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

2022

• Rashad Ahmed & Menzie D. Chinn, 2022, "Do Foreign Yield Curves Predict U.S. Recessions and GDP Growth?," NBER Working Papers, National Bureau of Economic Research, Inc, number 30737, Dec.
• Todd Keister & Cyril Monnet, 2022, "Central Bank Digital Currency: Stability and Information," Working Papers, Office of Financial Research, US Department of the Treasury, number 22-04, Jul.
• Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022, "Market-Based Monetary Policy Uncertainty," The Economic Journal, Royal Economic Society, volume 132, issue 644, pages 1290-1308.
• Ryan Banerjee & Boris Hofmann, 2022, "Corporate zombies: anatomy and life cycle," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 37, issue 112, pages 757-803.
• Young Min Kim & Kyu Ho Kang, 2022, "Bayesian Inference of Multivariate Regression Models with Endogenous Markov Regime-Switching Parameters
  [“Bayes Inference via Gibbs Sampling of Autoregressive Time-Series Subject to Markov Mean and Variance Shifts.”]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 3, pages 391-436.
• Marcello Pericoli & Marco Taboga, 2022, "Nearly Exact Bayesian Estimation of Non-linear No-Arbitrage Term-Structure Models
  [Pricing the Term Structure with Linear Regressions]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 5, pages 807-838.
• Pascal Michaillat & Emmanuel Saez, 2022, "An economical business-cycle model
  [Breaking through the zero lower bound]," Oxford Economic Papers, Oxford University Press, volume 74, issue 2, pages 382-411.
• Manthos D Delis & Sizhe Hong & Nikos Paltalidis & Dennis Philip, 2022, "Forward Guidance and Corporate Lending
  [Measuring euro area monetary policy]," Review of Finance, European Finance Association, volume 26, issue 4, pages 899-935.
• Dagfinn Rime & Andreas Schrimpf & Olav Syrstad, 2022, "Covered Interest Parity Arbitrage," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 11, pages 5185-5227.
• David K Backus & Mikhail Chernov & Stanley E Zin & Irina Zviadadze, 2022, "Monetary Policy Risk: Rules versus Discretion," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2308-2344.
• Thien T Nguyen, 2022, "Public Debt, Consumption Growth, and the Slope of the Term Structure," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 8, pages 3742-3776.
• Alistair Macaulay & Wenting Song, 2022, "Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media," Economics Series Working Papers, University of Oxford, Department of Economics, number 973, Jun.
• Lilian Muchimba, 2022, "Connectedness of money market instruments: A time-varying vector autoregression approach," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2022-07, Aug.
• Alexis Stenfors & Lilian Muchimba, 2022, "The Anatomy of Three Scandals: Conspiracies, Beauty Contests and Sabotage in OTC Markets," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2022-08, Dec.
• Kenneth D. West & Tu Cao, 2022, "Some Long-Run Correlations of Inflation in Developed Countries," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 45, issue 89, pages 1-23.
• Sonan Memon, 2022, "Cryptocurrencies: Review of Economics and Policy," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2022:7.
• Biagio Bossone, 2022, "A Modigliani-Miller Theorem for the Public Finances of Globalized Economies: Theory, Policy Implications, and Keynesian Reflections," Working Papers, Post Keynesian Economics Society (PKES), number PKWP2202, Jan.
• Thibault Laurentjoye, 2022, "Foreign exchange reserves, imperfect substitutability of financial assets and the monetary policy quadrilemma," Working Papers, Post Keynesian Economics Society (PKES), number PKWP2222, Oct.
• De Koning, Kees, 2022, "When savings are not counted as savings: The missed opportunity to use home equity to stimulate the U.S. economy," MPRA Paper, University Library of Munich, Germany, number 111827, Jan.
• Amaral, Pedro, 2022, "The demographic transition and the asset supply channel," MPRA Paper, University Library of Munich, Germany, number 113613, Jun.
• Macaulay, Alistair & Song, Wenting, 2022, "Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media," MPRA Paper, University Library of Munich, Germany, number 113620, Jun.
• De Koning, Kees, 2022, "The risk of a recession period in the U.S. and the possible role of home equity," MPRA Paper, University Library of Munich, Germany, number 114162, Aug.
• Steenkamp, Daan & Erasmus, Ruan, 2022, "Term premium estimation for South Africa," MPRA Paper, University Library of Munich, Germany, number 114895, Oct.
• Beckmann, Joscha & Czudaj, Robert L., 2022, "Perceived monetary policy uncertainty," MPRA Paper, University Library of Munich, Germany, number 114964, Oct.
• Podshivalov, Georgii Gordon, 2022, "Predicting a recession with ensemble forecasting: the Fisher Knight recession indicator," MPRA Paper, University Library of Munich, Germany, number 115002, Oct, revised 16 Oct 2022.
• Vîntu, Denis, 2022, "The relationship between unemployment, NAIRU and investment: microfundations for incomplete nominal adjustment," MPRA Paper, University Library of Munich, Germany, number 115161, Sep, revised Sep 2022.
• Erasmus, Ruan & Steenkamp, Daan, 2022, "South Africa’s yield curve conundrum," MPRA Paper, University Library of Munich, Germany, number 115398, Nov.
