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

• Bianchetti, Marco, 2008, "Two Curves, One Price :Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves," MPRA Paper, University Library of Munich, Germany, number 22022, Nov, revised 24 Jan 2010.
• Stazka, Agnieszka, 2008, "International parity relations between Poland and Germany: a cointegrated VAR approach," MPRA Paper, University Library of Munich, Germany, number 24057, Mar.
• Parnaudeau, Miia, 2008, "European Business Fluctuations in the Austrian Framework," MPRA Paper, University Library of Munich, Germany, number 25046, Aug.
• Hasan, Mohammad Monirul, 2008, "The macroeconomic determinants of remittances in Bangladesh," MPRA Paper, University Library of Munich, Germany, number 27744, Feb, revised Sep 2010.
• Omay, Tolga, 2008, "The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 28572.
• Cebula, Richard & Yang, Bill, 2008, "Yield to Maturity Is Always Received as Promised: A Reply," MPRA Paper, University Library of Munich, Germany, number 50122, May.
• Amarasekara, Chandranath, 2008, "The Impact of Monetary Policy on Economic Growth and Inflation in Sri Lanka," MPRA Paper, University Library of Munich, Germany, number 64866.
• Taboga, Marco & Pericoli, Marcello, 2008, "Bond risk premia, macroeconomic fundamentals and the exchange rate," MPRA Paper, University Library of Munich, Germany, number 9523, Jun.
• Lorde, Troy & Francis, Brian & Waithe, Kimberly & Taylor, Timothy, 2008, "Interest Rate Determination in Small Developing Countries," MPRA Paper, University Library of Munich, Germany, number 95621, Jan.
• Modena, Matteo, 2008, "The term structure and the expectations hypothesis: a threshold model," MPRA Paper, University Library of Munich, Germany, number 9611, Jul.
• Roman Horvath, 2008, "Monetary Policy Stance and Future Inflation: The Case of Czech Republic," ACTA VSFS, University of Finance and Administration, volume 2, issue 1, pages 80-106.
• Alan S. Blinder, 2008, "Making Monetary Policy by Committee," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 1051, Jun.

2007

• Ehrmann, Michael & Fratzscher, Marcel, 2007, "The timing of central bank communication," European Journal of Political Economy, Elsevier, volume 23, issue 1, pages 124-145, March.
• Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2007, "Central Bank forecasts and disclosure policy: Why it pays to be optimistic," European Journal of Political Economy, Elsevier, volume 23, issue 1, pages 30-50, March.
• Ana Paula Martins, 2007, "On Depth and Retrospect: “I Forget, and Forgive – but I Discount”," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2007_07, Jul.
• René Benjamín Pérez Sicairos, 2007, "Determinación de una estructura de plazos para el mercado de renta fija de México mediante un modelo de tres factores para la dinámica de la tasa corta," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 1, issue 2, pages 169-182.
• Montoro, Carlos, 2007, "Monetary policy committees and interest rate smoothing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19752, Feb.
• Espinoza, Raphael A. & Goodhart, Charles & Tsomocos, Dimitrios P., 2007, "Endogenous state prices, liquidity, default, and the yield curve," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24479, Feb.
• Buiter, Willem H. & Sibert, Anne C., 2007, "Deflationary bubbles," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 3323, Sep.
• Víctor Gerardo Carreón Rodríguez & Malena Svarch Pérez, 2007, "El mercado de crédito en México," Working Papers, CIDE, División de Economía, number DTE 392, Jun.
• de Zwart, G.J. & Markwat, T.D. & Swinkels, L.A.P. & van Dijk, D.J.C., 2007, "The Economic Value of Fundamental and Technical Information in Emerging Currency Markets," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-096-F&A, Dec.
• Huisman, R. & Mahieu, R.J., 2007, "Revisiting Uncovered Interest Rate Parity: Switching Between UIP and the Random Walk," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-001-F&A, Jan.
