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

2000

• 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, "O Debate entre Keynes e os “Clássicos” sobre os Determinantes da Taxa de Juros: Uma Grande Perda de Tempo?," Brazilian Journal of Political Economy, FGV EAESP, volume 20, issue 2, pages 287-311, April, DOI: 10.1590/0101-31572000-1051.
• 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

• Éric Jondeau & Roland Ricart, 1999, "Le contenu en information de la pente des taux : application au cas des titres publics français," Économie et Prévision, Programme National Persée, volume 140, issue 4, pages 1-20, DOI: 10.3406/ecop.1999.5971.
• 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.
• Basma Bekdache & Christopher F. Baum, 1999, "A re-evaluation of empirical tests of the Fisher hypothesis," Computing in Economics and Finance 1999, Society for Computational Economics, number 944, Mar, revised 18 Sep 2000.
• Kirstin Hubrich, 1999, "Estimation of a German money demand system - a long-run analysis," Empirical Economics, Springer, volume 24, issue 1, pages 77-99.
• Tomas BjÃrk & Andrea Gombani, 1999, "Minimal realizations of interest rate models," Finance and Stochastics, Springer, volume 3, issue 4, pages 413-432.
• Tiziano Vargiolu, 1999, "Invariant measures for the Musiela equation with deterministic diffusion term," Finance and Stochastics, Springer, volume 3, issue 4, pages 483-492.
• Richard C. Stapleton, 1999, "Some recent developments in capital market theory: A survey," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 1, pages 1-20.
• Eric Jondeau & Franck Sédillot, 1999, "Forecasting French and German long-term rates using a rational expectations model," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 135, issue 3, pages 413-436, September, DOI: 10.1007/BF02707333.
• Iwan Meier, 1999, "Estimating The Term Structure of Interest Rates: The Swiss Case," Working Papers, Swiss National Bank, Study Center Gerzensee, number 99.06, Dec.
• Olan Henry, 1999, "The volatility of US term structure term premia 1952 - 1991," Applied Financial Economics, Taylor & Francis Journals, volume 9, issue 3, pages 263-271, DOI: 10.1080/096031099332339.
• Driessen, J.J.A.G. & Melenberg, B. & Nijman, T.E., 1999, "Testing Affine Term Structure Models in Case of Transaction Costs," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-84.
• Miquel Faig, 1999, "The Optimal structure of Liquidity Provided by a Self Financed Central Bank," Working Papers, University of Toronto, Department of Economics, number faig-99-01, Jan.
• Fernando Broner, 1999, "On the timing of balance of payments crises: Disaggregated information and interest rate policy," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 840, Dec, revised Feb 2002.
• Pierre Siklos, 1999, "Inflation Targets and the Yield Curve: New Zealand and Australia vs. the US," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 25, Dec.
• Christopher Otrok & B. Ravikumar & Charles H. Whiteman, 2000, "Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation," Virginia Economics Online Papers, University of Virginia, Department of Economics, number 350, Aug.
• Demirguc-Kunt, Asl1 & Huizinga, Harry, 1999, "Market discipline and financial safety net design," Policy Research Working Paper Series, The World Bank, number 2183, Sep.
• Frank Riedel, 1999, "Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited," Finance, University Library of Munich, Germany, number 9903001, Mar.
• Markus Leippold & Liuren Wu, 1999, "The Potential Approach to Bond and Currency Pricing," Finance, University Library of Munich, Germany, number 9903004, Mar.
• Ahrens, Ralf, 1999, "Improving market-based forecasts of short-term interest rates: Time-varying stationarity and the predictive content of switching regime-expectations," CFS Working Paper Series, Center for Financial Studies (CFS), number 1999/14.
• Riedel, Frank, 1999, "Heterogeneous time preferences and interest rates: The preferred habitat theory revisited," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,23.
• Ron Lange, 1999, "The Expectations Hypothesis for the Longer End of the Term Structure: Some Evidence for Canada," Staff Working Papers, Bank of Canada, number 99-20, DOI: 10.34989/swp-1999-20.