• Venetis, Ioannis & Ladas, Avgoustinos, 2022, "Co-movement and global factors in sovereign bond yields," MPRA Paper, University Library of Munich, Germany, number 115801, Dec.
• Oyadeyi, Olajide, 2022, "Inflation in Nigeria – are the authorities doing enough to combat the existing problem?," MPRA Paper, University Library of Munich, Germany, number 116802, Dec.
• B M, Lithin & chakraborty, Suman & iyer, Vishwanathan & M N, Nikhil & ledwani, Sanket, 2022, "Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India," MPRA Paper, University Library of Munich, Germany, number 117067, Aug, revised 05 Jan 2023.
• Oyadeyi, Olajide, 2022, "Interest Rate Pass-Through in Nigeria," MPRA Paper, University Library of Munich, Germany, number 117954, Apr.
• Shixuan Wang & Rangan Gupta & Matteo Bonato & Oguzhan Cepni, 2022, "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," Working Papers, University of Pretoria, Department of Economics, number 202219, Apr.
• Vasilios Plakandaras & Rangan Gupta & Sayar Karmakar & Mark E. Wohar, 2022, "Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202245, Sep.
• Mindaugas Butkus & Diana Cibulskiene & Lina Garsviene & Janina Seputiene, 2022, "Role of Uncertainty in Debt-Growth Nexus," Prague Economic Papers, Prague University of Economics and Business, volume 2022, issue 1, pages 58-78, DOI: 10.18267/j.pep.790.
• Shahriyar Aliev & Evžen Kočenda, 2022, "ECB monetary policy and commodity prices," FFA Working Papers, Prague University of Economics and Business, number 4.008, Jun, revised 21 Jun 2022.
• Anthony Brassil, 2022, "The Consequences of Low Interest Rates for the Australian Banking Sector," RBA Annual Conference Papers, Reserve Bank of Australia, number acp2022-04, Jun, revised Dec 2022.
• Anthony Brassil, 2022, "The Consequences of Low Interest Rates for the Australian Banking Sector," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2022-08, Dec, DOI: 10.47688/rdp2022-08.
• Huarancca, Mario & Alanya, Willy & Castellares, Renzo, 2022, "La Migración Interna en el Perú, 2012-2017," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 40, pages 35-58.
• Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, 2022, "The bond market impact of the South African Reserve Bank bond purchase programme," Working Papers, South African Reserve Bank, number 11024, Mar.
• Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022, "A banklevel analysis of interest rate passthrough in South Africa," Working Papers, South African Reserve Bank, number 11027, Apr.
• Satyajit Chatterjee & Burcu Eyigungor, 2022, "Online Appendix to "The Firm Size-Leverage Relationship and Its Implications for Entry and Business Concentration"," Online Appendices, Review of Economic Dynamics, number 21-40.
• Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2022, "Online Appendix to "The Strategic Determination of the Supply of Liquid Assets"," Online Appendices, Review of Economic Dynamics, number 22-72.
• Satyajit Chatterjee & Burcu Eyigungor, 2022, "Code and data files for "The Firm Size-Leverage Relationship and Its Implications for Entry and Business Concentration"," Computer Codes, Review of Economic Dynamics, number 21-40, revised .
• Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2022, "Code and data files for "The Strategic Determination of the Supply of Liquid Assets"," Computer Codes, Review of Economic Dynamics, number 22-72, revised .
• Biwei Chen, 2022, "Shape Evolution of the Interest Rate Term Structure," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 4, pages 427-457, January, DOI: https://doi.org/10.15353/rea.v13i3..
• Shiza Khan & Faiza Saleem, 2022, "Nexus between Investor Sentiment and Equity Returns in Pakistan Stock Exchange," Audit and Accounting Review, University of Management and Technology, Lahore, Pakistan, volume 2, issue 2, pages 25-47.
• Oğuzhan Yelkesen, 2022, "The Dynamic Link between Bond Spreads and Fiscal Indicators: An Empirical Investigation of Turkey," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 29, issue 2, pages 92-123.
• Marina Azzimonti & Nirvana Mitra, 2022, "Political Constraints And Sovereign Default," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022284, Dec.
• Mohamed Maher & Yanzhi Zhao & Chuanzhong Tang, 2022, "The Taylor Rule in Egypt: Is it Optimal? Is there Equilibrium Determinacy?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 37, issue 3, pages 484-522.
• Hyun Seok Kim, 2022, "Effects of Rising Base Rates on Major Manufacturing Industries and Policymaking," i-KIET Issues and Analysis, Korea Institute for Industrial Economics and Trade, number 22/1, Apr.
• Hyun Seok Kim, 2022, "Effects of Rising Base Rates on Major Manufacturing Industries and Policymaking," Research Papers, Korea Institute for Industrial Economics and Trade, number 22/7, Apr.
• Duyong Kang, 2022, "The Global Economic Polycrisis and the Korean Economy," Research Papers, Korea Institute for Industrial Economics and Trade, number 22/22, Nov.
