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

• Ansgar Belke & Daniel Gros, 2010, "Global Liquidity, World Savings Glut and Global Policy Coordination," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 973.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Fractional Cointegration in US Term Spreads," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 981.
• Ansgar Belke & Robert Czudaj, 2010, "Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 982.
• Schuknecht, Ludger & Rother, Philipp & Stark, Jürgen, 2010, "The benefits of fiscal consolidation in uncharted waters," Occasional Paper Series, European Central Bank, number 121, Nov.
• Fiorella De Fiore & Oreste Tristani, 2010, "Financial conditions and monetary policy," Research Bulletin, European Central Bank, volume 9, pages 10-12.
• Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2010, "Interest Rate Co-movements, Global Factors and the Long End of the Term Spread," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-24.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010, "Nominal Interest Rates and Stationarity," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-43.
• Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2010, "Does Ricardian Equivalence Hold When Expectations are not Rational?," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-73.
• Arghyrou, Michael G. & Kontonikas, Alexandros, 2010, "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-81.
• Vicente Esteve & Manuel Navarro-Ibáñez & Maria A. Prats, 2010, "The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1001, Jun.
• De Paoli, Bianca & Scott, Alasdair & Weeken, Olaf, 2010, "Asset pricing implications of a New Keynesian model," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 10, pages 2056-2073, October.
• Tesfaselassie, M.F. & Schaling, E., 2010, "Managing disinflation under uncertainty," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 12, pages 2568-2577, December.
• Chadha, Jagjit S. & Holly, Sean, 2010, "Macroeconomic models and the yield curve: An assessment of the fit," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 8, pages 1343-1358, August.
• Christiansen, Charlotte, 2010, "Mean reversion in US and international short rates," The North American Journal of Economics and Finance, Elsevier, volume 21, issue 3, pages 286-296, December.
• Gollier, Christian & Weitzman, Martin L., 2010, "How should the distant future be discounted when discount rates are uncertain?," Economics Letters, Elsevier, volume 107, issue 3, pages 350-353, June.
• Lengwiler, Yvan & Lenz, Carlos, 2010, "Intelligible factors for the yield curve," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 481-491, August.
• Orlowski, Lucjan T., 2010, "Monetary policy rules for convergence to the Euro," Economic Systems, Elsevier, volume 34, issue 2, pages 148-159, June.
• Ferland, René & Gauthier, Geneviève & Lalancette, Simon, 2010, "A regime-switching term structure model with observable state variables," Finance Research Letters, Elsevier, volume 7, issue 2, pages 103-109, June.
• Joyce, Michael A.S. & Lildholdt, Peter & Sorensen, Steffen, 2010, "Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves," Journal of Banking & Finance, Elsevier, volume 34, issue 2, pages 281-294, February.
• Spencer, Peter & Liu, Zhuoshi, 2010, "An open-economy macro-finance model of international interdependence: The OECD, US and the UK," Journal of Banking & Finance, Elsevier, volume 34, issue 3, pages 667-680, March.
• Tang, Dragon Yongjun & Yan, Hong, 2010, "Market conditions, default risk and credit spreads," Journal of Banking & Finance, Elsevier, volume 34, issue 4, pages 743-753, April.
• Fan, Longzhen & Johansson, Anders C., 2010, "China's official rates and bond yields," Journal of Banking & Finance, Elsevier, volume 34, issue 5, pages 996-1007, May.
• Sakai, Koji & Uesugi, Iichiro & Watanabe, Tsutomu, 2010, "Firm age and the evolution of borrowing costs: Evidence from Japanese small firms," Journal of Banking & Finance, Elsevier, volume 34, issue 8, pages 1970-1981, August.
• Bredin, Don & Hyde, Stuart & Reilly, Gerard O., 2010, "Monetary policy surprises and international bond markets," Journal of International Money and Finance, Elsevier, volume 29, issue 6, pages 988-1002, October.
• Tillmann, Peter, 2010, "The Fed's perceived Phillips curve: Evidence from individual FOMC forecasts," Journal of Macroeconomics, Elsevier, volume 32, issue 4, pages 1008-1013, December.
• Hayo, Bernd & Neuenkirch, Matthias, 2010, "Do Federal Reserve communications help predict federal funds target rate decisions?," Journal of Macroeconomics, Elsevier, volume 32, issue 4, pages 1014-1024, December.
