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

1997

• Jeremy Bulow & Paul Klemperer, 1997, "The Generalized War of Attrition," NBER Working Papers, National Bureau of Economic Research, Inc, number 5872, Jan.
• Paul Soderlind & Lars E. O. Svensson, 1997, "New Techniques to Extract Market Expectations from Financial Instruments," NBER Working Papers, National Bureau of Economic Research, Inc, number 5877, Jan.
• Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi & Leora Klapper, 1997, "Interest Rate Targeting and the Dynamics of Short-Term Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 5944, Feb.
• Sergio Rebelo & Danyang Xie, 1997, "On the Optimality of Interest Rate Smoothing," NBER Working Papers, National Bureau of Economic Research, Inc, number 5947, Feb.
• Menzie D. Chinn & Michael P. Dooley, 1997, "Monetary Policy in Japan, Germany and the United States: Does One Size Fit All?," NBER Working Papers, National Bureau of Economic Research, Inc, number 6092, Jul.
• Cebula, Richard, 1997, "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," MPRA Paper, University Library of Munich, Germany, number 50976, Jan.
• R.J. Cebula, 1997, "Government deficit, ex post real long-term interest rates and causality," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 50, issue 202, pages 325-336.
• R.J. Cebula, 1997, "Government deficit, ex post real long-term interest rates and causality," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 50, issue 202, pages 325-336.
• William R. Hosek & Frank Zahn, 1997, "The Impact of Changes in Expected Marginal Tax Rates on Nominal Interest Rates," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 50, issue 3, pages 427-436.
• Gerlach, Stefan, 1997, "The Information Content of the Term Structure: Evidence for Germany," Empirical Economics, Springer, volume 22, issue 2, pages 161-179.
• Giovanni Di Masi & Tomas Björk & Wolfgang Runggaldier & Yuri Kabanov, 1997, "Towards a general theory of bond markets (*)," Finance and Stochastics, Springer, volume 1, issue 2, pages 141-174.
• Marek Rutkowski & Marek Musiela, 1997, "Continuous-time term structure models: Forward measure approach (*)," Finance and Stochastics, Springer, volume 1, issue 4, pages 261-291.
• Farshid Jamshidian, 1997, "LIBOR and swap market models and measures (*)," Finance and Stochastics, Springer, volume 1, issue 4, pages 293-330.
• Beniamin Goldys, 1997, "A note on pricing interest rate derivatives when forward LIBOR rates are lognormal," Finance and Stochastics, Springer, volume 1, issue 4, pages 345-352.
• Stefan R. Jaschke, 1997, "Arbitrage bounds for the term structure of interest rates," Finance and Stochastics, Springer, volume 2, issue 1, pages 29-40.
• Fabio Canova & Gianni de Nicolo, 1997, "Stock returns, term structure, inflation and real activity: An international perspective," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 203, Jan.
• Manuel Moreno, 1997, "Risk management under a two-factor model of the term structure of interest rates," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 254, Dec.
• Manuel Moreno, 1997, "On the relevance of modeling volatility for pricing purposes," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 431, Sep, revised Oct 1999.
• Laidler, David, 1997, "The Wicksell Connection, The Quantity Theory and Keynes," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9708.
• Border, Kim C. & Segal, Uzi, 1997, "Coherent Odds and Subjective Probability," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9717.
• Siklos, P.L. & Granger, C.W.J., 1997, "Regime Sensitive Cointegration with an Application to Interest rate Parity," Working Papers, Wilfrid Laurier University, Department of Economics, number 97-5.
• Jean-Philippe BOUCHAUD & Rama CONT & Nicole EL KAROUI & Marc POTTERS & Nicolas SAGNA, 1997, "Phenomenology of the interest curve," Finance, University Library of Munich, Germany, number 9712009, Dec.
• Jens Weidmann, 1997, "New Hope for the Fisher Effect? A Re-Examination Using Threshold Cointegration," Macroeconomics, University Library of Munich, Germany, number 9705005, May.
• Manfred J.M. Neumann & Jens Weidmann, 1997, "The Information Content of German Discount Rate Changes," Macroeconomics, University Library of Munich, Germany, number 9706006, Jun.
• Riedel, Frank, 1997, "A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,19.

