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

2006

• Donal Bredin & Stuart Hyde & Gerard O'Reilly, 2006, "Monetary policy surprises and international bond markets," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1160, Oct.
• Bertrand Candelon & Gianluca Cubadda, 2006, "Testing for Parameter Stability in Dynamic Models Across Frequencies," CEIS Research Paper, Tor Vergata University, CEIS, number 82, May.
• David Cobham, 2006, "Using Taylor Rules to Assess the Relative Activism of the European Central Bank, the Bank of England and the Federal Reserve Board," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0602, Sep.
• Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2006, "Endogenous State Prices, Liquidity, Default, and the Yield Curve," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe15.
• Jagjit Chadha & Sean Holly, 2006, "Macroeconomic Models and the Yield Curve," Computing in Economics and Finance 2006, Society for Computational Economics, number 105, Jul.
• Esben Hoeg & Per Frederiksen, 2006, "The Fractional OU Process: Term Structure Theory and Application," Computing in Economics and Finance 2006, Society for Computational Economics, number 194, Jul.
• Federico Ravenna & University of California & Juha Seppala & University of Illinois, 2006, "Monetary Policy and the Term Structure of Interest Rates," Computing in Economics and Finance 2006, Society for Computational Economics, number 197, Jul.
• Peter Hördahl & Oreste Tristani & David Vestin, 2006, "The term structure of inflation risk premia and macroeconomic dynamics," Computing in Economics and Finance 2006, Society for Computational Economics, number 203, Jul.
• Ricardo Gimeno & Juan M. Nave, 2006, "Using genetic algorithms to improve the term structure of interest rates fitting," Computing in Economics and Finance 2006, Society for Computational Economics, number 276, Jul.
• Silvia Sgherri & Marco J. Lombardi, 2006, "(Un)naturally low?," Computing in Economics and Finance 2006, Society for Computational Economics, number 321, Jul.
• Costanza Torricelli & Marianna Brunetti, 2006, "Economic activity and Recession Probabilities: spread predictive power in Italy," Computing in Economics and Finance 2006, Society for Computational Economics, number 350, Jul.
• Massimiliano Marzo & Ulf Sodestrom & Paolo Zagaglia, 2006, "Monetary Policy and the Term Structure: A Fully Structural DSGE approach," Computing in Economics and Finance 2006, Society for Computational Economics, number 352, Jul.
• Bianca De Paoli & Alasdair Scott & Olaf Weeken, 2006, "Asset pricing implications of a New Keynesian model," Computing in Economics and Finance 2006, Society for Computational Economics, number 358, Jul.
• Paolo Zagaglia & Massimiliano Marzo & Ingvar Strid, 2006, "Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model," Computing in Economics and Finance 2006, Society for Computational Economics, number 392, Jul.
• Erdenebat Bataa & Dong Heon Kim & Denise R. Osborn, 2006, "On the Expectations Hypothesis in US Term Structure," Computing in Economics and Finance 2006, Society for Computational Economics, number 508, Jul.
• Thomas Laubach & Robert J. Tetlow & John C. Williams, 2006, "Macroeconomic factors in the term structure of interest rates when agents learn," Computing in Economics and Finance 2006, Society for Computational Economics, number 83, Jul.
• Marie Briere, 2006, "Market Reactions to Central Bank Communication Policies :Reading Interest Rate Options Smiles," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 38.
• Raoul Pietersz & Marcel Regenmortel, 2006, "Generic market models," Finance and Stochastics, Springer, volume 10, issue 4, pages 507-528, December, DOI: 10.1007/s00780-006-0023-3.
• Nathanael Ringer & Michael Tehranchi, 2006, "Optimal portfolio choice in the bond market," Finance and Stochastics, Springer, volume 10, issue 4, pages 553-573, December, DOI: 10.1007/s00780-006-0019-z.
• Suzan Hol, 2006, "Determinants of long-term interest rates in the Scandinavian countries," Discussion Papers, Statistics Norway, Research Department, number 469, Aug.
• Nuno Cassola & Claudio Morana, 2006, "Volatility of interest rates in the euro area: Evidence from high frequency data," The European Journal of Finance, Taylor & Francis Journals, volume 12, issue 6-7, pages 513-528, DOI: 10.1080/13518470500162758.
• Olcay Yucel Culha & Fatih Ozatay & Gulbin Sahinbeyoglu, 2006, "The Determinants of Sovereign Spreads in Emerging Markets," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0604.
