010, "Price pressure in the government bond market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 28618, May.
• Fernando Alvarez & Francesco Lippi, 2010, "Persistent Liquidity Effect and Long Run Money Demand," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1017, revised Oct 2010.
• O Bajo-Rubio & C Diaz-Roldan & V Esteve, 2010, "Testing the Fisher effect in the presence of structural change: A case study of the UK, 1966-2007," Economic Issues Journal Articles, Economic Issues, volume 15, issue 2, pages 1-16, September.
• Helder Ferreira de Mendonça & Adriana Inhudes, 2010, "Central Bank transparency: an analysis of the Brazilian case," Brazilian Journal of Political Economy, Center of Political Economy, volume 30, issue 1, pages 159-177.
• Franklin Serrano, 2010, "Interest rate, exchange rate and the system of inflation target in Brazil," Brazilian Journal of Political Economy, Center of Political Economy, volume 30, issue 1, pages 63-72.
• Jörg Bibow, 2010, "Global imbalances, the US dollar, and how the crisis at the core of global finance spread to "self-insuring" emerging market economies," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 7, issue 2, pages 325-359.
• Arango, Luis Eduardo & Velandia, Daniel Eduardo, 2010, "Cambios de las tasas de política, paridad cubierta de intereses y estructura a plazo," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 306, pages 393-422, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Rodolfo Cermeño & Benjamín Oliva, 2010, "Incertidumbre, crecimiento del producto, inflación y depreciación cambiaria en México: Evidencia de modelos GARCH multivariados," Working Papers, CIDE, División de Economía, number DTE 483, Feb.
• Wassim Dbouk & Lawrence Kryzanowski, 2010, "Determinants of credit spread changes for the financial sector," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 27, issue 1, pages 67-82, March, DOI: 10.1108/10867371011022984.
• Morten Balling, Jan Marc Berk and Marc-Olivier Strauss-Kahn (ed.), 2010, "The Quest for Stability: the macro view," SUERF Studies, SUERF - The European Money and Finance Forum, number 2010/2, ISBN: ARRAY(0x8073eec0), May.
• Hans DEWACHTER & Romain HOUSSA & Priscilla TOFFANO, 2010, "Spatial propagation of macroeconomic shocks in Europe," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces10.12, Apr.
• Anna Iara & Guntram B. Wolff, 2010, "Rules and risk in the euro area: does rules-based national fiscal governance contain sovereign bond spreads?," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 433, Dec.
• Michael Gootzeit, 2010, "Profit vs Interest in Classical Writings: Turgot?s vs. Mill?s Contribution," HISTORY OF ECONOMIC THOUGHT AND POLICY, FrancoAngeli Editore, volume 0, issue 2, pages 5-21.
• Jaromír Hurník & Zdenìk Tùma & David Vávra, 2010, "The Euro Adoption Debate Revisited: The Czech Case," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 3, pages 194-212, August.
• Hsu-Ling Chang & Chi-Wei Su, 2010, "The Lending-Deposit Rate Relationship in Eastern European Countries: Evidence from the Rank Test for Non-linear Cointegration," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 6, pages 534-544, December.
• Jaromír Baxa & Roman Horváth & Bořek Vašíček, 2010, "How Does Monetary Policy Change? Evidence on Inflation Targeting Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/26, Oct, revised Oct 2010.
• Augusto Hasman & Margarita Samartin & Jos van Bommel, 2010, "Financial Intermediaries and Transaction Costs," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2010-02, Jan.
• Xinhua Gu, 2010, "A Synthesized Discussion on the Macao Monetary Reform," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 5, issue 4, pages 604-621, December.
• Amor Divino, José Ângelo Costa do & Andrade, Joaquim Pinto de & Teles, Vladimir Kuhl, 2010, "On the purchasing power parity for Latin-American countries," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 227, Jun.
• Athanasios Orphanides & Min Wei, 2010, "Evolving macroeconomic perceptions and the term structure of interest rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2010-01.
• Stefania D'Amico & Don H. Kim & Min Wei, 2010, "Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2010-19.
