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

2005

• Stephen J. DAVIES, 2005, "National Money of Account, with a Second National Money or Local Monies as Means of Payment: A Way of Finessing the Zero Interest Rate Bound," Kobe Economic & Business Review, Research Institute for Economics & Business Administration, Kobe University, volume 49, pages 69-91, February.
• Naszódi, Anna & Krekó, Judit & Horváth, Csilla, 2005, "Kamatátgyűrűzés Magyarországon
  [Interest rate pass-through in Hungary (1997-2004)]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 356-376.
• Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2005, "On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models," Discussion Paper Series, Department of Economics, Loughborough University, number 2005_9, Sep, revised Sep 2005.
• Jorg Bibow, 2005, "Liquidity Preference Theory Revisited: To Ditch or to Build on It?," Economics Working Paper Archive, Levy Economics Institute, number wp_427, Aug.
• Viktors Ajevskis & Armands Pogulis, 2005, "Repegging of the Lats to the Euro: Implications for the Financial Sector," Working Papers, Latvijas Banka, number 2005/01, Jun.
• Dong Heon Kim, 2005, "Nonlinearity in the Term Structure," Economics Discussion Paper Series, Economics, The University of Manchester, number 0528.
• Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005, "Federal Funds Rate Prediction," Journal of Money, Credit and Banking, Blackwell Publishing, volume 37, issue 3, pages 449-471, June.
• Gianluca Di Lorenzo & Giuseppe Marotta, 2005, "A less effective monetary transmission in the wake of EMU? Evidence from lending rates pass-through," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0482, Feb.
• Costanza Torricelli & Marianna Brunetti, 2005, "The aim of the present work is to test the predictive power of the term spread in forecasting real economic growth rates and recession probabilities in Italy. According to the most recent literature, ," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0518, Dec.
• Gianluca Di Lorenzo & Giuseppe Marotta, 2005, "A less effective monetary transmission in the wake of EMU? Evidence from lending rates pass-through," Heterogeneity and monetary policy, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica, number 0503, Mar.
• Seok-Kyun Hur, 2005, "Money Growth and Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 11102, Feb.
• Christian Hellwig & Arijit Mukherji & Aleh Tsyvinski, 2005, "Self-Fulfilling Currency Crises: The Role of Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 11191, Mar.
• Andrew Ang & Geert Bekaert & Min Wei, 2005, "Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11538, Aug.
• Ernest Gnan & Doris Ritzberger-Grünwald, 2005, "The Natural Rate of Interest — Concepts and Appraisal for the Euro Area," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 19-47.
• Bernhard Grossmann & Eva Hauth & Silvia Pop, 2005, "Fiscal Spending Rules in Europe," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 82-88.
• Jeffery D. Amato, 2005, "The Role of the Natural Rate of Interest in Monetary Policy," CESifo Economic Studies, CESifo Group, volume 51, issue 4, pages 729-755.
• Miguel A. Ferreira, 2005, "Evaluating Interest Rate Covariance Models Within a Value-at-Risk Framework," Journal of Financial Econometrics, Oxford University Press, volume 3, issue 1, pages 126-168.
• Peter C. B. Phillips, 2005, "Jackknifing Bond Option Prices," The Review of Financial Studies, Society for Financial Studies, volume 18, issue 2, pages 707-742.
• Jakob Christensen, 2005, "Special Data Section Domestic Debt Markets in Sub-Saharan Africa," IMF Staff Papers, Palgrave Macmillan, volume 52, issue 3, pages 1-7.
• Flavio Angelini & Stefano Herzel, 2005, "Implied Volatilities of Caps: a Gaussian approach," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 09/2005, May.
• Vargas, Gregorio A., 2005, "Macroeconomic Determinants of the Movement of the Yield Curve," MPRA Paper, University Library of Munich, Germany, number 53117, Mar.
• Amarasekara, Chandranath, 2005, "Interest Rate Pass-through in Sri Lanka," MPRA Paper, University Library of Munich, Germany, number 64865.
• Karel Brůna, 2005, "Mechanismus stabilizace ultrakrátkých úrokových sazeb prostřednictvím repo operací České národní banky
  [The stabilization mechanism of ultra short-term interest rates in the context of Czech nation," Politická ekonomie, Prague University of Economics and Business, volume 2005, issue 4, pages 459-476, DOI: 10.18267/j.polek.517.