• Huisman, R. & Mahieu, R.J. & Mulder, A., 2007, "Do Exchange Rates Move in Line With Uncovered Interest Parity?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-012-F&A, Feb.
• Chetan Ghate, 2007, "The Political Economy of Infrastructure Investment in India," Papers on Entrepreneurship, Growth and Public Policy, Max Planck Institute of Economics, Entrepreneurship, Growth and Public Policy Group, number 2007-07, Feb.
• Hans DEWACHTER & Leonardo IANIA, 2009, "An extended macro-finance model with financial factors," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces09.19, Nov.
• Martin Èihák, 2007, "The Science and Art of Monetary-Policy Communication," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 57, issue 11-12, pages 490-498, December.
• Aron Drew & Özer Karagedikli, 2007, "Some Benefits of Monetary-Policy Transparency in New Zealand," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 57, issue 11-12, pages 521-539, December.
• Kateøina Šmídková & Aleš Bulíø, 2007, "Striving to Be “Clearly Open” and “Crystal Clear”: Monetary Policy Communication of the CNB," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 57, issue 11-12, pages 540-557, December.
• Roman Horváth, 2007, "Estimating Time-Varying Policy Neutral Rate in Real Time," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2007/01, Jan, revised Jan 2007.
• Gonçalves, Fernando M & Holland, Marcio & Spacov, Andrei, 2007, "Can Jurisdictional Uncertainty and Capital Controls Explain the High Level of Real Interest Rates in Brazil? Evidence from Panel Data," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 61, issue 1, August.
• Stefano Eusepi & Bruce Preston, 2007, "Central bank communication and expectations stabilization," Proceedings, Federal Reserve Bank of San Francisco.
• David K. Backus & Jonathan H. Wright, 2007, "Cracking the conundrum," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-46.
• John B. Taylor, 2007, "Housing and monetary policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 463-476.
• Pasquale Della Corte & Lucio Sarno & Daniel L. Thornton, 2007, "The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value," Working Papers, Federal Reserve Bank of St. Louis, number 2006-061, DOI: 10.20955/wp.2006.061.
• Raphael Espinoza & Dimitrios Tsomocos & Charles Goodhart, 2007, "Endogenous State Prices, Liquidity, Default, and the Yield Curve," FMG Discussion Papers, Financial Markets Group, number dp583, Feb.
• Guilherme Jonas Costa da Silva & José Luís Oreiro & Luiz Fernando de Paula, 2007, "Macroeconomic Determinants of Bank Spread in Brazil: An Empirical Evaluation," Working Papers, Universidade Federal do Paraná, Department of Economics, number 0066.
• Dominique Guegan & Florian Ielpo, 2007, "Further evidence on the impact of economic news on interest rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00188331, Oct.
• R. Baupain & A. Durre, 2007, "The interday and intraday patterns of the overnight market : evidence from an electronic platform," Post-Print, HAL, number hal-00300195.
• Bruno Ducoudre, 2007, "La demande de titres longs par les non-résidents explique-t-elle le bas niveau des taux longs publics américains ?," Post-Print, HAL, number hal-03417183.
• Georges Prat & Remzi Uctum, 2007, "Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts," Post-Print, HAL, number halshs-00173105.
• Edouard Challe & François Le Grand & Xavier Ragot, 2007, "Incomplete markets, liquidation risk and the term structure of interest rates," PSE Working Papers, HAL, number halshs-00587679, Dec.
• Bruno Ducoudre, 2007, "La demande de titres longs par les non-résidents explique-t-elle le bas niveau des taux longs publics américains ?," Sciences Po Economics Publications (main), HAL, number hal-03417183.
• Edouard Challe & François Le Grand & Xavier Ragot, 2007, "Incomplete markets, liquidation risk and the term structure of interest rates," Working Papers, HAL, number halshs-00587679, Dec.