• Michiel De Pooter & Francesco Ravazzolo & Dick van Dijk, 2010, "Term structure forecasting using macro factors and forecast combination," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 993.
• Michael J. Fleming & Warren B. Hrung & Frank M. Keane, 2010, "Repo market effects of the Term Securities Lending Facility," Staff Reports, Federal Reserve Bank of New York, number 426.
• Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2010, "Interest Rate Co-movements, Global Factors and the Long End of the Term Spread," Working Papers, Business School - Economics, University of Glasgow, number 2010_10, Mar.
• Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2010, "Nominal interest rates and stationarity," Working Papers, Business School - Economics, University of Glasgow, number 2010_17, May.
• Michael G. Arghyrou & Alexandros Kontonikas, 2010, "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Working Papers, Business School - Economics, University of Glasgow, number 2010_25, Sep.
• Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2010, "L'intégration commerciale est-elle une condition préalable à l'intégration financière ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00649944, May, DOI: 10.3917/reco.613.0477.
• Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2010, "L'intégration commerciale est-elle une condition préalable à l'intégration financière ?," Post-Print, HAL, number hal-00649944, May, DOI: 10.3917/reco.613.0477.
• Bianca de Paoli & Alasdair Scott & Olaf Weeken, 2010, "Asset pricing implications of a new keynesian model," Post-Print, HAL, number hal-00732761, Sep, DOI: 10.1016/j.jedc.2010.05.012.
• M.F. Tesfaselassie & E. Schaling, 2010, "Managing disinflation under uncertainty," Post-Print, HAL, number hal-00743847, Oct, DOI: 10.1016/j.jedc.2010.07.005.
• Caroline Jardet & Gaëlle Le Fol, 2009, "Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework," Post-Print, HAL, number hal-02877978, Nov, DOI: 10.1002/ijfe.403.
• Miguel Casares & Jean-Christophe Poutineau, 2010, "Short-run and long-run effects of banking in a new keynesian model," Post-Print, HAL, number halshs-00496457, Jun.
• Miguel Casares & Jean-Christophe Poutineau, 2010, "Short-run and long-run effects of banking in a new keynesian model," Post-Print, HAL, number halshs-00497619, Jun.
• Hansen, Anders Chr., 2010, "Den samfundsøkonomiske kalkulationsrente," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, volume 2010, issue 1, pages 159-192.
• Gomis-Porqueras, Pere & Kam, Timothy & Lee, Junsang, 2010, "Search-Theoretic Money, Capital and International Exchange Rate Fluctuations," PIE/CIS Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 477, Jun.
• Yu-chin Chen & Kwok Ping Tsang, 2010, "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," Working Papers, Hong Kong Institute for Monetary Research, number 292010, Nov.
• Gollier, Christian & Weitzman, Martin L., 2010, "How should the distant future be discounted when discount rates are uncertain?," Scholarly Articles, Harvard University Department of Economics, number 33373345.
• G. C. Lim & Sarantis Tsiaplias & C. L. Chua, 2010, "Bank and Official Interest Rates: How Do They Interact over Time?," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2010n04, Apr.
• Nuno Cassola & Claudio Morana, 2010, "The 2007-? financial crisis: a euro area money market perspective," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 35-2010, Dec.
• Ekka, Rashmi Kiran & Wenner, Mark D. & Campion, Anita, 2010, "Interest Rates and Implications for Microfinance in Latin America and the Caribbean," IDB Publications (Working Papers), Inter-American Development Bank, number 4298, Mar.
• Kirsten Wandschneider & Nikolaus Wolf, 2010, "Shooting on a moving target: explaining European bank rates during the interwar period," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, volume 2, issue 1/2, pages 31-48.
• Harun ALP & Refet GÜRKAYNAK & Hakan KARA & Gürsu KELEŞ & Musa ORAK, 2010, "Türkiye’de piyasa göstergelerinden para politikası beklentilerinin ölçülmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 25, issue 295, pages 21-45.
• Andrew Levin & David López-Salido & Edward Nelson & Yack Yun, 2010, "Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 1, pages 143-189, March.
• Eduardo A. Cavallo & Patricio Valenzuela, 2010, "The determinants of corporate risk in emerging markets: an option-adjusted spread analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 15, issue 1, pages 59-74, DOI: 10.1002/ijfe.398.
