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

• 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, Centre for Economic Policy Research, number 4835, Jan.
• Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2005, "Central Bank Forecasts and Disclosure Policy: Why it Pays to be Optimistic," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 4910, Feb.
• Wolff, Christian & Verschoor, Willem F C & Jongen, Ron, 2005, "Time Variation in Term Premia: International Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 5259, Sep.
• Orphanides, Athanasios & Kim, Don H., 2005, "Term Structure Estimation with Survey Data on Interest Rate Forecasts," CEPR Discussion Papers, Centre for Economic Policy Research, 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.
• Mönch, Emanuel, 2005, "Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach," Working Paper Series, European Central Bank, number 544, Nov.
• Garnier, Julien & Wilhelmsen, Björn-Roger, 2005, "The natural real interest rate and the output gap in the euro area: a joint estimation," Working Paper Series, European Central Bank, number 546, Nov.
• Ehrmann, Michael & Fratzscher, Marcel, 2005, "How should central banks communicate?," Working Paper Series, European Central Bank, number 557, Nov.
• Ehrmann, Michael & Fratzscher, Marcel, 2005, "The timing of central bank communication," Working Paper Series, European Central Bank, number 565, Dec.
• Michael Ehrmann & Marcel Fratzscher, 2005, "Equal Size, Equal Role? Interest Rate Interdependence Between the Euro Area and the United States," Economic Journal, Royal Economic Society, volume 115, issue 506, pages 928-948, October.
• Sanford, Andrew D. & Martin, Gael M., 2005, "Simulation-based Bayesian estimation of an affine term structure model," Computational Statistics & Data Analysis, Elsevier, volume 49, issue 2, pages 527-554, April.
• Kozicki, Sharon & Tinsley, P.A., 2005, "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 11, pages 1985-2015, November.
• Gerberding, Christina & Seitz, Franz & Worms, Andreas, 2005, "How the Bundesbank really conducted monetary policy," The North American Journal of Economics and Finance, Elsevier, volume 16, issue 3, pages 277-292, December.
• Driessen, Joost & Melenberg, Bertrand & Nijman, Theo, 2005, "Testing affine term structure models in case of transaction costs," Journal of Econometrics, Elsevier, volume 126, issue 1, pages 201-232, May.
• Hayford, M. D. & Malliaris, A. G., 2005, "How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule," European Journal of Operational Research, Elsevier, volume 163, issue 1, pages 20-29, May.
• Temin, Peter & Voth, Hans-Joachim, 2005, "Credit rationing and crowding out during the industrial revolution: evidence from Hoare's Bank, 1702-1862," Explorations in Economic History, Elsevier, volume 42, issue 3, pages 325-348, July.
• Abad, Pilar & Novales, Alfonso, 2005, "An error correction factor model of term structure slopes in international swap markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 15, issue 3, pages 229-254, July.
• Bover, Olympia & Watson, Nadine, 2005, "Are there economies of scale in the demand for money by firms? Some panel data estimates," Journal of Monetary Economics, Elsevier, volume 52, issue 8, pages 1569-1589, November.
• Ahmad, Yamin, 2005, "Money market rates and implied CCAPM rates: some international evidence," The Quarterly Review of Economics and Finance, Elsevier, volume 45, issue 4-5, pages 699-729, September.
• Rosa, Carlo & Verga, Giovanni, 2005, "The importance of the wording of the ECB," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19888, Jun.
• Markus Baltzer & Gerhard Kling, 2005, "Predictability of future economic growth and the credibility of different monetary regimes in Germany, 1870 - 2003," Working Papers, Economic History Society, number 5023, Apr.
• Rodrigo Octávio Marques de Almeida, 2005, "Renegociação da dívida pública interna em condições de sobreendividamento," Brazilian Journal of Political Economy, FGV EAESP, volume 25, issue 4, pages 454-475, March.
• Pietersz, R. & van Regenmortel, M., 2005, "Generic Market Models," 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-2005-010-F&A, Mar.
• Grubisic, I. & Pietersz, R., 2005, "Efficient Rank Reduction of Correlation Matrices," 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-2005-009-F&A, Apr.
• Koji Sakai & Iichiro Uesugi & Tsutomu Watanabe, 2005, "Firm Age and the Evolution of Borrowing Costs: Evidence from Japanese Small Firms," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 05026, Nov.
• Jorge Miguel Ventura Bravo & Carlos Manuel Pereira da Silva, 2005, "Immunization Using a Parametric Model of the Term Structure," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 19_2005.
• David Navrátil & Viktor Kotlán, 2005, "Is the CNB Predictable?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 55, issue 7-8, pages 333-343, July.