• Bajlum, Claus & Tind Larsen, Peter, 2007, "Accounting Transparency and the Term Structure of Credit Default Swap Spreads," Working Papers, Copenhagen Business School, Department of Finance, number 2007-229, Jan.
• Hasseltoft, Henrik, 2007, "The Long-run Risk Model: Dynamics and Cyclicality of Interest Rates," SIFR Research Report Series, Institute for Financial Research, number 58, Jul.
• Cavallo, Eduardo A. & Valenzuela, Patricio, 2007, "The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis," IDB Publications (Working Papers), Inter-American Development Bank, number 1953, Apr.
• Eduardo A. Cavallo & Patricio Valenzuela, 2007, "The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis," Research Department Publications, Inter-American Development Bank, Research Department, number 4513, Apr.
• Isaac Kleshchelski & Nicolas Vincent, 2007, "Robust Equilibrium Yield Curves," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 08-02, Nov.
• Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2007, "Expectations Hypothesis Tests in the Presence of Model Uncertainty," Discussion Paper Series, Institute of Economic Research, Korea University, number 0703.
• Carlo A. Favero & Linlin Niu & Luca Sala, 2007, "Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 318.
• Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden, 2007, "How Does Liquidity Affect Government Bond Yields?," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 323.
• Özge AKINCI & Burcu GÜRCİHAN & Refet GÜRKAYNAK & Özgür ÖZEL, 2007, "Devlet iç borçlanma senetleri için getiri eğrisi tahmini," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 252, pages 5-25.
• Michael Ehrmann & Marcel Fratzscher, 2007, "Transparency, Disclosure, and the Federal Reserve," International Journal of Central Banking, International Journal of Central Banking, volume 3, issue 1, pages 179-225, March.
• Noritaka Kudoh, 2007, "Low Nominal Interest Rates: A Public Finance Perspective," International Journal of Central Banking, International Journal of Central Banking, volume 3, issue 2, pages 61-93, June.
• Stefan Gerlach, 2007, "Interest Rate Setting by the ECB, 1999-2006: Words and Deeds," International Journal of Central Banking, International Journal of Central Banking, volume 3, issue 3, pages 1-46, September.
• Dieter Nautz & Christian J. Offermanns, 2007, "The dynamic relationship between the euro overnight rate, the ECB's policy rate and the term spread," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 12, issue 3, pages 287-300, DOI: 10.1002/ijfe.313.
• Hiroshi Ugai, 2007, "Effects of the Quantitative Easing Policy: A Survey of Empirical Analyses," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 25, issue 1, pages 1-48, March.
• Eduardo A. Cavallo & Mr. Patricio A Valenzuela, 2007, "The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis," IMF Working Papers, International Monetary Fund, number 2007/228, Sep.
• Michal Brzoza-Brzezina & Jesús Crespo-Cuaresma, 2007, "Mr. Wicksell and the global economy: What drives real interest rates?," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2007-06, Apr.
• Jesús Crespo-Cuaresma & Tomas Slacik, 2007, "An "Almost-Too-Late" Warning Mechanism For Currency Crises," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2007-10, Jun.
• Martín Grandes, 2007, "The Determinants of Sovereign Bond Spreads: Theory and Facts From Latin America," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 44, issue 130, pages 151-181.
• Burkhard Raunig & Johann Scharler, 2007, "Money market uncertainty and retail interest rate fluctuations: A cross-country comparison," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2007-04, Feb.
• Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2007, "Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 26, issue 8, pages 601-619, DOI: 10.1002/for.1048.
• Oh Kwon, 2007, "Duration, factor sensitivities, and interest rate Greeks," Annals of Finance, Springer, volume 3, issue 4, pages 471-486, October, DOI: 10.1007/s10436-006-0055-x.
• Wolter Hassink & Michiel Leuvensteijn, 2007, "Measuring Transparency in the Dutch Mortgage Market," De Economist, Springer, volume 155, issue 1, pages 23-47, March, DOI: 10.1007/s10645-006-9045-7.