• Ben Fung & Scott Mitnick & Eli Remolona, 1999, "Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets," Staff Working Papers, Bank of Canada, number 99-6, DOI: 10.34989/swp-1999-6.
• Sanvi Avouyi-Dovi & Eric Jondeau, 1999, "Interest Rate Transmission and Volatility Transmission along the Yield Curve," Working papers, Banque de France, number 57.
• Eric Jondeau, 1999, "La mesure du ratio rendement-risque a partir du marche des euro-devises," Working papers, Banque de France, number 59.
• Eric Jondeau & Roland Ricart, 1999, "The Information Content of the French and German Government Bond Tield Curves: Why Such Differences?," Working papers, Banque de France, number 61.
• Tomas Björk & Bent Jesper Christensen, 1999, "Interest Rate Dynamics and Consistent Forward Rate Curves," Mathematical Finance, Wiley Blackwell, volume 9, issue 4, pages 323-348, October, DOI: 10.1111/1467-9965.00072.
• Nolan, C. & Chadha, J.S., 1999, "Inflation Targeting, Transparency and Interest Rate Volatility: Ditching 'Monetary Mystique' in the UK," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9921, Nov.
• Luis Oscar Herrera & Rodrigo Valdés, 1999, "The Effect of Capital Controls on Interest Rate Differentials," Working Papers Central Bank of Chile, Central Bank of Chile, number 50, Nov.
• Fedesarrollo, 1999, "Análisis Coyuntural. I. La economía en 1999. II. Del UPAC a la UVR," Coyuntura Económica, Fedesarrollo.
• Arturo José Galindo, 1999, "a credibilidad de la banda cambiaria en Colombia: implicaciones sobre el diferencial de tasas de interés," Coyuntura Económica, Fedesarrollo.
• de Jong, Frank, 1999, "Time-series and Cross-section Information in Affine Term Structure Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 2065, Feb.
• Demirguc-Kunt, Asli & Huizinga, Harry, 1999, "Market Discipline and Financial Safety Net Design," CEPR Discussion Papers, Centre for Economic Policy Research, number 2311, Dec.
• Lise Godbout & Paul Storer & Christian Zimmermann, 1999, "The Canadian Treasury Bill Auction and the Term Structure of Interest Rates," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 75, Apr.
• Yvon Fauvel & Alain Paquet & Christian Zimmermann, 1999, "A Survey on Interest Rate Forecasting," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 87, Jun.
• Dor, Eric & Durré, Alain, 1999, "Stock Prices, Exchange Rates and Monetary Policy," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000001, Dec.
• Georges PRAT, 1999, "Temps psychologique, oubli et intérêt chez Maurice Allais," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1999022, Jun.
• Hautcoeur, Pierre-Cyrille & Sicsic, Pierre, 1999, "Threat of a capital levy, expected devaluation and interest rates in France during the interwar period," European Review of Economic History, Cambridge University Press, volume 3, issue 1, pages 25-56, April.
• Hawtrey, K. M., 1999, "Thrift, Productivity and the Real Rate of Interest in Australia," Economic Analysis and Policy, Elsevier, volume 29, issue 2, pages 151-171, September.
• Malliaris, A. G. & Stein, Jerome L., 1999, "Methodological issues in asset pricing: Random walk or chaotic dynamics," Journal of Banking & Finance, Elsevier, volume 23, issue 11, pages 1605-1635, November.
• Rebelo, Sergio & Xie, Danyang, 1999, "On the optimality of interest rate smoothing," Journal of Monetary Economics, Elsevier, volume 43, issue 2, pages 263-282, April.
• Taylor, John B., 1999, "The robustness and efficiency of monetary policy rules as guidelines for interest rate setting by the European central bank," Journal of Monetary Economics, Elsevier, volume 43, issue 3, pages 655-679, June.
• Jan J.G. Lemmen & Charles A.E. Goodhart, 1999, "Credit Risks and European Government Bond Markets: A Panel Data Econometric Analysis," Eastern Economic Journal, Eastern Economic Association, volume 25, issue 1, pages 77-107, Winter.