• Terenzio Cozzi, 2005, "Una rivisitazione delle teorie di Modigliani sulla finanza," Moneta e Credito, Economia civile, volume 58, issue 230-231, pages 233-254.

2004

• José Luís Oreiro & Luiz Fernando de Paula & Guilherme Jonas C. da Silva, 2004, "For a partially convertible currency: A critique to Arida and Bacha," Brazilian Journal of Political Economy, Center of Political Economy, volume 24, issue 2, pages 226-243.
• Willem THORBECKE & Hanjiang ZHANG, 2008, "Monetary Policy Surprises and Interest Rates: Choosing between the Inflation-Revelation and Excess Sensitivity Hypotheses," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 08031, Aug.
• Carlos Vieira, 2004, "The Deficit?Interest Rate Connection: an empirical assessment of the EU," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 5_2004.
• Tomáš Holinka & Vladimír Stiller, 2004, "The Impact of the Regime-Shift Premium on Forward Interest Rates and Inflation Expectations in the Czech Republic (in Czech)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 54, issue 5-6, pages 190-201, May.
• Michael D. Bordo & Joseph G. Haubrich, 2004, "The yield curve, recessions, and the credibility of the monetary regime: long-run evidence, 1875-1997," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0402, DOI: 10.26509/frbc-wp-200402.
• Andrew Ang & Geert Bekaert, 2004, "The term structure of real rates and expected inflation," Proceedings, Federal Reserve Bank of San Francisco, issue mar.
• Glenn D. Rudebusch & Tao Wu, 2004, "A macro-finance model of the term structure, monetary policy, and the economy," Proceedings, Federal Reserve Bank of San Francisco, issue mar.
• Sharon Kozicki & Peter A. Tinsley, 2004, "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Proceedings, Federal Reserve Bank of San Francisco, issue mar.
• Miguel A. Ferreira & Jose A. Lopez, 2004, "Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework," Working Paper Series, Federal Reserve Bank of San Francisco, number 2004-03, Mar, DOI: 10.24148/wp2004-03.
• Glenn D. Rudebusch & Tao Wu, 2005, "Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models," Working Paper Series, Federal Reserve Bank of San Francisco, number 2004-25, Nov, DOI: 10.24148/wp2004-25.
• Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2004, "Do actions speak louder than words? the response of asset prices to monetary policy actions and statements," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-66.
• Michael Ehrmann & Marcel Fratzscher, 2004, "Equal size, equal role? interest rate interdependence between the euro area and the United States," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 800.
• Daniel L. Thornton, 2004, "Testing the expectations hypothesis: some new evidence for Japan," Review, Federal Reserve Bank of St. Louis, volume 86, issue Sep, pages 21-40.
• Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2004, "Federal funds rate prediction," Working Papers, Federal Reserve Bank of St. Louis, number 2002-005, DOI: 10.20955/wp.2002.005.
• Xavier Ragot, 2004, "Une théorie de l'inflation optimales fondée sur les contraintes du crédit," Post-Print, HAL, number hal-03471769, Mar, DOI: 10.2307/3503376.
• Elyès Jouini & Clotilde Napp, 2004, "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Post-Print, HAL, number halshs-00176465, Jan.
• Xavier Ragot, 2004, "Une théorie de l'inflation optimales fondée sur les contraintes du crédit," Sciences Po Economics Publications (main), HAL, number hal-03471769, Mar, DOI: 10.2307/3503376.
• Gaspar, Raquel M., 2004, "General Quadratic Term Structures of Bond, Futures and Forward Prices," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 559, Mar.
• Gaspar, Raquel M., 2004, "On Finite Dimensional Realizations of Forward Price Term Structure Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 569, Sep.
• Ellingsen, Tore & Söderström, Ulf, 2004, "Why Are Long Rates Sensitive to Monetary Policy?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 160, Apr.
• Beechey, Meredith, 2004, "Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 173, Dec.
• Alexius, Annika, 2004, "Far Out on the Yield Curve," Working Paper Series, Uppsala University, Department of Economics, number 2004:12, Jun.
