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

2024

• Neil Bhutta & Andreas Fuster & Aurel Hizmo, 2024, "Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market," Working Papers, Federal Reserve Bank of Philadelphia, number 24-11, Jun, DOI: 10.21799/frbp.wp.2024.11.
• Marina Azzimonti & Nirvana Mitra, 2024, "The Politics of Debt in the Era of Rising Rates," Working Paper, Federal Reserve Bank of Richmond, number 24-12, Oct, DOI: 10.21144/wp24-12.
• Pavel Trunin & Alexandra Bozheckkova & Alexander Knobel, 2024, "Russia's monetary policy in 2023," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2024-1322, revised 2024.
• Giuseppe Cucuzza & Marika Cerro & Laura Giuffrida, 2024, "Asking Price for the Assessment of a Fruit Orchard: Some Evidence Using the Remote Segments Approach," Economies, MDPI, volume 12, issue 10, pages 1-21, September.
• Tatiana Kirsanova & Campbell Leith & Ding Liu, 2024, "Central Bank Independence, Government Debt and the Re-Normalization of Interest Rates," Working Papers, Business School - Economics, University of Glasgow, number 2024_10, Oct.
• William D. Larson & Andrew B. Martinez, 2024, "House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks," Working Papers, The George Washington University, The Center for Economic Research, number 2024-002, Jul.
• Jonathan Benchimol & Caroline Bozou, 2024, "Desirable banking competition and stability," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number emse-04624985, Aug, DOI: 10.1016/j.jfs.2024.101266.
• Jean-Bernard Chatelain & Kirsten Ralf, 2024, "Wealth in the Quadratic Loss Function of the Ramsey Malinvaud Cass Koopmans Model of Optimal Savings
  [La richesse dans la fonction de perte quadratique du modèle d'épargne optimale de Ramsey, Malinvaud, Cass et Koopmans]," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-04612845, Jun.
• Jonathan Benchimol & Caroline Bozou, 2024, "Desirable banking competition and stability," Post-Print, HAL, number emse-04624985, Aug, DOI: 10.1016/j.jfs.2024.101266.
• Claudio Barbieri & Mattia Guerini & Mauro Napoletano, 2024, "The anatomy of government bond yields synchronization in the Eurozone," Post-Print, HAL, number hal-04530954, Jan, DOI: 10.1017/S1365100523000597.
• Hassani Bouhassoun, 2024, "Evaluating The Effectiveness Of The Exchange Rate-Channel In Transmitting The Impact Of Monetary Policy To Inflation In Algeria," Post-Print, HAL, number hal-04678430, Jun.
• Christophe C. Gouel & Qingyin Ma & John Stachurski, 2024, "Interest rate dynamics and commodity prices
  [Dynamique des taux d'intérêt et prix des matières premières]," Post-Print, HAL, number hal-04709125, Dec, DOI: 10.1016/j.jet.2024.105915.
• Mihai Mutascu & Scott Hegerty, 2024, "Expected inflation and interest-rate dynamics in the COVID era: evidence from the time–frequency domain," Post-Print, HAL, number hal-04721030, Apr, DOI: 10.1007/s10663-024-09610-6.
• Melchisedek Joslem NGAMBOU DJATCHE & Olivier Bruno, 2024, "Monetary and prudential policy coordination: impact on bank’s risk-taking," Post-Print, HAL, number hal-05095388, Oct.
• Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick, 2024, "Interest Rates and the Spatial Polarization of Housing Markets," Post-Print, HAL, number hal-05448521, Mar, DOI: 10.1257/aeri.20220367.
• Jean-Bernard Chatelain & Kirsten Ralf, 2024, "Wealth in the Quadratic Loss Function of the Ramsey Malinvaud Cass Koopmans Model of Optimal Savings
  [La richesse dans la fonction de perte quadratique du modèle d'épargne optimale de Ramsey, Malinvaud, Cass et Koopmans]," Post-Print, HAL, number halshs-04612845, Jun.
• Claudio Barbieri & Mattia Guerini & Mauro Napoletano, 2024, "The anatomy of government bond yields synchronization in the Eurozone," Sciences Po Economics Publications (main), HAL, number hal-04530954, Jan, DOI: 10.1017/S1365100523000597.
• Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick, 2024, "Interest Rates and the Spatial Polarization of Housing Markets," Sciences Po Economics Publications (main), HAL, number hal-05448521, Mar, DOI: 10.1257/aeri.20220367.
• Jean-Charles Bricongne & Louis Marolleau, 2024, "The impact of monetary surprises on exchange rates: insights from a textual analysis approach on a panel of countries. LEO Working Paper 2024-10," Working Papers, HAL, number hal-04637996, Jul, DOI: 10.5281/zenodo.11482712.
• Christensen, Jens H. E. & Zhang, Xin, 2024, "Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 434, Apr, revised 01 Aug 2025.
• Christensen, Jens H. E. & Mirkov, Nikola & Zhang, Xin, 2024, "Quantitative Easing and the Supply of Safe Assets: Evidence from International Bond Safety Premia," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 440, Sep.
• Almerud, Jakob & Krygier, Dominika & Lundvall , Henrik & Njie, Mambuna, 2024, "Measuring Riksbank Monetary Policy: Shocks and Macroeconomic Transmission," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 445, Dec.
• MATSUOKA, Hideaki & 松岡, 秀明, 2024, "Real-Time Detection of Hidden Fiscal Unsustainability : Lessons from the Eurozone Crisis," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2024-02, Jun.
• BOUAKEZ, Hafedh & KANO, Takashi, 2024, "Deciphering the Neo-Fisherian Effect," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-140, Jun.