• Yosuke Takeda, 1999, "Interest Rate Smoothing and Time-Varying Premium: Another Look at Debt Management in Japan," Working Papers, Economic Growth Center, Yale University, number 800, Apr.
• Francisco Rigolon & Fabio Giambiagi, 1999, "A atuação do banco central em uma economia estabilizada: é desejável adotar metas inflacionárias no Brasil?," Brazilian Journal of Political Economy, FGV EAESP, volume 19, issue 3, pages 405-425, July, DOI: 10.1590/0101-31571999-1094.
• F. Bec & M. Ben Salem & R. MacDonald, 1999, "Real exchange rates and real interest rates : A nonlinear perspective," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 99-17.
• D'Amato, M. & Pistoresi, B., 1999, "Interest Rate Spreads between Italy and Germany 1995-1997," Economics Working Papers, European University Institute, number eco99/8.
• Viktor Kotlán, 1999, "Výnosová køivka v teorii a praxi èeského mezibankovního trhu (The Yield Curve in Theory and in Practice of the CZech Interbank Market)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 49, issue 7, pages 407-426, July.
• Lutz Kilian & Tao Zha, 1999, "Quantifying the half-life of deviations from PPP: The role of economic priors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 99-21.
• Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 1999, "Money and interest rates with endogeneously segmented markets," Staff Report, Federal Reserve Bank of Minneapolis, number 260, DOI: 10.21034/sr.260.
• Artus, P., 1999, "Une hausse forte des taux d'interet pour eviter une crise de change peut-elle se justifier?," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1999-35/ei.
• Herrera, L.O. & Valdes, R., 1999, "The Effect of Capital Controls on Interest Rate Differentials," Papers, Cambridge - Risk, Information & Quantity Signals, number 50.
• Bobadilla, G.F., 1999, "Choosing the Right Error in Term Structure Models," Papers, Centro de Estudios Monetarios Y Financieros-, number 9904.
• Garcia-Iglesias, C., 1999, "Interest Rate Risk and Monetary Union in the European Periphery: Lessons from the Gold Standard, 1880-1914," Papers, European Institute - History, number 99/5.
• Michel, L., 1999, "Mesures et gestion du risque. Le taux d'interet au budget communal. Application a un panel de 859 villes francaises," Papers, Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2, number 1999-5.
• Kilian, L. & Zha, T., 1999, "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-08.
• Monadjemi, M.S. & Huh, H.-S., 1999, "Money and Interest Rate Shocks: Some International Evidence," Papers, New South Wales - School of Economics, number 99/10.
• Bec, F. & Salem, M.B. & MacDonald, R., 1999, "Real Exchange Rates and Real Interest Rates: a nonlinear Perspective," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 99-17.
• Takeya, Y., 1999, "Interest Rate Smoothing and Game-Varying Premium: Another Look at Debt Management in Japan," Papers, Yale - Economic Growth Center, number 800.
• Sergey Drobyshevsky, 1999, "An overview of modern theories of the term structure of interest rates. Key assumptions and models," Research Paper Series, Gaidar Institute for Economic Policy, issue 14P, pages 133-133.
• Sergey Drobyshevsky, 1999, "Analysis of the GKO market based on an examination of the term structure of interest rates," Research Paper Series, Gaidar Institute for Economic Policy, issue 17P, pages 265-265.
• Georges Prat, 1999, "Temps psychologique, oubli et intérêt chez Maurice Allais," Post-Print, HAL, number halshs-00173013.
• Söderström, Ulf, 1999, "Monetary policy with uncertain parameters," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 308, Mar.
• Björk, Tomas & Svensson, Lars, 1999, "On the Existence of Finite Dimensional Realizations for Nonlinear Forward Rate Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 338, Oct.
• Söderström, Ulf, 1999, "Monetary policy with uncertain parameters," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 83, May.
• Säfvenblad, Patrik, 1999, "The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 86, Jun.
• Alexius, Annika & Sellin, Peter, 1999, "A Latent Factor Model of European Exchange Rate Risk Premia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 4, issue 3, pages 217-227, July.
• Sergio Zúñiga, 1999, "Modelos de Tasas de Interés en Chile: Una Revisión," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 36, issue 108, pages 875-893.