• Majid Sadeghi & Jalil Totonchi & Sayed yahya Abtahi & Zohreh tabatabeenasab, 2022, "The Effects of Exchange Rate Passage with Emphasis on the Inflationary Environment of Iran's Economy and the Foreign Exchange Policy of the Central Bank in Order to Control the Market," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 2, pages 123-150.
• Riccardo Zolea, 2022, "A Model of the Relationship between the Interest Rate and the Profit Rate," Centro Sraffa Working Papers, Centro di Ricerche e Documentazione 'Piero Sraffa', number CSWP55, Jun.
• Abdul RASHID & Aamir JAVED & Zainab JEHAN & Uzma IQBAL, 2022, "Time-Varying Impacts of Macroeconomic Variables on Stock Market Returns and Volatility : Evidence from Pakistan," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 144-166, October.
• Freddy Heylen & Marthe Mareels & Christophe Van Langenhove, 2022, "Should we worry about public debt? An empirical analysis of r g in OECD countries," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 22/1040, Feb.
• Daan Steenkamp & Ruan Erasmus, 2022, "The South African sovereign term premium and its drivers," ERSA Working Paper Series, Economic Research Southern Africa, number 15, Nov.
• Daan Steenkamp & Henk Janse van Vuuren & Rossouw van Jaarsveld & Roy Havemann, 2022, "The bond market impact of the South African Reserve Bank bond purchase programme," ERSA Working Paper Series, Economic Research Southern Africa, number 876, Mar.
• Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, , "The bond market impact of the South African Reserve Bank bond purchase programme," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2022:i::id:38.
• Suvra Prokash Mondal & Biswajit Maitra, 2022, "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, volume 16, issue 1, pages 28-48, February, DOI: 10.1177/09738010211067399.
• Juan Pablo Mateo, 2022, "Theory and Practice of Crisis in Political Economy: The Case of the Great Recession in Spain," Review of Radical Political Economics, Union for Radical Political Economics, volume 54, issue 1, pages 83-105, March, DOI: 10.1177/04866134211027243.
• Jiøí Witzany & Martin Diviš, 2022, "Interest Rate Sensitivity of Savings Accounts," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, volume 70, issue 4, pages 349-367, April.
• Marcin Bielecki & Michał Brzoza-Brzezina & Marcin Kolasa, 2022, "Aging, Migration and Monetary Policy in Poland," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 5-30.
• Tomasz P. Kostyra, 2022, "Yield Curve Modelling with the Nelson-Siegel Method for Poland," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 44-56.
• Paweł Kopiec, 2022, "A Theory of The Procyclical Effectiveness of Forward Guidance," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2022-081, Dec, DOI: 10.33119/kaewps2022081.
• Jakub Kubiczek, 2022, "The Impact of Nominal Negative Interest Rates on the Economy – Literature Review," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 17, pages 5-16, July.
• Pablo Cotler & Rodrigo Carrillo, 2022, "Monetary Policy and Lending Interest Rates: evidence from Mexico," Working Paper Series Sobre México, Sobre México. Temas en economía, number 2022003, Oct.
• Thomas Nitschka & Diego M. Hager, 2022, "Responses of Swiss bond yields and stock prices to ECB policy surprises," Working Papers, Swiss National Bank, number 2022-08.
• Carlos Goncalves & Mauro Rodrigues & Fernando Genta, 2022, "Elusive Unpleasantness," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2022_16, Jun.
• Luccas Assis Attilio & Joao Ricardo Faria & Mauro Rodrigues, 2022, "Does monetary policy impact CO2 Emissions? A GVAR analysis," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2022_24, Dec.
• Mariya Gubareva & Maria Rosa Borges, 2022, "Governed by the cycle: interest rate sensitivity of emerging market corporate debt," Annals of Operations Research, Springer, volume 313, issue 2, pages 991-1019, June, DOI: 10.1007/s10479-021-03972-x.
• Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022, "Sovereign bond market integration in the euro area: a new empirical conceptualization," Annals of Operations Research, Springer, volume 318, issue 1, pages 147-161, November, DOI: 10.1007/s10479-022-04847-5.
• Arkadiusz Sieroń, 2022, "Monetary Policy After the Coronavirus Crisis," Contributions to Economics, Springer, in: Annette Godart-van der Kroon & Joseph Salerno, "The Austrian School of Economics in the 21st Century", DOI: 10.1007/978-3-031-08502-4_8.
• Nicole El Karoui & Caroline Hillairet & Mohamed Mrad, 2022, "Ramsey rule with forward/backward utility for long-term yield curves modeling," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 375-414, June, DOI: 10.1007/s10203-022-00370-1.
• Shi Chen & Wolfgang Karl Härdle & Weining Wang, 2022, "The common and specific components of inflation expectations across European countries," Empirical Economics, Springer, volume 62, issue 2, pages 553-580, February, DOI: 10.1007/s00181-021-02027-1.
• Michael Frenkel & Jin-Kyu Jung & Jan-Christoph Rülke, 2022, "Testing for the rationality of central bank interest rate forecasts," Empirical Economics, Springer, volume 62, issue 3, pages 1037-1078, March, DOI: 10.1007/s00181-021-02046-y.
• Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2022, "Globalization, long memory, and real interest rate convergence: a historical perspective," Empirical Economics, Springer, volume 63, issue 5, pages 2331-2355, November, DOI: 10.1007/s00181-022-02206-8.
• Ángel Ubide, 2022, "The Inflation Surge of 2021–22: Scarcity of Goods and Commodities, Strong Labor Markets and Anchored Inflation Expectations," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), volume 57, issue 2, pages 93-98, March, DOI: 10.1007/s10272-022-1036-7.
• Godwin Olasehinde-Williams & Oktay Özkan, 2022, "Is interest rate uncertainty a predictor of investment volatility? evidence from the wild bootstrap likelihood ratio approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 507-521, July, DOI: 10.1007/s12197-022-09570-2.
• Kenneth A. Tah, 2022, "Determinants of Interest rate swap spreads: A quantile regression approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 522-534, July, DOI: 10.1007/s12197-022-09574-y.
• Hamid Baghestani, 2022, "Mortgage rate predictability and consumer home-buying assessments," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 593-603, July, DOI: 10.1007/s12197-022-09578-8.
• Hiroyuki Kubota & Mototsugu Shintani, 2022, "High-frequency identification of monetary policy shocks in Japan," The Japanese Economic Review, Springer, volume 73, issue 3, pages 483-513, July, DOI: 10.1007/s42973-021-00110-x.
• Kenshiro Ninomiya, 2022, "Financial structure, cycle, and instability," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 11, issue 1, pages 1-23, December, DOI: 10.1186/s40008-022-00275-7.
• utku altunöz, 2022, "Describing of central banks’ monetary policy in the context to linear and nonlinear taylor rule: the case of Turkey," Quality & Quantity: International Journal of Methodology, Springer, volume 56, issue 6, pages 4641-4662, December, DOI: 10.1007/s11135-022-01329-5.
• Haydory Akbar Ahmed & M. Wasiqur Rahman Khan, 2022, "Short-term and long-term interest rate spread’s dynamics to risk and the yield curve," SN Business & Economics, Springer, volume 2, issue 10, pages 1-19, October, DOI: 10.1007/s43546-022-00336-w.
• Siddhartha Pradeep, 2022, "Role of monetary policy on CO2 emissions in India," SN Business & Economics, Springer, volume 2, issue 1, pages 1-33, January, DOI: 10.1007/s43546-021-00175-1.
• Bosede Ngozi Adeleye & Michael Adusei & Olayinka Olohunlana & Opeyemi Akinyemi-Babajide & Arumugam Sankaran & Abdul Jamal, 2022, "Real deposit rate and credit supply nexus in ECOWAS," SN Business & Economics, Springer, volume 2, issue 2, pages 1-24, February, DOI: 10.1007/s43546-021-00194-y.
• Shuffield Seyram Asafo & Michal Moszynski, 2022, "The combined effects of monetary and macroprudential policies," SN Business & Economics, Springer, volume 2, issue 9, pages 1-20, September, DOI: 10.1007/s43546-022-00303-5.
• Nadine McCloud & Michael S. Delgado, 2022, "Domestic interest rate, foreign direct investment, and corruption," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 158, issue 2, pages 467-491, May, DOI: 10.1007/s10290-021-00435-0.
• Mechthild Schrooten, 2022, "Europäische Zentralbank: Zins, Inflation und Rezession
  [European Central Bank: Interest rate, inflation and recession]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 102, issue 10, pages 741-741, October, DOI: 10.1007/s10273-022-3298-x.
• Andrea Carriero & Lorenzo Ricci & Elisabetta Vangelista, 2022, "Expectations and term premia in EFSF bond yields," Working Papers, European Stability Mechanism, number 54, Jul.
• Todd Keister & Cyril Monnet, 2022, "Central Bank Digital Currency: Stability and Information," Working Papers, Swiss National Bank, Study Center Gerzensee, number 22.03, May.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Miguel Ángel Martin-Valmayor, 2022, "Non-linearities and persistence in US long-run interest rates," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 4, pages 366-370, February, DOI: 10.1080/13504851.2021.1897511.
• Gift Mupunga, 2022, "Monetary Conditions Index and Economic Activity in Dollarized Zimbabwe," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 15, issue 2, pages 35-46, December.
• Brett Palatiello & Philip Pilkington, 2022, "Government Deficits and Interest Rates: A Keynesian View," Working Papers Series, Institute for New Economic Thinking, number inetwp183, Apr, DOI: 10.36687/inetwp183.
• Honoré Sèwanoudé HOUNGBEDJI, 2022, "Non linéarité de la fonction de réaction de la Banque centrale des Etats de l’Afrique de l’Ouest," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 56, pages 133-157.
• Oscar Jorda & Sanjay R. Singh & Alan M. Taylor, 2022, "Longer-Run Economic Consequences of Pandemics," The Review of Economics and Statistics, MIT Press, volume 104, issue 1, pages 166-175, March, DOI: 10.1162/rest_a_01042.
• Daniel J. Lewis, 2022, "Robust Inference in Models Identified via Heteroskedasticity," The Review of Economics and Statistics, MIT Press, volume 104, issue 3, pages 510-524, May, DOI: 10.1162/rest_a_00963.