• Caroline Jardet & Gaelle Le Fol, 2010, "Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 15, issue 4, pages 316-330, DOI: 10.1002/ijfe.403.
• Jouchi Nakajima & Shigenori Shiratsuka & Yuki Teranishi, 2010, "The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-06, Mar.
• Junko Koeda & Ryo Kato, 2010, "The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-24, Oct.
• Matthew Greenwood-Nimmo & Yongcheol Shin & Till van Treeck, 2010, "The Great Moderation and the Decoupling of Monetary Policy from Long-Term Rates in the U.S. and Germany," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 15-2010.
• Oliver Hossfeld, 2010, "US Money Demand, Monetary Overhang, and Inflation," Working Papers, International Network for Economic Research - INFER, number 2010.4.
• Caroline Duburcq, 2010, "The Impact of Exchange Rate Regime on Interest Rates in Latin America," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 47, issue 135, pages 91-124.
• César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel., 2010, "Institutions and Cyclical Properties of Macroeconomic Policies in the Global Economy," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 372.
• Enrico D’Elia, 2010, "Pension financing and macroeconomic equilibrium," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 128, Jul.
• António Afonso & Christophe Rault, 2010, "Short and Long-run Behaviour of Long-term Sovereign Bond Yields," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2010/19, Nov.
• Cândida Ferreira, 2010, "Financial Integration in European Countries: Some Panel Evidence," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2010/21, Nov.
• António Afonso & Manuel M. F. Martins, 2010, "Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2010/23, Nov.
• Cordoba, Juan Carlos & Ripoll, Marla, 2010, "Collateral Constraints in a Monetary Economy," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 32123, Nov.
• Puriya Abbassi & Dieter Nautz, 2010, "Monetary Transmission Right from the Start: The (Dis)Connection Between the Money Market and the ECB’s Main Refinancing Rates," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1011, Jul, revised 15 Jul 2010.
• Christian Friedrich & Isabel Schnabel & Jeromin Zettelmeyer, 2010, "Financial Integration and Growth -Is Emerging Europe Different?," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1013, Nov, revised 17 Nov 2010.
• Helke Waelde, 2010, "Some preliminary but troubling evidence on group credits in microfinance programmes," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1101, Dec, revised 07 Dec 2010.
• Markus Pasche, 2010, "Interbank Lending and the Demand for Central Bank Loans - a Simple Microfoundation," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2010-070, Oct.
• William Barnett & Logan Kelly & John Keating, 2010, "Rethinking the Liquidity Puzzle: Application of a New Measure of the Economic Money Stock," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201002, Apr, revised Apr 2010.
• Nelson Souza-Sobrinho, 2010, "Macroeconomics of bank interest spreads: evidence from Brazil," Annals of Finance, Springer, volume 6, issue 1, pages 1-32, January, DOI: 10.1007/s10436-009-0131-0.
• Andreas Reschreiter, 2010, "Indexed bonds and revisions of inflation expectations," Annals of Finance, Springer, volume 6, issue 4, pages 537-554, October, DOI: 10.1007/s10436-010-0148-4.
• André Van Poeck, 2010, "One Money and Sixteen Needs: Has the ECB’s Monetary Policy Become More Balanced Towards the Needs of the Member States?," De Economist, Springer, volume 158, issue 1, pages 43-60, April, DOI: 10.1007/s10645-010-9135-4.
• Dionisios Chionis & Periklis Gogas & Ioannis Pragidis, 2010, "Predicting European Union Recessions in the Euro Era: The Yield Curve as a Forecasting Tool of Economic Activity," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 16, issue 1, pages 1-10, February, DOI: 10.1007/s11294-009-9247-2.
• Ana-Maria Fuertes & Shelagh Heffernan & Elena Kalotychou, 2010, "How do UK Banks React to Changing Central Bank Rates?," Journal of Financial Services Research, Springer;Western Finance Association, volume 37, issue 2, pages 99-130, June, DOI: 10.1007/s10693-009-0056-9.
