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

• Belke, Ansgar & Klose, Jens, 2010, "(How) Do the ECB and the Fed React to Financial Market Uncertainty? – The Taylor Rule in Times of Crisis," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 166.
• Belke, Ansgar & Czudaj, Robert, 2010, "Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 171.
• Abbassi, Puriya & Nautz, Dieter, 2010, "Monetary transmission right from the start: The (dis)connection between the money market and the ECB's main refinancing rates," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-019.
• Sell, Friedrich L., 2010, "Die Weltwirtschaftskrise als Exempel der Überinvestitionstheorie: Komplementäre Erklärungsansätze von v. Hayek/Garrison und Minsky," Working Papers in Economics, Bundeswehr University Munich, Economic Research Group, number 2010,1.
• Dick, Christian D. & Schmeling, Maik & Schrimpf, Andreas, 2010, "Macro expectations, aggregate uncertainty, and expected term premia," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-064.
• Torben G. Andersen & Luca Benzoni, 2010, "Stochastic Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-10, Feb.
• Christian D. Dick & Maik Schmeling & Andreas Schrimpf, 2010, "Macro Expectations, Aggregate Uncertainty, and Expected Term Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-49, Aug.
• Martin M. Andreasen, 2010, "How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-63, Sep.
• Pedro Gomis-Porqueras & Timothy Kam & Junsang Lee, 2010, "Money, Capital And Exchange Rate Fluctuations," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-534, Nov.
• Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2010, "Generalizing the Taylor Principle: Comment," American Economic Review, American Economic Association, volume 100, issue 1, pages 608-617, March.
• Troy Davig & Eric M. Leeper, 2010, "Generalizing the Taylor Principle: Reply," American Economic Review, American Economic Association, volume 100, issue 1, pages 618-624, March.
• Charles Engel & Kenneth D. West, 2010, "Global Interest Rates, Currency Returns, and the Real Value of the Dollar," American Economic Review, American Economic Association, volume 100, issue 2, pages 562-567, May, DOI: 10.1257/aer.100.2.562.
• Victoria Ivashina & David Scharfstein, 2010, "Loan Syndication and Credit Cycles," American Economic Review, American Economic Association, volume 100, issue 2, pages 57-61, May, DOI: 10.1257/aer.100.2.57.
• Monika Piazzesi & Martin Schneider, 2010, "Interest Rate Risk in Credit Markets," American Economic Review, American Economic Association, volume 100, issue 2, pages 579-584, May, DOI: 10.1257/aer.100.2.579.
• Robin Greenwood & Dimitri Vayanos, 2010, "Price Pressure in the Government Bond Market," American Economic Review, American Economic Association, volume 100, issue 2, pages 585-590, May, DOI: 10.1257/aer.100.2.585.
• Michael J. Fleming & Warren B. Hrung & Frank M. Keane, 2010, "Repo Market Effects of the Term Securities Lending Facility," American Economic Review, American Economic Association, volume 100, issue 2, pages 591-596, May, DOI: 10.1257/aer.100.2.591.
• Refet S. Gürkaynak & Brian Sack & Jonathan H. Wright, 2010, "The TIPS Yield Curve and Inflation Compensation," American Economic Journal: Macroeconomics, American Economic Association, volume 2, issue 1, pages 70-92, January.
• Maurice Obstfeld & Jay C. Shambaugh & Alan M. Taylor, 2010, "Financial Stability, the Trilemma, and International Reserves," American Economic Journal: Macroeconomics, American Economic Association, volume 2, issue 2, pages 57-94, April.
• Stefano Eusepi & Bruce Preston, 2010, "Central Bank Communication and Expectations Stabilization," American Economic Journal: Macroeconomics, American Economic Association, volume 2, issue 3, pages 235-271, July.
• Arvind Krishnamurthy, 2010, "How Debt Markets Have Malfunctioned in the Crisis," Journal of Economic Perspectives, American Economic Association, volume 24, issue 1, pages 3-28, Winter.
• Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats, 2010, "The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 10-08, Nov.
• Olga Susana M. Monteiro & Artur C. B. da Silva Lopes, 2010, "Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 56, issue 3, pages 257-280.
