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. > Macroeconomics > Monetary Theory
2. > Econometrics > Forecasting > Forecasting Economic Activity Using Financial Variables

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This topic is covered by the following reading lists:

1. Mondialisation
2. Quantitative Macroeconomics and Real Business Cycles (QM&RBC)
3. Advanced Monetary Theory and Policy (ECON 447)

2025

• Matthias Burgert & Tobias Cwik & Joséphine Molleyres & Barbara Rudolf & Jörn Tenhofen, 2025. "The natural rate of interest in Switzerland," Economic Studies 2025-14, Swiss National Bank.
• David Borner, 2025. "Central bank information and pure monetary policy surprises in Switzerland," Working Papers 2025-01, Swiss National Bank.
• Daniel Dieckelmann & Hannah S. Hempell & Barbara Jarmulska & Jan Hannes Lang & Marek Rusnák, 2025. "House prices and ultra-low interest rates: exploring the nonlinear nexus," Empirical Economics, Springer, vol. 68(3), pages 1001-1037, March.
  • Dieckelmann, Daniel & Hempell, Hannah S. & Jarmulska, Barbara & Lang, Jan Hannes & Rusnák, Marek, 2023. "House prices and ultra-low interest rates: exploring the non-linear nexus," Working Paper Series 2789, European Central Bank.
• Juhana Hukkinen & Matti Viren, 2025. "What can we learn from Argentina’s new economic regime?," Discussion Papers 169, Aboa Centre for Economics.
• Riccardo Zolea, 2025. "A Sraffian Approach to the Relationship Between the Interest Rate and the Profit Rate," Department of Economics University of Siena 924, Department of Economics, University of Siena.
• Blagovest ILIEV, 2025. "Direct and Indirect Real Estate Investment Performance – Data from Bulgaria, the Eurozone, the UK and the US," Business & Management Compass, University of Economics Varna, issue 3, pages 72-83.
• Junko Koeda & Bin Wei, 2025. "Forward Guidance and Its Effectiveness: A Macro-Finance Shadow-Rate Framework," Working Papers 2423, Waseda University, Faculty of Political Science and Economics.
• Shi, Jiping, 2025. "News Uncertainty and Signaling Effects of Monetary Policy," Warwick-Monash Economics Student Papers 81, Warwick Monash Economics Student Papers.
• Josip Tica & Maksimilijan Balatinec, 2025. "Kamatni prijenos u eurozoni u razdoblju postpandemijske restriktivne monetarne politike," EFZG Working Papers Series 2502, Faculty of Economics and Business, University of Zagreb.
• Verona, Fabio, 2025. "From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models," Bank of Finland Research Discussion Papers 1/2025, Bank of Finland.
• Serebriakova, Alexandra (Sasha) & Polzin, Friedemann & Sanders, Mark, 2025. "Effects of Monetary Policy Rates on Energy Technologies: Implications for the European Green Transition," EconStor Preprints 316394, ZBW - Leibniz Information Centre for Economics.
• Matteo Benetton & Alessandro Gavazza & Paolo Surico, 2025. "Mortgage Pricing and Monetary Policy," American Economic Review, American Economic Association, vol. 115(3), pages 823-863, March.
  • Benetton, Matteo & Gavazza, Alessandro & Surico, Paolo, 2021. "Mortgage pricing and monetary policy," Bank of England working papers 936, Bank of England.
  • Gavazza, Alessandro & Benetton, Matteo & Surico, Paolo, 2021. "Mortgage Pricing and Monetary Policy," CEPR Discussion Papers 16456, C.E.P.R. Discussion Papers.
  • Benetton, Matteo & Gavazza, Alessandro & Surico, Paolo, 2025. "Mortgage pricing and monetary policy," LSE Research Online Documents on Economics 126188, London School of Economics and Political Science, LSE Library.
• Ye Li, 2025. "Fragile New Economy: Intangible Capital, Corporate Savings Glut, and Financial Instability," American Economic Review, American Economic Association, vol. 115(4), pages 1100-1141, April.
• Maxime Phillot, 2025. "US Treasury Auctions: A High-Frequency Identification of Supply Shocks," American Economic Journal: Macroeconomics, American Economic Association, vol. 17(1), pages 245-273, January.
• Byoungchan Lee, 2025. "Wealth Inequality, Aggregate Consumption, and Macroeconomic Trends under Incomplete Markets," American Economic Journal: Macroeconomics, American Economic Association, vol. 17(1), pages 414-442, January.
• Christopher A. Sims, 2025. "Optimal Fiscal and Monetary Policy with Distorting Taxes," American Economic Journal: Macroeconomics, American Economic Association, vol. 17(2), pages 1-23, April.
• Federico Di Pace & Luciana Juvenal & Ivan Petrella, 2025. "Terms-of-Trade Shocks Are Not All Alike," American Economic Journal: Macroeconomics, American Economic Association, vol. 17(2), pages 24-64, April.
  • Luciana Juvenal, 2020. "Terms-of-Trade Shocks are Not all Alike," IMF Working Papers 2020/280, International Monetary Fund.
  • Petrella, Ivan & Di Pace, Federico & Juvenal, Luciana, 2020. "Terms-of-Trade Shocks are Not all Alike," CEPR Discussion Papers 14594, C.E.P.R. Discussion Papers.
  • Di Pace, Federico & Juvenal, Luciana & Petrella, Ivan, 2021. "Terms-of-trade shocks are not all alike," Bank of England working papers 901, Bank of England.
• Rohan Kekre & Moritz Lenel, 2025. "The High-Frequency Effects of Dollar Swap Lines," American Economic Review: Insights, American Economic Association, vol. 7(1), pages 107-123, March.
• Parla Onuk, 2025. "Sovereign Risk and Implication of Monetary Policy: Evidence from Panel Data," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(4), pages 715-728.
• Kenan İlarslan, 2025. "Threshold Effect of Inflation on the Relationship between Stock Market Index and Interest Rate," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(4), pages 779-795.
• DRAGOE Sebastian Ilie & OPREAN-STAN Camelia, 2020. "Is The Monetary Transmission Mechanism Broken? Time For People'S Quantitative Easing," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 72(3), pages 29-43, November.
  • Sebastian Dragoe & Camelia Oprean-Stan, 2025. "Is the Monetary Transmission Mechanism Broken? Time for People's Quantitative Easing," Papers 2501.06575, arXiv.org.
• Xenaneira Shodrokova & Bernadette Robiani & Anna Yulianita, 2025. "Impact of COVID-19 Pandemic and Macroeconomics on Long-term Government Bond Yields Interest Rate in Emerging Markets: ARDL Approach," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 113-132.
• Gergely Buda & Vasco M. Carvalho & Giancarlo Corsetti & João Duarte & Stephen Hansen & Afonso Pereira da Silva & Alvaro Ortiz & Tomasa Rodrigo & Guilherme Alves da Silva & José V. Rodríguez Mora, 2025. "España | Los cortos retardos de la política monetaria [Spain | The Short Lags of Monetary Policy]," Working Papers 25/02, BBVA Bank, Economic Research Department.
• Odae Al Aboud & Saarah Sheikh & Adam Su & Yang Xu, 2025. "Using new loan data to better understand mortgage holders," Staff Analytical Notes 2025-1, Bank of Canada.
• Jean-Sébastien Fontaine & Ingomar Krohn & James Kyeong & Rishi Vala & Konrad Zmitrowicz, 2025. "Monetary policy, interest rates and the Canadian dollar," Staff Analytical Notes 2025-2, Bank of Canada.
• Jean-Sébastien Fontaine & Ingomar Krohn & James Kyeong & Rishi Vala & Konrad Zmitrowicz, 2025. "La politique monétaire, les taux d’intérêt et le dollar canadien," Staff Analytical Notes 2025-2fr, Bank of Canada.
• Zabi Tarshi & Gitanjali Kumar, 2025. "Exploring the drivers of the real term premium in Canada," Staff Analytical Notes 2025-3, Bank of Canada.
• Vincenzo Cuciniello & Giuseppe Ferrero & Elisa Guglielminetti & Alessandro Lin, 2025. "Data dependency, inflation projections and interest rate decisions," Questioni di Economia e Finanza (Occasional Papers) 930, Bank of Italy, Economic Research and International Relations Area.
• Valentina Michelangeli & Fabio Massimo Piersanti, 2025. "Business loan characteristics and inflation shocks transmission in the euro area," Temi di discussione (Economic working papers) 1477, Bank of Italy, Economic Research and International Relations Area.
• Julian A. Parra-Polania & Constanza Martínez-Ventura, 2025. "Designing the Future of Money: The Case for Multiple CBDCs," Borradores de Economia 1311, Banco de la Republica de Colombia.
• Camilo Gómez & Carlos Andrés Quicazán-Moreno & Hernando Vargas-Herrera, 2025. "Changes in the distribution of new loans by risk category throughout the post-pandemic credit cycle in Colombia," Borradores de Economia 1313, Banco de la Republica de Colombia.
• Joshua Kimani, 2025. "Green Fiscal Policies and Their Role in Promoting Sustainable Development," Journal of Environment, CARI Journals Limited, vol. 5(3).
• Paul Beaudry & Paolo Cavallino & Tim Willems, 2025. "Monetary policy along the yield curve: why can central banks affect long-term real rates?," BIS Working Papers 1246, Bank for International Settlements.
• Boris Hofmann & Zehao Li & Steve Pak Yeung Wu, 2025. "Monetary policy and the secular decline in long-term interest rates: A global perspective," BIS Working Papers 1252, Bank for International Settlements.
• Alex Crescentini & Federico Giri, 2025. "Dynare replication of “A Model of Secular Stagnation: Theory and Quantitative Evaluation” by Eggertsson et al. (2019)," Economic Inquiry, Western Economic Association International, vol. 63(2), pages 403-423, April.
  • Crescentini, Alex & Giri, Federico, 2023. "Dynare replication of "A Model of Secular Stagnation: Theory and Quantitative Evaluation" by Eggertsson et al. (2019)," I4R Discussion Paper Series 56, The Institute for Replication (I4R).
• Harry Cooperman & Darrell Duffie & Stephan Luck & Zachry Wang & Yilin (David) Yang, 2025. "Bank Funding Risk, Reference Rates, and Credit Supply," Journal of Finance, American Finance Association, vol. 80(1), pages 5-56, February.
  • Darrell Duffie & Cooperman Harry & Stephan Luck & Zachry Wang & Yilin Yang, 2022. "Bank Funding Risk, Reference Rates, and Credit Supply," Staff Reports 1042, Federal Reserve Bank of New York.
  • Harry R. Cooperman & Darrell Duffie & Stephan Luck & Zachry Z. Wang & Yilin Yang, 2023. "Bank Funding Risk, Reference Rates, and Credit Supply," NBER Working Papers 30907, National Bureau of Economic Research, Inc.
  • Cooperman, Harry & Duffie, Darrell & Luck, Stephan & Wang, Zachry & Yang, Yilin (David), 2022. "Bank Funding Risk, Reference Rates, and Credit Supply," Research Papers 4066, Stanford University, Graduate School of Business.
• Shigenori Shiratsuka, 2025. "Monetary Policy Effectiveness under the Ultra‐Low Interest Rate Environment: Evidence from Yield Curve Dynamics in Japan," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 87(1), pages 98-121, February.
  • Shigenori Shiratsuka, 2021. "Monetary Policy Effectiveness under the Ultra-Low Interest Rate Environment: Evidence from Yield Curve Dynamics in Japan," Keio-IES Discussion Paper Series 2021-012, Institute for Economics Studies, Keio University.
• Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Working Paper series 23-01, Rimini Centre for Economic Analysis.
  • Luca Gambetti & Dimitris Korobilis & John D. & Francesco Zanetti, 2025. "Agreed and Disagreed Uncertainty," Working Papers No 02/2025, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," CAMA Working Papers 2023-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2025. "Agreed and Disagreed Uncertainty," Working Papers 2025_01, Business School - Economics, University of Glasgow.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," BCAM Working Papers 2206, Birkbeck Centre for Applied Macroeconomics.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Economics Series Working Papers 999, University of Oxford, Department of Economics.
  • Luca Gambetti & Dimitris Korobilis & John Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Papers 2302.01621, arXiv.org.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Discussion Papers 2304, Centre for Macroeconomics (CFM).
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," CESifo Working Paper Series 10463, CESifo.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Working Papers 2023_04, Business School - Economics, University of Glasgow.
• Kaminska, Iryna & Kontoghiorghes, Alex & Ray, Walker, 2025. "QT versus QE: who is in when the central bank is out?," Bank of England working papers 1108, Bank of England.
• Beaudry, Paul & Cavallino, Paolo & Willems, Tim, 2025. "Monetary policy along the yield curve: why can central banks affect long-term real rates?," Bank of England working papers 1117, Bank of England.
• Cao, Jin & Dubuis, Pierre & Liaudinskas, Karolis, 2025. "Relationship lending and monetary policy pass-through," Bank of England working papers 1123, Bank of England.
• Shunsuke Haba & Kimihiko Izawa & Yui Kishaba & Yusuke Takahashi & Shunichi Yoneyama, 2025. "Measuring Policy Effects since the Introduction of Quantitative and Qualitative Monetary Easing (QQE): An Analysis Using the Macroeconomic Model Q-JEM," Bank of Japan Working Paper Series 25-E-2, Bank of Japan.
• Zheng Gong, 2025. "When Does Household Heterogeneity Matter for Aggregate Fluctuations?," CRC TR 224 Discussion Paper Series crctr224_2025_624, University of Bonn and University of Mannheim, Germany.
• Buda, G & Carvalho, V. M. & Corsetti, G & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, à . & Rodrigo, T. & Rodríguez Mora, J. V. & Alves da Silva, G., 2025. "The Short Lags of Monetary Policy," Janeway Institute Working Papers 2504, Faculty of Economics, University of Cambridge.
  • Buda, G & Carvalho, V. M. & Corsetti, G & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, à . & Rodrigo, T. & Rodríguez Mora, J. V. & Alves da Silva, G., 2025. "The Short Lags of Monetary Policy," Cambridge Working Papers in Economics 2509, Faculty of Economics, University of Cambridge.
  • Afonso S. Moura & Gergely Buda & Vasco M. Carvalho & Giancarlo Corsetti & João B. Duarte & Stephen Hansen & Álvaro Ortiz & Tomasa Rodrigo & José V. Rodríguez Mora & Guilherme Alves da Silva, 2025. "The Short Lags of Monetary Policy," Working Papers w202501, Banco de Portugal, Economics and Research Department.
• Chadha, J. S. & Turner, P. & Zampolli, F., 2025. "The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum," Cambridge Working Papers in Economics 2519, Faculty of Economics, University of Cambridge.
• Afonso S. Moura & Gergely Buda & Vasco M. Carvalho & Giancarlo Corsetti & João B. Duarte & Stephen Hansen & Álvaro Ortiz & Tomasa Rodrigo & José V. Rodríguez Mora & Guilherme Alves da Silva, 2025. "The Short Lags of Monetary Policy," Working Papers w202501, Banco de Portugal, Economics and Research Department.
  • Buda, G & Carvalho, V. M. & Corsetti, G & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, à . & Rodrigo, T. & Rodríguez Mora, J. V. & Alves da Silva, G., 2025. "The Short Lags of Monetary Policy," Janeway Institute Working Papers 2504, Faculty of Economics, University of Cambridge.
  • Buda, G & Carvalho, V. M. & Corsetti, G & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, à . & Rodrigo, T. & Rodríguez Mora, J. V. & Alves da Silva, G., 2025. "The Short Lags of Monetary Policy," Cambridge Working Papers in Economics 2509, Faculty of Economics, University of Cambridge.
• Chadha, J. S. & Turner, P. & Zampolli, F., 2025. "The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum," Janeway Institute Working Papers 2511, Faculty of Economics, University of Cambridge.
• Cadena, Ximena & Forero, David & Becerra, Alejandro & Muñoz, Santiago, 2025. "Política de la tasa de usura en el mercado financiero en Colombia: implicaciones, efectos y recomendaciones," Informes de Investigación 21059, Fedesarrollo.
• Escribano, Álvaro & Rodríguez, Juan Andrés & Arranz Cuesta, Miguel Angel, 2025. "Are money demand equations still alive and kicking? Historical evidence of cointegration for the UK, using nonlinear techniques," UC3M Working papers. Economics 45845, Universidad Carlos III de Madrid. Departamento de Economía.
• Kerstin Bernoth, 2025. "Analyzing ECB Communications Improves Forecasting of Interest Rate Decisions," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 15(16/17), pages 99-105.
• Kerstin Bernoth, 2025. "Analyse der EZB-Kommunikation verbessert Prognose von Zinsentscheidungen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 92(16/17), pages 237-244.
• Brand, Claus & Lisack, Noëmie & Mazelis, Falk, 2025. "Natural rate estimates for the euro area: insights, uncertainties and shortcomings," Economic Bulletin Boxes, European Central Bank, vol. 1.
• Altavilla, Carlo & Rostagno, Massimo & Schumacher, Julian, 2025. "When banks hold back: credit and liquidity provision," Working Paper Series 3009, European Central Bank.
• Tilman Bletzinger & Wolfgang Lemke & Jean-Paul Renne, 2025. "Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model," Journal of Financial Econometrics, Oxford University Press, vol. 23(2), pages 110-138.
  • Bletzinger, Tilman & Lemke, Wolfgang & Renne, Jean-Paul, 2025. "Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model," Working Paper Series 3012, European Central Bank.
• Sigmund, Michael & Agati, Alessandra, 2025. "Banking in the negative: a vector error correction analysis of bank-specific lending and deposit rates," Working Paper Series 3039, European Central Bank.
• Wang, Tiantian & Wei, Qian & Sun, Ruiqi, 2025. "Interest rate liberalization and labor cost stickiness: A quasi-natural experiment from China," Economic Analysis and Policy, Elsevier, vol. 85(C), pages 1663-1675.
• Suh, Jeong Eui, 2025. "An interest rate rule following the natural rate of interest for optimal monetary policy," Economic Modelling, Elsevier, vol. 147(C).
• Ozocak, Onem, 2025. "Reaction of the U.S. Treasury market to economic news when intrapersonal uncertainty and interpersonal disagreement are high," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
• Tvedt, Jostein, 2025. "A predictive term-spread model in the age of inflation targeting," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
• Megaritis, Anastasios & Bakas, Dimitrios & Bermpei, Theodora & Triantafyllou, Athanasios, 2025. "The impact of term spread volatility on economic activity," Economics Letters, Elsevier, vol. 247(C).
• Andreasen, Martin M. & Jørgensen, Kasper & Meldrum, Andrew, 2025. "Bond risk premiums at the zero lower bound," Journal of Econometrics, Elsevier, vol. 247(C).
• Roussellet, Guillaume, 2025. "The term structure of macroeconomic risks at the effective lower bound," Journal of Econometrics, Elsevier, vol. 248(C).
• Airaudo, Marco, 2025. "Temptation-driven preferences: A resolution to New Keynesian anomalies," European Economic Review, Elsevier, vol. 172(C).
• Kho, Stephen, 2025. "Deposit market concentration and monetary transmission: Evidence from the euro area," European Economic Review, Elsevier, vol. 173(C).
• Gödl-Hanisch, Isabel & Mau, Ronald & Rawls, Jonathan, 2025. "Monetary policy interactions: The policy rate, asset purchases, and optimal policy with an interest rate peg," European Economic Review, Elsevier, vol. 174(C).
• Ocampo, José Antonio & Villamizar-Villegas, Mauricio & Orbegozo-Rodríguez, Germán & Fajardo-Baquero, Nicolás & Botero-Ramírez, Oscar & Orozco-Vanegas, Camilo, 2025. "The role of investor participation on sovereign debt markets: Evidence from an emerging economy," Emerging Markets Review, Elsevier, vol. 66(C).
• Iqbal, Najaf & Umar, Zaghum & Shaoyong, Zhang & Sokolova, Tatiana, 2025. "Higher moments interaction between the US treasury yields, energy assets, and green cryptos: Dynamic analysis with portfolio implications," Energy Economics, Elsevier, vol. 141(C).
• Davtyan, Karen, 2025. "Dynamics of the natural rate of interest and monetary policy," Finance Research Letters, Elsevier, vol. 72(C).
• Solís, Pavel, 2025. "Term premia and credit risk in emerging markets: The role of U.S. monetary policy," Journal of International Economics, Elsevier, vol. 154(C).
• Yahyaei, Hamid & Singh, Abhay & Smith, Tom, 2025. "Ex ante bond returns and time-varying monotonicity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 99(C).
• Hansen, Jorge Wolfgang, 2025. "Unspanned stochastic volatility in the linear-rational square-root model: Evidence from the Treasury market," Journal of Banking & Finance, Elsevier, vol. 171(C).
• Klingler, Sven & Syrstad, Olav, 2025. "The SOFR discount," Journal of Financial Economics, Elsevier, vol. 164(C).
• Pflueger, Carolin, 2025. "Back to the 1980s or not? The drivers of inflation and real risks in Treasury bonds," Journal of Financial Economics, Elsevier, vol. 167(C).
• Billio, M. & Busetto, F. & Dufour, A. & Varotto, S., 2025. "Bond supply expectations and the term structure of interest rates," Journal of International Money and Finance, Elsevier, vol. 150(C).
• Ceballos, Luis & Christensen, Jens H.E. & Romero, Damian, 2025. "A post-pandemic new normal for interest rates in emerging bond markets? Evidence from Chile," Journal of International Money and Finance, Elsevier, vol. 150(C).
  • Luis Ceballos & Jens H. E. Christensen & Damian Romero, 2024. "A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile," Working Paper Series 2024-04, Federal Reserve Bank of San Francisco.
• Bernardini, Marco & De Nicola, Annalisa, 2025. "The market stabilization role of central bank asset purchases: High-frequency evidence from the COVID-19 crisis," Journal of International Money and Finance, Elsevier, vol. 152(C).
  • Marco Bernardini & Annalisa De Nicola, 2020. "The market stabilization role of central bank asset purchases: high-frequency evidence from the COVID-19 crisis," Temi di discussione (Economic working papers) 1310, Bank of Italy, Economic Research and International Relations Area.
• Skaperdas, Arsenios, 2025. "Industry growth at the lower bound," Journal of International Money and Finance, Elsevier, vol. 152(C).
• Avril, Pauline & Levieuge, Grégory & Turcu, Camelia, 2025. "Natural disasters and financial stress: can macroprudential regulation tame green swans?," Journal of International Money and Finance, Elsevier, vol. 154(C).
• El-Shagi, Makram & Jiang, Lunan, 2025. "How the PBoC’s new MLF affects the yield curve," Journal of International Money and Finance, Elsevier, vol. 154(C).
• Avignone, Giuseppe & Girardone, Claudia & Pancaro, Cosimo & Pancotto, Livia & Reghezza, Alessio, 2025. "Making a virtue out of necessity: The effect of negative interest rates on bank cost efficiency," Journal of International Money and Finance, Elsevier, vol. 155(C).
• Brzoza-Brzezina, Michał & Galiński, Paweł R. & Makarski, Krzysztof, 2025. "Monetary and fiscal policy in a two-country model with behavioral expectations," Journal of International Money and Finance, Elsevier, vol. 155(C).
• Yano, Ritsu & Nakazono, Yoshiyuki & Tango, Kento, 2025. "The transmission of monetary policy shocks: Evidence from Japan," Journal of the Japanese and International Economies, Elsevier, vol. 75(C).
• Tanaka, Hiroatsu, 2025. "Equilibrium yield curves with imperfect information," Journal of Monetary Economics, Elsevier, vol. 149(C).
• Braun, Robin & Miranda-Agrippino, Silvia & Saha, Tuli, 2025. "Measuring monetary policy in the UK: The UK monetary policy event-study database," Journal of Monetary Economics, Elsevier, vol. 149(C).
  • Braun, Robin & Miranda-Agrippino, Silvia & Saha, Tuli, 2023. "Measuring Monetary Policy in the UK: the UK Monetary Policy Event-Study Database," CEPR Discussion Papers 18595, C.E.P.R. Discussion Papers.
  • Braun, Robin & Miranda-Agrippino, Silvia & Saha, Tuli, 2023. "Measuring monetary policy in the UK: the UK Monetary Policy Event‑Study Database," Bank of England working papers 1050, Bank of England.
• Grebe, Moritz & Tillmann, Peter, 2025. "Household expectations and dissent among policymakers," European Journal of Political Economy, Elsevier, vol. 86(C).
• Serdavaa, Batkhurel, 2025. "Cross-country panel analysis justifying tighter control over short-term interest rates," International Review of Economics & Finance, Elsevier, vol. 98(C).
• Chen, Ruoyu & Wang, Guoqing & Jamil, Nabiha & Iqbal, Najaf, 2025. "The green premium of unconventional monetary policy: Evidence from the enlarged collateral framework by the People's Bank of China," Research in International Business and Finance, Elsevier, vol. 73(PB).
• Hilde C. Bjornland & Jamie L. Cross & Jonas Holz, 2025. "Re-visiting the Relationship Between Oil Prices and Monetary Policy," CAMA Working Papers 2025-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Matteo Benetton & Alessandro Gavazza & Paolo Surico, 2025. "Mortgage Pricing and Monetary Policy," American Economic Review, American Economic Association, vol. 115(3), pages 823-863, March.
  • Benetton, Matteo & Gavazza, Alessandro & Surico, Paolo, 2021. "Mortgage pricing and monetary policy," Bank of England working papers 936, Bank of England.
  • Benetton, Matteo & Gavazza, Alessandro & Surico, Paolo, 2025. "Mortgage pricing and monetary policy," LSE Research Online Documents on Economics 126188, London School of Economics and Political Science, LSE Library.
  • Gavazza, Alessandro & Benetton, Matteo & Surico, Paolo, 2021. "Mortgage Pricing and Monetary Policy," CEPR Discussion Papers 16456, C.E.P.R. Discussion Papers.
• Zico Dasgupta, 2025. "Interest rate and endogenous money under capital mobility and fixed exchange rate: alternative closures and implications," Review of Keynesian Economics, Edward Elgar Publishing, vol. 13(1), pages 71-93, January.
• Peter Claeys & Bettina Bökemeier & Benjamin Owusu & Juan Equiza Goñi & Michael Stierle & Andreea Stoian, 2025. "European Governments’ Fiscal Behaviour and Public Debt Holders: What Is the Financial Connection?," European Economy - Discussion Papers 218, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Nicholas Fritsch, 2025. "Tail Sensitivity of US Bank Net Interest Margins: A Bayesian Penalized Quantile Regression Approach," Working Papers 25-09, Federal Reserve Bank of Cleveland.
• Michael D. Plante & Alexander W. Richter & Sarah Zubairy, 2025. "Revisiting the Interest Rate Effects of Federal Debt," Working Papers 2513, Federal Reserve Bank of Dallas.
• Jens H. E. Christensen & Sarah Mouabbi & Caroline M. Paulson, 2025. "German Inflation-Linked Bonds: Overpriced, Yet Undervalued," Working Paper Series 2025-03, Federal Reserve Bank of San Francisco.
• Sophia Cho & John C. Williams, 2025. "Comparing Apples to Apples: “Synthetic Real‑Time” Estimates of R‑Star," Liberty Street Economics 20250303, Federal Reserve Bank of New York.
• Islomjon Inkhomiddinov, 2025. "Measuring Natural Rate of Interest in Uzbekistan," IHEID Working Papers 02-2025, Economics Section, The Graduate Institute of International Studies.
• Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Working Paper series 23-01, Rimini Centre for Economic Analysis.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2025. "Agreed and Disagreed Uncertainty," Working Papers 2025_01, Business School - Economics, University of Glasgow.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," CAMA Working Papers 2023-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," BCAM Working Papers 2206, Birkbeck Centre for Applied Macroeconomics.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Economics Series Working Papers 999, University of Oxford, Department of Economics.
  • Luca Gambetti & Dimitris Korobilis & John Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Papers 2302.01621, arXiv.org.
  • Luca Gambetti & Dimitris Korobilis & John D. & Francesco Zanetti, 2025. "Agreed and Disagreed Uncertainty," Working Papers No 02/2025, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Discussion Papers 2304, Centre for Macroeconomics (CFM).
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," CESifo Working Paper Series 10463, CESifo.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Working Papers 2023_04, Business School - Economics, University of Glasgow.
• Natsuki Arai & Shian Chang, 2025. "Dispersion of FOMC Policymakers: Evidence from Individual Economic Projections with Identities," Working Papers 2025-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• NAKAJIMA, Jouchi, 2025. "Impact of US Monetary Policy Spillovers and Yield Curve Control Policy," Discussion Paper Series 760, Institute of Economic Research, Hitotsubashi University.
• Hack, Lukas & Rostam-Afschar, Davud, 2025. "Understanding Firm Dynamics with Daily Data," IZA Discussion Papers 17882, Institute of Labor Economics (IZA).
• Carl-Johan Dalgaard & Morten Olsen, 2025. "Has the real rate of return “depreciated”?," Journal of Economic Growth, Springer, vol. 30(1), pages 49-85, March.
• N. Kundan Kishor, 2025. "Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators," The Journal of Real Estate Finance and Economics, Springer, vol. 70(1), pages 121-143, January.
  • Kishor, N. Kundan, 2023. "Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators," MPRA Paper 116819, University Library of Munich, Germany.
• Ansgar Rannenberg, 2025. "A note on simulating the effect of monetary policy changes using only forward curves as inputs," Working Paper Research 471, National Bank of Belgium.
• Paweł Kopiec, 2025. "Labor market slack, household inequality and monetary policy," NBP Working Papers 375, Narodowy Bank Polski.
• Tilman Bletzinger & Wolfgang Lemke & Jean-Paul Renne, 2025. "Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model," Journal of Financial Econometrics, Oxford University Press, vol. 23(2), pages 110-138.
  • Bletzinger, Tilman & Lemke, Wolfgang & Renne, Jean-Paul, 2025. "Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model," Working Paper Series 3012, European Central Bank.
• Maksim Isakin & Phuong V Ngo, 2025. "The U.S. Treasury Term Premia in a Low Interest Rate Regime," Journal of Financial Econometrics, Oxford University Press, vol. 23(3), pages 1877-1905.
• Hatice Gökçe Karasoy Can, 2025. "Corporate debt, repayment and maturity structure, and monetary policy transmission," Oxford Economic Papers, Oxford University Press, vol. 77(2), pages 310-332.
• Diogo Duarte & Özde Öztekin & Yuri F Saporito, 2025. "Capital Structure and the Yield Curve," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 14(1), pages 85-124.
• Sebastian Hillenbrand, 2025. "The Fed and the Secular Decline in Interest Rates," The Review of Financial Studies, Society for Financial Studies, vol. 38(4), pages 981-1013.
• Nikolaos Artavanis & Brian Jonghwan Lee & Stavros Panageas & Margarita Tsoutsoura, 2025. "Cross-Subsidization of Bad Credit in a Lending Crisis," The Review of Financial Studies, Society for Financial Studies, vol. 38(5), pages 1464-1501.
