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

1989

• Assadian, Afsaneh & Cebula, Richard, 1989, "Determinants of Business Failure: A Time Series Analysis," MPRA Paper, University Library of Munich, Germany, number 57316, Oct.

1988

• Cebula, Richard & Koch, James, 1988, "An Empirical Note on Deficits, Interest Rates, and International Capital Flows," MPRA Paper, University Library of Munich, Germany, number 50165, Nov.
• Stephan Schulmeister, 1988, "Currency speculation and dollar fluctuations," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 41, issue 167, pages 343-365.
• Stephan Schulmeister, 1988, "Currency speculation and dollar fluctuations," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 41, issue 167, pages 343-365.
• Luis E. Rivero Medina, 1988, "What is the role of the interest rate?," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 13, issue 3, pages 75-80, January-D.

1987

• Eduardo Lora Torres, 1987, "Macroeconomía del sistema bancario : Un modelo aplicado a Colombia," Coyuntura Económica, Fedesarrollo, volume 17, issue 4, pages 165-203.
• Fwu-Ranq Chang & A. G. Malliaris, 1987, "Asymptotic Growth under Uncertainty: Existence and Uniqueness," The Review of Economic Studies, Review of Economic Studies Ltd, volume 54, issue 1, pages 169-174.
• Cebula, Richard, 1987, "Federal Government Budget Deficits and Interest Rates: A Brief Note," MPRA Paper, University Library of Munich, Germany, number 49829, Jun.

1986

1985

1982

• Luiz Antonio de Oliveira Lima, 1982, "Current economic policy and the missteps of monetarism," Brazilian Journal of Political Economy, Center of Political Economy, volume 2, issue 1, pages 130-140.

1981

• Glenn Jenkins & GRAHAM GLENDAY & DEVENDRANAUTH MISIR, 1981, "The Taxation Of Foreign Investment Income In Canada, The United States And Mexico," Development Discussion Papers, JDI Executive Programs, number 1981-01, Jun.

1979

• Cebula, Richard & Cebula, Barbara, 1979, "A Note on "Crowding Out" in the United States," MPRA Paper, University Library of Munich, Germany, number 56991, Jan.

1973

• Glenn Jenkins & HENRY LIM, 1973, "The Role Of Canadian And United States Monetary Policy In The Determination Of Interest Rates In Canada," Development Discussion Papers, JDI Executive Programs, number 1973-01, Oct.

1971

• Glenn Jenkins, 1971, "The Role of the United States Monetary Stock in a Model of the Canadian Economy," Development Discussion Papers, JDI Executive Programs, number 1971-03, Mar.

1970

• Glenn Jenkins & HENRY LIM, 1970, "The Determinants Of The Nominal Interest Rate," Development Discussion Papers, JDI Executive Programs, number 1970-01, Jan.