• Gollier, Christian, 2004, "The Consumption-Based Determinants of the Term Structure of Discount Rates," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 296, Jul.
• José Luis Fernández-Serrano & M. Dolores Robles Fernández, 2004, "Política monetaria y cambios de régimen en los tipos de interés del mercado interbancario español," Investigaciones Economicas, Fundación SEPI, volume 28, issue 2, pages 349-376, May.
• Andrea Carriero & Carlo Favero & Iryna Kaminska, 2004, "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 253.
• Tore Ellingsen & Ulf Soderstrom, 2004, "Why are Long Rates Sensitive to Monetary Policy," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 256.
• Nagayasu, Jun, 2004, "The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 22, issue 2, pages 19-43, May.
• Thornton, Daniel-L, 2004, "Testing the Expectations Hypothesis: Some New Evidence for Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 22, issue 2, pages 45-69, May.
• Hetzel, Robert-L, 2004, "Price Stability and Japanese Monetary Policy," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 22, issue 3, pages 1-23, October.
• Kitamura, Yukinobu, 2004, "Information Content of Inflation-Indexed Bond Prices: Evaluation of U.S. Treasury Inflation-Protection Securities," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 22, issue 3, pages 115-143, October.
• Fujiki, Hiroshi & Okina, Kunio & Shiratsuka, Shigenori, 2004, "Comments on "Price Stability and Japanese Monetary Policy."," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 22, issue 3, pages 25-36, October.
• Kuttner, Kenneth-N, 2004, "Comments on "Price Stability and Japanese Monetary Policy."," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 22, issue 3, pages 37-46, October.
• Fujiki, Hiroshi & Watanabe, Kiyoshi, 2004, "Japanese Demand for M1 and Demand Deposits: Cross-Sectional and Time-Series Evidence from Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 22, issue 3, pages 47-77, October.
• Reinhart, Vincent-R, 2004, "Securing the Peace after a Truce in the War on Inflation," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 22, issue S1, pages 179-201, December.
• Paulo M.M. Rodrigues & Antonio Rubia, 2004, "On The Small Sample Properties Of Dickey Fuller And Maximum Likelihood Unit Root Tests On Discrete-Sampled Short-Term Interest Rates," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-11, Mar.
• Andrew Hughes Hallett & Christian R. Richter, 2004, "Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure," Computational Economics, Springer;Society for Computational Economics, volume 23, issue 3, pages 271-288, April.
• Jesús Cuaresma & Ernest Gnan & Doris Ritzberger-Gruenwald, 2004, "Searching for the natural rate of interest: a euro area perspective," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 31, issue 2, pages 185-204, June, DOI: 10.1007/s10663-004-0914-5.
• Viktors Ajevskis & Armands Pogulis & Gunars Berzins, 2004, "Foreign Exchange and Money Markets in the Context of the Exchange Rate Target Zone," Working Papers, Latvijas Banka, number 2004/01, Aug.
• Yamin Ahmad, 2004, "Money market rates and implied CCAPM rates: some international evidence," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 1, Sep.
• Hans Dewachter, 2004, "Macro factors and the term structure of interest rates," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 25, Sep.
• Peter Hordahl & Oreste Tristani & David Vestin, 2004, "A joint econometric model of macroeconomic and term structure dynamics," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 48, Sep.
• Andreas Reschreiter, 2004, "Risk factors of inflation-indexed and conventional government bonds and the APT," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 79, Sep.
• Livio Stracca & Clara Martin Moss & Livio Stracca, 2004, "Demand and supply in the ECB's main refinancing operations," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 94, Sep.
• Arnab Bhattacharjee & Sean Holly, 2004, "Inflation Targeting, committee Decision Making and Uncertainty: The case of the Bank of England's MPC," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 63, Sep.
• Csilla Horváth & Judit Krekó & Anna Naszódi, 2004, "Interest rate pass-through in Hungary," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2004/8.
• Vincent Bouvatier, 2004, "Crise de change et politique monétaire optimale dans un modèle de troisième génération : le rôle de la prime de risque," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla04089, Sep.
