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

2002

• 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.

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, IZA Network @ LISER, 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.
• Peter A. G. Van Bergeijk & Jan Marc Berk, 2001, "European Monetary Union, the Term Structure, and the Lucas Critique," Kyklos, Wiley Blackwell, volume 54, issue 4, pages 547-556, November, DOI: 10.1111/1467-6435.00169.
• Tomas Björk & Lars Svensson, 2001, "On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models," Mathematical Finance, Wiley Blackwell, volume 11, issue 2, pages 205-243, April, DOI: 10.1111/1467-9965.00113.
• Christopher F. Baum & John Barkoulas, 2001, "Dynamics of Intra-EMS Interest Rate Linkages," Boston College Working Papers in Economics, Boston College Department of Economics, number 492, Feb, revised 04 May 2004.
• Katharine S. Neiss & Edward Nelson, 2001, "The real interest rate gap as an inflation indicator," Bank of England working papers, Bank of England, number 130, Apr.
• Tkacz Greg, 2001, "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 5, issue 1, pages 1-15, April, DOI: 10.2202/1558-3708.1068.
• Pami Dua & B.L. Pandit, 2001, "Interest Rate Determination in India: The Role of Domestic and External Factors," Working papers, Centre for Development Economics, Delhi School of Economics, number 92, Jun.
• Julio Nogués & Martín Grandes, 2001, "COUNTRY RISK: Economic Policy, Contagion Effect or Political noise?," Journal of Applied Economics, Universidad del CEMA, volume 4, pages 125-162, May.
• Rómulo Chumacero, 2001, "Testing for unit roots using economics," Working Papers Central Bank of Chile, Central Bank of Chile, number 102, Jul.
• Yoshiyasu Ono & Akihisa Shibata, 2001, "Government spending, interest rates, and capital accumulation in a two-sector model," Canadian Journal of Economics, Canadian Economics Association, volume 34, issue 4, pages 903-920, November.
• Ana Mar√≠a Iregui & Costas Milas & Jes√∫s Otero, 2001, "On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach," Borradores de Investigación, Universidad del Rosario, number 3297, Nov.
• Mónica Lylián Parra T., 2001, "Evidencia de contagio en la volatilidad de la tasa de interés en Colombia," Coyuntura Económica, Fedesarrollo.
• Neiss, Katharine & Nelson, Edward, 2001, "The Real Interest rate Gap as an Inflation Indicator," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2848, Jun.
• Buiter, Willem, 2001, "The Liquidity Trap in an Open Economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2923, Aug.
• Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001, "The Microstructure of the Euro Money Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3081, Nov.
• Gil-Bazo, Javier & Rubio, Gonzalo, 2001, "A nonparametric dimension test of the term structure," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb012106, Mar.
• Prakash G Apte, 2001, "The Dynamics of Short-term Interest Rates: An Econometric Analysis," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 36, issue 2, pages 341-357, July.
• Barros Luís, Jorge & Cassola, Nuno, 2001, "A two-factor model of the German term structure of interest rates," Working Paper Series, European Central Bank, number 46, Mar.
• Hartmann, Philipp & Manna, Michele & Manzanares, Andrés, 2001, "The microstructure of the euro money market," Working Paper Series, European Central Bank, number 80, Oct.
• Beeby, Mike & Hall, Stephan George & Henry, Brian S., 2001, "Rational expectations and near rational alternatives: How best to form expectations," Working Paper Series, European Central Bank, number 86, Nov.
• Alvarez, Fernando & Jermann, Urban J., 2001, "The Size of the Permanent Component of Asset Pricing Kernels," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 01-4, Nov.
• Candelon, Bertrand & Lutkepohl, Helmut, 2001, "On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models," Economics Letters, Elsevier, volume 73, issue 2, pages 155-160, November.
