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

2003

• Wiemers, Jürgen & Neyer, Ulrike, 2003, "Why do we have an interbank money market?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 182/2003.

2002

• Konstantinos Drakos, 2002, "Common Factors in Eurocurrency Rates: A Dynamic Analysis," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 17, pages 164-184.
• Christopher F Baum & John Barkoulas, 2002, "Dynamics of Intra-EMS Interest Rate Linkages," Computing in Economics and Finance 2002, Society for Computational Economics, number 13, Jul.
• Vassil A. Konstantinov, 2002, "Fed Funds Rate Targeting, Monetary Regimes and the Term Structure of Interbank Rates: Explaining the Predictability Smile," Computing in Economics and Finance 2002, Society for Computational Economics, number 132, Jul.
• Gadea Maria-Dolores & Antonio Montanes & Marcelo Reyes, 2002, "Level shifts, unit roots and the purchasing power parity," Computing in Economics and Finance 2002, Society for Computational Economics, number 208, Jul.
• Carl Chiarella & Silvana Musti, 2002, "Numerical Investigations of the Heath Jarrow Morton Model with Forward Rate Dependent Volatility," Computing in Economics and Finance 2002, Society for Computational Economics, number 84, Jul.
• Erik Schlögl, 2002, "A multicurrency extension of the lognormal interest rate Market Models," Finance and Stochastics, Springer, volume 6, issue 2, pages 173-196.
• Philip S. Griffin, 2002, "The expectations hypothesis with non-negative rates," Finance and Stochastics, Springer, volume 6, issue 2, pages 265-271.
• Camilla Landén & Tomas Björk, 2002, "On the construction of finite dimensional realizations for nonlinear forward rate models," Finance and Stochastics, Springer, volume 6, issue 3, pages 303-331.
• Simon H. Babbs, 2002, "Conditional Gaussian models of the term structure of interest rates," Finance and Stochastics, Springer, volume 6, issue 3, pages 333-353.
• Emilio Dominguez & Alfonso Novales, 2002, "A factor model of term structure slopes in Eurocurrency markets," Applied Economics Letters, Taylor & Francis Journals, volume 9, issue 9, pages 585-593, DOI: 10.1080/13504850110111199.
• Emilio Dominguez & Alfonso Novales, 2002, "Can forward rates be used to improve interest rate forecasts?," Applied Financial Economics, Taylor & Francis Journals, volume 12, issue 7, pages 493-504, DOI: 10.1080/09603100010007346.
• Pilar Abad & Alfonso Novales, 2002, "Volatility Transmission acros the Term Structure of Swap Markets: International Evidence," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0220.
• Pilar Abad & Alfonso Novales, 2002, "The Forecasting Ability of Factor Models of the Term Structure of IRS Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0221.
• Pilar Abad & Alfonso Novales, 2002, "An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0222.
• Alfonso Novales & Emilio Domínguez, 2002, "A factor model of term structure slopes in eurocurrency markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0224.
• Alfonso Novales & Emilio Domínguez, 2002, "Can forward rates be used to improve interest rate forecasts?"," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0225.
• Alfonso Novales & Emilio Domínguez, 2002, "Dynamic correlations and forecasting of term structure slopes in eurocurrency market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0226.
• Peter Kugler & Beatrice Weder, 2002, "The Puzzle of the Swiss Interest Rate Island: Stylized Facts and a New Interpretation," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 57, issue 01, pages 49-64, March.
• Antje Dudenhausen & Erik Schlögl & Lutz Schlögl, 1999, "Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 19, Aug.
• Erik Schlögl, 1999, "A Multicurrency Extension of the Lognormal Interest Rate Market Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 20, Aug.
• Carl Chiarella & Oh-Kang Kwon, 1999, "Forward Rate Dependent Markovian Transformations of the Heath-Jarrow-Morton Term Structure Model," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 5, Apr.
• Ram Bhar & Carl Chiarella & Thuy Duong To, 2002, "A Maximum Likelihood Approach to Estimation of Heath-Jarrow-Morton Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 80, May.
