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

2008

• John Taylor & John Williams, 2008, "Further Results on a Black Swan in the Money Market," Discussion Papers, Stanford Institute for Economic Policy Research, number 07-046, May.
• Guenter Beck & Volker Wieland, 2008, "Central Bank Misperceptions and the Role of Money in Interest Rate Rules," Discussion Papers, Stanford Institute for Economic Policy Research, number 08-004.
• Yvan Lengwiler & Carlos Lenz, 2008, "Intelligible Factors for the Yield Curve," Working Papers, Swiss National Bank, number 2008-02.
• Etienne Farvaque & Norimichi Matsueda & Pierre-Guillaume Méon, 2008, "How monetary policy committees impact the volatility of policy rates," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 08-026.RS.
• Erik Ekström & Johan Tysk, 2008, "Convexity theory for the term structure equation," Finance and Stochastics, Springer, volume 12, issue 1, pages 117-147, January, DOI: 10.1007/s00780-007-0055-3.
• Damir Filipović & Stefan Tappe, 2008, "Existence of Lévy term structure models," Finance and Stochastics, Springer, volume 12, issue 1, pages 83-115, January, DOI: 10.1007/s00780-007-0054-4.
• Martin Keller-Ressel & Thomas Steiner, 2008, "Yield curve shapes and the asymptotic short rate distribution in affine one-factor models," Finance and Stochastics, Springer, volume 12, issue 2, pages 149-172, April, DOI: 10.1007/s00780-007-0059-z.
• Semyon Malamud, 2008, "Long run forward rates and long yields of bonds and options in heterogeneous equilibria," Finance and Stochastics, Springer, volume 12, issue 2, pages 245-264, April, DOI: 10.1007/s00780-007-0058-0.
• Semyon Malamud, 2008, "Universal bounds for asset prices in heterogeneous economies," Finance and Stochastics, Springer, volume 12, issue 3, pages 411-422, July, DOI: 10.1007/s00780-008-0062-z.
• Anandi Sahu, 2008, "Degrees of tax indexation and nominal interest rates: Effects of inflation on incentives to save and invest," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 32, issue 1, pages 91-104, January, DOI: 10.1007/s12197-007-9008-0.
• Jakob Haan, 2008, "The effect of ECB communication on interest rates: An assessment," The Review of International Organizations, Springer, volume 3, issue 4, pages 375-398, December, DOI: 10.1007/s11558-008-9048-z.
• Claus Brand & Daniel Buncic & Jarkko Turunen, 2008, "The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve," Discussion Papers, School of Economics, The University of New South Wales, number 2008-11, Aug.
• Dilip Nachane & Jose Clavel, 2008, "Forecasting interest rates: a comparative assessment of some second-generation nonlinear models," Journal of Applied Statistics, Taylor & Francis Journals, volume 35, issue 5, pages 493-514, DOI: 10.1080/02664760701835243.
• Wolfgang Lemke & Theofanis Archontakis, 2008, "Bond pricing when the short-term interest rate follows a threshold process," Quantitative Finance, Taylor & Francis Journals, volume 8, issue 8, pages 811-822, DOI: 10.1080/14697680701691451.
• Zelal Aktas & Harun Alp & Refet Gurkaynak & Mehtap Kesriyeli & Musa Orak, 2008, "Turkiye�de Para Politikasinin Aktarimi:Para Politikasinin Mali Piyasalara Etkisi," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0811.
• Lorenzo Pozzi & Guido Wolswijk, 2008, "Have Euro Area Government Bond Risk Premia Converged To Their Common State?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-042/2, Apr, revised 07 Sep 2009.
• Frank A.G. den Butter & Pieter W. Jansen, 2008, "Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-102/3, Oct.
• Paul Evans & Xiaojun Wang, 2008, "A Tale of Two Effects," The Review of Economics and Statistics, MIT Press, volume 90, issue 1, pages 147-157, February.
• Giuliana Passamani, 2008, "The process of convergence towards the euro for the Visegrad-4 countries," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0825.
• Diewert, Erwin, 2008, "Changes in the Terms of Trade and Canada's Productivity Performance," Economics working papers, Vancouver School of Economics, number diewert-08-03-11-11-03-49, Mar, revised 18 Jul 2008.