• Bajo-Rubio, Oscar & Sosvilla-Rivero, Simon & Fernandez-Rodriguez, Fernando, 2001, "Asymmetry in the EMS: New evidence based on non-linear forecasts," European Economic Review, Elsevier, volume 45, issue 3, pages 451-473, March.
• Herrera, Luis Oscar & Valdes, Rodrigo O., 2001, "The effect of capital controls on interest rate differentials," Journal of International Economics, Elsevier, volume 53, issue 2, pages 385-398, April.
• Backus, David & Foresi, Silverio & Mozumdar, Abon & Wu, Liuren, 2001, "Predictable changes in yields and forward rates," Journal of Financial Economics, Elsevier, volume 59, issue 3, pages 281-311, March.
• Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001, "The microstructure of the euro money market," Journal of International Money and Finance, Elsevier, volume 20, issue 6, pages 895-948, November.
• Chadha, Jagjit S. & Nolan, Charles, 2001, "Inflation Targeting, Transparency and Interest Rate Volatility: Ditching Monetary Mystique in the U.K," Journal of Macroeconomics, Elsevier, volume 23, issue 3, pages 349-366, July.
• Soderlind, Paul, 2001, "Monetary policy and the Fisher effect," Journal of Policy Modeling, Elsevier, volume 23, issue 5, pages 491-495, July.

2000

• Jeffrey C. Fuhrer, 2000, "Habit Formation in Consumption and Its Implications for Monetary-Policy Models," American Economic Review, American Economic Association, volume 90, issue 3, pages 367-390, June.
• David H. Romer & Christina D. Romer, 2000, "Federal Reserve Information and the Behavior of Interest Rates," American Economic Review, American Economic Association, volume 90, issue 3, pages 429-457, June.
• Greg Tkacz, 2000, "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Staff Working Papers, Bank of Canada, number 00-5, DOI: 10.34989/swp-2000-5.
• Olympia Bover & Nadine Watson, 2000, "Are there Economies of Scale in the Demand for Money by Firms? some Panel Data Estimates," Working Papers, Banco de España, number 0008.
• Juan Ayuso & Rafael Repullo, 2000, "A Model of the Open Market Operations of the European Central Bank," Working Papers, Banco de España, number 0016.
• de Jong, Frank, 2000, "Time Series and Cross-Section Information in Affine Term-Structure Models," Journal of Business & Economic Statistics, American Statistical Association, volume 18, issue 3, pages 300-314, July.
• Paul Söderlin, 2000, "Market Expectations in the UK Before and After the ERM Crisis," Economica, London School of Economics and Political Science, volume 67, issue 265, pages 1-18, February, DOI: 10.1111/1468-0335.00192.
• Basma Bekdache & Christopher F. Baum, 2000, "A re-evaluation of empirical tests of the Fisher hypothesis," Boston College Working Papers in Economics, Boston College Department of Economics, number 472, Sep.
• Walid Hejazi & Huiwen Lai & Xian Yang, 2000, "The expectations hypothesis, term premia, and the Canadian term structure of interest rates," Canadian Journal of Economics, Canadian Economics Association, volume 33, issue 1, pages 133-148, February.
• Fedesarrollo, 2000, "Análisis Coyuntural. I. La inversión privada en la década de los noventa según la EOE. II. El impuesto a las transacciones financieras," Coyuntura Económica, Fedesarrollo.
• LUBRANO, Michel, 2000, "Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000038, Aug.
• Schaling, Eric & Eijffinger, Sylvester & Verhagen, Willem, 2000, "The Term Structure of Interest Rates and Inflation Forecast Targeting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2375, Feb.
• Wolff, Christian & Bams, Dennis, 2000, "Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2392, Feb.
• Christian Calmes & Frederic Dufourt, 2000, "Nominal Dynamics in Expected Market-Clearing Models," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 126, Dec.
• Canova, Fabio & Nicoló, Gianni De, 2000, "Stock Returns, Term Structure, Inflation, And Real Activity: An International Perspective," Macroeconomic Dynamics, Cambridge University Press, volume 4, issue 3, pages 343-372, September.