1996

• Alison Tarditi, 1996, "Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9608, Nov.
• Rebelo, S. & Xie, D., 1996, "On the Optimality of Interest Rate Smoothing," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 427.
• Gerd Hansen, 1996, "The domestic term structure and international interest rate linkages: A cointegration analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 132, issue 4, pages 675-689, December, DOI: 10.1007/BF02707588.
• Lemmen, J.J.G. & Eijffinger, S.C.W., 1996, "The Fundamental Determinants of Financial Integration in the European Union," Other publications TiSEM, Tilburg University, School of Economics and Management, number b994dede-d928-4b3b-bf51-7.
• Garcia, Rene & Perron, Pierre, 1996, "An Analysis of the Real Interest Rate under Regime Shifts," The Review of Economics and Statistics, MIT Press, volume 78, issue 1, pages 111-125, February.
• Brock, P.L., 1996, "High Real Interest rates and Banking Crisis in an Open Economy: A Case Study of Chile, 1975-1983," Working Papers, University of Washington, Department of Economics, number 96-12.
• Manuel Moreno & Juan I. Peña, 1996, "On the term structure of Interbank interest rates: Jump-diffusion processes and option pricing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 191, Nov.
• Manuel Moreno, 1996, "A two-mean reverting-factor model of the term structure of interest rates," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 193, Nov.
• Christopher F. Baum & John Barkoulas, 1996, "Time‐varying risk premia in the foreign currency futures basis," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 16, issue 7, pages 735-755, October.
• Krämer, Jörg W., 1996, "Determinants of the expected real long-term interest rates in the G7-countries," Kiel Working Papers, Kiel Institute for the World Economy, number 751.
• Nicholas Ricketts, 1996, "Real short-term interest rates and expected inflation: Measurement and interpretation," Bank of Canada Review, Bank of Canada, volume 1996, issue Summer, pages 23-39.
• Agathe Côté & Jocelyn Jacob & John Nelmes & Miles Whittingham, 1996, "Inflation expectations and Real Return Bonds," Bank of Canada Review, Bank of Canada, volume 1996, issue Summer, pages 41-53.
• Juan Ayuso & J. David López-Salido, 1996, "What Does Consumption Tell Us about Inflation Expectations and Real Interest Rates?," Working Papers, Banco de España, number 9633.
• Eric Jondeau & Roland Ricart, 1996, "The Expectation Theory: Tests on French, German, and American Euro-Rates," Working papers, Banque de France, number 35.
• John Barkoulas & Christopher F. Baum, 1996, "Time-Varying Risk Premia in the Foreign Currency Futures Basis," Boston College Working Papers in Economics, Boston College Department of Economics, number 281., Jan.
• John Barkoulas & Christopher F. Baum & Atreya Chakraborty, 1996, "Nearest-Neighbor Forecasts of U.S. Interest Rates," Boston College Working Papers in Economics, Boston College Department of Economics, number 313., Feb, revised 01 Apr 2003.
• John Barkoulas & Christopher F. Baum & Gurkan S. Oguz, 1996, "Fractional Cointegration Analysis of Long Term International Interest Rates," Boston College Working Papers in Economics, Boston College Department of Economics, number 315., Jan.
• John Barkoulas & Christopher F. Baum, 1996, "Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates," Boston College Working Papers in Economics, Boston College Department of Economics, number 317., Jan.
• John Barkoulas & Christopher F. Baum & Joseph Onochie, 1996, "Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate," Boston College Working Papers in Economics, Boston College Department of Economics, number 320., Jan.
• Darvas, Zsolt, 1996, "Exchange Rate Premia and the Credibility of the Crawling Target Zone in Hungary," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1307, Jan.
• Favero, Carlo A. & Iacone, Fabrizio & Pifferi, Marco, 1996, "Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1456, Sep.