• NAKAJIMA, Jouchi, 2024, "Central bank balance sheets and long-term interest rates : Revisiting Japan's unconventional monetary policy experience," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 758, Nov.
• Oleksandra Mandych & Tetiana Staverska & Vitaliy Makohon, 2024, "Methodological Principles of Simulating Asymmetrical Volatility of Corporate Credit Market Dynamics," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 75-86, September, DOI: 10.33146/2307-9878-2024-3(105)-75-8.
• Thorarinn Petursson, 2024, "Extracting inflation expectations and risk premia from the breakeven inflation rate in Iceland," Economics, Department of Economics, Central bank of Iceland, number wp97, Oct.
• Cunha, Daniel & Craveiro, Giovana & Rossi, Marina, 2024, "The Impact of the Creation of a Sovereign ESG Reference Yield Curve on Corporate ESG Bonds Issuances from Latin American and Caribbean," IDB Publications (Working Papers), Inter-American Development Bank, number 13452, Mar, DOI: http://dx.doi.org/10.18235/0012859.
• Aryo Sasongko & Cicilia Anggadewi Harun & Rahutomo Anugrah Dewanto & Wahyu Widianti & Geyana Ledy Fista & Kusfisiami Wima Mustika & Astrika Erlin & Ibrahmi Adrian Nugroho & Putra Prima Raka & Misbahol, 2024, "Analysis Of Primary Dealer Implementation In Pro Market Monetary Operation Transactions," Working Papers, Bank Indonesia, number WP/10/2024.
• Fabian Fink & Lukas Frei & Thomas Maag & Tanja Zehnder, 2024, "The Impact of SNB Monetary Policy on the Swiss Franc and Longer-Term Interest Rates," International Journal of Central Banking, International Journal of Central Banking, volume 20, issue 1, pages 53-92, February.
• Gaston Gelos & Federico Grinberg & Shujaat Khan & Tommaso Mancini-Griffoli & Machiko Narita & Umang Rawat, 2024, "Has Higher Household Indebtedness Weakened Monetary Policy Transmission?," International Journal of Central Banking, International Journal of Central Banking, volume 20, issue 1, pages 325-371, February.
• Laura Acevedo & Marc Hofstetter, 2024, "Disinflations and Income Distribution," International Journal of Central Banking, International Journal of Central Banking, volume 20, issue 4, pages 125-173, October.
• Shalva Mkhatrishvili & Giorgi Tsutskiridze & Lasha Arevadze, 2024, "Sterilized Interventions May Not Be So Sterilized," International Journal of Central Banking, International Journal of Central Banking, volume 20, issue 4, pages 371-413, October.
• Mr. Julien Acalin & Laurence M. Ball, 2024, "Did the U.S. Really Grow Out of Its World War II Debt?," IMF Working Papers, International Monetary Fund, number 2024/005, Jan.
• Mr. Aleš Bulíř & Mr. Jan Vlcek, 2024, "The Mirage of Falling R-stars," IMF Working Papers, International Monetary Fund, number 2024/161, Jul.
• Pablo Cotler & Rodrigo Carrillo, 2024, "The interest rate pass-through by loan size: Evidence for Mexico, 2011-2019," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 19, issue 2, pages 1-21, Abril - J.
• Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2024, "Predicting Bond Return Predictability," Management Science, INFORMS, volume 70, issue 2, pages 931-951, February, DOI: 10.1287/mnsc.2023.4713.
• Anton Bobrov & Rupal Kamdar & Mauricio Ulate, 2024, "Regional Dissent: Local Economic Conditions Influence FOMC Votes," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2024-002 Classification-E, Feb.
• Daniel Kaufmann & Rebecca Stuart, 2024, "Private money and money market integration: the role of payments infrastructure in 19th century Switzerland," IRENE Working Papers, IRENE Institute of Economic Research, number 24-05, Sep.
• Drydakis, Nick, 2024, "Discrimination and Health Outcomes in England's Black Communities amid the Cost-of-Living Crisis: Evaluating the Role of Inflation and Bank Rates," IZA Discussion Papers, IZA Network @ LISER, number 17341, Oct.
• Olalekan Charles Okunlola & Olumide Abiodun Ayetigbo, 2024, "Impact of Agricultural Financing on Agricultural Growth Sustainability in Nigeria," Journal of Developing Areas, Tennessee State University, College of Business, volume 58, issue 3, pages 171-203, July–Sept.
• Kentaro Kikuchi, 2024, "A term structure interest rate model with the Brownian bridge lower bound," Annals of Finance, Springer, volume 20, issue 3, pages 301-328, September, DOI: 10.1007/s10436-024-00439-4.
• Mihai Ioan Mutascu & Scott W. Hegerty, 2024, "Expected inflation and interest-rate dynamics in the COVID era: evidence from the time–frequency domain," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 51, issue 2, pages 559-582, May, DOI: 10.1007/s10663-024-09610-6.
• Flavia Corneli, 2024, "Sovereign debt maturity structure and its costs," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 31, issue 1, pages 262-297, February, DOI: 10.1007/s10797-023-09800-1.
• Nimrod Segev & Sigal Ribon & Michael Kahn & Jakob Haan, 2024, "Low Interest Rates and Banks’ Interest Margins: Does Deposit Market Concentration Matter?," Journal of Financial Services Research, Springer;Western Finance Association, volume 65, issue 2, pages 189-218, June, DOI: 10.1007/s10693-022-00393-0.
• Urban Jermann, 2024, "Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans," Journal of Financial Services Research, Springer;Western Finance Association, volume 65, issue 2, pages 141-152, June, DOI: 10.1007/s10693-023-00415-5.
