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

1998

• Sophie Coutant & Eric Jondeau & Michael Rockinger, 1998, "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working papers, Banque de France, number 54.
• Eric Jondeau & Frédéric Sedillot, 1998, "La pr vision des taux longs fran ais et allemands partir d'un modele anticipations rationnelles," Working papers, Banque de France, number 55.
• Basma Bekdache & Christopher F. Baum, 1998, "Modeling fixed income excess returns," Boston College Working Papers in Economics, Boston College Department of Economics, number 409, Jun, revised 14 Apr 2000.
• Oriana Bandiera & Gerard Caprio Jr. & Patrick Honohan & Fabio Schiantarelli, 1998, "Does Financial Reform Raise or Reduce Savings?," Boston College Working Papers in Economics, Boston College Department of Economics, number 413, Oct.
• Mauricio Cárdenas & Zeinab Partow, 1998, "¿Importa la independencia? el caso del Banco Central colombiano," Coyuntura Económica, Fedesarrollo.
• Söderlind, Paul, 1998, "Extracting Expectations about 1992 UK Monetary Policy from Option Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 1823, Mar.
• Sicsic, Pierre, 1998, "Threat of a Capital Levy, Expected Devaluation and Interest Rates in Inter-War France," CEPR Discussion Papers, Centre for Economic Policy Research, number 1824, Mar.
• Bernard, Henri J & Gerlach, Stefan, 1998, "Does the Term Structure Predict Recessions? The International Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 1892, May.
• Coutant, Sophie & Jondeau, Eric & Rockinger, Michael, 1998, "Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election," CEPR Discussion Papers, Centre for Economic Policy Research, number 2010, Oct.
• Jacobs, Mike & Remolona, Eli & Wickens, Michael R., 1998, "What was the Market's View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds," CEPR Discussion Papers, Centre for Economic Policy Research, number 2022, Nov.
• Jean-Philippe Lesne & Jean-Luc Prigent & Olivier Scaillet, 1998, "Convergence of Discrete Time Option Pricing Models Under Stochastic Interest Rates," Working Papers, Center for Research in Economics and Statistics, number 98-51.
• Jovanovic, B. & Ueda, M., 1998, "Stock-Returns and Inflation in a Principal-Agent Economy," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 98-15.
• Hautcoeur, P. C. & Sicsic, P., 1998, "Threat of a capital levy, expected devaluation and interest rates in France during the interwar period," DELTA Working Papers, DELTA (Ecole normale supérieure), number 98-01.
• Jovanovic, Boyan & Ueda, Masako, 1998, "Stock-Returns and Inflation in a Principal-Agent Economy," Journal of Economic Theory, Elsevier, volume 82, issue 1, pages 223-247, September.