• Burgstaller, Johann & Scharler, Johann, 2010, "How do bank lending rates and the supply of loans react to shifts in loan demand in the U.K.?," Journal of Policy Modeling, Elsevier, volume 32, issue 6, pages 778-791, November.
• Faraglia, Elisa & Marcet, Albert & Scott, Andrew, 2010, "In search of a theory of debt management," Journal of Monetary Economics, Elsevier, volume 57, issue 7, pages 821-836, October.

2009

• Lasse Bork, 2009, "Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-11, Mar.
• Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 2009, "Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-39, Sep.
• Lasse Bork & Hans Dewachter & Romain Houssa, 2009, "Identification of Macroeconomic Factors in Large Panels," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-43, Sep.
• Marco Del Negro & Frank Schorfheide, 2009, "Monetary Policy Analysis with Potentially Misspecified Models," American Economic Review, American Economic Association, volume 99, issue 4, pages 1415-1450, September, DOI: 10.1257/aer.99.4.1415.
• John C. Williams & John B. Taylor, 2009, "A Black Swan in the Money Market," American Economic Journal: Macroeconomics, American Economic Association, volume 1, issue 1, pages 58-83, January.
• Ricardo Reis, 2009, "Optimal Monetary Policy Rules in an Estimated Sticky-Information Model," American Economic Journal: Macroeconomics, American Economic Association, volume 1, issue 2, pages 1-28, July.
• Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2009, "Understanding the Forward Premium Puzzle: A Microstructure Approach," American Economic Journal: Macroeconomics, American Economic Association, volume 1, issue 2, pages 127-154, July.
• Marius HERBEI & Florin DUMITER, 2009, "The British public atitude survey regarding inflation and interest rates," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 10, pages 32-39, December.
• Attila TamaÅŸ Szora & Iulian Bogdan Dobra, 2009, "Considerations Regarding The Influence Of The Base Leading Rate Over Investment Projects Financed By Eu Funds," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 11, pages 1-44.
• Filippo COSSETTI & Francesco GUIDI, 2009, "ECB Monetary Policy and Term Structure of Interest Rates in the Euro Area: an Empirical Analysis," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 334, Nov.
• Marco Bianchetti, 2009, "Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves," Papers, arXiv.org, number 0905.2770, May, revised Jul 2012.
• Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2009, "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 795.09, Nov.
• Gabriel Martinez, 2009, "Credit Rationing and Exchange-Rate Stabilization: Examining the Relation between Financial Frictions, Exchange-Rate Volatility, Lending Rates, and Capital Inflows," Working Papers, Ave Maria University, Department of Economics, number 0902, Aug.
• Weber, Enzo & Wolters, Jürgen, 2009, "The US Term Structure and Central Bank Policy," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 436, Oct.
• Jean-Sébastien Fontaine & René Garcia, 2009, "Bond Liquidity Premia," Staff Working Papers, Bank of Canada, number 09-28, DOI: 10.34989/swp-2009-28.
• Héctor Gustavo González Padilla, 2009, "An Assessment of the Competition in the Banking Industry: Empirical Evidence from Argentina with Data at Bank Level," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 55, pages 93-112, July - Se.
• Alejandra Anastasi & Pedro Elosegui & Máximo Sangiácomo, 2009, "Determinants of the Inter-Bank Interest Rate in Argentina," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200941, Mar.
• Hasan Sahin & Ismail H. Genç, 2009, "An Empirical Analysis of Short Term Interest Rate Models for Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 3, issue 2, pages 107-119.
• Mustafa Ibicioglu & Mehmet Baha Karan, 2009, "The Effect of Interest Rates on Consumer Credit in Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 3, issue 2, pages 11-30.
• Javier Andrés & Óscar J. Arce, 2009, "Banking competition, housing prices and macroeconomic stability," Working Papers, Banco de España, number 0830, Jan.
• Ricardo Gimeno & José Manuel Marqués, 2009, "Extraction of financial market expectations about inflation and interest rates from a liquid market," Working Papers, Banco de España, number 0906, Apr.
• Giuseppe Ferrero & Alessandro Secchi, 2009, "The Announcement of Monetary Policy Intentions," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 720, Sep.