• Martin Fukaè, 2005, "Do the Measurements of Financial Market Inflation Expectations Yield Relevant Macroeconomic Information?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 55, issue 7-8, pages 344-362, July.
• Tomáš Holinka, 2005, "Determinants of Long-term Interest Rates in the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 55, issue 7-8, pages 363-379, July.
• Kjell G. Nyborg & Ulrich Bindseil & Ilya A. Strebulaev, 2005, "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," Working Papers, Fondazione Eni Enrico Mattei, number 2005.92, Jul.
• Marco Del Negro & Frank Schorfheide, 2005, "Monetary policy analysis with potentially misspecified models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2005-26.
• Andrew Ang & Sen Dong & Monika Piazzesi, 2005, "No-arbitrage Taylor rules," Proceedings, Federal Reserve Bank of San Francisco.
• Don H. Kim & Athanasios Orphanides, 2005, "Term structure estimation with survey data on interest rate forecasts," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-48.
• Joseph E. Gagnon, 2005, "Currency Crashes and Bond Yields in Industrial Countries," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 837.
• Francis E. Warnock & Veronica C. Warnock, 2005, "International capital flows and U.S. interest rates," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 840.
• Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2005, "The empirical failure of the expectations hypothesis of the term structure of bond yields," Working Papers, Federal Reserve Bank of St. Louis, number 2003-021, DOI: 10.20955/wp.2003.021.
• Woon Gyu Choi & Yi Wen, 2005, "Measuring interest rates as determined by thrift and productivity," Working Papers, Federal Reserve Bank of St. Louis, number 2005-037, DOI: 10.20955/wp.2005.037.
• Marco Del Negro & Frank Schorfheide, 2005, "Monetary policy analysis with potentially misspecified models," Working Papers, Federal Reserve Bank of Philadelphia, number 06-4.
• Bennett T. McCallum, 2005, "Monetary policy and the term structure of interest rates," Economic Quarterly, Federal Reserve Bank of Richmond, volume 91, issue Fall, pages 1-21.
• Sergey Chetverikov & G. Karasev, 2005, "Structural Models of the Ruble Exchange Rates," Research Paper Series, Gaidar Institute for Economic Policy, issue 88P, pages 125-125.
• Paul Evans & Xiaojun Wang, 2005, "A Tale of Two Effects," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200506.
• Jean-Pascal Bénassy, 2005, "Interest rate rules, price determinacy and the value of money in a non-Ricardian world," Post-Print, HAL, number halshs-00754073, Jul, DOI: 10.1016/j.red.2005.01.013.
• Jean-Pascal Bénassy, 2005, "Liquidity effects in non Ricardian economies," PSE Working Papers, HAL, number halshs-00590563, Dec.
• Guillaume Plantin & Haresh Sapra & Hyun Song Shin, 2005, "Marking to Market, Liquidity, and Financial Stability," Working Papers, HAL, number hal-03459036, Sep.
• Jean-Pascal Bénassy, 2005, "Liquidity effects in non Ricardian economies," Working Papers, HAL, number halshs-00590563, Dec.
• Christiansen, Charlotte, 2005, "Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates," Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number F-2005-03, Sep.
• Bengtsson, Ingemar, 2005, "Central bank power is a matter of faith," Working Papers, Lund University, Department of Economics, number 2005:21, Mar.
• Bengtsson, Ingemar, 2005, "A framework for understanding inflation - with or without money," Working Papers, Lund University, Department of Economics, number 2005:28, May.
• Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2005, "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2005/13, Dec.
• Bjørnland, Hilde C. & Leitemo, Kai, 2005, "Identifying the Interdependence between US Monetary Policy and the Stock Market," Memorandum, Oslo University, Department of Economics, number 12/2005, May.
• Apel, Mikael & Jansson, Per, 2005, "Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output Gap," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 178, Mar.
• Settergren, Ole & Mikula, Boguslaw D., 2005, "The Rate of Return of Pay-As-You-Go Pension Systems: A More Exact Consumption-Loan Model of Interest," Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 249, Jan.
• Giorgio Valente, 2005, "US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore," Working Papers, Hong Kong Institute for Monetary Research, number 092005, Sep.
• Nicoletti, Giuseppe & Ardagna, Silvia & Alesina, Alberto & Schiantarelli, Fabio, 2005, "Regulation and Investment," Scholarly Articles, Harvard University Department of Economics, number 2579825.
• Ricardo J. Caballero & Kevin Cowan & Jonathan Kearns, 2005, "Fear of Sudden Stops: Lessons from Australia and Chile," Research Department Publications, Inter-American Development Bank, Research Department, number 4363, Jul.