• Massoud Heidari & Liuren Wu, 2002, "Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives," Finance, University Library of Munich, Germany, number 0207010, Aug, revised 10 Sep 2002.
• Massoud Heidari & Liuren WU, 2002, "Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?," Finance, University Library of Munich, Germany, number 0207013, Aug.
• Markus Leippold & Liuren Wu, 2002, "Design and Estimation of Quadratic Term Structure Models," Finance, University Library of Munich, Germany, number 0207014, Aug.
• Markus Leippold & Liuren Wu, 2002, "Asset Pricing Under The Quadratic Class," Finance, University Library of Munich, Germany, number 0207015, Aug.
• David Backus & Liuren Wu & Stanley Zin, 2002, "Markov Chain Approximations For Term Structure Models," Finance, University Library of Munich, Germany, number 0207018, Sep.
• Arman Mansoorian & Mohammed Mohsin, 2002, "Monetary Policy in a Cash-in-Advance Economy Employment, Capital Accumulation and the Term Structure of Interest Rates," Working Papers, York University, Department of Economics, number 2002_02, Feb.
• Lanne, Markku, 2002, "Nonlinear dynamics of interest rate and inflation," Bank of Finland Research Discussion Papers, Bank of Finland, number 21/2002.
• Dudenhausen, Antje & Schlögl, Lutz, 2002, "An Examination of the Effects of Parameter Misspecification," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 22/2002.
• Zühlsdorff, Christian, 2002, "Extended Libor Market Models with Affine and Quadratic Volatility," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 6/2002.
• von Kalckreuth, Ulf & Schröder, Jürgen, 2002, "Monetary Transmission in the New Economy: Service Life of Capital, Transmission Channels and the Speed of Adjustment," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2002,16.
• Kugler, Peter & Weder, Beatrice, 2002, "The puzzle of the Swiss interest rate island: Stylized facts and a new interpretation," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 168.
• Antzoulatos, Angelos A., 2002, "Benchmark yield undershooting in the E.M.U," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 191.
• Heinemann, Friedrich & Schüler, Martin, 2002, "Integration benefits on EU retail credit markets: evidence from interest rate pass-through," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-26.
• Kugler, Peter & Weder, Beatrice, 2002, "The Puzzle of the Swiss Interest Rate Island: Stylized Facts and a New Interpretation," Discussion Paper Series, Hamburg Institute of International Economics, number 26190, DOI: 10.22004/ag.econ.26190.
• Yu, Jun & Phillips, Peter, 2002, "Jacknifing Bond Option Prices," Working Papers, Department of Economics, The University of Auckland, number 187.
• Hortensia Fontanals Albiol & Sergio Zuniga, 2002, "Modelos de tasas de interes en Chile: una revision," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 87.
• Marina Azzimonti and Nirvana Mitra, , "Sovereign Default and Tax-smoothing in the Shadow of Corruption and Institutional Weakness," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 0001.
• Ulf Söderström, 2002, "Monetary Policy with Uncertain Parameters," Scandinavian Journal of Economics, Wiley Blackwell, volume 104, issue 1, pages 125-145, March, DOI: 10.1111/1467-9442.00275.
• Alberto Alesina & Silvia Ardagna & Giuseppe Nicoletti & Fabio Schiantarelli, 2002, "Regulation and Investment," Boston College Working Papers in Economics, Boston College Department of Economics, number 549, Dec.
• Ana María Iregui & Costas Milas & Jesus Otero, 2002, "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 02-29, Nov.
• Ana María Iregui & Costas Milas & Jesus Otero, 2002, "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 02-29, Nov.
• Éric Dor & Alain Durré, 2002, "Monetary Policy and the New Economy. Between Supply Shock and Financial Bubble," Recherches économiques de Louvain, De Boeck Université, volume 68, issue 1, pages 221-237.
• Martin Hlusek, 2002, "Estimating Market Probabilities of Future Interest Rate Changes," Working Papers, Czech National Bank, Research and Statistics Department, number 2002/02, Dec.
• Luis Eduardo Arango & Luis Fernando Melo, 2002, "Estimaci�n de la Estructura a Plazo de las Tasas de Inter�s en Colombia," Borradores de Economia, Banco de la Republica, number 2594, Jan.