• Andrea Beccarini, 2007, "Investment sensitivity to interest rates in an uncertain context: is a positive relationship possible?," Economic Change and Restructuring, Springer, volume 40, issue 3, pages 223-234, September, DOI: 10.1007/s10644-007-9025-1.
• Petra Gerlach-Kristen, 2007, "Three aspects of the Swiss term structure: an empirical survey," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 2, pages 221-240, June, DOI: 10.1007/s11408-007-0048-4.
• Darvas, Zsolt & Schepp, Zoltán, 2007, "Kelet-közép-európai devizaárfolyamok előrejelzése határidős árfolyamok segítségével
  [Forecasting the exchange rates of three Central-Eastern European currencies with forward exchange rates]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 501-528.
• Chiaki Hara, 2007, "Complete Monotonicity of the Representative Consumer's Discount Factor," KIER Working Papers, Kyoto University, Institute of Economic Research, number 636, Jul.
• John Duffy & Wei Xiao, 2007, "The Value of Interest Rate Stabilization Policies When Agents Are Learning," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 8, pages 2041-2056, December.
• Fatih Ozatay & Erdal Ozmen & Gülbin Sahinbeyoglu, 2007, "Emerging Market Sovereign Spreads, Global Financial Conditions and U.S. Macroeconomic News," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 0707, Dec, revised Dec 2007.
• Fabrizio Casalin, 2007, "The Expectations Hypothesis of Term Structure of Interest Rates Revisited," Working Papers, University of Milano-Bicocca, Department of Economics, number 128, Nov, revised Nov 2007.
• Zsolt Darvas & Zoltán Schepp, 2007, "Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 0705, May.
• Jos van Bommel, 2007, "Endogenous Cycles and Liquidity Risk," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 149, Feb.
• Bianca De Paoli, Alasdair Scott, Olaf Weeken, 2007, "Asset pricing implications for a New Keynesian model," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 156, Feb.
• Andrea Monticini & Giacomo Vaciago, 2007, "Are Euro Interest Rates led by FED Announcements?," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 16, Feb.
• David-Jan Jansen & Jakob de Haan, 2007, "Is a word to the wise indeed enough? ECB statements and the predictability of interest rate decisions," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 37, Feb.
• Zsolt Darvas & Gábor Rappai & Zoltán Schepp, 2007, "Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 84, Feb.
• Ágnes Csermely & András Rezessy, 2007, "The theory and practice of interest rate smoothing," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 2, issue 2, pages 6-15, November.
• Dominique Guegan & Florian Ielpo, 2007, "Further evidence on the impact of economic news on interest rates," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07062, Oct.
• Mark E. Wohar & Robert Sollis, 2007, "Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure," Journal of Economic Insight, Missouri Valley Economic Association, volume 33, issue 2, pages 1-19.
• Luc Aucremanne & Jef Boeckx & Olivier Vergote, 2007, "The liquidity management of the Eurosystem during the period of financial turmoil," Economic Review, National Bank of Belgium, issue iii, pages 27-41, December.
• M. Collin, 2007, "The flattening of the yield curve : causes and economic policy implications," Economic Review, National Bank of Belgium, issue i, pages 47-60, June.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2007, "The determinants of stock and bond return comovements," Working Paper Research, National Bank of Belgium, number 119, Oct.
• Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2007, "The Demand for Treasury Debt," NBER Working Papers, National Bureau of Economic Research, Inc, number 12881, Jan.
• Andrew Ang & Geert Bekaert & Min Wei, 2007, "The Term Structure of Real Rates and Expected Inflation," NBER Working Papers, National Bureau of Economic Research, Inc, number 12930, Feb.
• Fernando A. Broner & Guido Lorenzoni & Sergio L. Schmukler, 2007, "Why Do Emerging Economies Borrow Short Term?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13076, May.