• Marcos Chamon & Francisco Roldán, 2025. "Sovereign Debt Tolerance with Potentially Permanent Costs of Default," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 73(1), pages 118-149, March.
  • Marcos Chamon & Francisco Roldán, 2023. "Sovereign Debt Tolerance with Potentially Permanent Costs of Default," Working Papers 296, Red Nacional de Investigadores en Economía (RedNIE).
• Li, Chenxing & Yang, Qiao, 2025. "An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates," MPRA Paper 123200, University Library of Munich, Germany.
• Xu, Mohan & Tang, Yao, 2025. "What Explains the Greening of China's Energy ODI? The Role of Environmental Regulation, Endowments and Financial Factors," MPRA Paper 124270, University Library of Munich, Germany.
• Ojo, Marianne, 2025. "How the Liberation Day Announcement is Shaping the Global Trade Order: From Free Trade to Fair Trade Agreements," MPRA Paper 124314, University Library of Munich, Germany, revised Apr 2025.
• Ojo, Marianne, 2025. "How the Liberation Day Announcement is Shaping the Global Trade Order : Recent Developments in Financial Stability, Macroprudential Arrangements, and Shadow Banking," MPRA Paper 124332, University Library of Munich, Germany.
  • Ojo, Marianne, 2025. "How the Liberation Day Announcement is Shaping the Global Trade Order : Recent Developments in Financial Stability, Macroprudential Arrangements, and Shadow Banking," MPRA Paper 124331, University Library of Munich, Germany.
• Ojo, Marianne, 2025. "How the Liberation Day Announcement is Shaping the Global Trade Order : Recent Developments in Financial Stability, Macroprudential Arrangements, and Shadow Banking," MPRA Paper 124331, University Library of Munich, Germany.
  • Ojo, Marianne, 2025. "How the Liberation Day Announcement is Shaping the Global Trade Order : Recent Developments in Financial Stability, Macroprudential Arrangements, and Shadow Banking," MPRA Paper 124332, University Library of Munich, Germany.
• Buda, G & Carvalho, V. M. & Corsetti, G & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, à . & Rodrigo, T. & Rodríguez Mora, J. V. & Alves da Silva, G., 2025. "The Short Lags of Monetary Policy," Janeway Institute Working Papers 2504, Faculty of Economics, University of Cambridge.
  • Afonso S. Moura & Gergely Buda & Vasco M. Carvalho & Giancarlo Corsetti & João B. Duarte & Stephen Hansen & Álvaro Ortiz & Tomasa Rodrigo & José V. Rodríguez Mora & Guilherme Alves da Silva, 2025. "The Short Lags of Monetary Policy," Working Papers w202501, Banco de Portugal, Economics and Research Department.
  • Buda, G & Carvalho, V. M. & Corsetti, G & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, à . & Rodrigo, T. & Rodríguez Mora, J. V. & Alves da Silva, G., 2025. "The Short Lags of Monetary Policy," Cambridge Working Papers in Economics 2509, Faculty of Economics, University of Cambridge.

2024

• BOUAKEZ, Hafedh & KANO, Takashi, 2024. "Deciphering the Neo-Fisherian Effect," Discussion paper series HIAS-E-140, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
  • Hafedh Bouakez & Takashi Kano, 2024. "Deciphering the Neo-Fisherian Effect," CAMA Working Papers 2024-49, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, revised Dec 2024.
• Mamatzakis, Emmanuel C., 2024. "High Greek bank net interest margins, recapitalisations and competition," LSE Research Online Documents on Economics 124476, London School of Economics and Political Science, LSE Library.
• Robin Greenwood & Samuel Hanson & Dimitri Vayanos, 2023. "Supply and Demand and the Term Structure of Interest Rates," NBER Working Papers 31879, National Bureau of Economic Research, Inc.
  • Greenwood, Robin & Hanson, Samuel & Vayanos, Dimitri, 2024. "Supply and demand and the term structure of interest rates," LSE Research Online Documents on Economics 126107, London School of Economics and Political Science, LSE Library.
• Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2024. "Consumption in asset returns," LSE Research Online Documents on Economics 126152, London School of Economics and Political Science, LSE Library.
• Kelly, Paul V., 2024. "Eighteenth-century Irish interest rates – market failure in a booming economy," LSE Research Online Documents on Economics 127155, London School of Economics and Political Science, LSE Library.
• Kelly, Paul V., 2024. "Eighteenth-century Irish interest rates – market failure in a booming economy," Economic History Working Papers 127155, London School of Economics and Political Science, Department of Economic History.
• Ozan Ekin Kurt, 2024. "A post-Kaleckian econometric analysis of interest rates, income distribution, capacity utilization, accumulation and profit rates: the case of Italy," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 21(3), pages 416-439, October.
• Rabail Chandio & Ani L. Katchova & Dipak Subedi & Anil K. Giri, 2024. "Government payments and farm debt utilization during the pandemic," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 85(2), pages 289-314, October.
• Aijaz Ahmad Bhat & Javaid Iqbal Khan & Javed Ahmad Bhat & Sajad Ahmad Bhat, 2024. "Measuring central bank independence in India – a legal and behavioural case of Reserve Bank of India," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 52(3), pages 406-421, June.
• Burak Pirgaip & Ozgur Arslan-Ayaydin, 2024. "Exploring the greenium in the green Sukuk universe: evidence from the primary market," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 17(3), pages 423-440, May.
• Takayasu Ito, 2024. "Term Structure of Interbank Interest Rates in Japan Under Different Regimes of Non-traditional Monetary Policy," International Symposia in Economic Theory and Econometrics, in: The Finance-Innovation Nexus: Implications for Socio-Economic Development, volume 34, pages 227-236, Emerald Group Publishing Limited.
• Mohit Kumar & P. Krishna Prasanna, 2024. "Credit spread drivers and cross-country connectedness: a study of emerging economies in Asia," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 31(5), pages 338-350, October.
• Doddy Ariefianto & Citra Amanda & Zaafri Ananto Husodo, 2024. "Term structure of interest rate and macro economy: an empirical study on selected emerging countries sovereign bond," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 8(2), pages 195-211, September.
• Vighneswara Swamy & Vijayakumar Narayanamurthy, 2024. "Are private banks more sensitive to changes in reserve requirements? Evidence from an emerging market," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 30(59), pages 79-115, December.
• Mohit Kumar & P. Krishna Prasanna, 2024. "The interplay between economic policy uncertainty and corporate bond yield in emerging Asian markets," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(7), pages 1425-1439, January.
• Emmanuel Mamatzakis, 2024. "The impact of recapitalisations and bank competition on Greek bank net interest margins," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(6), pages 1304-1321, January.
• Martina Luskova, 2024. "The Effect of Face Masks on Covid Transmission: A Meta-Analysis," Working Papers IES 2024/2, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2024.
• Tersoo David Iorngurum, 2024. "Interest Rate Pass-Through Asymmetry: A Meta-Analytical Approach," Working Papers IES 2024/17, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2024.
• Anton Grui, 2024. "Wartime Interest Rate Pass-Through in Ukraine: The Role of Prudential Indicators," Working Papers IES 2024/33, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2024.
• Junko Koeda & Bin Wei, 2024. "Quantifying Forward Guidance and Yield Curve Control," FRB Atlanta Working Paper 2024-8, Federal Reserve Bank of Atlanta.
• Enrique Martínez García & Yixiang Zhang, 2024. "The Contribution of Foreign Holdings of U.S. Treasury Securities to the U.S. Long-Term Interest Rate: An Empirical Investigation of the Impact of the Zero Lower Bound," Globalization Institute Working Papers 430, Federal Reserve Bank of Dallas.
• Isabel Gödl-Hanisch & Ronald Mau & Jonathan Rawls, 2023. "Monetary Policy Interactions: The Policy Rate, Asset Purchases, and Optimal Policy with an Interest Rate Peg," CESifo Working Paper Series 10399, CESifo.
  • Isabel Gödl-Hanisch & Ron Mau & Jonathan Rawls, 2024. "Monetary Policy Interactions: The Policy Rate, Asset Purchases and Optimal Policy with an Interest Rate Peg," Working Papers 2412, Federal Reserve Bank of Dallas.
• Ceballos, Luis & Christensen, Jens H.E. & Romero, Damian, 2025. "A post-pandemic new normal for interest rates in emerging bond markets? Evidence from Chile," Journal of International Money and Finance, Elsevier, vol. 150(C).
  • Luis Ceballos & Jens H. E. Christensen & Damian Romero, 2024. "A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile," Working Paper Series 2024-04, Federal Reserve Bank of San Francisco.
• Jens Christensen & Sarah Mouabbi, 2024. "The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds," Working papers 948, Banque de France.
  • Jens H. E. Christensen & Sarah Mouabbi, 2024. "The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds," Working Paper Series 2024-08, Federal Reserve Bank of San Francisco.
• Jens H. E. Christensen & Mark M. Spiegel, 2024. "Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets," Working Paper Series 2024-12, Federal Reserve Bank of San Francisco.
• Jens H. E. Christensen & Xin Zhang, 2024. "Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy," Working Paper Series 2024-13, Federal Reserve Bank of San Francisco.
  • Jens H. E. Christensen & Xin Zhang, 2024. "Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy," Working Paper Series 2024-13, Federal Reserve Bank of San Francisco.
• Jens H. E. Christensen & Xin Zhang, 2024. "Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy," Working Paper Series 2024-13, Federal Reserve Bank of San Francisco.
  • Jens H. E. Christensen & Xin Zhang, 2024. "Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy," Working Paper Series 2024-13, Federal Reserve Bank of San Francisco.
• James A. Clouse, 2024. "A Field Guide to Monetary Policy Implementation Issues in a New World with CBDC, Stablecoin, and Narrow Banks," Finance and Economics Discussion Series 2024-001, Board of Governors of the Federal Reserve System (U.S.).
• Michael T. Kiley, 2024. "Why Have Long-term Treasury Yields Fallen Since the 1980s? Expected Short Rates and Term Premiums in (Quasi-) Real Time," Finance and Economics Discussion Series 2024-054, Board of Governors of the Federal Reserve System (U.S.).
• Bradley Katcher & Geng Li & Alvaro Mezza & Steve Ramos, 2024. "One Month Longer, One Month Later? Prepayments in the Auto Loan Market," Finance and Economics Discussion Series 2024-056, Board of Governors of the Federal Reserve System (U.S.).
• Daniel R. Ringo, 2024. "Inframarginal Borrowers and the Mortgage Payment Channel of Monetary Policy," Finance and Economics Discussion Series 2024-069, Board of Governors of the Federal Reserve System (U.S.).
• Christoph Boehm & T. Niklas Kroner, 2024. "Monetary Policy without Moving Interest Rates: The Fed Non-Yield Shock," NBER Working Papers 32636, National Bureau of Economic Research, Inc.
  • Christoph E. Boehm & Niklas Kroner, 2024. "Monetary Policy without Moving Interest Rates: The Fed Non-Yield Shock," International Finance Discussion Papers 1392, Board of Governors of the Federal Reserve System (U.S.).
• Stefania D'Amico & Max Gillet & Sam Schulhofer-Wohl & Tim Seida, 2024. "Open-Ended Treasury Purchases: From Market Functioning to Financial Easing," Working Paper Series WP 2024-08, Federal Reserve Bank of Chicago.
• François Gourio & Phuong Ngo, 2024. "Downward Nominal Rigidities and Bond Premia," Working Paper Series WP 2024-09, Federal Reserve Bank of Chicago.
• Isabel Schnabel, 2024. "The Last Mile," Review, Federal Reserve Bank of St. Louis, vol. 106(2), pages 72-86, April.
• Javier Bianchi & Louphou Coulibaly, 2023. "Financial Integration and Monetary Policy Coordination," NBER Working Papers 32009, National Bureau of Economic Research, Inc.
  • Javier Bianchi & Louphou Coulibaly, 2024. "Financial Integration and Monetary Policy Coordination," Opportunity and Inclusive Growth Institute Working Papers 802, Federal Reserve Bank of Minneapolis.
• Gara Afonso & Gonzalo Cisternas & Will Riordan, 2024. "Who Is Borrowing and Lending in the Eurodollar and Selected Deposit Markets?," Liberty Street Economics 20240513, Federal Reserve Bank of New York.
• Marco Del Negro & Keshav Dogra & Aidan Gleich & Pranay Gundam & Donggyu Lee & Ramya Nallamotu & Brian Pacula, 2024. "The New York Fed DSGE Model: A Post-Covid Assessment," Staff Reports 1082, Federal Reserve Bank of New York.
• Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2024. "Is There Hope for the Expectations Hypothesis?," Staff Reports 1098, Federal Reserve Bank of New York.
• Bhutta, Neil & Hizmo, Aurel, 2020. "Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market," CEPR Discussion Papers 14924, C.E.P.R. Discussion Papers.
  • Neil Bhutta & Andreas Fuster & Aurel Hizmo, 2024. "Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market," Working Papers 24-11, Federal Reserve Bank of Philadelphia.
  • Neil Bhutta & Andreas Fuster & Aurel Hizmo, 2024. "Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market," Swiss Finance Institute Research Paper Series 24-21, Swiss Finance Institute.
• Marina Azzimonti-Renzo & Nirvana Mitra, 2024. "The Politics of Debt in the Era of Rising Rates," Working Paper 24-12, Federal Reserve Bank of Richmond.
• Pavel Trunin & Alexandra Bozheckkova & Alexander Knobel, 2024. "Russia's monetary policy in 2023," Published Papers ppaper-2024-1322, Gaidar Institute for Economic Policy, revised 2024.
• Giuseppe Cucuzza & Marika Cerro & Laura Giuffrida, 2024. "Asking Price for the Assessment of a Fruit Orchard: Some Evidence Using the Remote Segments Approach," Economies, MDPI, vol. 12(10), pages 1-21, September.
• Tatiana Kirsanova & Campbell Leith & Ding Liu, 2024. "Central Bank Independence, Government Debt and the Re-Normalization of Interest Rates," Working Papers 2024_10, Business School - Economics, University of Glasgow.
• William D. Larson & Andrew B. Martinez, 2024. "House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks," Working Papers 2024-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Benchimol, Jonathan & Bozou, Caroline, 2024. "Desirable banking competition and stability," Journal of Financial Stability, Elsevier, vol. 73(C).
  • Jonathan Benchimol & Caroline Bozou, 2022. "Desirable Banking Competition and Stability," Bank of Israel Working Papers 2022.18, Bank of Israel.
  • Jonathan Benchimol & Caroline Bozou, 2024. "Desirable banking competition and stability," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) emse-04624985, HAL.
  • Jonathan Benchimol & Caroline Bozou, 2024. "Desirable banking competition and stability," Post-Print emse-04624985, HAL.
• Jean-Bernard Chatelain & Kirsten Ralf, 2024. "Wealth in the Quadratic Loss Function of the Ramsey Malinvaud Cass Koopmans Model of Optimal Savings," Revue d'économie politique, Dalloz, vol. 134(3), pages 371-390.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2024. "Wealth in the Quadratic Loss Function of the Ramsey Malinvaud Cass Koopmans Model of Optimal Savings," Documents de travail du Centre d'Economie de la Sorbonne 24006, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2024. "Wealth in the Quadratic Loss Function of the Ramsey Malinvaud Cass Koopmans Model of Optimal Savings [La richesse dans la fonction de perte quadratique du modèle d'épargne optimale de Ramsey, Malin," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-04612845, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2024. "Wealth in the Quadratic Loss Function of the Ramsey Malinvaud Cass Koopmans Model of Optimal Savings [La richesse dans la fonction de perte quadratique du modèle d'épargne optimale de Ramsey, Malin," Post-Print halshs-04612845, HAL.
• Benchimol, Jonathan & Bozou, Caroline, 2024. "Desirable banking competition and stability," Journal of Financial Stability, Elsevier, vol. 73(C).
  • Jonathan Benchimol & Caroline Bozou, 2022. "Desirable Banking Competition and Stability," Bank of Israel Working Papers 2022.18, Bank of Israel.
  • Jonathan Benchimol & Caroline Bozou, 2024. "Desirable banking competition and stability," Post-Print emse-04624985, HAL.
  • Jonathan Benchimol & Caroline Bozou, 2024. "Desirable banking competition and stability," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) emse-04624985, HAL.
• Claudio Barbieri & Mattia Guerini & Mauro Napoletano, 2021. "The Anatomy of Government Bond Yields Synchronization in the Eurozone," LEM Papers Series 2021/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Claudio Barbieri & Mattia Guerini & Mauro Napoletano, 2024. "The anatomy of government bond yields synchronization in the Eurozone," Post-Print hal-04530954, HAL.
  • Claudio Barbieri & Mattia Guerini & Mauro Napoletano, 2021. "The anatomy of government bond yields synchronization in the Eurozone," Working Papers hal-03373853, HAL.
  • Claudio Barbieri & Mattia Guerini & Mauro Napoletano, 2024. "The anatomy of government bond yields synchronization in the Eurozone," SciencePo Working papers Main hal-04530954, HAL.
  • Claudio Barbieri & Mattia Guerini & Mauro Napoletano, 2021. "The Anatomy of Government Bond Yields Synchronization in the Eurozone," GREDEG Working Papers 2021-08, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  • Claudio Barbieri & Mattia Guerini & Mauro Napoletano, 2021. "The anatomy of government bond yields synchronization in the Eurozone," SciencePo Working papers Main hal-03373853, HAL.
• Hassani Bouhassoun, 2024. "Evaluating The Effectiveness Of The Exchange Rate-Channel In Transmitting The Impact Of Monetary Policy To Inflation In Algeria," Post-Print hal-04678430, HAL.
• Christophe C. Gouel & Qingyin Ma & John Stachurski, 2024. "Interest rate dynamics and commodity prices [Dynamique des taux d'intérêt et prix des matières premières]," Post-Print hal-04709125, HAL.
• Mihai Ioan Mutascu & Scott W. Hegerty, 2024. "Expected inflation and interest-rate dynamics in the COVID era: evidence from the time–frequency domain," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(2), pages 559-582, May.
  • Mihai Ioan Mutascu & Scott Hegerty, 2024. "Expected inflation and interest-rate dynamics in the COVID era: evidence from the time–frequency domain," Post-Print hal-04721030, HAL.
• Jean-Bernard Chatelain & Kirsten Ralf, 2024. "Wealth in the Quadratic Loss Function of the Ramsey Malinvaud Cass Koopmans Model of Optimal Savings," Revue d'économie politique, Dalloz, vol. 134(3), pages 371-390.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2024. "Wealth in the Quadratic Loss Function of the Ramsey Malinvaud Cass Koopmans Model of Optimal Savings [La richesse dans la fonction de perte quadratique du modèle d'épargne optimale de Ramsey, Malin," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-04612845, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2024. "Wealth in the Quadratic Loss Function of the Ramsey Malinvaud Cass Koopmans Model of Optimal Savings [La richesse dans la fonction de perte quadratique du modèle d'épargne optimale de Ramsey, Malin," Post-Print halshs-04612845, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2024. "Wealth in the Quadratic Loss Function of the Ramsey Malinvaud Cass Koopmans Model of Optimal Savings," Documents de travail du Centre d'Economie de la Sorbonne 24006, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Claudio Barbieri & Mattia Guerini & Mauro Napoletano, 2021. "The Anatomy of Government Bond Yields Synchronization in the Eurozone," LEM Papers Series 2021/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Claudio Barbieri & Mattia Guerini & Mauro Napoletano, 2024. "The anatomy of government bond yields synchronization in the Eurozone," SciencePo Working papers Main hal-04530954, HAL.
  • Claudio Barbieri & Mattia Guerini & Mauro Napoletano, 2021. "The anatomy of government bond yields synchronization in the Eurozone," Working Papers hal-03373853, HAL.
  • Claudio Barbieri & Mattia Guerini & Mauro Napoletano, 2021. "The Anatomy of Government Bond Yields Synchronization in the Eurozone," GREDEG Working Papers 2021-08, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  • Claudio Barbieri & Mattia Guerini & Mauro Napoletano, 2021. "The anatomy of government bond yields synchronization in the Eurozone," SciencePo Working papers Main hal-03373853, HAL.
  • Claudio Barbieri & Mattia Guerini & Mauro Napoletano, 2024. "The anatomy of government bond yields synchronization in the Eurozone," Post-Print hal-04530954, HAL.
• Jean-Charles Bricongne & Louis Marolleau, 2024. "The impact of monetary surprises on exchange rates: insights from a textual analysis approach on a panel of countries. LEO Working Paper 2024-10," Working Papers hal-04637996, HAL.
• Christensen, Jens H. E. & Zhang, Xin, 2024. "Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy," Working Paper Series 434, Sveriges Riksbank (Central Bank of Sweden).
• Christensen, Jens H. E. & Mirkov, Nikola & Zhang, Xin, 2024. "Quantitative Easing and the Supply of Safe Assets: Evidence from International Bond Safety Premia," Working Paper Series 440, Sveriges Riksbank (Central Bank of Sweden).
• Almerud, Jakob & Krygier, Dominika & Lundvall , Henrik & Njie, Mambuna, 2024. "Measuring Riksbank Monetary Policy: Shocks and Macroeconomic Transmission," Working Paper Series 445, Sveriges Riksbank (Central Bank of Sweden).
• MATSUOKA, Hideaki & 松岡, 秀明, 2024. "Real-Time Detection of Hidden Fiscal Unsustainability : Lessons from the Eurozone Crisis," Discussion Papers 2024-02, Graduate School of Economics, Hitotsubashi University.
• Hafedh Bouakez & Takashi Kano, 2024. "Deciphering the Neo-Fisherian Effect," CAMA Working Papers 2024-49, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, revised Dec 2024.
  • BOUAKEZ, Hafedh & KANO, Takashi, 2024. "Deciphering the Neo-Fisherian Effect," Discussion paper series HIAS-E-140, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• NAKAJIMA, Jouchi, 2024. "Central bank balance sheets and long-term interest rates : Revisiting Japan's unconventional monetary policy experience," Discussion Paper Series 758, Institute of Economic Research, Hitotsubashi University.
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  • Marcin Bielecki & Aneta Błażejowska & Michał Brzoza-Brzezina & Kamila Kuziemska-Pawlak & Grzegorz Szafrański, 2023. "Estimates and projections of the natural rate of interest for Poland and the euro area," NBP Working Papers 364, Narodowy Bank Polski.
• Utsav . & Suresh Kumar Patra & Pramod Kumar Naik, 2024. "Assessing Macroeconomic Influences on Indian Sovereign Bond Yields: An Insight from the ARDL Bound Test Approach," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 93-114.
• Terhi Jokipii & Jayson Danton, 2024. "A decade of low interest rates: impact on Swiss bank profitability," Working Papers 2024-10, Swiss National Bank.
• James McNeil, 2024. "Modeling interest rate setting at the European Central Bank with bargaining models and counterfactuals," Empirical Economics, Springer, vol. 66(3), pages 1037-1053, March.
  • James McNeil, 2020. "Modeling interest rate setting at the European Central Bank with bargaining models and counterfactuals," Working Papers daleconwp2020-03, Dalhousie University, Department of Economics.
• Hanna Armelius & Martin Solberger & Erik Spånberg & Pär Österholm, 2024. "The evolution of the natural rate of interest: evidence from the Scandinavian countries," Empirical Economics, Springer, vol. 66(4), pages 1633-1659, April.
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• Mehmet Balcilar & Ojonugwa Usman & Mark Wohar & David Roubaud & Hasan Gungor, 2024. "Global liquidity effect of quantitative easing on emerging markets," Empirical Economics, Springer, vol. 67(6), pages 2449-2461, December.
• Kirsi Zongo & Mahamadou Diarra & Idrissa M. Ouedraogo, 2024. "Effects of foreign direct investment on industrial development in Sub-Saharan Africa: the role of exchange rate misalignment," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 51(4), pages 925-955, December.
• Stefano Deriu & Marcello Signorelli & Claudio Socci & Rosita Pretaroli & Francesca Severini & Ludovica Almonti, 2024. "The impact of shocks and policies on debt-to-GDP ratio dynamics: a multisectoral approach," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 41(2), pages 417-438, July.
• Dorothea Schäfer & Willi Semmler, 2024. "Is interest rate hiking a recipe for missing several goals of monetary policy—beating inflation, preserving financial stability, and keeping up output growth?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(2), pages 235-254, June.
• Yasmeen Bayaa & Mahmoud Qadan, 2024. "Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 981-1003, December.
• Onur Polat, 2024. "Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-27, December.
• Kazuki Hara, 2024. "Dynamic heterogeneous panel analysis of financial market disciplinary effects on fiscal balance," International Journal of Economic Policy Studies, Springer, vol. 18(1), pages 37-62, February.
• Huseyin Oguz Genc & Soichiro Takagi, 2024. "A literature review on the design and implementation of central bank digital currencies," International Journal of Economic Policy Studies, Springer, vol. 18(1), pages 197-225, February.
• Lokendra Kumawat, 2024. "Time-variation in response of inflation to monetary policy shocks in India: evidence from TVP-VAR models," Indian Economic Review, Springer, vol. 59(1), pages 233-248, June.
• Ashima Goyal & Abhishek Kumar, 2024. "What Drives Indian Inflation? Demand or Supply," India Studies in Business and Economics, in: Probal Pratap Ghosh & Rajbans Talwar & Sureshbabu Syamasundar Velagapudi (ed.), Practical Economic Analysis and Computation, pages 91-140, Springer.
  • Ashima Goyal & Abhishek Kumar, 2022. "What drives Indian inflation? Demand or supply," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2022-013, Indira Gandhi Institute of Development Research, Mumbai, India.
• Giovanni Carnazza, 2024. "The Impact of the Social Mood on the Italian Sovereign Debt Market: A Twitter Perspective," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 10(1), pages 125-154, March.
• Mayank Gupta & Amit Pawar & Subrat Kumar Seet & S. Suraj, 2024. "Non-Linear Dynamics of Yield Spreads and Inflation: Evidence from India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(4), pages 809-822, December.
• Nuruddeen Usman & Martins Apinran, 2024. "Policy rates in ECOWAS: are they fractionally cointegrated?," SN Business & Economics, Springer, vol. 4(11), pages 1-15, November.
• Christina Anderl & Guglielmo Maria Caporale, 2024. "Functional shocks to inflation expectations and real interest rates and their macroeconomic effects," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 160(4), pages 1543-1575, November.
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• Nelson R. Ramírez-Rondán & Marco E. Terrones, 2024. "Uncertainty and the uncovered interest parity condition: How are they related?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 160(4), pages 1505-1542, November.
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• Paolo Zagaglia, 2024. "A Note on the Predictive Power of the Term Spread for the Output Gap," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(6), pages 1-7.
• Paolo Zagaglia, 2024. "The Predictive Power of the Yield Spread Under the Veil of Time," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 13(3), pages 1-1.
• Ahmed H. Elsayed & Ricardo M. Sousa, 2024. "International monetary policy and cryptocurrency markets: dynamic and spillover effects," The European Journal of Finance, Taylor & Francis Journals, vol. 30(16), pages 1855-1875, November.
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• James Morley & Trung Duc Tran & Benjamin Wong, 2024. "A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 665-680, April.
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• Lars Winkelmann & Wenying Yao, 2024. "Tests for Jumps in Yield Spreads," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 946-957, July.
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• Koray Alper & Tanju Capacioglu, 2024. "Funding Quality and the Pricing of Retail Rates: Evidence from the Turkish Banking Sector," Working Papers 2403, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Adam Brzezinski & Yao Chen & Nuno Palma & Felix Ward, 2024. "The Vagaries of the Sea: Evidence on the Real Effects of Money from Maritime Disasters in the Spanish Empire," The Review of Economics and Statistics, MIT Press, vol. 106(5), pages 1220-1235, September.
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• Kai Lessmann & Matthias Kalkuhl, 2024. "Climate Finance Intermediation: Interest Spread Effects in a Climate Policy Model," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 11(1), pages 213-251.
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• Théo METZ, 2024. "New fiscal transparency index and public debt borrowing costs," Working Papers of BETA 2024-50, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• LOMADZE, Davit & BERISHVILI, Vakhtang, 2024. "The Impact Of Sovereign Credit Ratings On Interest Rates In Emerging Economies – Case From Georgia," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 12(1), pages 115-125, October.
• Blagovest Iliev, 2024. "Relationship Between the Housing Market and Macroeconomic Factors in Bulgaria and the European Union," Stroitelno predpriemachestvo i nedvizhima sobstvenost = Construction Entrepreneurship and Real Property, University of Economics Varna, issue 1, pages 121-132.
• Nzeh Innocent Chile, 2024. "Exogenous Variables and their Influence on Domestic Credit Provision in Nigeria: Evidence from Quantile Regression," Naše gospodarstvo/Our economy, Sciendo, vol. 70(4), pages 38-48.
• Schwanitz Johannes, 2024. "Inflationsberechnung: Zinspolitik der EZB wird als Inflationstreiber statistisch nicht erfasst," Wirtschaftsdienst, Sciendo, vol. 104(3), pages 211-214, March.
• Rupprecht Manuel, 2024. "Inflationsberechnung: Replik und Erwiderung," Wirtschaftsdienst, Sciendo, vol. 104(8), pages 572-579.
• Zauder Krunoslav, 2024. "Interest Rate Exposure of Households in Croatia: A Simulation of the National Reference Rate," Zagreb International Review of Economics and Business, Sciendo, vol. 27(2), pages 249-267.
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• Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2024. "The U.S. Public Debt Valuation Puzzle," Econometrica, Econometric Society, vol. 92(4), pages 1309-1347, July.
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• Tom D. Holden, 2024. "Robust Real Rate Rules," Econometrica, Econometric Society, vol. 92(5), pages 1521-1551, September.
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• Husnu C. Dalgic, 2024. "Financial Dollarization In Emerging Markets: An Insurance Arrangement," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(3), pages 1189-1219, August.
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• Kimberly A. Berg & Nelson C. Mark, 2024. "Uncertainty, Long‐Run, And Monetary Policy Risks In A Two‐Country Macro Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(3), pages 1387-1413, August.
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• Laura Carabotta & Peter Claeys, 2024. "Combine to compete: Improving fiscal forecast accuracy over time," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(4), pages 948-982, July.
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• Yvan Lengwiler & Athanasios Orphanides, 2024. "Collateral Framework: Liquidity Premia and Multiple Equilibria," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(2-3), pages 489-516, March.
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• Rasmus Fatum & Naoko Hara & Yohei Yamamoto, 2024. "Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(5), pages 1261-1285, August.
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• Tanweer Akram & Khawaja Mamun, 2024. "Modeling Chilean Long-Term Swap Yields Based on the Short-Term Interest Rate: A Garch Approach," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-25, June.
• Robert A. Jarrow, 2024. "A Credit Spread Decomposition: A Resolution of the Credit Spread Puzzle," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 14(04), pages 1-14, December.