• Bertola, Giuseppe & Prati, Alessandro & Bartolini, Leonardo, 2002, "The Overnight Interbank Market: Evidence from the G7 and the Euro Zone," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3090, Feb.
• Gerlach, Stefan, 2002, "Interpreting the Term Structure of Interbank Rates in Hong Kong," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3187, Feb.
• Sarno, Lucio & Thornton, Daniel L, 2002, "The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3225, Feb.
• Voth, Hans-Joachim, 2002, "With a Bang, Not a Whimper: Pricking Germany's 'Stock Market Bubble' in 1927 and the Slide into Depression," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3257, Mar.
• Eric DOR & Alain DURRE, 2002, "Monetary Policy and the New Economy : Between Supply Shock and Financial Bubble," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002028, Jun.
• Leippold, Markus & Wu, Liuren, 2002, "Asset Pricing under the Quadratic Class," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 37, issue 2, pages 271-295, June.
• Ling Hu & Peter C.B. Phillips, 2002, "Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1365, May.
• John Geanakoplos & Michael Magill & Martine Quinzii, 2002, "Demography and the Long-run Predictability of the Stock Market," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1380, Aug.
• John Geanakoplos & Michael Magill & Martine Quinzii, 2002, "Demography and the Long-run Predictability of the Stock Market," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1380R, Aug, revised Jul 2004.
• Beyer, Andreas & Farmer, Roger E. A., 2002, "Natural rate doubts," Working Paper Series, European Central Bank, number 121, Feb.
• de Bondt, Gabe, 2002, "Retail bank interest rate pass-through: new evidence at the euro area level," Working Paper Series, European Central Bank, number 136, Apr.
• Bindseil, Ulrich, 2002, "Equilibrium bidding in the Eurosystem's open market operations," Working Paper Series, European Central Bank, number 137, Apr.
• Heravi, Saeed & Silver, Mick, 2002, "A failure in the measurement of inflation: results from a hedonic and matched experiment using scanner data," Working Paper Series, European Central Bank, number 144, May.
• Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2002, "Bidding and performance in repo auctions: evidence from ECB open market operations," Working Paper Series, European Central Bank, number 157, Jul.
• Ehrmann, Michael & Fratzscher, Marcel, 2002, "Interdependence between the euro area and the US: what role for EMU?," Working Paper Series, European Central Bank, number 200, Dec.
• Malliaris, A. G., 2002, "Global monetary instability: The role of the IMF, the EU and NAFTA," The North American Journal of Economics and Finance, Elsevier, volume 13, issue 1, pages 72-92, May.
• Godbout, Lise & Storer, Paul & Zimmermann, Christian, 2002, "The Canadian treasury bill auction and the term structure of interest rates," Journal of Banking & Finance, Elsevier, volume 26, issue 6, pages 1165-1179, June.
• João Sicsú, 2002, "Theory and Evidence of the Inflationary Targets Regime," Brazilian Journal of Political Economy, Center of Political Economy, volume 22, issue 1, pages 24-35.
• Persio Arida, 2002, "Multiple Balances," Brazilian Journal of Political Economy, Center of Political Economy, volume 22, issue 3, pages 508-517.
• Joaquim Elói Cirne de Toledo, 2002, "Risco-Brasil: The Lula Effect and the Central Bank Effects," Brazilian Journal of Political Economy, Center of Political Economy, volume 22, issue 3, pages 524-532.
• Venegas-Martinez, Francisco & Bernardo González-Aréchiga, 2002, "Cobertura de tasas de interés con futuros del mercado mexicano de derivados. Modelo estocástico de duración y convexidad," El Trimestre Económico, Fondo de Cultura Económica, volume 69, issue 274, pages 227-250, abril-jun.
• Ibarra, Carlos A., 2002, "Límites de la flotación mexicana," El Trimestre Económico, Fondo de Cultura Económica, volume 69, issue 276, pages 513-542, octubre-d.
• Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2002, "The Effect of Monetary Unification on German Bond Markets," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0205, Mar.