• Ozge Akinci & Burcu Gurcihan & Refet Gurkaynak & Ozgur Ozel, 2006, "Devlet Ic Borclanma Senetleri Icin Getiri Egrisi Tahmini," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0608.
• Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006, "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-88.
• Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006, "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Other publications TiSEM, Tilburg University, School of Economics and Management, number fddff8c7-43e7-4776-9b72-4.
• Bernoth, Kerstin & Hagen, Jürgen von & Schuknecht, Ludger, 2006, "Sovereign Risk Premiums in the European Government Bond Market," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 151, May.
• Pilar Abad & Sonia Benito, 2006, "Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0604.
• Richard H. Clarida & Lucio Sarno & Mark P. Taylor & Giorgio Valente, 2006, "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," The Journal of Business, University of Chicago Press, volume 79, issue 3, pages 1193-1224, May, DOI: 10.1086/500674.
• J.Marcelo Ochoa, 2006, "An interpretation of an affine term structure model of Chile," Estudios de Economia, University of Chile, Department of Economics, volume 33, issue 2 Year 20, pages 155-184, December.
• John K. Ashton & Robert Hudson, 2006, "Interest Rate Clustering in UK Financial Services Markets," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP), Centre for Competition Policy, University of East Anglia, Norwich, UK., number 2006-14, Oct.
• Tapas K. Mishra, 2006, "A Further Look into the Demography-based GDP Forecasting Method," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2006-17.
• Bevilacqua, Franco, 2006, "Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2006-012.
• Bevilacqua, Franco, 2006, "Random walks and cointegration relationships in international parity conditions between Germany and USA for the Bretton-Woods period," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2006-016.
• Ruby Shih & David E. A. Giles, 2006, "Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada," Econometrics Working Papers, Department of Economics, University of Victoria, number 0605, Sep.
• Jansen, Pieter W., 2006, "Did capital market convergence lower the effectiveness of the interest rate as a monetary policy tool?," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0010.
• Jansen, Pieter W., 2006, "Low inflation, a high net savings surplus and institutional restrictions keep the Japanese long-term interest rate low," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0011.
• Leo Krippner, 2006, "A Yield Curve Perspective on Uncovered Interest Parity," Working Papers in Economics, University of Waikato, number 06/16, Dec.
• Tigran Poghosyan & Evzen Kocenda, 2006, "Foreign Exchange Risk Premium Determinants: Case of Armenia," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp811, Feb.
• Roman Horv??th, 2006, "Real-Time Time-Varying Equilibrium Interest Rates: Evidence on the Czech Republic," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp848, Oct.
• Bal??zs ??gert & Jesus Crespo-Cuaresma & Thomas Reininger, 2006, "Interest Rate Pass-Through in Central and Eastern Europe: Reborn from Ashes Merely to Pass Away?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp851, Nov.
• Hans Dewachter & Marco Lyrio & 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, May, 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, December, DOI: 10.1002/jae.908.
• Enlin Pan & Liuren Wu, 2006, "Taking Positive Interest Rates Seriously," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Kempa, Michal, 2006, "Money market volatility: a simulation study," Bank of Finland Research Discussion Papers, Bank of Finland, number 13/2006.
• Ravenna, Federico & Seppälä, Juha, 2006, "Monetary policy and rejections of the expectations hypothesis," Bank of Finland Research Discussion Papers, Bank of Finland, number 25/2006.
• Offermanns, Christian J. & Nautz, Dieter, 2006, "The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the term spread," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,01.
• Lemke, Wolfgang & Archontakis, Theofanis, 2006, "Bond pricing when the short term interest rate follows a threshold process," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,06.
• Bernoth, Kerstin & Wolff, Guntram B., 2006, "Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,19.
• Hallerberg, Mark & Wolff, Guntram B., 2006, "Fiscal institutions, fiscal policy and sovereign risk premia," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,35.
• Parpas, Panos & Rustem, Berc & Wieland, Volker & Zakovic, Stan, 2006, "Mean variance optimization of non-linear systems and worst-case analysis," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/03.
• Beck, Günter W. & Wieland, Volker, 2006, "Money in monetary policy design under uncertainty: The two-pillar Phillips curve versus ECB-style cross-checking," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/17.
