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

2004

• 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.
• 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.
• Óscar Bajo Rubio & Carmen Díaz Roldán & Vicente Esteve, 2004, "Is the Fisher Effect Nonlinear? Some Evidence for Spain, 1963-2002," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/05.
• Jesús Vázquez, 2004, "Switching Regimes in the Term Structure of Interest Rates During U.S. Post-War: A case for the Lucas proof equilibrium?," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/11.
• Martin Vojtek, 2004, "Calibration of Interest Rate Models - Transition Market Case," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp237, Sep.
• Luis Óscar Herrera & Rodrigo O. Valdés, 2004, "Dedollarization, Indexation and Nominalization: The Chilean Experience," Working Papers Central Bank of Chile, Central Bank of Chile, number 261, May.
• Bronka Rzepkowski, 2004, "Speculating on the Yuan," La Lettre du CEPII, CEPII research center, issue 234.
• 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, Canadian Economics Association, volume 37, issue 2, pages 336-352, May.
• Luis Eduardo Arango & Luz Adriana Fl�rez, 2004, "Expectativas De Actividad Econ�Mica En Colombia Y Estructura A Plazo: Un Poco M�S De Evidencia," Borradores de Economia, Banco de la Republica, number 2692, Aug.
• Luis Eduardo Arango & Luz Adriana Fl�rez, 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 República, volume 22, issue 47, pages 126-160, DOI: 10.32468/Espe.4704.
• Ignacio V√©lez-Pareja, 2004, "Tasas de inter√©s efectivas y nominales: el calvario de los estudiantes de finanzas," Proyecciones Financieras y Valoración, Master Consultores, number 3541, Feb.
• Driffill, John & Sola, Martin & Kenc, Turalay & Spagnolo, Fabio, 2004, "On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4165, Jan.
• Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2004, "Heterogenous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4279, Mar.
• Favero, Carlo A. & Carriero, Andrea & Kaminska, Iryna, 2004, "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4301, Mar.
• Hardouvelis, Gikas & Malliaropoulos, Dimitrios, 2004, "The Yield Spread as a Symmetric Predictor of Output and Inflation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4314, Mar.
• Ellingsen, Tore & Söderström, Ulf, 2004, "Why are Long Rates Sensitive to Monetary Policy?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4360, Apr.
• Nyborg, Kjell & Strebulaev, Ilya & Bindseil, Ulrich, 2004, "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4367, Apr.
• Auerbach, Alan & Obstfeld, Maurice, 2004, "The Case for Open-Market Purchases in a Liquidity Trap," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4447, Jun.
• von Hagen, Jurgen & Schuknecht, Ludger & Bernoth, Kerstin, 2004, "Sovereign Risk Premia in the European Bond Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4465, Jul.
• Kugler, Peter & Weder di Mauro, Beatrice, 2004, "International Portfolio Holdings and Swiss Franc Asset Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4467, Jul.
• Bekaert, Geert & Ang, Andrew, 2004, "The Term Structure of Real Rates and Expected Inflation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4518, Aug.
• Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2004, "Federal Funds Rate Prediction," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4587, Sep.
• Gerlach, Stefan, 2004, "Interest Rate Setting by the ECB: Words and Deeds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4775, Dec.
• Thomas Quint & Martin Shubik, 2004, "A Consumable Money. An Elementary Discussion of Commodity Money, Fiat Money and Credit: Part I," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1455, Mar.
• Thomas Quint & Martin Shubik, 2004, "Gold, Fiat and Credit. An Elementary Discussion of Commodity Money, Fiat Money and Credit, Part II," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1460, Apr.
• Ehrmann, Michael & Fratzscher, Marcel, 2004, "Equal size, equal role? Interdependence between the euro area and the United States," Working Paper Series, European Central Bank, number 342, Apr.
• Schuknecht, Ludger & von Hagen, Jürgen & Bernoth, Kerstin, 2004, "Sovereign risk premia in the European government bond market," Working Paper Series, European Central Bank, number 369, Jun.
• Bindseil, Ulrich, 2004, "The operational target of monetary policy and the rise and fall of reserve position doctrine," Working Paper Series, European Central Bank, number 372, Jun.
• Moschitz, Julius, 2004, "The determinants of the overnight interest rate in the euro area," Working Paper Series, European Central Bank, number 393, Sep.
• Tristani, Oreste & Vestin, David & Hördahl, Peter, 2004, "A joint econometric model of macroeconomic and term structure dynamics," Working Paper Series, European Central Bank, number 405, Nov.
• Keith R. McLaren & H. Youn Kim & Russel J. Cooper, 2004, "Intertemporal Consumption and Consumer Demand," Econometric Society 2004 Australasian Meetings, Econometric Society, number 152, Aug.