• Giraud, Pierre-Noël (ed.), 2000, "La structure par terme des prix des commodités : analyse théorique et applications au marché pétrolier," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/126.
• van Bergeijk, Peter A. G. & Berk, Jan Marc, 2000, "Is the yield curve a useful Information variable for the Eurosystem?," Working Paper Series, European Central Bank, number 11, Feb.
• Söderström, Ulf, 2000, "Monetary policy with uncertain parameters," Working Paper Series, European Central Bank, number 13, Feb.
• Hördahl, Peter, 2000, "Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model," Working Paper Series, European Central Bank, number 16, Mar.
• Mojon, Benoît, 2000, "Financial structure and the interest rate channel of ECB monetary policy," Working Paper Series, European Central Bank, number 40, Nov.
• Coenen, Günter, 2000, "Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models," Working Paper Series, European Central Bank, number 9, Jan.
• Joost Driessen & Bertrand Melenberg & Theo Nijman, 2000, "Testing Affine Term Structure Models in Case of Transaction Costs," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0553, Aug.
• Kirstin Hubrich & Peter J. G. Vlaar, 2000, "Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1802, Aug, revised 08 Nov 2000.
• Viviana Fernández, 2000, "Estructura de tasas de interés en Chile: ¿Qué tan buen predictor de crecimiento e inflación?," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 89.
• Favero, Carlo A. & Giavazzi, Francesco & Iacone, Fabrizio & Guido Tabellini, 2000, "Extracting information from asset prices: The methodology of EMU calculators," European Economic Review, Elsevier, volume 44, issue 9, pages 1607-1632, October.
• Kim, Suk-Joong & Sheen, Jeffrey, 2000, "International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US," Pacific-Basin Finance Journal, Elsevier, volume 8, issue 1, pages 85-113, March.
• Deirdre N. McCloskey, 2000, "Other Things Equal: Alan Greenspan Doesn't Influence Interest Rates," Eastern Economic Journal, Eastern Economic Association, volume 26, issue 1, pages 99-101, Winter.
• José Luís Oreiro, 2000, "The Debate between Keynes and the “Classics” on Interest Rate Determinants: A Big Waste of Time?," Brazilian Journal of Political Economy, Center of Political Economy, volume 20, issue 2, pages 287-311.
• Kevin J. Lansing, 2000, "Learning About a Shift in Trend Output: Implications for Monetary Policy and Inflation," Working Paper Series, Federal Reserve Bank of San Francisco, number 2000-16, Dec, DOI: 10.24148/wp2000-16.
• Artus, P., 2000, "Politique monetaire et credibilite dans les pays finances a taux fixe," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 2000-56/ma.
• Sergey Drobyshevsky, 2000, "Modelling Spot Rate Process in the Russian Treasury Bills Market," Working Papers, Gaidar Institute for Economic Policy, number 0018, revised 2000.
• Anne Frémont & Jacques Mélitz & Frédéric Zumer, 2000, "Discrimination par le marché entre les dettes des États membres de l'UEM," Post-Print, HAL, number hal-03389356, Jan, DOI: 10.3406/ofce.2000.1569.
• J.-P. Lesne & Jean-Luc Prigent & O. Scaillet, 2000, "Convergence of discrete time option pricing models under stochastic interest rates," Post-Print, HAL, number hal-03679673, Jan, DOI: 10.1007/s007800050004.
• Thierry Baudassé & Anne Lavigne, 2000, "Pourquoi et comment légifirer sur l'usure?," Post-Print, HAL, number halshs-00258502, Jul.
• Raphaëlle Bellando & Servane Pfister & Jean-Paul Pollin, 2000, "Evolution et déterminants de la crédibilité de l'union monétaire européenne durant la phase de transition. Une étude comparative France, Italie, Grande-Bretagne," Post-Print, HAL, number halshs-00280867.
