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

• 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, undated, "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 Staff Working Paper series, Bank of England, number 356, Nov.
• Iryna Kaminska, 2008, "A no-arbitrage structural vector autoregressive model of the UK yield curve," Bank of England Staff Working Paper series, 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 Staff Working Paper series, 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 Econom a 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, Centre for Economic Policy Research, number 6649, Jan.
• Giavazzi, Francesco & Favero, Carlo A., 2008, "Should the Euro Area be Run as a Closed Economy?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6654, Jan.
• Repullo, Rafael & Martinez-Miera, David, 2008, "Does Competition Reduce the Risk of Bank Failure?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6669, Jan.
• Wieland, Volker, 2008, "Learning, Endogenous Indexation and Disinflation in the New-Keynesian Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 6749, Mar.
• Marcet, Albert & Scott, Andrew & Faraglia, Elisa, 2008, "In Search of a Theory of Debt Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 6859, Jun.
• Repullo, Rafael & Suarez, Javier, 2008, "The Procyclical Effects of Basel II," CEPR Discussion Papers, Centre for Economic Policy Research, number 6862, Jun.
• Wieland, Volker & Beck, Günter, 2008, "Central Bank Misperceptions and the Role of Money in Interest Rate Rules," CEPR Discussion Papers, Centre for Economic Policy Research, number 6947, Aug.
• Sussman, Nathan & Spivak, Avia, 2008, "Inflation Targeting as the New Golden Standard," CEPR Discussion Papers, Centre for Economic Policy Research, number 7001, Oct.
• Chernov, Mikhail & Bikbov, Ruslan, 2008, "Monetary Policy Regimes and the Term Structure of Interest Rates," CEPR Discussion Papers, Centre for Economic Policy Research, 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.
• Rudebusch, Glenn D. & Swanson, Eric T., 2008, "Examining the bond premium puzzle with a DSGE model," Journal of Monetary Economics, Elsevier, volume 55, issue Supplemen, pages 111-126, 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, "Câmbio, especulação e juros no modelo da Teoria Geral," Brazilian Journal of Political Economy, FGV EAESP, volume 28, issue 3, pages 434-442, July.
• 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.
• Glenn D. Rudebusch & Eric T. Swanson, 2008, "Examining the Bond Premium Puzzle with a DSGE Model," Working Paper Series, Federal Reserve Bank of San Francisco, number 2007-25, Jul, DOI: 10.24148/wp2007-25.
• 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, Apr, DOI: 10.24148/wp2008-04.
• Glenn D. Rudebusch & Eric T. Swanson, 2009, "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, Mar, DOI: 10.24148/wp2008-31.
• 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.
• 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.