• Dirk Niepelt, 2022, "Money and Banking with Reserves and CBDC," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2212, Oct.
• Alan J. Auerbach & William G. Gale, 2022, "Tax Policy Design with Low Interest Rates," Tax Policy and the Economy, University of Chicago Press, volume 36, issue 1, pages 93-121, DOI: 10.1086/718951.
• Constantino Hevia & Martín Sola & Ivan Petrella, 2022, "Bond risk premia, priced regime shifts, and macroeconomic fundamentals," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2022_03, Sep.
• Árpád Ábrahám & Eva Cárceles-Poveda & Yan Liu & Ramon Marimon, 2022, "On the optimal design of a financial stability fund," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1827, Mar.
• Yan Liu & Ramon Marimon & Adrien Wicht, 2022, "Making sovereign debt safe with a financial stability fund," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1829, Mar.
• Lorenzo Di Domenico, 2022, "Stability and determinants of the public debt-to-GDP ratio: a Stock-Flow Consistent investigation," Department of Economics University of Siena, Department of Economics, University of Siena, number 888, Aug.
• COCIUG, Victoria & POSTOLACHE, Victoria, 2022, "The Concept Of The Credit Potential Of The Bank And The Factors That Determine It," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 10, issue 1, pages 124-130, October.
• Babalola Abdurrauf & Abdul Abiodun Ibrahim, 2022, "Does Interest Rate Really Stimulate Savings in Nigeria?," Folia Oeconomica Stetinensia, Sciendo, volume 22, issue 2, pages 18-37, December, DOI: 10.2478/foli-2022-0017.
• Al-Habashneh Fedel Mayuf, 2022, "The Narrow and Expanded Money Supply and Its Impact on Interest Rate and Product of the Private Sector in Jordan during the Period (1990–2019)," Foundations of Management, Sciendo, volume 14, issue 1, pages 143-154, January, DOI: 10.2478/fman-2022-0009.
• Jakhar Babloo & Siwach Manoj & Kait Rohtas, 2022, "Indebtedness: Field Notes on Farmers from Haryana, India," Zagadnienia Ekonomiki Rolnej / Problems of Agricultural Economics, Sciendo, volume 373, issue 4, pages 121-139, December, DOI: 10.30858/zer-156651.
• Jakhar Babloo & Siwach Manoj & Kait Rohtas, 2022, "Indebtedness: Field Notes on Farmers from Haryana, India," Zagadnienia Ekonomiki Rolnej / Problems of Agricultural Economics, Sciendo, volume 373, issue 4, pages 121-139, December, DOI: 10.30858/zer/156651.
• Alipanah Sabri & Kiss Gábor Dávid, 2022, "The Impact of ECB’s Unconventional Monetary Policy on the German Stock Market Volatility," Zagreb International Review of Economics and Business, Sciendo, volume 25, issue s1, pages 17-29, DOI: 10.2478/zireb-2022-0022.
• Lorant Kaszab & Ales Marsal & Katrin Rabitsch, 2022, "Asset Pricing with Costly and Delayed Firm Entry," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp325, May.
• Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin, 2022, "Asset Pricing with Costly and Delayed Firm Entry," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 325, May.
• Cahen-Fourot, Louison, 2022, "Looking for growth imperatives under capitalism: money, wage labour, and market exchange," Ecological Economic Papers, WU Vienna University of Economics and Business, number 43/2022, Aug.
• Ke Pang, Christos Shiamptanis, 2022, "Is the Bank of Canada concerned about inflation or the state of the economy?," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number bm0130, May.
• Ke Pang, Christos Shiamptanis, 2022, "Is the Bank of Canada concerned about inflation or the state of the economy?," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number bm0138, May, revised Jul 2023.
• Huixin Bi & Wenyi Shen & Shu‐Chun S. Yang, 2022, "Fiscal implications of interest rate normalization in the United States," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 55, issue 2, pages 868-904, May, DOI: 10.1111/caje.12584.
• Lukas Altermatt, 2022, "Inside Money, Investment, And Unconventional Monetary Policy," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 63, issue 4, pages 1527-1560, November, DOI: 10.1111/iere.12588.
• Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta, 2022, "The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 1979-1988, April, DOI: 10.1002/ijfe.2254.
• Martin Kliem & Alexander Meyer‐Gohde, 2022, "(Un)expected monetary policy shocks and term premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 3, pages 477-499, April, DOI: 10.1002/jae.2872.
• J.J.M. Van Spronsen & R.M.W.J. Beetsma, 2022, "Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 1, pages 169-202, February, DOI: 10.1111/jmcb.12809.
• Jean‐Stéphane Mésonnier & Charles O'Donnell & Olivier Toutain, 2022, "The Interest of Being Eligible," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 2-3, pages 425-458, March, DOI: 10.1111/jmcb.12851.
• Mario Di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2022, "Unsecured and Secured Funding," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 2-3, pages 651-662, March, DOI: 10.1111/jmcb.12855.
• Roman Horvath & Lorant Kaszab & Ales Marsal, 2022, "Fiscal Policy And the Nominal Term Premium," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 2-3, pages 663-683, March, DOI: 10.1111/jmcb.12858.