0

• Mark Aguiar & Manuel Amador & Emmanuel Farhi & Gita Gopinath, , "Sovereign Debt Booms in Monetary Unions," Working Paper, Harvard University OpenScholar, number 142521.
• Hideaki Hirata & M. Ayhan Kose & Chris Otrok & Marco Terrones, , "Global House Price Fluctuations: Synchronization and Determinants," Working Paper, Harvard University OpenScholar, number 164451.
• Emmanuel Farhi & Isabel Correia & Juan Pablo Nicolini & Pedro Teles, , "Unconventional Fiscal Policy at the Zero Bound," Working Paper, Harvard University OpenScholar, number 20945.
• Ricardo Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, , "Safe Asset Scarcity and Aggregate Demand," Working Paper, Harvard University OpenScholar, number 377061.
• Olesea Speian & Victoria Ganea & Constantinos Kyriakopoulos, 0, "Yield Curve Construction: A Note on the Moldovan bond market," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 1, pages 1-9(1).
• Basma Bekdache & Christopher F. Baum, , "The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates," Computing in Economics and Finance 1997, Society for Computational Economics, number 72.
• Erik Gogola, 0000, "Financial Vulnerability of Slovak Households: Evidence from household balance sheet stress tests using HFCS microdata," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 14316305.
• Erik Gogola, 0000, "The Impact of Economic Shocks on Financially Vulnerable Slovak Households: A Socio-Economic and Demographic Analysis," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 14316324.
• Kentaro Kikuchi, , "A Global Joint Pricing Model of Stocks and Bonds Based on the Quadratic Gaussian Approach," Discussion Papers CRR Discussion Paper Series B: Financial, Shiga University, Faculty of Economics,Center for Risk Research, number 18.
• Kentaro Kikuchi, , "A Term Structure Interest Rate Model with the Exit Time from the Negative Interest Rate Policy," Discussion Papers CRR Discussion Paper Series B: Financial, Shiga University, Faculty of Economics,Center for Risk Research, number 19.
• Janak Raj & Joice John, 0, "Steering interest rates amidst large structural surplus liquidity: a tale of three central banks," Indian Economic Review, Springer, volume 0, issue , pages 1-24, DOI: 10.1007/s41775-020-00084-4.
• Niko Hauzenberger & Florian Huber & Gary Koop, , "Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods," Working Papers, University of Strathclyde Business School, Department of Economics, number 2305.
• Antoine Bommier & Francois Le Grand, , "A Robust Approach to Risk Aversion," Working Papers, ETH Zurich, Chair of Systems Design, number ETH-RC-13-002.
• Ales Marsal & Katrin Rabitsch & Lorant Kaszab, 2023, "Undesired Consequences of Calvo Pricing in a Non-linear World," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 1/2023, Jan.
• Neyman, Abraham, 2023, "Additive valuations of streams of payoffs that satisfy the time value of money principle: characterization and robust optimization," Theoretical Economics, Econometric Society, volume 18, issue 1, January.
• Mariana Garcia-Schmidt & Michael Woodford, 2015, "Are Low Interest Rates Deflationary? A Paradox of Perfect-Foresight Analysis," Working Papers Series, Institute for New Economic Thinking, number 18, Sep, DOI: 10.2139/ssrn.2667881.
• Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 0000, "Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-041/4, 00, revised 17 Sep 2010.
• Mario di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2018, "Unsecured and Secured Funding," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-038/IV, Apr.
• Daan Opschoor & Michel van der Wel, , "A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-011/III.
• B. Pesaran & G. Wright, , "The Use Of Spreads In Forecasting Medium Term U.K Interest Rates," Working Papers, University of East London, Department of Economics, number 9606.
• Peter Spencer & Zhuoshi Liu, , "An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK," Discussion Papers, Department of Economics, University of York, number 09/16.
• Peter A.G. VanBergeijk & Jan Marc Berk, , "The Lucas Critique in Practice: An Empirical Investigation of the Impact of European Monetary Integration on the Term Structure," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 082.
• Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla, , "Optimal Allotment Policy in Central Bank Open Market Operations," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 201.
• Francesco Audrino & Enrico De Giorgi, , "Beta Regimes for the Yield Curve," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 244.
• Joseph P. Romano & Michael Wolf, , "Control of Generalized Error Rates in Multiple Testing," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 245.