• Paolo Angelini & Andrea Nobili & Maria Cristina Picillo, 2009, "The interbank market after August 2007: what has changed, and why?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 731, Oct.
• Benavides Guillermo & Capistrán Carlos, 2009, "A Note on the Volatilities of the Interest Rate and the Exchange Rate Under Different Monetary Policy Instruments: Mexico 1998-2008," Working Papers, Banco de México, number 2009-10, Oct.
• Gilbert Cette & De Jong, M., 2009, "The Rocky Ride of Break-even-inflation rates," Working papers, Banque de France, number 230.
• Caroline Jardet & Alain Monfort & Fulvio Pegoraro, 2009, "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working papers, Banque de France, number 234.
• Jean-Paul Renne, 2009, "Frequency-domain analysis of debt service in a macro-finance model for the euro area," Working papers, Banque de France, number 261.
• Gabriel Pérez-Quirós & Hugo Rodríguez Mendizábal, , "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," Working Papers, Barcelona School of Economics, number 414.
• John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009, "Understanding Inflation-Indexed Bond Markets," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 40, issue 1 (Spring, pages 79-138.
• Marco R Barassi & Dayong Zhang, 2009, "Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates," Discussion Papers, Department of Economics, University of Birmingham, number 09-17, Nov.
• R. Gaston Gelos, 2009, "Banking Spreads In Latin America," Economic Inquiry, Western Economic Association International, volume 47, issue 4, pages 796-814, October, DOI: 10.1111/j.1465-7295.2008.00144.x.
• Richard Finlay & Mark Chambers, 2009, "A Term Structure Decomposition of the Australian Yield Curve," The Economic Record, The Economic Society of Australia, volume 85, issue 271, pages 383-400, December, DOI: 10.1111/j.1475-4932.2009.00567.x.
• Burkhard Raunig & Johann Scharler, 2009, "Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross‐Country Comparison," German Economic Review, Verein für Socialpolitik, volume 10, issue 2, pages 176-192, May, DOI: 10.1111/j.1468-0475.2008.00454.x.
• Alan S. Blinder, 2009, "Making Monetary Policy by Committee," International Finance, Wiley Blackwell, volume 12, issue 2, pages 171-194, August, DOI: 10.1111/j.1468-2362.2008.01229.x.
• Monique Reid, 2009, "Isolating A Measure Of Inflation Expectations For The South African Financial Market Using Forward Interest Rates," South African Journal of Economics, Economic Society of South Africa, volume 77, issue 3, pages 399-413, September, DOI: 10.1111/j.1813-6982.2009.01218.x.
• Michael Joyce & Peter Lildholdt & Steffen Sorensen, 2009, "Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves," Bank of England working papers, Bank of England, number 360, Feb.
• Raunig Burkhard & Scharler Johann, 2009, "Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross-Country Comparison," German Economic Review, De Gruyter, volume 10, issue 2, pages 176-192, May, DOI: 10.1111/j.1468-0475.2008.00454.x.
• Kugler, Peter & Weder, Beatrice, 2009, "The Demise of the Swiss Interest Rate Puzzle," Working papers, Faculty of Business and Economics - University of Basel, number 2009/04.
• Romar Correa, 2009, "Loanable funds, liquidity preference: structure, past and present," The Journal of Philosophical Economics, Bucharest Academy of Economic Studies, The Journal of Philosophical Economics, volume 3, issue 1, pages 75-89, November.
• Ronald Schettkat & Rongrong Sun, 2009, "Nicht zu früh bremsen! - Der Einfluss der Geldpolitik auf die langfristige Wirtschaftsentwicklung in Deutschland und den USA-," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number sdp09003, Mar.
• Yves Kuhry & Sukriye Tuysuz, 2009, "Interactions between US and UK interest rates and news spillovers: the impact of the EMU," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 52, issue 1, pages 79-99.
• J. Poměnková & S. Kapounek, 2009, "Interest rates and prices causality in the Czech Republic - Granger approach," Agricultural Economics, Czech Academy of Agricultural Sciences, volume 55, issue 7, pages 347-356, DOI: 10.17221/2/2009-AGRICECON.
• Vladimir Borgy & Valérie Mignon, 2009, "Taux d'intérêt et marchés boursiers : une analyse empirique de l'intégration financière internationale," Economie & Prévision, La Documentation Française, volume 0, issue 1, pages 105-121.
• Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade, 2009, "On the purchasing power parity for Latin-American countries," Journal of Applied Economics, Universidad del CEMA, volume 12, pages 33-54, May.
• Nannette Lindenberg & Frank Westermann, 2009, "Common Trends and Common Cycles among Interest Rates of the G7-Countries," CESifo Working Paper Series, CESifo, number 2532.
• Kirsten Wandschneider & Nikolaus Wolf, 2009, "Shooting on a Moving Target: Eyplaining European Bank Rates during the Interwar Period," CESifo Working Paper Series, CESifo, number 2694.
• Christian Gollier & Martin L. Weitzman, 2009, "How Should the Distant Future be Discounted when Discount Rates are Uncertain?," CESifo Working Paper Series, CESifo, number 2863.
• Charles A. E. Goodhart & Carolina Osorio & Dimitrios P. Tsomocos, 2009, "Analysis of Monetary Policy and Financial Stability: A New Paradigm," CESifo Working Paper Series, CESifo, number 2885.
• Volker Wieland, 2009, "Learning, Endogenous Indexation, and Disinflation in the New-Keynesian Model," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 11, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series , "Monetary Policy under Uncertainty and Learning".
• Pablo Pincheira & Mauricio Calani, 2009, "Communicational Bias In Monetary Policy: Can Words Forecast Deeds?," Working Papers Central Bank of Chile, Central Bank of Chile, number 526, Oct.
• Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009, "From Various Degrees of Trade to Various Degrees of Financial Integration: What do Interest Rates Have to Say?," Working Papers, CEPII research center, number 2009-01, Jan.
• René Garcia & Richard Luger, 2009, "Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates," CIRANO Working Papers, CIRANO, number 2009s-20, May.
• Marjan Petreski, 2009, "Brief Empirics Of Interest - Rate Differential In Macedonia," Journal Articles, Center For Economic Analyses, pages 5-11, June.
• Renzo Jiménez Sotelo, 2009, "Acceso de la banca de desarrollo al banco central: el caso de COFIDE y las tasas de interés en Perú," Boletín, CEMLA, volume 0, issue 3, pages 119-138, Julio-sep.
• Roman Horvath & Anca Maria Podpiera, 2009, "Heterogeneity in Bank Pricing Policies: The Czech Evidence," Working Papers, Czech National Bank, Research and Statistics Department, number 2009/8, Dec.
• Carlos Esteban Posada & Jorge Andr�s Tamayo C., 2009, "La crisis reciente de Estados Unidos (2007-2008): redescubriendo la importancia del mercado de "fondos prestables"," Borradores de Economia, Banco de la Republica, number 5388, Mar.
• Remberto Rhenals Monterrosa & Luis Esteban Martínez, 2009, "La ayuda internacional al desarrollo: retórica y realidad," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Mauricio López González & Sara Duque Baquero & Blanca Liseth Gómez Olivo, 2009, "Alcances de la política fiscal contracíclica: el caso reciente de América Latina," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Ramón Javier Mesa Callejas & Jenifer González H & Yenny Catalina Aguirre B., 2009, "Se esfumó" el crecimiento económico colombiano en 2009: análisis de la coyuntura y perspectivas 2010"," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Jaime Silva González, 2009, "Estimación de la tasa de cambio real de equilibrio: aplicación a Colombia," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-35.
• Guido Gabriel González Casares & Marlon Andrés Viera Mendoza & Xavier Ordenana Rodríguez, 2009, "El destino de las remesas en Ecuador: Un análisis microeconómico sobre los factores que determinan su utilización en actividades de inversión," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-37.
• José Luis Ramos Ruiz & Raimundo Abello Llanos & Gustavo Rodríguez Albor, 2009, "Posibilidades de transformación productiva y desarrollo tecnológico del Caribe colombiano," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-40.
• Paola Roldán Vásquez & Carlos Ospino Hernández, 2009, "¿Quiénes terminan en la informalidad?: Impacto de las características y el tiempo de búsqueda," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-32.
• Svensson, Lars E.O., 2009, "Transparency under Flexible Inflation Targeting: Experiences and Challenges," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7213, Mar.
• Wieland, Volker & Beck, Günter, 2009, "Money in monetary policy design: Monetary cross-checking in the New-Keynesian model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7518, Oct.