• M. M. Islam Chowdhury & Apostolos Serletis, 2024, "The Gibson Paradox and the Fisher Effect in Advanced and Emerging Economies," Open Economies Review, Springer, volume 35, issue 5, pages 955-983, November, DOI: 10.1007/s11079-023-09746-1.
• Carlo Milana, 2024, "Refuting Samuelson’s capitulation on the re-switching of techniques in the Cambridge capital controversy," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 37, issue 2, pages 179-197, June, DOI: 10.1007/s11138-022-00591-y.
• Haitham A. Al-Zoubi, 2024, "An affine model for short rates when monetary policy is path dependent," Review of Derivatives Research, Springer, volume 27, issue 2, pages 151-201, July, DOI: 10.1007/s11147-024-09202-3.
• Shigenori SHIRATSUKA, 2024, "What Does the Yield Curve Control Policy Do?," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2024-002, Feb.
• Mika Akesaka & Ryo Mikami & Yoshiyasu Ono, 2024, "Insatiable Wealth Preference: Evidence from Japanese Household Survey," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2024-16, Apr, revised Oct 2024.
• Natalia ANDRIES & Steve BILLON, 2024, "How does bank cost-efficiency affect the interest rate pass-through?," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2024-04.
• Tanweer Akram & Khawaja Mamun, 2024, "Interest Rate Dynamics: An Examination of Mainstream and Keynesian Empirical Studies," Economics Working Paper Archive, Levy Economics Institute, number wp_1043, Feb.
• Tanweer Akram & Shahida Pervin, 2024, "Empirical Models of Chinese Government Bond Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1044, Feb.
• Tanweer Akram & Mahima Yadav, 2024, "An Empirical Analysis of Swedish Government Bond Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1048, Apr.
• Tanweer Akram & Khawaja Mamun, 2024, "Euro Interest Rate Swap Yields: Some ARDL Models," Economics Working Paper Archive, Levy Economics Institute, number wp_1051, May.
• Arturo Huerta G., 2024, "Exchange-Rate Stability Causes Deterioration of the Productive Sphere and Destabilizes Developing Economies," Economics Working Paper Archive, Levy Economics Institute, number wp_1052, Jun.
• Arturo Huerta G., 2024, "Foreign Deficit and Economic Policy: The Case of Mexico," Economics Working Paper Archive, Levy Economics Institute, number wp_1053, Jun.
• Pavlina R. Tcherneva, 2024, "The Job Guarantee: MMT's Proposal for Full Employment and Price Stability," Economics Working Paper Archive, Levy Economics Institute, number wp_1060, Nov.
• Tanweer Akram & Khawaja Mamun, 2024, "Macro-Financial Models of Canadian Dollar Interest Rate Swap Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1072, Dec.
• Rokas Kaminskas & Linas JurkÅ¡as, 2024, "Waves Across the Atlantic: How Macro Releases Ripple Through Euro Area Markets," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 38, Oct.
• Linas JurkÅ¡as & Rokas Kaminskas, 2024, "Communication of ECB Governing Council members: do they speak in one voice?," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 39, Oct.
• Paul Rudel & Peter Tillmann, 2024, "News Shock Spillovers: How the Euro Area Responds to Expected Fed Policy," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202413.
• Andras Balogh & Zsolt Kuti & Annamaria Sipos-Madarasz, 2024, "The Recent History of Hungarian Monetary Policy and Future Challenges for Central Banks," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 23, issue 2, pages 5-30.
• Gabor Hajnal & Zsuzsanna Hosszu & Akos Attila Ozoroczy & Balint Dancsik, 2024, "Estimating Deposit Interest Rate Pass-Through in Central and Eastern European Countries Using Wavelet Transform and Error Correction Model," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2024/151.
• Jean-Bernard Chatelain & Kirsten Ralf, 2024, "Wealth in the Quadratic Loss Function of the Ramsey Malinvaud Cass Koopmans Model of Optimal Savings," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 24006, Jun.
• Valentin Burban & Bruno De Backer & Andreaa Liliana Vladu, 2024, "Inflation (de-)anchoring in the euro area," Working Paper Research, National Bank of Belgium, number 457, Sep.
• Jules H. van Binsbergen & Svetlana Bryzgalova & Mayukh Mukhopadhyay & Varun Sharma, 2024, "(Almost) 200 Years of News-Based Economic Sentiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 32026, Jan.
• Ricardo J. Caballero & Alp Simsek, 2024, "Central Banks, Stock Markets, and the Real Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 32053, Jan.
• Menzie D. Chinn & Laurent Ferrara, 2024, "The Predictive Power of the Term Spread and Financial Variables for Economic Activity across Countries," NBER Working Papers, National Bureau of Economic Research, Inc, number 32084, Jan.
• Jules H. van Binsbergen & Marco Grotteria, 2024, "Monetary Policy Wedges and the Long-term Liabilities of Households and Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 32137, Feb.
• Marijn A. Bolhuis & Judd N. L. Cramer & Karl Oskar Schulz & Lawrence H. Summers, 2024, "The Cost of Money is Part of the Cost of Living: New Evidence on the Consumer Sentiment Anomaly," NBER Working Papers, National Bureau of Economic Research, Inc, number 32163, Feb.
• Masao Fukui & Niels Joachim Gormsen & Kilian Huber, 2024, "Sticky Discount Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 32238, Mar.
• Daniel Greenwald & John Krainer & Pascal Paul, 2024, "Monetary Transmission Through Bank Securities Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 32449, May.
• Paul Beaudry & Paolo Cavallino & Tim Willems, 2024, "Monetary Policy Along the Yield Curve: Why Can Central Banks Affect Long-Term Real Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 32511, May.