• Kerola, Eeva, 2024. "Rahoitusolojen eritahtinen kiristyminen euroalueella," BoF Economics Review 5/2024, Bank of Finland.
• Paavola, Aleksi & Voutilainen, Ville, 2024. "Central bank collateral policy and credit pricing: Evidence from Finland," Bank of Finland Research Discussion Papers 7/2024, Bank of Finland.
• Fricke, Daniel & Greppmair, Stefan & Paludkiewicz, Karol, 2024. "Excess reserves and monetary policy tightening," Discussion Papers 05/2024, Deutsche Bundesbank.
• Martin Kliem & Alexander Kriwoluzky & Gernot J. Müller & Alexander Scheer, 2024. "Financial Repression in General Equilibrium: The Case of the United States, 1948–1974," Discussion Papers of DIW Berlin 2075, DIW Berlin, German Institute for Economic Research.
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• Michaelis, Henrike, 2024. "Changes in the euro area interest rate pass-through," Discussion Papers 21/2024, Deutsche Bundesbank.
• Schito, Marco & Klimavičiūtė, Luka & Pál, Rozália, 2024. "Investment decisions in a high-inflation environment," EIB Working Papers 2024/03, European Investment Bank (EIB).
• Drydakis, Nick, 2024. "Discrimination and Health Outcomes in England's Black Communities amid the Cost-of-Living Crisis: Evaluating the Role of Inflation and Bank Rates," IZA Discussion Papers 17341, Institute of Labor Economics (IZA).
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• Flemmig, Jörg & Seitz, Franz, 2024. "Wie relevant sind die makroökomischen Standardlehrbuchmodelle: Ein Plädoyer für eine Erweiterung der traditionellen klassischen und keynesianischen Basismodelle," Weidener Diskussionspapiere 94, University of Applied Sciences Amberg-Weiden (OTH).
• Bhattacharjee, A. & Holly, S. & Wasseja, M., 2024. "Network Structures and Heterogeneity in Policy Preferences at the FOMC," Cambridge Working Papers in Economics 2469, Faculty of Economics, University of Cambridge.
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• Ratcliff, Ryan D., 2024. "A Comment on "Measuring Monetary Policy in the Euro Area Using SVARs with Residual Restrictions"," I4R Discussion Paper Series 160, The Institute for Replication (I4R).
• Tatar, Balint & Wieland, Volker, 2024. "Taylor Rules and the Inflation Surge: The Case of the Fed," CEPR Discussion Papers 18910, C.E.P.R. Discussion Papers.
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• Tatar, Balint & Wieland, Volker, 2024. "Policy rules and the inflation surge: The case of the ECB," IMFS Working Paper Series 209, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Daniel Kaufmann & Rebecca Stuart, 2024. "Private money and money market integration: the role of payments infrastructure in 19th century Switzerland," IRENE Working Papers 24-05, IRENE Institute of Economic Research.
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• de Boer, Jantke, 2024. "Global portfolio network and currency risk premia," Ruhr Economic Papers 1133, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Melissinos, Errikos, 2024. "Real term premia in consumption-based models," SAFE Working Paper Series 413, Leibniz Institute for Financial Research SAFE.
• Berger, Tino & Ochsner, Christian, 2024. "A note on the synchronisation of the natural rates of interest in Germany and the Euro Area," Working Papers 03/2024, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
• Kerstin Bernoth & Helmut Herwartz & Lasse Trienens, 2024. "Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates," Discussion Papers of DIW Berlin 2100, DIW Berlin, German Institute for Economic Research.
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• Paludkiewicz, Karol & Fricke, Daniel & Greppmair, Stefan, 2024. "Excess Reserves and Monetary Policy Tightening," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302364, Verein für Socialpolitik / German Economic Association.
• Lukas Hack & Davud Rostam-Afschar, 2024. "Understanding Firm Dynamics with Daily Data," CRC TR 224 Discussion Paper Series crctr224_2024_593, University of Bonn and University of Mannheim, Germany.
  • Hack, Lukas & Rostam-Afschar, Davud, 2024. "Understanding Firm Dynamics with Daily Data," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302376, Verein für Socialpolitik / German Economic Association.
• Jochen Mankart & Romanos Priftis & Rigas Oikonomou, 2022. "The long and short of financing government spending," Working Paper Research 418, National Bank of Belgium.
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• Mark Aguiar & Manuel Amador & Cristina Arellano, 2024. "Micro Risks and (Robust) Pareto-Improving Policies," American Economic Review, American Economic Association, vol. 114(11), pages 3669-3713, November.
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• Martin Ellison & Sang Seok Lee & Kevin Hjortshøj O'Rourke, 2024. "The Ends of 27 Big Depressions," American Economic Review, American Economic Association, vol. 114(1), pages 134-168, January.
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• Rohan Kekre & Moritz Lenel, 2024. "The Flight to Safety and International Risk Sharing," American Economic Review, American Economic Association, vol. 114(6), pages 1650-1691, June.
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• Kenneth S. Rogoff & Barbara Rossi & Paul Schmelzing, 2024. "Long-Run Trends in Long-Maturity Real Rates, 1311–2022," American Economic Review, American Economic Association, vol. 114(8), pages 2271-2307, August.
• Paul Beaudry & Chenyu Hou & Franck Portier, 2024. "Monetary Policy When the Phillips Curve Is Quite Flat," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(1), pages 1-28, January.
• Alexey Gorn & Antonella Trigari, 2024. "Assessing the Stabilizing Effects of Unemployment Benefit Extensions," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(1), pages 387-440, January.
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  • Alexey Gorn & Antonella Trigari, 2023. "Assessing the Stabilizing Effects of Unemployment Benefit Extensions," Working Papers 694, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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• Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2024. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(2), pages 250-286, April.
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• Claudio Michelacci & Luigi Paciello, 2024. "Ambiguity Aversion and Heterogeneity in Households' Beliefs," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(2), pages 95-126, April.
• Luis Felipe Céspedes & Roberto Chang, 2024. "Optimal Foreign Reserves and Central Bank Policy under Financial Stress," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(3), pages 230-267, July.
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• Gernot J. Müller & Martin Wolf & Thomas Hettig, 2024. "Delayed Overshooting: The Case for Information Rigidities," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(3), pages 310-342, July.
• Pablo Cuba-Borda & Sanjay R. Singh, 2024. "Understanding Persistent ZLB: Theory and Assessment," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(3), pages 389-416, July.
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• Gareth Anderson & Ambrogio Cesa-Bianchi, 2024. "Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(3), pages 417-446, July.
• Jianjun Miao & Dongling Su, 2024. "Fiscal and Monetary Policy Interactions in a Model with Low Interest Rates," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(4), pages 35-76, October.
• Johannes Brumm & Xiangyu Feng & Laurence Kotlikoff & Felix Kubler, 2024. "When Interest Rates Go Low, Should Public Debt Go High?," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(4), pages 432-469, October.
• Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick, 2024. "Interest Rates and the Spatial Polarization of Housing Markets," American Economic Review: Insights, American Economic Association, vol. 6(1), pages 89-104, March.
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• Jason Choi & Duong Dang & Rishabh Kirpalani & Diego J. Perez, 2024. "Exorbitant Privilege and the Sustainability of US Public Debt," AEA Papers and Proceedings, American Economic Association, vol. 114, pages 143-147, May.
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• Mariam Tchanturia & Jared Laxton & Douglas Laxton & Shalva Mkhatrishvili, 2024. "Covid-19 and the Return of the 3-Star Consumption Functions in the US," NBG Working Papers 03/2024, National Bank of Georgia.
• Vrins, Frédéric & Wang, Linqi, 2024. "Asymmetric short-rate model without lower bound," LIDAM Reprints LFIN 2024005, Université catholique de Louvain, Louvain Finance (LFIN).
• Yuliyan Mitkov & Ulrich Schüwer, 2024. "On the Relationship between Borrower and Bank risk," ECONtribute Discussion Papers Series 294, University of Bonn and University of Cologne, Germany.
• Luis Brandão-Marques & Marco Casiraghi & Gaston Gelos & Güneş Kamber & Roland Meeks, 2024. "Negative Interest Rate Policies: A Survey," Annual Review of Economics, Annual Reviews, vol. 16(1), pages 305-328, August.
  • Brandao-Marques, Luis & Casiraghi, Marco & Kamber, Gunes & Meeks, Roland & Gelos, Gaston, 2021. "Negative Interest Rate Policies: A Survey," CEPR Discussion Papers 16016, C.E.P.R. Discussion Papers.
• Абилов Н. // Abilov N., 2024. "Риск действительно имеет значение: шоки неопределенности в условиях малой экономики страны – экспортера нефти // Risk indeed matters: uncertainty shocks in a small oil-exporting economy," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 7-23.
• Шамар Бауыржан // Shamar Bauyrzhan, 2024. "Декомпозиция кривой доходности ГЦБ // Decomposition of the government securities yield curve," Working Papers #2024-3, National Bank of Kazakhstan.
• Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li, 2024. "Machine Learning and the Yield Curve:Tree-Based Macroeconomic Regime Switching," PIER Working Paper Archive 24-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li, 2024. "Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching," Papers 2408.12863, arXiv.org, revised May 2025.
• Camilla Lupiani, 2024. "Taylor Rule and Shadow Rates: theory and empirical analysis," BAFFI CAREFIN Working Papers 24218, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Pietro Munari, 2024. "The Impact of Market Sentiment and Macroeconomic Fundamentals on Government Bond (Mis)-pricing," BAFFI CAREFIN Working Papers 24228, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Bruno Feunou & Zabi Tarshi, 2024. "Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada," Discussion Papers 2024-09, Bank of Canada.
• Bingxin Ann Xing & Bruno Feunou & Morvan Nongni-Donfack & Rodrigo Sekkel, 2024. "U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields," Staff Working Papers 24-12, Bank of Canada.
• Antonio Diez de los Rios, 2024. "Estimating the Portfolio-Balance Effects of the Bank of Canada’s Government of Canada Bond Purchase Program," Staff Working Papers 24-34, Bank of Canada.
• Fares Bounajm & Austin McWhirter, 2024. "Modelling Canadian mortgage debt and payments in a semi-structural model," Staff Analytical Notes 2024-1, Bank of Canada.
• Boran Plong & Neil Maru, 2024. "CORRA: Explaining the rise in volumes and resulting upward pressure," Staff Analytical Notes 2024-21, Bank of Canada.
• Antonio Diez de los Rios, 2024. "Evaluating the portfolio balance effects of the Government of Canada Bond Purchase Program on the Canadian yield curve," Staff Analytical Notes 2024-22, Bank of Canada.
• Antonio Diez de los Rios, 2024. "Évaluation des effets de portefeuille du Programme d’achat d’obligations du gouvernement du Canada sur la courbe de rendement canadienne," Staff Analytical Notes 2024-22fr, Bank of Canada.
• Boran Plong & Neil Maru, 2024. "What has been putting upward pressure on CORRA?," Staff Analytical Notes 2024-4, Bank of Canada.
• Frida Adjalala & Felipe Alves & Hélène Desgagnés & Wei Dong & Dmitry Matveev & Laure Simon, 2024. "Assessing the US and Canadian neutral rates: 2024 update," Staff Analytical Notes 2024-9, Bank of Canada.
• Frida Adjalala & Felipe Alves & Hélène Desgagnés & Wei Dong & Dmitry Matveev & Laure Simon, 2024. "Évaluation des taux neutres aux États-Unis et au Canada : mise à jour de 2024," Staff Analytical Notes 2024-9fr, Bank of Canada.
• Pablo A. Aguilar & Mario Alloza & James Costain & Samuel Hurtado & Jaime Martínez-Martín, 2024. "El efecto de los programas de compras de activos del Banco Central Europeo en las cuentas públicas de España," Occasional Papers 2409, Banco de España.
• Pablo A. Aguilar & Mario Alloza & James Costain & Samuel Hurtado & Jaime Martínez-Martín, 2024. "The effect of the European Central Bank’s asset purchase programmes on Spain’s public finances," Occasional Papers 2409, Banco de España.
• Ricardo Barahona & María Rodríguez-Moreno, 2024. "Estimating the OIS term premium with analyst expectation surveys," Occasional Papers 2410, Banco de España.
• José-Elías Gallegos, 2024. "HANK beyond FIRE: Amplification, forward guidance, and belief shocks," Working Papers 2418, Banco de España.
• Fernando Cerezo & Pablo Girón & María T. González-Pérez & Roberto Pascual, 2024. "The impact of sovereign debt purchase programms. A case study: the Spanish-to-Portuguese bond yield spread," Working Papers 2422, Banco de España.
• Simone Auer & Nicola Branzoli & Giuseppe Ferrero & Antonio Ilari & Francesco Palazzo & Edoardo Rainone, 2024. "CBDC and the banking system," Questioni di Economia e Finanza (Occasional Papers) 829, Bank of Italy, Economic Research and International Relations Area.
• Marco Bernardini & Lara D'Arrigo & Alessandro Lin & Andrea Tiseno, 2024. "Real interest rates and the ECB's monetary policy stance," Questioni di Economia e Finanza (Occasional Papers) 857, Bank of Italy, Economic Research and International Relations Area.
• Marco Lo Duca & Diego Moccero & Fabio Parlapiano, 2024. "The impact of macroeconomic and monetary policy shocks on the default risk of the euro-area corporate sector," Temi di discussione (Economic working papers) 1460, Bank of Italy, Economic Research and International Relations Area.
• Simone Auer & Nicola Branzoli & Giuseppe Ferrero & Antonio Ilari & Francesco Palazzo & Edoardo Rainone, 2024. "CBDC and the banking system," Temi di discussione (Economic working papers) 829, Bank of Italy, Economic Research and International Relations Area.
• Carlos Alba & Julio A. Carrillo & Raúl Ibarra, 2024. "Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico," Working Papers 2024-14, Banco de México.
• Villamizar-Villegas, Mauricio & Taboada-Arango, Bibiana, 2024. "Mitos y realidades de la política monetaria," Books, Red Investigadores de Economía, number 2024-11, June.
  • Bibiana Taboada-Arango & Mauricio Villamizar-Villegas, 2024. "Mitos y realidades de la política monetaria," Books, Banco de la Republica de Colombia, number 2024-isbn:9789586644884, December.
• Duquerroy, Anna & Istrefi, Klodiana & Mouabbi, Sarah, 2023. "Interest Rate Uncertainty and Firm Decisions," CEPR Discussion Papers 18722, C.E.P.R. Discussion Papers.
  • Anne Duquerroy & Klodiana Istrefi & Sarah Mouabbi, 2024. "Interest Rate Uncertainty and Firm Decisions," Working papers 940, Banque de France.
• Jens H. E. Christensen & Sarah Mouabbi, 2024. "The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds," Working Paper Series 2024-08, Federal Reserve Bank of San Francisco.
  • Jens Christensen & Sarah Mouabbi, 2024. "The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds," Working papers 948, Banque de France.
• Jean Barthelemy & Seonghoon Cho & Magali Marx, 2024. "A Unified Approach to Determinacy Conditions with Regime Switching," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 54, October.
  • Jean Barthélemy & Seonghoon Cho & Magali Marx, 2024. "A Unified Approach to Determinacy Conditions with Regime Switching," Working papers 972, Banque de France.
• Stéphane Dupraz & Anna Rogantini Picco, 2024. "Fiscal Requirements for Price Stability When Households are Not Ricardian," Working papers 981, Banque de France.
• Gianluca Benigno & Boris Hofmann & Galo Nuño Barrau & Damiano Sandri, 2024. "Quo vadis, r*? The natural rate of interest after the pandemic," BIS Quarterly Review, Bank for International Settlements, March.
• Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño & Omar Rachedi, 2023. "Inequality and the Zero Lower Bound," NBER Working Papers 31282, National Bureau of Economic Research, Inc.
  • Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño Barrau & Omar Rachedi, 2024. "Inequality and the zero lower bound," BIS Working Papers 1160, Bank for International Settlements.
  • Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño & Omar Rachedi, 2023. "Inequality and the Zero Lower Bound," CESifo Working Paper Series 10471, CESifo.
• Tobias Adrian & Gaston Gelos & Nora Lamersdorf & Emanuel Moench, 2024. "The asymmetric and persistent effects of Fed policy on global bond yields," BIS Working Papers 1195, Bank for International Settlements.
• Kirill Anikeev, 2024. "Heterogeneous Banking System Under a Negative Interest Rate Policy," Russian Journal of Money and Finance, Bank of Russia, vol. 83(2), pages 77-91, June.
• Andrey Sinyakov, 2024. "Monetary Policy in an Era of Transformation: A Review of ECB Forum on Central Banking," Russian Journal of Money and Finance, Bank of Russia, vol. 83(3), pages 92-105, September.
• Nadezhda Ivanova & Andrey Sinyakov & Konstantin Styrin, 2024. "Reassessing the Effectiveness and Transmission of Monetary Policy: Review of the Jackson Hole Economic Policy Symposium," Russian Journal of Money and Finance, Bank of Russia, vol. 83(4), pages 119-144, December.
• Anna Burova & Tatiana Grishina & Natalia Makhankova, 2024. "Measurement of auxiliary indicators of aggregate interest rates on loans to non-financial organisations," Bank of Russia Working Paper Series wps137, Bank of Russia.
• Christopher D. Cotton, 2024. "Debt, deficits and interest rates," Economica, London School of Economics and Political Science, vol. 91(363), pages 911-943, July.
  • Christopher D. Cotton, 2021. "Debt, Deficits, and Interest Rates," Current Policy Perspectives 93543, Federal Reserve Bank of Boston.
• Firmin Doko Tchatoka & Qazi Haque, 2024. "Revisiting the Macroeconomic Effects of Monetary Policy Shocks," The Economic Record, The Economic Society of Australia, vol. 100(329), pages 234-259, June.
  • Firmin Doko Tchatoka & Qazi Haque, 2021. "Revisiting the macroeconomic effects of monetary policy shocks," CAMA Working Papers 2021-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Firmin Doko Tchatoka & Qazi Haque, 2021. "Revisiting the macroeconomic effects of monetary policy shocks," School of Economics and Public Policy Working Papers 2021-02 Classification-E3, University of Adelaide, School of Economics and Public Policy.
• Michael Bauer & Mikhail Chernov, 2024. "Interest Rate Skewness and Biased Beliefs," Journal of Finance, American Finance Association, vol. 79(1), pages 173-217, February.
  • Chernov, Mikhail & Bauer, Michael, 2021. "Interest Rate Skewness and Biased Beliefs," CEPR Discussion Papers 16274, C.E.P.R. Discussion Papers.
  • Michael D. Bauer & Mikhail Chernov, 2021. "Interest Rate Skewness and Biased Beliefs," CESifo Working Paper Series 9150, CESifo.
  • Michael D. Bauer & Mikhail Chernov, 2021. "Interest Rate Skewness and Biased Beliefs," NBER Working Papers 28954, National Bureau of Economic Research, Inc.
  • Bauer, Michael & Chernov, Mikhail, 2021. "Interest rate skewness and biased beliefs," IMFS Working Paper Series 163, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Francesca Barbiero & Glenn Schepens & Jean‐David Sigaux, 2024. "Liquidation Value and Loan Pricing," Journal of Finance, American Finance Association, vol. 79(1), pages 95-128, February.
  • Barbiero, Francesca & Schepens, Glenn & Sigaux, Jean-David, 2022. "Liquidation value and loan pricing," Working Paper Series 2645, European Central Bank.
• Ricardo J. Caballero & Alp Simsek, 2024. "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," Journal of Finance, American Finance Association, vol. 79(3), pages 1719-1753, June.
  • Ricardo J. Caballero & Alp Simsek, 2020. "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," NBER Working Papers 27712, National Bureau of Economic Research, Inc.
  • Ricardo J. Caballero & Alp Simsek, 2022. "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," CESifo Working Paper Series 9632, CESifo.
  • Caballero, Ricardo & Simsek, Alp, 2022. "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," CEPR Discussion Papers 15163, C.E.P.R. Discussion Papers.
• Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2024. "The Term Structure of Covered Interest Rate Parity Violations," Journal of Finance, American Finance Association, vol. 79(3), pages 2077-2114, June.
  • Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2020. "The Term Structure of Covered Interest Rate Parity Violations," NBER Working Papers 27231, National Bureau of Economic Research, Inc.
• Dirk Niepelt, 2024. "Money and Banking with Reserves and CBDC," Journal of Finance, American Finance Association, vol. 79(4), pages 2505-2552, August.
  • Dirk Niepelt, 2022. "Money and Banking with Reserves and CBDC," Diskussionsschriften dp2212, Universitaet Bern, Departement Volkswirtschaft.
  • Niepelt, Dirk, 2023. "Money and Banking with Reserves and CBDC," CEPR Discussion Papers 18444, C.E.P.R. Discussion Papers.
• Busetto, Filippo, 2024. "Asymmetric expectations of monetary policy," Bank of England working papers 1058, Bank of England.
• Coroneo, Laura & Kaminska, Iryna & Pastorello, Sergio, 2024. "Across the borders, above the bounds: a non-linear framework for international yield curves," Bank of England working papers 1062, Bank of England.
• Joyce, Michael & Lengyel, Andras, 2024. "The yield curve impact of government debt issuance surprises and the implications for QT," Bank of England working papers 1097, Bank of England.
• Roland, Isabelle & Saito, Yukiko & Schnattinger, Philip, 2024. "Forbearance lending as a crisis management tool: evidence from Japan," Bank of England working papers 1102, Bank of England.
• Shogo Nakano & Yu Sugioka & Hiroki Yamamoto, 2024. "Recent Developments in Measuring the Natural Rate of Interest," Bank of Japan Working Paper Series 24-E-12, Bank of Japan.
• Yudai Hatayama & Yuto Iwasaki & Kyoko Nakagami & Tatsuyoshi Okimoto, 2024. "Globalization and Its Growing Impact on the Natural Rates of Interest in Developed Economies," Bank of Japan Working Paper Series 24-E-13, Bank of Japan.
• Yudai Hatayama & Yuto Iwasaki, 2024. "Estimating the Natural Yield Curve in Japan Using a VAR with Common Trends," Bank of Japan Working Paper Series 24-E-17, Bank of Japan.
• Atsuki Hirata & Sohei Kaihatsu & Yoshiyasu Kasai & Hiroki Yamamoto & Jouchi Nakajima, 2024. "Effects and Side Effects of Unconventional Monetary Policy: A Shadow Rate Approach," Bank of Japan Working Paper Series 24-E-21, Bank of Japan.
• Hack, Lukas & Istrefi, Klodiana & Meier, Matthias, 2024. "The Systematic Origins of Monetary Policy Shocks," CEPR Discussion Papers 19063, C.E.P.R. Discussion Papers.
  • Lukas Hack & Klodiana Istrefi & Matthias Meier, 2024. "The Systematic Origins of Monetary Policy Shocks," CRC TR 224 Discussion Paper Series crctr224_2024_557, University of Bonn and University of Mannheim, Germany.
• Hack, Lukas & Rostam-Afschar, Davud, 2024. "Understanding Firm Dynamics with Daily Data," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302376, Verein für Socialpolitik / German Economic Association.
  • Lukas Hack & Davud Rostam-Afschar, 2024. "Understanding Firm Dynamics with Daily Data," CRC TR 224 Discussion Paper Series crctr224_2024_593, University of Bonn and University of Mannheim, Germany.
• Soosalu Matt, 2024. "Monetary Policy Transmission in Canada – A High Frequency Identification Approach," The B.E. Journal of Macroeconomics, De Gruyter, vol. 24(2), pages 781-811.
• Hauzenberger Niko & Huber Florian & Koop Gary, 2024. "Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 201-225, April.
  • Niko Hauzenberger & Florian Huber & Gary Koop, "undated". "Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods," Working Papers 2305, University of Strathclyde Business School, Department of Economics.
  • Niko Hauzenberger & Florian Huber & Gary Koop, 2020. "Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods," Papers 2005.03906, arXiv.org, revised May 2023.
• Jean-Bernard Chatelain & Kirsten Ralf, 2024. "Wealth in the Quadratic Loss Function of the Ramsey Malinvaud Cass Koopmans Model of Optimal Savings," Revue d'économie politique, Dalloz, vol. 134(3), pages 371-390.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2024. "Wealth in the Quadratic Loss Function of the Ramsey Malinvaud Cass Koopmans Model of Optimal Savings [La richesse dans la fonction de perte quadratique du modèle d'épargne optimale de Ramsey, Malin," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-04612845, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2024. "Wealth in the Quadratic Loss Function of the Ramsey Malinvaud Cass Koopmans Model of Optimal Savings [La richesse dans la fonction de perte quadratique du modèle d'épargne optimale de Ramsey, Malin," Post-Print halshs-04612845, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2024. "Wealth in the Quadratic Loss Function of the Ramsey Malinvaud Cass Koopmans Model of Optimal Savings," Documents de travail du Centre d'Economie de la Sorbonne 24006, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Bhattacharjee, Arnab & Holly, Sean & Wasseja, Mustapha, 2024. "Network structures and heterogeneity in policy preferences at the FOMC," Accountancy, Economics, and Finance Working Papers 2024-10, Heriot-Watt University, Department of Accountancy, Economics, and Finance.
  • Bhattacharjee, A. & Holly, S. & Wasseja, M., 2024. "Network Structures and Heterogeneity in Policy Preferences at the FOMC," Cambridge Working Papers in Economics 2469, Faculty of Economics, University of Cambridge.
• Serhii Savluk & Olena Breheda, 2024. "Deposit Channel of Monetary Policy in European Countries," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 13(3), pages 141-166.
• Jeffrey Schafer, 2024. "Revisiting the Relationship Between Debt and Long-Term Interest Rates: Working Paper 2024-05," Working Papers 60314, Congressional Budget Office.
• Athanasios Geromichalos & Lucas Herrenbrueck & Changhyun Lee & Sukjoon Lee, 2024. "What’s so Inconvenient About TIPS?," Working Papers 364, University of California, Davis, Department of Economics.
• Mauro Sayar Ferreira & Joice Marques Figueiredo, 2024. "The influence of global uncertainty and financial shocks, and sovereign risk shock on the Brazilian term structure of interest rate," Textos para Discussão Cedeplar-UFMG 674, Cedeplar, Universidade Federal de Minas Gerais.
• Philipp Weber & Laura A. Zell & Lars P. Feld & Christoph A. Schaltegger, 2024. "Functionality of Fiscal Rules in a Low Interest Rate Environment – New Empirical Results for Swiss Cantons," CESifo Working Paper Series 11351, CESifo.
• Kelly Shue & Richard Townsend & Chen Wang, 2024. "Categorical Thinking About Interest Rates," CESifo Working Paper Series 11558, CESifo.
• Peter M. DeMarzo & Arvind Krishnamurthy & Stefan Nagel, 2024. "Interest Rate Risk in Banking," NBER Working Papers 33308, National Bureau of Economic Research, Inc.
  • Peter DeMarzo & Arvind Krishnamurthy & Stefan Nagel, 2024. "Interest Rate Risk in Banking," CESifo Working Paper Series 11581, CESifo.
  • DeMarzo, Peter & Krishnamurthy, Arvind & Nagel, Stefan, 2024. "Interest Rate Risk in Banking," Research Papers 4194, Stanford University, Graduate School of Business.
• Leila Davis & Thomas R. Michl, 2024. "The Inverted Yield Curve in a 3-Equation Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 50(2), pages 195-212, April.
  • Davis, Leila & Michl, Thomas R., 2024. "The inverted yield curve in a 3-equation model," Working Papers 2024-01, Department of Economics, Colgate University.
• Nyborg, Kjell G. & Woschitz, Jiri, 2024. "Robust difference-in-differences analysis when there is a term structure," CEPR Discussion Papers 18782, C.E.P.R. Discussion Papers.
  • Kjell G. Nyborg & Jiri Woschitz, 2024. "Robust difference-in-differences analysis when there is a term structure," Swiss Finance Institute Research Paper Series 24-03, Swiss Finance Institute.
• Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024. "Pension Liquidity Risk," Working Papers 801, DNB.
  • Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024. "Pension Liquidity Risk," Swiss Finance Institute Research Paper Series 24-16, Swiss Finance Institute.
• Nyborg, Kjell G. & Woschitz, Jiri, 2023. "The price of money: The reserves convertibility premium over the term structure," CEPR Discussion Papers 18371, C.E.P.R. Discussion Papers.
  • Kjell G. Nyborg & Jiri Woschitz, 2024. "The Price of Money: The Reserves Convertibility Premium over the Term Structure," Swiss Finance Institute Research Paper Series 24-17, Swiss Finance Institute.
• Bhutta, Neil & Hizmo, Aurel, 2020. "Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market," CEPR Discussion Papers 14924, C.E.P.R. Discussion Papers.
  • Neil Bhutta & Andreas Fuster & Aurel Hizmo, 2024. "Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market," Swiss Finance Institute Research Paper Series 24-21, Swiss Finance Institute.
  • Neil Bhutta & Andreas Fuster & Aurel Hizmo, 2024. "Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market," Working Papers 24-11, Federal Reserve Bank of Philadelphia.
• Nyborg, Kjell G., 2024. "The Collateral Spread Puzzle: Why Do Repo Rates Often Exceed Unsecured Rates?," CEPR Discussion Papers 19243, C.E.P.R. Discussion Papers.
  • Kjell G. Nyborg, 2024. "The Collateral Spread Puzzle: Why Do Repo Rates Often Exceed Unsecured Rates?," Swiss Finance Institute Research Paper Series 24-37, Swiss Finance Institute.
• Mr. Aleš Bulíř & Mr. Jan Vlcek, 2024. "The Mirage of Falling R-stars," IMF Working Papers 2024/161, International Monetary Fund.
  • Ales Bulir & Jan Vlcek, 2024. "The Mirage of Falling R-stars," Working Papers 2024/6, Czech National Bank.
• Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2024. "Term spread spillovers to Latin America and emergence of the ‘Twin Ds’," International Review of Economics & Finance, Elsevier, vol. 96(PB).
  • Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2024. "Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’," Documentos de trabajo 21169, FLAR.
• Iania, Leonardo & Lyrio, Marco & Nersisyan, Liana, 2024. "Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries," LIDAM Reprints CORE 3299, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Marco Del Negro & Keshav Dogra & Aidan Gleich & Pranay Gundam & Donggyu Lee & Ramya Nallamotu & Brian Pacula, 2024. "The NY Fed DSGE Model: A Post-COVID Assessment," AEA Papers and Proceedings, American Economic Association, vol. 114, pages 95-100, May.
  • Del Negro, Marco & Dogra, Keshav & Gleich, Aidan & Gundam, Pranay & Lee, Donggyu & Nallamotu, Ramya, 2024. "The NY Fed DSGE Model: A Post-Covid Assessment," CEPR Discussion Papers 18742, C.E.P.R. Discussion Papers.
• Kjell G. Nyborg & Jiri Woschitz, 2024. "Robust difference-in-differences analysis when there is a term structure," Swiss Finance Institute Research Paper Series 24-03, Swiss Finance Institute.
