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

• Gropp, Reint & Kok, Christoffer & Lichtenberger, Jung-Duk, 2007, "The dynamics of bank spreads and financial structure," Working Paper Series, European Central Bank, number 714, Jan.
• Hördahl, Peter & Tristani, Oreste, 2007, "Inflation risk premia in the term structure of interest rates," Working Paper Series, European Central Bank, number 734, Feb.
• Coffinet, Jerome & Gouteron, Sylvain, 2007, "Euro area market reactions to the monetary developments press release," Working Paper Series, European Central Bank, number 792, Aug.
• Cassola, Nuno & Ewerhart, Christian & Morana, Claudio, 2007, "Structural econometric approach to bidding in the main refinancing operations of the Eurosystem," Working Paper Series, European Central Bank, number 793, Aug.
• Lombardi, Marco J. & Sgherri, Silvia, 2007, "(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate," Working Paper Series, European Central Bank, number 794, Aug.
• Cappiello, Lorenzo & Mehl, Arnaud, 2007, "Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities," Working Paper Series, European Central Bank, number 801, Aug.
• Benati, Luca & Goodhart, Charles, 2007, "Investigating time-variation in the marginal predictive power of the yield spread," Working Paper Series, European Central Bank, number 802, Aug.
• Tristani, Oreste, 2007, "Model misspecification, the equilibrium natural interest rate and the equity premium," Working Paper Series, European Central Bank, number 808, Sep.
• Ejsing, Jacob & Garcí­a, Juan Angel & Werner, Thomas, 2007, "The term structure of euro area break-even inflation rates: the impact of seasonality," Working Paper Series, European Central Bank, number 830, Nov.
• Hördahl, Peter & Tristani, Oreste & Vestin, David, 2007, "The yield curve and macroeconomic dynamics," Working Paper Series, European Central Bank, number 832, Nov.
• Lenza, Michele, 2007, "Monetary policy and core inflation," Working Paper Series, European Central Bank, number 837, Dec.
• Stracca, Livio, 2007, "Should we take inside money seriously?," Working Paper Series, European Central Bank, number 841, Dec.
• Bidarkota, Prasad V. & Dupoyet, Brice V., 2007, "The impact of fat tails on equilibrium rates of return and term premia," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 3, pages 887-905, March.
• De Graeve, Ferre & De Jonghe, Olivier & Vennet, Rudi Vander, 2007, "Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets," Journal of Banking & Finance, Elsevier, volume 31, issue 1, pages 259-278, January.
• Egert, Balazs & Crespo-Cuaresma, Jesus & Reininger, Thomas, 2007, "Interest rate pass-through in central and Eastern Europe: Reborn from ashes merely to pass away?," Journal of Policy Modeling, Elsevier, volume 29, issue 2, pages 209-225.
• Ang, Andrew & Bekaert, Geert & Wei, Min, 2007, "Do macro variables, asset markets, or surveys forecast inflation better?," Journal of Monetary Economics, Elsevier, volume 54, issue 4, pages 1163-1212, May.

2006

• Aleh Tsyvinski & Arijit Mukherji & Christian Hellwig, 2006, "Self-Fulfilling Currency Crises: The Role of Interest Rates," American Economic Review, American Economic Association, volume 96, issue 5, pages 1769-1787, December, DOI: 10.1257/aer.96.5.1769.
• V. V. Chari & Patrick J. Kehoe, 2006, "Modern Macroeconomics in Practice: How Theory Is Shaping Policy," Journal of Economic Perspectives, American Economic Association, volume 20, issue 4, pages 3-28, Fall.
• Riccardo LUCCHETTI & Giulio PALOMBA, 2006, "Forecasting US bond yields at weekly frequency," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 261, May.
• Igor Zivko, 2006, "Interest Rate Risk In Banking €“ Sources And Effects," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 15, issue 2, pages 199-214, december.
• Zoran Kovacevic & Ksenija Vukovic, 2006, "Performances Of Enterprises In Croatian Information-Communication Sector (Ict)," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 15, issue 2, pages 217-240, december.
• Fernando Espinosa Navarro & Klender Cortez & Roman Jordi Adillon Boladeres, 2006, "A comparative Long-memory Analysis between Spanish, Mexican and U.S. interest rates," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 149.
