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

2009

• 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.
• CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009, "Asset Pricing in a Production Economy with Chew–Dekel Preferences," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2009-09.
• CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009, "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 10-2009.
• Michael Ehrmann & David Sondermann, 2009, "The reception of public signals in financial markets – what if central bank communication becomes stale?," NBP Working Papers, Narodowy Bank Polski, number 66.
• Jess Benhabib, 2009, "A Note on Regime Switching, Monetary Policy, and Multiple Equilibria," NBER Working Papers, National Bureau of Economic Research, Inc, number 14770, Mar.
• Marvin Goodfriend & Robert G. King, 2009, "The Great Inflation Drift," NBER Working Papers, National Bureau of Economic Research, Inc, number 14862, Apr.
• John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009, "Understanding Inflation-Indexed Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 15014, May.
• Willem H. Buiter, 2009, "Negative Nominal Interest Rates: Three ways to overcome the zero lower bound," NBER Working Papers, National Bureau of Economic Research, Inc, number 15118, Jun.
• Espen Henriksen & Finn E. Kydland & Roman Sustek, 2009, "Globally Correlated Nominal Fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 15123, Jul.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2009, "The Determinants of Stock and Bond Return Comovements," NBER Working Papers, National Bureau of Economic Research, Inc, number 15260, Aug.
• Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz, 2009, "Towards a Common European Monetary Union Risk Free Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 15353, Sep.
• David O. Lucca & Francesco Trebbi, 2009, "Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements," NBER Working Papers, National Bureau of Economic Research, Inc, number 15367, Sep.
• Arvind Krishnamurthy, 2009, "How Debt Markets have Malfunctioned in the Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 15542, Nov.
• Leo Krippner, 2009, "A theoretical foundation for the Nelson and Siegel class of yield curve models," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/10, Sep.
• Leo Krippner & Leif Anders Thorsrud, 2009, "Forecasting New Zealand's economic growth using yield curve information," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/18, Dec.
• David Haugh & Patrice Ollivaud & David Turner, 2009, "What Drives Sovereign Risk Premiums?: An Analysis of Recent Evidence from the Euro Area," OECD Economics Department Working Papers, OECD Publishing, number 718, Jul, DOI: 10.1787/222675756166.
• Clemens Jobst, 2009, "Monetary Policy Implementation during the Crisis in 2007 to 2008," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 53-77.
• Burkhard Raunig & Martin Scheicher, 2009, "Are Banks Different? Evidence from the CDS Market," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 152, Feb.
• Ronald Schettkat & Rongrong Sun, 2009, "Monetary policy and European unemployment," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 25, issue 1, pages 94-108, Spring.
• Jennifer Huang & Jiang Wang, 2009, "Liquidity and Market Crashes," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 7, pages 2407-2443, July.
• Dai, Meixing, 2009, "On the role of money growth targeting under inflation targeting regime," MPRA Paper, University Library of Munich, Germany, number 13780, Feb.
• Gogas, Periklis & Chionis, Dionisios & Pragkidis, Ioannis, 2009, "Predicting European Union recessions in the euro era: The yield curve as a forecasting tool of economic activity," MPRA Paper, University Library of Munich, Germany, number 13911, Mar.
• Çelik, Sadullah & Deniz, Pınar, 2009, "Does Fed Funds Target Interest Rate Lead Bank of England’s Bank Rate and European Central Bank’s Key Interest Rate?," MPRA Paper, University Library of Munich, Germany, number 14750, Mar.
• El Qalli, Yassine, 2009, "Term Structure Equations Under Benchmark Framework," MPRA Paper, University Library of Munich, Germany, number 15667.
• Das, Rituparna, 2009, "Indian G-Sec Market: How the Term Structure Reacts to Monetary Policy," MPRA Paper, University Library of Munich, Germany, number 16436, Jul.
• Peroni, Chiara, 2009, "Testing Linearity in Term Structures," MPRA Paper, University Library of Munich, Germany, number 16471, Jul.
• Alfaro, Rodrigo, 2009, "Estimación de la Curva de Rendimiento
  [Estimating the Yield Curve]," MPRA Paper, University Library of Munich, Germany, number 16499, Jul.
• Hernandez-Verme, Paula & Wang, Wen-Yao, 2009, "Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy," MPRA Paper, University Library of Munich, Germany, number 16748, Mar, revised 11 Aug 2009.
• Mirdala, Rajmund, 2009, "Vplyv inflačných očakávaní na vývoj úrokových sadzieb v krajinách Višegrádskej štvorky
  [Inflation expectations and interest rates development in the Visegrad countries]," MPRA Paper, University Library of Munich, Germany, number 17059, Mar.