• Andrew D. Sanford & Gael Martin, 2004, "Bayesian Analysis of Continuous Time Models of the Australian Short Rate," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/04, May.
• V. Baugnet & M. Hradisky, 2004, "Determinants of Belgian bank lending intrest rates," Economic Review, National Bank of Belgium, issue iii, pages 43-58, September.
• Ferre De Graeve & Olivier De Jonghe & Rudi Vander Vennet, 2004, "The Determinants of Pass-Through of Market Conditions to Bank Retail Interest Rates in Belgium," Working Paper Research, National Bank of Belgium, number 47, May.
• Alan Auerbach & Maurice Obstfeld, 2004, "Monetary and Fiscal Remedies for Deflation," NBER Working Papers, National Bureau of Economic Research, Inc, number 10290, Feb.
• Michael D. Bordo & Joseph G. Haubrich, 2004, "The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875-1997," NBER Working Papers, National Bureau of Economic Research, Inc, number 10431, Apr.
• Olivier Basdevant & Nils Björksten & Özer Karagedikli, 2004, "Estimating a time varying neutral real interest rate for New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP 2004/01, Apr.
• Alois Geyer & Stephan Kossmeier & Stefan Pichler, 2004, "Measuring Systematic Risk in EMU Government Yield Spreads," Review of Finance, European Finance Association, volume 8, issue 2, pages 171-197.
• Ephraim W. Chirwa & Montfort Mlachila, 2004, "Financial Reforms and Interest Rate Spreads in the Commercial Banking System in Malawi," IMF Staff Papers, Palgrave Macmillan, volume 51, issue 1, pages 1-5.
• Gianfranco Tusset, 2004, "Money and Interest in an Atypical Neoclassical Economist: Gustavo Del Vecchio," Il Pensiero Economico Italiano, Fabrizio Serra Editore, Pisa - Roma, volume 12, issue 1, pages 99-112.
• Pagliacci, Carolina & Ruda, Mario, 2004, "¿Tienen Efectos las Acciones de Política Monetaria? Un análisis de Intencionalidad
  [Do monetary policy actions have an effect? An intentionality analysis]," MPRA Paper, University Library of Munich, Germany, number 106674, Nov.
• Hein, Eckhard, 2004, "Money, credit and the interest rate in Marx's economic. On the similarities of Marx's monetary analysis to Post-Keynesian economics," MPRA Paper, University Library of Munich, Germany, number 18608.
• González, Manuel, 2004, "La Curva de Retorno y el Modelo C-CAPM: Evidencia para Chile," MPRA Paper, University Library of Munich, Germany, number 309, Dec.
• Zdeněk Dvorný, 2004, "Efficiency of the Secondary T-Bill Market," Prague Economic Papers, Prague University of Economics and Business, volume 2004, issue 1, pages 17-25, DOI: 10.18267/j.pep.228.
• Oldřich Dědek, 2004, "Čtyři zamyšlení nad cílováním inflace v České republice
  [Four reflections on practising inflation targeting in the Czech Republic]," Politická ekonomie, Prague University of Economics and Business, volume 2004, issue 2, DOI: 10.18267/j.polek.454.
• Jaroslav Brada & Karel Brůna, 2004, "Analýza citlivosti referenčních úrokových sazeb PRIBOR na změny repo sazby České národní banky
  [An analysis of PRIBOR interest rates sensitivity to changes in Czech national bank repo rate]," Politická ekonomie, Prague University of Economics and Business, volume 2004, issue 5, pages 601-621, DOI: 10.18267/j.polek.478.
• David Navrátil, 2004, "Systematická složka měnové politiky ČNB v režimu cílování inflace
  [Systematic part of CNB's monetary policy in inflation targeting regime]," Politická ekonomie, Prague University of Economics and Business, volume 2004, issue 5, pages 623-636, DOI: 10.18267/j.polek.479.
• Elyes Jouini & Clotilde Napp, 2004, "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 125-137, DOI: 10.3406/ecofi.2004.5035.
• Gianfranco A. Vento, 2004, "The Eurosystem operational framework, use of colleteral and liquidity distribution in the euro area: towards a single interbank market?," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 57, issue 228, pages 71-100.