  • Nyborg, Kjell G. & Woschitz, Jiri, 2024. "Robust difference-in-differences analysis when there is a term structure," CEPR Discussion Papers 18782, C.E.P.R. Discussion Papers.
• Hagedorn, Marcus, 2024. "The Failed Theory of the Price Level," CEPR Discussion Papers 18786, C.E.P.R. Discussion Papers.
• Marie Alder & Nuno Coimbra & Urszula Szczerbowicz, 2023. "Corporate Debt Structure and Heterogeneous Monetary Policy Transmission," Working papers 933, Banque de France.
  • Alder, Marie & Coimbra, Nuno & Szczerbowicz, Urszula, 2024. "Corporate debt structure and heterogeneous monetary policy transmission," CEPR Discussion Papers 18787, C.E.P.R. Discussion Papers.
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• Kerssenfischer, Mark & Schmeling, Maik, 2024. "What moves markets?," Journal of Monetary Economics, Elsevier, vol. 145(C).
  • Kerssenfischer, Mark & Schmeling, Maik, 2022. "What moves markets?," Discussion Papers 16/2022, Deutsche Bundesbank.
• Fang, Dong-Jie & Yeh, Zong-Wei & He, Jie-Cao & Lin, Shih-Kuei, 2024. "What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
• Elias, Nikolaos & Smyrnakis, Dimitris & Tzavalis, Elias, 2024. "The forward premium anomaly and the currency carry trade hypothesis," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 203-218.
• Salisu, Afees A. & Isah, Kazeem O. & Cepni, Oguzhan, 2024. "Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels," The Quarterly Review of Economics and Finance, Elsevier, vol. 97(C).
• Passos, Felipe Vieira & Carrasco-Gutierrez, Carlos Enrique & Loureiro, Paulo Roberto Amorim, 2024. "Monetary policy through the risk-taking channel: Evidence from an emerging market," The Quarterly Review of Economics and Finance, Elsevier, vol. 98(C).
• Ma, Liang, 2024. "Using stock prices to help identify unconventional monetary policy shocks for external instrument SVAR," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1234-1247.
• Köhler, Ekkehard A. & Hirsch, Patrick & Palhuca, Leonardo, 2024. "A database: How the euro crisis ended: Not with a (fiscal) bang but a whimper," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1422-1441.
• Cavaca, Igor Bastos & Meurer, Roberto, 2024. "The asymmetry and uncertainty effects on the response of the yield curve to Brazilian monetary policy," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 831-844.
• Lin, Mucai & Hong, Zhiwu & Su, Ge, 2024. "Transmission of liquidity and credit risks in the Chinese bond market: Analysis based on joint modeling of multiple yield curves," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 597-615.
• Lan, Jiajun & Peng, Zhiyu & Pan, Yinghao & Liu, Yihan, 2024. "Interest rate liberalization and household investment in China," International Review of Economics & Finance, Elsevier, vol. 96(PA).
• Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2024. "Term spread spillovers to Latin America and emergence of the ‘Twin Ds’," International Review of Economics & Finance, Elsevier, vol. 96(PB).
  • Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2024. "Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’," Documentos de trabajo 21169, FLAR.
• Hong, Zhiwu & Wang, Zhenhan & Li, Xinda, 2024. "Foreign trade and China’s yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free Nelson–Siegel model," Research in International Business and Finance, Elsevier, vol. 70(PB).
• Kukk, Merike & Levenko, Natalia, 2024. "Interest rate spreads: Different stories for different types of loan," Research in International Business and Finance, Elsevier, vol. 72(PA).

2023

• Baki Cem Şahin, 2023. "Bank Interest Rate Margins and Uncertainty: A Forward-Looking Approach," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 38(120), pages 1-10, October.
• Jonathan Hambur & Qazi Haque, 2023. "Can We Use High-Frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!," CAMA Working Papers 2023-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Jonathan Hambur & Qazi Haque, 2023. "Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? Yes and no!," School of Economics and Public Policy Working Papers 2023-03 Classification-E4, University of Adelaide, School of Economics and Public Policy.
  • Jonathan Hambur & Qazi Haque, 2023. "Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!," RBA Research Discussion Papers rdp2023-04, Reserve Bank of Australia.
• Régis Barnichon & Geert Mesters, 2023. "A Sufficient Statistics Approach for Macro Policy," American Economic Review, American Economic Association, vol. 113(11), pages 2809-2845, November.
• Michael D. Bauer & Eric T. Swanson, 2023. "An Alternative Explanation for the "Fed Information Effect"," American Economic Review, American Economic Association, vol. 113(3), pages 664-700, March.
  • Michael D. Bauer & Eric T. Swanson, 2020. "An Alternative Explanation for the “Fed Information Effect”," NBER Working Papers 27013, National Bureau of Economic Research, Inc.
• Joseph Abadi & Markus Brunnermeier & Yann Koby, 2023. "The Reversal Interest Rate," American Economic Review, American Economic Association, vol. 113(8), pages 2084-2120, August.
  • Markus K. Brunnermeier & Yann Koby, 2018. "The Reversal Interest Rate," NBER Working Papers 25406, National Bureau of Economic Research, Inc.
  • Joseph Abadi & Markus K. Brunnermeier & Yann Koby, 2022. "The Reversal Interest Rate," Working Papers 22-28, Federal Reserve Bank of Philadelphia.
  • Markus K. Brunnermeier & Yann Koby, 2019. "The Reversal Interest Rate," IMES Discussion Paper Series 19-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
• Radoslaw Paluszynski, 2023. "Learning about Debt Crises," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(1), pages 106-134, January.
  • Radek Paluszynski, 2017. "Learning about Debt Crises," 2017 Meeting Papers 1602, Society for Economic Dynamics.
• Dan Cao & Wenlan Luo & Guangyu Nie, 2023. "Uncovering the Effects of the Zero Lower Bound with an Endogenous Financial Wedge," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(1), pages 135-172, January.
• Hafedh Bouakez & Omar Rachedi & Emiliano Santoro, 2023. "The Government Spending Multiplier in a Multisector Economy," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(1), pages 209-239, January.
• Edmund Crawley & Andreas Kuchler, 2023. "Consumption Heterogeneity: Micro Drivers and Macro Implications," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(1), pages 314-341, January.
• Harald Badinger & Stefan Schiman, 2023. "Measuring Monetary Policy in the Euro Area Using SVARs with Residual Restrictions," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(2), pages 279-305, April.
• Manuel Amador & Christopher Phelan, 2023. "Reputation and Partial Default," American Economic Review: Insights, American Economic Association, vol. 5(2), pages 158-172, June.
  • Manuel Amador & Christopher Phelan, 2021. "Reputation and Partial Default," NBER Working Papers 28997, National Bureau of Economic Research, Inc.
• Ricardo J. Caballero & Alp Simsek, 2023. "A Note on Temporary Supply Shocks with Aggregate Demand Inertia," American Economic Review: Insights, American Economic Association, vol. 5(2), pages 241-258, June.
  • Caballero, Ricardo & Simsek, Alp, 2022. "A Note on Temporary Supply Shocks with Aggregate Demand Inertia," CEPR Discussion Papers 16814, C.E.P.R. Discussion Papers.
  • Ricardo J. Caballero & Alp Simsek, 2022. "A Note on Temporary Supply Shocks with Aggregate Demand Inertia," CESifo Working Paper Series 9603, CESifo.
  • Ricardo J. Caballero & Alp Simsek, 2022. "A Note on Temporary Supply Shocks with Aggregate Demand Inertia," NBER Working Papers 29815, National Bureau of Economic Research, Inc.
• Annalisa Ferrando & Peter McAdam & Filippos Petroulakis & Xavier Vives, 2023. "Monetary Policy, Market Power, and SMEs," AEA Papers and Proceedings, American Economic Association, vol. 113, pages 105-109, May.
• Jason Choi & Duong Dang & Rishabh Kirpalani & Diego J. Perez, 2023. "The Secular Decrease in UK Safe Asset Market Power," AEA Papers and Proceedings, American Economic Association, vol. 113, pages 120-124, May.
  • Jason Choi & Duong Q. Dang & Rishabh Kirpalani & Diego J. Perez, 2023. "The Secular Decrease in UK Safe Asset Market Power," NBER Working Papers 31180, National Bureau of Economic Research, Inc.
• Christian K. Wolf, 2023. "Fiscal Stimulus and the Systematic Response of Monetary Policy," AEA Papers and Proceedings, American Economic Association, vol. 113, pages 388-393, May.
• Eric T. Swanson, 2023. "The Importance of Fed Chair Speeches as a Monetary Policy Tool," AEA Papers and Proceedings, American Economic Association, vol. 113, pages 394-400, May.
• Pol Antràs, 2023. "Interest Rates and World Trade: An "Austrian" Perspective," AEA Papers and Proceedings, American Economic Association, vol. 113, pages 65-69, May.
• Romain Duval & Davide Furceri & Raphael Lee & Marina M. Tavares, 2023. "Market Power, Financial Constraints, and Monetary Transmission," AEA Papers and Proceedings, American Economic Association, vol. 113, pages 99-104, May.
• Alan S. Blinder, 2023. "Landings, Soft and Hard: The Federal Reserve, 1965–2022," Journal of Economic Perspectives, American Economic Association, vol. 37(1), pages 101-120, Winter.
• Alisdair McKay & Christian K. Wolf, 2023. "Monetary Policy and Inequality," Journal of Economic Perspectives, American Economic Association, vol. 37(1), pages 121-144, Winter.
• Anil K Kashyap & Jeremy C. Stein, 2023. "Monetary Policy When the Central Bank Shapes Financial-Market Sentiment," Journal of Economic Perspectives, American Economic Association, vol. 37(1), pages 53-76, Winter.
• Aroldo de Freitas Junior & Rodolfo Herald da Costa Campos & Thiago Geovane Pereira Gomes & Franciclézia de Sousa Barreto Silva, 2023. "Effects of monetary policy shocks on disaggregated inflation rates: an analysis based on a TVP-VAR between 2003 and 2020," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, vol. 20(1), pages 119-151, january-j.
• Aroldo de Freitas Junior & Rodolfo Herald da Costa Campos & Thiago Geovane Pereira Gomes & Franciclézia de Sousa Barreto Silva, 2023. "Effects of monetary policy shocks on disaggregated inflation rates: an analysis based on a TVP-VAR between 2003 and 2020," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, vol. 20(1), pages 119-151, january-j.
• Felipe Vieira Passos & Carlos Enrique Carrasco-Gutierrez, 2023. "Selic Interest Rate Projection In The Brazilian Economy: A Comparative Analysis Between Forecasting Models," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, vol. 20(2), pages 38-69, july-dece.
• Douglas Alcantara Alencar & Joás Lima & Emanoelle Luz & Wallace Pereira, 2023. "Taylor'S Structuralist Rule Applied To The Brazilian Economy Between 2003 And 2015," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, vol. 20(2), pages 92-116, july-dece.
• Iania, Leonardo & Lyrio, Marco & Nersisyan, Liana, 2023. "Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries," LIDAM Discussion Papers LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
• Candelon, Bertrand & Moura, Rubens, 2023. "Sovereign yield curves and the COVID-19 in emerging markets," Economic Modelling, Elsevier, vol. 127(C).
  • Candelon, Bertrand & Moura, Rubens, 2023. "Sovereign yield curves and the COVID-19 in emerging markets," LIDAM Reprints LFIN 2023010, Université catholique de Louvain, Louvain Finance (LFIN).
• Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023. "The risk premium in New Keynesian DSGE models: The cost of inflation channel," Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
  • Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2022. "The risk premium in New Keynesian DSGE models: the cost of inflation channel," LIDAM Discussion Papers LFIN 2022008, Université catholique de Louvain, Louvain Finance (LFIN).
  • Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023. "The risk premium in New Keynesian DSGE models: The cost of inflation channel," LIDAM Reprints LFIN 2023013, Université catholique de Louvain, Louvain Finance (LFIN).
• Anna Cieslak & Carolin Pflueger, 2023. "Inflation and Asset Returns," Annual Review of Financial Economics, Annual Reviews, vol. 15(1), pages 433-448, November.
• Хакимжанов Сабит // Khakimzhanov Sabit & Джусангалиева Камилла // Jussangaliyeva Kamilla, 2023. "Налог Пигу на высокие ставки по депозитам как макропруденциальный инструмент: опыт Казахстана // Pigouvian Tax for High Deposit Rates as a Macroprudential Tool: Kazakhstan’s Experience," Working Papers #2023-4, National Bank of Kazakhstan.
• Marcos Chamon & Francisco Roldán, 2025. "Sovereign Debt Tolerance with Potentially Permanent Costs of Default," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 73(1), pages 118-149, March.
  • Marcos Chamon & Francisco Roldán, 2023. "Sovereign Debt Tolerance with Potentially Permanent Costs of Default," Working Papers 296, Red Nacional de Investigadores en Economía (RedNIE).
• Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Working Paper series 23-01, Rimini Centre for Economic Analysis.
  • Luca Gambetti & Dimitris Korobilis & John Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Papers 2302.01621, arXiv.org.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," CAMA Working Papers 2023-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2025. "Agreed and Disagreed Uncertainty," Working Papers 2025_01, Business School - Economics, University of Glasgow.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," BCAM Working Papers 2206, Birkbeck Centre for Applied Macroeconomics.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Economics Series Working Papers 999, University of Oxford, Department of Economics.
  • Luca Gambetti & Dimitris Korobilis & John D. & Francesco Zanetti, 2025. "Agreed and Disagreed Uncertainty," Working Papers No 02/2025, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Discussion Papers 2304, Centre for Macroeconomics (CFM).
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," CESifo Working Paper Series 10463, CESifo.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Working Papers 2023_04, Business School - Economics, University of Glasgow.
• Olkhov, Victor, 2023. "The Market-Based Probability of Stock Returns," MPRA Paper 116234, University Library of Munich, Germany.
  • Victor Olkhov, 2023. "Market-Based Probability of Stock Returns," Papers 2302.07935, arXiv.org, revised Dec 2024.
• Dong Beom Choi & Paul Goldsmith-Pinkham & Tanju Yorulmazer, 2023. "Contagion Effects of the Silicon Valley Bank Run," NBER Working Papers 31772, National Bureau of Economic Research, Inc.
  • Dong Beom Choi & Paul Goldsmith-Pinkham & Tanju Yorulmazer, 2023. "Contagion Effects of the Silicon Valley Bank Run," Papers 2308.06642, arXiv.org, revised May 2024.
  • Dong Beom Choi & Paul Goldsmith-Pinkham & Tanju Yorulmazer, 2023. "Contagion Effects of the Silicon Valley Bank Run," Koç University-TUSIAD Economic Research Forum Working Papers 2307, Koc University-TUSIAD Economic Research Forum.
• Christophe Gouel & Qingyin Ma & John Stachurski, 2023. "Interest Rate Dynamics and Commodity Prices," Working Papers 2023-21, CEPII research center.
  • Christophe Gouel & Qingyin Ma & John Stachurski, 2023. "Interest Rate Dynamics and Commodity Prices," Papers 2308.07577, arXiv.org, revised Sep 2024.
• Tommaso Tornese, 2023. "A Euro Area Term Structure Model with Time Varying Exposures," BAFFI CAREFIN Working Papers 23199, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Carlo A. Favero & Ruben Fernandez-Fuertes, 2023. "Monetary Policy in the COVID Era and Beyond: the Fed vs the ECB," BAFFI CAREFIN Working Papers 23209, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Carlo A. Favero & Ruben Fernandez-Fuertes, 2023. "Modelling the Term Structure with Trends in Yields and Cycles in Excess Returns," BAFFI CAREFIN Working Papers 23210, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Oleksandr Boiarsky & Yana Maslova & Alevtina Pekhnyk, 2023. "Phenomenology Of Interest In The Formation Of Human Habit (Anti-Corruption Aspect)," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 9(2).
• Christian Seidl, 2023. "Inflation: Thruway of ECB’s Monetary Policy," Journal of Economic Analysis, Anser Press, vol. 2(1), pages 1-15, February.
  • Seidl, Christian, 2023. "Inflation: Thruway of ECB's monetary policy," Economics Working Papers 2023-01, Christian-Albrechts-University of Kiel, Department of Economics.
• Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Working Paper series 23-01, Rimini Centre for Economic Analysis.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," BCAM Working Papers 2206, Birkbeck Centre for Applied Macroeconomics.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2025. "Agreed and Disagreed Uncertainty," Working Papers 2025_01, Business School - Economics, University of Glasgow.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," CAMA Working Papers 2023-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Economics Series Working Papers 999, University of Oxford, Department of Economics.
  • Luca Gambetti & Dimitris Korobilis & John Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Papers 2302.01621, arXiv.org.
  • Luca Gambetti & Dimitris Korobilis & John D. & Francesco Zanetti, 2025. "Agreed and Disagreed Uncertainty," Working Papers No 02/2025, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Discussion Papers 2304, Centre for Macroeconomics (CFM).
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," CESifo Working Paper Series 10463, CESifo.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Working Papers 2023_04, Business School - Economics, University of Glasgow.
• Guilherme Alves da Silva & Gergely Buda & Vasco M. Carvalho & Giancarlo Corsetti & João Duarte & Stephen Hansen & Alvaro Ortiz & Afonso Pereira da Silva & Tomasa Rodrigo & José V. Rodríguez Mora, 2023. "España | Retardos cortos y variables... de política monetaria [Spain | Short and Variable Lags]," Working Papers 23/02, BBVA Bank, Economic Research Department.
• Martin Kuncl & Dmitry Matveev, 2023. "The Canadian Neutral Rate of Interest through the Lens of an Overlapping-Generations Model," Discussion Papers 2023-5, Bank of Canada.
• Macaulay, Alistair & Song, Wenting, 2022. "Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media," MPRA Paper 113620, University Library of Munich, Germany.
  • Alistair Macaulay & Wenting Song, 2023. "Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media," Staff Working Papers 23-23, Bank of Canada.
  • Alistair Macaulay & Wenting Song, 2022. "Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media," Economics Series Working Papers 973, University of Oxford, Department of Economics.
• Seunghoon Na & Yinxi Xie, 2023. "A Behavioral New Keynesian Model of a Small Open Economy Under Limited Foresight," Staff Working Papers 23-44, Bank of Canada.
• Paul Beaudry & Katya Kartashova & Césaire Meh, 2023. "Gazing at r-star: A Hysteresis Perspective," Staff Working Papers 23-5, Bank of Canada.
• Bertram Schefold, 2023. "New Results in Capital Theory and Implications for the Theory of Inflation," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(82), pages 27-51, November.
• Pablo Aguilar & Corinna Ghirelli & Blanca Jiménez-García, 2023. "La evolución reciente de la inversión en España desde una perspectiva macroeconómica," Boletín Económico, Banco de España, issue 2023/T3.
• Pablo Aguilar & Corinna Ghirelli & Blanca Jiménez-García, 2023. "Recent changes in investment in Spain from a macroeconomic perspective," Economic Bulletin, Banco de España, issue 2023/Q3.
• Sergio Mayordomo & Irene Roibás, 2023. "La traslación de los tipos de interés de mercado a los tipos de interés bancarios," Occasional Papers 2312, Banco de España.
• Sergio Mayordomo & Irene Roibás, 2023. "The pass-through of market interest rates to bank interest rates," Occasional Papers 2312, Banco de España.
• Juan Equiza & Ricardo Gimeno & Antonio Moreno & Carlos Thomas, 2023. "Evaluating central bank asset purchases in a term structure model with a forward-looking supply factor," Working Papers 2303, Banco de España.
• Isabel Argimón & Irene Roibás, 2023. "Debt overhang, credit demand and financial conditions," Working Papers 2308, Banco de España.
• Elizondo Rocío, 2023. "The Three Intelligible Factors of the Yield Curve in Mexico," Working Papers 2023-13, Banco de México.
• Lars Winkelmann & Wenying Yao, 2024. "Tests for Jumps in Yield Spreads," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 946-957, July.
  • Winkelmann, Lars & Yao, Wenying, 2021. "Tests for jumps in yield spreads," Discussion Papers 2021/15, Free University Berlin, School of Business & Economics.
  • Lars Winkelmann & Wenying Yao, 2023. "Tests for Jumps in Yield Spreads," Berlin School of Economics Discussion Papers 0024, Berlin School of Economics.
• Wilmar Alexander Cabrera-Rodríguez & Daniela Rodríguez-Novoa & Camilo Eduardo Sánchez-Quinto, 2023. "A robust model for the term structure of interest rates: some applications in Colombia," Borradores de Economia 1255, Banco de la Republica de Colombia.
• Andrey Duván Rincón-Torres & Luisa María de la Hortúa-Pulido & Kimberly Rojas-Silva & Juan Manuel Julio-Román, 2023. "The Low Frequency Effect of Macroeconomic News on Colombian Government Bond Yields," Borradores de Economia 1263, Banco de la Republica de Colombia.
• Thibaut Gentil & Sébastien Ray & Oana Toader, 2023. "Projecting Banks Net Interest Income: an Asset-Liability Approach, Applied to the Euro Area," Working papers 931, Banque de France.
• Marie Alder & Nuno Coimbra & Urszula Szczerbowicz, 2023. "Corporate Debt Structure and Heterogeneous Monetary Policy Transmission," Working papers 933, Banque de France.
  • Alder, Marie & Coimbra, Nuno & Szczerbowicz, Urszula, 2024. "Corporate debt structure and heterogeneous monetary policy transmission," CEPR Discussion Papers 18787, C.E.P.R. Discussion Papers.
• Stephane Dupraz & Magali Marx, 2023. "Anchoring Boundedly Rational Expectations," Working papers 936, Banque de France.
• Théo Nicolas., 2023. "Bank Market Power and Interest Rate Setting: Why Consolidated Banking Data Matte [Pouvoir de marché des banques et fixation des taux d’intérêt : de l’importance de prendre en compte les données ban," Debats Economiques et financiers 40, Banque de France.
• Murat AKÇA & Vedat KAYA, 2023. "Effectiveness of Unconventional Monetary Policy Tools on Financial Stability: A NARDL Approach for Turkey," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 7(1), pages 63-80, June.
• Jaunius Karmelavičius & Ieva Mikaliūnaitė-Jouvanceau & Andrius Buteikis, 2023. "What drove the rise in bank lending rates in Lithuania during the low-rate era?," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 23(2), pages 162-199.
• Bryan Hardy & Goetz von Peter, 2023. "Global liquidity: a new phase?," BIS Quarterly Review, Bank for International Settlements, December.
• Michael Kumhof & Marco Pinchetti & Phurichai Rungcharoenkitkul & Andrej Sokol, 2023. "CBDC Policies in Open Economies," PIER Discussion Papers 205, Puey Ungphakorn Institute for Economic Research.
  • Andrej Sokol & Michael Kumhof & Marco Pinchetti & Phurichai Rungcharoenkitkul, 2023. "CBDC policies in open economies," BIS Working Papers 1086, Bank for International Settlements.
  • Kumhof, Michael & Pinchetti, Marco & Rungcharoenkitkul, Phurichai & Sokol, Andrej, 2023. "CBDC Policies in Open Economies," CEPR Discussion Papers 17982, C.E.P.R. Discussion Papers.
  • Michael Kumhof & Marco Pinchetti & Phurichai Rungcharoenkitkul & Andrej Sokol, 2023. "CBDC Policies in Open Economies," Discussion Papers 2309, Centre for Macroeconomics (CFM).
• Claudio Borio, 2023. "Getting up from the floor," BIS Working Papers 1100, Bank for International Settlements.
• Beatriz González & Galo Nuño & Dominik Thaler & Silvia Albrizio, 2021. "Firm Heterogeneity, Capital Misallocation and Optimal Monetary Policy," CESifo Working Paper Series 9465, CESifo.
  • González, Beatriz & Nuño, Galo & Thaler, Dominik & Albrizio, Silvia, 2024. "Firm heterogeneity, capital misallocation and optimal monetary policy," Working Paper Series 2890, European Central Bank.
  • Beatriz González & Galo Nuño Barrau & Dominik Thaler & Silvia Albrizio, 2023. "Firm heterogeneity, capital misallocation and optimal monetary policy," BIS Working Papers 1148, Bank for International Settlements.
  • Beatriz González & Galo Nuño & Dominik Thaler & Silvia Albrizio, 2021. "Firm heterogeneity, capital misallocation and optimal monetary policy," Working Papers 2145, Banco de España.
  • GONZà LEZ, BEATRIZ & Nuño, Galo & Thaler, Dominik & Albrizio, Silvia, 2023. "Firm Heterogeneity, Capital Misallocation and Optimal Monetary Policy," CEPR Discussion Papers 18695, C.E.P.R. Discussion Papers.
• Ahmed Ahmed & Boris Hofmann & Martin Schmitz, 2023. "Foreign institutional investors, monetary policy, and reaching for yield," BIS Working Papers 1153, Bank for International Settlements.
• Võ Hồng Đức & Nguyễn Trần Ngọc Thiện & Hồ Minh Chí & Võ Thế Anh, 2023. "Truyền dẫn tỷ giá hối đoái tới lạm phát tại Việt Nam," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 18(2), pages 5-17.
• Mansur Abdurakhmanov, 2023. "Modelling the Effect of Bank of Russia Key Rate Forecasts on Market Participants' Expectations," Russian Journal of Money and Finance, Bank of Russia, vol. 82(2), pages 3-20, June.
• Henry Penikas, 2023. "Smoothing the Key Rate Pass-Through: What to Keep in Mind When Interpreting Econometric Estimates," Russian Journal of Money and Finance, Bank of Russia, vol. 82(3), pages 3-34, September.
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• Mauricio Mora Barrenechea & Hugo Pablo Rocha Portugal & Yara Perez Foronda & David Esteban Zeballos Coria, 2023. "Mecanismos de transmisión de la política monetaria: El canal del crédito," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 38(1), pages 10-47, January -.
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• Liu, Lu, 2023. "The demand for long-term mortgage contracts and the role of collateral," Bank of England working papers 1009, Bank of England.
• Altmeyer, Patrick & Boneva, Leva & Kinston, Rafael & Saha, Shreyosi & Stoja, Evarist, 2023. "Yield curve sensitivity to investor positioning around economic shocks," Bank of England working papers 1029, Bank of England.
• Braun, Robin & Miranda-Agrippino, Silvia & Saha, Tuli, 2025. "Measuring monetary policy in the UK: The UK monetary policy event-study database," Journal of Monetary Economics, Elsevier, vol. 149(C).
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• Evangelia A. Georgiou, 2023. "Interest rate pass-through to deposit rates in Greece," Economic Bulletin, Bank of Greece, issue 58, pages 49-65, December.
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• Ari Kutai, 2023. "Measuring The Effect Of Forward Guidance In Small Open Economies: The Case Of Israel," Israel Economic Review, Bank of Israel, vol. 21(1), pages 75-142, March.
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• Rich Kenneth M., 2023. "Interest Rates, Money, and Fed Monetary Policy in a Markov-Switching Bayesian VAR," The B.E. Journal of Macroeconomics, De Gruyter, vol. 23(2), pages 959-997, June.
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• Jagjit S. Chadha, 2023. "Mr Putin and the Chronicle of a Normalisation Foretold," National Institute of Economic and Social Research (NIESR) Discussion Papers 551, National Institute of Economic and Social Research.
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• Buda, G. & Carvalho, V. M. & Corsetti, G. & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, A. & Rodrigo, T. & Ortiz, A. & Ortiz, A., 2023. "Short and Variable Lags," Cambridge Working Papers in Economics 2321, Faculty of Economics, University of Cambridge.
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• Corsetti, G. & Maeng, S. H., 2023. "The Theory of Reserve Accumulation, Revisited," Janeway Institute Working Papers 2319, Faculty of Economics, University of Cambridge.
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• Isabel Gödl-Hanisch & Ronald Mau & Jonathan Rawls, 2023. "Monetary Policy Interactions: The Policy Rate, Asset Purchases, and Optimal Policy with an Interest Rate Peg," CESifo Working Paper Series 10399, CESifo.
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  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2025. "Agreed and Disagreed Uncertainty," Working Papers 2025_01, Business School - Economics, University of Glasgow.
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  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Economics Series Working Papers 999, University of Oxford, Department of Economics.
• Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño & Omar Rachedi, 2023. "Inequality and the Zero Lower Bound," NBER Working Papers 31282, National Bureau of Economic Research, Inc.
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• Christina Anderl & Guglielmo Maria Caporale, 2024. "Functional shocks to inflation expectations and real interest rates and their macroeconomic effects," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 160(4), pages 1543-1575, November.
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• Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Working Paper series 23-01, Rimini Centre for Economic Analysis.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Discussion Papers 2304, Centre for Macroeconomics (CFM).
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," CAMA Working Papers 2023-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2025. "Agreed and Disagreed Uncertainty," Working Papers 2025_01, Business School - Economics, University of Glasgow.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," BCAM Working Papers 2206, Birkbeck Centre for Applied Macroeconomics.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Economics Series Working Papers 999, University of Oxford, Department of Economics.
  • Luca Gambetti & Dimitris Korobilis & John D. & Francesco Zanetti, 2025. "Agreed and Disagreed Uncertainty," Working Papers No 02/2025, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
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  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," CESifo Working Paper Series 10463, CESifo.
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• Andrej Sokol & Michael Kumhof & Marco Pinchetti & Phurichai Rungcharoenkitkul, 2023. "CBDC policies in open economies," BIS Working Papers 1086, Bank for International Settlements.
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• Benedikt Ballensiefen & Angelo Ranaldo & Hannah Winterberg & Ralph Koijen, 2023. "Money Market Disconnect," The Review of Financial Studies, Society for Financial Studies, vol. 36(10), pages 4158-4189.
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• Nicolas Camenzind & Damir Filipović, 2023. "Stripping the Swiss Discount Curve," Swiss Finance Institute Research Paper Series 23-97, Swiss Finance Institute.
• Christophe Gouel & Qingyin Ma & John Stachurski, 2023. "Interest Rate Dynamics and Commodity Prices," Papers 2308.07577, arXiv.org, revised Sep 2024.
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• Eva Hromadkova & Ivana Kubicova & Branislav Saxa, 2023. "How Does Interest Rate Pass-Through Change Over Time? Rolling Windows and the Role of the Credit Risk Premium in the Pricing of Czech Loans," Research and Policy Notes 2023/02, Czech National Bank.
• Frantisek Brazdik & Karel Musil & Stanislav Tvrz, 2023. "Implementing Yield Curve Control Measures into the CNB Core Forecasting Model," Working Papers 2023/8, Czech National Bank.
• Cruz Walteros, Nicolás, 2023. "Un canal de confianza: Reglas fiscales y riesgo soberano en economías emergentes," Documentos CEDE 20306, Universidad de los Andes, Facultad de Economía, CEDE.