• Yu Hsing, 2010, "Does More Government Deficit Lead to a Higher Long-term Interest Rate? Application of an Extended Loanable Funds Model to Estonia," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 12, issue 28, pages 650-659, June.
• Ellinami J Minja, 2010, "Cointegration Analysis of Behavioral Issues in the Auctioning of Treasury Bills in Tanzania," The African Finance Journal, Africagrowth Institute, volume 12, issue Conferenc, pages 58-74.
• Azar, Samih Antoine, 2010, "Testing the Expectations Hypothesis on Corporate Bond Yields," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 6, issue 01-2, pages 1-11, April, DOI: 10.22004/ag.econ.143265.
• Jane BOGOEV, 2010, "Investigation Of The Determinants Of The Adjustment Of Lending Rates In Macedonia – A Sur Approach," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 6, pages 89-116, December.
• Attila TAMAS SZORA & Iulian DOBRA, 2010, "Considerations regarding the influence of the base leading rate over actualization rate of investment projects financed by EU funds," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 11, pages 141-154, May.
• Marius HERBEI & Florin DUMITER, 2010, "The emerging role of expectations in conducting and coordonating monetary policy," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 11, pages 196-203, May.
• Ricardo Azevedo Araujo & Guilherme V. Moura & Marcelo S. Portugal, 2010, "Efficient Yield Curve Estimation and Forecasting in Brazil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 11, issue 1, pages 27-51.
• Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2010, "State-Dependent Threshold STAR Models," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 818.10, Apr.
• Francesca Rondina, 2010, "The role of model uncertainty and learning in the U.S. postwar policy response to oil prices," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 834.10, Jun.
• Alfred Maussner, 2010, "The Analytics of New Keynesian Phillips Curves," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 313, Nov.
• Weber, Enzo & Wolters, Jürgen, 2010, "Risk and Policy Shocks on the US Term Structure," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 438, Mar.
• Strohsal, Till & Weber, Enzo, 2010, "Mean-Variance Cointegration and the Expectations Hypothesis," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 442, May.
• Alejandra Anastasi & Pedro Elosegui & Máximo Sangiácomo, 2010, "Call Money Interest Rate Determinants in Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 57-58, pages 95-126, January -.
• Gustavo Hector González Padilla, 2010, "An Assessment of Competition in the Argentine Banking Sector: Empirical Evidence with Data at Bank Level," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201049, Oct.
• Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal, 2010, "Asymmetric standing facilities: an unexploited monetary policy tool," Working Papers, Banco de España, number 1004, Mar.
• Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010, "Credit and banking in a DSGE model of the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 740, Jan.
• Silvia Magri & Raffaella Pico, 2010, "The rise of risk-based pricing of mortgage interest rates in Italy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 778, Oct.
• Giuseppe Ferrero & Alessandro Secchi, 2010, "Central banks' macroeconomic projections and learning," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 782, Dec.
• García-Verdú Santiago, 2010, "Equilibrium yield curves under regime switching," Working Papers, Banco de México, number 2010-08, Jun.
• Gómez-Pineda, Javier G., 2010, "La demanda de dinero," Chapters, Banco de la Republica de Colombia, chapter 3, in: Gómez-Pineda, Javier G., "Dinero, banca y mercados financieros. Los países emergentes en la economía global", DOI: 10.32468/Ebook.682-773-7.
• Javier G. Gómez-Pineda, 2010, "Dinero, banca y mercados financieros. Los países emergentes en la economía global," Books, Banco de la Republica de Colombia, number 2010-05, ISBN: ARRAY(0x7888c988), DOI: 10.32468/Ebook.682-773-7.
• Yu Hsing, 2010, "Government Borrowing And The Longterm Interest Rate: Application Of An Extended Loanable Funds Model To The Slovak Republic," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 55, issue 184, pages 58-70, January –.
• Mikica Drenovak & Branko Urošević, 2010, "Exchange-Traded Funds Of The Euro Zone Sovereign Debt," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 55, issue 187, pages 31-60, October –.
• Edouard Challe & Fran cois Le Grand & Xavier Ragot, 2010, "Incomplete markets, liquidation risk, and the term structure of interest rates," Working papers, Banque de France, number 301.