• Gianfranco A. Vento, 2004, "The Eurosystem operational framework, use of colleteral and liquidity distribution in the euro area: towards a single interbank market?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 57, issue 228, pages 71-100.
• John Hatgioannides & Menelaos Karanasos & Marika Karanassou, 2004, "Modelling the Yield Curve: A Two Components Approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 519, Sep.
• Tao Wu & Glenn Rudebusch, 2004, "A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy," 2004 Meeting Papers, Society for Economic Dynamics, number 104.
• Jean-Pascal Benassy, 2004, "Liquidity Effects in non-Ricardian Economies," 2004 Meeting Papers, Society for Economic Dynamics, number 435.
• Panagiotis Konstantinou, 2004, "Term Structure Dynamics: A Daily View from the Hungarian Foreign Currency Deposits Markets," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 3, pages 315-331.
• Jose R. Sanchez-Fung, 2004, "Daily interbank rate determination and volatility in a banking crisis," Economics Discussion Papers, School of Economics, Kingston University London, number 2004-2, Mar.
• F. De Graeve & O. De Jonghe & R. Vander Vennet, 2004, "Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 04/261, Sep.
• P.A. Tinsley & Sharon Kozicki, 2004, "Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information," Computing in Economics and Finance 2004, Society for Computational Economics, number 146, Aug.
• Kai Leitemo, 2004, "Targeting Inflation by Forecast Feedback Rules in Small Open Economies," Computing in Economics and Finance 2004, Society for Computational Economics, number 18, Aug.
• Marco Lyrio & Hans Dewachter, 2004, "Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve," Computing in Economics and Finance 2004, Society for Computational Economics, number 188, Aug.
• Ulf Soderstrom & Tore Ellingsen, 2004, "Why are long rates sensitive to monetary policy?," Computing in Economics and Finance 2004, Society for Computational Economics, number 31, Aug.
• Rana Chatterjee, 2004, "Application Of The Kalman Filter For Estimating Continuous Time Term Structure Models: Evidence From The Uk And Germany," Computing in Economics and Finance 2004, Society for Computational Economics, number 346, Aug.
• Jesus Vazquez, 2004, "Does the Term Spread Play a Role in the Fed's Reaction Function? An Empirical Investigation," Computing in Economics and Finance 2004, Society for Computational Economics, number 52, Aug.
• PeterTillmann, 2004, "Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates," Computing in Economics and Finance 2004, Society for Computational Economics, number 53, Aug.
• D. Vestin & Hordahl & P., 2004, "Monetary policy and the expectations hypothesis," Computing in Economics and Finance 2004, Society for Computational Economics, number 70, Aug.
• Iryna Kaminska & Andrea Carriero & Carlo A. Favero, 2004, "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," Computing in Economics and Finance 2004, Society for Computational Economics, number 76, Aug.
• Peter Kugler & Beatrice Weder, 2004, "International Portfolio Holdings and Swiss Franc Asset Returns," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 140, issue III, pages 301-325, September.
• Ulrike Neyer & Jürgen Wiemers, 2004, "The Influence of a Heterogeneous Banking Sector on the Interbank Market Rate in the Euro Area," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 140, issue III, pages 395-428, September.
• Hian Teck Hoon & Edmund S Phelps, 2004, "Future Fiscal and Budgetary Shocks," Working Papers, Singapore Management University, School of Economics, number 20-2004, Sep.
• Sandrine Lardic & Valérie Mignon, 2004, "Fractional cointegration and the term structure," Empirical Economics, Springer, volume 29, issue 4, pages 723-736, December, DOI: 10.1007/s00181-004-0206-8.
• Jamie Gascoigne & Paul Turner, 2004, "Asymmetries in Bank of England monetary policy," Applied Economics Letters, Taylor & Francis Journals, volume 11, issue 10, pages 615-618, DOI: 10.1080/1350485042000227296.
• Frank A. G. Den Butter & Pieter Jansen, 2004, "An empirical analysis of the German long-term interest rate," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 10, pages 731-741, DOI: 10.1080/0960310042000243565.
• Pilar Abad & Alfonso Novales, 2004, "Volatility transmission across the term structure of swap markets: international evidence," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 14, pages 1045-1058, DOI: 10.1080/0960310042000245563.
