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

2007

• 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 And Conventional Banks In Indonesia]," 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 inflation changes and volatility of interest rates relatio," 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 context of Czech national bank disinflation polic," 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".
• Yi Tang & Bin Li, 2007, "The Black-Scholes Framework and Extensions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "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 Resampling and Interpolation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "Introduction to Interest Rate Term Structure Modeling," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "The Heath-Jarrow-Morton Framework," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "The Interest Rate Market Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "Credit Risk Modeling and Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "Simple Interest Rate Products," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "Yield Curve Modeling," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "Two-Factor Risk Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "The Holy Grail — Two-Factor Interest Rate Arbitrage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "Yield Decomposition Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "Inflation Linked Instruments Modeling," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Yi Tang & Bin Li, 2007, "Interest Rate Proprietary Trading Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market".
• Sadayuki Ono, 2007, "Term Structure Dynamics in a Monetary Economy with Learning," Discussion Papers, Department of Economics, University of York, number 07/29, Oct.
• Wei Xiong & Hongjun Yan & Review Financial, 2007, "Heterogeneous Expectations and Bond Markets," Yale School of Management Working Papers, Yale School of Management, number amz2614, Jan, revised 01 Jun 2009.
• Crespo Cuaresma, Jesús & Slacik, Tomás, 2007, "An "almost-too-late" warning mechanism for currency crises," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 4/2007.
• Égert, Balázs & Leonard, Carol S., 2007, "Dutch desease scare in Kazakhstan: is it real?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 9/2007.
• Ravenna, Federico & Seppälä, Juha, 2007, "Monetary policy, expected inflation and inflation risk premia," Bank of Finland Research Discussion Papers, Bank of Finland, number 18/2007.
• Kempa, Michal, 2007, "What determines commercial banks' demand for reserves in the interbank market?," Bank of Finland Research Discussion Papers, Bank of Finland, number 30/2007.
• Archontakis, Theofanis & Lemke, Wolfgang, 2007, "Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,02.
• Gerberding, Christina & Seitz, Franz & Worms, Andreas, 2007, "Money-based interest rate rules: lessons from German data," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,06.
• Lemke, Wolfgang, 2007, "An affine macro-finance term structure model for the euro area," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,13.
• Beck, Günter W. & Wieland, Volker, 2007, "Money in monetary policy design under uncertainty: the Two-Pillar Phillips Curve versus ECB-style cross-checking," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,20.
• Scharnagl, Michael & Gerberding, Christina & Seitz, Franz, 2007, "Simple interest rate rules with a role for money," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,31.
• Lenza, Michele, 2007, "Monetary policy and core inflation," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,35.
• Hogrefe, Jens, 2007, "The yield spread and GDP growth - Time Varying Leading Properties and the Role of Monetary Policy," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-12.
• Bandholz, Harm & Clostermann, Jörg & Seitz, Franz, 2007, "Explaining the US bond yield conundrum," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 2.
• Frankel, Jeffrey & Chinn, Menzie D., 2007, "Debt and Interest Rates: The U.S. and the Euro Area," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-11.
• Tesfaselassie, Mewael F., 2007, "Shifts in the inflation target and communication of central bank forecasts," Kiel Working Papers, Kiel Institute for the World Economy, number 1319.
• Linzert, Tobias & Schmidt, Sandra, 2007, "What Explains the Spread Between the Euro Overnight Rate and the ECB's Policy Rate?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-076.
• Marcus Hagedorn, 2007, "Nominal and Real Interest Rates during an Optimal Disinflation in New Keynesian Models," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 352, Dec.
• Charlotte Christiansen, 2007, "Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-05, May.
• Hanno Lustig & Adrien Verdelhan, 2007, "The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk," American Economic Review, American Economic Association, volume 97, issue 1, pages 89-117, March, DOI: 10.1257/aer.97.1.89.
• Gonzalo Fernández-de-Córdoba & José L. Torres, 2007, "Fiscal harmonization in the presence of public inputs," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 07-02, May.