• Zsolt DARVAS & Zoltán SCHEPP, 2008, "Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates," EcoMod2008, EcoMod, number 23800026, Jul.
• Chiara PERONI, 2010, "Testing Linearity in Term Structures," EcoMod2010, EcoMod, number 259600130, May.
• Hans Dewachter & Marco Lyrio, 2003, "Macro Factors and the Term Structure of Interest Rates," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0304, Mar.
• Petr Hanzlík & Petr Teplý, 2019, "Key Determinants of Net Interest Margin of EU Banks in the Zero Lower Bound of Interest Rates," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/2, Mar, revised Mar 2019.
• Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernado Fernández-Rodríguez, , "Asymmetry in the EMS: New evidence based on non-linear forecasts," Working Papers, FEDEA, number 97-24.
• María José Gutiérrez & Jesús Vázquez, , "The Changing Behavior of the Term Structure of Post-War U.S. Interest Rates and Changes in the Federal Reserve Chairman. Is There a Link?," Working Papers on International Economics and Finance, FEDEA, number 01-03.
• Makram El-Shagi & Lunan Jiang, 2019, "Efficient Dynamic Yield Curve Estimation in Emerging Financial Markets," CFDS Discussion Paper Series, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China, number 2019/4, May.
• Daniel H. Cooper & Jeffrey C. Fuhrer & Giovanni P. Olivei, 2020, "Predicting Recessions Using the Yield Curve: The Role of the Stance of Monetary Policy," Current Policy Perspectives, Federal Reserve Bank of Boston, number 87522, Feb.
• Benjamin Garcia & Arsenios Skaperdas, 2017, "Inferring the Shadow Rate from Real Activity," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-106, DOI: 10.17016/FEDS.2017.106.
• Chris Florackis & Alexandros Kontonikas & Alexandros Kostakis‌, , "Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis," Working Papers, Business School - Economics, University of Glasgow, number 2013_13.
• Joshua Bosshardt & Marco Di Maggio & Ali Kakhbod & Amir Kermani, 2023, "The Credit Supply Channel of Monetary Policy Tightening and its Distributional Impacts," FHFA Staff Working Papers, Federal Housing Finance Agency, number 23-03, Jul.
• Carlo A. Favero & Francesco Giavazzi & Fabrizio Iacone & Guido Tabellini, , "Extracting Information from Asset Prices: the Methodology of EMU Calculators," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 113.
• Jesús Crespo-Cuaresma & Tomas Slacik, , "On the determinants of currency crises: The role of model uncertainty," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2008-03.
• Giorgio Di Giorgio & Salvatore Nistic�, , "Fiscal Deficits, Current Account Dynamics and Monetary Policy," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 8.
• Tanweer Akram & Anupam Das, 2020, "The Empirics of Canadian Government Securities Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_944, Jan.
• Tanweer Akram, 2020, "A Simple Model of the Long-Term Interest Rate," Economics Working Paper Archive, Levy Economics Institute, number wp_951, Apr.
• Tanweer Akram & Syed Al-Helal Uddin, 2020, "An Empirical Analysis of Long-Term Brazilian Interest Rates," Economics Working Paper Archive, Levy Economics Institute, number wp_956, May.
• Tanweer Akram & Huiqing Li, 2020, "Some Empirical Models of Japanese Government Bond Yields Using Daily Data," Economics Working Paper Archive, Levy Economics Institute, number wp_962, Jul.
• Suvra Prokash Mondal & Biswajit Maitra, , "Deficits, Debt and Interest Rates in Sri Lanka: Does the Spillover of Foreign Interest Rates Matter?," Margin-The Journal of Applied Economic Research, National Council of Applied Economic Research, number v:16:y:2022:i:2022-1:p:28, DOI: //doi.org/10.1177/09738010211067399.
• Luís Francisco Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2014, "Analyzing the Taylor Rule with Wavelet Lenses," NIPE Working Papers, NIPE - Universidade do Minho, number 18/2014.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010, "Interest rate Pass-Through in the Major European Economies - The Role of Expectations," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 10/03, Mar.
• Espen Henriksen & Finn E. Kydland & Roman Sustek, 2011, "The High Cross-Country Correlations of Prices and Interest Rates," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 11/01, Jan.
• Carolina Achury & Christos Koulovatianos & John Tsoukalas, 2011, "External Sovereign Debt in a Monetary Union: Bailouts and the Role of Corruption," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 11/11, Nov.
• Francesco Audrino & Enrico De Giorgi, 0, "Beta Regimes for the Yield Curve," Journal of Financial Econometrics, Oxford University Press, volume 5, issue 3, pages 456-490.