• Levin, Andrew & López-Salido, J David & Nelson, Edward & Yun, Tack, 2009, "Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7581, Nov.
• Christian Wolff & Ron Jongen & Willem F.C. Verschoor, 2009, "Time-Variation in Term Permia: International Survey-Based Evidence," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 09-02.
• Thorsten Lehnert & Aleksandar Andonov & Florian Bardong, 2009, "TIPS, Inflation Expectations and the Financial Crisis," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 09-09.
• Nikolaos Giannellis & Minoas Koukouritakis, 2009, "Behavioural Equilibrium Exchange Rate and Total Misalignment: Evidence from the Euro Exchange Rate," Working Papers, University of Crete, Department of Economics, number 0901, Oct.
• Angelo Baglioni, 2009, "Liquidity crunch in the interbank market: is it credit or liquidity risk, or both?," DISCE - Quaderni dell'Istituto di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number ief0091, Nov.
• Jun Ma, 2009, "Pricing Foreign Equity Options with Stochastic Correlation and Volatility," Annals of Economics and Finance, Society for AEF, volume 10, issue 2, pages 303-327, November.
• John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009, "Understanding Inflation-Indexed Bond Markets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1696, May.
• Jörg Döpke & Michael Funke & Sean Holly & Sebastian Weber, 2009, "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 896.
• Ansgar Belke & Daniel Gros, 2009, "A Simple Model of an Oil Based Global Savings Glut: The "China Factor" and the OPEC Cartel," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 911.
• Ansgar Belke & Jens Klose, 2009, "Does the ECB Rely on a Taylor Rule?: Comparing Ex-post with Real Time Data," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 917.
• Jean-Jacques Durand & Georges Prat, 2009, "Fisher, Macaulay et Allais face au "Paradoxe de Gibson"," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-23.
• Huang Yiping, 2009, "Strategies for Asian Exchange Rate Policy Cooperation," EABER Working Papers, East Asian Bureau of Economic Research, number 22858, Jan.
• De Fiore, Fiorella & Teles, Pedro & Tristani, Oreste, 2009, "Monetary Policy and the Financing of Firms," Working Paper Series, European Central Bank, number 1123, Dec.
• Bhattacharjee, Arnab & Holly, Sean, 2009, "Understanding Interactions in Social Networks and Committees," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-53.
• Bhattacharjee, Arnab & Holly, Sean, 2009, "Structural Interactions in Spatial Panels," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-39.
• Chiarella, Carl & Hung, Hing & T, Thuy-Duong, 2009, "The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2075-2088, April.
• Marotta, Giuseppe, 2009, "Structural breaks in the lending interest rate pass-through and the euro," Economic Modelling, Elsevier, volume 26, issue 1, pages 191-205, January.
• Horváth, Roman, 2009, "The time-varying policy neutral rate in real-time: A predictor for future inflation?," Economic Modelling, Elsevier, volume 26, issue 1, pages 71-81, January.
• Özatay, Fatih & Özmen, Erdal & Sahinbeyoglu, Gülbin, 2009, "Emerging market sovereign spreads, global financial conditions and U.S. macroeconomic news," Economic Modelling, Elsevier, volume 26, issue 2, pages 526-531, March.
• Buiter, Willem H., 2009, "Negative nominal interest rates: Three ways to overcome the zero lower bound," The North American Journal of Economics and Finance, Elsevier, volume 20, issue 3, pages 213-238, December.
• Hoffmann, Mathias & MacDonald, Ronald, 2009, "Real exchange rates and real interest rate differentials: A present value interpretation," European Economic Review, Elsevier, volume 53, issue 8, pages 952-970, November.
• Nautz, Dieter & Schmidt, Sandra, 2009, "Monetary policy implementation and the federal funds rate," Journal of Banking & Finance, Elsevier, volume 33, issue 7, pages 1274-1284, July.
• Koijen, Ralph S.J. & Hemert, Otto Van & Nieuwerburgh, Stijn Van, 2009, "Mortgage timing," Journal of Financial Economics, Elsevier, volume 93, issue 2, pages 292-324, August.
• Gagnon, Joseph E., 2009, "Currency crashes and bond yields in industrial countries," Journal of International Money and Finance, Elsevier, volume 28, issue 1, pages 161-181, February.