• John Driffill & Turalay Kenc & Martin Sola & Fabio Spagnolo, 2008, "On Model Selection and Markov-Switching: An Empirical Examination of Term Structure Models with Regime Shifts," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2008-04, Apr.
• Philippe Weil, 2008, "Overlapping generations: the first jubilee," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/13430.
• Mark Hallerberg & Guntram Wolff, 2008, "Fiscal institutions, fiscal policy and sovereign risk premia in EMU," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/386957, Sep.
• Kerstin Bernoth & Guntram Wolff, 2008, "Fool The Markets? Creative Accounting, Fiscal Transparency And Sovereign Risk Premia," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/386959, Sep.
• Robert Pollin, 2008, "Considerations on Interest Rate Exogeneity," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp177.
• Kristoffer Nimark, 2008, "Monetary policy with signal extraction from the bond market," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1181, Nov.
• Leo Krippner, 2008, "A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 226, Jun.
• Ivana Stešević, 2008, "Econometric Model of Interest Rates on Deposits in Montenegro," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 55, issue 3, pages 383-398.
• Elisa Faraglia & Albert Marcet & Andrew Scott, 2008, "Fiscal Insurance and Debt Management in OECD Economies," Economic Journal, Royal Economic Society, volume 118, issue 527, pages 363-386, March, DOI: 10.1111/j.1468-0297.2007.02125.x.
• Glenn D. Rudebusch & Tao Wu, 2008, "A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy," Economic Journal, Royal Economic Society, volume 118, issue 530, pages 906-926, July, DOI: 10.1111/j.1468-0297.2008.02155.x.
• Peter Hördahl & Oreste Tristani & David Vestin, 2008, "The Yield Curve and Macroeconomic Dynamics," Economic Journal, Royal Economic Society, volume 118, issue 533, pages 1937-1970, November, DOI: 10.1111/j.1468-0297.2008.02197.x.
• Castro, Vítor, 2008, "Are Central Banks following a linear or nonlinear (augmented) Taylor rule?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 872.
• Tomás Slacík, 2008, "(How) Will the Euro Affect Inflation in the Czech Republic? A contribution to the current debate," FIW Working Paper series, FIW, number 018, Sep.
• Michael G. Arghyrou & Maria Dolores Gadea, 2008, "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2008-05, May.
• Schulze, Klaas, 2008, "Asymptotic Maturity Behavior of the Term Structure," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 11/2008.
• Schulz, Alexander & Wolff, Guntram B., 2008, "The German sub-national government bond market: evolution, yields and liquidity," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,06.
• Tang, Dragon Yongjun & Yan, Hong, 2008, "Market conditions, default risk and credit spreads," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2008,08.
• Scheicher, Martin & Raunig, Burkhard, 2008, "A value at risk analysis of credit default swaps," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2008,12.
• Wieland, Volker, 2008, "Learning, endogenous indexation and disinflation in the New-Keynesian model," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/17.
• Beck, Günter W. & Wieland, Volker, 2008, "Central bank misperceptions and the role of money in interest rate rules," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/25.
• Giese, Julia V., 2008, "Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-13.
• Giese, Julia V., 2008, "Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 2, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2008-.
• Tesfaselassie, Mewael F. & Schaling, Eric, 2008, "Managing disinflation under uncertainty," Kiel Working Papers, Kiel Institute for the World Economy, number 1429.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2008, "Adaptive forecasting of the EURIBOR swap term structure," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-017.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2008, "A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-064.
• Nautz, Dieter & Schmidt, Sandra, 2008, "Monetary Policy Implementation and the Federal Funds Rate," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-025.
• Christian M. Dahl & Emma M. Iglesias, 2008, "The limiting properties of the QMLE in a general class of asymmetric volatility models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-38, Jul.
• Martin Møller Andreasen, 2008, "Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-43, Sep.
• Charlotte Christiansen, 2008, "Mean Reversion in US and International Short Rates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-47, Sep.
• Nicholas Stern, 2008, "The Economics of Climate Change," American Economic Review, American Economic Association, volume 98, issue 2, pages 1-37, May, DOI: 10.1257/aer.98.2.1.