• Beck, Günter W. & Wieland, Volker, 2006, "Money in monetary policy design under uncertainty: A formal characterization of ECB-style cross-checking," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/18.
• Belke, Ansgar & Polleit, Thorsten, 2006, "How the ECB and US Fed set interest rates," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 72.
• Berger, Helge & de Haan, Jakob & Sturm, Jan-Egbert, 2006, "Does money matter in the ECB strategy? New evidence based on ECB communication," Discussion Papers, Free University Berlin, School of Business & Economics, number 2006/1.
• Weber, Enzo, 2006, "British interest rate convergence between the US and Europe: A recursive cointegration analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-005.
• Köhler, Matthias & Hommel, Judith & Grote, Matthias, 2006, "The Role of Banks in the Transmission of Monetary Policy in the Baltics," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 06-005.

2005

• Terenzio Cozzi, 2005, "Una rivisitazione delle teorie di Modigliani sulla finanza," Moneta e Credito, Economia civile, volume 58, issue 230-231, pages 233-254.
• Timothy Cogley, 2005, "Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 8, issue 2, pages 420-451, April, DOI: 10.1016/j.red.2005.01.004.
• Jean-Pascal Benassy, 2005, "Interest Rate Rules, Price Determinacy and the Value of Money in a non Ricardian World," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 8, issue 3, pages 651-667, July, DOI: 10.1016/j.red.2005.01.013.
• Andrew Ang & Sen Dong, 2005, "No-Arbitrage Taylor Rules," 2005 Meeting Papers, Society for Economic Dynamics, number 22.
• Christopher Phelan & Marco Bassetto, 2005, "Tax Riots," 2005 Meeting Papers, Society for Economic Dynamics, number 433.
• Juha Seppala & Federico Ravenna, 2005, "Monetary Policy and the Term Structure of Interest Rates," 2005 Meeting Papers, Society for Economic Dynamics, number 804.
• Marcio Gomes Pinto Garcia & Alexandre Lowenkron, 2005, "Cousin risks: the extent and the causes of positive correlation between country and currency risks," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 507, Sep.
• Konstantinos Drakos, 2005, "The Elasticity of Substitution across Maturities in International Capital Markets: A Simple Test," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 20, pages 727-745.
• Tao Wu & Glenn Rudebusch, 2005, "The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective," Computing in Economics and Finance 2005, Society for Computational Economics, number 3, Nov.
• Refet Gürkaynak & Brian Sack, 2005, "Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements," Computing in Economics and Finance 2005, Society for Computational Economics, number 323, Nov.
• Wolfgang Lemke, 2005, "Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations," Computing in Economics and Finance 2005, Society for Computational Economics, number 341, Nov.
• Min Wei & Stefania D'Amico & Don H. Kim, 2005, "TIPS: Taking Inflation Premium Seriously," Computing in Economics and Finance 2005, Society for Computational Economics, number 363, Nov.
• Bovorn Vichiansin, 2005, "Bond Yield Predictability and Estimation of Affine Term Structure Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 390, Nov.
• A. Onatski & V. Karguine, 2005, "Curve Forecasting by Functional Autoregression," Computing in Economics and Finance 2005, Society for Computational Economics, number 59, Nov.
• Christina Gerberding & Franz Seitz & Andreas Worms, 2005, "How the Bundesbank really conducted monetary policy," Computing in Economics and Finance 2005, Society for Computational Economics, number 60, Nov.
• Albert Lee Chun, 2005, "Expectations, Bond Yields and Monetary Policy," Discussion Papers, Stanford Institute for Economic Policy Research, number 04-023, Jun, revised Nov 2010.
• Günter Coenen, 2005, "Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models," Empirical Economics, Springer, volume 30, issue 1, pages 65-75, January, DOI: 10.1007/s00181-004-0214-8.
• Teresa Corzo Santamaría & Javier Gómez Biscarri, 2005, "Nonparametric estimation of convergence of interest rates: Effects on bond pricing," Spanish Economic Review, Springer;Spanish Economic Association, volume 7, issue 3, pages 167-190, September, DOI: 10.1007/s10108-004-0094-2.
• Oscar Bajo-Rubio & Carmen Diaz-Roldan & Vicente Esteve, 2005, "Is the Fisher effect non-linear? some evidence for Spain, 1963-2002," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 12, pages 849-854, DOI: 10.1080/09603100500123187.