• Ralph S.J. Koijen & Otto Van Hemert & Stijn Van Nieuwerburgh, 2007, "Mortgage Timing," NBER Working Papers, National Bureau of Economic Research, Inc, number 13361, Sep.
• David K. Backus & Jonathan H. Wright, 2007, "Cracking the Conundrum," NBER Working Papers, National Bureau of Economic Research, Inc, number 13419, Sep.
• Xavier Gabaix, 2007, "Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 13430, Sep.
• Andrew Ang & Sen Dong & Monika Piazzesi, 2007, "No-Arbitrage Taylor Rules," NBER Working Papers, National Bureau of Economic Research, Inc, number 13448, Sep.
• Josephine M. Smith & John B. Taylor, 2007, "The Long and the Short End of the Term Structure of Policy Rules," NBER Working Papers, National Bureau of Economic Research, Inc, number 13635, Nov.
• John B. Taylor, 2007, "Housing and Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 13682, Dec.
• John B. Taylor, 2007, "The Explanatory Power of Monetary Policy Rules," NBER Working Papers, National Bureau of Economic Research, Inc, number 13685, Dec.
• Jesús Crespo Cuaresma & Tomáš Slacík, 2007, "On the Determinants of Currency Crises: The Role of Model Uncertainty," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 54-68.
• Balázs Égert, 2007, "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 138, Jul.
• George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2007, "Anticipated Fiscal Policy and Adaptive Learning," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2007-5, Feb, revised 13 Dec 2008.
• Raphael A. Espinoza & Dimitrios P Tsomocos & A.E. Goodhart, 2007, "Endogenous State Prices, Liquidity, Default, and the Yield Curve," Economics Series Working Papers, University of Oxford, Department of Economics, number 2007-FE-01, Feb.
• John B Taylor, 2007, "The Explanatory Power of Monetary Policy Rules," Business Economics, Palgrave Macmillan;National Association for Business Economics, volume 42, issue 4, pages 8-15, October.
• Zsolt Darvas & Zoltán Schepp, 2007, "Kelet-közép európai devizaárfolyamok előrejelzése határidős árfolyamok segítségével," UPFBE Working Paper Series, Faculty of Business and Economics, University Pécs, number 2007/3, Oct.
• M. Idrees Khawaja & Musleh-Ud Din, 2007, "Determinants of Interest Spread in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 46, issue 2, pages 129-143.
• Idrees Khawaja & Musleh-ud Din, 2007, "Determinants of Interest Spread in Pakistan," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2007:22.
• John Duffy & Wei Xiao, 2007, "Investment and Monetary Policy: Learning and Determinacy of Equilibrium," Working Paper, Department of Economics, University of Pittsburgh, number 324, Jul, revised Aug 2008.
• Munro, John H., 2007, "The usury doctrine and urban public finances in late-medieval Flanders (1220 - 1550): rentes (annuities), excise taxes, and income transfers from the poor to the rich," MPRA Paper, University Library of Munich, Germany, number 11012, Aug, revised Jan 2008.
• Henrard, Marc, 2007, "Skewed Libor Market Model and Gaussian HJM explicit approaches to rolled deposit options," MPRA Paper, University Library of Munich, Germany, number 1534, Jan.
• Kannan, R & Singh, Bhupal, 2007, "Debt-deficit dynamics in India and macroeconomic effects: A structural approach," MPRA Paper, University Library of Munich, Germany, number 16480, revised 2007.
• Arend, Mario, 2007, "An Analytical Solution for the Interest Rate Reaction Function in a Neo- Keynesian Economy Using the Undetermined Coefficients Method," MPRA Paper, University Library of Munich, Germany, number 17908, Dec.
• Bandholz, Harm & Clostermann, Joerg & Seitz, Franz, 2007, "Explaining the US Bond Yield Conundrum," MPRA Paper, University Library of Munich, Germany, number 2386, Feb.
• Henrard, Marc, 2007, "The irony in the derivatives discounting," MPRA Paper, University Library of Munich, Germany, number 3115, Mar.