1997

• Jim Day & Ron Lange, 1997, "The Structure of Interest Rates in Canada: Information Content about Medium-Term Inflation," Staff Working Papers, Bank of Canada, number 97-10, DOI: 10.34989/swp-1997-10.
• David Watt, 1997, "Canadian Short-Term Interest Rates and the BAX Futures Markets: An Analysis of the Impact of Volatility on Hedging Activity and the Correlation of Returns Between Markets," Staff Working Papers, Bank of Canada, number 97-18, DOI: 10.34989/swp-1997-18.
• Juan Ayuso & J. David López-Salido, 1997, "Are Ex-Post Real Interest Rates a Good Proxy for Ex-Ante Real Rates? An International Comparison with a CCAPM Framework," Working Papers, Banco de España, number 9710.
• Eric Jondeau & Roland Ricart, 1997, "Le contenu en information de la pente des taux : application au cas des titres publics fran ais," Working papers, Banque de France, number 43.
• Eric Jondeau & Roland Ricart, 1997, "La Théorie des anticipations de la structure par terme : test partir des titres publics fran ais," Working papers, Banque de France, number 45.
• John T. Barkoulas & Christopher F. Baum, 1997, "Fractional Differencing Modeling And Forecasting Of Eurocurrency Deposit Rates," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 20, issue 3, pages 355-372, September.
• Basma Bekdache & Christopher F. Baum, 1997, "The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates," Boston College Working Papers in Economics, Boston College Department of Economics, number 372, Jun.
• Park, S.B., 1997, "Cointegration and Market Efficiency: An Application to the Canadian Treasury Bill Market," Carleton Economic Papers, Carleton University, Department of Economics, number 97-06, Oct.
• Fedesarrollo, 1997, "Análisis Coyuntural. I. Petróleo. II. evolución reciente de la tasa de cambio en Colombia," Coyuntura Económica, Fedesarrollo.
• Söderlind, Paul & Svensson, Lars E O, 1997, "New Techniques to Extract Market Expectations from Financial Instruments," CEPR Discussion Papers, Centre for Economic Policy Research, number 1556, Jan.
• Söderlind, Paul, 1997, "Monetary Policy and the Fisher Effect," CEPR Discussion Papers, Centre for Economic Policy Research, number 1610, Mar.
• Canova, Fabio & de Nicolò, Gianni, 1997, "Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective," CEPR Discussion Papers, Centre for Economic Policy Research, number 1614, Mar.
• Driffill, John, 1997, "Real Interest Rates, Nominal Shocks, and Real Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 1647, May.
• Favero, Carlo A. & Giavazzi, Francesco & Iacone, Fabrizio & Tabellini, Guido, 1997, "Extracting Information from Asset Prices: The Methodology of EMU Calculators," CEPR Discussion Papers, Centre for Economic Policy Research, number 1676, Jul.
• Smets, Frank & Tsatsaronis, Kostas, 1997, "Why Does the Yield Curve Predict Economic Activity? Dissecting the Evidence for Germany and the United States," CEPR Discussion Papers, Centre for Economic Policy Research, number 1758, Dec.
• Frédéric APRAHAMIAN & Georges FIORI & Philippe MICHEL, 1997, "Structure des taux d’intérêt et consommation," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1997024, Jun.
• Siklos, Pierre L. & Granger, Clive W.J., 1997, "Regime-Sensitive Cointegration With An Application To Interest-Rate Parity," Macroeconomic Dynamics, Cambridge University Press, volume 1, issue 3, pages 640-657, September.
• Balduzzi, Pierluigi & Bertola, Giuseppe & Foresi, Silverio, 1997, "A model of target changes and the term structure of interest rates," Journal of Monetary Economics, Elsevier, volume 39, issue 2, pages 223-249, July.
• Soderlind, Paul & Svensson, Lars, 1997, "New techniques to extract market expectations from financial instruments," Journal of Monetary Economics, Elsevier, volume 40, issue 2, pages 383-429, October.
• J. L. Prigent, 1997, "Incomplete markets : Convergence of options values under the minimal martingale measure. The multidimensional case," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 97-35.
• Tzavalis, Elias, 1997, "Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure?," Discussion Papers, University of Exeter, Department of Economics, number 9711.
• Angeloni, I. & Violi, R., 1997, "Long-Term Interest Rate Convergence in Europe and the Probability of EMU," Papers, Banca Italia - Servizio di Studi, number 322.
• Balmaseda, M. & Braun, R.A. & Nieto, E., 1997, "Monetary Policy and the Term Structure of Interest Rates," Papers, Centro de Estudios Monetarios Y Financieros-, number 9720.
• Thom, R, 1997, "Interest Rate Linkages in the Exchange Rate Mechanism : Tests for Asymmetry, German Dominance and Interest Rate Parity Using Daily Data Over 1990 to 1997," Papers, College Dublin, Department of Political Economy-, number 97/11.
• Lesne, J.P. & Prigent, J.L. & Scaillet, O., 1997, "Convergence of Discrete Time Options Pricing Models under Stochastic Rates," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9734.
• Prigent, J.L., 1997, "Incomplete Markets: Convergence of Options Values under the Minimal Martingale Measure. The Multidimensional Case," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9735.
• Roszbach, Kasper, 1997, "Reaction Function Estimation when Central Banks Face Adjustment Costs," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 155, Jan.
• Alexius, Annika & Sellin, Peter, 1997, "A Latent Factor Model of European Exchange Rate Risk Premia," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 156, Jan.
• Söderlind, Paul, 1997, "Monetary Policy and the Fisher Effect," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 159, Feb, revised 04 Mar 1999.
• Björk, Tomas & Gombani, Andrea, 1997, "Minimal Realizations of Forward Rates," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 182, Aug.
• Björk, Tomas & Christensen, Bent Jesper, 1997, "Interest Rate Dynamics and Consistent Forward Rate Curves," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 209, Nov.
• Söderlind, Paul, 1997, "Market Expectations in the UK Before and After the ERM Crisis," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 210, Dec, revised 19 Mar 1999.
• Söderlind, Paul, 1997, "Forward Interest Rates as Indicators of Inflation Expectations," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 594, Oct.
• Söderlind, Paul & Svensson, Lars E.O., 1997, "New Techniques to Extract Market Expectations from Financial Instruments," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 621, Oct.
• Barr, David & Campbell, John, 1997, "Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices," Scholarly Articles, Harvard University Department of Economics, number 3163261.
• Kitamura, Yukinobu, 1997, "Indexed Bonds and Monetary Policy: The Real Interest Rate and the Expected Rate of Inflation," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 15, issue 1, pages 1-25, May.
• 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

• 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.
• 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, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, 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.

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, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 1119, Jan.
• Gerlach, Stefan, 1995, "The Information Content of the Term Structure: Evidence for Germany," CEPR Discussion Papers, Centre for Economic Policy Research, number 1264, Nov.
• Söderlind, Paul, 1995, "Forward Interest Rates as Indicators of Inflation Expectations," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 1042, Oct.
• Svensson, Lars E O, 1994, "The Simplest Test of Inflation Target Credibility," CEPR Discussion Papers, Centre for Economic Policy Research, number 940, Apr.
• Clovis de Faro, 1994, "A Constituição, os juros e a economia," Brazilian Journal of Political Economy, FGV EAESP, volume 14, issue 1, pages 45-56, January, DOI: 10.1590/0101-31571994-0685.
• 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.