Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E43: Interest Rates: Determination, Term Structure, and Effects

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Forecasting Economic Activity Using Financial Variables
2. Monetary Theory

2008

• Matteo Modena, 2008, "The Term Structure and the Expectations Hypothesis: a Threshold Model," Working Papers, Business School - Economics, University of Glasgow, number 2008_36, Jul.
• R. Beaupain & A. Durre, 2008, "The interday and intraday patterns of the overnight market: Evidence from an electronic platform," Post-Print, HAL, number hal-00393019.
• Philippe Weil, 2008, "Overlapping Generations: the First Jubilee," Post-Print, HAL, number hal-01022015, DOI: 10.1257/jep.22.4.115.
• Philippe Weil, 2008, "Overlapping Generations: the First Jubilee," Sciences Po Economics Publications (main), HAL, number hal-01022015, DOI: 10.1257/jep.22.4.115.
• Michael Funke & Sebastian Weber & Jörg Döpke & Sean Holly, 2008, "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20809, Sep.
• Queijo von Heideken, Virginia, 2008, "Monetary Policy Regimes and the Volatility of Long-Term Interest Rates," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 220, Feb.
• Dillén, Hans, 2008, "The Monetary Policy Decision-Making Process and the Term Structure of Interest Rates," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 222, Apr.
• Sakai, Koji & 坂井, 功治 & サカイ, コウジ & Uesugi, Iichiro & 植杉, 威一郎 & ウエスギ, イイチロウ & Watanabe, Tsutomu & 渡辺, 努, 2008, "Firm Age and the Evolution of Borrowing Costs: Evidence from Japanese Small Firms," PIE/CIS Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 354, Mar.
• Hara, Chiaki & 原, 千秋 & ハラ, チアキ, 2008, "Complete Monotonicity of the Representative Consumer's Discount Factor," PIE/CIS Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 367, Mar.
• Cho-Hoi Hui & Lillie Lam, 2008, "What Drives Hong Kong Dollar Swap Spreads: Credit or Liquidity?," Working Papers, Hong Kong Monetary Authority, number 0810, Jul.
• Frank Leung & Philip Ng, 2008, "Impact of IPO Activities on the Hong Kong Dollar Interbank Market," Working Papers, Hong Kong Monetary Authority, number 0811, Jul.
• Carlo Favero & Francesco Giavazzi, 2008, "Should the Euro Area be Run as a Closed Economy?," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 331.
• Jumah, Adusei & Kunst, Robert M., 2008, "Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging," Economics Series, Institute for Advanced Studies, number 231, Nov.
• Nuno Cassola & Claudio Morana, 2008, "Modeling Short-Term Interest Rate Spreads in the Euro Money Market," International Journal of Central Banking, International Journal of Central Banking, volume 4, issue 4, pages 1-37, December.
• Mr. Aleš Bulíř & Ms. Katerina Smídková, 2008, "Striving to Be “Clearly Open” and “Crystal Clear”: Monetary Policy Communication of the CNB," IMF Working Papers, International Monetary Fund, number 2008/084, Apr.
• Hrushikesh Mallick, 2008, "Do remittances impact the economy? Some empirical evidences from a developing economy," Centre for Development Studies, Trivendrum Working Papers, Centre for Development Studies, Trivendrum, India, number 407, Oct.
• Rocío Betancourt & Hernando Vargas & Norberto Rodríguez., 2008, "Interest Rate Pass-Through in Colombia: a Micro-Banking Perspective," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 45, issue 131, pages 29-58.
• Luis Eduardo Arango & Andrés González & John Jairo León & Luis Fernando Melo., 2008, "Cambios de la Tasa de Política y su Efecto en la Estructura a Plazo de Colombia," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 45, issue 132, pages 257-291.
• Antonio Falcó & Juan Nave & Lluís Navarro, 2008, "A multiobjective approach using consistent rate curves to the calibration of a Gaussian Heath-Jarrow-Morton model," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2008-09, Apr.
• Claudio Campanale & Gian Luca Clementi & Rui Castro, 2008, "Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2008-14, Oct.
• Glen Larsen & Bruce Resnick, 2008, "Return enhancement trading strategies for size based portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 1, pages 21-45, March, DOI: 10.1007/s11408-007-0069-z.
• Balazs Egert & Carol Leonard, 2008, "Dutch Disease Scare in Kazakhstan: Is it real?," Open Economies Review, Springer, volume 19, issue 2, pages 147-165, April, DOI: 10.1007/s11079-007-9051-7.