• Viviana Fernández, 1999, "Estructura de Tasas de Interés en Chile: La Vía No Paramétrica," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 36, issue 109, pages 1005-1034.
• Sergio Zúñiga, 1999, "Modelos de Tasas de Interés en Chile: Una Revisión," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 36, issue 108, pages 875-893.
• Brannolte Cord & Kim Jeong-Ryeol & Hansen Gerd, 1999, "Nonlinear Error Correction Modeling in German Interest Rates / Ein nichtlineares Fehlerkorrekturmodell für die deutsche Zinsstruktur," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 3-4, pages 271-283, June, DOI: 10.1515/jbnst-1999-3-418.
• Gottschalk Jan, 1999, "On the Monetary Transmission Mechanism in Europe / Zum Transmissionsmechanismus in Europa: Results from a Cointegration Analysis of a Money Demand System / Ergebnisse einer Kointegrationsanalyse eines Geldnachfragesystems," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 3-4, pages 357-374, June, DOI: 10.1515/jbnst-1999-3-424.
• Bródy, András, 1999, "A kétszáz éves ciklus és az Egyesült Államok II. A kamatráták alakulása
  [The two-hundred-year cycle and the United States, Part II. Changes in rates of interest]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 35-44.
• Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 1999, "Money and Interest Rates with Endogeneously Segmented Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 7060, Mar.
• Adolfo Barajas & Roberto Steiner & Natalia Salazar, 1999, "Interest Spreads in Banking in Colombia, 1974-96," IMF Staff Papers, Palgrave Macmillan, volume 46, issue 2, pages 1-4.

1998

• Canzoneri, Matthew B. & Dellas, Harris, 1998, "Real interest rates and central bank operating procedures," Journal of Monetary Economics, Elsevier, volume 42, issue 3, pages 471-494, October.
• Cebula, Richard J., 1998, "An empirical analysis of the impact of federal budget deficits on long-term nominal interest rate yields, 1973.2-1995.4, using alternative expected inflation measures," Review of Financial Economics, Elsevier, volume 7, issue 1, pages 55-64.
• João Marcus M. Nunes, 1998, "A economia dos EUA: os analistas estão perdendo o objetivo?," Brazilian Journal of Political Economy, FGV EAESP, volume 18, issue 1, pages 43-56, January, DOI: 10.1590/0101-31571998-1276.
• Täppinen, Jan, 1998, "Interest Rate Forecasting with Neural Networks," Discussion Papers, VATT Institute for Economic Research, number 170.
• Jeffrey C. Fuhrer, 1998, "An optimizing model for monetary policy analysis: can habit formation help?," Working Papers, Federal Reserve Bank of Boston, number 98-1.
• Frank F. Gong & Eli M. Remolona & Michael Wickens, 1998, "What was the market's view of U.K. monetary policy? Estimating inflation risk and expected inflation with indexed bonds," Staff Reports, Federal Reserve Bank of New York, number 57.
• Ngugi, R.W. & Kabubo, J.W., 1998, "Financial Sector Reforms and Interest Rate Liberalization: The Kenya Experience," Papers, African Economic Research Consortium, number 72.
• Fornari, F. & Violi, R., 1998, "The Probability Density Function of Interest Rates Implied in the Price of Options," Papers, Banca Italia - Servizio di Studi, number 339.
• Glasserman, P. & Zhao, X., 1998, "Arbitrage-Free Discretization of Lognormal Forward Libor and Swap Rate Models," Papers, Columbia - Graduate School of Business, number 98-09.
• Martin L. Weitzman, 1998, "Gamma Discounting," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1843.
• Shearer, P.R., 1998, "Yield Gap Momentum as a Leading Indicator to Predict Turning Points in Industrial Production Growth," Papers, University of Hertfordshire - Business Schoool, number 1998:21.
• Podevin, M., 1998, "Interaction entre taux d'interet allemands et francais: Un reexamen de l'hypothese de dominance allemande," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.27.