• Willem Naudé, 1996, "Financial liberalisation and interest rate risk management in sub-Saharan Africa," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 1996-12.
• Tzavalis, Elias & Wickens, M. R., 1996, "Forecasting inflation from the term structure," Journal of Empirical Finance, Elsevier, volume 3, issue 1, pages 103-122, May.
• Artus, P., 1996, "Taux d'interet reels et inflation," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1996-04/f.
• Beim, D-O, 1996, "The Prime Premium : Is Relationship Banking Too Costly for Some?," Papers, Columbia - Graduate School of Business, number 96-22.
• Fell, J.P.C., 1996, "The Role of Short Rates and Foreign Long Rates in the Determination of Long-Term Interest Rates," Papers, European Monetary Institute, number 4.
• Fell, J.P.C. & Levy, A., 1996, "Issues in the ECU Markets and Some Tentative Explanations fro Some Apparent Puzzles," Papers, European Monetary Institute, number 6.
• Pierre-Olivier Gourinchas & Aaron Tornell, 1996, "Exchange Rate Dynamics and Learning," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1771.
• Martin L. Weitzman, 1996, "On the Welfare Significance of National Product Under Interest-Rate Uncertainty," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1776.
• Monadjemi, M.S., 1996, "International Interest Rates Linkage: Evidence from OCDE Countries," Papers, New South Wales - School of Economics, number 96/24.
• Joyeux, R. & Worner, W.E., 1996, "Price and Change Rate determination Between Laos and Thailand," Papers, New South Wales - School of Economics, number 96/29.
• David Backus & Silverio Foresi & Stanley Zin, 1996, "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 96-8, Apr.
• Brock, P.L., 1996, "High Real Interest rates and Banking Crisis in an Open Economy: A Case Study of Chile, 1975-1983," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 96-12.
• Söderlind, Paul & Svensson, Lars E.O., 1996, "New Techniques to Extract Market expectations from Financial Instruments," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 142, Dec.
• Ignazio Angeloni & Alessandro Prati, 1996, "The identification of liquidity effects in the EMS: Italy 1991–1992," Open Economies Review, Springer, volume 7, issue 3, pages 275-293, July, DOI: 10.1007/BF01886825.
• Darvas, Zsolt, 1996, "Kamatkülönbség és árfolyam-várakozások az előre bejelentett kúszó árfolyamrendszerben
  [Interest differential and exchange rate expectations in the preannounced crawling band system of Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 920-947.
• Barabás, Gyula, 1996, "Kamatparitás lebegő és csúszó leértékeléses árfolyamrendszerben
  [Interest parity in floating and in crawling-peg foreign exchange rate régimes]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 972-994.
• Ghysels, E. & Ng, S., 1996, "A Semi-Parametric Factor Model for Interest Rates," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9612.
• Ghysels, E. & Ng, S., 1996, "A Semi-Parametric Factor Model for Interest Rates," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9612.
• David Backus & Silverio Foresi & Stanley Zin, 1996, "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 5638, Jun.
• Wouter J. Den Haan, 1996, "Understanding Equilibrium Models with a Small and a Large Number of Agents," NBER Working Papers, National Bureau of Economic Research, Inc, number 5792, Oct.
• David G. Barr & John Y. Campbell, 1996, "Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 5821, Nov.
• Deriet, M. & Seccareccia, M., 1996, "Bank Markups, Horizontalism and the Significance of Banks's Liquidity Preference: An Empirical Assessment," Working Papers, University of Ottawa, Department of Economics, number 9601e.
• Cebula, Richard, 1996, "An Empirical Note on the Impact of the Federal Budget Deficit on Ex Ante Real Long-Term, Interest Rates, 1973-1995," MPRA Paper, University Library of Munich, Germany, number 51414, Jan.
• Lara D. Shore-Sheppard, 1996, "The Precision of Instrumental Variables Estimates With Grouped Data," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 753, Dec.

