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

2010

• 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, DOI: http://dx.doi.org/10.18235/0012207.
• 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 with a market sensitivity parameter to estimate t," 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.
• Peter Kehinde, Mogaji, 2010, "Fisher Effect and the Relationship between Nominal Interest Rates and Inflation: The Case of Nigeria," MPRA Paper, University Library of Munich, Germany, number 98760, Dec.
• Karel Brůna, 2010, "Monetary Policy Implementation and Liquidity Management of the Czech Banking System," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2010, issue 3, pages 15-41, DOI: 10.18267/j.efaj.53.
• Tomáš Heryán & Daniel Stavárek, 2010, "How Related are Interbank and Lending Interest Rates? Evidence on Selected European Union Countries," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2010, issue 3, pages 42-55, DOI: 10.18267/j.efaj.54.
• Josef Arlt & Milan Bašta, 2010, "The Problem of the Yearly Inflation Rate and Its Implications for the Monetary Policy of the Czech National Bank," Prague Economic Papers, Prague University of Economics and Business, volume 2010, issue 2, pages 99-117, DOI: 10.18267/j.pep.366.
• Karel Brůna, 2010, "Akumulace devizových rezerv centrálních bank a dynamika absorpce likvidity bankovních systémů České republiky, Polska a Maďarska
  [Central Bank´s Foreign Exchange Reserves Accumulation and Dynamics of Banking System Liquidity Absorption: The Case o," Politická ekonomie, Prague University of Economics and Business, volume 2010, issue 6, pages 723-746, DOI: 10.18267/j.polek.759.
• Pierre Gruson, 2010, "Les mesures d’adaptation des politiques monétaires non conventionnelles et les difficultés liées aux stratégies de sortie," Revue d'Économie Financière, Programme National Persée, volume 98, issue 3, pages 333-352, DOI: 10.3406/ecofi.2010.5800.
• Luciana Barbosa & Sónia Costa, 2010, "Determinants of the sovereign bond yield spreads in the Euro Area in the context of the economic and financial crisis," Working Papers, Banco de Portugal, Economics and Research Department, number w201022.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2010, "Forecasting Government Bond Yields with Large Bayesian VARs," Working Papers, Queen Mary University of London, School of Economics and Finance, number 662, Apr.
• Francisco Palomino, 2010, "Code and data files for "Bond Risk Premiums and Optimal Monetary Policy"," Computer Codes, Review of Economic Dynamics, number 09-159, revised .
• Roman Sustek, 2010, "Code and data files for "Monetary Business Cycle Accounting"," Computer Codes, Review of Economic Dynamics, number 09-177, revised .
• Claudio Campanale & Rui Castro & Gian Luca Clementi, 2010, "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 13, issue 2, pages 379-402, April, DOI: 10.1016/j.red.2009.06.005.
• Tamon Asonuma, 2010, "Serial Default and Debt Renegotiation," 2010 Meeting Papers, Society for Economic Dynamics, number 169.
• Thomas J. Sargent & George J. Hall, 2010, "Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics," 2010 Meeting Papers, Society for Economic Dynamics, number 208.
• Ricardo Lagos & Gara Afonso, 2010, "Trade Dynamics in the Market for Federal Funds," 2010 Meeting Papers, Society for Economic Dynamics, number 424.
• Christopher Otrok & Andre Kurmann, 2010, "News Shocks and the Slope of the Term Structure of Interest Rates," 2010 Meeting Papers, Society for Economic Dynamics, number 72.
• Periklis Gogas & Ioannis Pragidis, 2010, "GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 2-2010, May.
• Rien Wagenvoort & Sanne Zwart, 2010, "Uncovering the Common Risk Free Rate in the European Monetary Union," Economic and Financial Reports, European Investment Bank, Economics Department, number 2010/5, Sep.
• Yu Hsing, 2010, "The Government Debt and the Long-Term Interest Rate: Application of the Loanable Funds Model to Greece," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 25, pages 722-733.
• Michael Berlemann & Julia Freese, 2010, "Monetary Policy and Real Estate Prices: A Disaggregated Analysis for Switzerland," Working Paper, Helmut Schmidt University, Hamburg, number 105/2010, Oct.