• Torben B. Rasmussen, , "Affine Bond Pricing with a Mixture Distribution for Interest Rate Time-Series DynamicsCreation-Date: 20100225," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-11.
• Horioka, Charles Yuji & Ford, Nicholas, 2025, "A New Modeling Approach To Help Address The Trump Tariffs," AGI Working Paper Series, Asian Growth Research Institute, number 2025-21, Dec.
• Sahin Cetinkaya, , "The impact of Central Bank policy interest rates on macroeconomicindicators in Türkiye (2014-2024)," Review of Socio - Economic Perspectives, Reviewsep, number 202360, DOI: 10.2478/rsep-2025-0013.
• Periklis Gogas & Ioannis Pragidis, 2010, "GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries," Papers, arXiv.org, number 1005.1326, May.
• Ivan Kitov, 2012, "Why price inflation in developed countries is systematically underestimated," Papers, arXiv.org, number 1206.0450, Jun.
• Karim Azizi & Nicolas Canry & Jean-Bernard Chatelain & Bruno Tinel, 2013, "Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions," Papers, arXiv.org, number 1304.7330, Apr.
• Francesco Audrino & Lorenzo Camponovo, 2013, "Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models," Papers, arXiv.org, number 1312.1473, Dec.
• María Ripoll & Martha Misas & Enrique López, 1995, "Una Descripción del Ciclo Industrial en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 033, May, DOI: 10.32468/be.33.
• Luis Eduardo Arango & Luis Fernando melo & Diego Mauricio Vásquez, 2002, "Estimación de la Estructura a Plazo de las Tasas de Interés en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 196, Jan, DOI: 10.32468/be.196.
• Angélica Arosemena, 2002, "Lecturas Alternativas de la Estructura a Plazo: Una Breve Revisión de literatura," Borradores de Economia, Banco de la Republica de Colombia, number 223, Dec, DOI: 10.32468/be.223.
• Rocio Betancourt & Hernando Vargas & Norberto Rodríguez, 2006, "Interest Rate Pass-Through In Colombia: A Micro-Banking Perspective," Borradores de Economia, Banco de la Republica de Colombia, number 407, Oct, DOI: 10.32468/be.407.
• Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Alvarez, 2006, "La Tasa de Interés Natural en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 412, Oct, DOI: 10.32468/be.412.
• Luis Eduardo Arango & Andrés González & John Jairo León & Luis Fernando Melo, 2006, "Efectos de los cambios en la tasa de intervención del Banco de la República sobre la estructura a plazo," Borradores de Economia, Banco de la Republica de Colombia, number 424, Dec, DOI: 10.32468/be.424.
• Juan Manuel Julio Román, 2007, "Does The Spot Curve Contain Information On Future Monetary Policy In Colombia?," Borradores de Economia, Banco de la Republica de Colombia, number 463, Nov, DOI: 10.32468/be.463.
• Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, 2007, "Cronología de los ciclos de crecimiento recientes en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 464, Nov, DOI: 10.32468/be.464.
• Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2008, "Expectativas, Tasa de Interés y Tasa de Cambio. Paridad Cubierta y no Cubierta en Colombia 2000- 2007," Borradores de Economia, Banco de la Republica de Colombia, number 486, Feb, DOI: 10.32468/be.486.
• Luis Eduardo Arango & Daniel Eduardo Velandia, 2008, "Cambios de las tasas de política, paridad cubierta de intereses y estructura a plazo," Borradores de Economia, Banco de la Republica de Colombia, number 503, Apr, DOI: 10.32468/be.503.
• Carlos Esteban Posada & Luis Eduardo Arango, 2008, "Política monetaria para la coyuntura y el mediano plazo: observaciones y conjeturas," Borradores de Economia, Banco de la Republica de Colombia, number 526, Aug, DOI: 10.32468/be.526.
• Rocío Betancourt García & Martha Misas Arango & Leonardo Bonilla Mejía, 2008, ""Pass-Through" de las tasas de interés en Colombia: Un enfoque multivariado con cambio de régimen," Borradores de Economia, Banco de la Republica de Colombia, number 535, Oct, DOI: 10.32468/be.535.
• Carlos Esteban Posada P. & Jorge Andrés Tamayo C., 2009, "La crisis reciente de Estados Unidos (2007-2008): redescubriendo la importancia del mercado de "fondos prestables"," Borradores de Economia, Banco de la Republica de Colombia, number 554, Mar, DOI: 10.32468/be.554.
• Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010, "Expectativas y prima por riesgo inflacionario bajo una medida de compensación a la inflación," Borradores de Economia, Banco de la Republica de Colombia, number 589, Mar, DOI: 10.32468/be.589.
• Hernando Vargas Herrera & Franz Hamann & Andrés González, 2010, "Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 592, Mar, DOI: 10.32468/be.592.