1995

• Laurence H. Meyer & Anandi P. Sahu, 1995, "Inflation Non-neutralities and the Response of Interest Rates to Inflation Expectations," Eastern Economic Journal, Eastern Economic Association, volume 21, issue 1, pages 67-81, Winter.
• Tzavalis, E. & Wickens, M.R., 1995, "Forecasting Inflation from the Term Structure," Discussion Papers, University of Exeter, Department of Economics, number 9519.
• Markku Lanne, 1995, "Co-integration and the term structure of Finnish short-term interest rates," Finnish Economic Papers, Finnish Economic Association, volume 8, issue 1, pages 3-16, Spring.
• Mika Linden, 1995, "Interest rate and inflation expectations in Finland 1987-1994 : a case for the inverted fisher hypothesis," Finnish Economic Papers, Finnish Economic Association, volume 8, issue 2, pages 108-115, Autumn.
• Ulf Söderström & Alexis Stenfors, 1995, "Explaining devaluation expectations in the EMS," Finnish Economic Papers, Finnish Economic Association, volume 8, issue 2, pages 63-81, Autumn.
• John B. Taylor, 1995, "The monetary transmission mechanism: an empirical framework," Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco, number 95-07.
• John Y. Campbell, 1995, "Some Lessons from the Yield Curve," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1713.
• Lynch, G-J & Ewing, B-T, 1995, "Money Growth Variability and the Term Structure of Interest in Japan," Papers, Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER), number 95-005.
• Soderlind, P., 1995, "Forward Interest Rates as Indicators of Inflation Expectations," Papers, Stockholm - International Economic Studies, number 594.
• Campbell, John, 1995, "Some Lessons from the Yield Curve," Scholarly Articles, Harvard University Department of Economics, number 3163264.
• Malliaris, A G & Malliaris, Mary E, 1995, "Decomposition of Inflation and Its Volatility: A Stochastic Approach," Review of Quantitative Finance and Accounting, Springer, volume 5, issue 1, pages 93-103, March.
• John Y. Campbell, 1995, "Some Lessons from the Yield Curve," NBER Working Papers, National Bureau of Economic Research, Inc, number 5031, Feb.
• David Folkerts-Landau & Peter M. Garber, 1995, "Determining the Value of a Financial Unit of Account Based on Composite Currencies: The Case of the Private ECU," IMF Staff Papers, Palgrave Macmillan, volume 42, issue 1, pages 134-157, March.
• Carlo Cottarelli & Giovanni Ferri & Andrea Generale, 1995, "Bank Lending Rates and Financial Structure in Italy: A Case Study," IMF Staff Papers, Palgrave Macmillan, volume 42, issue 3, pages 670-700, September.
• Allan Gregory & David G. Watt, 1995, "Sources Of Variation In International Real Interest Rates," Working Paper, Economics Department, Queen's University, number 923, Mar.
• Lemmen, J.J.G. & Eijffinger, S.C.W., 1995, "The fundamental determinants of financial integration in the European Union," Discussion Paper, Tilburg University, Center for Economic Research, number 1995-117.
• Lemmen, J.J.G. & Eijffinger, S.C.W., 1995, "The fundamental determinants of financial integration in the European Union," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0090a2e9-4071-45da-9fca-b.