• Carlo Favero & Francesco Giavazzi, 2008, "Should the Euro Area Be Run as a Closed Economy?," American Economic Review, American Economic Association, volume 98, issue 2, pages 138-145, May, DOI: 10.1257/aer.98.2.138.
• Xavier Gabaix, 2008, "Variable Rare Disasters: A Tractable Theory of Ten Puzzles in Macro-finance," American Economic Review, American Economic Association, volume 98, issue 2, pages 64-67, May, DOI: 10.1257/aer.98.2.64.
• Cristina Arellano, 2008, "Default Risk and Income Fluctuations in Emerging Economies," American Economic Review, American Economic Association, volume 98, issue 3, pages 690-712, June.
• Philippe Weil, 2008, "Overlapping Generations: The First Jubilee," Journal of Economic Perspectives, American Economic Association, volume 22, issue 4, pages 115-134, Fall.
• Fendel, Ralf, 2008, "A Joint Characterization of German Monetary Policy and the Dynamics of the German Term Structure of Interest Rates," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 4, issue 01-2, pages 1-19, DOI: 10.22004/ag.econ.50005.
• Castro, Vitor, , "Are Central Banks following a linear or nonlinear (augmented) Taylor rule?," Economic Research Papers, University of Warwick - Department of Economics, number 269883, DOI: 10.22004/ag.econ.269883.
• Rafael Barros de Rezende, 2008, "Giving flexibility to the Nelso-Siegel class of term structure models," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 200807211322560.
• Albert Marcet & Elisa Faraglia & Andrew Scott, 2008, "In Search of a Theory of Debt Management," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 743.08, May.
• Philipp Maier & Garima Vasishtha, 2008, "Good Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads?," Staff Working Papers, Bank of Canada, number 08-25, DOI: 10.34989/swp-2008-25.
• Jun Yang, 2008, "Macroeconomic Determinants of the Term Structure of Corporate Spreads," Staff Working Papers, Bank of Canada, number 08-29, DOI: 10.34989/swp-2008-29.
• David Bolder & Yuliya Romanyuk, 2008, "Combining Canadian Interest-Rate Forecasts," Staff Working Papers, Bank of Canada, number 08-34, DOI: 10.34989/swp-2008-34.
• Antonio Diez de los Rios, 2008, "McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates," Staff Working Papers, Bank of Canada, number 08-43, DOI: 10.34989/swp-2008-43.
• Ricardo Gimeno & José Manuel Marqués, 2008, "Uncertainty and the price of risk in a nominal convergence process," Working Papers, Banco de España, number 0802, Jan.
• Giuseppe Ferrero & Andrea Nobili, 2008, "Short-term interest rate futures as monetary policy forecasts," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 681, Jun.
• Stefano Nobili & Gerardo Palazzo, 2008, "A beta based framework for (lower) bond risk premia," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 689, Sep.
• Cortés Espada Josué Fernando & Ramos Francia Manuel & Torres García Alberto, 2008, "An Empirical Analysis of the Mexican Term Structure of Interest Rates," Working Papers, Banco de México, number 2008-07, Jul.
• Cortés Espada Josué Fernando & Ramos Francia Manuel, 2008, "An Affine Model of the Term Structure of Interest Rates in Mexico," Working Papers, Banco de México, number 2008-09, Jul.
• Cortés Espada Josué Fernando & Ramos Francia Manuel, 2008, "A Macroeconomic Model of the Term Structure of Interest Rates in Mexico," Working Papers, Banco de México, number 2008-10, Jul.
• Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2008, "Expectativas, tasa de interés y tasa de cambio: paridad cubierta y no cubierta en Colombia, 2000-2007," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 26, issue 56, pages 150-203, June, DOI: 10.32468/Espe.5605.
• Jérôme Coffinet, 2008, "La pr vision des taux d int r t partir de contrats futures : l apport de variables conomiques et financiéres," Working papers, Banque de France, number 193.
• Renaud Lacroix, 2008, "Assessing the shape of the distribution of interest rates: lessons from French individual data," Working papers, Banque de France, number 206.
• Andrew Scott & Elisa Faraglia & Albert Marcet, 2015, "In Search of a Theory of Debt Management," Working Papers, Barcelona School of Economics, number 348, Sep.