• Henrard, Marc, 2007, "CMS swaps in separable one-factor Gaussian LLM and HJM model," MPRA Paper, University Library of Munich, Germany, number 3228, May.
• Silva Lopes, Artur C. & M. Monteiro, Olga Susana, 2007, "The expectations hypothesis of the term structure: some empirical evidence for Portugal," MPRA Paper, University Library of Munich, Germany, number 3437, May.
• Dramani, Latif & Laye, Oumy, 2007, "Estimation of the Equilibrium Interest Rate: Case of CFA zone," MPRA Paper, University Library of Munich, Germany, number 3610, Jun.
• Lin, William & Sun, David, 2007, "Liquidity-adjusted benchmark yield curves: a look at trading concentration and information," MPRA Paper, University Library of Munich, Germany, number 37282, Dec.
• Kiaee, Hasan, 2007, "Monetary Policy In Islamic Economic Framework: Case of Islamic Republic of Iran," MPRA Paper, University Library of Munich, Germany, number 4837, Apr.
• TUYSUZ, Sukriye, 2007, "Central Bank transparency and the U.S. interest rates level and volatility response to U.S. news," MPRA Paper, University Library of Munich, Germany, number 5217, Sep.
• Tuysuz, Sukriye & Kuhry, Yves, 2007, "Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK," MPRA Paper, University Library of Munich, Germany, number 5255, Apr.
• Tuysuz, Sukriye, 2007, "The effects of a greater central bank credibility on interest rates level and volatility response to news in the U.K," MPRA Paper, University Library of Munich, Germany, number 5263, Sep.
• Cebula, Richard & Yang, Bill, 2007, "Yield to Maturity Is Always Received as Promised," MPRA Paper, University Library of Munich, Germany, number 53182, Mar.
• Nizar, Muhammad Afdi, 2007, "Analisis Pengaruh Imbal Hasil Dan Suku Bunga Terhadap Tabungan (Saving Deposits) Bank Syari’Ah Dan Bank Konvensional Di Indonesia
  [Effect Of Return And Interest Rates On Saving Deposits Syari'Ah An," MPRA Paper, University Library of Munich, Germany, number 65612.
• Nizar, Muhammad Afdi, 2007, "Analisis Kinerja Perbankan Syari’Ah Paska Fatwa Mui Tentang Keharaman Bunga
  [Performance Of Syari'Ah Banking In Indonesia]," MPRA Paper, University Library of Munich, Germany, number 65613.
• Sahminan, Sahminan, 2007, "Financial Market Responses to Bank Indonesia’s Policy Announcements," MPRA Paper, University Library of Munich, Germany, number 93401, Dec.
• Karel Brůna, 2007, "Měnová politika, změny trendové inflace a nestabilita úrokových relací: analýza dynamiky dlouhodobých úrokových sazeb v kontextu změn repo sazby české národní banky
  [Monetary policy, trend inflatio," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 1, pages 3-22, DOI: 10.18267/j.polek.587.
• Vladimír Pikora, 2007, "Vliv zveřejněných informací na výnosovou křivku
  [The impact of fresh releases on the yield curve]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 6, pages 809-828, DOI: 10.18267/j.polek.625.
• Karel Brůna, 2007, "Úrokový transmisní mechanismus a řízení úrokové marže bank v kontextu dezinflační politiky České národní banky
  [The interest rate transmission mechanism and the management of interest margin in the," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 6, pages 829-851, DOI: 10.18267/j.polek.626.
• Lars E. O. Svensson, 2007, "Inflation Targeting," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 144, May.
• Helder Ferreira De Mendonça & Josè Simao Filho, 2007, "Economic transparency and poverty," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 60, issue 240, pages 33-48.
• Helder Ferreira De Mendonça & Josè Simao Filho, 2007, "Economic transparency and poverty," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 60, issue 240, pages 33-48.