• Paul Soderlind, 2004, "What if the Fed had been an inflation nutter?," Applied Economics, Taylor & Francis Journals, volume 36, issue 13, pages 1471-1473, DOI: 10.1080/0003684042000201820.
• Frank Riedel, 2004, "Heterogeneous time preferences and interest rates—the preferred habitat theory revisited," The European Journal of Finance, Taylor & Francis Journals, volume 10, issue 1, pages 3-22, DOI: 10.1080/13518470210160885.
• Jan Frederik Slijkerman & David J.C. Smant & Casper G. de Vries, 2004, "Credit Rationing Effects of Credit Value-at-Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-032/2, Mar.
• Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F., 2004, "Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-14.
• Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F., 2004, "Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Other publications TiSEM, Tilburg University, School of Economics and Management, number e434b2ac-a7e4-4662-a688-2.
• Juan Carlos Cordoba & Marla Ripoll, 2004, "Collateral Constraints in a Monetary Economy," Journal of the European Economic Association, MIT Press, volume 2, issue 6, pages 1172-1205, December.
• Alex Luiz Ferreira, 2004, "Leaning Against the Parity," Studies in Economics, School of Economics, University of Kent, number 0413, Oct.
• Teresa Corzo Santamaría & Javier Gómez Biscarri, 2004, "Nonparametric Estimation of Convergence of Interest Rates: Effects on Bond Pricing," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/04, Mar.
• Duffy, John & Xiao, Wei, 2004, "The value of interest rate stabilization polices when agents are learning," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-02, Jun.
• Daal, Elton, 2004, "Quadratic term structure models with jumps in incomplete currency markets," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-04, Sep.
• Peter Temin & Joachim Voth, 2004, "Credit rationing and crowding out during the Industrial Revolution: Evidence from Hoare's Bank, 1702-1862," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 859, Feb, revised Jan 2005.
• Roberto Reno', 2004, "Nonparametric Estimation of the Diffusion Coefficient via Fourier Analysis, with Aplication to Short Rate Modeling," Department of Economics University of Siena, Department of Economics, University of Siena, number 440, Nov.
• Roberto Reno' & Antonio Roma & Stephen Schaefer, 2004, "A Comparison of Alternative Nonparametric Estimators of the Short Rate Diffusion Coefficient," Department of Economics University of Siena, Department of Economics, University of Siena, number 445, Dec.
• Carl Chiarella & Erik Schlögl & Christina Nikitopoulos-Sklibosios, 2004, "A Markovian Defaultable Term Structure Model with State Dependent Volatilities," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 135, Oct.
• Thuy-Duong To, 2004, "A Note on the Bias of using Futures Rates as a Proxy for the Instantaneous Forward Rate," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 149, Dec.
• Broner, Fernando A.,Lorenzoni, Guido,Schmukler, 2004, "ĸºä»€Ä¹ˆæ–°Å…´Ç» Ƶžé€‰Æ‹©Å ‘È¡Œçÿ­Æœÿ债券ϼŸ," Policy Research Working Paper Series, The World Bank, number 3389, Sep.
• Martin Raiser & Alan Rousso & Franklin Steves, 2004, "Trust In Transition: Cross Country And Firm Evidence," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-640, Jan.
• Jes??s Crespo-Cuaresma & Bal??zs ??gert & Thomas Reininger, 2004, "Interest Rate Pass-Through in New EU Member States: The Case of the Czech Republic, Hungary and Poland," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-671, May.
• Arman Mansoorian & Mohammed Mohsin, 2004, "Monetary policy in a cash‐in‐advance economy: employment, capital accumulation, and the term structure of interest rates," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 37, issue 2, pages 336-352, May, DOI: 10.1111/j.0008-4085.2004.00005.x.
• Jesus Clemente & Antonio Montañes & Marcelo Reyes, 2004, "Structural Breaks, Inflation and Interest Rates: Evidence for the G7 countries," Econometrics, University Library of Munich, Germany, number 0401005, Jan.
• Paulo M. M. Rodrigues & Antonio Rubia, 2004, "On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates," Econometrics, University Library of Munich, Germany, number 0405004, May.