• Claudio Borio & William Nelson, 2008, "Monetary operations and the financial turmoil," BIS Quarterly Review, Bank for International Settlements, March.
• Peter Hördahl, 2008, "The inflation risk premium in the term structure of interest rates," BIS Quarterly Review, Bank for International Settlements, September.
• Ingo Fender & Martin Scheicher, 2008, "The ABX: how do the markets price subprime mortgage risk?," BIS Quarterly Review, Bank for International Settlements, September.
• Peter Hördahl & Michael R King, 2008, "Developments in repo markets during the financial turmoil," BIS Quarterly Review, Bank for International Settlements, December.
• Stefania D'Amico & Don H Kim & Min Wei, 2008, "Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices," BIS Working Papers, Bank for International Settlements, number 248, Feb.
• Verónica España, 2008, "La tasa natural de interés: estimación para la economía uruguaya," Documentos de trabajo, Banco Central del Uruguay, number 2008001, Apr.
• Shu Wu, 2008, "Monetary Policy And Long‐Term Interest Rates," Contemporary Economic Policy, Western Economic Association International, volume 26, issue 3, pages 398-408, July, DOI: 10.1111/j.1465-7287.2007.00085.x.
• Theofanis Archontakis & Wolfgang Lemke, 2008, "Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 37, issue 1, pages 75-117, February, DOI: 10.1111/j.1468-0300.2008.00189.x.
• Andrew Ang & Geert Bekaert & Min Wei, 2008, "The Term Structure of Real Rates and Expected Inflation," Journal of Finance, American Finance Association, volume 63, issue 2, pages 797-849, April, DOI: 10.1111/j.1540-6261.2008.01332.x.
• Kerstin Bernoth & Guntram B. Wolff, 2008, "Fool The Markets? Creative Accounting, Fiscal Transparency And Sovereign Risk Premia," Scottish Journal of Political Economy, Scottish Economic Society, volume 55, issue 4, pages 465-487, September, DOI: 10.1111/j.1467-9485.2008.00462.x.
• Hilde C. Bjørnland & Kai Leitemo, 2008, "Identifying the interdependence between US monetary policy and the stock market," Working Paper, Norges Bank, number 2008/04, Apr.
• Michael Joyce & Jonathan Relleen & Steffen Sorensen, 2008, "Measuring monetary policy expectations from financial market instruments," Bank of England working papers, Bank of England, number 356, Nov.
• Iryna Kaminska, 2008, "A no-arbitrage structural vector autoregressive model of the UK yield curve," Bank of England working papers, Bank of England, number 357, Dec.
• Michael Joyce & Iryna Kaminska & Peter Lildholdt, 2008, "Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve," Bank of England working papers, Bank of England, number 358, Dec.
• Hiona Balfoussia, 2008, "An Affine Factor Model of the Greek Term Structure," Working Papers, Bank of Greece, number 72, May.
• Byoung Hark Yoo, 2008, "Interest Arbitrage and Interest Rates in Korea," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 14, issue 3, pages 133-155, September.
• François Gourio, 2008, "Time-series predictability in the disaster model," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-016, Jan.
• Ronald Schettkat & Rongrong Sun, 2008, "Monetary Policy and European Unemployment," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number sdp08002, Oct.
• Döpke, J. & Funke, M. & Holly, S. & Weber, S., 2008, "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0853, Sep.
• Les Oxley & Marco Reale & Granville Tunnicliffe Wilson, 2008, "Constructing Structural VAR Models with Conditional Independence Graphs," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 08/19, Nov.
• Arghyrou, Michael G & Gadea, Maria Dolores, 2008, "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/23, Oct.
• Kerstin Bernoth & Guntram B. Wolff, 2006, "Fool the Markets? Creative Accounting, Fiscal Transparency and Sovereign Risk Premia," CESifo Working Paper Series, CESifo, number 1732.
• Balázs Egert, 2007, "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," CESifo Working Paper Series, CESifo, number 2127.
• Wolfgang Buchholz & Jan Schumacher, 2008, "Discounting the Long-Distant Future: A Simple Explanation for the Weitzman-Gollier-Puzzle," CESifo Working Paper Series, CESifo, number 2357.
• Volker Wieland, 2008, "Learning, Endogenous Indexation, and Disinflation in the New-Keynesian Model," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, volume 11, issue 3, pages 21-44, December.