• Fabio Canova & Gianni De Nicolo, 1995, "The equity premium and the risk free rate: A cross country, cross maturity examination," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 136, Apr.
• Andrew Mark Jeffrey, 1995, "Single Factor Heath-Jarrow-Morton Term Structure Models Based on Markov Spot Interest Rate Dynamics," Yale School of Management Working Papers, Yale School of Management, number ysm46, Dec.
• Jérôme Henry & Jens Weidmann, 1995, "Asymmetry in the EMS revisited: Evidence from the Causality Analysis of Daily Eurorates," Annals of Economics and Statistics, GENES, issue 40, pages 125-160.
• John Y. Campbell, 1995, "Some Lessons from the Yield Curve," Journal of Economic Perspectives, American Economic Association, volume 9, issue 3, pages 129-152, Summer.
• John B. Taylor, 1995, "The Monetary Transmission Mechanism: An Empirical Framework," Journal of Economic Perspectives, American Economic Association, volume 9, issue 4, pages 11-26, Fall.
• Gregory, Allan W. & Watt, David G., 1995, "Sources of Variation in International Real Interest Rates," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273327, Mar, DOI: 10.22004/ag.econ.273327.
• Calcagnini, G. & Hester, D.D., 1995, "Regulatory Change and Bank Profitability in Italy," Working papers, Wisconsin Madison - Social Systems, number 9515.
• Kevin Clinton, 1995, "The term structure of interest rates as a leading indicator of economic activity: A technical note," Bank of Canada Review, Bank of Canada, volume 1994, issue Winter, pages 23-40.
• René Garcia & Pierre Perron, 1995, "An Analysis of the Real Interest Rate Under Regime Shifts," CIRANO Working Papers, CIRANO, number 95s-05, Feb.
• Allan W. Gregory & David G. Watt, 1995, "Sources of Variation in International Real Interest Rates," Canadian Journal of Economics, Canadian Economics Association, volume 28, issue s1, pages 120-140, November.
• Martha Misas A. & Marla Ripoll N. & Enrique L�pez E., 1995, "Una Descripci�N Del Ciclo Industrial En Colombia," Borradores de Economia, Banco de la Republica, number 3707, May.
• Alejandro L�pez M. & Juana Patricia T�llez, 1995, "Una Historia De Los A�Os Veinte Para Los Noventa," Borradores de Economia, Banco de la Republica, number 3711, Mar.
• Canzoneri, Matthew B & Dellas, Harris, 1995, "Real Interest Rates and Central Bank Operating Procedures," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1099, Jan.
• Canova, Fabio & de Nicolò, Gianni, 1995, "The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1119, Jan.
• Gerlach, Stefan, 1995, "The Information Content of the Term Structure: Evidence for Germany," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1264, Nov.
• Söderlind, Paul, 1995, "Forward Interest Rates as Indicators of Inflation Expectations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1313, Dec.
• Moreno, Manuel & Peña, Juan Ignacio, 1995, "On the term structure of Interbank interest rates: jump-diffusion processes and option pricing," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 7074, Oct.