• Koijen, R.S.J. & Nijman, T.E. & Werker, B.J.M., 2005, "Labor Income and the Demand for Long-term Bonds," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-95.
• Eijffinger, S.C.W. & Tesfaselassie, M.F., 2005, "Central Bank Forecasts and Disclosure Policy : Why it Pays to be Optimistic," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7f9abf44-b1ec-45ff-88c4-7.
• Nobuyuki Oda & Kazuo Ueda, 2005, "The Effects of the Bank of Japan's Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-336, Apr.
• Naohiko Baba & Motoharu Nakashima & Yosuke Shigemi & Kazuo Ueda, 2005, "The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-339, Apr.
• Naohiko Baba & Motoharu Nakashima & Yousuke Shigemi & Kazuo Ueda, 2005, "The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-374, Sep.
• Nobuhiro Kiyotaki & John Moore, 2005, "Financial Deepening," Journal of the European Economic Association, MIT Press, volume 3, issue 2-3, pages 701-713, 04/05.
• Alberto Alesina & Silvia Ardagna & Giuseppe Nicoletti & Fabio Schiantarelli, 2005, "Regulation And Investment," Journal of the European Economic Association, MIT Press, volume 3, issue 4, pages 791-825, June.
• Benjamin Ford & Karen Taylor, 2005, "Recent developments in Australian bond yields," Economic Roundup, The Treasury, Australian Government, issue 4, pages 111-120, December.
• Eduardo Levy Yeyati, 2005, "Financial Dollarisation: Evaluating The Consequences," Business School Working Papers, Universidad Torcuato Di Tella, number findollarisation.
• Seonghoon Cho & Antonio Moreno & Geert Bekaert, 2005, "New-Keynesian Macroeconomics and the Term Structure," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 04/05, Apr.
• Candelon, B. & Cubadda, G., 2005, "Testing for parameter stability in dynamic models across frequencies," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 021, Jan, DOI: 10.26481/umamet.2005021.
• Bruinshoofd, W.A. & Candelon, B. & Raabe, K., 2005, "Banking sector strength and the transmission of currency crises," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 022, Jan, DOI: 10.26481/umamet.2005022.
• Elisa Alòs & Christian-Olivier Ewald, 2005, "A note on the Malliavin differentiability of the Heston volatility," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 880, Aug.
• Carl Chiarella & Thuy-Duong To, 2005, "The Multifactor Nature of the Volatility of the Eurodollar Futures Market," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 150, Jan.
• Carl Chiarella & Hing Hung & Thuy-Duong To, 2005, "The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 151, Jan.
• Carl Chiarella & Christina Nikitopoulos-Sklibosios & Erik Schlogl, 2005, "A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 167, Sep.
• Leo Krippner, 2005, "An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models," Working Papers in Economics, University of Waikato, number 05/01, Jan.
• Leo Krippner, 2005, "Investigating the Relationships between the Yield Curve, Output and Inflation using an Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models," Working Papers in Economics, University of Waikato, number 05/02, Feb.
• Leo Krippner, 2005, "Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve," Working Papers in Economics, University of Waikato, number 05/03, Mar.
• Leo Krippner, 2005, "A New Framework for Yield Curve, Output and Inflation Relationships," Working Papers in Economics, University of Waikato, number 05/07, Dec.
• Lucjan T. Orlowski & Kirsten Lommatzsch, 2005, "Bond Yield Compression in the Countries Converging to the Euro," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp799, Oct.
• Marc Henrard, 2005, "Bermudan swaptions in Hull-White one-factor model: analytical and numerical approaches," Finance, University Library of Munich, Germany, number 0505023, May.
• Angelo Baglioni & Andrea Monticini, 2005, "The intraday price of money: evidence from the e-MID market," Finance, University Library of Munich, Germany, number 0507020, Jul.
• Karlo Kauko, 2005, "Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data," Finance, University Library of Munich, Germany, number 0508020, Aug.
• Georg Mosburger & Paul Schneider, 2005, "Modelling International Bond Markets with Affine Term Structure Models," Finance, University Library of Munich, Germany, number 0509003, Sep.
• Marc Henrard, 2005, "Convexity adjustment and delivery option in Australian dollar 90 Day Bills Futures," Finance, University Library of Munich, Germany, number 0509027, Sep.
• Marc Henrard, 2005, "Libor Market Model and Gaussian HJM explicit approaches to option on composition," Finance, University Library of Munich, Germany, number 0511016, Nov, revised 07 Dec 2005.