• Volker Wieland, 2008, "Learning, Endogenous Indexation, and Disinflation in the New-Keynesian Model," Working Papers Central Bank of Chile, Central Bank of Chile, number 493, Oct.
• David Martinez-Miera & Rafael Repullo, 2008, "Does Competition Reduce the Risk of Bank Failure?," Working Papers, CEMFI, number wp2008_0801, Jan.
• Rafael Repullo & Javier Suarez, 2008, "The Procyclical Effects of Basel II," Working Papers, CEMFI, number wp2008_0809.
• Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2008, "La tasa de interés natural en Colombia," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 7, in: Centro de Estudios Monetarios Latinoamericanos (CEMLA), "Estimación y Uso de Variables no Observables en la Región".
• Jarek Hurnik & Ondra Kamenik & Jan Vlcek, 2008, "The History of Inflation Targeting in the Czech Republic through Optic of a Dynamic General Equilibrium Model," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department, chapter 8, in: Katerina Smidkova, "Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007".
• Roman Horvath, 2008, "Asymmetric Monetary Policy in the Czech Republic?," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department, chapter 9, in: Katerina Smidkova, "Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007".
• Juan Camilo Rojas, 2008, "Estructura a plazo, hip√≥tesis de expectativas y paridad descubierta de intereses en Colombia," Documentos de Trabajo, Universidad del Rosario, number 4893, Jul.
• Juan Jose Echavarr�a & Diego V�squez & Mauricio Villamizar, 2008, "Expectativas, Tasa de Inter�s y Tasa de Cambio. Paridad Cubierta y no Cubierta en Colombia 2000-2007," Borradores de Economia, Banco de la Republica, number 4514, Feb.
• Luis Eduardo Arango & Daniel Eduardo Velandia, 2008, "Cambios de las tasas de pol�tica, paridad cubierta de intereses y estructura a plazo," Borradores de Economia, Banco de la Republica, number 4589, Apr.
• Carlos Esteban Posada & Luis Eduardo Arango, 2008, "Pol�tica monetaria para la coyuntura y el mediano plazo: Observaciones y Conjeturas," Borradores de Economia, Banco de la Republica, number 4996, Aug.
• Roc�o Betancourt Garc�a & Martha Misas Arango & Leonardo Bonilla Mej�a, 2008, "Pass-Through" de las tasas de inter�s en Colombia: Un enfoque multivariado con cambio de r�gimen "," Borradores de Economia, Banco de la Republica, number 5121, Oct.
• Juan José Echavarría & Diego V�squez, 2008, "Expectativas, tasa de interés y tasa de cambio: paridad cubierta y no cubierta en Colombia, 2000-2007," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, DOI: 10.32468/Espe.5605.
• Diego Alonso Agudelo Rueda & Mónica Arango Arango, 2008, "La curva de rendimientos a plazo y las expectativas de tasas de interes en el mercado de renta fija en colombia 2002-2007," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10650, Sep.
• Nicolas Barbaroux, 2008, "The Wicksellian Flavour in Macroeconomics," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Diego Agudelo Rueda & Mónica Arango Arango, 2008, "La curva de rendimientos a plazo y las expectativas de tasas de interés en el mercado de renta fija en Colombia, 2002-2007," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Remberto Rhenals M. & Juan Pablo Saldarriaga, 2008, "Una regla de Taylor óptima para Colombia, 1991-2006," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Jesús López-Rodríguez & Andrés Faina, 2008, "Nueva Geografía Económica: evidencia Empírica de la estimación de la Ecuación Nominal de Salarios," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Alexander Tobón, 2008, "Los precios en la nueva síntesis neoclásica-keynesiana en macroeconomía," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Catalina Granda & Luis Guillermo Pérez & Juan Carlos Munoz, 2008, "The Environmental Kuznets Curve for Water Quality: An Analysis of its Appropriateness Using Unit Root and Cointegration Tests," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Romel Rodríguez Hernández, 2008, "La política monetaria de la reserva federal y del Banco de la República: entre la ortodoxia y las presiones inflacionarias," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.269.