• Thuy Duong To & Carl Chiarella, 2004, "Estimation of the Volatility Structure of the Fixed Income Market," Econometric Society 2004 Australasian Meetings, Econometric Society, number 219, Aug.
• Farshid Vahid & Lin Luo, 2004, "Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model," Econometric Society 2004 Australasian Meetings, Econometric Society, number 232, Aug.
• Dong Heon Kim, 2004, "Nonlinearity in the Term Structure," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 440, Aug.
• Hibiki Ichiue, 2004, "Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with Affine Term Structure Model," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 581, Aug.
• R. Valdes & L.O. Herrera, 2004, "Dedollarization, Indexation and Nominalization: the Chilean experience," Econometric Society 2004 Latin American Meetings, Econometric Society, number 183, Aug.
• Eduardo Levy-Yeyati, 2004, "FINANCIAL DOLLARIZATION: Evaluating the consequences," Econometric Society 2004 Latin American Meetings, Econometric Society, number 184, Aug.
• Jonathan Kearns & Ricardo J. Caballero & Kevin Cowan, 2004, "Fear of Sudden Stops: lessons from Australia and Chile," Econometric Society 2004 Latin American Meetings, Econometric Society, number 185, Aug.
• Marcio Garcia & Alexandre Lowenkron, 2004, "Cousin Risks: The Extent and the Causes of Positive Correlation between Country and Currency Risks," Econometric Society 2004 Latin American Meetings, Econometric Society, number 68, Aug.
• Michael Bordo & Joseph Haubrich, 2004, "The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 165, Aug.
• Alexei Onatski & Slava Kargin, 2004, "Dynamics of Interest Rate Curve by Functional Auto-regression," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 229, Aug.
• Peter Tillmann, 2004, "Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 26, Aug.
• Yong Zeng & Shu Wu, 2004, "A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 304, Aug.
• Peter Hoerdahl & Oreste Tristani, 2004, "A joint econometric model of macroeconomic and term structure dynamics," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 379, Aug.
• Alexandre Cunha, 2004, "The Friedman Rule in a Two Sector Small Open Economy," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 530, Aug.
• Mewael Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2004, "Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 78, Aug.
• Jun Yu & Peter Phillips, 2004, "Jackknifing Bond Option Prices," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 115, Aug.
• Martin Barbie & Marcus Hagedorn, 2004, "On the Feasibility of Debt Ponzi Schemes - A Bond Portfolio Approach," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 541, Aug.
• Giordani, Paolo & Soderlind, Paul, 2004, "Solution of macromodels with Hansen-Sargent robust policies: some extensions," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 12, pages 2367-2397, December.
• Valadkhani, Abbas, 2004, "Does the Term Structure Predict Australia's Future Output Growth?," Economic Analysis and Policy, Elsevier, volume 34, issue 2, pages 121-144, September.
• Repullo, Rafael & Suarez, Javier, 2004, "Loan pricing under Basel capital requirements," Journal of Financial Intermediation, Elsevier, volume 13, issue 4, pages 496-521, October.

2003

• Antzoulatos, Angelos A. & Wilfling, Bernd, 2003, "Exchange and Interest Rates prior to EMU: The Case of Greece," Discussion Paper Series, Hamburg Institute of International Economics, number 26325, DOI: 10.22004/ag.econ.26325.
• Emilio Barucci & Claudio Impenna & Roberto Reno, 2003, "The Italian overnight market: microstructure effects, the martingale hypothesis and the payment system," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 475, Jun.
• Luis Eduardo Arango & María Angélica Arosemena, 2003, "El Tramo Corto de la Estructura a Plazo como predictor de Expectativas de Inflación en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 264, Oct, DOI: 10.32468/be.264.
• Bernd Wilfling, 2003, "Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes," German Economic Review, Verein für Socialpolitik, volume 4, issue 4, pages 433-457, November, DOI: 10.1111/j.1465-6485.2003.00088.x.
• Luis Fernando Escobar Patiño, 2003, "Efectos de las variaciones del tipo de cambio sobre las actividades de intermediación financiera de Bolivia 1990-2003," Revista de Análisis del BCB, Banco Central de Bolivia, volume 6, issue 1, pages 73-121, June.
• Thanasis N. Christodoulopoulos & Ioulia Grigoratou, 2003, "The Effect of Dynamic Hedging of Options Positions on Intermediate-Maturity Interest Rates," Working Papers, Bank of Greece, number 08, Dec.
• Wilfling Bernd, 2003, "Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes," German Economic Review, De Gruyter, volume 4, issue 4, pages 433-457, December, DOI: 10.1111/j.1465-6485.2003.00088.x.
• Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2003, "Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates," Brazilian Review of Finance, Brazilian Society of Finance, volume 1, issue 1, pages 19-43.
• Oscar Bajo-Rubio & Carmen Díaz-Roldán & Vicente Esteve, 2003, "Testing the Fisher Effect in the Presence of Structural Change: A Case Study of the UK,1961-2001," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2003_22.
• Mathias Hoffmann & Ronald MacDonald, 2003, "A Re-examination of the Link between Real Exchange Rates and Real Interest Rate Differentials," CESifo Working Paper Series, CESifo, number 894.
• Rafael Repullo & Javier Suarez, 2003, "Loan Pricing Under Basel Capital Requirements," Working Papers, CEMFI, number wp2003_0308.
• Luis Eduardo Arango & Ang�lica Mar�a Arosemena, 2003, "El tramo Corto de la Estructura a Plazo como predictor de Expectativas de Inflaci�n en Colombia," Borradores de Economia, Banco de la Republica, number 2558, Oct.
• Luis Eduardo Arango & Luz Adriana Fl�rez & Ang�lica Mar�a Arosemena, 2003, "El tramo corto de la estructura a plazo como predictor de expectativas de la actividad econ�mica en Colombia," Borradores de Economia, Banco de la Republica, number 2559, Oct.
• Luis Eduardo Arango & Luis Fernando Melo & Diego Mauricio V�squez, 2003, "Estimación de la estructura a plazo de las tasas de interés en Colombia," Coyuntura Económica, Fedesarrollo, volume 33, issue 1, pages 51-76.
• Michiel van Leuvensteijn & Wolter Hassink, 2003, "Price-setting and price dispersion in the Dutch mortgage market," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 21, Sep.
• Repullo, Rafael & Suarez, Javier, 2003, "Loan Pricing Under Basel Capital Requirements," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3917, May.
• Farmer, Roger & Beyer, Andreas, 2003, "Identifying the Monetary Transmission Mechanism Using Structural Breaks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4106, Nov.
• Voth, Hans-Joachim, 2003, "With a Bang, not a Whimper: Pricking Germany's “Stock Market Bubble” in 1927 and the Slide into Depression," The Journal of Economic History, Cambridge University Press, volume 63, issue 1, pages 65-99, March.
• Driessen, Joost & Klaassen, Pieter & Melenberg, Bertrand, 2003, "The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 38, issue 3, pages 635-672, September.
• Neiss, Katharine S. & Nelson, Edward, 2003, "The Real-Interest-Rate Gap As An Inflation Indicator," Macroeconomic Dynamics, Cambridge University Press, volume 7, issue 2, pages 239-262, April.
• Peter C.B. Phillips & Jun Yu, 2003, "Jackknifing Bond Option Prices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1392, Jan.
• John Geanakoplos, 2003, "The Ideal Inflation Indexed Bond and Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1429, Jul.
• N R Bhanumurthy & Shashi Agarwal, 2003, "Interest - Rate Price Nexus in India," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 38, issue 2, pages 189-203, July.
• Würtz, Flemming Reinhardt, 2003, "A comprehensive model on the euro overnight rate," Working Paper Series, European Central Bank, number 207, Jan.
• Durré, Alain & Evjen, Snorre & Pilegaard, Rasmus, 2003, "Estimating risk premia in money market rates," Working Paper Series, European Central Bank, number 221, Apr.
• Cassola, Nuno & Morana, Claudio, 2003, "Volatility of interest rates in the euro area: evidence from high frequency data," Working Paper Series, European Central Bank, number 235, Jun.
• Ehrmann, Michael & Backé, Peter, 2003, "Monetary policy transmission in the euro area: any changes after EMU?," Working Paper Series, European Central Bank, number 240, Jul.
• Ejerskov, Steen & Martin Moss, Clara & Stracca, Livio, 2003, "How does the ECB allot liquidity in its weekly main refinancing operations? A look at the empirical evidence," Working Paper Series, European Central Bank, number 244, Jul.
• Bruggeman, Annick & Donnay, Marie, 2003, "A monthly monetary model with banking intermediation for the euro area," Working Paper Series, European Central Bank, number 264, Sep.
• Castelnuovo, Efrem & Rodriguez-Palenzuela, Diego & Nicoletti Altimari, Sergio, 2003, "Definition of price stability, range and point inflation targets: the anchoring of long-term inflation expectations," Working Paper Series, European Central Bank, number 273, Sep.
• Vestin, David & Hördahl, Peter, 2003, "Interpreting implied risk-neutral densities: the role of risk premia," Working Paper Series, European Central Bank, number 274, Sep.