• Lucio Sarno & Daniel L. Thornton, 2002, "The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation," Working Papers, Federal Reserve Bank of St. Louis, number 2000-032, DOI: 10.20955/wp.2000.032.
• Yamin Ahmad, 2002, "Money Market Rates and Implied CCAPM Rates: Some International Evidence," Working Papers, Georgetown University, Department of Economics, number gueconwpa~02-02-06, Feb.
• Martin Evans, 2002, "Real Risk, Inflation Risk, and the Term Structure," Working Papers, Georgetown University, Department of Economics, number gueconwpa~02-02-10, Feb.
• Grégory Levieuge, 2002, "Règle de Taylor vs Règle-ICM : Application à la Zone Euro," Post-Print, HAL, number halshs-00258403, Jun.
• Björk, Tomas & Landén, Camilla & Svensson, Lars, 2002, "Finite dimensional Markovian realizations for stochastic volatility forward rate models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 498, Apr, revised 07 May 2002.
• Giordani, Paolo & Söderlind, Paul, 2002, "Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 499, May, revised 15 May 2003.
• Erlandsson, Ulf, 2002, "Regime Switches in Swedish Interest Rates," Working Papers, Lund University, Department of Economics, number 2002:5, Feb, revised 04 Mar 2005.
• M. Isabel Martínez-Serna & Eliseo Navarro-Arribas, 2002, "El modelo de McCallum. Evidencia empírica en la estructura temporal de los tipos de interés española," Investigaciones Economicas, Fundación SEPI, volume 26, issue 2, pages 323-357, May.
• Jumah, Adusei & Kunst, Robert M., 2002, "On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation," Economics Series, Institute for Advanced Studies, number 109, Jan.
• Elias D. Belessakos & Christos I. Giannikos, 2002, "The "Lack" of Volatility Trade-Offs in Exchange Rate Zones with Sticky Prices," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 1, issue 1, pages 69-78, April.
• Fujiki, Hiroshi & Shiratsuka, Shigenori, 2002, "Policy Duration Effect under the Zero Interest Rate Policy in 1999-2000: Evidence from Japan's Money Market Data," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 20, issue 1, pages 1-31, January.
• Wojciech Szatzschneider, 2002, "The Cox, Ingersoll And Ross Extended Model," 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 1, issue 4, pages 319-322, Diciembre.
• Francisco Rosende, 2002, "Introducción al Debate Acerca de los Efectos de la Nominalización de la Política Monetaria," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 39, issue 117, pages 235-236.
• Felipe Morandé, 2002, "Nominalización de la Tasa de Política Monetaria. Debate y Consecuencias," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 39, issue 117, pages 239-252.
• Juan Andrés Fontaine, 2002, "Consecuencias de la Nominalización de la Política Monetaria," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 39, issue 117, pages 253-275.
• Gloria M. Soto Pacheco & Mª Asunción Prats Albentosa, 2002, "La Inmunización Financiera: Evaluación De Diferentes Estructuras De Cartera," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2002-03, Feb.
• Gloria M. Soto Pacheco, 2002, "Modelos De Duración Y Gestión Del Riesgo De Interés: ¿Un Problema De Dimensión?," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2002-13, Jun.
• Ángel León & Juan Nave, 2002, "Modelización De La Volatilidad Del Tipo De Interés A Corto Plazo," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2002-28, Oct.
• Christopher Otrok & B. Ravikumar & Charles H. Whiteman, 2002, "Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 2, pages 149-174.
• Hans Dewachter & Marco Lyrio, 2002, "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number wpie007, Oct.
• Marco Corazza & A. G. Malliaris, 2002, "Multi-Fractality in Foreign Currency Markets," Multinational Finance Journal, Multinational Finance Journal, volume 6, issue 2, pages 65-98, June.
• Giuseppe Tattara, 2002, "Un margine di arbitraggio non sfruttato sulla Rendita Italiana a Parigi?," Rivista di storia economica, Società editrice il Mulino, issue 1, pages 51-64.
• Michał Brzoza-Brzezina, 2002, "Estimating the Natural Rate of Interest: A SVAR Approach," NBP Working Papers, Narodowy Bank Polski, number 27, Dec.