• Antonio Diez de los Rios, 2006, "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Staff Working Papers, Bank of Canada, number 06-27, DOI: 10.34989/swp-2006-27.
• Juan Ayuso & Roberto Blanco & Fernando Restoy, 2006, "House prices and real interest rates in Spain," Occasional Papers, Banco de España, number 0608, Dec.
• Massimiliano Affinito & Fabio Farabullini, 2006, "An empirical analysis of national differences in the retail bank interest rates of the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 589, May.
• Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo, 2006, "Una aproximación a la dinámica de las tasas de interés de corto plazo en Colombia a través de modelos GARCH multivariados," Borradores de Economia, Banco de la Republica de Colombia, number 366, Feb, DOI: 10.32468/be.366.
• Ana María Tribín Uribe, 2006, "Tasa De Rendimiento De Capital De Colombia Para El Periodo Entre 1990 Y 2001," Borradores de Economia, Banco de la Republica de Colombia, number 398, Jul, DOI: 10.32468/be.398.
• Carlos Andrés Amaya, 2006, "Interest Rate Setting and the Colombian Monetary Transmission Mechanism," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 24, issue 50, pages 48-97, June, DOI: 10.32468/Espe.5002.
• Caroline Jardet, 2006, "Term Structure Anomalies: Term Premium or Peso problem?," Working papers, Banque de France, number 143.
• Lecinq, F., 2006, "Analyse des taux de soumission aux appels d’offres de l’Eurosystème," Bulletin de la Banque de France, Banque de France, issue 145, pages 31-41.
• Daniel, L. & Manas, A., 2006, "Modélisation et analyse des mécanismes du Club de Paris de rachat de créances par prépaiement," Bulletin de la Banque de France, Banque de France, issue 152, pages 45-56.
• Fonteny, E. & Kierzenkowski, R. & Lascar, J., 2006, "Libéralisation de la rémunération des dépôts à vue en France : premier bilan," Bulletin de la Banque de France, Banque de France, issue 155, pages 31-41.
• Bertrand Candelon & Gianluca Cubadda, 2006, "Testing for Parameter Stability in Dynamic Models across Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue s1, pages 741-760, December, DOI: 10.1111/j.1468-0084.2006.00454.x.
• Jean‐Pascal Bénassy, 2006, "Liquidity Effects in Non‐Ricardian Economies," Scandinavian Journal of Economics, Wiley Blackwell, volume 108, issue 1, pages 65-80, March, DOI: 10.1111/j.1467-9442.2006.00440.x.
• Sophocles N. Brissimis & Nicholas S. Magginas, 2006, "Monetary Policy Rules under Heterogeneous Inflation Expectations," Working Papers, Bank of Greece, number 35, Mar.
• Hiroshi Ugai, 2006, "Effects of the Quantitative Easing Policy: A Survey of Empirical Analyses," Bank of Japan Working Paper Series, Bank of Japan, number 06-E-10, Jul.
• Yoichi Ueno & Naohiko Baba & Yuji Sakurai, 2006, "The Use of the Black Model of Interest Rates as Options for Monitoring the JGB Market Expectations," Bank of Japan Working Paper Series, Bank of Japan, number 06-E-15, Sep.
• Hibiki Ichiue & Yoichi Ueno, 2006, "Monetary Policy and the Yield Curve at Zero Interest: The Macro-Finance Model of Interest Rates as Options," Bank of Japan Working Paper Series, Bank of Japan, number 06-E-16, Sep.
• Grégory Levieuge, 2006, "Règle de Taylor vs Règle-icm. Application à la zone euro," Revue économique, Presses de Sciences-Po, volume 57, issue 1, pages 85-121.
• Frédérique Bec & Mélika Ben Salem & Ronald MacDonald, 2006, "Real exchange rates and real interest rates : a nonlinear perspective," Recherches économiques de Louvain, De Boeck Université, volume 72, issue 2, pages 177-194.
• Chadha, J.S. & Holly, S., 2006, "Macroeconomic Models and the Yield Curve: An assessment of the Fit," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0640, May.
• John K. Ashton & Robert Hudson, 2006, "Interest Rate Clustering in UK Financial Services Markets," Working Papers, Centre for Competition Policy, University of East Anglia, number 06-14, Oct.