• Luis Fernando Melo Velandia & Giovanni Alfonso Castro Lancheros, 2010, "Relación entre variables macro y la curva de rendimientos," Borradores de Economia, Banco de la Republica de Colombia, number 605, May, DOI: 10.32468/be.605.
• Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2010, "Estimations of the natural rate of interest in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 626, Nov, DOI: 10.32468/be.626.
• Ana María Iregui B. & Ligia Alba Melo B. & María Teresa Ranírez G., 2010, "Wage differentials across economic sectors in the Colombian formal labour market: evidence from a survey of firms," Borradores de Economia, Banco de la Republica de Colombia, number 629, Nov, DOI: 10.32468/be.629.
• Pamela cardozo Ortiz & carlos A. Huertas Campos & Julián A. Parra POlanía & Lina V. Patiño ECheverri, 2011, "Mercado interbancario colombiano y manejo de liquidez del Banco de la República," Borradores de Economia, Banco de la Republica de Colombia, number 673, DOI: 10.32468/be.673.
• Claudio Borio, 2024, "Whither inflation targeting as a global monetary standard?," BIS Working Papers, Bank for International Settlements, number 1230, Dec.
• Fiorella De Fiore & Alexis Maurin & Andrej Mijakovic & Damiano Sandri, 2024, "Monetary policy in the news: communication pass-through and inflation expectations," BIS Working Papers, Bank for International Settlements, number 1231, Dec.
• Tom Doan, 2025, "RATS programs to replicate Bjornland-Leitemo(2009) SVAR with short- and long-run restrictions," Statistical Software Components, Boston College Department of Economics, number RTZ00016, revised .
• Shunsuke Haba & Yuichiro Ito & Yoshiyasu Kasai, 2025, "The Impact of Negative Interest Rate Policy on Interest Rate Formation and Lending," Bank of Japan Working Paper Series, Bank of Japan, number 25-E-1, Feb.
• David Barr & John Campbell, , "Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices," CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University, number 95-09.
• Joshua Brault & Hashmat Khan, 2018, "The Shifts in Lead-Lag Properties of the US Business Cycle," Carleton Economic Papers, Carleton University, Department of Economics, number 18-03, Feb, revised 01 Mar 2019.
• Paul Beaudry & Philippe Bergevin, 2013, "The New "Normal" for Interest Rates in Canada: The Implications of Long-Term Shifts in Global Saving and Investment," e-briefs, C.D. Howe Institute, number 156, May.
• Magnus DAHLQUIST & Henrik HASSELTOFT, 2011, "International Bond Risk Premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-16, Mar.
• Damir FILIPOVIC & Anders B. TROLLE, 2011, "The Term Structure of Interbank Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-34, Sep.
• Andrea Frazzini & Lasse Heje Pedersen, 2012, "Betting Against Beta," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-17, May.
• Markus Leippold & Jacob Stromberg, 2012, "Time-Changed Lévy LIBOR Market Model: Pricing and Joint Estimation of the Cap Surface and Swaption Cube," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-23, May.
• Henrik Hasseltoft & Dominic Burkhardt, 2012, "Understanding Asset Correlations," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-38, Dec.
• Damir FILIPOVIC & Martin LARSSON & Anders TROLLE, 2014, "Linear-Rational Term Structure Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-15, Feb.
• Eric JONDEAU & Michael ROCKINGER, 2014, "Optimal Long-Term Allocation with Pension Fund Liabilities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-58, Oct.
• Apostolos Serletis, , "Monetary Policy and Leverage Shocks," Working Papers, Department of Economics, University of Calgary, number 2016-45, revised 23 Nov 2016.
• David K. Backus & Silverio Foresi & Chris Telmer, , "Discrete time models of bond pricing," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 251.
• Alain MONFORT & Jean-Paul RENNE & Guillaume ROUSSELLET, 2020, "Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion," Working Papers, Center for Research in Economics and Statistics, number 2020-01, Jan.
• Kimberly A. Berg & Nelson Mark, 2017, "Measures of Global Uncertainty and Carry-Trade Excess Returns," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_002, Mar.
• Shuo Cao & Huichou Huang & Ruirui Liu & Ronald MacDonald, 2017, "The Term Structure of Exchange Rate Predictability: Commonality, Scapegoat, and Disagreement," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_013, Jul.
• Peter Tillmann, 2018, "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_004, May.
• Peter Tillmann & Andreas Walter, 2018, "ECB vs Bundesbank: Diverging Tones and Policy Effectiveness," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_009, Jun.
• Rasmus Fatum & Naoko Hara & Yohei Yamamoto, 2019, "Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_006, Feb.