• Théophile Azomahou & Claude Diebolt & Tapas Mishra, 2007, "Spatial Persistence of Demographic Shocks and Economic Growth," Working Papers, Association Française de Cliométrie (AFC), number 07-04.
• Nason, James M. & Smith, Gregor W., 2007, "Great Moderation(s) and U.S. Interest Rates: Unconditional Evidence," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273616, Nov, DOI: 10.22004/ag.econ.273616.
• Smith, Gregor W. & Yetman, James, 2007, "The Curse of Irving Fisher (Professional Forecasters’ Version)," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273620, Nov, DOI: 10.22004/ag.econ.273620.
• Xu, Hai Yan & Ward, Bert D. & Nartea, Gilbert V., 2007, "An Empirical Study of the Chinese Short-Term Interest Rate: A Comparison of the Predictive Power of Rival One-Factor Models," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 3, issue 01-2, pages 1-18, DOI: 10.22004/ag.econ.50157.
• William Coleman, 2007, "‘This Arbitrary Rearrangement of Riches’: an Alternative Theory of the Costliness of Inflation," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 553, May.
• Claude Lavoie & Hope Pioro, 2007, "The Zero Bound on Nominal Interest Rates: Implications for the Optimal Monetary Policy in Canada," Discussion Papers, Bank of Canada, number 07-1, DOI: 10.34989/sdp-2007-1.
• Fousseni Chabi-Yo & Jun Yang, 2007, "A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate," Staff Working Papers, Bank of Canada, number 07-21, DOI: 10.34989/swp-2007-21.
• Roberto Blanco & Fernando Restoy, 2007, "Have real interest rates really fallen that much in Spain?," Working Papers, Banco de España, number 0704, Feb.
• Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2007, "La tasa de interés natural en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 25, issue 54, pages 44-89, June, DOI: 10.32468/Espe.5402.
• Caroline Jardet & Le Fol, G., 2007, "Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework," Working papers, Banque de France, number 167.
• De Loubens, A. & Julien Idier. & Caroline Jardet, 2007, "Determinants of long-term interest rates in the United States and the euro area: A multivariate approach," Working papers, Banque de France, number 170.
• Jérôme Coffinet & Gouteron, S., 2007, "Euro Area Market Reactions to the Monetary Developments Press Release," Working papers, Banque de France, number 183.
• Alain Monfort & Fulvio Pegoraro, 2007, "Switching VARMA Term Structure Models - Extended Version," Working papers, Banque de France, number 191.
• Gabrielli, D. & Housni-Fellah, M. & Oung, V., 2007, "Les incidences de la réforme de l’usure sur les modalités de financement des PME," Bulletin de la Banque de France, Banque de France, issue 157, pages 20-24.
• Gabrielli, D., 2007, "L’accès des PME aux financements bancaires," Bulletin de la Banque de France, Banque de France, issue 165, pages 21-29.
• Uri Ben-Zion & Jan Pieter Krahnen & TAL SHAVIT, 2007, "Subjective Evaluation Of Delayed Risky Outcomes: An Experimental Approach," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 0709.
• David K. Backus & Jonathan H. Wright, 2007, "Cracking the Conundrum," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 38, issue 1, pages 293-329.
• Don H Kim & Athanasios Orphanides, 2007, "The bond market term premium: what is it, and how can we measure it?," BIS Quarterly Review, Bank for International Settlements, June.
• Liliana Rojas‐Suárez & Sebastián Sotelo, 2007, "The Burden Of Debt: An Exploration Of Interest Rate Behavior In Latin America," Contemporary Economic Policy, Western Economic Association International, volume 25, issue 3, pages 387-414, July, DOI: 10.1111/j.1465-7287.2007.00044.x.