• Taylor, J.B., 1998, "The Robustness and Efficiency of Monetary Policy Rules as Guidelines for Interest Rate Setting by European Central Bank," Papers, Stockholm - International Economic Studies, number 649.
• Michael Rockinger & S. Coutant & Eric Jondeau, 1998, "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working Papers, HAL, number hal-00601499.
• Säfvenblad, Patrik, 1998, "The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 240, May.
• Ellingsen, Tore & Söderström, Ulf, 1998, "Monetary Policy and Market Interest Rates," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 242, May, revised 08 Mar 1999.
• Bernard, Henri & Gerlach, Stefan, 1998, "Does the Term Structure Predict Recessions? The International Evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 3, issue 3, pages 195-215, July.
• Franco Parisi, 1998, "Tasas de Interés Nominal de Corto Plazo en Chile: Una Comparación Empírica de sus Modelos," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 35, issue 105, pages 161-182.
• Ryuzo Miyao, 1998, "Note on the Stability of Long-Run Money Demand: Is the Interest Elasticity Really Constant?," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 94, May.
• Balduzzi, Pierluigi, et al, 1998, "Interest Rate Targeting and the Dynamics of Short-Term Rates," Journal of Money, Credit and Banking, Blackwell Publishing, volume 30, issue 1, pages 26-50, February.
• Henry, O.T., 1998, "The Volatility of U.S. Term Structure Term Premia 1952-1991," Department of Economics - Working Papers Series, The University of Melbourne, number 620.
• Guest, R.G. & McDonald, I.M., 1998, "Simulating Optimal Consumption Paths in a Small Open Economy with Uzawa Preferences," Department of Economics - Working Papers Series, The University of Melbourne, number 639.
• Marie Podevin, 1998, "Interaction entre taux d'intérêt allemands et français : un réexamen de l'hypothèse de dominance allemande," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number 98027, Jun.
• RUGE-MURCIA, Francisco J., 1998, "Uncovering Financial Markets Beliefs About Inflation Targets," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9803.
• Ruge-Murcia, F.J., 1998, "Uncovering Financial Markets Beliefs About Inflation Targets," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9803.
• Oscar Bajo & Vicente Esteve, 1998, "¿Existe un efecto Fisher en el largo plazo? Evidencia para la economía española, 1962-1996," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra, number 9810.
• David Backus & Silverio Foresi & Abon Mozumdar & Liuren Wu, 1998, "Predictable Changes in Yields and Forward Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 6379, Jan.
• David Backus & Silverio Foresi & Chris I. Telmer, 1998, "Discrete-Time Models of Bond Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 6736, Sep.
• Leo Krippner, 1998, "Testing the predictive power of New Zealand bank bill futures rates," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number G98/8, Jun.
• Daniel C. Hardy, 1998, "Anticipation and Surprises in Central Bank Interest Rate Policy: The Case of the Bundesbank," IMF Staff Papers, Palgrave Macmillan, volume 45, issue 4, pages 647-671, December.
• Jeffrey C. Fuhrer, 1998, "An Optimising Model for Monetary Policy Analysis: Can Habit Formation Help?," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9812, Sep.
• Kennedy, P., 1998, "Eight Reasons Why Real Versus Nominal Interest Rates is the Most Important Concept in Macroeconomic Principles Courses," Discussion Papers, Department of Economics, Simon Fraser University, number dp98-09.
• Lisa R. Goldberg, 1998, "Volatility of the short rate in the rational lognormal model," Finance and Stochastics, Springer, volume 2, issue 2, pages 199-211.
• J.E. Kennedy & P.J. Hunt, 1998, "Implied interest rate pricing models," Finance and Stochastics, Springer, volume 2, issue 3, pages 275-293.
• Olivier Scaillet & Boris Leblanc, 1998, "Path dependent options on yields in the affine term structure model," Finance and Stochastics, Springer, volume 2, issue 4, pages 349-367.
• Juan-Manuel Renero, 1998, "Unstable and stable steady-states in the Kiyotaki-Wright model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 11, issue 2, pages 275-294.
• Guido Tabellini & Scott Freeman, 1998, "The optimality of nominal contracts," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 11, issue 3, pages 545-562.