• Beyer, Andreas & Farmer, Roger E. A., 2003, "Identifying the monetary transmission mechanism using structural breaks," Working Paper Series, European Central Bank, number 275, Sep.
• Cassola, Nuno & Ejerskov, Steen & Ewerhart, Christian & Valla, Natacha, 2003, "Optimal allotment policy in the Eurosystem's main refinancing operations," Working Paper Series, European Central Bank, number 295, Dec.
• Kenc, Turalay & John Driffill & Martin Sola, 2003, "An Empirical Examination of Term Structure Models with Regime Shifts," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 119, Jun.
• Sarno, Lucio & Daniel l Thornton & Giorgio Valente, 2003, "Federal Funds Rate Prediction," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 183, Jun.
• To, Thuy Duong & Carl Chiarella, 2003, "The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 205, Jun.
• Martin D. D. Evans, 2003, "Real risk, inflation risk, and the term structure," Economic Journal, Royal Economic Society, volume 113, issue 487, pages 345-389, April.
• Juan Ayuso & Rafael Repullo, 2003, "A Model of the Open Market Operations of the European Central Bank," Economic Journal, Royal Economic Society, volume 113, issue 490, pages 883-902, October.
• Seo, Byeongseon, 2003, "Nonlinear mean reversion in the term structure of interest rates," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11, pages 2243-2265, DOI: 10.1016/S0165-1889(02)00124-0.
• Bams, Dennis & Wolff, Christian C. P., 2003, "Risk premia in the term structure of interest rates: a panel data approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 13, issue 3, pages 211-236, July.
• Prati, Alessandro & Bartolini, Leonardo & Bertola, Giuseppe, 2003, "The overnight interbank market: Evidence from the G-7 and the Euro zone," Journal of Banking & Finance, Elsevier, volume 27, issue 10, pages 2045-2083, October.
• Sarno, Lucio & Thornton, Daniel L., 2003, "The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation," Journal of Banking & Finance, Elsevier, volume 27, issue 6, pages 1079-1110, June.
• Driessen, Joost & Melenberg, Bertrand & Nijman, Theo, 2003, "Common factors in international bond returns," Journal of International Money and Finance, Elsevier, volume 22, issue 5, pages 629-656, October.
• Gerlach, Stefan, 2003, "Interpreting the term structure of interbank rates in Hong Kong," Pacific-Basin Finance Journal, Elsevier, volume 11, issue 5, pages 593-609, November.
• T. Windsor Fields & William R. Hart, 2003, "Bridging the Gap between the Interest Rate and Price Level Approaches in the AD-AS Model: The Role of the Loanable Funds Market," Eastern Economic Journal, Eastern Economic Association, volume 29, issue 3, pages 377-390, Summer.
• Adrienne A. Kearney, 2003, "The Changing Probability of a Monetary Policy Response to Inflation and Employment Announcements," Eastern Economic Journal, Eastern Economic Association, volume 29, issue 4, pages 565-574, Fall.
• Vázquez Pérez, Jesús, 2003, "The role of the term spread in an augmented Taylor rule: An empirical investigation," DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II, number 1988-088X, Apr.
• Flávio Vieira & Márcio Holland, 2003, "Country risk endogeneity, capital flows and capital controls in Brazil," Brazilian Journal of Political Economy, Center of Political Economy, volume 23, issue 1, pages 12-38.
• Alicia Gacía Herrero & César Martín Machuca, 2003, "La política monetaria en Japón: lecciones a extraer en la comparación con la de los EE.UU," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 52, issue 01, pages 26-53.
• Angel Ubide, 2003, "La trampa estructural de Japón. Lecciones para Europa y Estados Unidos," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 52, issue 01, pages 54-73.
• David Cano Martínez, 2003, "Experiencias y herramientas para anticipar y curar la deflación. ¿Qué puede hacer un banco central?," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 52, issue 01, pages 128-153.
• Castellanos, Sara Gabriela & Camero, Eduardo, 2003, "¿Qué información acerca de las tasas de interés spot futuras contiene la estructura temporal de tasas de interés en México?," El Trimestre Económico, Fondo de Cultura Económica, volume 70, issue 278, pages 343-369, abril-jun.
• Dewachter, H.D.R. & Lyrio, M., 2003, "Macro factors and the Term Structure of Interest Rates," 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-2003-037-F&A, Apr.
• Annick Bruggeman & Marie Donnay, 2003, "A Monthly Monetary Model with Banking Intermediation for the Euro Area," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0309, Mar.
• Eric M. Leeper & Jennifer E. Roush, 2003, "Putting \\"M\\" back in monetary policy," Proceedings, Federal Reserve Bank of Cleveland, pages 1217-1264.