• Pereira, Manuel C, 2009, "A new measure of fiscal shocks based on budget forecasts and its implications," MPRA Paper, University Library of Munich, Germany, number 17475, Sep.
• Sustek, Roman, 2009, "Monetary Business Cycle Accounting," MPRA Paper, University Library of Munich, Germany, number 17518, Sep.
• Dewachter, Hans & Iania, Leonardo, 2009, "An Extended Macro-Finance Model with Financial Factors," MPRA Paper, University Library of Munich, Germany, number 17634, Oct.
• Dewachter, Hans & Iania, Leonardo, 2009, "An Extended Macro-Finance Model with Financial Factors," MPRA Paper, University Library of Munich, Germany, number 18840, Oct.
• Belongia, Michael & Hinich, Melvin, 2009, "The evolving role and definition of the federal funds rate in the conduct of U.S. monetary policy," MPRA Paper, University Library of Munich, Germany, number 18970, Apr, revised Aug 2009.
• Gonzalez-Astudillo, Manuel, 2009, "An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play," MPRA Paper, University Library of Munich, Germany, number 19153, Dec.
• Varma, Vijaya Krushna Varma, 2009, "Top tax system: a common taxation system for all nations," MPRA Paper, University Library of Munich, Germany, number 26839, May, revised 05 Oct 2010.
• Pomenkova, Jitka & Kapounek, Svatopluk, 2009, "Interest rates and prices causality in the Czech Republic - Granger approach," MPRA Paper, University Library of Munich, Germany, number 27390, Jul.
• lahlou, kamal, 2009, "Essai d’estimation de la fonction de réaction de Bank Al-Maghrib
  [Estimation of Bank Al-Maghrib Reaction Function]," MPRA Paper, University Library of Munich, Germany, number 98018.
• Jiří Witzany, 2009, "Valuation of Convexity Related Interest Rate Derivatives," Prague Economic Papers, Prague University of Economics and Business, volume 2009, issue 4, pages 309-326, DOI: 10.18267/j.pep.356.
• Karel Brůna, 2009, "Měnová politika a predikce variability úrokových sazeb na peněžním trhu
  [Monetary policy and prediction of variability]," Politická ekonomie, Prague University of Economics and Business, volume 2009, issue 3, pages 361-382, DOI: 10.18267/j.polek.689.
• Vladimir Borgy & Valérie Mignon, 2009, "Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale," Économie et Prévision, Programme National Persée, volume 187, issue 1, pages 105-121, DOI: 10.3406/ecop.2009.7878.
• Szymon Grabowski, 2009, "The Financial Indicators Leading Real Economic Activity - the Case of Poland," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 4, pages 311-332, December.
• Paula Antão, 2009, "The interest rate pass-through of the Portuguese banking system: characterization and determinants," Working Papers, Banco de Portugal, Economics and Research Department, number w200905.
• Manuel Coutinho Pereira, 2009, "A New Measure of Fiscal Shocks Based on Budget Forecasts and its Implications," Working Papers, Banco de Portugal, Economics and Research Department, number w200921.
• Francisco Almagro Vázquez & Francisco Venegas-Martínez, 2009, "Crecimiento y desarrollo con sustentabilidad ambiental Un enfoque de cuentas ecológicas," Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 23, pages 79-103, Enero-Jun.
• Pereda, Javier, 2009, "Estimación de la curva de rendimiento cupón cero para el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 17, pages 113-145.
• Humala, Alberto & Rodríguez, Gabriel, 2009, "Estimation of a Time Varying Natural Interest Rate for Peru," Working Papers, Banco Central de Reserva del Perú, number 2009-009, Mar.
• Claudio Campanale & Rui Castro & Gian Luca Clementi, 2009, "Code and data files for "Asset Pricing in a Production Economy with Chew-Dekel Preferences"," Computer Codes, Review of Economic Dynamics, number 07-51, revised .
• Yuriy Gorodnichenko & Olivier Coibion, 2009, "Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation," 2009 Meeting Papers, Society for Economic Dynamics, number 21.
• Mikhail Chernov & Ruslan Bikbov, 2009, "Monetary Policy Regimes and the Term Structure of Interest Rates," 2009 Meeting Papers, Society for Economic Dynamics, number 334.
• Pedro Teles & Oreste Tristani & Fiorella De Fiore, 2009, "Monetary Policy and the Financing of Firms," 2009 Meeting Papers, Society for Economic Dynamics, number 633.
• Yu Hsing, 2009, "Does more government deficit raise the interest rate? Application of extended loanable funds model to Slovenia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 27, issue 2, pages 349-361.
• Boris Brodsky & Henry Penikas & Irina Safaryan, 2009, "Detection of Structural Breaks in Copula Models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 16, issue 4, pages 3-15.