• Albert Lee Chun, 2005, "Expectations, Bond Yields and Monetary Policy," Finance, University Library of Munich, Germany, number 0512006, Dec.
• Gunther Schnabl & Christian Danne, 2005, "The Changing Role of the Yen/Dollar Exchange Rate for Japanese Monetary Policy," International Finance, University Library of Munich, Germany, number 0503001, Mar.
• Alicia Garcia Herrero & Alvaro Ortiz, 2005, "The Role Of Global Risk Aversion In Explaining Latin American Sovereign Spreads," International Finance, University Library of Munich, Germany, number 0503005, Mar.
• David Navrátil & Viktor Kotlán, 2005, "The CNB’s Policy Decisions – Are They Priced in by the Markets?," Macroeconomics, University Library of Munich, Germany, number 0503005, Mar.
• Juan Paez-Farrell, 2005, "Interest Rate Rules and the Response to the Output Gap," Macroeconomics, University Library of Munich, Germany, number 0503016, Mar.
• Andrea Monticini & Giacomo Vaciago, 2005, "Are Europe's Interest Rates led by FED Announcements?," Macroeconomics, University Library of Munich, Germany, number 0507022, Jul.
• Dionysios Chionis & Costas Leon, 2005, "Modeling Interest Rate Transmission Dynamics In Greece. Is There Any Structural Break After Emu?," Macroeconomics, University Library of Munich, Germany, number 0509016, Sep.
• Joerg Bibow, 2005, "Liquidity Preference Theory Revisited—To Ditch or to Build on It?," Method and Hist of Econ Thought, University Library of Munich, Germany, number 0508003, Aug.
• Shu Wu & Yong Zeng, 2005, "A General Equilibrium Model Of The Term Structure Of Interest Rates Under Regime-Switching Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 07, pages 839-869, DOI: 10.1142/S0219024905003323.
• A G Malliaris, 2005, "Economic Uncertainty, Instabilities and Asset Bubbles:Selected Essays," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5864, ISBN: ARRAY(0x851a4570).
• Fwu-Ranq Chang & A. G. Malliaris, 2005, "Asymptotic Growth under Uncertainty: Existence and Uniqueness," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "How big is the random walk in macroeconomic time series: Variance ratio tests," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "An empirical investigation among real, monetary and financial variables," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Walter F. Mullady & M. E. Malliaris, 2005, "Interest rates and inflation: A continuous time stochastic approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Mary E. Malliaris, 2005, "Decomposition of Inflation and its Volatility: A Stochastic Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris, 2005, "Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Silvana Stefani, 2005, "Money, inflation and interest rates: Illustrations from twelve European economies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jerome L. Stein, 2005, "Methodological issues in asset pricing: Random walk or chaotic dynamics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• George C. Philippatos & Efi Pilarinu & A. G. Malliaris, 2005, "Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "European Stock Market Fluctuations: Short And Long Term Links," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Marco Corazza & A. G. Malliaris, 2005, "Multi-Fractality in Foreign Currency Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Ramaprasad Bhar & A. G. Malliaris, 2005, "Are There Rational Bubbles In The U.S Stock Market? Overview And A New Test," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Marc D. Hayford & A. G. Malliaris, 2005, "Is The Federal Reserve Stock Market Bubble-Neutral?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• M. D. Hayford & A. G. Malliaris, 2005, "How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Marc D. Hayford & A. G. Malliaris, 2005, "Monetary Policy And The U.S. Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "The International Crash of October 1987: Causality Tests," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "The Impact Of The Persian Gulf Crisis On National Equity Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "Oil And World Stock Markets' Reaction To The Gulf Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Jorge Urrutia & A. G. Malliaris, 2005, "Equity And Oil Markets Under External Shocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris, 2005, "Global monetary instability: The role of the IMF, the EU and NAFTA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Kauko, Karlo, 2005, "Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data," Bank of Finland Research Discussion Papers, Bank of Finland, number 9/2005.
• Bjørnland, Hilde C. & Leitemo, Kai, 2005, "Identifying the interdependence between US monetary policy and the stock market," Bank of Finland Research Discussion Papers, Bank of Finland, number 17/2005.
• Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo, 2005, "Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2005-04.
• Blaskowitz, Oliver J. & Herwartz, Helmut & Cadenas Santiago, Gonzalo de, 2005, "Modeling the FIBOR/EURIBOR swap term structure: An empirical approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-024.