• Hagedorn, Marcus, 2023. "A Nominal Demand-Augmented Phillips Curve: Theory and Evidence," CEPR Discussion Papers 17875, C.E.P.R. Discussion Papers.
• Maximilian Grimm & Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2023. "Loose Monetary Policy and Financial Instability," Working Paper Series 2023-06, Federal Reserve Bank of San Francisco.
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• Andrej Sokol & Michael Kumhof & Marco Pinchetti & Phurichai Rungcharoenkitkul, 2023. "CBDC policies in open economies," BIS Working Papers 1086, Bank for International Settlements.
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  • Michael Kumhof & Marco Pinchetti & Phurichai Rungcharoenkitkul & Andrej Sokol, 2023. "CBDC Policies in Open Economies," Discussion Papers 2309, Centre for Macroeconomics (CFM).
  • Michael Kumhof & Marco Pinchetti & Phurichai Rungcharoenkitkul & Andrej Sokol, 2023. "CBDC Policies in Open Economies," PIER Discussion Papers 205, Puey Ungphakorn Institute for Economic Research.
• Cieslak, Anna & Pflueger, Carolin, 2023. "Inflation and Asset Returns," CEPR Discussion Papers 18003, C.E.P.R. Discussion Papers.
• Buda, G. & Carvalho, V. M. & Corsetti, G. & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, A. & Rodrigo, T. & Ortiz, A. & Ortiz, A., 2023. "Short and Variable Lags," Cambridge Working Papers in Economics 2321, Faculty of Economics, University of Cambridge.
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  • Buda, G. & Carvalho, V. M. & Corsetti, G. & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, A. & Rodrigo, T. & Ortiz, A. & Ortiz, A., 2023. "Short and Variable Lags," Janeway Institute Working Papers 2308, Faculty of Economics, University of Cambridge.
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• Niels Joachim Gormsen & Kilian Huber, 2023. "Corporate Discount Rates," NBER Working Papers 31329, National Bureau of Economic Research, Inc.
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• Nyborg, Kjell G. & Woschitz, Jiri, 2023. "The price of money: The reserves convertibility premium over the term structure," CEPR Discussion Papers 18371, C.E.P.R. Discussion Papers.
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• Ricardo J. Caballero & Alp Simsek, 2022. "A Monetary Policy Asset Pricing Model," NBER Working Papers 30132, National Bureau of Economic Research, Inc.
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• Dirk Niepelt, 2024. "Money and Banking with Reserves and CBDC," Journal of Finance, American Finance Association, vol. 79(4), pages 2505-2552, August.
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• Cesa-Bianchi, Ambrogio & Harrison, Richard & Sajedi, Rana, 2023. "Global R," CEPR Discussion Papers 18518, C.E.P.R. Discussion Papers.
• Svensson, Lars E.O., 2023. "Are Swedish House Prices Too High? Why the Price-to-Income Ratio Is a Misleading Indicator," CEPR Discussion Papers 18580, C.E.P.R. Discussion Papers.
• Altavilla, Carlo & Rostagno, Massimo & Schumacher, Julian, 2023. "Anchoring QT: Liquidity, credit and monetary policy implementation," CEPR Discussion Papers 18581, C.E.P.R. Discussion Papers.
• Favero, Carlo A. & Fernandez-Fuertes, Ruben, 2023. "Modelling the Term Structure with Trends in Yields and Cycles in Excess Returns," CEPR Discussion Papers 18590, C.E.P.R. Discussion Papers.
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• Hagedorn, Marcus, 2023. "Local Determinacy in Incomplete-Markets Models," CEPR Discussion Papers 18642, C.E.P.R. Discussion Papers.
• Corsetti, Giancarlo & Maeng, Fred Seunghyun, 2023. "The Theory of Reserve Accumulation, Revisited," CEPR Discussion Papers 18644, C.E.P.R. Discussion Papers.
• Caballero, Ricardo & Simsek, Alp, 2023. "Central Banks, Stock Markets, and the Real Economy," CEPR Discussion Papers 18653, C.E.P.R. Discussion Papers.
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• Maurice Obstfeld, 2023. "Natural and Neutral Real Interest Rates: Past and Future," NBER Working Papers 31949, National Bureau of Economic Research, Inc.
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• Aleksander Berentsen & Romina Ruprecht & Hugo van Buggenum, 2023. "On the Negatives of Negative Interest Rates," Finance and Economics Discussion Series 2023-064, Board of Governors of the Federal Reserve System (U.S.).
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  • Gan-Ochir Doojav & Munkhbayar Gantumur, 2023. "An Estimated Model of a Commodity-Exporting Economy for the Integrated Policy Framework: Evidence from Mongolia," IHEID Working Papers 05-2023, Economics Section, The Graduate Institute of International Studies.
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• Josh Davis & Cristian Fuenzalida & Leon Huetsch & Benjamin Mills & Alan M. Taylor, 2023. "Global Natural Rates in the Long Run: Postwar Macro Trends and the Market-Implied r* in 10 Advanced Economies," NBER Chapters, in: NBER International Seminar on Macroeconomics 2023, National Bureau of Economic Research, Inc.
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• Marlon Azinovic & Harold L. Cole & Felix Kübler, 2023. "Asset Pricing in a Low Rate Environment," Swiss Finance Institute Research Paper Series 23-31, Swiss Finance Institute.
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• Lars E.O. Svensson, 2023. "Are Swedish House Prices Too High? Why the Price-to-Income Ratio Is a Misleading Indicator," NBER Working Papers 31862, National Bureau of Economic Research, Inc.
• Marina Azzimonti & Nirvana Mitra, 2023. "Sovereign Default and Tax-smoothing in the Shadow of Corruption and Institutional Weakness," NBER Working Papers 31943, National Bureau of Economic Research, Inc.
• Obstfeld, Maurice, 2023. "Natural and Neutral Real Interest Rates: Past and Future," CEPR Discussion Papers 18658, C.E.P.R. Discussion Papers.
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• Javier Bianchi & Louphou Coulibaly, 2023. "Financial Integration and Monetary Policy Coordination," NBER Working Papers 32009, National Bureau of Economic Research, Inc.
• Dementiev, V., 2023. "Updating the technological base of the economy and real interest rates," Journal of the New Economic Association, New Economic Association, vol. 60(3), pages 104-119.
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• Chadha, J. S., 2023. "Mr Putin and the Chronicle of a Normalisation Foretold," Cambridge Working Papers in Economics 2354, Faculty of Economics, University of Cambridge.
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• Melissa van Rensburg, 2023. "Long-run trends in New Zealand’s real neutral interest rate," Treasury Analytical Notes Series an23/05, New Zealand Treasury.
• Peter Breyer & Stefan Girsch & Jakob Hanzl & Mario Hübler & Sophie Steininger & Elisabeth Wittig, 2023. "Repricing of bank assets and liabilities in the current rate hike cycle: historical perspective and impact on bank profitability," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 46, pages 29-38.
• Niko Hauzenberger & Florian Huber & Thomas Zörner, 2023. "Hawks vs. Doves: ECB’s Monetary Policy in Light of the Fed’s Policy Stance (Niko Hauzenberger, Florian Huber, Thomas Zörner)," Working Papers 252, Oesterreichische Nationalbank (Austrian Central Bank).
• Xuanjuan Chen & Zhenzhen Sun & Tong Yao & Tong Yu, 2023. "In Search of Habitat," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 13(2), pages 266-306.
• Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer, 2023. "Liquidity Risk and Funding Cost," Review of Finance, European Finance Association, vol. 27(2), pages 399-422.
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• Jing-Zhi Huang & Bibo Liu & Zhan Shi, 2023. "Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market," Review of Finance, European Finance Association, vol. 27(2), pages 539-579.
• Benedikt Ballensiefen & Angelo Ranaldo & Hannah Winterberg & Ralph Koijen, 2023. "Money Market Disconnect," The Review of Financial Studies, Society for Financial Studies, vol. 36(10), pages 4158-4189.
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• Bronson Argyle & Taylor Nadauld & Christopher Palmer, 2023. "Real Effects of Search Frictions in Consumer Credit Markets," The Review of Financial Studies, Society for Financial Studies, vol. 36(7), pages 2685-2720.
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• Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Working Papers 2023_04, Business School - Economics, University of Glasgow.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Economics Series Working Papers 999, University of Oxford, Department of Economics.
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  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Discussion Papers 2304, Centre for Macroeconomics (CFM).
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Working Paper series 23-01, Rimini Centre for Economic Analysis.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," CAMA Working Papers 2023-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2025. "Agreed and Disagreed Uncertainty," Working Papers 2025_01, Business School - Economics, University of Glasgow.
  • Luca Gambetti & Dimitris Korobilis & John D. & Francesco Zanetti, 2025. "Agreed and Disagreed Uncertainty," Working Papers No 02/2025, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," BCAM Working Papers 2206, Birkbeck Centre for Applied Macroeconomics.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," CESifo Working Paper Series 10463, CESifo.
• Azhar Iqbal & Sam Bullard & Nicole Cervi, 2023. "Predicting recessions, depth of recessions and monetary policy pivots: a new approach," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 58(4), pages 224-236, October.
• Serhan Cevik & Fedor Miryugin, 2023. "Rogue Waves: Climate Change and Firm Performance," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 65(1), pages 29-59, March.
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• Hasan Engin Duran & Pawe³ Gajewski, 2023. "State-level Taylor rule and monetary policy stress," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 18(1), pages 89-120, March.
• Zico Dasgupta, 2023. "The Theoretical Superiority of the Compensation view in Explaining Monetary Policy Autonomy," Working Papers PKWP2315, Post Keynesian Economics Society (PKES).
• Ribeiro, Gustavo & Teles, Vladmir & Costa-Filho, João, 2023. "The Spending Cap and Monetary Policy Effectiveness," MPRA Paper 116148, University Library of Munich, Germany.
• Maximilian Konradt, 2023. "Do pension funds reach for yield? Evidence from a new database," IHEID Working Papers 01-2023, Economics Section, The Graduate Institute of International Studies.
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• Victor Olkhov, 2023. "Market-Based Probability of Stock Returns," Papers 2302.07935, arXiv.org, revised Dec 2024.
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• Andrianady, Josué R. & Rajaonarison, Njakanasandratra R., 2023. "Effet d’un choc monétaire sur l’inflation: une approche par un modèle DSGE [Monetary Inflation Relationship in Madagscar: a DSGE Model Analysis]," MPRA Paper 117330, University Library of Munich, Germany.
• Andrianady, Josué R. & Rajaonarison, Njakanasandratra R., 2023. "Monetary Inflation Relationship in Madagscar: a DSGE Model Analysis," MPRA Paper 117332, University Library of Munich, Germany.
• Jackson, Emerson Abraham & Barrie, Mohamed Samba & Tamuke, Edmund, 2023. "Effectiveness of the Interest Rate Channel of Monetary Policy Transmission Mechanism in Sierra Leone," MPRA Paper 117478, University Library of Munich, Germany, revised 06 May 2023.
• Torres, Nicolás & Villarraga, Juan-Pablo & Sánchez, Wendy & Upegui, Sebastián, 2023. "Política monetaria contractiva en el control de la inflación: caso de estudio de las principales ciudades de Colombia [Contractionary monetary policy in inflation control: A case study of Colombia'," MPRA Paper 121192, University Library of Munich, Germany, revised 2023.
• Innocent Chile Nzeh & Benedict I. Uzoechina & Joan Nwamaka Ozoh & Uju Victoria Okoli, 2023. "Examining the Impact of Financial Openness on Domestic Interest Rate in Nigeria," ACTA VSFS, University of Finance and Administration, vol. 17(1), pages 23-38.
• Pelin Öge Güney, 2023. "Interest Rate Uncertainty and Macroeconomics in Turkey," Prague Economic Papers, Prague University of Economics and Business, vol. 2023(2), pages 184-204.
• Milan Fičura & Jiří Witzany, 2023. "Determinants of Non-maturing Deposit Pass-through Rates in Eurozone Countries," Politická ekonomie, Prague University of Economics and Business, vol. 2023(3), pages 291-318.
• Gomes, Sandra & Jacquinot, Pascal & Lozej, Matija, 2023. "A single monetary policy for heterogeneous labour markets: the case of the euro area," Research Technical Papers 3/RT/23, Central Bank of Ireland.
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• Jonathan Hambur & Qazi Haque, 2023. "Can We Use High-Frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!," CAMA Working Papers 2023-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Jonathan Hambur & Qazi Haque, 2023. "Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!," RBA Research Discussion Papers rdp2023-04, Reserve Bank of Australia.
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• 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, vol. 50, pages 106-130, October.
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• Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Working Papers 2023_04, Business School - Economics, University of Glasgow.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Working Paper series 23-01, Rimini Centre for Economic Analysis.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," CAMA Working Papers 2023-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2025. "Agreed and Disagreed Uncertainty," Working Papers 2025_01, Business School - Economics, University of Glasgow.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," BCAM Working Papers 2206, Birkbeck Centre for Applied Macroeconomics.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Economics Series Working Papers 999, University of Oxford, Department of Economics.
  • Luca Gambetti & Dimitris Korobilis & John Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Papers 2302.01621, arXiv.org.
  • Luca Gambetti & Dimitris Korobilis & John D. & Francesco Zanetti, 2025. "Agreed and Disagreed Uncertainty," Working Papers No 02/2025, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Discussion Papers 2304, Centre for Macroeconomics (CFM).
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," CESifo Working Paper Series 10463, CESifo.
• Suriyanrattakorn, Savinee, 2023. "Does Trustworthiness Matter for the Actual Lending-Deposit Spread and Perceived Financial Service Affordability?," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 30(2), pages 23-37, Jul-Dec.
• Maher, Mohamed, 2023. "Inflation Threshold in the Context of Structural Breaks: Evidence from Egypt Using the Logistic Smooth Transition Regression Approach," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 38(3), pages 496-528.
• Shahbazi, Sanaz & Heydari, Hassan & Nikpey Pasian, Vahid, 2023. "Monetary Policy and Fisher's Theory in Iran's Economy (Structural Vector Autoregression)," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 10(2), pages 215-244, September.
• Taheri Bazkhaneh, Saleh, 2023. "Monetary Policy and MacroEconomic Uncertainties in Iran: an Empirical Approach with Time-Frequency Analysis," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 10(3), pages 137-172, December.
• Songzhuo LI & Fang ZHANG, 2023. "Forecasting the Government Yield Curve in China: A Cyclical Reverting Mean Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 78-90, March.
• Ioannis A. Venetis & Avgoustinos Ladas, 2023. "Co-movement and global factors in sovereign bond yields," Bulletin of Applied Economics, Risk Market Journals, vol. 10(2), pages 17-45.
• Bozhechkova, Alexandra (Божечкова, Александра) & Drobyshevsky, Sergey (Дробышевский, Сергей) & Dzhunkeev, Urmat (Джункеев, Урмат) & Orazov, Meilis (Оразов, Мейлис) & Trunin, Pavel (Трунин, Павел), 2023. "Analysis of the yield factors of russian government bonds [Анализ Факторов Доходности Российских Облигаций Федерального Займа]," Working Papers w202328, Russian Presidential Academy of National Economy and Public Administration.
• Bozhechkova, Alexandra (Божечкова, Александра) & Drobyshevsky, Sergey (Дробышевский, Сергей) & Dzhunkeev, Urmat (Джункеев, Урмат) & Orazov, Meilis (Оразов, Мейлис) & Trunin, Pavel (Трунин, Павел), 2023. "Analysis of the impact of monetary shocks on the term structure of interest rates in the russian economy [Анализ Влияния Монетарных Шоков На Временную Структуру Процентных Ставок В Российской Эконо," Working Papers w202329, Russian Presidential Academy of National Economy and Public Administration.
• Buda, G. & Carvalho, V. M. & Corsetti, G. & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, A. & Rodrigo, T. & Ortiz, A. & Ortiz, A., 2023. "Short and Variable Lags," Cambridge Working Papers in Economics 2321, Faculty of Economics, University of Cambridge.
  • Giancarlo Corsetti & Gergely Buda & Vasco M. Carvalho, 2023. "Short and Variable Lags," RSCAS Working Papers 2023/22, European University Institute.
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• Freddy Heylen & Marthe Mareels & Christophe Van Langenhove, 2023. "Have inflation and monetary tightening changed the game? Long-run perspectives on the interest – growth difference on public debt," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 23/1065, Ghent University, Faculty of Economics and Business Administration.
• Manisha Devi & Amiya Sarma, 2023. "Dynamics of Twin Deficits: An Enquiry of the Mundell–Fleming Proposition for India," Foreign Trade Review, , vol. 58(3), pages 363-385, August.
• Maciej Stefański, 2023. "Natural Rate of Interest in a Small Open Economy with Application to CEE Countries," KAE Working Papers 2023-093, Warsaw School of Economics, Collegium of Economic Analysis.
• Rodrigo De-Losso & Jose Carlos de Souza Santos, 2023. "Autopsy of a Myth: Dissecting the Anatocism Fallacy in Amortization Systems," Working Papers, Department of Economics 2023_09, University of São Paulo (FEA-USP), revised 25 Sep 2023.
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• Jose Angelo Divino & Carlos Haraguchi, 2023. "Observed and expected interest rate pass-through under remarkably high market rates," Empirical Economics, Springer, vol. 65(1), pages 203-246, July.
• Constantin Bürgi & Bo Jiang, 2023. "Monetary policy, funding cost and banks’ risk-taking: evidence from the USA," Empirical Economics, Springer, vol. 65(3), pages 1129-1148, September.
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• Akira Maeda & Makiko Nagaya, 2023. "Exhaustible resource use under endogenous time preference," International Journal of Economic Policy Studies, Springer, vol. 17(1), pages 223-248, February.
• Swapnil Suryavanshi, 2023. "A study of Fisher Effect in India," Indian Economic Review, Springer, vol. 58(2), pages 485-503, September.
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• Andrew Phiri, 2023. "Fisher’s hypothesis in time–frequency space: a premier using South Africa as a case study," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(5), pages 4255-4284, October.
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• Pami Dua & Nishita Raje, 2023. "Determinants of Yields on Government Securities in India," Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 73-96, Springer.
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• Emanuel Kohlscheen, 2023. "Higher frequency activity indicators and global bond portfolio adjustments," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 159(4), pages 943-964, November.
• Liu, Lu, 2023. "The demand for long-term mortgage contracts and the role of collateral," ESRB Working Paper Series 142, European Systemic Risk Board.
• Havemeister, Lea Katharina & Horn, Kristian, 2023. "Fear the Walking Dead? Zombie Firms in the Euro Area and Their Effect on Healthy Firms’ Credit Conditions," ESRB Working Paper Series 143, European Systemic Risk Board.
• Marcel Barmeier & Juraj Falath & Alena Kissova & Adriana Lojschova, 2023. "Impact of TLTRO III on bank lending: The Slovak experience," Working and Discussion Papers WP 2/2023, Research Department, National Bank of Slovakia.
• Robert C. M. Beyer & Lazar Milivojevic, 2023. "Dynamics and synchronization of global equilibrium interest rates," Applied Economics, Taylor & Francis Journals, vol. 55(28), pages 3195-3214, June.
  • Beyer,Robert Carl Michael & Milivojevic,Lazar, 2020. "Dynamics and Synchronization of Global Equilibrium Interest Rates," Policy Research Working Paper Series 9489, The World Bank.
  • Beyer, Robert & Milivojevic, Lazar, 2021. "Dynamics and synchronization of global equilibrium interest rates," IMFS Working Paper Series 146, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Peter Lindner & Thomas Y. Mathä & Giuseppe Pulina & Michael Ziegelmeyer, 2023. "Borrowing constraints, own labour and homeownership," Applied Economics, Taylor & Francis Journals, vol. 55(42), pages 4931-4945, September.
  • Lindner, Peter & Mathä, Thomas Y. & Ziegelmeyer, Michael & Pulina, Giuseppe, 2020. "Borrowing constraints, own labour and homeownership: does it pay to paint your walls?," Working Paper Series 2474, European Central Bank.
  • Peter Lindner & Thomas Y. Mathä & Giuseppe Pulina & Michael Ziegelmeyer, 2020. "Borrowing constraints, own labour and homeownership: Does it pay to paint your walls?," BCL working papers 148, Central Bank of Luxembourg.
• Frédéric Vrins & Linqi Wang, 2023. "Asymmetric short-rate model without lower bound," Quantitative Finance, Taylor & Francis Journals, vol. 23(2), pages 279-295, February.
  • Vrins, Frédéric & Wang, Linqi, 2021. "Asymmetric short-rate model without lower bound," LIDAM Discussion Papers LFIN 2021006, Université catholique de Louvain, Louvain Finance (LFIN).
• Zhitao Lin & Xingwang Qian, 2023. "US monetary policy uncertainty and RMB deviations from covered interest parity," Economic and Political Studies, Taylor & Francis Journals, vol. 11(1), pages 75-98, January.
  • Zhitao Lin & Xingwang Qian, 2020. "U.S. monetary policy uncertainty and RMB deviations from covered interest parity," GRU Working Paper Series GRU_2020_029, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
• Fredrik N. G. Andersson, 2023. "The quest for economic stability: a study on Swedish stabilisation policies 1873–2019," Scandinavian Economic History Review, Taylor & Francis Journals, vol. 71(2), pages 128-156, May.
  • Andersson, Fredrik N. G., 2020. "The Quest for Economic Stability: A Study on Swedish Stabilization Policies 1873–2019," Working Papers 2020:16, Lund University, Department of Economics.
• Florent Kanga GBONGUE & Lambert N’Galadjo BAMBA, 2023. "Le modèle hybride de la structure par terme des primes souveraines de crédit et de liquidité dans la zone UEMOA," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 57, pages 101-145.
• Michael D. Bauer & Glenn D. Rudebusch, 2023. "The Rising Cost of Climate Change: Evidence from the Bond Market," The Review of Economics and Statistics, MIT Press, vol. 105(5), pages 1255-1270, September.
  • Michael D. Bauer & Glenn D. Rudebusch, 2020. "The Rising Cost of Climate Change: Evidence from the Bond Market," Working Paper Series 2020-25, Federal Reserve Bank of San Francisco.
• Baneng NAAPE, 2022. "South African Taxpayers Perceptions towards E-Filing," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 6(2), pages 21-41.
• Eugene Msizi BUTHELEZI, 2023. "Examining the Dynamic Nexus of Monetary and Fiscal Policy in South Africa: Evidence from Key Macroeconomic Economic Indicators," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 7(1), pages 13-42.
• Francisco Roch & Francisco Roldán, 2023. "Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt," Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 1(2), pages 334-370.
  • Francisco Roch & Francisco Roldán, 2021. "Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt," Working Papers 47, Red Nacional de Investigadores en Economía (RedNIE).
  • Mr. Francisco Roch & Francisco Roldán, 2021. "Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt," IMF Working Papers 2021/076, International Monetary Fund.
• Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2023. "Asset Safety versus Asset Liquidity," Journal of Political Economy, University of Chicago Press, vol. 131(5), pages 1172-1212.
  • Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2018. "Asset Safety versus Asset Liquidity," Working Papers 326, University of California, Davis, Department of Economics.
• Michael D. Bauer & Eric T. Swanson, 2023. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Macroeconomics Annual, University of Chicago Press, vol. 37(1), pages 87-155.
  • Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Chapters, in: NBER Macroeconomics Annual 2022, volume 37, pages 87-155, National Bureau of Economic Research, Inc.
  • Bauer, Michael & Swanson, Eric T., 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CEPR Discussion Papers 17116, C.E.P.R. Discussion Papers.
  • Bauer, Michael D. & Swanson, Eric T., 2022. "A reassessment of monetary policy surprises and high-frequency identification," IMFS Working Paper Series 165, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Working Papers 29939, National Bureau of Economic Research, Inc.
  • Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CESifo Working Paper Series 9642, CESifo.
• Anton Grui & Nicolas Aragon & Oleksandr Faryna & Dmytro Krukovets & Kateryna Savolchuk & Oleksii Sulimenko & Artem Vdovychenko & Oleksandr Zholud, 2023. "Between russian Invasions: The Monetary Policy Transmission Mechanism in Ukraine in 2015-2021," Working Papers 02/2023, National Bank of Ukraine.
• Jean Daniel Boyer, 2023. "On the existence of a French school of the science of commerce (1751-1759)," Working Papers of BETA 2023-21, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Magaly Abboud & Fabio Bernasconi & Sára Czégé & Camilla Erencin & Simon J. Evenett & Felix Reitz, 2023. "How fares the "commanding heights" of the Swiss economy? Evidence from the Crux of Capitalism project," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 73(01), pages 1-32, December.
• Christoph A. Schaltegger & Laura Zell, 2023. "Zombiefirmen: Ein Schatten über der Wirtschaft," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 73(01), pages 35-52, December.
• Angela De Martiis & Franziska J. Peter, 2023. "When companies don't die: Analyzing zombie firms in a low interest rate environment," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 73(01), pages 67-86, December.
• Wielechowski Michał & Czech Katarzyna, 2023. "Russian aggression against Ukraine and the changes in European Union countries’ macroeconomic situation: Do energy intensity and energy dependence matter?," Economics and Business Review, Sciendo, vol. 9(4), pages 74-95, December.
• Lebedeva Larysa & Shkuropadska Diana, 2023. "Turnover in EU Monetary Policy in a Crisis," Economics, Sciendo, vol. 11(1), pages 177-194, June.
• Arnold Ivo J. M., 2023. "The Activation Conditions of the Transmission Protection Instrument: Flawed by Design?," Intereconomics: Review of European Economic Policy, Sciendo, vol. 58(5), pages 254-259, September.
• Menšík Josef, 2023. "Tony Lawson on money," Review of Economic Perspectives, Sciendo, vol. 23(4), pages 293-306, December.
• Miteski Mite & Petrovska Magdalena & Sulejmani Artan, 2023. "Measuring the Natural Interest Rate for the Macedonian Economy: A Multi-Model Approach," South East European Journal of Economics and Business, Sciendo, vol. 18(1), pages 176-193, June.
• Havolli Berat, 2023. "Economic Consequences of the Cost of Government Borrowing in European Transition Economies," South East European Journal of Economics and Business, Sciendo, vol. 18(1), pages 194-210, June.
• Ahmad Bhat Aijaz & Iqbal Khan Javaid & Ahmad Bhat Sajad & Ahmad Parray Waseem, 2023. "Central Bank Independence and its Impact on Fiscal Deficit: Evidence from India," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 33(2), pages 71-94, June.
• Sonnenberg Nils, 2023. "Konjunkturschlaglicht: Zinsausgaben des Privatsektors im Euroraum," Wirtschaftsdienst, Sciendo, vol. 103(11), pages 791-792, November.
• Michelsen Claus, 2023. "Rising Interest Rates Pull the Plug on the Construction Industry," Wirtschaftsdienst, Sciendo, vol. 103(1), pages 16-19, January.
• Dullien Sebastian & Martin Carolin & Theurl Theresia & Michelsen Claus & Just Tobias, 2023. "Baugewerbe in stürmischen Zeiten," Wirtschaftsdienst, Sciendo, vol. 103(1), pages 8-8, January.
• Koll Willi, 2023. "Niedrigere Zinsen notwendig?," Wirtschaftsdienst, Sciendo, vol. 103(3), pages 153-153, March.
• Boysen-Hogrefe Jens, 2023. "Schuldenbremse unter neuen Rahmenbedingungen: Zeitenwende in der Finanzpolitik," Wirtschaftsdienst, Sciendo, vol. 103(5), pages 297-300, May.
  • Boysen-Hogrefe, Jens, 2023. "Schuldenbremse unter neuen Rahmenbedingungen: Zeitenwende in der Finanzpolitik," Open Access Publications from Kiel Institute for the World Economy 273502, Kiel Institute for the World Economy (IfW Kiel).
• Philipp Heimberger, 2023. "Do Interest-growth Differentials Affect Fiscal Policy? Evidence for Advanced Economies," wiiw Working Papers 230, The Vienna Institute for International Economic Studies, wiiw.
• Rabitsch-Schilcher, Katrin & Marsal, Ales & Kaszab, Lorant, 2023. "From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism," Department of Economics Working Paper Series 350, WU Vienna University of Economics and Business.
  • Ales Marsal & Katrin Rabitsch & Lorant Kaszab, 2023. "From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism," Department of Economics Working Papers wuwp350, Vienna University of Economics and Business, Department of Economics.
• Ales Marsal & Katrin Rabitsch & Lorant Kaszab, 2023. "From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism," Department of Economics Working Papers wuwp350, Vienna University of Economics and Business, Department of Economics.
  • Rabitsch-Schilcher, Katrin & Marsal, Ales & Kaszab, Lorant, 2023. "From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism," Department of Economics Working Paper Series 350, WU Vienna University of Economics and Business.
• Narayana R. Kocherlakota, 2023. "Infinite Debt Rollover in Stochastic Economies," Econometrica, Econometric Society, vol. 91(5), pages 1629-1658, September.
  • Narayana R. Kocherlakota, 2022. "Infinite Debt Rollover in Stochastic Economies," NBER Working Papers 30409, National Bureau of Economic Research, Inc.
• Michele Manna & Stefano Nobili, 2023. "Banks' holdings of and trading in government bonds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 257-283, January.
  • Michele Manna & Stefano Nobili, 2018. "Banks' holdings of and trading in government bonds," Temi di discussione (Economic working papers) 1166, Bank of Italy, Economic Research and International Relations Area.
• Tsutomu Watanabe & Tomoyoshi Yabu, 2023. "The demand for money at the zero interest rate bound," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 968-976, September.
  • Tsutomu Watanabe & Tomoyoshi Yabu, 2018. "The Demand for Money at the Zero Interest Rate Bound," Working Papers on Central Bank Communication 002, University of Tokyo, Graduate School of Economics.
  • Tsutomu Watanabe & Tomoyoshi Yabu, 2022. "The Demand for Money at the Zero Interest Rate Bound," CARF F-Series CARF-F-552, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Tsutomu Watanabe & Tomoyoshi Yabu, 2022. "The Demand for Money at the Zero Interest Rate Bound," Working Papers on Central Bank Communication 044, University of Tokyo, Graduate School of Economics.
  • Tsutomu Watanabe & Tomoyoshi Yabu, 2018. "The Demand for Money at the Zero Interest Rate Bound," CARF F-Series CARF-F-444, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Christian Grisse, 2023. "Lower Bound Uncertainty and Long‐Term Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 619-634, March.
  • Christian Grisse, 2020. "Lower bound uncertainty and long-term interest rates," Working Papers 2020-14, Swiss National Bank.
• Eric Monnet & Miklos Vari, 2023. "A Dilemma between Liquidity Regulation and Monetary Policy: Some History and Theory," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(4), pages 915-944, June.
  • Monnet, Eric & Vari, Miklos, 2020. "A dilemma between liquidity regulation and monetary policy: some history and theory," CEPR Discussion Papers 15001, C.E.P.R. Discussion Papers.