1994

• Masson, Paul R., , "The Credibility Of The United Kingdom'S Commitment To The Erm: Intentions Versus Actions," Economic Research Papers, University of Warwick - Department of Economics, number 268648, DOI: 10.22004/ag.econ.268648.
• Basma Bekdache & Christopher F. Baum, 1994, "Comparing Alternative Models of the Term Structure of Interest Rates," Boston College Working Papers in Economics, Boston College Department of Economics, number 271, Jun.
• Christopher F. Baum & Olin Liu, 1994, "An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates," Boston College Working Papers in Economics, Boston College Department of Economics, number 275, Oct.
• Javier Fernández Riva, 1994, "La economía venezolana," Coyuntura Económica, Fedesarrollo.
• Weber, Axel A, 1994, "Testing Long-run Neutrality: Empirical Evidence for G7 Countries with Special Emphasis on Germany," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1042, Oct.
• Svensson, Lars E O, 1994, "The Simplest Test of Inflation Target Credibility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 940, Apr.
• Clovis de Faro, 1994, "The Constitution, interest and the economy," Brazilian Journal of Political Economy, Center of Political Economy, volume 14, issue 1, pages 45-56.
• Ricardo Laiseca Asla, 1994, "Riesgos bancarios y tipo de interés," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 28, issue 01, pages 30-43.
• Backus, D.K. & Foresi, S. & Zin, S.E., 1994, "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Papers, Columbia - Graduate School of Business, number 95-02.
• Stenfors, Alexis & Söderström, Ulf, 1994, "Explaining Devaluation Expectations in the EMS," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 20, Jun.
• Mr. D. F. I. Folkerts-Landau & Mr. Peter M. Garber, 1994, "Determining the Value of a Financial Unit of Account Basedon Composite Currencies: The Case of the Private Ecu," IMF Working Papers, International Monetary Fund, number 1994/072, Jun.
• Mr. Paul R Masson, 1994, "The Credibility of the United Kingdom's Commitment to the Erm: Intentions Versus Actions," IMF Working Papers, International Monetary Fund, number 1994/147, Dec.
• Garcia, R. & Perron, P., 1994, "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9428.
• Garcia, R. & Perron, P., 1994, "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9428.
• David K. Backus & Stanley E. Zin, 1994, "Reverse Engineering the Yield Curve," NBER Working Papers, National Bureau of Economic Research, Inc, number 4676, Mar.
• Bennett T. McCallum, 1994, "Monetary Policy and the Term Structure of Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 4938, Nov.
• Ioannis Halikias, 1994, "Testing the Credibility of Belgium's Exchange Rate Policy," IMF Staff Papers, Palgrave Macmillan, volume 41, issue 2, pages 350-366, June.
• Carlo Cottarelli & Angeliki Kourelis, 1994, "Financial Structure, Bank Lending Rates, and the Transmission Mechanism of Monetary Policy," IMF Staff Papers, Palgrave Macmillan, volume 41, issue 4, pages 587-623, December.
• Hein, Eckhard, 1994, "Investition, Finanzierung und Sparen: einige Implikationen der Keynes-Robertson-Kontroverse über den "Revolving Fund"
  [Investment, finance and saving: some implications of the Keynes-Robertson controversy on the "revolving fund"," MPRA Paper, University Library of Munich, Germany, number 19322.
• Kees Koedijk & Clemens Kool & Tjerk Kroes, 1994, "Changes in world real interest rates and inflationary expectations," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 130, issue 4, pages 712-729, December, DOI: 10.1007/BF02707533.
• David K. Backus & Stanley E. Zin, 1994, "Reverse Engineering the Yield Curve," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 94-09.
• David K. Backus & Silverio Foresi & Stanley E. Zin, 1994, "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 94-28.
• Shelagh Heffernan, 1994, "Competition in the Canadian Personal Finance Sector," International Journal of the Economics of Business, Taylor & Francis Journals, volume 1, issue 3, pages 323-338, DOI: 10.1080/758536225.
• Masson, Paul R, 1994, "The Credibility of the United Kingdom's Commitment to the ERM : Intentions versus Actions," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 430.