• Su, Chi Wei & Chang, Hsu Ling, 2010, "Asymmetric Adjustment in the Lending-Deposit Rate Spread: Evidence from Eastern European Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 165-175, July.
• Abiodun Elijah Obayelu, 2010, "The Impacts of Global Financial and Economic Crisis on African Economies: A Review," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 6, pages 15-42.
• Noor-e-Saher & Mehran Herbert, 2010, "Response of Long-term Interest Rate to Fiscal Imbalance: Evidence from Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 6, pages 43-49.
• John B. Taylor, 2010, "Does the Crisis Experience Call for a New Paradigm in Monetary Policy?," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 402.
• Hans Genberg & Stefan Gerlach, 2010, "Swiss Monetary Policy 2000-2009," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 146, issue 1, pages 131-165, March.
• Marcel R. Savioz & Maja Ganarin, 2010, "Discussion: Swiss Monetary Policy 2000-2009," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 146, issue 1, pages 167-183, March.
• Samuel Reynard & Andreas Schabert, 2010, "Modeling Monetary Policy," Working Papers, Swiss National Bank, number 2010-04.
• Petra Gerlach & Barbara Rudolf, 2010, "Macroeconomic and interest rate volatility under alternative monetary operating procedures," Working Papers, Swiss National Bank, number 2010-12.
• Xinhua Gu, 2010, "A synthesized discussion on the Macao monetary reform," Frontiers of Economics in China, Springer;Higher Education Press, volume 5, issue 4, pages 604-621, December, DOI: 10.1007/s11459-010-0115-z.
• Angelos Kanas, 2010, "A note on the relation between the equity risk premium and the term structure," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 1, pages 89-95, January, DOI: 10.1007/s12197-008-9069-8.
• Minoas Koukouritakis, 2010, "Structural breaks and the expectations hypothesis of the term structure: evidence from Central European countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 145, issue 4, pages 757-774, January, DOI: 10.1007/s10290-009-0032-3.
• Antonio FORTE, 2010, "Some Empirical Evidence Of The Euro Area Monetary Policy," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, volume 1, issue 1, pages 42-58.
• Murat Duran & Pinar Ozlu & Deren Unalmis, 2010, "TCMB Faiz Kararlarinin Hisse Senedi Piyasalari Uzerine Etkisi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 10, issue 2, pages 23-32.
• Harun Alp & Hakan Kara & Gursu Keles & Refet Gurkaynak & Musa Orak, 2010, "Turkiye�de Piyasa Gostergelerinden Para Politikasi Beklentilerinin Olculmesi," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1011.
• Murat Duran & Gulserim Ozcan & Pinar Ozlu & Deren Unalmis, 2010, "Measuring the Impact of Monetary Policy on Asset Prices in Turkey (Turkiye�de Para Politikasinin Finansal Varlik Fiyatlari Uzerine Etkisi)," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1017.
• Freixas, X. & Martin, A. & Skeie, D., 2010, "Bank Liquidity, Interbank Markets, and Monetary Policy," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-35S.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2010, "The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-121.
• Agur, I. & Demertzis, M., 2010, "Monetary Policy and Excessive Bank Risk Taking," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-30S.
• Freixas, X. & Martin, A. & Skeie, D., 2010, "Bank Liquidity, Interbank Markets, and Monetary Policy," Other publications TiSEM, Tilburg University, School of Economics and Management, number 06dc8c5e-b918-4028-8330-9.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2010, "The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8b320ebf-1447-46c9-82e3-c.
• Agur, I. & Demertzis, M., 2010, "Monetary Policy and Excessive Bank Risk Taking," Other publications TiSEM, Tilburg University, School of Economics and Management, number abeb4545-a3fb-4a46-8595-f.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2010, "The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy," Other publications TiSEM, Tilburg University, School of Economics and Management, number b44feba5-acd3-43b8-969e-1.
• Freixas, X. & Martin, A. & Skeie, D., 2010, "Bank Liquidity, Interbank Markets, and Monetary Policy," Other publications TiSEM, Tilburg University, School of Economics and Management, number d716ff9a-e8da-448f-86a1-8.
• Agur, I. & Demertzis, M., 2010, "Monetary Policy and Excessive Bank Risk Taking," Other publications TiSEM, Tilburg University, School of Economics and Management, number ed82a0e9-77c4-469a-95dc-b.