• Stephen Hall & George Hondroyiannis & P. Swamy & George Tavlas, 2010, "The Fisher Effect Puzzle: A Case of Non-Linear Relationship?," Open Economies Review, Springer, volume 21, issue 1, pages 91-103, February, DOI: 10.1007/s11079-009-9157-1.
• Ralf Brüggemann & Jana Riedel, 2010, "Nonlinear Interest Rate Reaction Functions for the UK," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2010-15, Dec.
• Valentinyi, Ákos & Bihari, Péter, 2010, "Pirruszi dezinfláció vagy tartósan alacsony inflációs környezet?
  [Pyrrhic deflation or a persistently low-inflation environment?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 868-875.
• Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2010, "Asymmetric Adjustments in the Ethanol and Grains Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 752, Dec.
• Felix Chan & Michael McAleer & Marcelo C. Medeiros, 2010, "Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors," KIER Working Papers, Kyoto University, Institute of Economic Research, number 754, Dec.
• Stephen Hall & Kavita Sirichand, 2010, "Decision-Based Forecast Evaluation of UK Interest Rate Predictability," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 10/09, Mar.
• Stephen Hall & Kavita Sirichand, 2010, "Economic Value of Stock and Interest Rate Predictability in the UK," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 10/13, Apr.
• Petar Chobanov & Amine LAHIANI & Nikolay NENOVSKY, 2010, "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 1253.
• Jorg Bibow, 2010, "Global Imbalances, the U.S. Dollar, and How the Crisis at the Core of Global Finance Spread to "Self-insuring" Emerging Market Economies," Economics Working Paper Archive, Levy Economics Institute, number wp_591, Mar.
• Marc Lavoie, 2010, "Changes in Central Bank Procedures during the Subprime Crisis and Their Repercussions on Monetary Theory," Economics Working Paper Archive, Levy Economics Institute, number wp_606, Aug.
• Scott Fullwiler & L. Randall Wray, 2010, "Quantitative Easing and Proposals for Reform of Monetary Policy Operations," Economics Working Paper Archive, Levy Economics Institute, number wp_645, Dec.
• Giorgio Di Giorgio & Salvatore Nisticò, 2010, "Productivity Shocks, Stabilization Policies and the Dynamics of Net Foreign Assets," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1089.
• André Kurmann & Christopher Otrok, 2010, "News Shocks and the Slope of the Term Structure of Interest Rates," Cahiers de recherche, CIRPEE, number 1005.
• Ljupka Georgievska & Rilind Kabashi & Nora Manova - Trajkovska & Ana Mitreska & Mihajlo Vaskov, 2010, "Determinants of Lending Rates and Interest Rate Spreads in Macedonia," Working Papers, National Bank of the Republic of North Macedonia, number 2010-03, Aug.
• Ana Mitreska & Maja Kadievska Vojnovic & Ljupka Georgievska & Branimir Jovanovic & Marija Petkovska, 2010, "Did The Crisis Change It All? Evidence From Monetary And Fiscal Policy," Working Papers, National Bank of the Republic of North Macedonia, number 2010-05, Nov.
• Peter Tillmann, 2010, "Strategic Forecasting on the FOMC," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201017.
• Jan-Christoph Rülke & Peter Tillmann, 2010, "Do FOMC Members Herd?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201032.
• Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010, "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 1, pages 33-62, February.
• Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010, "Credit and Banking in a DSGE Model of the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue s1, pages 107-141, September.
• Jarko Fidrmuc & Roman Horváth & Eva Horváthová, 2010, "Corporate Interest Rates and the Financial Accelerator in the Czech Republic," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 46, issue 4, pages 41-54, January.
• Marc Lavoie, 2010, "Changes in Central Bank Procedures During the Subprime Crisis and Their Repercussions on Monetary Theory," International Journal of Political Economy, Taylor & Francis Journals, volume 39, issue 3, pages 3-23, DOI: 10.2753/IJP0891-1916390301.
• Yu Hsing, 2010, "Government Debt and the Long-Term Interest Rate: Application of an Extended Open-Economy Loanable Funds Model to Poland," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 8, issue 3, pages 227-237.