• Douglas Carr, 2009, "Determinants of the Yield Curve - a Model for the Relationship Between Risk and Yield," Journal of Financial Transformation, Capco Institute, volume 26, pages 79-84.
• Sébastien Kraenzlin, 2009, "Interest Rate Setting on the Swiss Franc Repo Market," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 145, issue III, pages 351-377, September.
• Hans J. Skaug & Jun Yu, 2009, "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers, Singapore Management University, School of Economics, number 15-2009, Nov.
• Martin Schlegel & Sébastien P. Kraenzlin, 2009, "Demand for Reserves and the Central Bank's Management of Interest Rates," Working Papers, Swiss National Bank, number 2009-15.
• Jesús Vázquez, 2009, "Does the term spread play a role in the fed funds rate reaction function? An empirical investigation," Empirical Economics, Springer, volume 36, issue 1, pages 175-199, February, DOI: 10.1007/s00181-008-0191-4.
• Michael Arghyrou, 2009, "Monetary policy before and after the euro: evidence from Greece," Empirical Economics, Springer, volume 36, issue 3, pages 621-643, June, DOI: 10.1007/s00181-008-0216-z.
• Angelos Kanas, 2009, "The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 33, issue 2, pages 111-127, April, DOI: 10.1007/s12197-008-9038-2.
• Raphaël Espinoza & Charles. Goodhart & Dimitrios Tsomocos, 2009, "State prices, liquidity, and default," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 39, issue 2, pages 177-194, May, DOI: 10.1007/s00199-008-0343-y.
• Monique Reid, 2009, "Isolating a measure of inflation expectations for the South African financial market using forward interest rates," Working Papers, Stellenbosch University, Department of Economics, number 09/2009.
• Harm Bandholz & Jorg Clostermann & Franz Seitz, 2009, "Explaining the US bond yield conundrum," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 7, pages 539-550, DOI: 10.1080/09603100801964370.
• Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla, 2009, "Optimal allotment policy in central bank open market operations," The European Journal of Finance, Taylor & Francis Journals, volume 15, issue 4, pages 405-420, DOI: 10.1080/13518470802560857.
• Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade, 2009, "On the Purchasing Power Parity for Latin-American Countries," Journal of Applied Economics, Taylor & Francis Journals, volume 12, issue 1, pages 33-54, May, DOI: 10.1016/S1514-0326(09)60004-0.
• Samuel Reynard & Andreas Schabert, 2009, "Modeling Monetary Policy," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-094/2, Nov.
• Gollier, Christian & Weitzman, Martin L., 2009, "How Should the Distant Future be Discounted When Discount Rates are Uncertain?," TSE Working Papers, Toulouse School of Economics (TSE), number 09-107, Nov.
• Yu-chin Chen & Kwok Ping Tsang, 2009, "What Does the Yield Curve Tell Us About Exchange Rate Predictability?," Working Papers, University of Washington, Department of Economics, number UWEC-2009-04, Feb.
• Yu-chin Chen & Kwok Ping Tsang, 2009, "A Macro-Finance Approach to Exchange Rate Determination," Working Papers, University of Washington, Department of Economics, number UWEC-2009-24-R, Dec, revised May 2010.
• Meixing DAI, 2009, "On the role of money growth targeting under inflation targeting regime," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2009-11.
• Kristoffer Nimark, 2009, "Speculative dynamics in the term structure of interest rates," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1194, Dec, revised Sep 2012.
• Giorgio Calcagnini & Fabio Farabullini & Germana Giombini, 2009, "Loans, Interest Rates and Guarantees: Is There a Link?," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0904, revised 2009.
• 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?," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 64, issue 03, pages 365-402, December.
• Francesco Audrino & Kameliya Filipova, 2009, "Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-10, May.
• Jury Falini, 2009, "Pricing caps with HJM models: the benefits of humped volatility," Department of Economics University of Siena, Department of Economics, University of Siena, number 563, Aug.
• Glod, Alina Georgeta & Mosneanu, Elena Ana & Balasescu, Florin, 2009, "An Analysis On The Monetary Policy Interest Rate Channel In The Transmission Of The Monetary Impulse," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 13, issue 4, pages 188-199.
• 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, DOI: 10.1111/j.1538-4616.2009.00219.x.
• 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, DOI: 10.1111/j.1538-4616.2009.00230.x.
• 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, DOI: 10.1111/j.1538-4616.2009.00263.x.
• John Campbell & Robert Shiller & Luis Viceira, 2009, "Understanding Inflation-Indexed Bond Markets," Yale School of Management Working Papers, Yale School of Management, number amz2587, May.
• Lanne, Markku & Saikkonen, Pentti, 2009, "Noncausal vector autoregression," Bank of Finland Research Discussion Papers, Bank of Finland, number 18/2009.