• Kim, Suk-Joong & Sheen, Jeffrey, 1998, "International Linkages and Macroeconomic News Effects on Interest Rate Volatility - Australia and the US'," Working Papers, University of Sydney, School of Economics, number 11, Oct.
• Eijffinger, S.C.W. & Schaling, E. & Verhagen, W.H., 1998, "The Term Structure of Interest Rates and Inflation Forecast Targeting," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-85.
• Eijffinger, S.C.W. & Schaling, E. & Verhagen, W.H., 1998, "The Term Structure of Interest Rates and Inflation Forecast Targeting," Other publications TiSEM, Tilburg University, School of Economics and Management, number 55e1f73a-746b-49ef-9d24-0.
• Otrok, Christopher & Ravikumar, B. & Whiteman, Charles H., 1998, "Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation," Working Papers, University of Iowa, Department of Economics, number 99-01, Aug, revised Jan 1999.
• Josefa Ramoni Perazzi, 1998, "Interest rate parity: Is it alternative for the computation of the equilibrium exchange rate in Venezuela?," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 23, issue 14, pages 151-174, January-D.
• Hans Joachim Voth, 1998, "Inflationary expectations during Germany's great slump," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 333, Nov.
• Koning, Camiel de & Straetmans, Stefan, 1998, "Time varying forex market inefficiency," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0063.
• Richard J. Cebula, 1998, "An empirical analysis of the impact of federal budget deficits on long‐term nominal interest rate yields, 1973.2–1995.4, using alternative expected inflation measures," Review of Financial Economics, John Wiley & Sons, volume 7, issue 1, pages 55-64, DOI: 10.1016/S1058-3300(99)80145-1.
• Martin Evans, 1998, "Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation?," Finance, University Library of Munich, Germany, number 9809001, Sep.
• Alexei Krouglov, 1998, "Continuous-Time Model of Business Fluctuations, and Optimal Behavior of an Interest Rate," Macroeconomics, University Library of Munich, Germany, number 9802023, Mar.
• Boero, G. & Torricelli, C., 1998, "Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: Some Comparative Evidence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 512.
• David Miles, 1998, "An International Study of Efficiency and Risk in Money Markets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 389-424, DOI: 10.1142/S0219024998000229.
• Kim, Dong-heon, 1998, "Another look at yield spreads: Monetary policy and the term structure of interest rates," Research Notes, Deutsche Bank Research, number 98-3.
• Stehle, Richard & Jaschke, Stefan R. & Wernicke, S., 1998, "Tax clientele effects in the German bond market," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,11.
• Jaschke, Stefan R., 1998, "Higher order forward rate agreements and the smoothness of the term structure," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,13.
• Éric Jondeau & Roland Ricart, 1998, "La théorie des anticipations de la structure par terme : test à partir de titres publics français," Annals of Economics and Statistics, GENES, issue 52, pages 1-22.
• Boero, Gianna & Torricelli, Costanza, , "Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: some comparative evidence," Economic Research Papers, University of Warwick - Department of Economics, number 268794, DOI: 10.22004/ag.econ.268794.
• Joseph Atta-Mensah & Greg Tkacz, 1998, "Predicting Canadian Recessions Using Financial Variables: A Probit Approach," Staff Working Papers, Bank of Canada, number 98-5, DOI: 10.34989/swp-1998-5.
• María C. Manzano & Isabel Sánchez, 1998, "Indicators of Short-Term Interest Rate Expectations. The Information Contained in the Options Market," Working Papers, Banco de España, number 9816.
• Fabio Fornari & Roberto Violi, 1998, "The Probability Density Function of Interest Rates Implied in the Price of Options," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 339, Oct.
• Backus, David & Foresi, Silverio & Zin, Stanley, 1998, "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Journal of Business & Economic Statistics, American Statistical Association, volume 16, issue 1, pages 13-26, January.
• Pierre-Cyrille Hautcoeur & Pierre Sicsic, 1998, "Threat of a Capital Levy, Expected Devaluation and Interest Rates in France during the Interwar Period," Working papers, Banque de France, number 50.