• Lascar, J. & Prunaux, E. & Wilhelm, F., 2010, "L'évolution des taux des certificats de dêpot et la disparité des taux unitaires par emetteurs, indicateur de tensions potentielles ?," Bulletin de la Banque de France, Banque de France, issue 182, pages 71-77.
• Antoine Martin & David Skeie & Xavier Freixas, 2015, "Bank Liquidity, Interbank Markets and Monetary Policy," Working Papers, Barcelona School of Economics, number 429, Sep.
• Francesca Rondina, 2015, "The role of model uncertainty and learning in the U.S. postwar policy response to oil prices," Working Papers, Barcelona School of Economics, number 478, Sep.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010, "Interest rate pass-through in the major European economies - the role of expectations," Discussion Papers, Department of Economics, University of Birmingham, number 10-07, Feb.
• Conrado Brum & Patricia Carballo & Verónica España, 2010, "Aproximaciones empíricas a la Tasa Natural de Interés para la Economía Uruguaya," Documentos de trabajo, Banco Central del Uruguay, number 2010010, Sep.
• Dardo Curti, 2010, "La determinación y el traspaso de las tasas de interés. Una aproximación macro bancaria," Documentos de trabajo, Banco Central del Uruguay, number 2010018.
• William C. Gruben & John H. Welch, 2010, "Is Tighter Fiscal Policy Expansionary Under Fiscal Dominance?: Hypercrowding Out In Latin America," Contemporary Economic Policy, Western Economic Association International, volume 28, issue 2, pages 171-181, April, DOI: 10.1111/j.1465-7287.2009.00062.x.
• Arnab Bhattacharjee & Sean Holly, 2010, "Rational Partisan Theory, Uncertainty, And Spatial Voting: Evidence For The Bank Of England'S Mpc," Economics and Politics, Wiley Blackwell, volume 22, issue 2, pages 151-179, July, DOI: 10.1111/j.1468-0343.2009.00361.x.
• Jesús Crespo Cuaresma & Tomas Slacik, 2010, "An almost‐too‐late warning mechanism for currency crises1," The Economics of Transition, The European Bank for Reconstruction and Development, volume 18, issue 1, pages 123-141, January, DOI: 10.1111/j.1468-0351.2009.00369.x.
• Ulrike Busch & Dieter Nautz, 2010, "Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area," German Economic Review, Verein für Socialpolitik, volume 11, issue 3, pages 367-380, August, DOI: 10.1111/j.1468-0475.2009.00480.x.
• Ansgar Belke & Yuhua Cui, 2010, "US–Euro Area Monetary Policy Interdependence: New Evidence from Taylor Rule‐based VECMs," The World Economy, Wiley Blackwell, volume 33, issue 5, pages 778-797, May, DOI: 10.1111/j.1467-9701.2010.01227.x.
• Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk, 2010, "Term structure forecasting using macro factors and forecast combination," Working Paper, Norges Bank, number 2010/01, Mar.
• Q. Farooq Akram & Casper Christophersen, 2010, "Interbank overnight interest rates - gains from systemic importance," Working Paper, Norges Bank, number 2010/11, Jun.
• Busch Ulrike & Nautz Dieter, 2010, "Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area," German Economic Review, De Gruyter, volume 11, issue 3, pages 367-380, August, DOI: 10.1111/j.1468-0475.2009.00480.x.
• George J. Hall & Thomas J. Sargent, 2010, "Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics," Working Papers, Brandeis University, Department of Economics and International Business School, number 01, Nov.
• Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2010, "L'intégration commerciale est-elle une condition préalable à l'intégration financière ?," Revue économique, Presses de Sciences-Po, volume 61, issue 3, pages 477-487.
• Georges Prat & Remzi Uctum, 2010, "Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts," Recherches économiques de Louvain, De Boeck Université, volume 76, issue 2, pages 195-217.
• Bhattacharjee, A. & Holly, S., 2010, "Rational Partisan Theory, Uncertainty and Spatial Voting: Evidence for the Bank of England’s MPC," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1002, Jan.
• Bhattacharjee, A. & Holly, S., 2010, "Understanding Interactions in Social Networks and Committees," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1003, Jan.
• Bhattacharjee, A. & Holly, S., 2010, "Structural Interactions in Spatial Panels," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1004, Jan.