• Leo Krippner, 2002, "Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2002/01, Mar.
• David Feldman, 2002, "Production and the Real Rate of Interest: A Sample Path Equilibrium," Review of Finance, European Finance Association, volume 6, issue 2, pages 247-275.
• Woon Gyu Choi, 2002, "The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution," IMF Staff Papers, Palgrave Macmillan, volume 49, issue 2, pages 1-4.
• Augusto Rodríguez & Julio Villavicencio, 2002, "La formación de la curva de rendimientos en nuevos soles en el Peru," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, issue 50, pages 173-204.
• Tattara, Giuseppe, 2002, "Un margine di arbitraggio non sfruttato sulla Rendita Italiana a Parigi ?
  [An Unexploited Arbitrage Margin on the Italian Rendita in Paris?]," MPRA Paper, University Library of Munich, Germany, number 10778, Apr.
• Kitchen, John, 2002, "A Note on Interest Rates and Structural Federal Budget Deficits," MPRA Paper, University Library of Munich, Germany, number 21069, Sep, revised Oct 2002.
• Cebula, Richard & Merrick, Shelley, 2002, "The Real Interest Rate Yield on Long Term Municipals: What is the Role of Budget Deficits?," MPRA Paper, University Library of Munich, Germany, number 58477, Sep.
• Novak, Branko & Matić, Branko, 2002, "Strukturelle Veränderungen In Der Wirtschaft Der Republiken Kraoatien Und Bundesrepublik Deutschland
  [Structural Changes In The Economies Of Croatia And Germany]," MPRA Paper, University Library of Munich, Germany, number 6156.
• Patrick Artus, 2002, "La trop faible intégration des marchés obligataires publics de la zone euro," Revue d'Économie Financière, Programme National Persée, volume 65, issue 1, pages 113-125, DOI: 10.3406/ecofi.2002.3770.
• Ulrich Bindseil, 2002, "Central bank forecasts of liquidity factors and the control of short term interest rates," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 55, issue 220, pages 13-37.
• Richard J. Cebula, 2002, "A contemporary investigation of causality between the primary government budget deficit and the ex ante real long term interest rate in the US," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 55, issue 223, pages 417-435.
• Ulrich Bindseil, 2002, "Central bank forecasts of liquidity factors and the control of short term interest rates," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 55, issue 220, pages 13-37.
• Richard J. Cebula, 2002, "A contemporary investigation of causality between the primary government budget deficit and the ex ante real long term interest rate in the US," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 55, issue 223, pages 417-435.
• Giacomo Vaciago, 2002, "LÕeuro, una moneta completa," Moneta e Credito, Economia civile, volume 55, issue 219, pages 221-236.
• Jaime Reis, 2002, "An "Art", not a "Science"? Central Bank Management in Portugal under the Gold Standard, 1854-1891," Working Papers, Banco de Portugal, Economics and Research Department, number w200206.

2001

• Vidal Fernadez Montoro, 2001, "Expectations and Behaviour of the Spanish Treasury Bill Rates Patterns in Neighboring Areas," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 5, issue 1, pages 61-83, Summer.
• Marie Donnay & Hans Degryse, 2001, "Bank Lending Rate Pass-Through and Differences in the Transmission of a Single EMU Monetary Policy," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0117, Mar.
• Michal Slavík, 2001, "Interest Rates Time Structure and Domestic Bond Prices," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 51, issue 10, pages 591-607, October.
• Tao Wu, 2001, "Stylized Facts on Nominal Term Structure and Business Cycles: An Empirical VAR Study," Working Paper Series, Federal Reserve Bank of San Francisco, number 2002-08, Aug, DOI: 10.24148/wp2002-08.
• Michael J. Fleming, 2001, "Financial market implications of the federal debt paydown," Staff Reports, Federal Reserve Bank of New York, number 120, Mar.
• Leonardo Bartolini & Giuseppe Bertola & Alessandro Prati, 2001, "The overnight interbank market: evidence from the G-7 and the Euro zone," Staff Reports, Federal Reserve Bank of New York, number 135, Sep.