  • Eric Monnet & Miklos Vari, 2023. "A Dilemma between Liquidity Regulation and Monetary Policy: some History and Theory," PSE-Ecole d'économie de Paris (Postprint) halshs-03954090, HAL.
  • Eric Monnet & Miklos Vari, 2023. "A Dilemma between Liquidity Regulation and Monetary Policy: some History and Theory," Post-Print halshs-03954090, HAL.
• Chin-Yoong Wong & Yoke-Kee Eng, 2023. "Implications Of Platform Finance On Monetary Policy Transmission," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(06), pages 2081-2103, December.
• Thosapon Tonghui & Jin Seo Cho, 2023. "Asymmetric Interest Rate Pass-through and Its Effects on Macroeconomic Variables: Evidence from Thailand," Working papers 2023rwp-220, Yonsei University, Yonsei Economics Research Institute.
• Speck, Christian, 2023. "Pricing the Bund term structure with linear regressions – without an observable short rate," Discussion Papers 08/2023, Deutsche Bundesbank.
• Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023. "Shadow-rate VARs," Discussion Papers 14/2023, Deutsche Bundesbank.
• Christian Seidl, 2023. "Inflation: Thruway of ECB’s Monetary Policy," Journal of Economic Analysis, Anser Press, vol. 2(1), pages 1-15, February.
  • Seidl, Christian, 2023. "Inflation: Thruway of ECB's monetary policy," Economics Working Papers 2023-01, Christian-Albrechts-University of Kiel, Department of Economics.
• Fix, Blair, 2023. "Do High Interest Rates Reduce Inflation? A Test of Monetary Faith," EconStor Preprints 268655, ZBW - Leibniz Information Centre for Economics.
• Fix, Blair, 2023. "Interest Rates and Inflation: Knives Out," EconStor Preprints 269249, ZBW - Leibniz Information Centre for Economics.
• Tom D. Holden, 2024. "Robust Real Rate Rules," Econometrica, Econometric Society, vol. 92(5), pages 1521-1551, September.
  • Holden, Tom D., 2022. "Robust real rate rules," Discussion Papers 42/2022, Deutsche Bundesbank.
  • Holden, Tom D., 2024. "Robust Real Rate Rules," EconStor Preprints 279481, ZBW - Leibniz Information Centre for Economics, revised 2024.
• Alex Crescentini & Federico Giri, 2025. "Dynare replication of “A Model of Secular Stagnation: Theory and Quantitative Evaluation” by Eggertsson et al. (2019)," Economic Inquiry, Western Economic Association International, vol. 63(2), pages 403-423, April.
  • Crescentini, Alex & Giri, Federico, 2023. "Dynare replication of "A Model of Secular Stagnation: Theory and Quantitative Evaluation" by Eggertsson et al. (2019)," I4R Discussion Paper Series 56, The Institute for Replication (I4R).
• Baxa, Jaromir & Buliskeria, Nino & Elminejad, Ali & Havranek, Tomas & Havrankova, Zuzana & Kundu, Suranjana, 2023. "A comment on Bauer, Lakdawala, Mueller: Market-Based Monetary Policy Uncertainty (2022)," I4R Discussion Paper Series 77, The Institute for Replication (I4R).
• Boysen-Hogrefe Jens, 2023. "Schuldenbremse unter neuen Rahmenbedingungen: Zeitenwende in der Finanzpolitik," Wirtschaftsdienst, Sciendo, vol. 103(5), pages 297-300, May.
  • Boysen-Hogrefe, Jens, 2023. "Schuldenbremse unter neuen Rahmenbedingungen: Zeitenwende in der Finanzpolitik," Open Access Publications from Kiel Institute for the World Economy 273502, Kiel Institute for the World Economy (IfW Kiel).
• Meyer-Gohde, Alexander & Tzaawa-Krenzler, Mary, 2023. "Sticky information and the Taylor principle," IMFS Working Paper Series 189, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Staffa, Ruben Marek & von Schweinitz, Gregor, 2023. "Fiscal policy under the eyes of wary bondholders," IWH Discussion Papers 26/2023, Halle Institute for Economic Research (IWH).
• Staffa, Ruben Marek, 2023. "Macroeconomic effects from sovereign risk vs. Knightian uncertainty," IWH Discussion Papers 27/2023, Halle Institute for Economic Research (IWH).
• Staffa, Ruben, 2023. "Eine Hochfrequenzanalyse zur Abgrenzung von überlagernden Effekten am Beispiel des Ausfallrisikos italienischer Staatsanleihen," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 29(2), pages 33-37.
• Jappelli, Ruggero & Pelizzon, Loriana & Subrahmanyam, Marti G., 2023. "Quantitative easing, the repo market, and the term structure of interest rates," SAFE Working Paper Series 395, Leibniz Institute for Financial Research SAFE.
• Dietrich, Alexander M. & Müller, Gernot J. & Schoenle, Raphael, 2023. "Big news: Climate change and the business cycle," University of Tübingen Working Papers in Business and Economics 158, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
• Grebe, Moritz & Tillmann, Peter, 2023. "Household Expectations and Dissent Among Policymakers," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277657, Verein für Socialpolitik / German Economic Association.

2022

• 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 22/1040, Ghent University, Faculty of Economics and Business Administration.
• 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," ERSA Working Paper Series, Economic Research Southern Africa, vol. 0.
  • 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 11024, South African Reserve Bank.
• 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, vol. 16(1), pages 28-48, February.
• 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, vol. 54(1), pages 83-105, March.
• Jiøí Witzany & Martin Diviš, 2022. "Interest Rate Sensitivity of Savings Accounts," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, vol. 70(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.
  • Marcin Bielecki & Michał Brzoza-Brzezina & Marcin Kolasa, 2021. "Aging, migration and monetary policy in Poland," NBP Working Papers 341, Narodowy Bank Polski.
• 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 2022-081, Warsaw School of Economics, Collegium of Economic Analysis.
• 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, vol. 1(17), pages 5-16, July.
• Pablo Cotler & Rodrigo Carrillo, 2022. "Monetary Policy and Lending Interest Rates: evidence from Mexico," Working Paper Series Sobre México 2022003, Sobre México. Temas en economía.
• Thomas Nitschka & Diego M. Hager, 2022. "Responses of Swiss bond yields and stock prices to ECB policy surprises," Working Papers 2022-08, Swiss National Bank.
• Carlos Goncalves & Mauro Rodrigues & Fernando Genta, 2022. "Elusive Unpleasantness," Working Papers, Department of Economics 2022_16, University of São Paulo (FEA-USP).
• Attílio, Luccas Assis & Faria, João Ricardo & Rodrigues, Mauro, 2023. "Does monetary policy impact CO2 emissions? A GVAR analysis," Energy Economics, Elsevier, vol. 119(C).
  • Luccas Assis Attilio & Joao Ricardo Faria & Mauro Rodrigues, 2022. "Does monetary policy impact CO2 Emissions? A GVAR analysis," Working Papers, Department of Economics 2022_24, University of São Paulo (FEA-USP).
• Mariya Gubareva & Maria Rosa Borges, 2022. "Governed by the cycle: interest rate sensitivity of emerging market corporate debt," Annals of Operations Research, Springer, vol. 313(2), pages 991-1019, June.
• Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022. "Sovereign bond market integration in the euro area: a new empirical conceptualization," Annals of Operations Research, Springer, vol. 318(1), pages 147-161, November.
  • Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022. "Sovereign bond market integration in the euro area: a new empirical conceptualization," Post-Print hal-03740521, HAL.
• Arkadiusz Sieroń, 2022. "Monetary Policy After the Coronavirus Crisis," Contributions to Economics, in: Annette Godart-van der Kroon & Joseph Salerno (ed.), The Austrian School of Economics in the 21st Century, pages 177-190, Springer.
• 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, vol. 45(1), pages 375-414, June.
• Shi Chen & Wolfgang Karl Härdle & Weining Wang, 2022. "The common and specific components of inflation expectations across European countries," Empirical Economics, Springer, vol. 62(2), pages 553-580, February.
  • Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining, 2020. "The common and speci fic components of inflation expectation across European countries," IRTG 1792 Discussion Papers 2020-023, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Michael Frenkel & Jin-Kyu Jung & Jan-Christoph Rülke, 2022. "Testing for the rationality of central bank interest rate forecasts," Empirical Economics, Springer, vol. 62(3), pages 1037-1078, March.
• 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, vol. 63(5), pages 2331-2355, November.
  • Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective," Working Papers 2020106, University of Pretoria, Department of Economics.
• 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), vol. 57(2), pages 93-98, March.
• 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, vol. 46(3), pages 507-521, July.
• 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, vol. 46(3), pages 522-534, July.
• Hamid Baghestani, 2022. "Mortgage rate predictability and consumer home-buying assessments," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(3), pages 593-603, July.
• Hiroyuki Kubota & Mototsugu Shintani, 2022. "High-frequency identification of monetary policy shocks in Japan," The Japanese Economic Review, Springer, vol. 73(3), pages 483-513, July.
• Kenshiro Ninomiya, 2022. "Financial structure, cycle, and instability," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 11(1), pages 1-23, December.
  • Kenshiro Ninomiya, 2015. "Financial Structure, Cycle, and Instability," Discussion Papers CRR Discussion Paper Series B: Financial 15, Shiga University, Faculty of Economics,Center for Risk Research, revised Jan 2017.
• 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, vol. 56(6), pages 4641-4662, December.
• 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, vol. 2(10), pages 1-19, October.
• Siddhartha Pradeep, 2022. "Role of monetary policy on CO2 emissions in India," SN Business & Economics, Springer, vol. 2(1), pages 1-33, January.
• 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, vol. 2(2), pages 1-24, February.
• Shuffield Seyram Asafo & Michal Moszynski, 2022. "The combined effects of monetary and macroprudential policies," SN Business & Economics, Springer, vol. 2(9), pages 1-20, September.
• 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), vol. 158(2), pages 467-491, May.
• 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, vol. 102(10), pages 741-741, October.
• Andrea Carriero & Lorenzo Ricci & Elisabetta Vangelista, 2022. "Expectations and term premia in EFSF bond yields," Working Papers 54, European Stability Mechanism.
• Keister, Todd & Monnet, Cyril, 2022. "Central bank digital currency: Stability and information," Journal of Economic Dynamics and Control, Elsevier, vol. 142(C).
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  • Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Working Papers 29939, National Bureau of Economic Research, Inc.
  • Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CESifo Working Paper Series 9642, CESifo.
• Nittai K. Bergman & David Matsa & Michael Weber & Michael Weber, 2022. "Inclusive Monetary Policy: How Tight Labor Markets Facilitate Broad-Based Employment Growth," CESifo Working Paper Series 9512, CESifo.
  • Nittai Bergman & Benjamin Born & David A. Matsa & Michael Weber, 2022. "Inclusive Monetary Policy: How Tight Labor Markets Facilitate Broad-Based Employment Growth," NBER Working Papers 29651, National Bureau of Economic Research, Inc.
  • Bergman, Nittai & Matsa, David & Weber, Michael, 2022. "Inclusive Monetary Policy: How Tight Labor Markets Facilitate Broad-Based Employment Growth," CEPR Discussion Papers 16876, C.E.P.R. Discussion Papers.
• Azzimonti, Marina & Mitra, Nirvana, 2023. "Political constraints and sovereign default," Journal of International Money and Finance, Elsevier, vol. 137(C).
  • Marina Azzimonti & Nirvana Mitra, 2022. "Political Constraints and Sovereign Default," NBER Working Papers 29667, National Bureau of Economic Research, Inc.
• Eric T. Swanson, 2023. "The federal funds market, pre- and post-2008," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 10, pages 220-236, Edward Elgar Publishing.
  • Eric T. Swanson, 2022. "The Federal Funds Market, Pre- and Post-2008," NBER Working Papers 29762, National Bureau of Economic Research, Inc.
• Ricardo J. Caballero & Alp Simsek, 2023. "A Note on Temporary Supply Shocks with Aggregate Demand Inertia," American Economic Review: Insights, American Economic Association, vol. 5(2), pages 241-258, June.
  • Ricardo J. Caballero & Alp Simsek, 2022. "A Note on Temporary Supply Shocks with Aggregate Demand Inertia," CESifo Working Paper Series 9603, CESifo.
  • Ricardo J. Caballero & Alp Simsek, 2022. "A Note on Temporary Supply Shocks with Aggregate Demand Inertia," NBER Working Papers 29815, National Bureau of Economic Research, Inc.
  • Caballero, Ricardo & Simsek, Alp, 2022. "A Note on Temporary Supply Shocks with Aggregate Demand Inertia," CEPR Discussion Papers 16814, C.E.P.R. Discussion Papers.
• Nikolaos Artavanis & Brian Jonghwan Lee & Stavros Panageas & Margarita Tsoutsoura, 2022. "Cross-subsidization of Bad Credit in a Lending Crisis," NBER Working Papers 29850, National Bureau of Economic Research, Inc.
• Michael D. Bauer & Eric T. Swanson, 2023. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Macroeconomics Annual, University of Chicago Press, vol. 37(1), pages 87-155.
  • Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Chapters, in: NBER Macroeconomics Annual 2022, volume 37, pages 87-155, National Bureau of Economic Research, Inc.
  • Bauer, Michael & Swanson, Eric T., 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CEPR Discussion Papers 17116, C.E.P.R. Discussion Papers.
  • Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Working Papers 29939, National Bureau of Economic Research, Inc.
  • Bauer, Michael D. & Swanson, Eric T., 2022. "A reassessment of monetary policy surprises and high-frequency identification," IMFS Working Paper Series 165, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CESifo Working Paper Series 9642, CESifo.
• Joseph Kopecky & Alan M. Taylor, 2022. "The Savings Glut of the Old: Population Aging, the Risk Premium, and the Murder-Suicide of the Rentier," NBER Working Papers 29944, National Bureau of Economic Research, Inc.
• David O. Lucca & Jonathan H. Wright, 2024. "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," Journal of Finance, American Finance Association, vol. 79(2), pages 1055-1085, April.
  • David O. Lucca & Jonathan H. Wright, 2022. "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," Staff Reports 1013, Federal Reserve Bank of New York.
  • David Lucca & Jonathan H. Wright, 2022. "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," NBER Working Papers 29971, National Bureau of Economic Research, Inc.
• Javier Bianchi & Louphou Coulibaly, 2021. "Liquidity Traps, Prudential Policies, and International Spillovers," Working Papers 780, Federal Reserve Bank of Minneapolis.
  • Javier Bianchi & Louphou Coulibaly, 2022. "Liquidity Traps, Prudential Policies, and International Spillovers," NBER Working Papers 30038, National Bureau of Economic Research, Inc.
• Arvind Krishnamurthy & Wenhao Li, 2022. "The Demand for Money, Near-Money, and Treasury Bonds," NBER Working Papers 30051, National Bureau of Economic Research, Inc.
• Chen, Zefeng & Jiang, Zhengyang & Lustig, Hanno & Van Nieuwerburgh, Stijn & Xiaolan, Mindy, 2022. "Exorbitant Privilege Gained and Lost: Fiscal Implications," CEPR Discussion Papers 17340, C.E.P.R. Discussion Papers.
  • Zefeng Chen & Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2022. "Exorbitant Privilege Gained and Lost: Fiscal Implications," NBER Working Papers 30059, National Bureau of Economic Research, Inc.
  • Chen, Zefeng & Jiang, Zhengyang & Lustig, Hanno N. & Van Nieuwerburgh, Stijn & Xiaolan, Mindy Z., 2022. "Exorbitant Privilege Gained and Lost: Fiscal Implications," Research Papers 4020, Stanford University, Graduate School of Business.
• Ricardo J. Caballero & Alp Simsek, 2022. "A Monetary Policy Asset Pricing Model," NBER Working Papers 30132, National Bureau of Economic Research, Inc.
  • Simsek, Alp & Caballero, Ricardo, 2023. "A Monetary Policy Asset Pricing Model," CEPR Discussion Papers 18393, C.E.P.R. Discussion Papers.
• Narayana R. Kocherlakota, 2023. "Infinite Debt Rollover in Stochastic Economies," Econometrica, Econometric Society, vol. 91(5), pages 1629-1658, September.
  • Narayana R. Kocherlakota, 2022. "Infinite Debt Rollover in Stochastic Economies," NBER Working Papers 30409, National Bureau of Economic Research, Inc.
• Rashad Ahmed & Menzie D. Chinn, 2022. "Do Foreign Yield Curves Predict U.S. Recessions and GDP Growth?," NBER Working Papers 30737, National Bureau of Economic Research, Inc.
• Keister, Todd & Monnet, Cyril, 2022. "Central bank digital currency: Stability and information," Journal of Economic Dynamics and Control, Elsevier, vol. 142(C).
  • Todd Keister & Cyril Monnet, 2022. "Central Bank Digital Currency: Stability and Information," Working Papers 22.03, Swiss National Bank, Study Center Gerzensee.
  • Todd Keister & Cyril Monnet, 2022. "Central Bank Digital Currency: Stability and Information," Working Papers 22-04, Office of Financial Research, US Department of the Treasury.
• Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022. "Market-Based Monetary Policy Uncertainty," The Economic Journal, Royal Economic Society, vol. 132(644), pages 1290-1308.
  • Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019. "Market-based monetary policy uncertainty," CESifo Working Paper Series 7621, CESifo.
  • Michael D. Bauer & Aeimit K. Lakdawala & Philippe Mueller, 2021. "Market-Based Monetary Policy Uncertainty," Working Paper Series 2019-12, Federal Reserve Bank of San Francisco.
  • Aeimit Lakdawala & Michael Bauer & Philippe Mueller, 2019. "Market-Based Monetary Policy Uncertainty," 2019 Meeting Papers 1403, Society for Economic Dynamics.
• Ryan Banerjee & Boris Hofmann, 2022. "Corporate zombies: anatomy and life cycle," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 37(112), pages 757-803.
  • Ryan Niladri Banerjee & Boris Hofmann, 2020. "Corporate zombies: Anatomy and life cycle," BIS Working Papers 882, Bank for International Settlements.
• 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," Journal of Financial Econometrics, Oxford University Press, vol. 20(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, vol. 20(5), pages 807-838.
  • Marcello Pericoli & Marco Taboga, 2018. "Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models," Temi di discussione (Economic working papers) 1189, Bank of Italy, Economic Research and International Relations Area.
• Pascal Michaillat & Emmanuel Saez, 2022. "An economical business-cycle model [Breaking through the zero lower bound]," Oxford Economic Papers, Oxford University Press, vol. 74(2), pages 382-411.
  • Pascal Michaillat & Emmanuel Saez, 2014. "An Economical Business-Cycle Model," Working Papers Series 6, Institute for New Economic Thinking.
  • Pascal Michaillat & Emmanuel Saez, 2014. "An Economical Business-Cycle Model," NBER Working Papers 19777, National Bureau of Economic Research, Inc.
  • Emmanuel Saez & Pascal Michaillat, 2014. "An Economical Business-Cycle Model," 2014 Meeting Papers 105, Society for Economic Dynamics.
  • Michaillat, Pascal & Saez, Emmanuel, 2014. "An economical business-cycle model," LSE Research Online Documents on Economics 86332, London School of Economics and Political Science, LSE Library.
  • Pascal Michaillat & Emmanuel Saez, 2014. "An Economical Business-Cycle Model," Discussion Papers 1425, Centre for Macroeconomics (CFM).
  • Pascal Michaillat & Emmanuel Saez, 2019. "An Economical Business-Cycle Model," Papers 1912.07163, arXiv.org, revised Apr 2021.
• 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, vol. 26(4), pages 899-935.
• Dagfinn Rime & Andreas Schrimpf & Olav Syrstad, 2022. "Covered Interest Parity Arbitrage," The Review of Financial Studies, Society for Financial Studies, vol. 35(11), pages 5185-5227.
  • Schrimpf, Paul & Rime, Dagfinn & Syrstad, Olav, 2019. "Covered Interest Parity Arbitrage," CEPR Discussion Papers 13637, C.E.P.R. Discussion Papers.
• 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, vol. 35(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, vol. 35(8), pages 3742-3776.
• Macaulay, Alistair & Song, Wenting, 2022. "Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media," MPRA Paper 113620, University Library of Munich, Germany.
  • Alistair Macaulay & Wenting Song, 2023. "Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media," Staff Working Papers 23-23, Bank of Canada.
  • Alistair Macaulay & Wenting Song, 2022. "Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media," Economics Series Working Papers 973, University of Oxford, Department of Economics.
• Lilian Muchimba, 2022. "Connectedness of money market instruments: A time-varying vector autoregression approach," Working Papers in Economics & Finance 2022-07, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
• Alexis Stenfors & Lilian Muchimba, 2023. "The Anatomy of Three Scandals: Conspiracies, Beauty Contests, and Sabotage in OTC Markets," Journal of Economic Issues, Taylor & Francis Journals, vol. 57(2), pages 538-545, April.
  • Alexis Stenfors & Lilian Muchimba, 2022. "The Anatomy of Three Scandals: Conspiracies, Beauty Contests and Sabotage in OTC Markets," Working Papers in Economics & Finance 2022-08, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
• Kenneth D. West & Tu Cao, 2022. "Some Long-Run Correlations of Inflation in Developed Countries," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 45(89), pages 1-23.
• Sonan Memon, 2022. "Cryptocurrencies: Review of Economics and Policy," PIDE-Working Papers 2022:7, Pakistan Institute of Development Economics.
• Biagio Bossone, 2022. "A Modigliani-Miller Theorem for the Public Finances of Globalized Economies: Theory, Policy Implications, and Keynesian Reflections," Working Papers PKWP2202, Post Keynesian Economics Society (PKES).
• Thibault Laurentjoye, 2022. "Foreign exchange reserves, imperfect substitutability of financial assets and the monetary policy quadrilemma," Working Papers PKWP2222, Post Keynesian Economics Society (PKES).
• 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 111827, University Library of Munich, Germany.
• Amaral, Pedro S., 2023. "The demographic transition and the asset supply channel," European Economic Review, Elsevier, vol. 151(C).
  • Amaral, Pedro, 2022. "The demographic transition and the asset supply channel," MPRA Paper 113613, University Library of Munich, Germany.
• Alistair Macaulay & Wenting Song, 2022. "Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media," Economics Series Working Papers 973, University of Oxford, Department of Economics.
  • Alistair Macaulay & Wenting Song, 2023. "Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media," Staff Working Papers 23-23, Bank of Canada.
  • Macaulay, Alistair & Song, Wenting, 2022. "Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media," MPRA Paper 113620, University Library of Munich, Germany.
• De Koning, Kees, 2022. "The risk of a recession period in the U.S. and the possible role of home equity," MPRA Paper 114162, University Library of Munich, Germany.
• Steenkamp, Daan & Erasmus, Ruan, 2022. "Term premium estimation for South Africa," MPRA Paper 114895, University Library of Munich, Germany.
• Beckmann, Joscha & Czudaj, Robert L., 2023. "Perceived monetary policy uncertainty," Journal of International Money and Finance, Elsevier, vol. 130(C).
  • Beckmann, Joscha & Czudaj, Robert L., 2022. "Perceived monetary policy uncertainty," MPRA Paper 114964, University Library of Munich, Germany.
• Podshivalov, Georgii Gordon, 2022. "Predicting a recession with ensemble forecasting: the Fisher Knight recession indicator," MPRA Paper 115002, University Library of Munich, Germany, revised 16 Oct 2022.
• Vîntu, Denis, 2022. "The relationship between unemployment, NAIRU and investment: microfundations for incomplete nominal adjustment," MPRA Paper 115161, University Library of Munich, Germany, revised Sep 2022.
• Erasmus, Ruan & Steenkamp, Daan, 2022. "South Africa’s yield curve conundrum," MPRA Paper 115398, University Library of Munich, Germany.
• Venetis, Ioannis & Ladas, Avgoustinos, 2022. "Co-movement and global factors in sovereign bond yields," MPRA Paper 115801, University Library of Munich, Germany.
• Oyadeyi, Olajide, 2022. "Inflation in Nigeria – are the authorities doing enough to combat the existing problem?," MPRA Paper 116802, University Library of Munich, Germany.
• B M, Lithin & Chakraborty, Suman & Iyer, Vishwanathan & M N, Nikhil & Ledwani, Sanket, 2022. "Modelling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India," MPRA Paper 116866, University Library of Munich, Germany, revised 07 Mar 2023.
• 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 117067, University Library of Munich, Germany, revised 05 Jan 2023.
• Oyadeyi, Olajide, 2022. "Interest Rate Pass-Through in Nigeria," MPRA Paper 117954, University Library of Munich, Germany.
• 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 202219, University of Pretoria, Department of Economics.
• 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 202245, University of Pretoria, Department of Economics.
• 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, vol. 2022(1), pages 58-78.
• Shahriyar Aliyev & Evžen Kočenda, 2023. "ECB monetary policy and commodity prices," Review of International Economics, Wiley Blackwell, vol. 31(1), pages 274-304, February.
  • Shahriyar Aliyev & Evzen Kocenda, 2020. "ECB Monetary Policy and Commodity Prices," Working Papers IES 2020/8, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2020.
  • Shahriyar Aliev & Evžen Kočenda, 2022. "ECB monetary policy and commodity prices," FFA Working Papers 4.008, Prague University of Economics and Business, revised 21 Jun 2022.
• Anthony Brassil, 2022. "The Consequences of Low Interest Rates for the Australian Banking Sector," RBA Research Discussion Papers rdp2022-08, Reserve Bank of Australia.
  • Anthony Brassil, 2022. "The Consequences of Low Interest Rates for the Australian Banking Sector," RBA Annual Conference Papers acp2022-04, Reserve Bank of Australia, revised Dec 2022.
• Anthony Brassil, 2022. "The Consequences of Low Interest Rates for the Australian Banking Sector," RBA Annual Conference Papers acp2022-04, Reserve Bank of Australia, revised Dec 2022.
  • Anthony Brassil, 2022. "The Consequences of Low Interest Rates for the Australian Banking Sector," RBA Research Discussion Papers rdp2022-08, Reserve Bank of Australia.
• 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.
  • Huarancca, Mario & Alanya, Willy & Castellares, Castellares, 2020. "La Migración Interna en el Peru, 2012 - 2017," Working Papers 2020-007, Banco Central de Reserva del Perú.
• 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," ERSA Working Paper Series, Economic Research Southern Africa, vol. 0.
  • 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 11024, South African Reserve Bank.
• Greenwood-Nimmo, Matthew & Steenkamp, Daan & van Jaarsveld, Rossouw, 2024. "A bank-level analysis of interest rate pass-through in South Africa," Journal of Macroeconomics, Elsevier, vol. 82(C).
  • Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "A banklevel analysis of interest rate passthrough in South Africa," Working Papers 11027, South African Reserve Bank.
• 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, vol. 48, pages 132-157, April.
  • Satyajit Chatterjee & Burcu Eyigungor, 2022. "Online Appendix to "The Firm Size-Leverage Relationship and Its Implications for Entry and Business Concentration"," Online Appendices 21-40, Review of Economic Dynamics.
• 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, vol. 49, pages 1-36, July.
  • Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2022. "Online Appendix to "The Strategic Determination of the Supply of Liquid Assets"," Online Appendices 22-72, Review of Economic Dynamics.
• 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, vol. 48, pages 132-157, April.
  • 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 21-40, Review of Economic Dynamics.
• 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, vol. 49, pages 1-36, July.
  • Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2022. "Code and data files for "The Strategic Determination of the Supply of Liquid Assets"," Computer Codes 22-72, Review of Economic Dynamics.
• Khan , Shiza & Saleem, Faiza, 2022. "Nexus between Investor Sentiment and Equity Returns in Pakistan Stock Exchange," Audit and Accounting Review, University of Management and Technology, Lahore, Pakistan, vol. 2(2), pages 25-47.
• Yelkesen, Oğuzhan, 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, vol. 29(2), pages 92-123, December.
• Maher, Mohamed & Zhao, Yanzhi & Tang, Chuanzhong, 2022. "The Taylor Rule in Egypt: Is it Optimal? Is there Equilibrium Determinacy?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 37(3), pages 484-522.
• Kim, Hyun Seok, 2022. "Effects of Rising Base Rates on Major Manufacturing Industries and Policymaking," i-KIET Issues and Analysis 22/1, Korea Institute for Industrial Economics and Trade.
• Kim, Hyun Seok, 2022. "Effects of Rising Base Rates on Major Manufacturing Industries and Policymaking," Research Papers 22/7, Korea Institute for Industrial Economics and Trade.
• Kang, Duyong, 2022. "The Global Economic Polycrisis and the Korean Economy," Research Papers 22/22, Korea Institute for Industrial Economics and Trade.
• Sadeghi , Majid & Totonchi, Jalil & Abtahi, Sayed yahya & tabatabeenasab , Zohreh, 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, vol. 9(2), pages 123-150, September.
• Zolea, Riccardo, 2022. "A Model of the Relationship between the Interest Rate and the Profit Rate," Centro Sraffa Working Papers CSWP55, Centro di Ricerche e Documentazione "Piero Sraffa".
• 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, vol. 0(3), pages 144-166, October.

2021

• Arne Halberstadt & Leo Krippner, 2021. "Investigating a measure of conventional and unconventional stimulus for the euro area," CAMA Working Papers 2021-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Bhatta, Guna Raj & Nepal, Rabindra & Harvie, Charles & Jayanthakumaran, Kankesu, 2022. "Testing for the uncovered interest parity condition in a small open economy: A state space modelling approach," Journal of Asian Economics, Elsevier, vol. 82(C).
  • Guna Raj Bhatta & Rabindra Nepal & Charles Harvie & Kankesu Jayanthakumaran, 2021. "Testing for uncovered interest parity conditions in a small open economy: A state space modelling approach," CAMA Working Papers 2021-56, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Firmin Doko Tchatoka & Qazi Haque, 2024. "Revisiting the Macroeconomic Effects of Monetary Policy Shocks," The Economic Record, The Economic Society of Australia, vol. 100(329), pages 234-259, June.
  • Firmin Doko Tchatoka & Qazi Haque, 2021. "Revisiting the macroeconomic effects of monetary policy shocks," School of Economics and Public Policy Working Papers 2021-02 Classification-E3, University of Adelaide, School of Economics and Public Policy.
  • Firmin Doko Tchatoka & Qazi Haque, 2021. "Revisiting the macroeconomic effects of monetary policy shocks," CAMA Working Papers 2021-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Martin Watts, 2021. "The methodology for assessing interest-rate policy rules: some comments," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 18(3), pages 275–285-2, December.
• John Smithin, 2021. "The methodology for assessing interest-rate policy rules: a reply," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 18(3), pages 286–292-2, December.
• Eckhard Hein, 2021. "Saving and Investment in the Twenty-First Century: The Great Divergence – some comments from a post-Keynesian perspective," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 18(3), pages 293–302-2, December.
• Carl Christian von Weizsäcker & Hagen M. Krämer, 2021. "On capital, saving, and investment in the twenty-first century: a reply to Hein," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 18(3), pages 303–309-3, December.