• Raphaëlle Bellando & S. Pfister & Jean-Paul Pollin, 2000, "Evolution et déterminants de la crédibilité de l'Union Monétaire Européenne durant la phase de transition : une étude comparative France, Italie et Grande Bretagne," Post-Print, HAL, number halshs-00287977, Apr.
• Björk, Tomas & Landen, Camilla, 2000, "On the Term Structure of Futures and Forward Prices," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0417, Dec, revised 20 Dec 2000.
• Björk, Tomas, 2000, "A Geometric View of Interest Rate Theory," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 419, Dec, revised 21 Dec 2000.
• Björk, Tomas & Landen, Camilla, 2000, "On the construction of finite dimensional realizations for nonlinear forward rate models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 420, Dec.
• Siklos, Pierre L, 2000, "Inflation Targets and the Yield Curve: New Zealand and Australia versus the US," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 5, issue 1, pages 15-32, February.
• Woon Gyu Choi, 2000, "The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution"," IMF Working Papers, International Monetary Fund, number 2000/194, Dec.
• Viviana Fernández, 2000, "Estructura de Tasas de Interés en Chile: ¿Qué tan Buen Predictor de Crecimiento e Inflación?," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 37, issue 111, pages 373-404.
• Ignacio Mauleón & Mª Mar Sánchez, 2000, "Fundamentals Of The Us And The Uk Interest Rates Under The Rational Expectation Scheme," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2000-20, Oct.
• Francisco J. Ruge-Murcia, 2000, "Uncovering financial markets' beliefs about inflation targets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 15, issue 5, pages 483-512.
• Imho Kang, 2000, "An Analysis of the Reserve Market: Interpreting Vector Autoregressions Using a Theoretical Model," Korean Economic Review, Korean Economic Association, volume 16, pages 339-367.
• Katarina Juselius & Ronald MacDonald, 2000, "International Parity Relationships between Germany and the United States: A Joint Modelling Approach," Discussion Papers, University of Copenhagen. Department of Economics, number 00-10, Sep.
• Katarina Juselius & Ronald MacDonald, 2000, "Interest Rate and Price Linkages between the USA and Japan: Evidence from the Post-Bretton Woods Period," Discussion Papers, University of Copenhagen. Department of Economics, number 00-13, Oct.
• Faig, Miquel, 2000, "The Optimal Structure of Liquidity Provided by a Self-Financed Central Bank," Journal of Money, Credit and Banking, Blackwell Publishing, volume 32, issue 4, pages 746-765, November.
• Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez, 2000, "Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra, number 0001.
• Sebastian Schich, 2000, "What the Yield Curves say About Inflation: Does it Change Over Time?," OECD Economics Department Working Papers, OECD Publishing, number 227, Jan, DOI: 10.1787/143175727151.
• Cebula, Richard, 2000, "Determinants of the Rate of Return on Commercial Bank Assets in the United States, 1959-1998," MPRA Paper, University Library of Munich, Germany, number 60006, Aug.
• Al-Jarhi, Mabid, 2000, "السياسات النقدية في إطار إسلامي
  [Monetary Policy in an Islamic Framework]," MPRA Paper, University Library of Munich, Germany, number 67547, revised 2002.
• Raphaelle Bellando & Servane Pfister & Jean-Paul Pollin, 2000, "Évolution et déterminants de la crédibilité de l’Union Monétaire Européenne durant la phase de transition : une étude comparative France, Italie et Grande-Bretagne," Revue d'Économie Financière, Programme National Persée, volume 56, issue 1, pages 165-194, DOI: 10.3406/ecofi.2000.3820.
• Thierry Baudassé & Anne Lavigne, 2000, "Pourquoi et comment légiférer sur l’usure ?," Revue d'Économie Financière, Programme National Persée, volume 58, issue 3, pages 163-184, DOI: 10.3406/ecofi.2000.3489.
• Anne Frémont & Jacques Mélitz & Frédéric Zumer, 2000, "Discrimination par le marché entre les dettes des États membres de l'UEM," Revue de l'OFCE, Programme National Persée, volume 72, issue 1, pages 39-69, DOI: 10.3406/ofce.2000.1569.