1993

• Blanca Amalia Llorente & Luc�a Victoria Beltr�n, 1993, "Economía Ecuatoriana," Coyuntura Económica, Fedesarrollo, volume 23, issue 3, pages 89-102.
• Nohora Isabel Vargas, 1993, "Economía mexicana," Coyuntura Económica, Fedesarrollo, volume 23, issue 3, pages 103-114.
• Santiago Herrera A. & Juan Manuel Julio, 1993, "La demanda de dinero en el corto y en el largo plazo en Colombia," Coyuntura Económica, Fedesarrollo, volume 23, issue 1, pages 91-107.
• DUTTA, Jayasri & KAPUR, Sandeep, 1993, "Liquidity and Financial Intermediation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1993030, Aug.
• Drudi, Francesco & Prati, Alessandro, 1993, "Signalling Debt Sustainability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 787, May.
• Angeloni, Ignazio & Prati, Alessandro, 1993, "Liquidity Effects and the Determinants of Short-term Interest Rates in Italy (1991-92)," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 788, May.
• Christodoulakis, Nikos & Karamouzis, Nick, 1993, "Financial Openness and the Effectiveness of Capital Controls in Greece," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 804, Aug.
• Hamid Baghestani, 1993, "Covered Interest Parity: Evidence from the U.S.- Canadian Money Markets," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 28, issue 1, pages 101-109, January.
• Reisen, Helmut & Yeches, Helene, 1993, "Time-varying estimates on the openness of the capital account in Korea and Taiwan," Journal of Development Economics, Elsevier, volume 41, issue 2, pages 285-305, August.
• Dutta, J. & Kapur, S., 1993, "Liquidity and Financial Intermediation," Papers, Cambridge - Risk, Information & Quantity Signals, number 188.
• Svensson, L.E.O., 1993, "Term, Inflation and Foreign Exchange Risk Premia: A Unified Treatment," Papers, Stockholm - International Economic Studies, number 548.
• Svensson, L.E.O., 1993, "The Simplest Test of Inflation Target Credibility," Papers, Stockholm - International Economic Studies, number 560.
• Alberto Giovannini, 1993, "Bretton Woods and Its Precursors: Rules versus Discretion in the History of International Monetary Regimes," NBER Chapters, National Bureau of Economic Research, Inc, "A Retrospective on the Bretton Woods System: Lessons for International Monetary Reform".
• Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi, 1993, "A Model of Target Changes and the Term Structure of Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 4347, Apr.
• Lars E.O. Svensson, 1993, "Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment," NBER Working Papers, National Bureau of Economic Research, Inc, number 4544, Nov.
• Lars E.O. Svensson, 1993, "The Simplest Test of Inflation Target Credibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 4604, Dec.
• Edward H. Gardner & William R. M. Perraudin, 1993, "Asymmetry in the ERM: A Case Study of French and German Interest Rates Before and After German Unification," IMF Staff Papers, Palgrave Macmillan, volume 40, issue 2, pages 427-450, June.
• Francesco Caramazza, 1993, "French-German Interest Rate Differentials and Time-Varying Realignment Risk," IMF Staff Papers, Palgrave Macmillan, volume 40, issue 3, pages 567-583, September.

1992

• Piketty, Thomas, 1992, "Imperfect capital markets and persistence of initial wealth inequalities," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19371.
• Antonio Argandoña, 1992, "La política monetaria en españa: la historia reciente y la crisis en 1992," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 24, issue 03, pages 32-47.
• Enrique G. Mendoza, 1992, "Fisherian Transmission and Efficient Arbitrage under Partial Financial Indexation: The Case of Chile," IMF Staff Papers, Palgrave Macmillan, volume 39, issue 1, pages 121-147, March.
• Hamid Faruqee, 1992, "Dynamic Capital Mobility in Pacific Basin Developing Countries: Estimation and Policy Implications," IMF Staff Papers, Palgrave Macmillan, volume 39, issue 3, pages 706-717, September.
• Cebula, Richard, 1992, "The Impact of Federal Deposit Insurance on Savings and Loan Failures," MPRA Paper, University Library of Munich, Germany, number 51540, Mar.
• Cebula, Richard, 1992, "The Reform of Federal Deposit Insurance," MPRA Paper, University Library of Munich, Germany, number 57865, Mar.
• Emmanuel Farhi, 2008, "Rare Disasters and Exchange Rates," 2008 Meeting Papers, Society for Economic Dynamics, number 47.
• Thomas Piketty, 1992, "Imperfect Capital Markets and Persistence of Initial Wealth Inequalities," STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 255, Nov.
• Patricia Correa, 1992, "Paridad entre la tasa de interés real interna y externa: Notas sobre el caso colombiano," Coyuntura Económica, Fedesarrollo, volume 22, issue 1, pages 139-149.
• Giovannini, Alberto, 1992, "Bretton Woods and its Precursors: Rules versus Discretion in the History of International Monetary Regimes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 661, Jun.
• Giovannini, Alberto & Piga, Gustavo, 1992, "Understanding the High Interest Rates on Italian Government Securities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 720, Oct.
• Malliaris, A. G. & Urrutia, Jorge L., 1992, "The International Crash of October 1987: Causality Tests," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 27, issue 3, pages 353-364, September.
• Maria Zhecheva & Roumen Avramov & Valentin Chavdarov, 1992, "Инфлацията И Лихвения Процент През 1991 Г," Working paper series, Agency for Economic Analysis and Forecasting, number 31992bg, Mar.
• Maria Zhecheva & Roumen Avramov & Valentin Chavdarov, 1992, "Inflation and the Interest Rate in 1991," Working paper series, Agency for Economic Analysis and Forecasting, number 41992en, Mar.
• Malliaris, A. G., 1992, "Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975," International Review of Financial Analysis, Elsevier, volume 1, issue 1, pages 77-93.