• Mervyn A. King, 2024, "Inflation Targets: Practice Ahead of Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 32594, Jun.
• Christoph Boehm & T. Niklas Kroner, 2024, "Monetary Policy without Moving Interest Rates: The Fed Non-Yield Shock," NBER Working Papers, National Bureau of Economic Research, Inc, number 32636, Jun.
• Adrien Auclert & Matthew Rognlie & Ludwig Straub, 2024, "Fiscal and Monetary Policy with Heterogeneous Agents," NBER Working Papers, National Bureau of Economic Research, Inc, number 32991, Sep.
• Anika Petkova, 2024, "Inflation Targeting and Interest Rate Dynamics in the Euro," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 77-88, June.
• Acauã Brochado & Sean Dougherty, 2024, "Riding the rollercoaster: Subnational debt in turbulent times," OECD Working Papers on Fiscal Federalism, OECD Publishing, number 47, Jun, DOI: 10.1787/c0a7fdc3-en.
• Cian Montague & Kilian Raiser & Moongyung Lee, 2024, "Bridging the clean energy investment gap: Cost of capital in the transition to net-zero emissions," OECD Environment Working Papers, OECD Publishing, number 245, Jul, DOI: 10.1787/1ae47659-en.
• Robert Ferstl & Philip Schuster & Michael Sigmund & Maria Teresa Valderrama & Johannes Wächtler, 2024, "Take it and leave it: Banks’ balance sheet optimization and targeted longer-term refinancing operations (Michael Sigmund, Johannes Wächtler, Philip Schuster, Robert Ferstl, Maria Teresa Valderrama)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 257, Aug.
• Giancarlo Corsetti & Fred Seunghyun Maeng, 2024, "Debt Crises, Fast and Slow," Journal of the European Economic Association, European Economic Association, volume 22, issue 5, pages 2148-2179.
• Michael D Bauer & Carolin E Pflueger & Adi Sunderam, 2024, "Perceptions About Monetary Policy," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 139, issue 4, pages 2227-2278.
• Adam Goliński & Peter Spencer, 2024, "Unconventional Monetary Policies and the Yield Curve: Estimating Non-Affine Term Structure Models with Unspanned Macro Risk by Factor Extraction," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 1, pages 119-152.
• Davide E Avino & Enrique Salvador, 2024, "Contingent Claims and Hedging of Credit Risk with Equity Options," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 2, pages 310-348.
• Jose Renato Haas Ornelas & Alvaro Pedraza & Claudia Ruiz-Ortega & Thiago Christiano Silva, 2024, "Market Power and the Transmission of Loan Subsidies," The Review of Corporate Finance Studies, Society for Financial Studies, volume 13, issue 4, pages 931-965.
• Fergus Cumming & Lisa Dettling, 2024, "Monetary Policy and Birth Rates: The Effect of Mortgage Rate Pass-Through on Fertility," The Review of Economic Studies, Review of Economic Studies Ltd, volume 91, issue 1, pages 229-258.
• Gauti B Eggertsson & Ragnar E Juelsrud & Lawrence H Summers & Ella Getz, 2024, "Negative Nominal Interest Rates and the Bank Lending Channel," The Review of Economic Studies, Review of Economic Studies Ltd, volume 91, issue 4, pages 2201-2275.
• Markus Sihvonen, 2024, "Yield curve momentum," Review of Finance, European Finance Association, volume 28, issue 3, pages 805-830.
• Indrajit Mitra & Yu Xu, 2024, "A Theory of the Term Structure of Interest Rates under Limited Household Risk Sharing," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 8, pages 2461-2509.
• Alexander Rathke & Tobias Straumann, 2024, "Made in Frankfurt? The Monetary Policy of the Swiss National Bank Since 1973," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 66, issue 3, pages 591-619, September, DOI: 10.1057/s41294-024-00242-0.
• Leila Davis & Thomas R. Michl, 2024, "The Inverted Yield Curve in a 3-Equation Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 50, issue 2, pages 195-212, April, DOI: 10.1057/s41302-024-00264-7.
• Giorgio Massari & Luca Portoghese & Patrizio Tirelli, 2024, "Whither Liquidity Shocks? Implications for R∗ and Monetary Policy," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 217, Mar.
• Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li, 2024, "Machine Learning and the Yield Curve:Tree-Based Macroeconomic Regime Switching," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-028, Oct.
• Kutasi, Gábor & Czeczeli, Vivien & Szalai, Piroska, 2024, "Inflation, monetary pain, fiscal relief," Public Finance Quarterly, Corvinus University of Budapest, volume 70, issue 3, pages 70-86, DOI: https://doi.org/10.35551/PFQ_2024_3.
• Cenap Ilter, 2024, "Should Turkiye Adapt USD as its Domestic Currency?," Acta Marisiensis. Series Oeconomica, "George Emil Palade" University of Medicine, Pharmacy, Sciences and Technology of Târgu-Mureș, România - Faculty of Economics and Law, volume 1, pages 1-18, December.
• Ojo, Marianne, 2024, "Recent Developments in Financial Stability, Macroprudential Arrangements, and Shadow Banking," MPRA Paper, University Library of Munich, Germany, number 119894.
• Ojo, Marianne, 2024, "Inflationary impacts since the Global Pandemic Crisis: the potential of forecasting techniques and technologies," MPRA Paper, University Library of Munich, Germany, number 120515, Mar.
• Kopiec, Paweł, 2024, "Monetary-Fiscal Forward Guidance," MPRA Paper, University Library of Munich, Germany, number 120563, Mar.
• Golmohammadpoor Azar, Kamran, 2024, "USD/IRR Prediction by ARIMA model and Stochastic Simulation (1403 Hijri Year)," MPRA Paper, University Library of Munich, Germany, number 120711, Apr.