• Mark Hallerberg & Guntram Wolff, 2008, "Fiscal institutions, fiscal policy and sovereign risk premia in EMU," Public Choice, Springer, volume 136, issue 3, pages 379-396, September, DOI: 10.1007/s11127-008-9301-2.
• Selva Demiralp, 2008, "Monetary Policy Surprises and the Expectations Hypothesis at the Short End of the Yield Curve," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 0802, Feb.
• Farooq Aziz & Muhammad Mahmud & Emad ul Karim, 2008, "An Analytical Review of Different Concepts of Riba (Interest) in the Sub-Continent," KASBIT Business Journals (KBJ), Khadim Ali Shah Bukhari Institute of Technology (KASBIT), volume 1, pages 36-43, December.
• Aqib Aslam & Emiliano Santoro, 2008, "Bank Lending, Housing and Spreads," Discussion Papers, University of Copenhagen. Department of Economics, number 08-27, May, revised Nov 2008.
• Diego Agudelo Rueda & Mónica Arango Arango, 2008, "The Yield Curve and the Interest Rates Expectations on Fixed Income Market in Colombia Between 2002 and 2007," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 68, pages 39-66, Enero-Jun.
• Alexander Tobon, 2008, "On prices in the new neoclassical Sythesis in Macroeconomics," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 69, pages 201-220, Julio-Dic.
• Remberto Rhenals & Juan Pablo Saldarriaga, 2008, "An Optimal Taylor Rule for Colombia, 1991-2006," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 69, pages 9-39, Julio-Dic.
• GOLLIER Christian, 2008, "Should we discount the far-distant future at its lowest possible rate?," LERNA Working Papers, LERNA, University of Toulouse, number 08.30.274, Nov.
• Gann, Philipp & Laut, Amelie, 2008, "Einflussfaktoren auf den Credit Spread von Unternehmensanleihen," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 4231, Jun.
• Fidrmuc, Jarko & Horváth, Roman & Horváthová, Eva, 2008, "Corporate Interest Rates and the Financial Accelerator in the Czech Republic," Discussion Papers in Economics, University of Munich, Department of Economics, number 7191, Nov.
• Tigran Poghosyan & Evžen KoÄenda & Petr ZemÄik, 2008, "Modeling Foreign Exchange Risk Premium in Armenia," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 44, issue 1, pages 41-61, January.
• Zoltán Reppa, 2008, "Interest rate expectations and macroeconomic shocks affecting the yield curve," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 3, issue 3, pages 26-32, December.
• Zoltán Reppa, 2008, "Estimating yield curves from swap, BUBOR and FRA data," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2008/73.
• Giuseppe Marotta, 2008, "Lending interest rate pass-through in the euro area. A data-driven tale," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0012, Oct.
• Giuseppe Marotta, 2008, "Structural breaks in the lending interest rate pass-through and the euro," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 08031, Mar.
• Charlotta Groth & Tracy Wheeler, 2008, "The behaviour of the MPC: Gradualism, inaction and individual voting patterns," Discussion Papers, Monetary Policy Committee Unit, Bank of England, number 21, Jan.
• Romain Houssa & Lasse Bork & Hans Dewachter, 2008, "Identification of Macroeconomic Factors in Large Panels," Working Papers, University of Namur, Department of Economics, number 1010, May.
• Glenn D. Rudebusch & Eric T. Swanson, 2008, "The bond premium in a DSGE model with long-run real and nominal risks," Working Paper Research, National Bank of Belgium, number 143, Oct.
• Hans Dewachter, 2008, "Imperfect information, macroeconomic dynamics and the yield curve : an encompassing macro-finance model," Working Paper Research, National Bank of Belgium, number 144, Oct.
• Guenter Beck & Volker Wieland, 2008, "Central bank misperceptions and the role of money in interest rate rules," Working Paper Research, National Bank of Belgium, number 147, Oct.
• Marek Rozkrut, 2008, "It’s not only WHAT is said, it’s also WHO the speaker is. Evaluating the effectiveness of central bank communication," NBP Working Papers, Narodowy Bank Polski, number 47, Apr.
• Adam Kot & Michal Brzoza-Brzezina, 2008, "The Relativity Theory Revisited: Is Publishing Interest Rate Forecasts Really so Valuable?," NBP Working Papers, Narodowy Bank Polski, number 52, Nov.
• Glenn D. Rudebusch & John C. Williams, 2008, "Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections," NBER Chapters, National Bureau of Economic Research, Inc, "Asset Prices and Monetary Policy".
• Xavier Gabaix, 2008, "Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 13724, Jan.
• Emmanuel Farhi & Xavier Gabaix, 2008, "Rare Disasters and Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 13805, Feb.