• Sónia Costa & Ana Beatriz Galvão, 2007, "The Forward Premium of Euro Interest Rates," Working Papers, Banco de Portugal, Economics and Research Department, number w200702.
• James M. Nason & Gregor W. Smith, 2007, "Great Moderation(s) And U.s. Interest Rates: Unconditional Evidence," Working Paper, Economics Department, Queen's University, number 1140, Nov.
• James Yetman & Gregor W. Smith, 2007, "The Curse Of Irving Fisher (professional Forecasters' Version)," Working Paper, Economics Department, Queen's University, number 1144, Nov.
• Andrea Carriero, 2007, "A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates," Working Papers, Queen Mary University of London, School of Economics and Finance, number 591, Mar.
• Andrea Carriero, 2007, "Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 612, Oct.
• Carlos Montoro, 2007, "Why Central Banks Smooth Interest Rates? A Political Economy Explanation," Working Papers, Banco Central de Reserva del Perú, number 2007-003, Mar.
• Stephen McKnight, 2007, "Real Indeterminacy and the Timing of Money in Open Economies," Economic Analysis Research Group Working Papers, Henley Business School, University of Reading, number earg-wp2007-09.
• Stephen McKnight, 2007, "Investment and Interest Rate Policy in the Open Economy," Economic Analysis Research Group Working Papers, Henley Business School, University of Reading, number earg-wp2007-11, Oct.
• Stephen McKnight & Alexander Mihailov, 2007, "Re-examining the Importance of Trade Openness for Aggregate Instability," Economic Analysis Research Group Working Papers, Henley Business School, University of Reading, number earg-wp2007-12, Oct.
• Stephen McKnight, 2007, "Real Indeterminacy and the Timing of Money in Open Economies," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2007-46.
• Stephen McKnight, 2007, "Investment and Interest Rate Policy in the Open Economy," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2007-51, Oct.
• Stephen McKnight & Alexander Mihailov, 2007, "Re-examining the Importance of Trade Openness for Aggregate Instability," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2007-52, Oct.
• Rui Castro & Claudio Campanale & Gian Luca Clementi, 2007, "Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences," 2007 Meeting Papers, Society for Economic Dynamics, number 503.
• Juha Seppala & Federico Ravenna, 2007, "Monetary Policy, Expected Inflation, and Inflation Risk Premium," 2007 Meeting Papers, Society for Economic Dynamics, number 513.
• Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007, "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Paper series, Rimini Centre for Economic Analysis, number 07_07, Jul.
• David A. Walker, 2007, "Emerging Markets’ Deficits, Privatization, and Interest Rates," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 60, issue 1, pages 83-109.
• David Mayes & Matti Viren, 2007, "THE SGP and the ECB an exercise in asymmetry," Journal of Financial Transformation, Capco Institute, volume 19, pages 159-175.
• Raffaele Passaro, 2007, "The Predictive Power of Interest Rates Spread for Economic Activity," Rivista di Politica Economica, SIPI Spa, volume 97, issue 6, pages 81-112, November-.
• Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2007, "Endogenous State Prices, Liquidity, Default, and the Yield Curve," OFRC Working Papers Series, Oxford Financial Research Centre, number 2007fe01.
• Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden, 2007, "How Does Liquidity Affect Government Bond Yields?," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 181, Jun.
• Friedrich Heinemann & Katrin Ullrich, 2007, "Does it Pay to Watch Central Bankers’ Lips? The Information Content of ECB Wording," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 143, issue II, pages 155-185, June.
• Jun Yu, 2007, "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number 01-2007, Nov.
• Hans J. Skaug & Jun Yu, 2007, "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-01-2007, Nov.
• Hans-Jürg Büttler, 2007, "An Orthogonal Polynomial Approach to Estimate the Term Structure of Interest Rates," Working Papers, Swiss National Bank, number 2007-08.
• Jean-Marc Natal & Nicolas Stoffels, 2007, "Globalization, markups and the natural rate of interest," Working Papers, Swiss National Bank, number 2007-14.