• Santiago Manuel Sáenz Torres & Salom�n Helfgott Lerner, 2008, "Las redes interinstitucionales en la reconversión agropecuaria sustentable en Colombia," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.268.
• von Thadden, Ernst-Ludwig & Pagano, Marco & Favero, Carlo A., 2008, "How Does Liquidity Affect Government Bond Yields?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6649, Jan.
• Giavazzi, Francesco & Favero, Carlo A., 2008, "Should the Euro Area be Run as a Closed Economy?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6654, Jan.
• Repullo, Rafael & Martinez-Miera, David, 2008, "Does Competition Reduce the Risk of Bank Failure?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6669, Jan.
• Wieland, Volker, 2008, "Learning, Endogenous Indexation and Disinflation in the New-Keynesian Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6749, Mar.
• Marcet, Albert & Scott, Andrew & Faraglia, Elisa, 2008, "In Search of a Theory of Debt Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6859, Jun.
• Repullo, Rafael & Suarez, Javier, 2008, "The Procyclical Effects of Basel II," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6862, Jun.
• Wieland, Volker & Beck, Günter, 2008, "Central Bank Misperceptions and the Role of Money in Interest Rate Rules," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6947, Aug.
• Sussman, Nathan & Spivak, Avia, 2008, "Inflation Targeting as the New Golden Standard," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7001, Oct.
• Chernov, Mikhail & Bikbov, Ruslan, 2008, "Monetary Policy Regimes and the Term Structure of Interest Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7096, Dec.
• Nikolay Gospodinov & Masayuki Hirukawa, 2008, "Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels," Working Papers, Concordia University, Department of Economics, number 08011, Oct, revised Dec 2008.
• Ray C. Fair, 2008, "Estimating Term Structure Equations Using Macroeconomic Variables," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1634, Jan.
• Catherine Kyrtsou & Costas Vorlow, 2008, "Modelling non-linear comovements between time series," Department of Economics Working Papers, Durham University, Department of Economics, number 2008_01, Jan.
• Ehrmann, Michael & Fratzscher, Marcel, 2008, "Purdah: on the rationale for central bank silence around policy meetings," Working Paper Series, European Central Bank, number 868, Feb.
• Hagedorn, Marcus, 2008, "Nominal and real interest rates during an optimal disinflation in New Keynesian models," Working Paper Series, European Central Bank, number 878, Mar.
• Schuknecht, Ludger & von Hagen, Jürgen & Wolswijk, Guido, 2008, "Government risk premiums in the bond market: EMU and Canada," Working Paper Series, European Central Bank, number 879, Mar.
• Scheicher, Martin, 2008, "How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches," Working Paper Series, European Central Bank, number 910, Jun.
• Huerga, Javier & Steklacova, Lucia, 2008, "An application of index numbers theory to interest rates," Working Paper Series, European Central Bank, number 939, Sep.
• Wieland, Volker & Beck, Günter W., 2008, "Central Bank misperceptions and the role of money in interest rate rules," Working Paper Series, European Central Bank, number 967, Nov.
• Scheicher, Martin & Raunig, Burkhard, 2008, "A value at risk analysis of cedit default swaps," Working Paper Series, European Central Bank, number 968, Nov.
• Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2008, "The term structure of interest rates across frequencies," Working Paper Series, European Central Bank, number 976, Dec.
• Joyce, Michael A. S. & Relleen, Jonathan & Sorensen, Steffen, 2008, "Measuring monetary policy expectations from financial market instruments," Working Paper Series, European Central Bank, number 978, Dec.
• Ferrero, Giuseppe & Nobili, Andrea, 2008, "Futures contract rates as monetary policy forecasts," Working Paper Series, European Central Bank, number 979, Dec.
• Nagano, Teppei & Baba, Naohiko, 2008, "Extracting market expectations from yield curves augmented by money market interest rates: the case of Japan," Working Paper Series, European Central Bank, number 980, Dec.
• Cassola, Nuno & Morana, Claudio, 2008, "Modelling short-term interest rate spreads in the euro money market," Working Paper Series, European Central Bank, number 982, Dec.
• Linzert, Tobias & Schmidt, Sandra, 2008, "What explains the spread between the euro overnight rate and the ECB's policy rate?," Working Paper Series, European Central Bank, number 983, Dec.