• Alfred Guender & Allan G.J. Wu, 2010, "Operating Procedures and the Expectations Theory of the Term Structure of Interest Rates: A Note on the New Zealand Experience from 1989 to 2008," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/72, Nov.
• Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2010, "Asymmetric Adjustments in the Ethanol and Grains Markets," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/78, Dec.
• Felix Chan & Michael McAleer & Marcelo C. Medeiros, 2010, "Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/79, Dec.
• Arghyrou, Michael G & Kontonikas, Alexandros, 2010, "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2010/9, Sep.
• Rebeca Jiménez-Rodriguez & Amalia Morales-Zumaquero & Balazs Egert, 2010, "The VARying Effect of Foreign Shocks in Central and Eastern Europe," CESifo Working Paper Series, CESifo, number 3080.
• Balazs Egert, 2010, "Catching-up and Inflation in Europe: Balassa-Samuelson, Engel's Law and other Culprits," CESifo Working Paper Series, CESifo, number 3110.
• António Afonso & Christophe Rault, 2010, "Long-run Determinants of Sovereign Yields," CESifo Working Paper Series, CESifo, number 3155.
• António Afonso & Christophe Rault, 2010, "Short and Long-run Behaviour of Long-term Sovereign Bond Yields," CESifo Working Paper Series, CESifo, number 3249.
• Falko FECHT & Kjell G. NYBORG & Jörg ROCHOLL, 2010, "The Price of Liquidity: Bank Characteristics and Market Conditions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-20, Mar.
• Nicola CARCANO & Hakim DALL'O, 2010, "Alternative Models For Hedging Yield Curve Risk: An Empirical Comparison," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-31, Jun.
• Jaromir Baxa & Roman Horvath & Borek Vasicek, 2010, "How Does Monetary Policy Change? Evidence on Inflation Targeting Countries," Working Papers, Czech National Bank, Research and Statistics Department, number 2010/02, Nov.
• Ke Pang & Pierre L. Siklos, 2010, "Financial Frictions and Credit Spreads," Working Papers, Czech National Bank, Research and Statistics Department, number 2010/15, Dec.
• Brida & M. Pulina & Riaño & Aguirre, 2010, "Cruise visitors' intention to return as land tourists and recommend a visited destination. A structural equation model," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201016.
• Brida & M. Pulina, 2010, "A literature review on the tourism-led-growth hypothesis," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201017.
• Franz Hamann & Hernando Vargas & Andr�s G�nzalez, 2010, "Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Hernando Vargas Herrera & Franz Hamann & Andr�s Gonz�lez, 2010, "Efectos de la pol�tica monetaria sobre las tasas de inter�s de los cr�ditos hipotecarios en Colombia," Borradores de Economia, Banco de la Republica, number 6858, Mar.
• Luis Fernando Melo Velandia & Giovanni Alfonso Castro Lancheros, 2010, "Relaci�n entre variables macro y la curva de rendimientos," Borradores de Economia, Banco de la Republica, number 7045, May.
• Eliana Gonz�lez & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2010, "Estimations of the natural rate of interest in Colombia," Borradores de Economia, Banco de la Republica, number 7667, Nov.
• Clara Lia Machado & Carlos Le�n & Miguel Sarmiento & Orlando Chipatecua, 2010, "Riesgo Sist�mico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: An�lisis bajo Topolog�a de Redes y Simulaci�n de Pagos," Borradores de Economia, Banco de la Republica, number 7669, Nov.
• Ana Mar�a Iregui B. & Ligia Alba Melo B. & Mar�a Teresa Ram�rez, 2010, "Wage differentials across economic sectors in the Colombian formal labour market: evidence from a survey of firms," Borradores de Economia, Banco de la Republica, number 7736, Dec.
• Luis Eduardo Gamma Diaz, 2010, "Costo de capital: sectoravicola, periodo 2000-2007 (Un caso practico en Bogota)," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Constanza Loreth Fajardo Calderon & Myriam Romero Restrepo & Carlos Andres Velez Romero, 2010, "Regimen legal, tributario, contable y social de las sociedades por acciones simplificadas -SAS-," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Pablo Pincheira & Mauricio Calani, 2010, "Communicational Bias in Monetary Policy: Can Words Forecast Deeds?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2010, pages 103-152.