• de Zwart, Gerben & Markwat, Thijs & Swinkels, Laurens & van Dijk, Dick, 2009, "The economic value of fundamental and technical information in emerging currency markets," Journal of International Money and Finance, Elsevier, volume 28, issue 4, pages 581-604, June.
• Kyrtsou, Catherine & Vorlow, Costas, 2009, "Modelling non-linear comovements between time series," Journal of Macroeconomics, Elsevier, volume 31, issue 1, pages 200-211, March.
• Azomahou, Théophile & Diebolt, Claude & Mishra, Tapas, 2009, "Spatial persistence of demographic shocks and economic growth," Journal of Macroeconomics, Elsevier, volume 31, issue 1, pages 98-127, March.
• Farvaque, Etienne & Matsueda, Norimichi & Méon, Pierre-Guillaume, 2009, "How monetary policy committees impact the volatility of policy rates," Journal of Macroeconomics, Elsevier, volume 31, issue 4, pages 534-546, December.
• Crespo Cuaresma, Jesús & Slacik, Tomas, 2009, "On the determinants of currency crises: The role of model uncertainty," Journal of Macroeconomics, Elsevier, volume 31, issue 4, pages 621-632, December.
• Oxley, Les & Reale, Marco & Wilson, Granville Tunnicliffe, 2009, "Constructing structural VAR models with conditional independence graphs," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 9, pages 2910-2916, DOI: 10.1016/j.matcom.2008.11.013.
• Bjørnland, Hilde C. & Leitemo, Kai, 2009, "Identifying the interdependence between US monetary policy and the stock market," Journal of Monetary Economics, Elsevier, volume 56, issue 2, pages 275-282, March.
• Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2009, "Anticipated fiscal policy and adaptive learning," Journal of Monetary Economics, Elsevier, volume 56, issue 7, pages 930-953, October.
• Schuknecht, Ludger & von Hagen, Jürgen & Wolswijk, Guido, 2009, "Government risk premiums in the bond market: EMU and Canada," European Journal of Political Economy, Elsevier, volume 25, issue 3, pages 371-384, September.
• El Qalli Yassine, 2009, "Term Structure Equations Under Benchmark Framework," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2009_13, 08.
• Miksjuk Alexei, 2009, "Studying the Relation between the Interest Rates and the Exchange Rate in Belarus under the Speculative Motives Assumption," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 09/07e, Nov.
• Eladio Febrero Paños & María José Calderón Milán, 2009, "La influencia del tipo de interés en los precios. Una reinterpretación heterodoxa de Wicksell," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 70, issue 01, pages 330-355.
• Robert Pollin, 2009, "Exogeneidad del tipo de interés: teoría, evidencia y temas de política para la economía estadounidense," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 72, issue 03, pages 244-269.
• Robert Pollin, 2009, "Interest rate exogeneity: Theory, evidence and policy issues for the U.S. economy," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 72, issue 03, pages 244-269.
• Malcolm Sawyer, 2009, "Interest rates and inflation: What are the links?," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 6, issue 1, pages 81-96.
• García Iglesias, Jesús Manuel & Pateiro Rodríguez, Carlos, 2009, "Análisis de la estrategia de política monetaria del Banco Central Europeo (1999-2005)," El Trimestre Económico, Fondo de Cultura Económica, volume 76, issue 301, pages 181-214, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v76i.
• Hrushikesh Mallick, 2009, "Do Remittances Impact the Economy? Some Empirical Evidences from A Developing Economy," Working Papers, eSocialSciences, number id:2199.
• Lasse BORK & Hans DEWACHTER & Romain HOUSSA, 2009, "Identification of macroeconomic factors in large panels," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces09.18, Sep.
• Nunes, Clemens V. de Azevedo & Gomes, Cleomar & Brito, Márcio Holland de, 2009, "Sinalização de política monetária e movimentos na estrutura a termo da taxa de juros no Brasil," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 187, May.
• John B. Taylor & John C. Williams, 2009, "A black swan in the money market," Proceedings, Federal Reserve Bank of San Francisco, issue jan.
• Carlos Arteta & Steven B. Kamin & Justin Vitanza, 2009, "The puzzling peso," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 976.