• Giorgio PIZZUTTO, 2010, "Politica monetaria, finanza strutturata e mercati finanziari," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2010-036, Nov.
• Giorgio PIZZUTTO, 2010, "Politica monetaria, finanza strutturata e mercati finanziari," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2010-36, Nov.
• Charlotta Groth & Fabrizio Zampolli, 2010, "Macroeconomic stability and the real interest rate: a cross-country analysis," Discussion Papers, Monetary Policy Committee Unit, Bank of England, number 30, Sep.
• Romain Houssa, 2010, "Spatial Propagation of Macroeconomic Shocks in Europe," Working Papers, University of Namur, Department of Economics, number 1009, Apr.
• Miguel Casares & Jean-Christophe Poutineau, 2010, "Short-run and Long-run Effects of Banking in a New Keynesian Model," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra, number 1002.
• Giuseppe Ferrero & Alessandro Secchi, 2010, "Central bank’s macroeconomic projections and learning," NBP Working Papers, Narodowy Bank Polski, number 72.
• Ralph S.J. Koijen & Hanno Lustig & Stijn Van Nieuwerburgh, 2010, "The Cross-Section and Time-Series of Stock and Bond Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 15688, Jan.
• George J. Hall & Thomas J. Sargent, 2010, "Interest Rate Risk and Other Determinants of Post-WWII U.S. Government Debt/GDP Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 15702, Jan.
• Benjamin M. Friedman & Kenneth N. Kuttner, 2010, "Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16165, Jul.
• Francesco Giavazzi & Alberto Giovannini, 2010, "Central Banks and the Financial System," NBER Working Papers, National Bureau of Economic Research, Inc, number 16228, Jul.
• Menzie D. Chinn & Kavan J. Kucko, 2010, "The Predictive Power of the Yield Curve across Countries and Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 16398, Sep.
• Anders B. Trolle & Eduardo S. Schwartz, 2010, "An Empirical Analysis of the Swaption Cube," NBER Working Papers, National Bureau of Economic Research, Inc, number 16549, Nov.
• Andrea Frazzini & Lasse H. Pedersen, 2010, "Betting Against Beta," NBER Working Papers, National Bureau of Economic Research, Inc, number 16601, Dec.
• Lars E.O. Svensson, 2010, "Inflation Targeting," NBER Working Papers, National Bureau of Economic Research, Inc, number 16654, Dec.
• Luís Francisco Aguiar & Manuel M. F. Martins & Maria Joana Soares, 2010, "The yield curve and the macro-economy across time and frequencies," NIPE Working Papers, NIPE - Universidade do Minho, number 21/2010.
• Gibson, Rajna & Lhabitant, Francois-Serge & Talay, Denis, 2010, "Modeling the Term Structure of Interest Rates: A Review of the Literature," Foundations and Trends(R) in Finance, now publishers, volume 5, issue 1–2, pages 1-156, December, DOI: 10.1561/0500000032.
• Leo Krippner, 2010, "A theoretical foundation for the Nelson and Siegel class of yield curve models, and an empirical application to U.S. yield curve dynamics," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2010/11, Dec.
• Natalie Labuschagne & Polly Vowles, 2010, "Why are Real Interest Rates in New Zealand so High? Evidence and Drivers," Treasury Working Paper Series, New Zealand Treasury, number 10/09, Dec.
• Balázs Égert, 2010, "Catching-up and Inflation in Europe: Balassa-Samuelson, Engel's Law and Other Culprits," OECD Economics Department Working Papers, OECD Publishing, number 792, Jul, DOI: 10.1787/5kmblscvdk7d-en.
• Rauf Gönenç & Saygin Sahinöz & Ozge Tuncel, 2010, "Turkey's Improving Integration with the Global Capital Market: Impacts on Risk Premia and Capital Costs," OECD Economics Department Working Papers, OECD Publishing, number 812, Nov, DOI: 10.1787/5km4nf492j0r-en.
• George W. Evans & Seppo Honkapohja, 2010, "Does Ricardian Equivalence Hold When Expectations are not Rational?," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2010-3, Aug.