• Pérez-Quirós, Gabriel & Rodriguez Mendizabal, Hugo, 2010, "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," CEPR Discussion Papers, Centre for Economic Policy Research, number 7789, Apr.
• Honkapohja, Seppo & Evans, George W. & Mitra, Kaushik, 2010, "Does Ricardian Equivalence Hold When Expectations are not Rational?," CEPR Discussion Papers, Centre for Economic Policy Research, number 7792, Apr.
• Nyborg, Kjell & Fecht, Falko & Rocholl, Jörg, 2010, "The Price of Liquidity: Bank Characteristics and Market Conditions," CEPR Discussion Papers, Centre for Economic Policy Research, number 7794, Apr.
• Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2010, "Forecasting Government Bond Yields with Large Bayesian VARs," CEPR Discussion Papers, Centre for Economic Policy Research, number 7796, Apr.
• Genberg, Hans & Gerlach, Stefan, 2010, "Swiss Monetary Policy, 2000-2009," CEPR Discussion Papers, Centre for Economic Policy Research, number 7805, May.
• Gerlach, Stefan & Wolff, Guntram B. & Schulz, Alexander, 2010, "Banking and Sovereign Risk in the Euro Area," CEPR Discussion Papers, Centre for Economic Policy Research, number 7833, May.
• Wright, Jonathan & Gürkaynak, Refet, 2010, "Macroeconomics and the Term Structure," CEPR Discussion Papers, Centre for Economic Policy Research, number 8018, Sep.
• Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2010, "The bond yield conundrum: alternative hypotheses and the state of the economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 8063, Oct.
• Ehrmann, Michael & Fratzscher, Marcel, 2010, "Politics and Monetary Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 8143, Dec.
• Jensen, Henrik & ,, 2010, "What Drives the European Central Bank's Interest-Rate Changes?," CEPR Discussion Papers, Centre for Economic Policy Research, number 8160, Dec.
• Nuno Cassola & Claudio Morana, 2010, "The 2007-? financial crisis: a money market perspective," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 102, Nov.
• Alain Monfort & Jean-Paul Renne, 2010, "Default, Liquidity and Crises : An Econometric Framework," Working Papers, Center for Research in Economics and Statistics, number 2010-46.
• Georges Prat & Remzi Uctum, 2010, "Anticipations, prime de risque et structure par terme des taux d’intérêt : une analyse des comportements d’experts," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2010024, Jun.
• Kuan-Min Wang, 2010, "Expected and Unexpected Impulses of Monetary Policy on the Interest Pass-Through Mechanism in Asian Countries," Annals of Economics and Finance, Society for AEF, volume 11, issue 1, pages 95-137, May.
• Daniel Burren, 2010, "The Term Structure of Interest Rates in a New Keynesian Model with Time-Varying Macro Volatility," Annals of Economics and Finance, Society for AEF, volume 11, issue 2, pages 277-299, November.
• Favero, Carlo & Pagano, Marco & von Thadden, Ernst-Ludwig, 2010, "How Does Liquidity Affect Government Bond Yields?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 1, pages 107-134, February.
• Olivier Coibion & Yuriy Gorodnichenko, 2010, "Monetary Policy, Trend Inflation and the Great Moderation:An Alternative Interpretation," Working Papers, Economics Department, William & Mary, number 94, Sep.
• Mihaela NICOLAU, 2010, "Financial Markets Interactions between Economic Theory and Practice," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 27-36.
• Kerstin Bernoth, 2010, "Zinsspreads auf europäische Staatsanleihen: Implikationen und Lehren aus der europäischen Schuldenkrise," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 79, issue 4, pages 103-118, DOI: 10.3790/vjh.79.4.103.
• Kerstin Bernoth & Burcu Erdogan, 2010, "Zinsspreads auf europäische Anleihen: Finanzmärkte verstärken Druck zu mehr Haushaltsdisziplin," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 77, issue 51/52, pages 12-18.
• Kerstin Bernoth & Burcu Erdogan, 2010, "Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1078.
• Ansgar Belke & Jens Klose, 2010, "(How) Do the ECB and the Fed React to Financial Market Uncertainty?: The Taylor Rule in Times of Crisis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 972.
• 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.

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 Aug 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.
• 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 Staff Working Paper series, 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.