• İshak Demi̇r & Burak A. Eroğlu & Seçi̇l Yildirim‐Karaman, 2022, "Heterogeneous Effects of Unconventional Monetary Policy on the Bond Yields across the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 5, pages 1425-1457, August, DOI: 10.1111/jmcb.12886.
• Saskia Ter Ellen & Vegard H. Larsen & Leif Anders Thorsrud, 2022, "Narrative Monetary Policy Surprises and the Media," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 5, pages 1525-1549, August, DOI: 10.1111/jmcb.12868.
• Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2022, "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 6, pages 1637-1671, September, DOI: 10.1111/jmcb.12908.
• Andras Lengyel & Massimo Giuliodori, 2022, "Demand Shocks for Public Debt in the Eurozone," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 7, pages 1997-2028, October, DOI: 10.1111/jmcb.12891.
• Thomas Lustenberger & Enzo Rossi, 2022, "The Social Value of Information: A Test of a Beauty and Nonbeauty Contest," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 7, pages 2125-2148, October, DOI: 10.1111/jmcb.12903.
• Nirai Alexander Tomass, 2022, "Saving, Interest Rates and Finite Horizons," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 1-22, June, DOI: 10.1142/S1793993322500077.
• Rui Wang, 2022, "A Generalized New Keynesian Model with Wage Stickiness," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 1-15, June, DOI: 10.1142/S1793993322500120.
• Jens H. E. Christensen & Signe Krogstrup, 2022, "A Portfolio Model of Quantitative Easing," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 04, pages 1-39, December, DOI: 10.1142/S2010139222500112.
• Jiazi Chen & Zhiwu Hong & Linlin Niu, 2022, "Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2022-06-25, Jun.
• Kerssenfischer, Mark & Schmeling, Maik, 2022, "What moves markets?," Discussion Papers, Deutsche Bundesbank, number 16/2022.
• Busch, Ulrike & Khayal, Nuri & Klein, Melanie, 2022, "Loan pricing in internal capital markets and the impact of the two-tier system: Finance groups in Germany," Discussion Papers, Deutsche Bundesbank, number 30/2022.
• Michaelis, Henrike, 2022, "Going below zero - How do banks react?," Discussion Papers, Deutsche Bundesbank, number 33/2022.
• Baltzer, Markus & Schlepper, Kathi & Speck, Christian, 2022, "The Eurosystem's asset purchase programmes, securities lending and Bund specialness," Discussion Papers, Deutsche Bundesbank, number 39/2022.
• Holden, Tom D., 2022, "Robust real rate rules," Discussion Papers, Deutsche Bundesbank, number 42/2022.
• Kurt, Ozan Ekin, 2022, "Effects of interest rates on functional income distribution, capacity utilization, capital accumulation and profit rates in France: A post-Kaleckian econometric analysis," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 251003.
• Yang, Zheyu, 2022, "Risk-taking and monetary policy," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 263253.
• Bauer, Michael D. & Swanson, Eric T., 2022, "A reassessment of monetary policy surprises and high-frequency identification," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 165.
• Grebe, Moritz & Tillmann, Peter, 2022, "Household expectations and dissent among policymakers," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 169.
• Bauer, Michael D. & Pflueger, Carolin E. & Sunderam, Adi, 2022, "Perceptions about monetary policy," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 176.
• Staffa, Ruben, 2022, "The effects of sovereign risk: A high frequency identification based on news ticker data," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 8/2022.
• Cahen-Fourot, Louison, 2022, "Looking for growth imperatives under capitalism: money, wage labour, and market exchange," Working Paper Series, Post-Growth Economics Network (PEN), number 01/2022.
• Hager, Diego & Nitschka, Thomas, 2022, "The Impact of COVID-19 and other Crises on the Responses of Swiss Bond Yields and Stock Prices to ECB Policy Surprises," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264018.
• Martin Eichenbaum & Sergio Rebelo & Arlene Wong, 2022, "State-Dependent Effects of Monetary Policy: The Refinancing Channel," American Economic Review, American Economic Association, volume 112, issue 3, pages 721-761, March, DOI: 10.1257/aer.20191244.
• Michael Woodford, 2022, "Effective Demand Failures and the Limits of Monetary Stabilization Policy," American Economic Review, American Economic Association, volume 112, issue 5, pages 1475-1521, May, DOI: 10.1257/aer.20201529.
• Maryam Farboodi & Péter Kondor, 2022, "Heterogeneous Global Booms and Busts," American Economic Review, American Economic Association, volume 112, issue 7, pages 2178-2212, July, DOI: 10.1257/aer.20181830.
• Ricardo J. Caballero & Alp Simsek, 2022, "Monetary Policy with Opinionated Markets," American Economic Review, American Economic Association, volume 112, issue 7, pages 2353-2392, July, DOI: 10.1257/aer.20210271.
• Olivier Wang & Iván Werning, 2022, "Dynamic Oligopoly and Price Stickiness," American Economic Review, American Economic Association, volume 112, issue 8, pages 2815-2849, August, DOI: 10.1257/aer.20201739.