• Zhiguang (Gerald) Wang & Prasad V. Bidarkota, 2010, "A Long-Run Risks Model of Asset Pricing with Fat Tails," Review of Finance, European Finance Association, volume 14, issue 3, pages 409-449.
• Viktors Ajevskis & Kristine Vitola, 2010, "A Convergence Model of the Term Structure of Interest Rates," Review of Finance, European Finance Association, volume 14, issue 4, pages 727-747.
• David Martinez-Miera & Rafael Repullo, 2010, "Does Competition Reduce the Risk of Bank Failure?," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 10, pages 3638-3664, October.
• Wei Xiong & Hongjun Yan, 2010, "Heterogeneous Expectations and Bond Markets," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 4, pages 1433-1466, April.
• Lieven Baele, 2010, "The Determinants of Stock and Bond Return Comovements," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 6, pages 2374-2428, June.
• Robert A. Ritz, 2010, "How do banks respond to increased funding uncertainty?," Economics Series Working Papers, University of Oxford, Department of Economics, number 481, Mar.
• David Jamieson Bolder & Yuliya Romanyuk, 2010, "Combining Canadian Interest Rate Forecasts," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, in: Arjan B. Berkelaar & Joachim Coche & Ken Nyholm, "Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds", DOI: 10.1057/9780230251298_1.
• Raghbendra Jha, 2010, "Inflation, Macroeconomic Policy and Hunger: A Variation on a Theme by C. Rangarajan," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2010-22.
• Javier Pereda C., 2010, "Estimación de la curva de rendimiento cupón cero para el Perú y su uso para el análisis monetario," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 33, issue 65, pages 103-132.
• Carina-Elena Stegăroiu & Valentin Stegăroiu, 2010, "Algorithms For The Processes Of Establishing Prices And Balanced Bank Interests," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 4, pages 327-336.
• Nadia Elena Stoicuţa & Ana Petrina Stanciu, 2010, "The Econometric Analysis Of The Dependence Between The Consumer, GDP And The Interest Rate Using The Eviews Program," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 4, pages 337-346.
• Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2010, "The yield curve and the macro-economy across time and frequencies," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1004, Jul.
• Smant, David / D.J.C., 2010, "Direct tests of the expectations theory of the term structure: Survey expectations, the term premium and coefficient biases," MPRA Paper, University Library of Munich, Germany, number 19815, Jan.
• Delis, Manthos D & Kouretas, Georgios, 2010, "Interest rates and bank risk-taking," MPRA Paper, University Library of Munich, Germany, number 20132, Jan.
• Di Maggio, Marco, 2010, "The Political Economy of the Yield Curve," MPRA Paper, University Library of Munich, Germany, number 20697, Jan.
• Hutchison, Michael & Sengupta, Rajeswari & Singh, Nirvikar, 2010, "Estimating a Monetary Policy Rule for India," MPRA Paper, University Library of Munich, Germany, number 21106, Mar.
• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010, "Properties of Foreign Exchange Risk Premia," MPRA Paper, University Library of Munich, Germany, number 21302, Jan.
• Forte, Antonio, 2010, "Some empirical evidence of the euro area monetary policy," MPRA Paper, University Library of Munich, Germany, number 21785.
• Cinquegrana, Giuseppe & Sarno, Domenico, 2010, "The yield curve and the prediction on the business cycle: a VAR analysis for the European Union," MPRA Paper, University Library of Munich, Germany, number 21795, Jan.
• Kelly, Logan & Barnett, William A. & Keating, John W., 2010, "Rethinking the Liquidity Puzzle: Application of a New Measure of the Economic Money Stock," MPRA Paper, University Library of Munich, Germany, number 22085, Apr.
• Kelly, Logan & Barnett, William A. & Keating, John, 2010, "Rethinking the liquidity puzzle: application of a new measure of the economic money stock," MPRA Paper, University Library of Munich, Germany, number 22087, Apr.
• Gogas, Periklis & Pragkidis, Ioannis, 2010, "The interest rate spread as a forecasting tool of greek industrial production," MPRA Paper, University Library of Munich, Germany, number 22148, Mar.
• Hein, Eckhard, 2010, "The rate of interest as a macroeconomic distribution parameter: Horizontalism and Post-Keynesian models of distribution of growth," MPRA Paper, University Library of Munich, Germany, number 23372, Jun.