• Arghyrou, Michael G, 2006, "Monetary policy before and after the euro: Evidence from Greece," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/26, Nov.
• Tigran Poghosyan & Evzen Kocenda, 2006, "Foreign Exchange Risk Premium Determinants: Case of Armenia," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp297, May.
• Helge Berger & Jan-Egbert Sturm, 2006, "Does Money Matter in the ECB Strategy? New Evidence Based on ECB Communication," CESifo Working Paper Series, CESifo, number 1652.
• Steve Radelet, 2006, "The Role of the IMF in Well-Performing Low-Income Countries," Working Papers, Center for Global Development, number 83, Feb.
• vladimir Borgy & Valérie Mignon, 2006, "Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale," Working Papers, CEPII research center, number 2006-25, Dec.
• Luis Eduardo Arango & Andr�s Gonz�lez & Jhon Jairo Le�n & Luis Fernando Melo, 2006, "Efectos de los cambios en la tasa de intervenci�n del Banco de la Rep�blica sobre la estructura a plazo," Borradores de Economia, Banco de la Republica, number 2425, Dec.
• Roc�o Betancourt & Hernando Vargas & Norberto Rodr�guez Ni�o, 2006, "Interest Rate Pass-Through In Colombia: A Micro- Banking Perspective," Borradores de Economia, Banco de la Republica, number 2909, Oct.
• Juan Jos� Echavarr�a & Enrique L�pez Enciso & Martha Misas Arango & Juana Tellez Corredor, 2006, "La Tasa de Inter�s Natural en Colombia," Borradores de Economia, Banco de la Republica, number 3088, Oct.
• Ana Mar�a Trib�n Uribe, 2006, "Tasa De Rendimiento De Capital De Colombia Para El Per�Odo Entre 1990-2001," Borradores de Economia, Banco de la Republica, number 3540, Jul.
• Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo, 2006, "Una Aproximaci�n a La Din�mica de las Tasas de Inter�s de Corto Plazo en Colombia a trav�s de Modelos GARCH Multivariados," Borradores de Economia, Banco de la Republica, number 3694, Feb.
• Carlos Andrés Amaya, 2006, "Interest Rate Setting and the Colombian Monetary Transmission Mechanism," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 24, issue 50, pages 48-97, DOI: 10.32468/Espe.5002.
• Alicia Garcia-Herrero & Alvaro Ortiz, 2006, "The Role of Global Risk Aversion in Explaining Sovereign Spreads," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2006, pages 125-155.
• Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2006, "Learning About the Term Structure and Optimal Rules for Inflation Targeting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5896, Oct.
• Bekaert, Geert & Cho, Seonghoon & Moreno Ibáñez, Antonio, 2006, "New-Keynesian Macroeconomics and the Term Structure," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5956, Nov.
• Minoas Koukouritakis & Leo Michelis, 2006, "The Term Structure of Interest Rates in the European Union," Working Papers, University of Crete, Department of Economics, number 0611, May.
• Pradeep Dubey & John Geanakoplos, 2006, "Money and Production, and Liquidity Trap," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1574, Jul.
• Troy Davig & Jeffrey R. Gerlach, 2006, "Monetary Policy, the Bond Market, and Changes in FOMC Communication Policy," Working Papers, Economics Department, William & Mary, number 31, Jul.
• NANDWA, Boaz, 2006, "On The Fisher Effect And Inflation Dynamics In Low-Income Countries: An Assessment Of Sub-Saharan Africa Economies," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 1.
• Peter C. B. Phillips & Jun Yu, 2006, "A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22472, Jan.
• Bindseil, Ulrich & Papadia, Francesco, 2006, "Credit risk mitigation in central bank operations and its effects on financial markets: the case of the Eurosystem," Occasional Paper Series, European Central Bank, number 49, Aug.
• Kok, Christoffer & Werner, Thomas, 2006, "Bank interest rate pass-through in the euro area: a cross country comparison," Working Paper Series, European Central Bank, number 580, Jan.
• Cappiello, Lorenzo & Manganelli, Simone & Hördahl, Peter & Kadareja, Arjan, 2006, "The impact of the euro on financial markets," Working Paper Series, European Central Bank, number 598, Mar.
• Welz, Peter, 2006, "Assessing predetermined expectations in the standard sticky-price model: a Bayesian approach," Working Paper Series, European Central Bank, number 621, May.