• Jonathan Kreamer, 2022, "Sectoral Heterogeneity and Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, volume 14, issue 2, pages 123-159, April, DOI: 10.1257/mac.20190248.
• Renato Faccini & Leonardo Melosi, 2022, "Pigouvian Cycles," American Economic Journal: Macroeconomics, American Economic Association, volume 14, issue 2, pages 281-318, April, DOI: 10.1257/mac.20190467.
• Martín Uribe, 2022, "The Neo-Fisher Effect: Econometric Evidence from Empirical and Optimizing Models," American Economic Journal: Macroeconomics, American Economic Association, volume 14, issue 3, pages 133-162, July, DOI: 10.1257/mac.20200060.
• Alessandro Dovis & Rishabh Kirpalani, 2022, "Reputation, Bailouts, and Interest Rate Spread Dynamics," American Economic Journal: Macroeconomics, American Economic Association, volume 14, issue 3, pages 411-449, July, DOI: 10.1257/mac.20190022.
• Jorge Miranda-Pinto & Eric R. Young, 2022, "Flexibility and Frictions in Multisector Models," American Economic Journal: Macroeconomics, American Economic Association, volume 14, issue 3, pages 450-480, July, DOI: 10.1257/mac.20190097.
• Fabio Canova & Filippo Ferroni, 2022, "Mind the Gap! Stylized Dynamic Facts and Structural Models," American Economic Journal: Macroeconomics, American Economic Association, volume 14, issue 4, pages 104-135, October, DOI: 10.1257/mac.20200054.
• John V. Leahy & Aditi Thapar, 2022, "Age Structure and the Impact of Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, volume 14, issue 4, pages 136-173, October, DOI: 10.1257/mac.20190337.
• Mattias Almgren & José-Elías Gallegos & John Kramer & Ricardo Lima, 2022, "Monetary Policy and Liquidity Constraints: Evidence from the Euro Area," American Economic Journal: Macroeconomics, American Economic Association, volume 14, issue 4, pages 309-340, October, DOI: 10.1257/mac.20200096.
• Florin O. Bilbiie, 2022, "Neo-Fisherian Policies and Liquidity Traps," American Economic Journal: Macroeconomics, American Economic Association, volume 14, issue 4, pages 378-403, October, DOI: 10.1257/mac.20200119.
• William B. Peterman & Erick Sager, 2022, "Optimal Public Debt with Life Cycle Motives," American Economic Journal: Macroeconomics, American Economic Association, volume 14, issue 4, pages 404-437, October, DOI: 10.1257/mac.20180247.
• Knut Are Aastveit & André K. Anundsen, 2022, "Asymmetric Effects of Monetary Policy in Regional Housing Markets," American Economic Journal: Macroeconomics, American Economic Association, volume 14, issue 4, pages 499-529, October, DOI: 10.1257/mac.20190011.
• Alisdair McKay & Johannes F. Wieland, 2022, "Forward Guidance and Durable Goods Demand," American Economic Review: Insights, American Economic Association, volume 4, issue 1, pages 106-122, March, DOI: 10.1257/aeri.20200804.
• Saroj Bhattarai & Christopher J. Neely, 2022, "An Analysis of the Literature on International Unconventional Monetary Policy," Journal of Economic Literature, American Economic Association, volume 60, issue 2, pages 527-597, June, DOI: 10.1257/jel.20201493.
• Carola Binder & Rupal Kamdar, 2022, "Expected and Realized Inflation in Historical Perspective," Journal of Economic Perspectives, American Economic Association, volume 36, issue 3, pages 131-156, Summer, DOI: 10.1257/jep.36.3.131.
• John H. Cochrane, 2022, "Fiscal Histories," Journal of Economic Perspectives, American Economic Association, volume 36, issue 4, pages 125-146, Fall, DOI: 10.1257/jep.36.4.125.
• Amos Twum & Meshach J. Aziakpono, 2022, "Regional Convergence among Anglophone West African Countries: Evidence from Interest Rate Analysis," The African Finance Journal, Africagrowth Institute, volume 24, issue 2, pages 1-16.
• Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2022, "The risk premium in New Keynesian DSGE models: the cost of inflation channel," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022008, Aug.
• Hasse, Jean-Baptiste & Lajaunie, Quentin, 2022, "Does the yield curve signal recessions? New evidence from an international panel data analysis," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022004, May.
• Serdar Yetisen & Musa Turkoglu & Gulhan Duran, 2022, "Evaluation of Members of Economic Development and Cooperation Organization within the Scope of Misery Index (2008-2021)," Economics Literature, WERI-World Economic Research Institute, volume 4, issue 2, pages 43-56, December, DOI: 10.22440/elit.4.2.1.
• Constantino Hevia & Ivan Petrella & Martin Sola, 2022, "Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 200, Dec.
• Carlos Segura-Rodriguez & Luis Alfredo Mendoza-Fernández, 2022, "Methodology for defining a funding cost in colones in the Costa Rican financial system," Notas Técnicas, Banco Central de Costa Rica, number 2106, Jan.