• Jacob Stevens, 2021. "Money creation in the modern economy: an appraisal," Review of Keynesian Economics, Edward Elgar Publishing, vol. 9(1), pages 43-60, January.
• Sánchez Vargas, Armando & Martínez Ventura, Débora & López-Herrera, Francisco, 2021. "Tasa de interés neutral y política monetaria para México, 2020-2024," El Trimestre Económico, Fondo de Cultura Económica, vol. 88(349), pages 201-218, enero-mar.
• J.E. Boscá & R. Doménech & J. Ferri & J.R. García & C. Ulloa, 2021. "The stabilizing effects of economic policies in Spain in times of COVID-19," Applied Economic Analysis, Emerald Group Publishing Limited, vol. 29(85), pages 4-20, January.
• J.E. Boscá & R. Doménech & J. Ferri & J.R. García & C. Ulloa, 2021. "The stabilizing effects of economic policies in Spain in times of COVID-19," Applied Economic Analysis, Emerald Group Publishing Limited, vol. 29(85), pages 4-20, January.
  • José E. Boscá & Rafael Doménech & Javier Ferri & José R. García & Camilo Ulloa, 2020. "The Stabilizing Effects of Economic Policies in Spain in Times of COVID-19," Studies on the Spanish Economy eee2020-42, FEDEA.
• Oğuzhan Çepni & Selçuk Gül & Muhammed Hasan Yılmaz & Brian Lucey, 2021. "The impact of oil price shocks on Turkish sovereign yield curve," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 17(9), pages 2258-2277, February.
  • Oguzhan Cepni & Selcuk Gul & Muhammed Hasan Yilmaz & Brian Lucey, 2021. "The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve," Working Papers 2104, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Siddhartha Chattopadhyay & William A. Barnett & Bruno S. Sergi, 2021. "The Neo-Fisherianism to Escape Zero Lower Bound," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 1-19, Emerald Group Publishing Limited.
• Masudul Hasan Adil & Neeraj R. Hatekar & Taniya Ghosh & William A. Barnett & Bruno S. Sergi, 2021. "The Role of Money in the Monetary Policy: A New Keynesian and New Monetarist Perspective," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 37-67, Emerald Group Publishing Limited.
• Siddhartha Chattopadhyay, 2021. "The Neo-Fisherianism to Escape Zero Lower Bound," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 1-19, Emerald Group Publishing Limited.
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• Pablo Cotler & Rodrigo Carrillo, 2021. "La desigualdad y el disímil impacto de la política monetaria," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(2), pages 1-19, Abril - J.
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• Vitor H. Carvalho & Raquel M. Gaspar, 2021. "Relativistically into Finance," Working Papers REM 2021/0175, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
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• Peña, Guillermo, 2021. "A Monetary Policy Rule using Gravity Models," MPRA Paper 105967, University Library of Munich, Germany.
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• Giovanni Carnazza & Nicola Caravaggio, 2021. "The Italian nominal interest rate conundrum: a problem of growth or public finance?," Departmental Working Papers of Economics - University 'Roma Tre' 0265, Department of Economics - University Roma Tre.
• Jose Santiago Mosquera, 2021. "POLITICAL INTERFERENCE IN THE CENTRAL BANK: JEOPARDIZING CREDIBILITY The Argentine Case," Working Papers 161, Universidad de San Andres, Departamento de Economia, revised Dec 2021.
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• Romain Baeriswyl & Lucas Marc Fuhrer & Petra Gerlach & Jörn Tenhofen, 2021. "The dynamics of bank rates in a negative-rate environment - the Swiss case," Working Papers 2021-05, Swiss National Bank.
• Lucas Marc Fuhrer & Nils Herger, 2021. "Real interest rates and demographic developments across generations: A panel-data analysis over two centuries," Working Papers 2021-07, Swiss National Bank.
• Maxime Phillot & Samuel Reynard, 2021. "Monetary policy financial transmission and treasury liquidity premia," Working Papers 2021-14, Swiss National Bank.
• Lucas Marc Fuhrer & Matthias Jüttner & Jan Wrampelmeyer & Matthias Zwicker, 2021. "Reserve tiering and the interbank market," Working Papers 2021-17, Swiss National Bank.
• Jae Won Lee & Woong Yong Park, 2021. "Price Stickiness Heterogeneity and Equilibrium Determinacy," Working Paper Series no143, Institute of Economic Research, Seoul National University.
• Lealand Morin & Ying Shang, 2021. "Federal Reserve policy after the zero lower bound: an indirect inference approach," Empirical Economics, Springer, vol. 60(4), pages 2105-2124, April.
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• Zekeriya Yildirim & Mehmet Ivrendi, 2021. "Spillovers of US unconventional monetary policy: quantitative easing, spreads, and international financial markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-38, December.
• Asror Nigmonov & Syed Shams, 2021. "COVID-19 pandemic risk and probability of loan default: evidence from marketplace lending market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-28, December.
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• Kshitiz Mishra & Partha Chatterjee, 2021. "Monetary Business Cycle Accounting Analysis of Indian Economy," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(3), pages 471-491, September.
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• Ioannis N. Kallianiotis, 2021. "Exchange Rate Determination: The Portfolio-Balance Approach," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 11(1), pages 1-2.
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• Monique Reid & Pierre Siklos, 2021. "The Bureau for Economic Research's inflation expectations surveys: Know your data," Working Papers 10/2021, Stellenbosch University, Department of Economics.
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• William White, 2021. "It's Worse than "Reverse" The Full Case Against Ultra Low and Negative Interest Rates," Working Papers Series inetwp151, Institute for New Economic Thinking.
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• Karol Gellert & Erik Schlogl, 2021. "Short Rate Dynamics: A Fed Funds and SOFR Perspective," Research Paper Series 420, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Karol Gellert & Erik Schlogl, 2021. "Short Rate Dynamics: A Fed Funds and SOFR perspective," Papers 2101.04308, arXiv.org.
• Consoli, Sergio & Pezzoli, Luca Tiozzo & Tosetti, Elisa, 2021. "Emotions in macroeconomic news and their impact on the European bond market," Journal of International Money and Finance, Elsevier, vol. 118(C).
  • Sergio Consoli & Luca Tiozzo Pezzoli & Elisa Tosetti, 2021. "Emotions in Macroeconomic News and their Impact on the European Bond Market," Papers 2106.15698, arXiv.org.
• Charles O. Manasseh & Ifeoma C. Nwakoby & Felicia C. Abada & Felix C. Alio & Ogochukwu Okanya, 2021. "Money Demand in Nigeria: Application of Autoregressive Distributed Lag Approach," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 11(4), pages 308-321, April.
• Lidiia Fedoryshyna & Nataliia Vilchynska, 2021. "Influence Of Economic Space Imbalances On The Functioning Of The Enterprise Financial Mechanism," Green, Blue & Digital Economy Journal, Publishing house "Baltija Publishing", vol. 2(1).
• Lidiia Fedoryshyna & Nataliia Vilchynska, 2021. "Influence Of Economic Space Imbalances On The Functioning Of The Enterprise Financial Mechanism," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 2(1).
• Bruno Feunou & Jean-Sébastien Fontaine, 2021. "Debt-Secular Economic Changes and Bond Yields," Staff Working Papers 21-14, Bank of Canada.
• Paul Beaudry & Césaire Meh, 2021. "Monetary Policy, Trends in Real Interest Rates and Depressed Demand," Staff Working Papers 21-27, Bank of Canada.
• Cao, Jin & Dinger, Valeriya & Gómez, Tomás & Gric, Zuzana & Hodula, Martin & Jara, Alejandro & Juelsrud, Ragnar & Liaudinskas, Karolis & Malovaná, Simona & Terajima, Yaz, 2023. "Monetary policy spillover to small open economies: Is the transmission different under low interest rates?," Journal of Financial Stability, Elsevier, vol. 65(C).
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  • Jin Cao & Valeriya Dinger & Tomás Gómez & Zuzana Gric & Martin Hodula & Alejandro Jara & Ragnar Juelsrud & Karolis Liaudinskas & Simona Malovaná & Yaz Terajima, 2022. "Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates?," Working Papers Central Bank of Chile 937, Central Bank of Chile.
  • Jin Cao & Valeriya Dinger & Tomás Gómez & Zuzana Gric & Martin Hodula & Alejandro Jara & Ragnar Juelsrud & Karolis Liaudinskas & Simona Malovaná & Yaz Terajima, 2021. "Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates?," Staff Working Papers 21-62, Bank of Canada.
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• Dany Brouillette & Guyllaume Faucher & Martin Kuncl & Austin McWhirter & Youngmin Park, 2021. "Potential output and the neutral rate in Canada: 2021 update," Staff Analytical Notes 2021-6, Bank of Canada.
• Dany Brouillette & Guyllaume Faucher & Martin Kuncl & Austin McWhirter & Youngmin Park, 2021. "Production potentielle et taux neutre au Canada : mise à jour de 2021," Staff Analytical Notes 2021-6fr, Bank of Canada.
• Louis-Philippe Rochon & Mario Seccareccia, 2021. "A Primer on Monetary Policy and Income Distribution: A Heterodox Perspective," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(76), pages 5-25, May.
• Luis Molinas Sosa, 2021. "Divisia Aggregates: A Literature Review and an Application to the Demand for Money in Paraguay," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(77), pages 33-49, August.
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• Dmitry Khametshin, 2021. "High-yield bond markets during the COVID-19 crisis: the role of monetary policy," Occasional Papers 2110, Banco de España.
• Fructuoso Borrallo Egea & Pedro del Río López, 2021. "Estrategia de política monetaria e inflación en Japón," Occasional Papers 2116, Banco de España.
• Fructuoso Borrallo Egea & Pedro del Río López, 2021. "Monetary policy strategy and inflation in Japan," Occasional Papers 2116, Banco de España.
• Eduardo Gutiérrez & César Martín Machuca, 2021. "The effect of tariffs on Spanish goods exports," Working Papers 2121, Banco de España.
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• Beatriz González & Galo Nuño & Dominik Thaler & Silvia Albrizio, 2021. "Firm Heterogeneity, Capital Misallocation and Optimal Monetary Policy," CESifo Working Paper Series 9465, CESifo.
  • González, Beatriz & Nuño, Galo & Thaler, Dominik & Albrizio, Silvia, 2024. "Firm heterogeneity, capital misallocation and optimal monetary policy," Working Paper Series 2890, European Central Bank.
  • Beatriz González & Galo Nuño & Dominik Thaler & Silvia Albrizio, 2021. "Firm heterogeneity, capital misallocation and optimal monetary policy," Working Papers 2145, Banco de España.
  • GONZà LEZ, BEATRIZ & Nuño, Galo & Thaler, Dominik & Albrizio, Silvia, 2023. "Firm Heterogeneity, Capital Misallocation and Optimal Monetary Policy," CEPR Discussion Papers 18695, C.E.P.R. Discussion Papers.
  • Beatriz González & Galo Nuño Barrau & Dominik Thaler & Silvia Albrizio, 2023. "Firm heterogeneity, capital misallocation and optimal monetary policy," BIS Working Papers 1148, Bank for International Settlements.
• Ibarra-Ramírez Raúl, 2021. "The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium," Working Papers 2021-07, Banco de México.
• León, Carlos & Miguélez, Javier, 2021. "Interbank relationship lending revisited: Are the funds available at a similar price?," Research in International Business and Finance, Elsevier, vol. 58(C).
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• Paola Morales & Daniel Osorio-Rodríguez & Juan S. Lemus-Esquivel & Miguel Sarmiento, 2021. "The internationalization of domestic banks and the credit channel of monetary policy," Borradores de Economia 1181, Banco de la Republica de Colombia.
• Pagliari, Maria Sole, 2024. "Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies," European Economic Review, Elsevier, vol. 168(C).
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• Françoise Drumetz & Christian Pfister, 2021. "The Meaning of MMT," Working papers 833, Banque de France.
• Mouabbi, Sarah & Renne, Jean-Paul & Sahuc, Jean-Guillaume, 2024. "Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective," Journal of Banking & Finance, Elsevier, vol. 162(C).
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• Wolf, Martin & Fornaro, Luca, 2021. "Monetary Policy in the Age of Automation," CEPR Discussion Papers 16416, C.E.P.R. Discussion Papers.
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• Claudio Borio, 2021. "Back to the Future: Intellectual Challenges for Monetary Policy," Economic Papers, The Economic Society of Australia, vol. 40(4), pages 273-287, December.
  • Claudio Borio, 2021. "Back to the future: intellectual challenges for monetary policy," BIS Working Papers 981, Bank for International Settlements.
• Claudio Borio, 2021. "Navigating by r*: safe or hazardous?," BIS Working Papers 982, Bank for International Settlements.
• Andrei Shevelev & Maria Kvaktun & Kristina Virovets, 2021. "Effect of Monetary Policy on Investment in Russian Regions," Russian Journal of Money and Finance, Bank of Russia, vol. 80(4), pages 31-49, December.
• Tatiana Grishina & Alexey Ponomarenko, 2023. "Banks’ interest rate setting and transitions between liquidity surplus and deficit," SN Business & Economics, Springer, vol. 3(12), pages 1-18, December.
  • Tatiana Grishina & Alexey Ponomarenko, 2021. "Banks’ interest rate setting and transitions between liquidity surplus and deficit," Bank of Russia Working Paper Series wps79, Bank of Russia.
• Claudio Borio, 2021. "Back to the Future: Intellectual Challenges for Monetary Policy," Economic Papers, The Economic Society of Australia, vol. 40(4), pages 273-287, December.
  • Claudio Borio, 2021. "Back to the future: intellectual challenges for monetary policy," BIS Working Papers 981, Bank for International Settlements.
• Gunda‐Alexandra Detmers & Ozer Karagedikli & Richhild Moessner, 2021. "Quantitative or Qualitative Forward Guidance: Does it Matter?," The Economic Record, The Economic Society of Australia, vol. 97(319), pages 491-503, December.
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• Axel Möhlmann, 2021. "Interest rate risk of life insurers: Evidence from accounting data," Financial Management, Financial Management Association International, vol. 50(2), pages 587-612, June.
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• Bronson Argyle & Taylor Nadauld & Christopher Palmer & Ryan Pratt, 2021. "The Capitalization of Consumer Financing into Durable Goods Prices," Journal of Finance, American Finance Association, vol. 76(1), pages 169-210, February.
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• Marcin Kacperczyk & Christophe Pérignon & Guillaume Vuillemey, 2021. "The Private Production of Safe Assets," Journal of Finance, American Finance Association, vol. 76(2), pages 495-535, April.
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• A. Bartocci & L. Burlon & A. Notarpietro & M. Pisani, 2021. "Macroeconomic Effects of Non‐Standard Monetary Policy Measures in the Euro Area: The Role of Corporate Bond Purchases," Manchester School, University of Manchester, vol. 89(S1), pages 97-130, September.
  • Anna Bartocci & Lorenzo Burlon & Alessandro Notarpietro & Massimiliano Pisani, 2017. "Macroeconomic effects of non-standard monetary policy measures in the euro area: the role of corporate bond purchases," Temi di discussione (Economic working papers) 1136, Bank of Italy, Economic Research and International Relations Area.
• Jin Cao & Valeriya Dinger & Anna Grodecka‐Messi & Ragnar Juelsrud & Xin Zhang, 2021. "The interaction between macroprudential and monetary policies: The cases of Norway and Sweden," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 87-116, February.
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  • Jin Cao & Valeriya Dinger & Anna Grodecka-Messi & Ragnar Juelsrud & Xin Zhang, 2020. "The interaction between macroprudential and monetary policies: The cases of Norway and Sweden," Working Paper 2020/8, Norges Bank.
• Cao, Jin & Dinger, Valeriya & Gómez, Tomás & Gric, Zuzana & Hodula, Martin & Jara, Alejandro & Juelsrud, Ragnar & Liaudinskas, Karolis & Malovaná, Simona & Terajima, Yaz, 2023. "Monetary policy spillover to small open economies: Is the transmission different under low interest rates?," Journal of Financial Stability, Elsevier, vol. 65(C).
  • Jin Cao & Valeriya Dinger & Tomás Gómez & Zuzana Gric & Martin Hodula & Alejandro Jara & Ragnar Juelsrud & Karolis Liaudinskas & Simona Malovaná & Yaz Terajima, 2021. "Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates?," Staff Working Papers 21-62, Bank of Canada.
  • Jin Cao & Valeriya Dinger & Tomás Gómez & Zuzana Gric & Martin Hodula & Alejandro Jara & Ragnar Juelsrud & Karolis Liaudinskas & Simona Malovaná & Yaz Terajima, 2022. "Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates?," Working Papers Central Bank of Chile 937, Central Bank of Chile.
  • Jin Cao & Valeriya Dinger & Tomás Gómez & Zuzana Gric & Martin Hondula & Alejandro Jara & Ragnar Juelsrud & Karolis Liaudinskas & Simona Malovaná & Yaz Terajima, 2021. "Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rate," Working Paper 2021/12, Norges Bank.
  • Jin Cao & Valeriya Dinger & Tomas Gomez & Zuzana Gric & Martin Hodula & Alejandro Jara & Ragnar Juelsrud & Karolis Liaudinskas & Simona Malovana & Yaz Terajima, 2021. "Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates?," Working Papers 2021/6, Czech National Bank.
• Jon H. Findreng, 2021. "Peer Monitoring vs. Search Costs in the Interbank Market: Evidence from Payment Flow Data in Norway," Working Paper 2021/2, Norges Bank.
• Kaminska, Iryna & Mumtaz, Haroon & Šustek, Roman, 2021. "Monetary policy surprises and their transmission through term premia and expected interest rates," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 48-65.
  • Iryna Kaminska & Haroon Mumtaz & Roman Sustek, 2020. "Monetary policy surprises and their transmission through term premia and expected interest rates," Working Papers 917, Queen Mary University of London, School of Economics and Finance.
  • Kaminska, Iryna & Mumtaz, Haroon & Sustek, Roman, 2021. "Monetary policy surprises and their transmission through term premia and expected interest rates," Bank of England working papers 914, Bank of England, revised 28 Apr 2021.
  • Iryna Kaminska & Haroon Mumtaz & Roman Sustek, 2020. "Monetary policy surprises and their transmission through term premia and expected interest rates," Discussion Papers 2024, Centre for Macroeconomics (CFM).
• Polo, Alberto, 2021. "Imperfect pass-through to deposit rates and monetary policy transmission," Bank of England working papers 933, Bank of England.
• Giese, Julia & Joyce, Michael & Meaning, Jack & Worlidge, Jack, 2021. "Preferred habitat investors in the UK government bond market," Bank of England working papers 939, Bank of England.
• Munday, Tim & Brookes, James, 2021. "Mark my words: the transmission of central bank communication to the general public via the print media," Bank of England working papers 944, Bank of England.
• Sihvonen, Markus, 2021. "Yield curve momentum," Research Discussion Papers 15/2021, Bank of Finland.
• Nimrod Segev & Sigal Ribon & Michael Kahn & Jakob Haan, 2024. "Low Interest Rates and Banks’ Interest Margins: Does Deposit Market Concentration Matter?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 65(2), pages 189-218, June.
  • Nimrod Segev & Sigal Ribon & Michael Kahn & Jakob De Haan, 2021. "Low Interest Rates and Banks' Interest Margins: Does Deposit Market Concentration Matter?," Bank of Israel Working Papers 2021.16, Bank of Israel.
• Ko Adachi & Kazuhiro Hiraki, 2021. "Recent Developments in Measuring Inflation Expectations: With a Focus on Market-based Inflation Expectations and the Term Structure of Inflation Expectations," Bank of Japan Research Laboratory Series 21-E-1, Bank of Japan.
• Luca Fanelli & Antonio Marsi, 2021. "Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks," Working Papers wp1164, Dipartimento Scienze Economiche, Universita' di Bologna.
• Latsos Sophia & Schnabl Gunther, 2021. "Determinants of Japanese Household Saving Behavior in the Low-Interest Rate Environment," The Economists' Voice, De Gruyter, vol. 18(1), pages 81-99, December.
  • Sophia Latsos & Gunther Schnabl, 2021. "Determinants of Japanese Household Saving Behavior in the Low-Interest Rate Environment," CESifo Working Paper Series 8927, CESifo.
• Giménez Roche Gabriel A. & Janson Nathalie, 2021. "The Central Bank Shift to Market Maker of Last Resort: The Unintended Consequences of Unconventional Monetary Policies," Journal des Economistes et des Etudes Humaines, De Gruyter, vol. 27(1), pages 1-33, June.
• Feunou Bruno & Fontaine Jean-Sébastien & Jin Jianjian, 2021. "What model for the target rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(1), pages 1-23, February.
• Yvan Lengwiler & Athanasios Orphanides, 2024. "Collateral Framework: Liquidity Premia and Multiple Equilibria," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(2-3), pages 489-516, March.
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  • Lengwiler, Yvan & Orphanides, Athanasios, 2021. "Collateral Framework: Liquidity Premia and Multiple Equilibria," Working papers 2021/06, Faculty of Business and Economics - University of Basel.
  • Orphanides, Athanasios & Lengwiler, Yvan, 2021. "Collateral Framework: Liquidity Premia and Multiple Equilibria," CEPR Discussion Papers 16047, C.E.P.R. Discussion Papers.
• Tian Xiong & Kaan Celebi & Paul J. J. Welfens, 2022. "OECD countries’ twin long-run challenge: The impact of aging dynamics and increasing natural disasters on savings ratios," International Economics and Economic Policy, Springer, vol. 19(4), pages 741-759, October.
  • Tian Xiong & Kaan Celebi & Paul J.J. Welfens, 2021. "OECD Countries' Twin Long-run Challenge: The Impact of Ageing Dynamics and Increasing Natural Disasters on Savings Ratios," EIIW Discussion paper disbei309, Universitätsbibliothek Wuppertal, University Library.
• Christophe Boucher & Patrick Kouontchou, 2021. "Quête de rendements et crise de la Covid-19 : la crise systémique fantôme," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 229-252.
• Laurent Clerc & Anne-Lise Bontemps-Chanel & Mohammed Ouriemchi, 2021. "Quel avenir pour l’assurance vie en France ?," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 253-270.
• Joshua Brault & Hashmat Khan, 2021. "Some International Evidence on Inequality, Demographics, and Long-term Interest Rates," Carleton Economic Papers 21-10, Carleton University, Department of Economics, revised 16 Dec 2021.
• Joshua Brault & Hashmat Khan, 2021. "Indebted Demand in a Two Period Consumption-Saving Model," Carleton Economic Papers 21-13, Carleton University, Department of Economics, revised 05 Jan 2022.
• Dimitrios Anastasiou, 2021. "Macroeconomic determinants of MIR interest rate margin in the euro area," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(1), pages 39-53.
• Carlos Castro-Iragorri & Juan Felipe Peña & Cristhian Rodríguez, 2021. "A Segmented and Observable Yield Curve for Colombia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(2), pages 179-200.
• Martin Werding, 2021. "Fiscal Sustainability and Low Interest Rates: A Note," CESifo Working Paper Series 8861, CESifo.
• Latsos Sophia & Schnabl Gunther, 2021. "Determinants of Japanese Household Saving Behavior in the Low-Interest Rate Environment," The Economists' Voice, De Gruyter, vol. 18(1), pages 81-99, December.
  • Sophia Latsos & Gunther Schnabl, 2021. "Determinants of Japanese Household Saving Behavior in the Low-Interest Rate Environment," CESifo Working Paper Series 8927, CESifo.
• Michael Bauer & Mikhail Chernov, 2024. "Interest Rate Skewness and Biased Beliefs," Journal of Finance, American Finance Association, vol. 79(1), pages 173-217, February.
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  • Michael D. Bauer & Mikhail Chernov, 2021. "Interest Rate Skewness and Biased Beliefs," CESifo Working Paper Series 9150, CESifo.
  • Michael D. Bauer & Mikhail Chernov, 2021. "Interest Rate Skewness and Biased Beliefs," NBER Working Papers 28954, National Bureau of Economic Research, Inc.
  • Bauer, Michael & Chernov, Mikhail, 2021. "Interest rate skewness and biased beliefs," IMFS Working Paper Series 163, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Hagedorn, Marcus, 2021. "An Equilibrium Theory of Nominal Exchange Rates," CEPR Discussion Papers 16517, C.E.P.R. Discussion Papers.
  • Marcus Hagedorn, 2021. "An Equilibrium Theory of Nominal Exchange Rates," CESifo Working Paper Series 9290, CESifo.
• Baumeister, Christiane, 2021. "Measuring Market Expectations," CEPR Discussion Papers 16520, C.E.P.R. Discussion Papers.
  • Christiane Baumeister, 2021. "Measuring Market Expectations," CESifo Working Paper Series 9305, CESifo.
  • Christiane Baumeister, 2021. "Measuring Market Expectations," NBER Working Papers 29232, National Bureau of Economic Research, Inc.
  • Christiane Baumeister, 2021. "Measuring Market Expectations," Working Papers 202163, University of Pretoria, Department of Economics.
• Argimon, Isabel & Danton, Jayson M. & de Haan, Jakob & Rodriguez-Martin, Javier & Rodriguez-Moreno, Maria, 2023. "Low interest rates and banks’ interest margins: Does belonging to a banking group matter?," Journal of Banking & Finance, Elsevier, vol. 154(C).
  • Isabel Argimon & Jayson M. Danton & Jakob de Haan & Javier Rodriguez-Martin & Maria Rodriguez-Moreno, 2021. "Low Interest Rates and Banks' Interest Margins: Does Belonging to a Banking Group Matter?," CESifo Working Paper Series 9340, CESifo.
• Joan Costa-Font & Cristina Vilaplana-Prieto, 2022. "Biased survival expectations and behaviours: Does domain specific information matter?," Journal of Risk and Uncertainty, Springer, vol. 65(3), pages 285-317, December.
  • Costa-Font, Joan & Vilaplana-Prieto, Cristina, 2021. "Biased Survival Expectations and Behaviours: Does Domain Specific Information Matter?," IZA Discussion Papers 14876, Institute of Labor Economics (IZA).
  • Costa-Font, Joan & Vilaplana-Prieto, Cristina, 2022. "Biased survival expectations and behaviours: does domain specific information matter?," LSE Research Online Documents on Economics 112709, London School of Economics and Political Science, LSE Library.
  • Joan Costa-i-Font & Cristina Vilaplana-Prieto, 2021. "Biased Survival Expectations and Behaviours: Does Domain Specific Information Matter?," CESifo Working Paper Series 9424, CESifo.
• Beatriz González & Galo Nuño & Dominik Thaler & Silvia Albrizio, 2021. "Firm heterogeneity, capital misallocation and optimal monetary policy," Working Papers 2145, Banco de España.
  • González, Beatriz & Nuño, Galo & Thaler, Dominik & Albrizio, Silvia, 2024. "Firm heterogeneity, capital misallocation and optimal monetary policy," Working Paper Series 2890, European Central Bank.
  • GONZà LEZ, BEATRIZ & Nuño, Galo & Thaler, Dominik & Albrizio, Silvia, 2023. "Firm Heterogeneity, Capital Misallocation and Optimal Monetary Policy," CEPR Discussion Papers 18695, C.E.P.R. Discussion Papers.
  • Beatriz González & Galo Nuño Barrau & Dominik Thaler & Silvia Albrizio, 2023. "Firm heterogeneity, capital misallocation and optimal monetary policy," BIS Working Papers 1148, Bank for International Settlements.
  • Beatriz González & Galo Nuño & Dominik Thaler & Silvia Albrizio, 2021. "Firm Heterogeneity, Capital Misallocation and Optimal Monetary Policy," CESifo Working Paper Series 9465, CESifo.
• António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2021. "International transmission of interest rates: the role of international reserves and sovereign debt," Working Papers REM 2021/0156, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  • António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2021. "International Transmission of Interest Rates: The Role of International Reserves and Sovereign Debt," EconPol Working Paper 54, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Tsutomu Watanabe & Tomoyoshi Yabu, 2021. "Japan’s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data," CARF F-Series CARF-F-508, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Roman Sustek, 2021. "Yield curve and the business cycle in conventional times," Discussion Papers 2122, Centre for Macroeconomics (CFM).
• Miranda-Pinto, Jorge & Murphy, Daniel & Walsh, Kieran James & Young, Eric R., 2023. "Saving constraints, inequality, and the credit market response to fiscal stimulus," European Economic Review, Elsevier, vol. 151(C).
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• Rodríguez-López, Araceli & Fernández-Abascal, Hermenegildo & Maté-García, Jorge-Julio & Rodríguez-Fernández, José-Miguel & Rojo-García, José-Luis & Sanz-Gómez, José-Antonio, 2021. "Evaluating Euribor Manipulation: Effects on Mortgage Borrowers," Finance Research Letters, Elsevier, vol. 40(C).
• Azzone, Michele & Baviera, Roberto, 2021. "Synthetic forwards and cost of funding in the equity derivative market," Finance Research Letters, Elsevier, vol. 41(C).
• Bouri, Elie & Gupta, Rangan & Majumdar, Anandamayee & Subramaniam, Sowmya, 2021. "Time-varying risk aversion and forecastability of the US term structure of interest rates," Finance Research Letters, Elsevier, vol. 42(C).
  • Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam, 2020. "Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates," Working Papers 202098, University of Pretoria, Department of Economics.
• De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021. "Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?," Finance Research Letters, Elsevier, vol. 43(C).
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• Fendel, Ralf & Neumann, Christian, 2021. "Tail risk in the European sovereign bond market during the financial crises: Detecting the influence of the European Central Bank," Global Finance Journal, Elsevier, vol. 50(C).
• Gürkaynak, Refet S. & Kara, A. Hakan & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2021. "Monetary policy surprises and exchange rate behavior," Journal of International Economics, Elsevier, vol. 130(C).
  • Refet S. Gürkaynak & A. Hakan Kara & Burçin Kısacıkoğlu & Sang Seok Lee, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," NBER Chapters, in: NBER International Seminar on Macroeconomics 2020, National Bureau of Economic Research, Inc.
  • Gürkaynak, Refet S. & Kara, Ali Hakan & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2020. "Monetary policy surprises and exchange rate behavior," CFS Working Paper Series 642, Center for Financial Studies (CFS).
  • Refet S. Gürkaynak & A. Hakan Kara & Burcin Kisacikoglu, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," CESifo Working Paper Series 8557, CESifo.
  • Refet S. Gürkaynak & A. Hakan Kara & Burçin Kısacıkoğlu & Sang Seok Lee, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," NBER Working Papers 27819, National Bureau of Economic Research, Inc.
  • Gürkaynak, Refet & Kara, A. Hakan & KısacıkoÄŸlu, Burçin & Lee, Sang Seok, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," CEPR Discussion Papers 15289, C.E.P.R. Discussion Papers.
• Niemeläinen, Julia, 2021. "External imbalances between China and the United States: A dynamic analysis with a life-cycle model," Journal of International Economics, Elsevier, vol. 131(C).