• Andersson, Magnus & Hansen, Lars Jul & Sebestyén, Szabolcs, 2006, "Which news moves the euro area bond market?," Working Paper Series, European Central Bank, number 631, May.
• Brand, Claus & Turunen, Jarkko & Buncic, Daniel, 2006, "The impact of ECB monetary policy decisions and communication on the yield curve," Working Paper Series, European Central Bank, number 657, Jul.
• Leitemo, Kai, 2006, "Targeting inflation by forecast feedback rules in small open economies," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 3, pages 393-413, March.
• Wu, Shu & Zeng, Yong, 2006, "The term structure of interest rates under regime shifts and jumps," Economics Letters, Elsevier, volume 93, issue 2, pages 215-221, November.
• Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna, 2006, "Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 339-358.
• Hordahl, Peter & Tristani, Oreste & Vestin, David, 2006, "A joint econometric model of macroeconomic and term-structure dynamics," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 405-444.
• Breitung, Jorg & Candelon, Bertrand, 2006, "Testing for short- and long-run causality: A frequency-domain approach," Journal of Econometrics, Elsevier, volume 132, issue 2, pages 363-378, June.
• Deschamps, Philippe J., 2006, "A flexible prior distribution for Markov switching autoregressions with Student-t errors," Journal of Econometrics, Elsevier, volume 133, issue 1, pages 153-190, July.
• Bartolini, Leonardo & Prati, Alessandro, 2006, "Cross-country differences in monetary policy execution and money market rates' volatility," European Economic Review, Elsevier, volume 50, issue 2, pages 349-376, February.
• Kocenda, Evzen & Valachy, Juraj, 2006, "Exchange rate volatility and regime change: A Visegrad comparison," Journal of Comparative Economics, Elsevier, volume 34, issue 4, pages 727-753, December.
• Ana Paula Martins, 2006, "On Simple Conditions for Mixed Equilibria in Dualistic Models. Part I: Degree of Mobility," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2006_03, Jun.
• Ana Paula Martins, 2006, "On Simple Conditions for Mixed Equilibria in Dualistic Models. Part II: Degree of Coverage," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2006_04, Jun.
• García-Herrero, Alicia & Ortiz, Alvaro, 2006, "The role of global risk aversion in explaining sovereign spreads," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123127, Oct.
• Francis X. Diebold & Lei Ji & Canlin Li, 2006, "A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources and Generalized Duration," Chapters, Edward Elgar Publishing, chapter 9, in: Lawrence R. Klein, "Long-run Growth and Short-run Stabilization".
• Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006, "Learning About the Term Structure and Optimal Rules for Inflation Targeting," 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-2006-058-F&A, Oct.
• Nikolaos Mylonidis, 2006, "Time-Varying Risk Premia in the Single European Treasury Bill Market," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 65-84.
• Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006, "The Bond Yield “Conundrum” from a Macro-Finance Perspective," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-16, May, DOI: 10.24148/wp2006-16.
• Glenn D. Rudebusch & John C. Williams, 2006, "Revealing the secrets of the temple: the value of publishing central bank interest rate projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-31.
• Andrew Ang & Geert Bekaert & Min Wei, 2006, "Do macro variables, asset markets, or surveys forecast inflation better?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-15.
• Marco Bassetto & Christopher Phelan, 2006, "Tax riots," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-04.
• V. V. Chari & Patrick J. Kehoe, 2006, "Modern macroeconomics in practice: how theory is shaping policy," Staff Report, Federal Reserve Bank of Minneapolis, number 376.
• Mathias Hoffmann & Ronald MacDonald, 2006, "A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials," Working Papers, Business School - Economics, University of Glasgow, number 2007_36, Jul.
• Theophile Azomahou & Claude Diebolt & Tapas Mishra, 2006, "Spatial Persistence of Demographic Shocks and Economic Growth," Post-Print, HAL, number hal-00279269, DOI: 10.1016/j.jmacro.2007.08.013.
• Grégory Levieuge, 2006, "Règle de Taylor vs Règle-ICM : Applications à la zone euro," Post-Print, HAL, number halshs-00204035.
• Jean-Pascal Bénassy, 2006, "Liquidity effects in non-Ricardian economies," Post-Print, HAL, number halshs-00754156, May, DOI: 10.1111/j.1467-9442.2006.00440.x.