• Nining I Soesilo, 2005, "The Optimal Lending Rate of Bank Perkreditan Rakyat (BPR)," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 7, issue 4, pages 555-583, March, DOI: https://doi.org/10.21098/bemp.v7i4..
• Sahminan, 2005, "Interest Rates and the Role of Exchange Rate Regimes in Major Southeast Asian Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 8, issue 2, pages 141-180, September, DOI: https://doi.org/10.21098/bemp.v8i2..
• Wydia Andry, 2005, "Analisis Faktor-Faktor Yang Mempengaruhi Prediksi Peringkat Obligasi," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 8, issue 2, pages 243-262, September, DOI: https://doi.org/10.21098/bemp.v8i2..
• Carlo Favero & Iryna Kaminska & Ulf Soderstrom, 2005, "The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 280.
• Gamber, Edward N. & Joutz, Frederick L., 2005, "The Yield Curve Slope and Monetary Policy Innovations," Economics Series, Institute for Advanced Studies, number 171, May.
• Kıvılcım M. ÖZCAN & Suat AYDIN, 2005, "Dibs Faiz Oranlarında Oynaklığın Koşulu Değişen Varyans Modeli İle Tahmini Ve Öngörülmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 20, issue 230, pages 83-94.
• Francis E. Warnock & Veronica C. Warnock, 2005, "International Capital Flows and U.S. Interest Rates," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp103, Dec.
• Refet S Gürkaynak & Brian Sack & Eric Swanson, 2005, "Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," International Journal of Central Banking, International Journal of Central Banking, volume 1, issue 1, May.
• Iwamoto, Yasushi, 2005, "Monetary and Fiscal Policy to Escape from a Deflationary Trap," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 23, issue 1, pages 1-46, February.
• Schaede, Ulrike, 2005, "The "Middle-Risk Gap" and Financial System Reform: Small-Firm Financing in Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 23, issue 1, pages 149-176, February.
• Baba, Naohiko & Nishioka, Shinichi & Oda, Nobuyuki & Shirakawa, Masaaki & Ueda, Kazuo & Ugai, Hiroshi, 2005, "Japan's Deflation, Problems in the Financial System, and Monetary Policy," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 23, issue 1, pages 47-111, February.
• Plantin, Guillaume & Sapra, Haresh & Shin, Hyun-Song, 2005, "Marking to Market, Liquidity, and Financial Stability," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 23, issue S1, pages 133-155, October.
• Giavazzi, Francesco & Jappelli, Tullio & Pagano, Marco & Benedetti, Marina, 2005, "Searching for Non-monotonic Effects of Fiscal Policy: New Evidence," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 23, issue S1, pages 197-217, October.
• Obstfeld, Maurice, 2005, "America's Deficit, the World's Problem: Keynote Speech," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 23, issue S1, pages 25-35, October.
• Dilip M. Nachane & Jose G. Clavel, 2005, "Forecasting interest rates: A Comparative assessment of some second generation non-linear model," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2005-009.
• Carlos Ibarra, 2005, "The Behavior of Interest Rate Differentials Under Shifting Exchange Rate Regimes: The Experience of Chile, Colombia and Israel," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 42, issue 125, pages 103-131.
• Luis E Arango & Luz Adriana Flórez & Angélica M Arosemena, 2005, "El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 42, issue 125, pages 79-101.
• Johann Burgstaller, 2005, "Interest rate pass-through estimates from vector autoregressive models," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2005-10, Dec.
• Shu Wu, 2005, "Monetary Policy and Long-term Interest Rates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200512, Apr, revised Apr 2005.
• Shu Wu & Yong Zeng, 2005, "The Term Structure of Interest Rates under Regime Shifts and Jumps," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200520, Oct, revised Oct 2005.
• Mordecai Kurz & Hehui Jin & Maurizio Motolese, 2005, "Determinants of stock market volatility and risk premia," Annals of Finance, Springer, volume 1, issue 2, pages 109-147, July, DOI: 10.1007/s10436-004-0004-5.
• 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," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2005/13, Feb.
• 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, the relationship between the term spread and econo," 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.

2004

• José Luís Oreiro & Luiz Fernando de Paula & Guilherme Jonas C. da Silva, 2004, "Por uma Moeda Parcialmente Conversível: Uma Crítica a Arida e Bacha," Brazilian Journal of Political Economy, FGV EAESP, volume 24, issue 2, pages 226-243, April, DOI: 10.1590/0101-31572004-1623.
• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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