• Marvin Goodfriend, 2001, "Financial stability, deflation, and monetary policy," Working Paper, Federal Reserve Bank of Richmond, number 01-01.
• Cassola, N. & Luis, J.B., 2001, "A Two-Factor Model of the German Term Structure of Interest Rates," Papers, Quebec a Montreal - Recherche en gestion, number 46.
• Söderlind, Paul, 2001, "What if the Fed Had Been an Inflation Nutter?," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0443, Apr.
• Amilon, Henrik & Bermin, Hans-Peter, 2001, "Welfare Effects of Controlling Labor Supply? An Application of the Stochastic Ramsey Model," Working Papers, Lund University, Department of Economics, number 2001:9, Jul, revised 11 Mar 2002.
• Andersson, Malin & Dillén, Hans & Sellin, Peter, 2001, "Monetary Policy Signaling and Movements in the Swedish Term Structure of Interest Rates," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 132, Dec, revised 01 Jan 2004.
• Stefan Gerlach, 2001, "Interpreting the Term Structure of Interbank Rates in Hong Kong," Working Papers, Hong Kong Institute for Monetary Research, number 142001, Dec.
• Fujiki, Hiroshi & Okina, Kunio & Shiratsuka, Shigenori, 2001, "Monetary Policy under Zero Interest Rate: Viewpoints of Central Bank Economists," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 19, issue 1, pages 89-130, February.
• Goodfriend, Marvin, 2001, "Financial Stability, Deflation, and Monetary Policy," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 19, issue S1, pages 143-167, February.
• Saito, Makoto & Shiratsuka, Shigenori, 2001, "Financial Crises As the Failure of Arbitrage: Implications for Monetary Policy," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 19, issue S1, pages 239-270, February.
• Svensson, Lars-E-O, 2001, "The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 19, issue S1, pages 277-312, February.
• Oda, Nobuyuki & Okina, Kunio, 2001, "Further Monetary Easing Policies under the Non-negativity Constraints of Nominal Interest Rates: Summary of the Discussion Based on Japan's Experience," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 19, issue S1, pages 323-360, February.
• Taylor, John-B, 2001, "Low Inflation, Deflation, and Policies for Future Price Stability," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 19, issue S1, pages 35-51, February.
• Okina, Kunio & Shirakawa, Masaaki & Shiratsuka, Shigenori, 2001, "The Asset Price Bubble and Monetary Policy: Japan's Experience in the Late 1980s and the Lessons: Background Paper," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 19, issue S1, pages 395-450, February.
• Mori, Naruki & Shiratsuka, Shigenori & Taguchi, Hiroo, 2001, "Policy Responses to the Post-bubble Adjustments in Japan: A Tentative Review," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 19, issue S1, pages 53-102, February.
• Barbie, Martin & Hagedorn, Marcus & Kaul, Ashok, 2001, "Government Debt as Insurance against Macroeconomic Risk," IZA Discussion Papers, Institute of Labor Economics (IZA), number 412, Dec.
• Tarafás, Imre, 2001, "A kamat, az árfolyam és a forint hátralévő évei
  [Interest, exchange rates and the remaining years of the forint]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 480-497.
• Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001, "Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number ces0118, Jun.
• Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001, "The Effect of Monetary Unification on German Bond Markets," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number ces0205, Nov.
• Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001, "A Joint Model for the Term Structure of Interest Rates and the Macroeconomy," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number wpie002, Jun.
• Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001, "The Effect of Monetary Unification on German Bond Markets," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number wpie005, Nov.
• Roselyne Joyeux, 2001, "How to Deal with Structural Breaks in Practical Cointegration Analysis," Research Papers, Macquarie University, Department of Economics, number 0112, Dec.
• Fernando Alvarez & Urban J. Jermann, 2001, "The Size of the Permanent Component of Asset Pricing Kernels," NBER Working Papers, National Bureau of Economic Research, Inc, number 8360, Jul.
• Michael D. Bordo & William G. Dewald, 2001, "Bond Market Inflation Expectations in Industrial Countries: Historical Comparisons," NBER Working Papers, National Bureau of Economic Research, Inc, number 8582, Nov.