• van Hemert, Otto, 2006, "Life-Cycle Housing and Portfolio Choice with Bond Markets," SIFR Research Report Series, Institute for Financial Research, number 44, Sep.
• Zagaglia, Paolo, 2006, "The Predictive Power of the Yield Spread under the Veil of Time," Research Papers in Economics, Stockholm University, Department of Economics, number 2006:4, Jun.
• Zagaglia, Paolo, 2006, "Does the Yield Spread Predict the Output Gap in the U.S.?," Research Papers in Economics, Stockholm University, Department of Economics, number 2006:5, May.
• Selander, Carina, 2006, "Chartist Trading in Exchange Rate Theory," Umeå Economic Studies, Umeå University, Department of Economics, number 698, Nov.
• Kjellberg, David, 2006, "Measuring Expectations," Working Paper Series, Uppsala University, Department of Economics, number 2006:9, Feb.
• Alexius, Annika & Welz, Peter, 2006, "Can a time-varying equilibrium real interest rate explain the excess sensitivity puzzle?," Working Paper Series, Uppsala University, Department of Economics, number 2006:20, Sep.
• Sugita, Katsuhiro & 杉田, 勝弘, 2006, "Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2006-15, Nov.
• Ansgar Belke & Thorsten Polleit, 2006, "How the ECB and the US Fed Set Interest Rates," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany, number 269/2006.
• Nuno Cassola & Christian Ewerhart & Claudio Morana, 2006, "Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem," ICER Working Papers, ICER - International Centre for Economic Research, number 26-2006, Jul.
• Schwarzbauer, Wolfgang, 2006, "Financial Structure and its Impact on the Convergence of Interest Rate Pass-through in Europe. A Time-varying Interest Rate Pass-through Model," Economics Series, Institute for Advanced Studies, number 191, Sep.
• Reschreiter, Andreas, 2006, "Indexed Bonds and Revisions of Inflation Expectations," Economics Series, Institute for Advanced Studies, number 199, Nov.
• Naohiko Baba & Motoharu Nakashima & Yosuke Shigemi & Kazuo Ueda, 2006, "The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market," International Journal of Central Banking, International Journal of Central Banking, volume 2, issue 1, March.
• Naohiko Baba, 2006, "Financial Market Functioning and Monetary Policy: Japan's Experience," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 24, issue S1, pages 39-71, December.
• Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006, "The Bond Yield "Conundrum" from a Macro-Finance Perspective," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 24, issue S1, pages 83-109, December.
• Mr. Gaston Gelos, 2006, "Banking Spreads in Latin America," IMF Working Papers, International Monetary Fund, number 2006/044, Feb.
• Hortènsia Fontanals & Elisabet Ruiz & Catalina Bolancé, 2006, "Term structure of interest rate. european financial integration," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200610, Dec, revised Dec 2006.
• Ángel León & Francis Benito & Juan Nave, 2006, "Modeling The Euro Overnight Rate," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-11, Jun.
• Marco Lyrio & Hans Dewachter & Konstantijn Maes, 2006, "A joint model for the term structure of interest rates and the macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 4, pages 439-462, DOI: 10.1002/jae.848.
• Markku Lanne, 2006, "Nonlinear dynamics of interest rate and inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 8, pages 1157-1168, DOI: 10.1002/jae.908.
• Abdullatif, Alani Emad M.A., 2006, "Crowding-out and Crowding-in Effects of Government Bonds Market on Private Sector Investment (Japanese Case Study)," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 74, Oct.
• Nehls Hiltrud, 2006, "The Interest Rate Pass-Through in German Banking Groups," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 226, issue 4, pages 463-480, August, DOI: 10.1515/jbnst-2006-0407.
• L. Wray, 2006, "Keynes's Approach to Money: An Assessment After Seventy Years," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 34, issue 2, pages 183-193, June, DOI: 10.1007/s11293-006-9005-2.
• Boris Hofmann, 2006, "EMU and the transmission of monetary policy: evidence from business lending rates," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 33, issue 4, pages 209-229, September, DOI: 10.1007/s10663-006-9002-3.