• Schulz, Alexander & Stapf, Jelena, 2009, "Price discovery on traded inflation expectations: does the financial crisis matter?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,25.
• Beck, Guenter W. & Wieland, Volker, 2009, "Money in monetary policy design: Monetary cross-checking in the New-Keynesian Model," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/19.
• Busch, Ulrike & Nautz, Dieter, 2009, "Controllability and persistence of money market rates along the yield curve: evidence from the euro area," Discussion Papers, Free University Berlin, School of Business & Economics, number 2009/5.
• Freeman, Mark C., 2009, "Yes, we should discount the far-distant future at its lowest possible rate: a resolution of the Weitzman-Gollier puzzle," Economics Discussion Papers, Kiel Institute for the World Economy, number 2009-42.
• Gollier, Christian, 2009, "Should We Discount the Far-Distant Future at Its Lowest Possible Rate?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2009-7.
• Gollier, Christian, 2009, "Should we Discount the Far-Distant Future at its Lowest Possible Rate?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 3, pages 1-14, DOI: 10.5018/economics-ejournal.ja.2009-.
• Aßmann, Christian & Boysen-Hogrefe, Jens, 2009, "Determinants of government bond spreads in the Euro Area: in good times as in bad," Kiel Working Papers, Kiel Institute for the World Economy, number 1548.
• Belke, Ansgar & Gros, Daniel, 2009, "A Simple Model of an Oil Based Global Savings Glut – The "China Factor" and the OPEC Cartel," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 128.
• Belke, Ansgar & Klose, Jens, 2009, "Does the ECB Rely on a Taylor Rule? - Comparing Ex-post with Real Time Data," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 133.
• Belke, Ansgar & Cui, Yuhua, 2009, "US–Euro Area Monetary Policy Interdependence – New Evidence from Taylor Rule Based VECMs," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 85.
• Busch, Ulrike & Nautz, Dieter, 2009, "Controllability and persistence of money Market rates along the yield curve: Evidence from the Euro area," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-029.
• Gropp, Reint E. & Corvoisier, Sandrine, 2009, "Contestability, Technology and Banking," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-007.
• Mathias Hoffmann & Ronald MacDonald, 2009, "Real exchange rates and real interest rate differentials: a present value interpretation," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 404, Feb.

2008

• Mariano Kulish & Daniel Rees, 2008, "Monetary Transmission and the Yield Curve in a Small Open Economy," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2008-03, Jun.
• Richard Finlay & Mark Chambers, 2008, "A Term Structure Decomposition of the Australian Yield Curve," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2008-09, Dec.
• Philippe Mueller & Mikhail Chernov, 2008, "The Term Structure of Inflation Expectations," 2008 Meeting Papers, Society for Economic Dynamics, number 346.
• Nicolas Vincent & Isaac Kleshchelski, 2008, "Robust Equilibrium Yield Curves," 2008 Meeting Papers, Society for Economic Dynamics, number 486.
• Roman Sustek & Finn Kydland & Espen Henriksen, 2008, "The High Correlations of Prices and Interest Rates across Nations," 2008 Meeting Papers, Society for Economic Dynamics, number 773.
• Anatoly Peresetsky, 2008, "Market Discipline and Deposit Insurance," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 11, issue 3, pages 3-14.
• Henry Penikas, 2008, "Forecasting for the Bank's Asset-Liability Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 12, issue 4, pages 3-26.
• Jose R. Sanchez-Fung, 2008, "The day-to-day interbank market, volatility, and central bank intervention in a developing economy," Economics Discussion Papers, School of Economics, Kingston University London, number 2008-2, Oct.
• Eddy Lizarazu, 2008, "La indeterminación del nivel de precios cuando el banco central sigue una regla de tasa de interés," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 2, pages 57-78.
• Peter Cripwell & David Edelman, 2008, "Conundrum or complication : a study of yield curve dynamics under unusual economic conditions and monetary policies," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1176, Mar.
• Jan Hanousek & Evžen KoÄ enda & Petr ZemÄ Ã­k, 2008, "Bond Market Emergence," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 7, issue 2, pages 141-168, August, DOI: 10.1177/097265270800700202.
• Mewael F. Tesfaselassie & Eric Schaling, 2008, "Managing Disinflation under Uncertainty," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0812, Aug.
• Raphael A. Espinoza & Dimitrios P. Tsomocos, 2008, "Liquidity and Asset Prices," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe28.
• Mark J. Holmes & Ping Wang, 2008, "Real Convergence and Regime-Switching Among EU Accession Countries," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 6, issue 1, pages 9-27.
• Lucjan T. Orlowski, 2008, "Monetary Policy Rules for Convergence to the Euro," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 0358.