• Durré, Alain & Beaupain, Renaud, 2008, "The interday and intraday patterns of the overnight market: evidence from an electronic platform," Working Paper Series, European Central Bank, number 988, Dec.
• Elisa Faraglia & Albert Marcet & Andrew Scott, 2008, "Fiscal Insurance and Debt Management in OECD Economies," Economic Journal, Royal Economic Society, volume 118, issue 527, pages 363-386, March.
• GlennD. Rudebusch & Tao Wu, 2008, "A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy," Economic Journal, Royal Economic Society, volume 118, issue 530, pages 906-926, July.
• Peter Hördahl & Oreste Tristani & David Vestin, 2008, "The Yield Curve and Macroeconomic Dynamics," Economic Journal, Royal Economic Society, volume 118, issue 533, pages 1937-1970, November.
• Fair, Ray C., 2008, "Estimating Term Structure Equations Using Macroeconomic Variables," Working Papers, Yale University, Department of Economics, number 32, Jan.
• DANNE, Christian & SCHNABL, Gunther, 2008, "A role model for China? Exchange rate flexibility and monetary policy in Japan," China Economic Review, Elsevier, volume 19, issue 2, pages 183-196, June.
• Benati, Luca & Goodhart, Charles, 2008, "Investigating time-variation in the marginal predictive power of the yield spread," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 4, pages 1236-1272, April.
• Lemke, Wolfgang, 2008, "An affine macro-finance term structure model for the euro area," The North American Journal of Economics and Finance, Elsevier, volume 19, issue 1, pages 41-69, March.
• Demiralp, Selva, 2008, "Monetary policy surprises and the expectations hypothesis at the short end of the yield curve," Economics Letters, Elsevier, volume 101, issue 1, pages 1-3, October.
• Moench, Emanuel, 2008, "Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach," Journal of Econometrics, Elsevier, volume 146, issue 1, pages 26-43, September.
• Nowman, K.B. & Yahia, B.B.H., 2008, "Euro and FIBOR interest rates: A continuous time modelling analysis," International Review of Financial Analysis, Elsevier, volume 17, issue 5, pages 1029-1035, December.
• Christiansen, Charlotte, 2008, "Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates," International Review of Financial Analysis, Elsevier, volume 17, issue 5, pages 925-948, December.
• Gourio, François, 2008, "Time-series predictability in the disaster model," Finance Research Letters, Elsevier, volume 5, issue 4, pages 191-203, December.
• Ashton, John K. & Hudson, Robert S., 2008, "Interest rate clustering in UK financial services markets," Journal of Banking & Finance, Elsevier, volume 32, issue 7, pages 1393-1403, July.
• Hoon, Hian Teck & Phelps, Edmund S., 2008, "Future fiscal and budgetary shocks," Journal of Economic Theory, Elsevier, volume 143, issue 1, pages 499-518, November.
• Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L., 2008, "The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value," Journal of Financial Economics, Elsevier, volume 89, issue 1, pages 158-174, July.
• Jardet, Caroline, 2008, "Term structure anomalies: Term premium or peso-problem?," Journal of International Money and Finance, Elsevier, volume 27, issue 4, pages 592-608, June.
• Kargin, V. & Onatski, A., 2008, "Curve forecasting by functional autoregression," Journal of Multivariate Analysis, Elsevier, volume 99, issue 10, pages 2508-2526, November.
• Mayes, David & Virén, Matti, 2008, "The Impact of Asset Prices and Their Information Value for Monetary Policy11David Mayes is director, Europe Institute, University of Auckland, private bag 92019, Auckland 1142, New Zealand: e-mail: d.mayes@auckland.ac.nz. Matti Virén is professor of ," The Journal of Economic Asymmetries, Elsevier, volume 5, issue 2, pages 1-26, DOI: 10.1016/j.jeca.2008.02.001.
• Hara, Chiaki, 2008, "Complete monotonicity of the representative consumer's discount factor," Journal of Mathematical Economics, Elsevier, volume 44, issue 12, pages 1321-1331, December.
• Nimark, Kristoffer, 2008, "Monetary policy with signal extraction from the bond market," Journal of Monetary Economics, Elsevier, volume 55, issue 8, pages 1389-1400, November.