• Clostermann, Jörg & Seitz, Franz, 2005, "Are bond markets really overpriced: The case of the US," Arbeitsberichte – Working Papers, Technische Hochschule Ingolstadt (THI), number 11.
• Schnabl, Gunther & Danne, Christian, 2005, "The Changing Role of the Yen/Dollar Exchange Rate for Japanese Monetary Policy," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 290.
• Heinemann, Friedrich & Ullrich, Katrin, 2005, "Does it Pay to Watch Central Bankers' Lips? The Information Content of ECB Wording," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-70.
• Alan J. Auerbach & Maurice Obstfeld, 2005, "The Case for Open-Market Purchases in a Liquidity Trap," American Economic Review, American Economic Association, volume 95, issue 1, pages 110-137, March, DOI: 10.1257/0002828053828473.
• Pedro Gomes & Pedro Bom & Pedro Leão, 2005, "The Effect Of Labour Share On The Natural Rate Of Interest: Some Empirical Evidence," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 026.
• Fernando M. Gonçalves & Márcio Holland & Andrei D. Spacov, 2005, "Can Jurisdictional Uncertainty And Capital Controls Explain The High Level Of Real Interest Rates In Brazil? Evidence From Panel Data," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 028.
• Halid Konjhodžic & Tonci Svilokos, 2005, "The Management Of Interest Rate Risk In Small And Medium Banks," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• René Garcia & Richard Luger, 2005, "The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach," Staff Working Papers, Bank of Canada, number 05-36, DOI: 10.34989/swp-2005-36.
• Ladislav Wintr & Paolo Guarda & Abdelaziz Rouabah, 2005, "Estimating the natural interest rate for the euro area and Luxembourg," BCL working papers, Central Bank of Luxembourg, number 15, Jun.
• Alicia García-Herrero & Álvaro Ortiz, 2005, "The role of global risk aversion in explaining Latin American sovereign spreads," Working Papers, Banco de España, number 0505, Feb.
• Leonardo Gambacorta & Simonetta Iannotti, 2005, "Are there asymmetries in the response of bank interest rates monetary shocks?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 566, Nov.
• Carlos Andrés Amaya, 2005, "Interest Rate Setting and the Colombian Monetary Transmission Mechanism," Borradores de Economia, Banco de la Republica de Colombia, number 352, Sep, DOI: 10.32468/be.352.
• Luis Eduardo Arango & Luz Adriana Flórez, 2005, "Tramo Corto de la Curva de Rendimientos, Cambio de Régimen Inflacionario y Expectativas de Inflación en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 360, Dec, DOI: 10.32468/be.360.
• Silver, Mick & Heravi, Saeed, 2005, "A Failure in the Measurement of Inflation: Results From a Hedonic and Matched Experiment Using Scanner Data," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 269-281, July.
• Jeffery D. Amato, 2005, "The role of the natural rate of interest in monetary policy," BIS Working Papers, Bank for International Settlements, number 171, Mar.
• Naohiko Baba & Shinichi Nishioka & Nobuyuki Oda & Masaaki Shirakawa & Kazuo Ueda & Hiroshi Ugai, 2005, "Japan's deflation, problems in the financial system and monetary policy," BIS Working Papers, Bank for International Settlements, number 188, Nov.
• Hsiao‐Tang Hsu, 2005, "Capital Control And Domestic Interest Rates: A Generalized Model," Contemporary Economic Policy, Western Economic Association International, volume 23, issue 3, pages 456-464, July, DOI: 10.1093/cep/byi034.
• Julien Garnier & Bjørn-Roger Wilhelmsen, 2005, "The natural real interest rate and the output gap in the euro area: A joint estimation," Working Paper, Norges Bank, number 2005/14, Dec.
• Mariano Kulish, 2005, "Should Monetary Policy use Long-term Rates?," Boston College Working Papers in Economics, Boston College Department of Economics, number 635, Nov.
• Hibiki Ichiue, 2005, "How Do Monetary Policy Rules Affect Term Premia?," Bank of Japan Working Paper Series, Bank of Japan, number 05-E-14, Oct.
• Nobuyuki Oda & Kazuo Ueda, 2005, "The Effects of the Bank of Japan's Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach," Bank of Japan Working Paper Series, Bank of Japan, number 05-E-6, Apr.