• Theodore T. Koutsobinas, 2000, "Liquidity Preference, Expected Profitability and Investment," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 53, issue 1, pages 69-83.
• Tom Engsted & Ken Nyholm, 2000, "Regime shifts in the Danish term structure of interest rates," Empirical Economics, Springer, volume 25, issue 1, pages 1-13.
• O. Renault & O. Scaillet & B. Leblanc, 2000, "A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary," Finance and Stochastics, Springer, volume 4, issue 1, pages 109-111.
• Xiaoliang Zhao & Paul Glasserman, 2000, "Arbitrage-free discretization of lognormal forward Libor and swap rate models," Finance and Stochastics, Springer, volume 4, issue 1, pages 35-68.
• O. Scaillet & J.-L. Prigent & J.-P. Lesne, 2000, "Convergence of discrete time option pricing models under stochastic interest rates," Finance and Stochastics, Springer, volume 4, issue 1, pages 81-93.
• Camilla LandÊn, 2000, "Bond pricing in a hidden Markov model of the short rate," Finance and Stochastics, Springer, volume 4, issue 4, pages 371-389.
• Joanne Kennedy & Phil Hunt & Antoon Pelsser, 2000, "Markov-functional interest rate models," Finance and Stochastics, Springer, volume 4, issue 4, pages 391-408.
• Asbjørn T. Hansen & Rolf Poulsen, 2000, "A simple regime switching term structure model," Finance and Stochastics, Springer, volume 4, issue 4, pages 409-429.
• Ingunn LØnning, 2000, "Default premia on European government debt," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 136, issue 2, pages 259-283, June, DOI: 10.1007/BF02707688.
• Winfried G. Hallerbach, 2000, "Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-064/2, Jul.
• de Jong, F.C.J.M. & Driessen, J.J.A.G. & Pelsser, A., 2000, "Libor and Swap Market Models for the Pricing of Interest Rate Derivatives : An Empirical Analysis," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-35.
• Driessen, J.J.A.G. & Melenberg, B. & Nijman, T.E., 2000, "Common Factors in International Bond Returns," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-91.
• Driessen, J.J.A.G. & Klaassen, P. & Melenberg, B., 2000, "The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-93.
• Oriana Bandiera & Gerard Caprio & Patrick Honohan & Fabio Schiantarelli, 2000, "Does Financial Reform Raise or Reduce Saving?," The Review of Economics and Statistics, MIT Press, volume 82, issue 2, pages 239-263, May.
• Josefá Ramoni Perazzi & Giampaolo Orlandoni Merli, 2000, "Money demand in Venezuela: A cointegration analysis (1968-1996)," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 25, issue 16, pages 91-109, January-D.
• Hans Joachim Voth, 2000, "With a bang, not a whimper: Pricking Germany's "stock market bubble" in 1927 and the slide into depression," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 516, Nov.
• Walid Hejazi & Huiwen Lai & Xian Yang, 2000, "The expectations hypothesis, term premia, and the Canadian term structure of interest rates," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 33, issue 1, pages 133-148, February, DOI: 10.1111/0008-4085.00009.
• Eduardo Pozo, 2000, "Government Financing and Interest Rates in a Three Assets Sidrauski-based Model," Macroeconomics, University Library of Munich, Germany, number 0004017, Jun.
• Candelon, Bertrand & Lütkepohl, Helmut, 2000, "On the reliability of chow type test for parameter constancy in multivariate dynamic models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,95.

1999

• John M. Paleologos & Spyros E. Georgantelis, 1999, "Does the Fisher Effect Apply in Greece? A Cointegration Analysis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 52, issue 2, pages 229-243.
• Mark J. Holmes & Eric J. Pentecost, 1999, "A New Test of International Financial Integration with Application to the European Union," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 14, pages 1-12.