• Frank De Jong & Joost Driessen & Antoon Pelsser, 2001, "Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis," Review of Finance, European Finance Association, volume 5, issue 3, pages 201-237.
• David Feldman, 2001, "Production and the Real Rate of Interest: A Sample Path Equilibrium," Review of Finance, European Finance Association, volume 5, issue 3, pages 239-267.
• Vivek Arora & Martin Cerisola, 2001, "How Does U.S. Monetary Policy Influence Sovereign Spreads in Emerging Markets?," IMF Staff Papers, Palgrave Macmillan, volume 48, issue 3, pages 1-3.
• Douch, Mohamed, 2001, "Déterminants empiriques du taux de change Canada/´Etats-Unis dans une perspective de court et de long terme
  [Empirical determination of exchange rate USA/Canada]," MPRA Paper, University Library of Munich, Germany, number 6172, Aug.
• Bilgili, Faik, 2001, "ARIMA ve VAR Modellerinin Tahmin Başarılarının Karşılaştırılması
  [A comparison of VAR and ARIMA Models’ forecasting accuracies]," MPRA Paper, University Library of Munich, Germany, number 75609.
• Grum, Andraž & Dolenc, Primož, 2001, "The analysis of factors that determine the level of interest rates paid on treasury bills in Slovenia," MPRA Paper, University Library of Munich, Germany, number 7585, Oct.
• Carrera, Jorge Eduardo & Cusolito, Ana Paula & Féliz, Mariano & Panigo, Demian, 2001, "An econometric approach to macroeconomic risk. A cross country study," MPRA Paper, University Library of Munich, Germany, number 7846, revised 2001.
• Heinz-Peter Spahn, 2001, "On the theory of interest rate policy," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 54, issue 219, pages 355-380.
• Heinz-Peter Spahn, 2001, "On the theory of interest rate policy," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 54, issue 219, pages 355-380.
• Kostantinos Drakos, 2001, "The Expectations Hypothesis of the Term Structure: The Greek Interbank Market," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 54, issue 4, pages 477-489.
• Andrew Hughes Hallett, Christian R Richter, 2001, "Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure," Computing in Economics and Finance 2001, Society for Computational Economics, number 127, Apr.
• B. Rustem, V. W. Wieland and S. Zakovic, 2001, "A Worst--Case Approach to Inflation Zone Targeting," Computing in Economics and Finance 2001, Society for Computational Economics, number 15, Apr.
• Romulo Chumacero, 2001, "Testing For Unit Roots Using Economics," Computing in Economics and Finance 2001, Society for Computational Economics, number 2, Apr.
• J. Huston McCulloch, 2001, "The Inflation Premium implicit in the US Real and Nominal," Computing in Economics and Finance 2001, Society for Computational Economics, number 210, Apr.
• Grace C.H. Kuan and Nick Webber, 2001, "Pricing Barrier Bond Options with One-factor Interest Rate Models," Computing in Economics and Finance 2001, Society for Computational Economics, number 245, Apr.
• Rita L.D'Ecclesia, Marida Bertocchi, Jozsef Abaffy, 2001, "Modeling an Indexed Portfolio for the Italian Market," Computing in Economics and Finance 2001, Society for Computational Economics, number 28, Apr.
• Javier Giner & Sandra Morini, 2001, "Improving the Quality of the Input in the Term Structure Consistent Models," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 70, Sep.
• Luisa Malaguti & Costanza Torricelli, 2001, "The rational expectation dynamics of a model for the term structure and monetary policy," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 24, issue 2, pages 137-152, November, DOI: 10.1007/s102030170004.
• Carl Chiarella & Oh Kang Kwon, 2001, "Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model," Finance and Stochastics, Springer, volume 5, issue 2, pages 237-257.
• Damir Filipovic, 2001, "A general characterization of one factor affine term structure models," Finance and Stochastics, Springer, volume 5, issue 3, pages 389-412.