• Pedro Gomes & Pedro Bom & Pedro Leão, 2006, "The Effect of Labor Share on the Natural Interest Rate," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 1, pages 140-140, February, DOI: 10.1007/s11294-006-6147-6.
• Samih Azar, 2006, "Liquidity Cost Premia," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 4, pages 461-467, November, DOI: 10.1007/s11294-006-9040-4.
• Emanuel Leao & Pedro Leao, 2006, "Technological Innovations and the Interest Rate," Journal of Economics, Springer, volume 89, issue 2, pages 129-163, November, DOI: 10.1007/s00712-006-0205-7.
• Dragon Tang & Hong Yan, 2006, "Macroeconomic Conditions, Firm Characteristics, and Credit Spreads," Journal of Financial Services Research, Springer;Western Finance Association, volume 29, issue 3, pages 177-210, June, DOI: 10.1007/s10693-006-7625-y.
• Costas Milas & Ilias Lekkos & Theodore Panagiotidis, 2006, "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2006/05, Apr.
• Helge Berger & Jakob de Haan & Jan-Egbert Sturm, 2006, "Does money matter in the ECB strategy?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 06-125, Jan, DOI: 10.3929/ethz-a-005118418.
• Michael J. Lamla & Sarah M. Rupprecht, 2006, "The Impact of ECB Communication on Financial Market Expectations," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 06-135, Apr, DOI: 10.3929/ethz-a-005187503.
• Kocsis, Zalán & Mosolygó, Zsuzsa, 2006, "A devizakötvény-felárak és a hitelminősítések összefüggése - keresztmetszeti elemzés. A cross-section analysis
  [The relationship of international bond spreads and sovereign credit ratings]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 769-798.
• Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2006, "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Discussion Paper Series, Department of Economics, Loughborough University, number 2006_6, Mar, revised Mar 2006.
• Viktors Ajevskis & Kristine Vitola, 2006, "A Factor Model of the Term Structure of Interest Rates and Risk Premium Estimation for Latvia's Money Market," Working Papers, Latvijas Banka, number 2006/01, Feb.
• Dewachter, Hans & Lyrio, Marco, 2006, "Macro Factors and the Term Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 1, pages 119-140, February, DOI: 10.1353/mcb.2006.0014.
• Baum, Christopher F. & Barkoulas, John, 2006, "Dynamics of Intra-EMS Interest Rate Linkages," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 2, pages 469-482, March, DOI: 10.1353/mcb.2006.0024.
• Péter Gábriel & Klára Pintér, 2006, "Whom should we believe? Information content of the yield curve and analysts’ expectations," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 1, issue 2, pages 6-13, December.
• Péter Gábriel & Klára Pintér, 2006, "The effect of the MNB’s communication on financial markets," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/9.
• Gianluca Di Lorenzo & Giuseppe Marotta, 2006, "Multiple breaks in lending rate pass-through A cross country study for the euro area," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0524, Feb.
• Giuseppe Marotta, 2006, "Structural breaks in the interest rate pass-through and the euro. A cross-country study in the euro area and the UK," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0549, Dec.
• Gianluca Di Lorenzo & Giuseppe Marotta, 2006, "Multiple breaks in lending rate pass-through A cross country study for the euro area," Heterogeneity and monetary policy, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica, number 0602, Feb.
• Gianluca Di Lorenzo & Giuseppe Marotta, 2006, "Multiple breaks in lending rate pass-through A cross country study for the euro area," Heterogeneity and monetary policy, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica, number 0603, Feb.
• Giuseppe Marotta, 2006, "Structural breaks in the interest rate pass-through and the euro. A cross-country study in the euro area and the UK," Heterogeneity and monetary policy, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica, number 0612, Dec.
• J. Boeckx, 2006, "Globalisation and monetary policy," Economic Review, National Bank of Belgium, issue ii, pages 7-22, September.
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• Kenneth Kuttner, 2006, "Can Central Banks Target Bond Prices?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12454, Aug.
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• John Duffy & Wei Xiao, 2006, "The Value of Interest Rate Stabilization Policies When Agents are Learning," Working Paper, Department of Economics, University of Pittsburgh, number 284, Sep, revised Oct 2006.
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• Henrard, Marc, 2006, "TIPS Options in the Jarrow-Yildirim model," MPRA Paper, University Library of Munich, Germany, number 1423, Jan.
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