• Claus Brand & Daniel Buncic & Jarkko Turunen, 2010, "The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve," Journal of the European Economic Association, MIT Press, volume 8, issue 6, pages 1266-1298, December.
• Jaromír Baxa & Roman Horváth & Borek Vasícek, 2010, "How Does Monetary Policy Change? Evidence on Inflation Targeting Countries," Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona, number wpdea1007, Sep.
• Peter Cripwell & David Edelman, 2010, "Conundrum or Complication: A Study of Yield Curve Dynamics under Unusual Economic Conditions and Monetary Policies," Working Papers, Geary Institute, University College Dublin, number 200836, Apr.
• Jin Cheng, 2010, "Monnaie et Crise Bancaire dans une Petite Economie Ouverte," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2010-02.
• Thomas I. Palley, 2010, "The Troubling Economics and Politics of Paying Interest on Bank Reserves: A Critique of the Federal Reserve’s Exit Strategy," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp221.
• Xavier Freixas & Antoine Martin & David Skeie, 2010, "Bank liquidity, interbank markets and monetary policy," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1202, Feb.
• Iris Biefang Frisancho-Mariscal & Peter Howells, 2010, "Interest rate pass-through and risk," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 1016, Oct.
• Peter Chobanov & Amine Lahiani & Nikolay Nenovsky, 2010, "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1002, Oct.
• Rebeca Jimenez-Rodriguez & Amalia Morales-Zumaquero & Balazs Egert, 2010, "The VARying Effect of Foreign Shocks in Central and Eastern Europe," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp989, May.
• Balazs Egert, 2010, "Catching-up and inflation in Europe: Balassa-Samuelson, Engel???s Law and other Culprits," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp991, Jun.
• Jan-Christoph Rülke & Peter Tillmann, 2010, "Do FOMC Members Herd?," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 11-03, Oct.
• Benjamin Friedman & Kenneth Kuttner, 2010, "Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?," Department of Economics Working Papers, Department of Economics, Williams College, number 2010-03, Jun.
• Douglas Gollin & Christian Zimmermann, 2010, "Global Climate Change and the Resurgence of Tropical Disease: An Economic Approach," Department of Economics Working Papers, Department of Economics, Williams College, number 2010-04, Jun.
• 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, DOI: 10.1111/j.1538-4616.2009.00277.x.
• 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, DOI: 10.1111/j.1538-4616.2010.00331.x.
• Robert J. Sonora & Josip Tica, 2010, "Real Interest Parity in New Europe," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1011, Dec.
• Evans, George W. & Honkapohja, Seppo & Kaushik, Mitra, 2010, "Does Ricardian Equivalence hold when expectations are not rational?," Bank of Finland Research Discussion Papers, Bank of Finland, number 13/2010.
• Eickmeier, Sandra & Hofmann, Boris, 2010, "Monetary policy, housing booms and financial (im)balances," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,07.
• Gerlach, Stefan & Schulz, Alexander & Wolff, Guntram B., 2010, "Banking and sovereign risk in the euro area," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,09.
• Dötz, Niko & Fischer, Christoph, 2010, "What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,11.
• Schultefrankenfeld, Guido, 2010, "Forecast uncertainty and the Bank of England interest rate decisions," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,27.
• Bernoth, Kerstin & Erdogan, Burcu, 2010, "Sovereign bond yield spreads: a time-varying coefficient approach," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 289.
• Abbassi, Puriya & Nautz, Dieter, 2010, "Monetary transmission right from the start: The (dis)connection netween the money market and the ECB's main refinancing rates," Discussion Papers, Free University Berlin, School of Business & Economics, number 2010/7.
• Berlemann, Michael & Freese, Julia, 2010, "Monetary policy and real estate prices: A disaggregated analysis for Switzerland," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 2-19.
• Freeman, Mark C., 2010, "Yes, we should discount the far-distant future at its lowest possible rate: A resolution of the Weitzman-Gollier puzzle," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 4, pages 1-21, DOI: 10.5018/economics-ejournal.ja.2010-.
• Hein, Eckhard, 2010, "The rate of interest as a macroeconomic distribution parameter: Horizontalism and Post-Keynesian models of distribution of growth," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 07/2010.