Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E43: Interest Rates: Determination, Term Structure, and Effects

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Forecasting Economic Activity Using Financial Variables
2. Monetary Theory

• 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.
• Gil-Bazo Javier & Rubio Gonzalo, 2004, "A Nonparametric Dimension Test of the Term Structure," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 3, pages 1-28, September, DOI: 10.2202/1558-3708.1117.
• Ales Bulir & Jan Vlcek, 2019, "Monetary Policy Is Not Always Systematic and Data-Driven: Evidence from the Yield Curve," Working Papers, Czech National Bank, Research and Statistics Department, number 2019/3, Sep.
• Falk Bräuning & J. Christina Wang, 2020, "The Great Leverage 2.0? A Tale of Different Indicators of Corporate Leverage," Current Policy Perspectives, Federal Reserve Bank of Boston, number 87795, Apr.
• Shoora B. Paudyal, 2013, "Do Budget Deficits Raise Interest Rates in Nepal?," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 25, issue 1, pages 51-66, April.
• Athanasios Geromichalos & Lucas Herrenbrueck, 2022, "The Liquidity-Augmented Model of Macroeconomic Aggregates: A New Monetarist DSGE Approach," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 45, pages 134-167, July, DOI: 10.1016/j.red.2021.05.002.
• Chien-Chiang Wang, 2023, "Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 47, pages 67-99, January, DOI: 10.1016/j.red.2022.01.001.
• Satyajit Chatterjee & Burcu Eyigungor, 2023, "The Firm Size-Leverage Relationship and Its Implications for Entry and Business Concentration," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 48, pages 132-157, April, DOI: 10.1016/j.red.2022.04.002.
• Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2023, "The Strategic Determination of the Supply of Liquid Assets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 49, pages 1-36, July, DOI: 10.1016/j.red.2022.08.003.
• Giovanni Callegari & Ramon Marimon & Adrien Wicht & Luca Zavalloni, 2023, "On a Lender of Last Resort with a Central Bank and a Stability Fund," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 50, pages 106-130, October, DOI: 10.1016/j.red.2023.07.012.
• Burkhard Raunig & Martin Scheicher, None, "A value-at-risk analysis of credit default swaps," Journal of Risk, Journal of Risk.
• W.H.J. Hassink & M. van Leuvensteijn, 2003, "Price-settings and Price Dispersion in the Dutch Mortgage Market," Working Papers, Utrecht School of Economics, number 03-07.
• C.J.M. Kool & S. Rosenkranz & M. Middeldorp, 2007, "Listening Without Understanding: Central Bank Transparency, Financial Markets and the Crowding Out of Private Information," Working Papers, Utrecht School of Economics, number 07-19.
• W.H.J. Hassink & M. van Leuvensteijn, 2009, "The Importance of Income and Housing Wealth Constraints for Future Residential Mobility," Working Papers, Utrecht School of Economics, number 09-05, Apr.
• C.J.M. Kool & D.L. Thornton, 2012, "How Effective Is Central Bank Forward Guidance?," Working Papers, Utrecht School of Economics, number 12-05.