• Marcello D'Amato & Barbara Pistoresi, 2001, "Interest rate spreads between Italy and Germany: 1995-1997," Applied Financial Economics, Taylor & Francis Journals, volume 11, issue 6, pages 603-612, DOI: 10.1080/096031001753266894.
• Julio Nogués & Martín Grandes, 2001, "Country Risk: Economic Policy, Contagion Effect or Political Noise?," Journal of Applied Economics, Taylor & Francis Journals, volume 4, issue 1, pages 125-162, May, DOI: 10.1080/15140326.2001.12040561.
• Frank de Jong & Jacco Wielhouwer, 2001, "The Valuation and Hedging of Variable Rate Savings Account," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-112/2, Nov.
• Pilar Abad Romero, 2001, "Transmisión De Volatilidad A Lo Largo De La Estructura Temporal De Swaps: Evidencia Internacional," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 0105, Oct.
• Vanbergeijk, Peter A.G. & Berk, Jan Marc, 2001, "European Monetary Union, the term structure, and the Lucas Critique," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0013.
• Butter, Frank A.G. den & Jansen, Pieter W., 2001, "An empirical analysis of the German long-term interest rate," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0029.
• Yoshiyasu Ono & Akihisa Shibata, 2001, "Government spending, interest rates, and capital accumulation in a two‐sector model," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 34, issue 4, pages 903-920, November, DOI: 10.1111/0008-4085.00105.
• Wilfling, Bernd, 2001, "The convergence of international interest rates prior to Monetary Union," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 127.
• Wilfling, Bernd, 2001, "Interest rate volatility prior to monetary union under alternative pre-switch regimes," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 143.
• Tore Ellingsen & Ulf Soderstrom, 2001, "Monetary Policy and Market Interest Rates," American Economic Review, American Economic Association, volume 91, issue 5, pages 1594-1607, December.
• María-José Gutiérrez & Jesús Vázquez, 2001, "The Changing Behavior Of The Term Structure Of Post-War U.S. Interest Rates And Changes In The Federal Reserve Chairman: Is There A Link?," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 01-03, Jan.
• Wilfling, Bernd, 2001, "The Convergence of International Interest Rates Prior to Monetary Union," Discussion Paper Series, Hamburg Institute of International Economics, number 26165, DOI: 10.22004/ag.econ.26165.
• Wilfling, Bernd, 2001, "Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes," Discussion Paper Series, Hamburg Institute of International Economics, number 26277, DOI: 10.22004/ag.econ.26277.
• Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2001, "Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates," Working Papers Series, Central Bank of Brazil, Research Department, number 30, Nov.
• Fabio Fornari & Antonio Mele, 2001, "A Simple Approach to the Estimation of Continuous Time CEV Stochastic Volatility Models of the Short-Term Rate," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 397, Feb.
• Hakan Berument, 2001, "Public Sector Pricing Behavior And Inflation Risk Premium In Turkey," Working Papers, Department of Economics, Bilkent University, number 0109.
• Hakan Berument & Asli GŸnay, 2001, "Exchange Rate Risk and Interest Rate : A Case Study for Turkey," Working Papers, Department of Economics, Bilkent University, number 0110.
• Peter Hoerdahl & Oreste Tristani, 2007, "Inflation risk premia in the term structure of interest rates," BIS Working Papers, Bank for International Settlements, number 228, May.
• Stefan Gerlach, 1995, "The information content of the term structure: evidence for Germany," BIS Working Papers, Bank for International Settlements, number 29, Sep.
• Petra Gerlach-Kristen & Barbara Rudolf, 2010, "Macroeconomic and interest rate volatility under alternative monetary operating procedures," BIS Working Papers, Bank for International Settlements, number 319, Sep.
• Peter Hördahl & Oreste Tristani, 2010, "Inflation risk premia in the US and the euro area," BIS Working Papers, Bank for International Settlements, number 325, Nov.
• Henri Bernard & Stefan Gerlach, 1996, "Does the term structure predict recessions? The international evidence," BIS Working Papers, Bank for International Settlements, number 37, Sep.
• Kostas Tsatsaronis & Frank Smets, 1997, "Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States," BIS Working Papers, Bank for International Settlements, number 49, Sep.