• Nobuyuki Oda & Kazuo Ueda, 2007, "The Effects Of The Bank Of Japan'S Zero Interest Rate Commitment And Quantitative Monetary Easing On The Yield Curve: A Macro‐Finance Approach," The Japanese Economic Review, Japanese Economic Association, volume 58, issue 3, pages 303-328, September, DOI: 10.1111/j.1468-5876.2007.00422.x.
• Bianca De Paoli & Alasdair Scott & Olaf Weeken, 2007, "Asset pricing implications of a New Keynesian model," Bank of England working papers, Bank of England, number 326, Jun.
• Sophocles N. Brissimis & Thomas Vlassopoulos, 2007, "Determinants of bank interest rates and comparisons between Greece and the euro area," Economic Bulletin, Bank of Greece, issue 28, pages 7-30, February.
• Nobuyuki Oda & Takashi Suzuki, 2007, "A Macro-Finance Analysis of the Term Structure and Monetary Policy in Japan: Using a Model with Time-Variant Equilibrium Rates of Real Interest and Inflation and with the Zero Lower Bound of Nominal Interest Rates," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-17, Aug.
• Hibiki Ichiue & Yoichi Ueno, 2007, "Equilibrium Interest Rate and the Yield Curve in a Low Interest Rate Environment," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-18, Jul.
• Pornpinun Chantapacdepong, 2007, "Determinants of the time varying risk premia," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 07/597, Mar.
• Fatima Sol Murta, 2007, "The Money Market Daily Session :an UHF-GARCH Model Applied to the Portuguese Case Before and After the Introduction Of the Minimum Reserve System of the Single Monetary Policy," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 50, issue 3, pages 285-314.
• Evans, G.W. & Honkapohja ,S. & Mitra, K., 2007, "Anticipated Fiscal Policy and Adaptive Learning," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0705, Feb.
• Gonzalo Fernández de Córdoba & José L. Torres, 2007, "Fiscal Harmonization in the Presence of Public Inputs," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2007/08.
• Carlos Montoro, 2007, "Monetary Policy Committees and Interest Rate Smoothing," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0780, Feb.
• Gunther Schnabl & Christian Danne, 2007, "A Role Model for China? Exchange Rate Flexibility and Monetary Policy in Japan," CESifo Working Paper Series, CESifo, number 2051.
• Dean Karlan & Jonathan Zinman, 2007, "Credit Elasticities in Less-Developed Economies: Implications for Microcredit," Working Papers, Center for Global Development, number 110, Jan.
• Bruno Ducoudre, 2007, "La demande de titres longs par les non-residents explique-t-elle le bas niveau des taux longs publics americains ?," Economie Internationale, CEPII research center, issue 112, pages 29-49.
• René Garcia & Richard Luger, 2007, "The Canadian macroeconomy and the yield curve: an equilibrium-based approach," Canadian Journal of Economics, Canadian Economics Association, volume 40, issue 2, pages 561-583, May.
• Laurence Booth & George Georgopoulos & Walid Hejazi, 2007, "What drives provincial-Canada yield spreads?," Canadian Journal of Economics, Canadian Economics Association, volume 40, issue 3, pages 1008-1032, August.
• Diego Romero-Ávila, 2007, "Unit roots and persistence in the nominal interest rate: a confirmatory analysis applied to the OECD," Canadian Journal of Economics, Canadian Economics Association, volume 40, issue 3, pages 980-1007, August.
• Martin Cincibuch & Martina Hornikova, 2007, "Measuring the Financial Markets' Perception of EMU Enlargement: The Role of Ambiguity Aversion," Working Papers, Czech National Bank, Research and Statistics Department, number 2007/13, Dec.
• Ales Bulir & Katerina Smidkova & Viktor Kotlan & David Navratil, 2007, "Inflation Targeting and Communication: Should the Public Read Inflation Reports or Tea Leaves?," Working Papers, Czech National Bank, Research and Statistics Department, number 2007/14, Dec.
• Roman Horvath, 2007, "The Time-Varying Policy Neutral Rate in Real Time: A Predictor for Future Inflation?," Working Papers, Czech National Bank, Research and Statistics Department, number 2007/4, Dec.