• Marie Briere & Florian Ielpo, 2007, "Yield curve reaction to macroeconomic news in Europe :disentangling the US influence," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-038.RS.
• Takamitsu Kurita, 2007, "A dynamic econometric system for the real yen–dollar rate," Empirical Economics, Springer, volume 33, issue 1, pages 115-149, July, DOI: 10.1007/s00181-006-0096-z.
• Karsten Ruth, 2007, "Interest rate reaction functions for the euro area," Empirical Economics, Springer, volume 33, issue 3, pages 541-569, November, DOI: 10.1007/s00181-006-0117-y.
• Leif Andersen & Vladimir Piterbarg, 2007, "Moment explosions in stochastic volatility models," Finance and Stochastics, Springer, volume 11, issue 1, pages 29-50, January, DOI: 10.1007/s00780-006-0011-7.
• Jacek Jakubowski & Jerzy Zabczyk, 2007, "Exponential moments for HJM models with jumps," Finance and Stochastics, Springer, volume 11, issue 3, pages 429-445, July, DOI: 10.1007/s00780-007-0040-x.
• Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007, "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 07-12.
• David K. Backus & Jonathan H. Wright, 2007, "Cracking the Conundrum," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 07-21.
• Ansgar Belke & Thorsten Polleit, 2007, "How the ECB and the US Fed set interest rates," Applied Economics, Taylor & Francis Journals, volume 39, issue 17, pages 2197-2209, DOI: 10.1080/00036840600749623.
• Leonardo Gambacorta & S. Iannotti, 2007, "Are there asymmetries in the response of bank interest rates to monetary shocks?," Applied Economics, Taylor & Francis Journals, volume 39, issue 19, pages 2503-2517, DOI: 10.1080/00036840600707241.
• Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk, 2007, "Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-028/4, Mar.
• Siem Jan Koopman & Max I.P. Mallee & Michel van der Wel, 2007, "Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-095/4, Dec.
• Eijffinger, S.C.W. & Tesfaselassie, M.F., 2007, "Central bank forecasts and disclosure policy : Why it pays to be optimisitic," Other publications TiSEM, Tilburg University, School of Economics and Management, number 22defe88-78bb-439d-9a38-8.
• Guenter W. Beck & Volker Wieland, 2007, "Money in Monetary Policy Design: A Formal Characterization of ECB-Style Cross-Checking," Journal of the European Economic Association, MIT Press, volume 5, issue 2-3, pages 524-533, 04-05.
• Arief Ramayandi, 2007, "Approximating Monetary Policy: Case Study for the ASEAN-5," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200707, Aug, revised Aug 2007.
• Balazs Egert, 2007, "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp895, Nov.
• René Garcia & Richard Luger, 2007, "The Canadian macroeconomy and the yield curve: an equilibrium‐based approach," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 40, issue 2, pages 561-583, May, DOI: 10.1111/j.1540-5982.2007.00421.x.
• Diego Romero‐Ávila, 2007, "Unit roots and persistence in the nominal interest rate: a confirmatory analysis applied to the OECD," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 40, issue 3, pages 980-1007, August, DOI: 10.1111/j.1365-2966.2007.00439.x.
• John Duffy & Wei Xiao, 2007, "The Value of Interest Rate Stabilization Policies When Agents Are Learning," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 8, pages 2041-2056, December, DOI: 10.1111/j.1538-4616.2007.00097.x.
• Szymon Grabowski, 2007, "Real economic activity and state of financial markets," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 7, May.
• Carl Chiarella & Christina Nikitopoulos Sklibosios & Erik Schlögl, 2007, "A Markovian Defaultable Term Structure Model With State Dependent Volatilities," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 155-202, DOI: 10.1142/S0219024907004147.
• Yi Tang & Bin Li, 2007, "Introduction to Counterparty Credit Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "Martingale Arbitrage Pricing in Real Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".