• Alnaa, Samuel Erasmus & Matey, Juabin, 2024, "Financial Deepening in Ghana; Does Macroeconomics Matter," MPRA Paper, University Library of Munich, Germany, number 120974, Feb, revised 02 Apr 2024.
• Daboh, Foday & Jackson, Emerson Abraham, 2024, "Policy Brief: The Effects of Interest Rate Volatility and Money Demand in Sierra Leone using ARDL Estimation," MPRA Paper, University Library of Munich, Germany, number 121114, Jan, revised 06 Jan 2024.
• Geromichalos, Athanasios & Wang, Yijing, 2024, "Money and Competing Means of Payment," MPRA Paper, University Library of Munich, Germany, number 121388, Jun.
• Forte, Antonio, 2024, "Monetary policy transmission in a high inflation environment: a view from the past," MPRA Paper, University Library of Munich, Germany, number 121396, May.
• Nikam, Supriya, 2024, "Assessing the Relationship between Non-Performing Assets (NPAs) and Profitability of Banks in India," MPRA Paper, University Library of Munich, Germany, number 121624, Aug.
• C, Prasanth & Chakraborty, Lekha & K Shihab, Nehla, 2024, "Interest Rate Determination in India: Analyzing RBI’s Post-Covid Monetary Policy Stance Using High Frequency Data," MPRA Paper, University Library of Munich, Germany, number 122345, Oct.
• Jiménez Sotelo, Renzo, 2024, "Rentabilidad bancaria y desarrollo económico en el siglo XXI: una relación controvertida a nivel mundial
  [Bank profitability and economic development in the 21st century: a controversial relationship worldwide]," MPRA Paper, University Library of Munich, Germany, number 122367, Jul.
• HA, JONGRIM & Kim, Dohan & Kose, Ayhan M., 2024, "Resolving Puzzles of Monetary Policy Transmission in Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 122624, Nov.
• Rasamoelison, Andrianantenaina Michel Edouard, 2024, "Estimation d’une courbe des taux pour Madagascar par le modèle de Nelson-Siegel
  [Estimation of a yield curve for Madagascar using the Nelson-Siegel model]," MPRA Paper, University Library of Munich, Germany, number 122863, Dec.
• Rasamoelison, Andrianantenaina Michel Edouard, 2024, "Estimation d’une courbe des taux pour Madagascar par le modèle de Nelson-Siegel
  [Estimation of a yield curve for Madagascar using the Nelson-Siegel model]," MPRA Paper, University Library of Munich, Germany, number 123128, Dec.
• Ahmed, Mhammad Ashfaq & Nawaz, Nasreen, 2024, "Dynamics of Money Market and Monetary Policy," MPRA Paper, University Library of Munich, Germany, number 128663, Apr.
• Jaime Leyva, 2024, "The role of firms’ characteristics on banks’ interest rates," Working Papers, Banco de Portugal, Economics and Research Department, number w202410.
• Chris Becker & Anny Francis & Calebe de Roure & Brendan Wilson, 2024, "Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2024-03, May, DOI: 10.47688/rdp2024-03.
• Jean Barthelemy & Seonghoon Cho & Magali Marx, 2024, "Online Appendix to "A Unified Approach to Determinacy Conditions with Regime Switching"," Online Appendices, Review of Economic Dynamics, number 23-89.
• Jean Barthelemy & Seonghoon Cho & Magali Marx, 2024, "Code and data files for "A Unified Approach to Determinacy Conditions with Regime Switching"," Computer Codes, Review of Economic Dynamics, number 23-89, revised .
• Jean Barthelemy & Seonghoon Cho & Magali Marx, 2024, "A Unified Approach to Determinacy Conditions with Regime Switching," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 54, October, DOI: 10.1016/j.red.2024.101240.
• Linas Jurksas & Rokas Kaminskas & Modestas Stukas, 2024, "ECB Communication: What Is It Telling Us?," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 16, issue 2, pages 243-285, August, DOI: https://doi.org/10.15353/rea.v16i2..
• Villamizar-Villegas, Mauricio & Taboada-Arango, Bibiana, 2024, "Mitos y realidades de la política monetaria," Books, Red Investigadores de Economía, number 2024-11, ISBN: ARRAY(0x6f7d66e8), May.
• Viacheslav Kramkov & Andrey Maksimov, 2024, "Monetary surprises and term structure of interest rates: Identification through heteroscedasticity," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 74, pages 5-34.
• Richard Mulenga & Moses Mayond & Nicholas Odongo, 2024, "Assessing the Currency Market Integration in the SADC Region amid Global Economic Crises," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 39, issue 4, pages 941-968.
• Jinyoung Seo, 2024, "The Determinants of Bond-Stock Correlation: the Role of Trend Inflation and Monetary Policy," Working Papers, Wake Forest University, Economics Department, number 115, Aug.
• Aeimit Lakdawala & Timothy Moreland & Min Fang, 2024, "Monetary Policy and Firm Heterogeneity: The Role of Leverage Since the Financial Crisis," Working Papers, Wake Forest University, Economics Department, number 120, Dec.
• Daeyun KANG & Doojin RYU & Alexander WEBB, 2024, "Term Spread Prediction using Lasso in Machine Learning Frameworks," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 31-45, December.
• Bruno Höfig & Leonardo Paes Müller & Iderley Colombini, 2024, "The Tendency of the Non-Bank Financial Sector to Rise: A Materialist Account of the Growth of Market-Based Finance," Review of Radical Political Economics, Union for Radical Political Economics, volume 56, issue 3, pages 355-379, September, DOI: 10.1177/04866134241239694.