None

• Mirdala, Rajmund, 2016, "Interest rates and structural shocks in European transition economies," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 10, issue 4, pages 1-15, October, DOI: 10.22004/ag.econ.246042.
• Хакимжанов Сабит// Khakimzhanov Sabit & Миллер Алия // Miller Aliya & Джусангалиева Камилла // Jussangaliyeva Kamilla & Тазетдинова Динара // Tazetdinova Dinara, 2022, "Казахстанский рынок депозитов населения: проблемы и решения // Kazakhstan's retail deposit market: problems and solutions," Working Papers, National Bank of Kazakhstan, number #2022-1.
• Weber Ernst Juerg, 2010, "The Role of the Real Interest Rate in U.S. Macroeconomic History," The B.E. Journal of Macroeconomics, De Gruyter, volume 10, issue 1, pages 1-26, April, DOI: 10.2202/1935-1690.1853.
• Casares Miguel & Poutineau Jean-Christophe, 2011, "Short-Run and Long-Run Effects of Banking in a New Keynesian Model," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-41, May, DOI: 10.2202/1935-1690.2156.
• Haug Alfred A & Beyer Andreas & Dewald William, 2011, "Structural Breaks and the Fisher Effect," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-31, May, DOI: 10.2202/1935-1690.2170.
• Kulish Mariano, 2007, "Should Monetary Policy Use Long-Term Rates?," The B.E. Journal of Macroeconomics, De Gruyter, volume 7, issue 1, pages 1-26, July, DOI: 10.2202/1935-1690.1558.
• Nason James M. & Smith Gregor W, 2008, "Great Moderation(s) and US Interest Rates: Unconditional Evidence," The B.E. Journal of Macroeconomics, De Gruyter, volume 8, issue 1, pages 1-33, November, DOI: 10.2202/1935-1690.1759.
• Gerlach-Kristen Petra, 2004, "Interest-Rate Smoothing: Monetary Policy Inertia or Unobserved Variables?," The B.E. Journal of Macroeconomics, De Gruyter, volume 4, issue 1, pages 1-19, March, DOI: 10.2202/1534-6005.1169.
• Feroli Michael, 2004, "Monetary Policy and the Information Content of the Yield Spread," The B.E. Journal of Macroeconomics, De Gruyter, volume 4, issue 1, pages 1-17, September, DOI: 10.2202/1534-5998.1156.
• Goodhart Charles A.E., 2005, "The Monetary Policy Committee's Reaction Function: An Exercise in Estimation," The B.E. Journal of Macroeconomics, De Gruyter, volume 5, issue 1, pages 1-42, August, DOI: 10.2202/1534-5998.1240.
• Psaradakis Zacharias & Sola Martin & Spagnolo Fabio, 2006, "Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 2, pages 1-31, May, DOI: 10.2202/1558-3708.1302.
• Driffill John & Kenc Turalay & Sola Martin & Spagnolo Fabio, 2009, "The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 1, pages 1-24, March, DOI: 10.2202/1558-3708.1490.
• Yoo Byoung Hark, 2010, "Estimating the Term Premium by a Markov Switching Model with ARMA-GARCH Errors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 2, pages 1-20, March, DOI: 10.2202/1558-3708.1398.
• Iregui Ana María & Milas Costas & Otero Jesus, 2002, "On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 3, pages 1-21, November, DOI: 10.2202/1558-3708.1093.
• Vázquez Jesús, 2004, "Switching Regimes in the Term Structure of Interest Rates during U.S. Post-War: A Case for the Lucas Proof Equilibrium?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 1, pages 1-41, March, DOI: 10.2202/1558-3708.1122.
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