• Juan Camilo Rojas, 2007, "La curva de rendimientos como predictor de expectativas macroecon√≥micas," Borradores de Investigación, Universidad del Rosario, number 4361, Aug.
• Ram√≥n Abel Castano & David Bardey & HernÔøΩn Jaramillo & MÔøΩnica OrtegÔøΩn AndrÔøΩs Vecino, 2007, "¬øTiene efectos negativos el TLC sobre los precios de los medicamentos y la salud de los colombianos?," Borradores de Investigación, Universidad del Rosario, number 4362, Oct.
• Juan Manuel Julio, 2007, "Does The Spot Curve Contain Information On Future Monetary Policy In Colombia," Borradores de Economia, Banco de la Republica, number 4289, Nov.
• Luis Eduardo Arango & Fernando Arias & Luz Adriana Fl�rez, 2007, "Cronolog�a de los ciclos de crecimiento recientes en Colombia," Borradores de Economia, Banco de la Republica, number 4290, Nov.
• Juan José Echavarría Soto & Enrique L�pez Enciso & Martha Misas Arango & Juana T�llez Corredor & Juan Carlos Parra �lvarez, 2007, "La Tasa de Interés Natural en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 25, issue 54, pages 44-89, DOI: 10.32468/Espe.5402.
• Wieland, Volker & Beck, Günter, 2007, "Money in Monetary Policy Design: A Formal Characterization of ECB-Style Cross-Checking," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6097, Feb.
• Wieland, Volker & Beck, Günter, 2007, "Money in Monetary Policy Design under Uncertainty: The Two-Pillar Phillips Curve versus ECB-Style Cross-Checking," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6098, Feb.
• Favero, Carlo A. & Sala, Luca & Niu, Linlin, 2007, "Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6206, Mar.
• Honkapohja, Seppo & Evans, George W. & Mitra, Kaushik, 2007, "Anticipated Fiscal Policy and Adaptive Learning," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6216, Mar.
• Schmukler, Sergio & Broner, Fernando & Lorenzoni, Guido, 2007, "Why Do Emerging Economies Borrow Short Term?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6249, Apr.
• Sarno, Lucio & Thornton, Daniel L & Della Corte, Pasquale, 2007, "The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6445, Sep.
• Marcet, Albert & Scott, Andrew & Faraglia, Elisa, 2007, "Fiscal Insurance and Debt Management in OECD Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6539, Oct.
• von Hagen, Jurgen & Schuknecht, Ludger & Wolswijk, Guido, 2007, "Government Risk Premiums in the Bond Market: EMU and Canada," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6579, Nov.
• Alain Monfort & Fulvio Pegoraro, 2007, "Switching VARMA Term Structure Models - Extended Version," Working Papers, Center for Research in Economics and Statistics, number 2007-19.
• Woon Gyu Choi, 2007, "Measuring Interest Rates as Determined by Thrift and Productivity," Annals of Economics and Finance, Society for AEF, volume 8, issue 1, pages 167-195, May.
• Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio, 2007, "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 42, issue 1, pages 81-100, March.
• Buiter, Willem H. & Sibert, Anne C., 2007, "Deflationary Bubbles," Macroeconomic Dynamics, Cambridge University Press, volume 11, issue 4, pages 431-454, September.
• Etienne Farvaque & Norimichi Matsueda & Pierre-Guillaume Méon, 2007, "How committees reduce the volatility of policy rates," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 07-11.RS, Jul.
• SANTOS, Carlos & OLIVEIRA, Maria Alberta, 2007, "Modelling The German Yield Curve And Testing The Lucas Critique, 1975-2001," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
• Idrees Khawaja & Musleh-ud Din, 2007, "Determinants of Interest Spread in Pakistan," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22209, Jan.
• Hian Teck Hoon & Edmund S. Phelps, 2007, "Future Fiscal and Budgetary Shocks," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22438, Jan.