• Beck, Guenter W. & Wieland, Volker, 2008, "Central bank misperceptions and the role of money in interest-rate rules," Journal of Monetary Economics, Elsevier, volume 55, issue Supplemen, pages 1-17, October.
• Jesús Bravo Pliego, 2008, "Análisis empírico de la relación entre las tasas de interés forward subyacentes al mercado Mexicano de swaps de TIIE," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 2, issue 1, pages 44-57.
• Greenwood, Robin & Vayanos, Dimitri, 2008, "Bond supply and excess bond returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24425, Feb.
• Goodhart, Charles & Bin Lim, Wen, 2008, "Interest rate forecasts: a pathology," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24431, May.
• Goodhart, Charles & Bin Lim, Wen, 2008, "Do errors in forecasting inflation lead to errors in forecasting interest rates?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24432, Jun.
• João Sicsú, 2008, "Exchange, speculation and interest in the General Theory model," Brazilian Journal of Political Economy, Center of Political Economy, volume 28, issue 3, pages 434-442.
• Elias Karakitsos, 2008, "The 'New Consensus Macroeconomics' in the Light of the Current Crisis," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 11, issue 2, pages 89-111, Winter.
• Arango, Luis Eduardo & Flórez, Luz Adriana, 2008, "Tramo corto de la curva de rendimientos, cambio de régimen inflacionario y expectativas de inflación en Colombia," El Trimestre Económico, Fondo de Cultura Económica, volume 75, issue 297, pages 183-210, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v75i.
• Fatih Özatay & Erdal Özmen & Gülbin Sahinbeyoglu, 2008, "Emerging Market Sovereign Spreads, Global Financial Conditions and US Macroeconomic News," Working Papers, Economic Research Forum, number 400, Jan, revised 03 Jan 2008.
• Alicia García Herrero & César Martín Machuca, 2008, "La Política Monetaria En Japón: Lecciones A Extraer En La Comparación Con La De Los Eeuu," Observatorio Iberoamericano de la Economía y la Sociedad del Japón, Servicios Académicos Intercontinentales SL, issue 1, January.
• Carlo Favero & Francesco Giavazzi, 2008, "The ECB and the bond market," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 314, Mar.
• Asel Isaková, 2008, "Monetary Policy Efficiency in the Economies of Central Asia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 11-12, pages 525-553, December.
• Martin Cincibuch & Matrina Horníková, 2008, "Measuring the Financial Markets’ Perception of EMU Enlargement: The Role of Ambiguity Aversion," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 05-06, pages 210-230, August.
• Jaromír Hurník & Ondøej Kameník & Jan Vlèek, 2008, "The History of Inflation Targeting in the Czech Republic Through the Lens of a Dynamic General Equilibrium Model," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 09-10, pages 454-469, December.
• Jiří Witzany, 2008, "Valuation of Convexity Related Derivatives," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2008/04, Mar, revised Mar 2008.
• Alex Luiz Ferreira, 2008, "The Simultaneity Bias of the Uncovered Interest Rate Parity: Evidence for Brazil," Working Papers, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto, number 08_20.
• James M. Nason & Gregor W. Smith, 2008, "Great moderations and U.S. interest rates: unconditional evidence," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2008-01.
• Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2008, "Generalizing the Taylor principle: comment," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2008-19.
• John B. Taylor & John C. Williams, 2008, "A black swan in the money market," Working Paper Series, Federal Reserve Bank of San Francisco, number 2008-04.
• Glenn D. Rudebusch & Eric T. Swanson, 2008, "The bond premium in a DSGE model with long-run real and nominal risks," Working Paper Series, Federal Reserve Bank of San Francisco, number 2008-31.
• Refet S. Gürkaynak & Brian P. Sack & Jonathan H. Wright, 2008, "The TIPS yield curve and inflation compensation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-05.
• Stefania D'Amico & Don H. Kim & Min Wei, 2008, "Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-30.
• Daniel L. Thornton, 2008, "Monetary policy: why money matters and interest rates don't," Working Papers, Federal Reserve Bank of St. Louis, number 2008-011, DOI: 10.20955/wp.2008.011.
• Marco Del Negro & Frank Schorfheide, 2008, "Monetary policy analysis with potentially misspecified models," Staff Reports, Federal Reserve Bank of New York, number 321.