• Marc Henrard, 2004, "Overnight Indexed Swaps and Floored Compounded Instrument in HJM One-Factor Model," Finance, University Library of Munich, Germany, number 0402008, Feb.
• Ram Bhar & Carl Chiarella & Thuy-Duong To, 2004, "Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets," Finance, University Library of Munich, Germany, number 0409003, Sep.
• Enlin Pan & Liuren Wu, 2004, "Taking Positive Interest Rates Seriously," Finance, University Library of Munich, Germany, number 0409013, Sep.
• Sutthisit Jamdee & Cornelis A. Los, 2004, "Dynamic Risk Profile of the US Term Structure by Wavelet MRA," Finance, University Library of Munich, Germany, number 0409045, Sep.
• David S. Bieri & Ludwig B. Chincarini, 2004, "Riding the Yield Curve: Diversification of Strategies," Finance, University Library of Munich, Germany, number 0410002, Oct.
• Martin Vojtek, 2004, "Calibration of Interest Rate Models - Transition Market Case," Finance, University Library of Munich, Germany, number 0410015, Oct.
• Alicia Garcia Herrero & Alvaro Ortiz, 2004, "The Role Of Global Risk Aversion In Explaining Latin American Sovereign Spreads," International Finance, University Library of Munich, Germany, number 0408001, Aug.
• Michal Brzoza-Brzezina, 2004, "The Information Content of the Natural Rate of Interest: The Case of Poland," Macroeconomics, University Library of Munich, Germany, number 0402007, Feb.
• Junning Cai, 2004, "Liquidity Trap Prevention and Escape: A Simple Proposition," Macroeconomics, University Library of Munich, Germany, number 0402033, Feb.
• Vladislav Kargin & Alexei Onatski, 2004, "Dynamics of Interest Rate Curve by Functional Auto-Regression," Macroeconomics, University Library of Munich, Germany, number 0404008, Apr, revised 28 Oct 2004.
• Eric Schaling, 2004, "Learning, inflation expectations and optimal monetary policy," Macroeconomics, University Library of Munich, Germany, number 0404035, Apr.
• Markku Lanne, 2004, "Nonlinear dynamics of interest rate and inflation," Macroeconomics, University Library of Munich, Germany, number 0405014, May.
• Alan Auerbach & Maurice Obstfeld, 2004, "The Case for Open-Market Purchases in a Liquidity Trap," Macroeconomics, University Library of Munich, Germany, number 0407009, Jul.
• Monticini & Vaciago, 2004, "Are Europe Interest Rates led by FED's Announcements?," Macroeconomics, University Library of Munich, Germany, number 0407025, Jul.
• Orlando Gomes, 2004, "Optimal Monetary Policy under Heterogeneous Expectations," Macroeconomics, University Library of Munich, Germany, number 0409023, Sep.
• John Geanakoplos, 2004, "The Ideal Inflation Indexed Bond and Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World," Yale School of Management Working Papers, Yale School of Management, number ysm406, Jul.
• Rautureau, Nicolas, 2004, "Measuring the long-term perception of monetary policy and the term structure," Bank of Finland Research Discussion Papers, Bank of Finland, number 12/2004.
• Fendel, Ralf, 2004, "Towards a Joint Characterization of Monetary Policy and the Dynamics of the Term Structure of Interest Rates," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,24.
• Gerberding, Christina & Worms, Andreas & Seitz, Franz, 2004, "How the Bundesbank really conducted monetary policy: An analysis based on real-time data," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,25.
• Ruth, Karsten, 2004, "Interest rate reaction functions for the euro area Evidence from panel data analysis," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,33.
• Heppke-Falk, Kirsten H. & Hüfner, Felix P., 2004, "Expected budget deficits and interest rate swap spreads - Evidence for France, Germany and Italy," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,40.
• Bindseil, Ulrich, 2004, "Over- and underbidding in central bank open market operations conducted as fixed rate tender," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 03-2004.
• Bernoth, Kerstin & von Hagen, Jürgen & Schuknecht, Ludger, 2004, "Sovereign risk premia in the European government bond market," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 26-2003.
• Alan J. Auerbach & Maurice Obstfeld, 2004, "Monetary and Fiscal Remedies for Deflation," American Economic Review, American Economic Association, volume 94, issue 2, pages 71-75, May, DOI: 10.1257/0002828041301948.