• Ryo Kato & Yoshifumi Hisata, 2005, "Monetary Policy Uncertainty and Market Interest Rates," Bank of Japan Working Paper Series, Bank of Japan, number 05-E-7, Jun.
• Kugler, Peter & Weder, Beatrice, 2005, "Why are Returns on Swiss Franc Asset so Low?," Working papers, Faculty of Business and Economics - University of Basel, number 2005/08.
• Bhattacharjee, A. & Holly, S., 2005, "Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England’s MPC," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0530, Jun.
• Carlo Rosa & Giovanni Verga, 2005, "The Importance of the Wording of the ECB," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0694, Jun.
• Martin Fukac, 2005, "Inflation Expectations in the Czech Interbank Market," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp253, Mar.
• Christian Gollier, 2005, "The Consumption-Based Determinants of the Term Structure of Discount Rates," CESifo Working Paper Series, CESifo, number 1375.
• David Navratil & Viktor Kotlan, 2005, "The CNB's Policy Decisions - Are They Priced in by the Markets?," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2005/01, Feb.
• Taylor, Mark & Clarida, Richard & Sarno, Lucio & Valente, Giorgio, 2005, "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4835, Jan.
• Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2005, "Central Bank Forecasts and Disclosure Policy: Why it Pays to be Optimistic," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4854, Jan.
• Favero, Carlo A. & Söderström, Ulf & Kaminska, Iryna, 2005, "The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4910, Feb.
• Wolff, Christian & Verschoor, Willem F C & Jongen, Ron, 2005, "Time Variation in Term Premia: International Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4959, Mar.
• Kugler, Peter & Weder di Mauro, Beatrice, 2005, "Why Are Returns on Swiss Franc Assets So Low? Rare Events May Solve the Puzzle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5181, Aug.
• Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005, "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5259, Sep.
• Orphanides, Athanasios & Kim, Don H., 2005, "Term Structure Estimation with Survey Data on Interest Rate Forecasts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5341, Nov.
• Minoas Koukouritakis & Leo Michelis, 2005, "The Term Structures of Interest Rates in the New and Prospective EU Countries," Working Papers, University of Crete, Department of Economics, number 0505, 00.
• Minoas Koukouritakis & Leo Michelis, 2005, "Term Structure Linkages Among the New EU Countries and the EMU," Working Papers, University of Crete, Department of Economics, number 0515, 00.
• Peter C.B. Phillips & Jun Yu, 2005, "A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1523, Jun.
• Saadet Kirbas Kasman & Adnan Kasman & Evrim Turgutlu, 2005, "Fisher Hypothesis Revisited: A Fractional Cointegration Analysis," Discussion Paper Series, Dokuz Eylül University, Faculty of Business, Department of Economics, number 05/04, Nov, revised 23 Nov 2005.
• Dilip M. Nachane & Jose G. Clavel, 2005, "Forecasting Interest Rates - A Comparative Assessment Of Some Second Generation Non-Linear Models," Finance Working Papers, East Asian Bureau of Economic Research, number 22359, Jan.
• de Bondt, Gabe & Ferrando, Annalisa & Berg, Jesper & Van Rixtel, Adrian & Scopel, Silvia, 2005, "The bank lending survey for the euro area," Occasional Paper Series, European Central Bank, number 23, Feb.
• Ehrmann, Michael & Fratzscher, Marcel, 2005, "Transparency, disclosure and the federal reserve," Working Paper Series, European Central Bank, number 457, Mar.
• Del Negro, Marco & Schorfheide, Frank, 2005, "Monetary policy analysis with potentially misspecified models," Working Paper Series, European Central Bank, number 475, Apr.
• Ehrmann, Michael & Fratzscher, Marcel, 2005, "Communication and decision-making by central bank committees: different strategies, same effectiveness?," Working Paper Series, European Central Bank, number 488, May.
• Mojon, Benoît & Valla, Natacha & de Bondt, Gabe, 2005, "Term structure and the sluggishness of retail bank interest rates in euro area countries," Working Paper Series, European Central Bank, number 518, Sep.
• Brissimis, Sophocles N. & Kosma, Theodora, 2005, "Market power, innovative activity and exchange rate pass-through in the euro area," Working Paper Series, European Central Bank, number 531, Oct.
• Stracca, Livio, 2005, "Liquidity and real equilibrium interest rates: a framework of analysis," Working Paper Series, European Central Bank, number 542, Nov.