• César Ulate-Sancho & Carlos Segura-Rodriguez, 2022, "A Sovereign Par Yield Curve in Dollars: A Dynamic Approach," Notas Técnicas, Banco Central de Costa Rica, number 2206, Dec.
• Carlos Segura-Rodriguez & César Ulate-Sancho, 2022, "A Sovereign Par Yield Curve in Dollars: A Dynamic Approach," Notas Técnicas, Banco Central de Costa Rica, number 2210, Dec.
• Ethan Struby & Michael F. Connolly, 2022, "Shadow Rate Models and Monetary Policy," Working Papers, Carleton College, Department of Economics, number 2022-03, Aug.
• Enrico Sergio Levrero & Giacomo Sbrenna, 2022, "Some Factors Affecting US Capital Profitability over the Last Decades," Bulletin of Political Economy, Bulletin of Political Economy, volume 16, issue 2, pages 77-101, December.
• Alberto Majocchi & Olimpia Fontana, 2022, "Towards a revision of the Stability and Growth Pact," Policy Papers, Fondazione CSF, number 49, Jan.
• Olimpia Fontana, 2022, "Carbon Pricing and Carbon Border Adjustment Mechanism: for a European Union Global Strategy," Policy Papers, Fondazione CSF, number 52, May.
• Annamaria Viterbo, 2022, "The Reallocation of Special Drawing Rights to the Benefit of the African Continent: a Proposal for Euro Area Countries," Research Papers, Fondazione CSF, number 598, Feb.
• Bruno Feunou & Jean-Sébastien Fontaine & Ingomar Krohn, 2022, "Real Exchange Rate Decompositions," Discussion Papers, Bank of Canada, number 2022-6, Mar, DOI: 10.34989/sdp-2022-6.
• Ming Zeng & Guihai Zhao, 2022, "Expectation-Driven Term Structure of Equity and Bond Yields," Staff Working Papers, Bank of Canada, number 22-21, May, DOI: 10.34989/swp-2022-21.
• Julien Champagne & Émilien Gouin-Bonenfant, 2022, "Monetary Policy, Credit Constraints and SME Employment," Staff Working Papers, Bank of Canada, number 22-49, Dec, DOI: 10.34989/swp-2022-49.
• Peter Paz, 2022, "Bank capitalization heterogeneity and monetary policy," Working Papers, Banco de España, number 2234, Oct.
• María Alejandra Amado, 2022, "Macroprudential FX Regulations: Sacrificing Small Firms for Stability?," Working Papers, Banco de España, number 2236, Oct.
• Daniela Della Gatta, 2022, "What’s ahead for euro money market benchmarks?," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 17, Feb.
• Javier Eliecer Pirateque-Niño & Daniela Rodríguez-Novoa & José Hernán Piñeros-Gordo, 2022, "Does monetary policy affect the net interest margin of credit institutions? Evidence from Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1197, Apr, DOI: 10.32468/be.1197.
• Miguel Sarmiento, 2022, "Sudden Yield Reversals and Financial Intermediation in Emerging Markets," Borradores de Economia, Banco de la Republica de Colombia, number 1210, Oct, DOI: 10.32468/be.1210.
• Vesna Martin, 2022, "Interest Rate Benchmark Reforms In Euro Zone And United States," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 44, pages 1-15, March.
• Pauline Avril & Grégory Levieuge & Camelia Turcu, 2022, "Natural Disasters and Financial Stress: Can Macroprudential Regulation Tame Green Swans?," Working papers, Banque de France, number 874.
• Mattia Girotti & Guillaume Horny & Jean-Guillaume Sahuc, 2022, "Lost in Negative Territory? Search for Yield!," Working papers, Banque de France, number 877.
• Eva Cárceles-Poveda & Yan Liu & Ramon Marimon, 2022, "On the Optimal Design of a Financial Stability Fund," Working Papers, Barcelona School of Economics, number 1329, Mar.
• Adrien Wicht & Yan Liu & Ramon Marimon, 2022, "Making Sovereign Debt Safe with a Financial Stability Fund," Working Papers, Barcelona School of Economics, number 1331, Mar.
• Wenqian Huang & Karamfil Todorov, 2022, "The post-Libor world: a global view from the BIS derivatives statistics," BIS Quarterly Review, Bank for International Settlements, December.
• Ana Aguilar & Carlo Alcaraz Pribaz & Victoria Nuguer & Jessica Roldán-Peña, 2022, "Monetary policy announcements and expectations: the case of Mexico," BIS Working Papers, Bank for International Settlements, number 1026, Jun.
• Christian Julliard & Gabor Pinter & Karamfil Todorov & Jean-Charles Wijnandts & Kathy Yuan, 2022, "What drives repo haircuts? Evidence from the UK market," BIS Working Papers, Bank for International Settlements, number 1027, Jul.
• Ana Aguilar & María Diego-Fernández & Rocio Elizondo & Jessica Roldán-Peña, 2022, "Term premium dynamics and its determinants: the Mexican case," BIS Working Papers, Bank for International Settlements, number 993, Jan.
• Maik Schmeling & Andreas Schrimpf & Sigurd A. M. Steffensen, 2022, "Monetary policy expectation errors," BIS Working Papers, Bank for International Settlements, number 996, Jan.