• Robson Rodrigues Pereira, 2004, "Comunicação Em Política Monetária," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 029.
• Eduardo Augusto de Souza Rodrigues & Tony Takeda, 2004, "Recolhimentos Compulsórios E Distribuição Das Taxas De Empréstimos Bancários No Brasil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 095.
• Ivan Popchev & Irina Radeva, 2004, "Bonds Portfolio Management: Analysis and Application of the Model of Multiperiod Immunization," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 28-43.
• Nikolai Atanassov, 2004, "The Diminishing Profitability of the Primary Market for State Securities," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 87-98.
• Willem Buiter & Anne Sibert, 2004, "Deflationary Bubbles," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0409, Nov.
• Denise Côté & Christopher Graham, 2004, "Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization," Staff Working Papers, Bank of Canada, number 04-23, DOI: 10.34989/swp-2004-23.
• Luis Eduardo Arango & Luz Adriana Flórez & Angélica María Arosemena, 2004, "El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 279, Mar, DOI: 10.32468/be.279.
• Luis Eduardo Arango & Luz Adriana Flórez, 2004, "Expectativas de Actividad Económica en Colombia y Estructura a Plazo: Un Poco más de Evidencia," Borradores de Economia, Banco de la Republica de Colombia, number 302, Sep, DOI: 10.32468/be.302.
• Luis Eduardo Arango & Luz Adriana Flórez, 2004, "Expectativas de actividad económica en Colombia y estructura a plazo: un poco más de evidencia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 22, issue 47, pages 126-160, December, DOI: 10.32468/Espe.4704.
• Jean-Stéphane Mésonnier & Jean-Paul Renne, 2004, "A Time-Varying Natural Rate for the Euro Area," Working papers, Banque de France, number 115.
• Jean-Stéphane Mésonnier & Jean-Paul Renne, 2004, "règle de Taylor et politique mon taire dans la zone euro," Working papers, Banque de France, number 117.
• Peter Temin & Hans-Joachim Voth, 2004, "Credit Rationing and Crowding out during the Industrial Revolution: Evidence from Hoare's Bank, 1702-1862," Working Papers, Barcelona School of Economics, number 211, Feb.
• Author-Name: John Geanakoplos & Michael Magill & Martine Quinzii, 2004, "Demography and the Long-Run Predictability of the Stock Market," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 35, issue 1, pages 241-326.
• Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2004, "The Effect of Monetary Unification on German Bond Markets," European Financial Management, European Financial Management Association, volume 10, issue 3, pages 487-509, September, DOI: 10.1111/j.1354-7798.2004.00260.x.
• Roger Hammersland, 2004, "Large T and small N : A three-step approach to the identification of cointegrating relationships in time series models with a small cross-sectional dimension," Working Paper, Norges Bank, number 2004/15, Nov.
• Roger Hammersland, 2004, "Who was in the driving seat in Europe during the nineties, International financial markets or the BUBA?," Working Paper, Norges Bank, number 2004/20, Dec.
• Hibiki Ichiue, 2004, "Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with an Affine Term Structure Model," Bank of Japan Working Paper Series, Bank of Japan, number 04-E-11, Jul.
• Kugler, Peter & Weder, Beatrice, 2004, "International Portfolio Holdings and Swiss Franc Asset Returns," Working papers, Faculty of Business and Economics - University of Basel, number 2004/04.
• Xavier Ragot, 2004, "Une théorie de l'inflation optimale fondée sur les contraintes de crédit," Revue économique, Presses de Sciences-Po, volume 55, issue 3, pages 469-478.
• Amir Kia & Hilde Patron, 2004, "Market-Based Monetary Policy Transparency Index, Risk and Volatility - The Case of the United States," Carleton Economic Papers, Carleton University, Department of Economics, number 04-07, Apr.
• Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2004, "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt9878h0kn, Feb.
• Auerbach, Alan J. & Obstfeld, Maurice, 2004, "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley, number qt1dn4d9sr, May.
• Auerbach, Alan J. & Obstfeld, Maurice, 2004, "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt1dn4d9sr, May.