• Yeo Hyub Yoon & Grishma Neupane, 2024, "Liquidity Preference, Interest Rate Spread, and the Transformation of the US Financial System," Review of Radical Political Economics, Union for Radical Political Economics, volume 56, issue 4, pages 497-509, December, DOI: 10.1177/04866134241275185.
• Artor Nuhiu & Florin Aliu & Arbër Hoti, 2024, "Assessing the Determinants of Bank Interest Rate Spread: Evidence From Western Balkan Countries," SAGE Open, , volume 14, issue 4, pages 21582440241, December, DOI: 10.1177/21582440241301882.
• Nana Kwame Akosah & Imhotep Paul Alagidede & Eric Schaling, 2024, "General Equilibrium Model for Monetary Policy Responses to Macroeconomic Instabilities in Developing Economy: A Ghanaian Perspective," South Asian Journal of Macroeconomics and Public Finance, , volume 13, issue 2, pages 213-272, December, DOI: 10.1177/22779787241253638.
• Marcin Bielecki & Michał Brzoza-Brzezina & Aneta Błażejowska & Kamila Kuziemska-Pawlak & Grzegorz Szafrański, 2024, "Estimates and Projections of the Natural Rate of Interest for Poland and the Euro Area," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 1-32.
• Utsav . & Suresh Kumar Patra & Pramod Kumar Naik, 2024, "Assessing Macroeconomic Influences on Indian Sovereign Bond Yields: An Insight from the ARDL Bound Test Approach," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 93-114.
• Terhi Jokipii & Jayson Danton, 2024, "A decade of low interest rates: impact on Swiss bank profitability," Working Papers, Swiss National Bank, number 2024-10.
• Mariya Gubareva & Maria Rosa Borges, 2024, "Correction to: Governed by the cycle: interest rate sensitivity of emerging market corporate debt," Annals of Operations Research, Springer, volume 332, issue 1, pages 1257-1257, January, DOI: 10.1007/s10479-021-04009-z.
• James McNeil, 2024, "Modeling interest rate setting at the European Central Bank with bargaining models and counterfactuals," Empirical Economics, Springer, volume 66, issue 3, pages 1037-1053, March, DOI: 10.1007/s00181-023-02481-z.
• Hanna Armelius & Martin Solberger & Erik Spånberg & Pär Österholm, 2024, "The evolution of the natural rate of interest: evidence from the Scandinavian countries," Empirical Economics, Springer, volume 66, issue 4, pages 1633-1659, April, DOI: 10.1007/s00181-023-02503-w.
• Mehmet Balcilar & Ojonugwa Usman & Mark Wohar & David Roubaud & Hasan Gungor, 2024, "Global liquidity effect of quantitative easing on emerging markets," Empirical Economics, Springer, volume 67, issue 6, pages 2449-2461, December, DOI: 10.1007/s00181-024-02625-9.
• Kirsi Zongo & Mahamadou Diarra & Idrissa M. Ouedraogo, 2024, "Effects of foreign direct investment on industrial development in Sub-Saharan Africa: the role of exchange rate misalignment," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 51, issue 4, pages 925-955, December, DOI: 10.1007/s40812-024-00314-3.
• Stefano Deriu & Marcello Signorelli & Claudio Socci & Rosita Pretaroli & Francesca Severini & Ludovica Almonti, 2024, "The impact of shocks and policies on debt-to-GDP ratio dynamics: a multisectoral approach," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 41, issue 2, pages 417-438, July, DOI: 10.1007/s40888-024-00330-5.
• Dorothea Schäfer & Willi Semmler, 2024, "Is interest rate hiking a recipe for missing several goals of monetary policy—beating inflation, preserving financial stability, and keeping up output growth?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 2, pages 235-254, June, DOI: 10.1007/s40822-023-00256-6.
• Yasmeen Bayaa & Mahmoud Qadan, 2024, "Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 4, pages 981-1003, December, DOI: 10.1007/s40822-024-00278-8.
• Onur Polat, 2024, "Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-27, December, DOI: 10.1186/s40854-023-00581-4.
• Kazuki Hara, 2024, "Dynamic heterogeneous panel analysis of financial market disciplinary effects on fiscal balance," International Journal of Economic Policy Studies, Springer, volume 18, issue 1, pages 37-62, February, DOI: 10.1007/s42495-023-00118-8.
• Huseyin Oguz Genc & Soichiro Takagi, 2024, "A literature review on the design and implementation of central bank digital currencies," International Journal of Economic Policy Studies, Springer, volume 18, issue 1, pages 197-225, February, DOI: 10.1007/s42495-023-00125-9.
• Lokendra Kumawat, 2024, "Time-variation in response of inflation to monetary policy shocks in India: evidence from TVP-VAR models," Indian Economic Review, Springer, volume 59, issue 1, pages 233-248, June, DOI: 10.1007/s41775-024-00218-y.
• Ashima Goyal & Abhishek Kumar, 2024, "What Drives Indian Inflation? Demand or Supply," India Studies in Business and Economics, Springer, in: Probal Pratap Ghosh & Rajbans Talwar & Sureshbabu Syamasundar Velagapudi, "Practical Economic Analysis and Computation", DOI: 10.1007/978-981-97-6753-3_6.
• Giovanni Carnazza, 2024, "The Impact of the Social Mood on the Italian Sovereign Debt Market: A Twitter Perspective," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 10, issue 1, pages 125-154, March, DOI: 10.1007/s40797-022-00217-z.
• Mayank Gupta & Amit Pawar & Subrat Kumar Seet & S. Suraj, 2024, "Non-Linear Dynamics of Yield Spreads and Inflation: Evidence from India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 22, issue 4, pages 809-822, December, DOI: 10.1007/s40953-024-00410-0.