• Torben G. Andersen & Luca Benzoni, 2009, "Stochastic volatility," Working Paper Series, Federal Reserve Bank of Chicago, number WP-09-04.
• Xavier Freixas & Antoine Martin & David R. Skeie, 2009, "Bank liquidity, interbank markets, and monetary policy," Staff Reports, Federal Reserve Bank of New York, number 371.
• Willem Buiter, 2009, "Negative Nominal Interest Rates: Three ways to overcome the zero lower bound," FMG Discussion Papers, Financial Markets Group, number dp636, Jul.
• Drobyshevsky Sergey & Lugovoy Oleg & Astafieva Ekaterina & Burkova N. Yu., 2009, "Modeling the term structure of interest rates on Russian government bonds in 2000 – 2008," Research Paper Series, Gaidar Institute for Economic Policy, issue 130P.
• Riccardo Lo Conte, 2009, "Government Bond Yield Spreads: A Survey," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 68, issue 3, pages 341-370, July.
• Benjamin Liu & Donghui Li & Eduardo Roca, 2009, "What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:200901, Jan.
• Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009, "From Various Degrees of Trade to Various Degrees of Financial Integration: What Do Interest Rates Have to Say?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00649936, Dec.
• Dominique Guegan & Florian Ielpo, 2009, "Further evidence on the impact of economic news on interest rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00439820, Oct.
• R. Beaupain & A. Durre, 2009, "The interday and intraday patterns of the overnight market: evidence from an electronic platform," Post-Print, HAL, number hal-00393027, Jun.
• Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009, "From Various Degrees of Trade to Various Degrees of Financial Integration: What Do Interest Rates Have to Say?," Post-Print, HAL, number hal-00649936, Dec.
• Bork, Lasse, 2009, "Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach," Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number F-2009-03, Feb.
• Fan, Longzhen & Johansson, Anders C., 2009, "China'S Official Rates And Bond Yields," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2009-3, Mar.
• Fan, Longzhen & Johansson, Anders C., 2009, "What Moves Bond Yields In China?," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2009-9, Jun.
• Melander, Ola, 2009, "Uncovered Interest Parity in a Partially Dollarized Developing Country: Does UIP Hold in Bolivia? (And If Not, Why Not?)," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 716, Apr, revised 30 Jul 2009.
• Zagaglia, Paolo, 2009, "What Drives the Term Structure in the Euro Area? Evidence from a Model with Feedback," Research Papers in Economics, Stockholm University, Department of Economics, number 2009:12, May.
• Zagaglia, Paolo, 2009, "Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback," Research Papers in Economics, Stockholm University, Department of Economics, number 2009:14, May.
• Uesugi, Iichiro & Yamashiro, Guy M., 2009, "Does the Expectation Hypothesis Hold at the Shortest End of the Term Structure?," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 50, issue 1, pages 71-85, June, DOI: 10.15057/17468.
• Lillian Cheung & Chi-Sang Tam & Jessica Szeto, 2009, "Deteriorating Public Finances and Rising Government Debt: Implications for Monetary Policy," Working Papers, Hong Kong Monetary Authority, number 0915, Aug.
• Felix Geiger, 2009, "International Interest-Rate Risk Premia in Affine Term Structure Models," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany, number 316/2009, Jul.
• Shiller, Robert J. & Campbell, John Y. & Viceira, Luis Manuel, 2009, "Understanding Inflation-Indexed Bond Markets," Scholarly Articles, Harvard University Department of Economics, number 10885503.
• Gollier, Christian & Weitzman, Martin L., 2009, "How Should the Distant Future be Discounted When Discount Rates are Uncertain?," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 588, Nov.
• Tika Arundina & Dato’ Mohd. Azmi Omar, 2009, "Faktor Penentu Peringkat Sukuk," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 12, issue 1, pages 97-114, July, DOI: https://doi.org/10.21098/bemp.v12i1.
• Tika Arundina & Dato’ Mohd. Azmi Omar, 2009, "Determinant of Sukuk Ratings," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 12, issue 1, pages 97-114, July, DOI: https://doi.org/10.21098/bemp.v12i1.
• Nannette Lindenberg & Frank Westermann, 2009, "Common Trends and Common Cycles among Interest Rates of the G7-Countries," IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University, number 77, Jan.