• John B. Taylor & John C. Williams, 2008, "A Black Swan in the Money Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 13943, Apr.
• Jennifer Huang & Jiang Wang, 2008, "Liquidity and Market Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 14013, May.
• William A. Brock & Charles F. Manski, 2008, "Competitive Lending with Partial Knowledge of Loan Repayment," NBER Working Papers, National Bureau of Economic Research, Inc, number 14378, Oct.
• Olivier Coibion & Yuriy Gorodnichenko, 2008, "Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation," NBER Working Papers, National Bureau of Economic Research, Inc, number 14621, Dec.
• Vítor Castro, 2008, "Are Central Banks following a linear or nonlinear (augmented) Taylor rule?," NIPE Working Papers, NIPE - Universidade do Minho, number 19/2008.
• Milan Aleksic & Ljiljana Djurdjevic & Mirjana Palic & Nikola Tasic, 2008, "Interest Rate Transmission in a Dollarized Economy: the Case of Serbia," Working papers, National Bank of Serbia, number 15, Sep.
• Aaron Drew & Özer Karagedikli, 2008, "Some benefits of monetary policy transparency in New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2008/01, Feb.
• Özer Karagedikli & Pierre L. Siklos, 2008, "Explaining Movements in the NZ Dollar - Central Bank Communication and the Surprise Element in Monetary Policy?," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2008/02, Feb.
• Felix Hüfner & Isabell Koske, 2008, "The Euro Changeover in the Slovak Republic: Implications for Inflation and Interest Rates," OECD Economics Department Working Papers, OECD Publishing, number 632, Aug, DOI: 10.1787/240631807010.
• Boris Cournède & Rudiger Ahrend & Robert Price, 2008, "Have Long-term Financial Trends Changed the Transmission of Monetary Policy?," OECD Economics Department Working Papers, OECD Publishing, number 634, Sep, DOI: 10.1787/238203348082.
• Clemens Jobst & Claudia Kwapil, 2008, "The Interest Rate Pass-Through in Austria – Effects of the Financial Crisis," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 54-67.
• Michal Brzoza-Brzezina & Jesus Crespo Cuaresma, 2008, "Mr. Wicksell and the global economy: What drives real interest rates?," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 139, Jan.
• Marco Bassetto & Christopher Phelan, 2008, "Tax Riots," The Review of Economic Studies, Review of Economic Studies Ltd, volume 75, issue 3, pages 649-669.
• Raphael A. Espinoza & Dimitrios P. Tsomocos, 2008, "Liquidity and Asset Prices," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008fe28, Jul.
• Pierre van der Eng, 2008, "Capital Formation and Capital Stock in Indonesia, 1950-2007," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2008-24.
• Brzoza-Brzezina, Michal & Kot, Adam, 2008, "The Relativity Theory Revisited: Is Publishing Interest Rate Forecasts Really so Valuable?," MPRA Paper, University Library of Munich, Germany, number 10296, Jul.
• Henriksen, Espen & Kydland, Finn & Sustek, Roman, 2008, "The High Cross-Country Correlations of Prices and Interest Rates," MPRA Paper, University Library of Munich, Germany, number 10963, Sep.
• Grabowski, Szymon, 2008, "What does a financial system say about future economic growth?," MPRA Paper, University Library of Munich, Germany, number 11560, Sep.
• Lucchetti, Riccardo & Palomba, Giulio, 2008, "Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity," MPRA Paper, University Library of Munich, Germany, number 11571.
• Silva Lopes, Artur C. B. da & Monteiro, Olga Susana, 2008, "Short and long run tests of the expectations hypothesis: the Portuguese case," MPRA Paper, University Library of Munich, Germany, number 12001, Sep.
• Bednarik, Radek, 2008, "Covered Interest Rate Parity: The Case of the Czech Republic," MPRA Paper, University Library of Munich, Germany, number 14696, Jan.
• Aziz, Farooq & Mahmud, Muhammad & Karim, Emadul, 2008, "An Analytical Review of Different Concepts of Riba (Interest) in the Sub-Continent," MPRA Paper, University Library of Munich, Germany, number 15455, Dec.
• Sánchez-Fung, José R., 2008, "The day-to-day interbank market, volatility, and central bank intervention in a developing economy," MPRA Paper, University Library of Munich, Germany, number 15648.
• Lin, William & Tsai, Shih-Chuan & Sun, David, 2008, "Price informativeness and predictability: how liquidity can help," MPRA Paper, University Library of Munich, Germany, number 20226, Feb, revised 18 Oct 2009.
• 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.