1991

• Clark, Gregory, 1991, "The Long-term Decline in Real Interest Rates: Comment," Journal of Economic Perspectives, American Economic Association, volume 5, issue 1, pages 213-215, Winter.
• Simon, Julian L, 1991, "Response [Great and Almost-Great Magnitudes for Economists]," Journal of Economic Perspectives, American Economic Association, volume 5, issue 1, pages 215-216, Winter.
• Malliaris, A. G. & Urrutia, Jorge L., 1991, "An empirical investigation among real, monetary and financial variables," Economics Letters, Elsevier, volume 37, issue 2, pages 151-158, October.
• Malliaris, A. G. & Mullady, Walter Sr. & Malliaris, M. E., 1991, "Interest rates and inflation : A continuous time stochastic approach," Economics Letters, Elsevier, volume 37, issue 4, pages 351-356, December.
• Malliaris, A. G. & Stefani, Silvana, 1991, "Money, inflation and interest rates: Illustrations from twelve European economies," European Journal of Political Economy, Elsevier, volume 7, issue 3, pages 275-298, October.
• Philip Arestis & Peter Howells, 1991, "Financial Innovations and the Distributional Effects of Interest Rate Changes in the UK," Eastern Economic Journal, Eastern Economic Association, volume 17, issue 3, pages 263-271, Jul-Sep.
• Scott Freeman & Guido Tabellini, 1991, "The optimality of nominal contracts," Working Papers, Federal Reserve Bank of Dallas, number 9114.
• Garcia, R. & Perron, P., 1991, "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9125.
• Garcia, R. & Perron, P., 1991, "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9125.
• Scott Freeman & Guido Tabellini, 1991, "The Optimality of Nominal Contracts," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0110, Aug.
• Helmut Reisen & Hélène Yèches, 1991, "Time-Varying Estimates on the Openness of the Capital Account in Korea and Taiwan," OECD Development Centre Working Papers, OECD Publishing, number 42, Aug, DOI: 10.1787/424740140426.

1990

• Garcia, R. & Perron, P., 1990, "An Anlysis Of The Real Interest Rate Under Regime Shifts," Papers, Princeton, Department of Economics - Econometric Research Program, number 353.
• Søren Johansen & Katarina Juselius, 1990, "Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK," Discussion Papers, University of Copenhagen. Department of Economics, number 90-05, Mar.
• Cebula, Richard, 1990, "A Note on Federal Budget Deficits and the Term Structure of Real Interest Rates in the United States," MPRA Paper, University Library of Munich, Germany, number 50238, May.
• Cebula, Richard & Scott, Gerald, 1990, "Deficits and Real Interest Rates: A Note Extending the Hoelscher Model," MPRA Paper, University Library of Munich, Germany, number 54608, Feb.
• Cebula, Richard & Schwartzburt, Mark & Scott, Gerald, 1990, "Large Deficits Produce High Interest Rates," MPRA Paper, University Library of Munich, Germany, number 56486, Jun.
• Martin Shubik & D.P. Tsomocos, 1990, "A Strategic Market Game with a Mutual Bank with Fractional Reserves and Redemption in Gold (A Continuum of Traders)," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 964, Dec.
• Malliaris, A. G. & Urrutia, Jorge L., 1990, "How big is the random walks in macroeconomic time series : Variance ratio tests," Economics Letters, Elsevier, volume 34, issue 2, pages 113-116, October.