• Zelal AKTAŞ & Harun ALP & Refet GÜRKAYNAK & Mehtap KESRİYELİ & Musa ORAK, 2009, "Türkiye'de para politikasının aktarımı: Para politikasının mali piyasalara etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 278, pages 9-24.
• Massimiliano Affinito & Fabio Farabullini, 2009, "Does the Law of One Price Hold in Euro-Area Retail Banking? An Empirical Analysis of Interest Rate Differentials across the Monetary Union," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 1, pages 5-37, March.
• Giuseppe Ferrero & Andrea Nobili, 2009, "Futures Contract Rates as Monetary Policy Forecasts," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 2, pages 109-145, June.
• Hyun Shin & Reint Gropp, 2009, "Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 1, March.
• Jouchi Nakajima & Yuki Teranishi, 2009, "The Evolution of Loan Rate Stickiness Across the Euro Area," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-10, Mar.
• Johann Burgstaller & Johann Scharler, 2009, "How Do Bank Lending Rates and the Supply of Loans React to Shifts in Loan Demand in the U.K.?," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2009-02, Mar.
• Schulz Alexander & Wolff Guntram B., 2009, "The German Sub-national Government Bond Market: Structure, Determinants of Yield Spreads and Berlin’s Forgone Bail-out," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 229, issue 1, pages 61-83, February, DOI: 10.1515/jbnst-2009-0105.
• Oliver Blaskowitz & Helmut Herwartz, 2009, "Adaptive forecasting of the EURIBOR swap term structure," Journal of Forecasting, John Wiley & Sons, Ltd., volume 28, issue 7, pages 575-594, DOI: 10.1002/for.1121.
• Arusha Cooray, 2009, "Is the adjustment to real interest rate parity asymmetric?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 36, issue 4, pages 407-418, November, DOI: 10.1007/s10663-009-9101-z.
• Tom Bernhardsen & Arne Kloster & Elisabeth Smith & Olav Syrstad, 2009, "The financial crisis in Norway: effects on financial markets and measures taken," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 4, pages 361-381, December, DOI: 10.1007/s11408-009-0115-0.
• Jianzhou Zhu & Manfen Chen & Wanli Li, 2009, "Recent changes in the prime rate behavior," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 2, pages 177-192, August, DOI: 10.1007/s11156-009-0127-x.
• Viktors Ajevskis & Kristine Vitola, 2009, "A Convergence Model of the Term Structure of Interest Rates," Working Papers, Latvijas Banka, number 2009/01, Feb.
• Isaac Kleshchelski & Nicolas Vincent, 2009, "Robust Equilibrium Yield Curves," Cahiers de recherche, CIRPEE, number 0907.
• Jochen H. F. Güntner, 2009, "Competition among banks and the pass-through of monetary policy," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 09035, Oct.
• Bernd Hayo & Matthias Neuenkirch, 2009, "Do Federal Reserve Communications Help Predict Federal Funds Target Rate Decisions?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200925.
• Bernd Hayo & Matthias Neuenkirch, 2009, "Canadian Interest Rate Setting: The Information Content of Canadian and U.S. Central Bank Communication," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200935.
• Peter Tillmann, 2009, "The Fed’s perceived Phillips curve: Evidence from individual FOMC forecasts," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200946.
• Michael Ehrmann & Marcel Fratzscher, 2009, "Purdah-On the Rationale for Central Bank Silence around Policy Meetings," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 2-3, pages 517-528, March.
• Antonio Diez De Los Rios, 2009, "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 4, pages 755-766, June.
• Oreste Tristani, 2009, "Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 7, pages 1453-1479, October.
• Csaba Balogh, 2009, "The role of MNB bills in domestic financial markets. What is the connection between the large volume of MNB bills, bank lending and demand in the government securities markets?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 4, issue 3, pages 6-13, October.
• Zoltán Reppa, 2009, "A joint macroeconomic-yield curve model for Hungary," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2009/1.
• Peter J. Stemp, 2009, "Optimal Interest Rate Rules Under One-Sided Output and Inflation Targets," Monash Economics Working Papers, Monash University, Department of Economics, number 32-09, Aug.
• Peter J. Stemp, 2009, "Optimal Monetary Policy with Asymmetric Targets," Monash Economics Working Papers, Monash University, Department of Economics, number 33-09, Aug.