• Lanne, Markku & Saikkonen, Pentti, 2010, "Noncausal Vector Autoregression," MPRA Paper, University Library of Munich, Germany, number 23717, Apr.
• Kitchen, John & Chinn, Menzie, 2010, "Financing U.S. debt: Is there enough money in the world – and at what cost?," MPRA Paper, University Library of Munich, Germany, number 24736, Aug.
• Ege, Yazgan & Huseyin, Kaya, 2010, "Has inflation targeting increased predictive power of term structure about future inflation: evidence from an emerging market ?," MPRA Paper, University Library of Munich, Germany, number 24810, Aug.
• Alfaro, Rodrigo & Becerra, Juan Sebastian & Sagner, Andres, 2010, "Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU
  [The Dynamic Nelson-Siegel model: empirical results for Chile and US]," MPRA Paper, University Library of Munich, Germany, number 25912, Jun, revised 23 Jun 2010.
• Smant, David / D.J.C., 2010, "Real time data, regime shifts, and a simple but effective estimated Fed policy rule, 1969-2009," MPRA Paper, University Library of Munich, Germany, number 26124, Oct.
• Solomon, Bernard Daniel, 2010, "Firm leverage, household leverage and the business cycle," MPRA Paper, University Library of Munich, Germany, number 26504, Oct.
• Lenz, Rainer, 2010, "Analyse der Renditestrukturkurve: Zur Laufzeitenstruktur von Investitions- und Finanzierungsentscheidungen
  [Yield curve analysis]," MPRA Paper, University Library of Munich, Germany, number 26621, Sep.
• Ruiz-Porras, Antonio & Perez-Sicairos, Rene Benjamin, 2010, "Un modelo de tres factores con un parámetro de sensibilidad de mercado para estimar la dinámica de la tasa corta: Una aplicación para la tasa de fondeo gubernamental de México
  [A three-factor model," MPRA Paper, University Library of Munich, Germany, number 26631, Nov.
• Heryan, Tomas & Stavarek, Daniel, 2010, "How related are interbank and lending interest rates? Evidence on selected EU countries," MPRA Paper, University Library of Munich, Germany, number 27276, Nov.
• Kontek, Krzysztof, 2010, "Linking Decision and Time Utilities," MPRA Paper, University Library of Munich, Germany, number 27541, Dec.
• Das, Rituparna, 2010, "Indian G-Sec Market II: Anatomy of Short Rates," MPRA Paper, University Library of Munich, Germany, number 27553, Dec.
• Lenz, Rainer, 2010, "Yield Curve Analysis: Choosing the optimal maturity date of investments and financing," MPRA Paper, University Library of Munich, Germany, number 27781, Dec.
• Stefanescu, Razvan & Dumitriu, Ramona, 2010, "Impact of the global crisis on the linkages between the interest rates and the stock prices in Romania," MPRA Paper, University Library of Munich, Germany, number 36716, Apr, revised 16 Feb 2011.
• varma, Vijaya krushna varma, 2010, "Banking Redefined," MPRA Paper, University Library of Munich, Germany, number 38852, Apr, revised 12 Mar 2012.
• Hutchison, Michael & Sengupta, Rajeswari & Singh, Nirvikar, 2010, "Estimating a monetary policy rule for India," MPRA Paper, University Library of Munich, Germany, number 38924, Sep.
• Mitreska, Ana & Kadievska Vojnovic, Maja & Georgievska, Ljupka & Jovanovic, Branimir & Petkovska, Marija, 2010, "Did the Crisis Change it All? Evidence from Monetary and Fiscal Policy," MPRA Paper, University Library of Munich, Germany, number 43163, Nov.
• Cebula, Richard, 2010, "Taxable and Tax-Free Equivalence of Interest Rate Yields: A Brief Note," MPRA Paper, University Library of Munich, Germany, number 55263, Feb.
• Bagus, Philipp & Howden, David, 2010, "The Term Structure of Savings, the Yield Curve, and Maturity Mismatching," MPRA Paper, University Library of Munich, Germany, number 79592.