• Nuruddeen Usman & Martins Apinran, 2024, "Policy rates in ECOWAS: are they fractionally cointegrated?," SN Business & Economics, Springer, volume 4, issue 11, pages 1-15, November, DOI: 10.1007/s43546-024-00739-x.
• Christina Anderl & Guglielmo Maria Caporale, 2024, "Functional shocks to inflation expectations and real interest rates and their macroeconomic effects," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 160, issue 4, pages 1543-1575, November, DOI: 10.1007/s10290-024-00538-4.
• Nelson R. Ramírez-Rondán & Marco E. Terrones, 2024, "Uncertainty and the uncovered interest parity condition: How are they related?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 160, issue 4, pages 1505-1542, November, DOI: 10.1007/s10290-024-00539-3.
• Paolo Zagaglia, 2024, "A Note on the Predictive Power of the Term Spread for the Output Gap," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 14, issue 6, pages 1-7.
• Paolo Zagaglia, 2024, "The Predictive Power of the Yield Spread Under the Veil of Time," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 13, issue 3, pages 1-1.
• Ahmed H. Elsayed & Ricardo M. Sousa, 2024, "International monetary policy and cryptocurrency markets: dynamic and spillover effects," The European Journal of Finance, Taylor & Francis Journals, volume 30, issue 16, pages 1855-1875, November, DOI: 10.1080/1351847X.2022.2068375.
• James Morley & Trung Duc Tran & Benjamin Wong, 2024, "A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 2, pages 665-680, April, DOI: 10.1080/07350015.2023.2221974.
• Lars Winkelmann & Wenying Yao, 2024, "Tests for Jumps in Yield Spreads," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 946-957, July, DOI: 10.1080/07350015.2023.2271039.
• Koray Alper & Tanju Capacioglu, 2024, "Funding Quality and the Pricing of Retail Rates: Evidence from the Turkish Banking Sector," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2403.
• Ritsu Yano & Yoshiyuki Nakazono & Kento Tango, 2024, "The Transmission of Monetary Policy Shocks: Evidence from Japan," TUPD Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 57, Nov.
• Adam Brzezinski & Yao Chen & Nuno Palma & Felix Ward, 2024, "The Vagaries of the Sea: Evidence on the Real Effects of Money from Maritime Disasters in the Spanish Empire," The Review of Economics and Statistics, MIT Press, volume 106, issue 5, pages 1220-1235, September, DOI: 10.1162/rest_a_01223.
• Kai Lessmann & Matthias Kalkuhl, 2024, "Climate Finance Intermediation: Interest Spread Effects in a Climate Policy Model," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, volume 11, issue 1, pages 213-251, DOI: 10.1086/725920.
• Walker Ray & Michael Droste & Yuriy Gorodnichenko, 2024, "Unbundling Quantitative Easing: Taking a Cue from Treasury Auctions," Journal of Political Economy, University of Chicago Press, volume 132, issue 9, pages 3115-3172, DOI: 10.1086/729581.
• Théo METZ, 2024, "New fiscal transparency index and public debt borrowing costs," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2024-50.
• LOMADZE, Davit & BERISHVILI, Vakhtang, 2024, "The Impact Of Sovereign Credit Ratings On Interest Rates In Emerging Economies – Case From Georgia," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 12, issue 1, pages 115-125, October.
• Blagovest Iliev, 2024, "Relationship Between the Housing Market and Macroeconomic Factors in Bulgaria and the European Union," Stroitelno predpriemachestvo i nedvizhima sobstvenost = Construction Entrepreneurship and Real Property, University of Economics Varna, issue 1, pages 121-132.
• Todorović Andreja & Jemović Mirjana & Marinković Srđan, 2024, "An Analysis of the Determinants of Net Interest Margin of the Banking Sectors in Southeast European Countries," Economic Themes, Sciendo, volume 62, issue 2, pages 185-202, DOI: 10.2478/ethemes-2024-0010.
• Nzeh Innocent Chile, 2024, "Exogenous Variables and their Influence on Domestic Credit Provision in Nigeria: Evidence from Quantile Regression," Naše gospodarstvo/Our economy, Sciendo, volume 70, issue 4, pages 38-48, DOI: 10.2478/ngoe-2024-0022.
• Schwanitz Johannes, 2024, "Inflationsberechnung: Zinspolitik der EZB wird als Inflationstreiber statistisch nicht erfasst," Wirtschaftsdienst, Sciendo, volume 104, issue 3, pages 211-214, March, DOI: 10.2478/wd-2024-0056.
• Rupprecht Manuel, 2024, "Inflationsberechnung: Replik und Erwiderung," Wirtschaftsdienst, Sciendo, volume 104, issue 8, pages 572-579, DOI: 10.2478/wd-2024-0147.
• Zauder Krunoslav, 2024, "Interest Rate Exposure of Households in Croatia: A Simulation of the National Reference Rate," Zagreb International Review of Economics and Business, Sciendo, volume 27, issue 2, pages 249-267, DOI: 10.2478/zireb-2024-0026.
• Orlović Zrinka & Zoričić Davor & Golubić Zrinka Lovretin, 2024, "Yield Curve Estimation Based on Government Security Prices in the Croatian Financial Market," Zagreb International Review of Economics and Business, Sciendo, volume 27, issue 2, pages 27-41, DOI: 10.2478/zireb-2024-0016.
• Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2024, "The U.S. Public Debt Valuation Puzzle," Econometrica, Econometric Society, volume 92, issue 4, pages 1309-1347, July, DOI: 10.3982/ECTA20497.
• Tom D. Holden, 2024, "Robust Real Rate Rules," Econometrica, Econometric Society, volume 92, issue 5, pages 1521-1551, September, DOI: 10.3982/ECTA21069.
• Husnu C. Dalgic, 2024, "Financial Dollarization In Emerging Markets: An Insurance Arrangement," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 65, issue 3, pages 1189-1219, August, DOI: 10.1111/iere.12686.
• Kimberly A. Berg & Nelson C. Mark, 2024, "Uncertainty, Long‐Run, And Monetary Policy Risks In A Two‐Country Macro Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 65, issue 3, pages 1387-1413, August, DOI: 10.1111/iere.12697.
• Laura Carabotta & Peter Claeys, 2024, "Combine to compete: Improving fiscal forecast accuracy over time," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 4, pages 948-982, July, DOI: 10.1002/for.3058.
• Yvan Lengwiler & Athanasios Orphanides, 2024, "Collateral Framework: Liquidity Premia and Multiple Equilibria," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 2-3, pages 489-516, March, DOI: 10.1111/jmcb.13048.
• Rasmus Fatum & Naoko Hara & Yohei Yamamoto, 2024, "Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 5, pages 1261-1285, August, DOI: 10.1111/jmcb.13006.
• Thomas Hintermaier & Winfried Koeniger, 2024, "Differences in euro‐area household finances and their relevance for monetary‐policy transmission," Quantitative Economics, Econometric Society, volume 15, issue 4, pages 1249-1301, November, DOI: 10.3982/QE2068.
• Tanweer Akram & Khawaja Mamun, 2024, "Modeling Chilean Long-Term Swap Yields Based on the Short-Term Interest Rate: A Garch Approach," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 02, pages 1-25, June, DOI: 10.1142/S201049522450009X.
• Robert A. Jarrow, 2024, "A Credit Spread Decomposition: A Resolution of the Credit Spread Puzzle," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 04, pages 1-14, December, DOI: 10.1142/S2010139224500162.
• Kerola, Eeva, 2024, "Rahoitusolojen eritahtinen kiristyminen euroalueella," BoF Economics Review, Bank of Finland, number 5/2024.
• Paavola, Aleksi & Voutilainen, Ville, 2024, "Central bank collateral policy and credit pricing: Evidence from Finland," Bank of Finland Research Discussion Papers, Bank of Finland, number 7/2024.
• Fricke, Daniel & Greppmair, Stefan & Paludkiewicz, Karol, 2024, "Excess reserves and monetary policy tightening," Discussion Papers, Deutsche Bundesbank, number 05/2024.
• Kliem, Martin & Kriwoluzky, Alexander & Müller, Gernot J. & Scheer, Alexander, 2024, "Financial repression in general equilibrium: The case of the United States, 1948-1974," Discussion Papers, Deutsche Bundesbank, number 20/2024.
• Michaelis, Henrike, 2024, "Changes in the euro area interest rate pass-through," Discussion Papers, Deutsche Bundesbank, number 21/2024.
• Schito, Marco & Klimavičiūtė, Luka & Pál, Rozália, 2024, "Investment decisions in a high-inflation environment," EIB Working Papers, European Investment Bank (EIB), number 2024/03, DOI: 10.2867/788036.
• Benchimol, Jonathan & Bozou, Caroline, 2024, "Desirable banking competition and stability," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 73, pages 1-28.
• Drydakis, Nick, 2024, "Discrimination and Health Outcomes in England's Black Communities Amid the Cost-of-Living Crisis: Evaluating the Role of Inflation and Bank Rates," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1500.
• Flemmig, Jörg & Seitz, Franz, 2024, "Wie relevant sind die makroökomischen Standardlehrbuchmodelle: Ein Plädoyer für eine Erweiterung der traditionellen klassischen und keynesianischen Basismodelle," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 94.
• Bhattacharjee, Arnab & Holly, Sean & Wasseja, Mustapha, 2024, "Network structures and heterogeneity in policy preferences at the FOMC," Accountancy, Economics, and Finance Working Papers, Heriot-Watt University, Department of Accountancy, Economics, and Finance, number 2024-10.
• Ratcliff, Ryan D., 2024, "A Comment on "Measuring Monetary Policy in the Euro Area Using SVARs with Residual Restrictions"," I4R Discussion Paper Series, The Institute for Replication (I4R), number 160.
• Tatar, Balint & Wieland, Volker, 2024, "Taylor rules and the inflation surge: The case of the Fed," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 201.
• Tatar, Balint & Wieland, Volker, 2024, "Policy rules and the inflation surge: The case of the ECB," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 209.
• Kaufmann, Daniel & Stuart, Rebecca, 2024, "Private money and money market integration: The role of payments infrastructure in 19th century Switzerland," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 24-08.
• de Boer, Jantke, 2024, "Global portfolio network and currency risk premia," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1133, DOI: 10.4419/96973315.
• Melissinos, Errikos, 2024, "Real term premia in consumption-based models," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 413, DOI: 10.2139/ssrn.4582708.
• Berger, Tino & Ochsner, Christian, 2024, "A note on the synchronisation of the natural rates of interest in Germany and the Euro Area," Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 03/2024.
• Bernoth, Kerstin & Herwartz, Helmut & Trienens, Lasse, 2024, "Interest Rates, Convenience Yields and Inflation Expectations: Drivers of US Dollar Exchange Rates," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302351, revised 2024.
• Paludkiewicz, Karol & Fricke, Daniel & Greppmair, Stefan, 2024, "Excess Reserves and Monetary Policy Tightening," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302364.
• Hack, Lukas & Rostam-Afschar, Davud, 2024, "Understanding Firm Dynamics with Daily Data," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302376.