• Lakdawala, Aeimit & Moreland, Timothy & Schaffer, Matthew, 2021. "The international spillover effects of US monetary policy uncertainty," Journal of International Economics, Elsevier, vol. 133(C).
• Glocker, C., 2021. "Reserve requirements and financial stability," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
• Morita, Hiroshi & Okimoto, Tatsuyoshi, 2021. "The interest rate determination when economic variables are partially observable," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
• Belke, Ansgar & Gros, Daniel, 2021. "QE in the euro area: Has the PSPP benefited peripheral bonds?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
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• Backwell, Alex, 2021. "Unspanned stochastic volatility from an empirical and practical perspective," Journal of Banking & Finance, Elsevier, vol. 122(C).
• Brubakk, Leif & ter Ellen, Saskia & Xu, Hong, 2021. "Central bank communication through interest rate projections," Journal of Banking & Finance, Elsevier, vol. 124(C).
• Akram, Q. Farooq & Findreng, Jon H., 2021. "Norwegian interbank market's response to changes in liquidity policy," Journal of Banking & Finance, Elsevier, vol. 125(C).
• Blöchlinger, Andreas, 2021. "Interest rate risk in the banking book: A closed-form solution for non-maturity deposits," Journal of Banking & Finance, Elsevier, vol. 125(C).
• Eguren Martin, Fernando & Meldrum, Andrew & Yan, Wen, 2021. "No-Arbitrage pricing of GDP-Linked bonds," Journal of Banking & Finance, Elsevier, vol. 126(C).
  • Eguren-Martin, Fernando & Meldrum, Andrew & Yan, Wen, 2020. "No-arbitrage pricing of GDP-linked bonds," Bank of England working papers 849, Bank of England.
• Hansen, Anne Lundgaard, 2021. "Modeling persistent interest rates with double-autoregressive processes," Journal of Banking & Finance, Elsevier, vol. 133(C).
• Prat, Georges & Uctum, Remzi, 2021. "Term structure of interest rates: Modelling the risk premium using a two horizons framework," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 421-436.
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  • Georges Prat & Remzi Uctum, 2018. "Term structure of interest rates: modelling the risk premium using a two horizons framework," EconomiX Working Papers 2018-25, University of Paris Nanterre, EconomiX.
  • Georges Prat & Remzi Uctum, 2018. "Term structure of interest rates: modelling the risk premium using a two-horizons framework," Post-Print hal-01828854, HAL.
  • Georges Prat & Remzi Uctum, 2021. "Term structure of interest rates: modelling the risk premium using a two horizons framework," Post-Print hal-03319099, HAL.
• Augustin, P. & Chernov, M. & Schmid, L. & Song, D., 2021. "Benchmark interest rates when the government is risky," Journal of Financial Economics, Elsevier, vol. 140(1), pages 74-100.
  • Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2019. "Benchmark Interest Rates When the Government is Risky," NBER Working Papers 26429, National Bureau of Economic Research, Inc.
  • Chernov, Mikhail & Augustin, Patrick & Schmid, Lukas & Song, Dongho, 2019. "Benchmark interest rates when the government is risky," CEPR Discussion Papers 14105, C.E.P.R. Discussion Papers.
• Bekaert, Geert & Engstrom, Eric & Ermolov, Andrey, 2021. "Macro risks and the term structure of interest rates," Journal of Financial Economics, Elsevier, vol. 141(2), pages 479-504.
  • Geert Bekaert & Eric Engstrom & Andrey Ermolov, 2016. "Macro Risks and the Term Structure of Interest Rates," NBER Working Papers 22839, National Bureau of Economic Research, Inc.
  • Geert Bekaert & Eric Engstrom & Andrey Ermolov, 2017. "Macro Risks and the Term Structure of Interest Rates," Finance and Economics Discussion Series 2017-058, Board of Governors of the Federal Reserve System (U.S.).
• Klingler, Sven & Syrstad, Olav, 2021. "Life after LIBOR," Journal of Financial Economics, Elsevier, vol. 141(2), pages 783-801.
• Leombroni, Matteo & Vedolin, Andrea & Venter, Gyuri & Whelan, Paul, 2021. "Central bank communication and the yield curve," Journal of Financial Economics, Elsevier, vol. 141(3), pages 860-880.
• Gonçalves, Andrei S., 2021. "The short duration premium," Journal of Financial Economics, Elsevier, vol. 141(3), pages 919-945.
• Cieslak, Anna & Pang, Hao, 2021. "Common shocks in stocks and bonds," Journal of Financial Economics, Elsevier, vol. 142(2), pages 880-904.
• Liu, Yan & Wu, Jing Cynthia, 2021. "Reconstructing the yield curve," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1395-1425.
  • Yan Liu & Jing Cynthia Wu, 2020. "Reconstructing the Yield Curve," NBER Working Papers 27266, National Bureau of Economic Research, Inc.
• Lin, Mucai & Niu, Linlin, 2021. "Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve," Journal of International Money and Finance, Elsevier, vol. 111(C).
  • Mucai Lin & Linlin Niu, 2019. "Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve," Working Papers 2019-05-17, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, revised 14 Oct 2020.
• Wang, Bin & Kwan, Yum K., 2021. "Measuring the natural rates of interest of OECD and BRICS economies: A time varying perspective," Journal of International Money and Finance, Elsevier, vol. 112(C).
• Zhang, Ren & Martínez-García, Enrique & Wynne, Mark A. & Grossman, Valerie, 2021. "Ties that bind: Estimating the natural rate of interest for small open economies," Journal of International Money and Finance, Elsevier, vol. 113(C).
  • Valerie Grossman & Enrique Martínez García & Mark A. Wynne & Ren Zhang, 2019. "Ties That Bind: Estimating the Natural Rate of Interest for Small Open Economies," Globalization Institute Working Papers 359, Federal Reserve Bank of Dallas, revised 05 Mar 2021.
• Li, Yulin, 2021. "Investor sentiment and sovereign bonds," Journal of International Money and Finance, Elsevier, vol. 115(C).
• Christensen, Jens H.E. & Fischer, Eric & Shultz, Patrick J., 2021. "Bond flows and liquidity: Do foreigners matter?," Journal of International Money and Finance, Elsevier, vol. 117(C).
• Consoli, Sergio & Pezzoli, Luca Tiozzo & Tosetti, Elisa, 2021. "Emotions in macroeconomic news and their impact on the European bond market," Journal of International Money and Finance, Elsevier, vol. 118(C).
  • Sergio Consoli & Luca Tiozzo Pezzoli & Elisa Tosetti, 2021. "Emotions in Macroeconomic News and their Impact on the European Bond Market," Papers 2106.15698, arXiv.org.
• Cusato Novelli, Antonio & Barcia, Giancarlo, 2021. "Sovereign Risk, Public Investment and the Fiscal Policy Stance," Journal of Macroeconomics, Elsevier, vol. 67(C).
• Gross, Jonas & Zahner, Johannes, 2021. "What is on the ECB’s mind? Monetary policy before and after the global financial crisis," Journal of Macroeconomics, Elsevier, vol. 68(C).
• Waheed, Farah & Abdul Rashid,, 2021. "Credit frictions, fiscal imbalances, monetary policy autonomy, and monetary policy rules," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).
• Hajilee, Massomeh & Niroomand, Farhang, 2021. "Is there an asymmetric link between the shadow economy and the financial depth of emerging market economies?," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).
• Nasir, Muhammad Ali, 2021. "Zero Lower Bound and negative interest rates: Choices for monetary policy in the UK," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 200-229.
• Vides, José Carlos & Golpe, Antonio A. & Iglesias, Jesús, 2021. "The impact of the term spread in US monetary policy from 1870 to 2013," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 230-251.
• Bulíř, Aleš & Vlček, Jan, 2021. "Monetary transmission: Are emerging market and low-income countries different?," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 95-108.
  • Mr. Aleš Bulíř & Mr. Jan Vlcek, 2015. "Monetary Transmission: Are Emerging Market and Low Income Countries Different?," IMF Working Papers 2015/239, International Monetary Fund.
  • Ales Bulir & Jan Vlcek, 2016. "Monetary Transmission: Are Emerging Market and Low-Income Countries Different?," Working Papers 2016/02, Czech National Bank.
• Carnazza, Giovanni & Liberati, Paolo, 2021. "The asymmetric impact of the pandemic crisis on interest rates on public debt in the Eurozone," Journal of Policy Modeling, Elsevier, vol. 43(3), pages 521-542.
• Mayer, Thomas & Schnabl, Gunther, 2021. "Covid-19 and the euthanasia of interest rates: A critical assessment of central bank policy in our times," Journal of Policy Modeling, Elsevier, vol. 43(6), pages 1241-1258.
• Lansing, Kevin J., 2021. "Endogenous forecast switching near the zero lower bound," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 153-169.
  • Kevin J. Lansing, 2019. "Endogenous Forecast Switching Near the Zero Lower Bound," Working Paper Series 2017-24, Federal Reserve Bank of San Francisco.
• Garga, Vaishali & Singh, Sanjay R., 2021. "Output hysteresis and optimal monetary policy," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 871-886.
  • Sanjay Singh, 2018. "Output Hysteresis and Optimal Monetary Policy," 2018 Meeting Papers 554, Society for Economic Dynamics.
  • Vaishali Garga & Sanjay R. Singh, 2019. "Output Hysteresis and Optimal Monetary Policy," Working Papers 19-19, Federal Reserve Bank of Boston.
  • Sanjay R. Singh & Vaishali Garga, 2019. "Output Hysteresis and Optimal Monetary Policy," Working Papers 331, University of California, Davis, Department of Economics.
• Kaminska, Iryna & Mumtaz, Haroon & Šustek, Roman, 2021. "Monetary policy surprises and their transmission through term premia and expected interest rates," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 48-65.
  • Iryna Kaminska & Haroon Mumtaz & Roman Sustek, 2020. "Monetary policy surprises and their transmission through term premia and expected interest rates," Working Papers 917, Queen Mary University of London, School of Economics and Finance.
  • Kaminska, Iryna & Mumtaz, Haroon & Sustek, Roman, 2021. "Monetary policy surprises and their transmission through term premia and expected interest rates," Bank of England working papers 914, Bank of England, revised 28 Apr 2021.
  • Iryna Kaminska & Haroon Mumtaz & Roman Sustek, 2020. "Monetary policy surprises and their transmission through term premia and expected interest rates," Discussion Papers 2024, Centre for Macroeconomics (CFM).
• Mehrotra, Neil R. & Sergeyev, Dmitriy, 2021. "Debt sustainability in a low interest rate world," Journal of Monetary Economics, Elsevier, vol. 124(S), pages 1-18.
• Eggertsson, Gauti B. & Robbins, Jacob A. & Wold, Ella Getz, 2021. "Kaldor and Piketty’s facts: The rise of monopoly power in the United States," Journal of Monetary Economics, Elsevier, vol. 124(S), pages 19-38.
  • Gauti Eggertsson & Jacob Robbins, 2018. "Kaldor and Piketty's Facts: the Rise of Monopoly Power in the United States," 2018 Meeting Papers 77, Society for Economic Dynamics.
  • Gauti B. Eggertsson & Jacob A. Robbins & Ella Getz Wold, 2018. "Kaldor and Piketty’s Facts: The Rise of Monopoly Power in the United States," NBER Working Papers 24287, National Bureau of Economic Research, Inc.
• Marx, Magali & Mojon, Benoît & Velde, François R., 2021. "Why have interest rates fallen far below the return on capital?," Journal of Monetary Economics, Elsevier, vol. 124(S), pages 57-76.
  • M. Marx & B. Mojon & F. Velde, 2017. "Why Have Interest Rates Fallen far Below the Return on Capital," Working papers 630, Banque de France.
  • Magali Marx & Benoit Mojon & Francois R. Velde, 2018. "Why Have Interest Rates Fallen Far Below the Return on Capital," Working Paper Series WP-2018-1, Federal Reserve Bank of Chicago.
  • Magali Marx & Benoit Mojon & François R. Velde, 2019. "Why have interest rates fallen far below the return on capital," BIS Working Papers 794, Bank for International Settlements.
• Hattori, Takahiro, 2021. "Noise as a liquidity measure: Evidence from the JGB market," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
• Umar, Zaghum & Manel, Youssef & Riaz, Yasir & Gubareva, Mariya, 2021. "Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
• Umar, Zaghum & Yousaf, Imran & Aharon, David Y., 2021. "The relationship between yield curve components and equity sectorial indices: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
• Cour-Thimann, Philippine & Jung, Alexander, 2021. "Interest-rate setting and communication at the ECB in its first twenty years," European Journal of Political Economy, Elsevier, vol. 70(C).
• Hajilee, Massomeh & Stringer, Donna Y. & Hayes, Linda A., 2021. "On the link between the shadow economy and stock market development: An asymmetry analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 303-316.
• Argyropoulos, Efthymios & Tzavalis, Elias, 2021. "The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 785-796.
• Boungou, Whelsy, 2021. "Empirical evidence of the lending channel of monetary policy under negative interest rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 309-318.
  • Whelsy Boungou, 2020. "Empirical Evidence of the Lending Channel of Monetary Policy under Negative Interest Rates," Post-Print hal-03689971, HAL.
  • Whelsy Boungou, 2020. "Empirical Evidence of the Lending Channel of Monetary Policy under Negative Interest Rates," Working Papers hal-03258222, HAL.
  • Whelsy BOUNGOU, 2020. "Empirical Evidence of the Lending Channel of Monetary Policy under Negative Interest Rates," Bordeaux Economics Working Papers 2020-16, Bordeaux School of Economics (BSE).
• Killins, Robert N. & Egly, Peter V. & Batabyal, Sourav, 2021. "The impact of the yield curve on bank equity returns: Evidence from Canada," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 319-329.
• Zhang, Yulian & Hamori, Shigeyuki, 2021. "Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 145-162.
• Tomat, Gian Maria, 2021. "Term Spreads, Forward Rates and Yield Curve Forecasts," Research in Economics, Elsevier, vol. 75(2), pages 152-163.
• Gupta, Rangan & Subramaniam, Sowmya & Bouri, Elie & Ji, Qiang, 2021. "Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 289-298.
  • Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji, 2020. "Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities," Working Papers 202078, University of Pretoria, Department of Economics.
• Hou, Keqiang & Li, Xing & Li, Zeguang & Wu, Ting, 2021. "Forecasting bond returns in a macro model," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 524-545.
• Li, Xiao-Lin & Si, Deng-Kui & Ge, Xinyu, 2021. "China’s interest rate pass-through after the interest rate liberalization: Evidence from a nonlinear autoregressive distributed lag model," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 257-274.
• Salisu, Afees A. & Vo, Xuan Vinh, 2021. "The behavior of exchange rate and stock returns in high and low interest rate environments," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 138-149.
• Guo, Junjie & Guo, Yumei & Miao, Shan & Pang, Xin, 2021. "An investigation of semantic similarity in PBOC’s communication on RMB volatility," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 441-455.
• Belke, Ansgar & Klose, Jens, 2021. "Safe haven flows, natural interest rates and secular stagnation—Empirical evidence for Euro area countries," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1164-1190.
  • Belke, Ansgar & Klose, Jens, 2019. "Safe haven flows, natural interest rates and secular stagnation: Empirical evidence for euro area countries," Ruhr Economic Papers 831, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Cavaca, Igor Bastos & Meurer, Roberto, 2021. "International monetary policy spillovers: Linkages between U.S. and South American yield curves," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 737-754.
• Tuna, Gulcay & Almahadin, Hamed Ahmad, 2021. "Does interest rate and its volatility affect banking sector development? Empirical evidence from emerging market economies," Research in International Business and Finance, Elsevier, vol. 58(C).
• Zhang, Shuai & Hou, Xinyu & Ba, Shusong, 2021. "What determines interest rates for bitcoin lending?," Research in International Business and Finance, Elsevier, vol. 58(C).
• Flores, Eduardo & de Carvalho, João Vinicius França & Sampaio, Joelson Oliveira, 2021. "Impact of interest rates on the life insurance market development: Cross-country evidence," Research in International Business and Finance, Elsevier, vol. 58(C).
• León, Carlos & Miguélez, Javier, 2021. "Interbank relationship lending revisited: Are the funds available at a similar price?," Research in International Business and Finance, Elsevier, vol. 58(C).
  • Carlos León & Javier Miguélez, 2021. "Interbank relationship lending revisited: Are the funds available at a similar price?," Borradores de Economia 1151, Banco de la Republica de Colombia.

2020

• Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2024. "Predicting Bond Return Predictability," Management Science, INFORMS, vol. 70(2), pages 931-951, February.
  • Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2020. "Predicting bond return predictability," CREATES Research Papers 2020-09, Department of Economics and Business Economics, Aarhus University.
• Mabid Ali Al-Jarhi, 2020. "Reforming Islamic Finance إصلاح المالية الإسلامية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 33(2), pages 101-107, July.
• Refet S. Gürkaynak & Burçin Kisacikoğlu & Jonathan H. Wright, 2020. "Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises," American Economic Review, American Economic Association, vol. 110(12), pages 3871-3912, December.
  • Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright, 2018. "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," NBER Working Papers 25016, National Bureau of Economic Research, Inc.
  • Gürkaynak, Refet & KısacıkoÄŸlu, Burçin & Wright, Jonathan, 2018. "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," CEPR Discussion Papers 13153, C.E.P.R. Discussion Papers.
  • Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright, 2018. "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," CESifo Working Paper Series 7229, CESifo.
• Ben S. Bernanke, 2020. "The New Tools of Monetary Policy," American Economic Review, American Economic Association, vol. 110(4), pages 943-983, April.
• Michael D. Bauer & Glenn D. Rudebusch, 2020. "Interest Rates under Falling Stars," American Economic Review, American Economic Association, vol. 110(5), pages 1316-1354, May.
  • Michael D. Bauer & Glenn D. Rudebusch, 2017. "Interest Rates Under Falling Stars," CESifo Working Paper Series 6571, CESifo.
  • Michael D. Bauer & Glenn D. Rudebusch, 2019. "Interest Rates Under Falling Stars," Working Paper Series 2017-16, Federal Reserve Bank of San Francisco.
• Sebastian Di Tella, 2020. "Risk Premia and the Real Effects of Money," American Economic Review, American Economic Association, vol. 110(7), pages 1995-2040, July.
• Xavier Gabaix, 2020. "A Behavioral New Keynesian Model," American Economic Review, American Economic Association, vol. 110(8), pages 2271-2327, August.
  • Gabaix, Xavier, 2016. "A Behavioral New Keynesian Model," CEPR Discussion Papers 11729, C.E.P.R. Discussion Papers.
  • Xavier Gabaix, 2016. "A Behavioral New Keynesian Model," NBER Working Papers 22954, National Bureau of Economic Research, Inc.
• Marek Jarociński & Peter Karadi, 2020. "Deconstructing Monetary Policy Surprises—The Role of Information Shocks," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(2), pages 1-43, April.
  • Karadi, Peter & Jarocinski, Marek, 2018. "Deconstructing Monetary Policy Surprises - The Role of Information Shocks," CEPR Discussion Papers 12765, C.E.P.R. Discussion Papers.
  • Jarociński, Marek & Karadi, Peter, 2018. "Deconstructing monetary policy surprises: the role of information shocks," Working Paper Series 2133, European Central Bank.
• Rosen Valchev, 2020. "Bond Convenience Yields and Exchange Rate Dynamics," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(2), pages 124-166, April.
  • Rosen Valchev, 2017. "Bond Convenience Yields and Exchange Rate Dynamics," Boston College Working Papers in Economics 943, Boston College Department of Economics.
• Pierpaolo Benigno & Gauti B. Eggertsson & Federica Romei, 2020. "Dynamic Debt Deleveraging and Optimal Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(2), pages 310-350, April.
  • Pierpaolo Benigno & Gauti B. Eggertsson & Federica Romei, 2014. "Dynamic Debt Deleveraging and Optimal Monetary Policy," NBER Working Papers 20556, National Bureau of Economic Research, Inc.
  • Benigno, Pierpaolo & Romei, Federica & Eggertsson, Gauti, 2016. "Dynamic Debt Deleveraging and Optimal Monetary Policy," CEPR Discussion Papers 11180, C.E.P.R. Discussion Papers.
  • Gauti Eggertsson & Federica Romei & Pierpaolo Benigno, 2015. "Dynamic Debt Deleveraging and Optimal Monetary Policy," 2015 Meeting Papers 390, Society for Economic Dynamics.
• Christian K. Wolf, 2020. "SVAR (Mis)identification and the Real Effects of Monetary Policy Shocks," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(4), pages 1-32, October.
• Miguel León-Ledesma & Alessio Moro, 2020. "The Rise of Services and Balanced Growth in Theory and Data," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(4), pages 109-146, October.
  • Miguel Leon-Ledesma & Alessio Moro, 2017. "The Rise of Services and Balanced Growth in Theory and Data," Discussion Papers 1714, Centre for Macroeconomics (CFM).
  • Leon-Ledesma, Miguel & Moro, Alessio, 2017. "The rise of services and balanced growth in theory and data," LSE Research Online Documents on Economics 86161, London School of Economics and Political Science, LSE Library.
  • Miguel Leon-Ledesma & Alessio Moro, 2018. "The Rise of Services and Balanced Growth in Theory and Data," 2018 Meeting Papers 424, Society for Economic Dynamics.
• John Geanakoplos & Haobin Wang, 2020. "Quantitative Easing, Collateral Constraints, and Financial Spillovers," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(4), pages 180-217, October.
• Guihai Zhao, 2020. "Ambiguity, Nominal Bond Yields, and Real Bond Yields," American Economic Review: Insights, American Economic Association, vol. 2(2), pages 177-192, June.
  • Guihai Zhao, 2018. "Ambiguity, Nominal Bond Yields and Real Bond Yields," Staff Working Papers 18-24, Bank of Canada.
• Richard W. Evans, 2020. "Public Debt, Interest Rates, and Negative Shocks," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 137-140, May.
• Michael J. Boskin, 2020. "Are Large Deficits and Debt Dangerous?," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 145-148, May.
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• Johannes Brumm & Laurence Kotlikoff & Felix Kubler, 2020. "Leveraging Posterity's Prosperity?," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 152-156, May.
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  • Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin, 2020. "Trend inflation meets macro-finance: the puzzling behavior of price dispersion," Department of Economics Working Paper Series 304, WU Vienna University of Economics and Business.
• Ales Marsal & Katrin Rabitsch & Lorant Kaszab, 2019. "Trend Inflation Meets Macro-Finance: The Puzzling Behavior of Price Dispersion," Working and Discussion Papers WP 6/2019, Research Department, National Bank of Slovakia.
  • Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin, 2020. "Trend inflation meets macro-finance: the puzzling behavior of price dispersion," Department of Economics Working Paper Series 304, WU Vienna University of Economics and Business.
  • Lorant Kaszab & Ales Marsal & Katrin Rabitsch, 2020. "Trend inflation meets macro-finance: the puzzling behavior of price dispersion," Department of Economics Working Papers wuwp304, Vienna University of Economics and Business, Department of Economics.
• Jing Cynthia Wu & Fan Dora Xia, 2020. "Negative interest rate policy and the yield curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 653-672, September.
  • Jing Cynthia Wu & Fan Dora Xia, 2018. "Negative Interest Rate Policy and the Yield Curve," NBER Working Papers 25180, National Bureau of Economic Research, Inc.
  • Dora Xia & Jing Cynthia Wu, 2018. "The negative interest rate policy and the yield curve," BIS Working Papers 703, Bank for International Settlements.
• Edward Nelson, 2020. "Seven Fallacies Concerning Milton Friedman's “The Role of Monetary Policy”," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(1), pages 145-164, February.
  • Edward Nelson, 2018. "Seven Fallacies Concerning Milton Friedman's \"The Role of Monetary Policy\"," Finance and Economics Discussion Series 2018-013, Board of Governors of the Federal Reserve System (U.S.).
• Garth Baughman & Francesca Carapella, 2020. "Voluntary Reserve Targets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 583-612, March.
  • Garth Baughman & Francesca Carapella, 2018. "Voluntary Reserve Targets," Finance and Economics Discussion Series 2018-032, Board of Governors of the Federal Reserve System (U.S.).
• Peter Tillmann, 2020. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 803-833, June.
  • Peter Tillmann, 2017. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," MAGKS Papers on Economics 201724, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  • Peter Tillmann, 2018. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," GRU Working Paper Series GRU_2018_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
• Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 52(S1), pages 197-231.
  • Johannes Bubeck & Angela Maddaloni & José‐Luis Peydró, 2020. "Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S1), pages 197-231, October.
  • Johannes Bubeck & Angela Maddaloni & José-Luis Peydró, 2019. "Negative Monetary Policy Rates and Systemic Banks' Risk-Taking: Evidence from the Euro Area Securities Register," Working Papers 1128, Barcelona School of Economics.
  • Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative monetary policy rates and systemic banks’ risk-taking: evidence from the euro area securities register," Working Paper Series 2398, European Central Bank.
  • Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register," EconStor Preprints 216806, ZBW - Leibniz Information Centre for Economics.
  • Johannes Bubeck & Angela Maddaloni & José-Luis Peydró, 2019. "Negative monetary policy rates and systemic banks’ risk-taking: Evidence from the Euro area securities register," Economics Working Papers 1678, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2020.
  • Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative monetary policy rates and systemic banks' risk-taking: Evidence from the euro area securities register," Discussion Papers 37/2020, Deutsche Bundesbank.
• Drew D. Creal & Jing Cynthia Wu, 2020. "Bond risk premia in consumption‐based models," Quantitative Economics, Econometric Society, vol. 11(4), pages 1461-1484, November.
  • Drew D. Creal & Jing Cynthia Wu, 2016. "Bond Risk Premia in Consumption-based Models," NBER Working Papers 22183, National Bureau of Economic Research, Inc.
• Jens H. E. Christensen & Jose A. Lopez & Patrick J. Shultz, 2020. "Is There an On-the-Run Premium in TIPS?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 1-42, June.
  • Jens H. E. Christensen & Jose A. Lopez & Patrick Shultz, 2017. "Is There an On-the-Run Premium in TIPS?," Working Paper Series 2017-10, Federal Reserve Bank of San Francisco.
• 洪智武 & 牛霖琳, 2020. "中国通货膨胀预期及其影响因素分析——基于混频无套利Nelson-Siegel利率期限结构扩展模型," Working Papers 2020-09-28, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Kortela, Tomi & Nelimarkka, Jaakko, 2020. "The effects of conventional and unconventional monetary policy: Identification through the yield curve," Bank of Finland Research Discussion Papers 3/2020, Bank of Finland.
• Granziera, Eleonora & Sihvonen, Markus, 2024. "Bonds, currencies and expectational errors," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
  • Granziera, Eleonora & Sihvonen, Markus, 2020. "Bonds, currencies and expectational errors," Working Paper 2020/3, Norges Bank.
  • Granziera, Eleonora & Sihvonen, Markus, 2020. "Bonds, currencies and expectational errors," Bank of Finland Research Discussion Papers 7/2020, Bank of Finland.
• Melanie Klein, 2020. "Implications of negative interest rates for the net interest margin and lending of euro area banks," BIS Working Papers 848, Bank for International Settlements.
  • Klein, Melanie, 2020. "Implications of negative interest rates for the net interest margin and lending of euro area banks," Discussion Papers 10/2020, Deutsche Bundesbank.
• Hertrich, Markus, 2020. "Foreign exchange interventions under a one-sided target zone regime and the Swiss franc," Discussion Papers 21/2020, Deutsche Bundesbank.
• Schupp, Fabian, 2020. "The (ir)relevance of the nominal lower bound for real yield curve analysis," Working Paper Series 2476, European Central Bank.
  • Schupp, Fabian, 2020. "The (ir)relevance of the nominal lower bound for real yield curve analysis," Discussion Papers 32/2020, Deutsche Bundesbank.
• Johannes Bubeck & Angela Maddaloni & José‐Luis Peydró, 2020. "Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S1), pages 197-231, October.
  • Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 52(S1), pages 197-231.
  • Johannes Bubeck & Angela Maddaloni & José-Luis Peydró, 2019. "Negative Monetary Policy Rates and Systemic Banks' Risk-Taking: Evidence from the Euro Area Securities Register," Working Papers 1128, Barcelona School of Economics.
  • Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative monetary policy rates and systemic banks' risk-taking: Evidence from the euro area securities register," Discussion Papers 37/2020, Deutsche Bundesbank.
  • Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register," EconStor Preprints 216806, ZBW - Leibniz Information Centre for Economics.
  • Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative monetary policy rates and systemic banks’ risk-taking: evidence from the euro area securities register," Working Paper Series 2398, European Central Bank.
  • Johannes Bubeck & Angela Maddaloni & José-Luis Peydró, 2019. "Negative monetary policy rates and systemic banks’ risk-taking: Evidence from the Euro area securities register," Economics Working Papers 1678, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2020.
• Barbu, Alexandru & Fricke, Christoph & ,, 2020. "Procyclical Asset Management and Bond Risk Premia," CEPR Discussion Papers 15123, C.E.P.R. Discussion Papers.
  • Barbu, Alexandru & Fricke, Christoph & Moench, Emanuel, 2021. "Procyclical asset management and bond risk premia," ESRB Working Paper Series 116, European Systemic Risk Board.
  • Barbu, Alexandru & Fricke, Christoph & Mönch, Emanuel, 2020. "Procyclical asset management and bond risk premia," Discussion Papers 38/2020, Deutsche Bundesbank.
• Ruppert, Kilian & Stähler, Nikolai, 2020. "Household savings, capital investments and public policies: What drives the German current account?," Discussion Papers 41/2020, Deutsche Bundesbank.
• Heckmann, Lotta & Moertel, Julia, 2020. "Hampered interest rate pass-through: A supply side story?," Discussion Papers 59/2020, Deutsche Bundesbank.
• Gürkaynak, Refet S. & Kara, A. Hakan & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2021. "Monetary policy surprises and exchange rate behavior," Journal of International Economics, Elsevier, vol. 130(C).
  • Refet S. Gürkaynak & A. Hakan Kara & Burçin Kısacıkoğlu & Sang Seok Lee, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," NBER Chapters, in: NBER International Seminar on Macroeconomics 2020, National Bureau of Economic Research, Inc.
  • Gürkaynak, Refet & Kara, A. Hakan & KısacıkoÄŸlu, Burçin & Lee, Sang Seok, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," CEPR Discussion Papers 15289, C.E.P.R. Discussion Papers.
  • Gürkaynak, Refet S. & Kara, Ali Hakan & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2020. "Monetary policy surprises and exchange rate behavior," CFS Working Paper Series 642, Center for Financial Studies (CFS).
  • Refet S. Gürkaynak & A. Hakan Kara & Burcin Kisacikoglu, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," CESifo Working Paper Series 8557, CESifo.
  • Refet S. Gürkaynak & A. Hakan Kara & Burçin Kısacıkoğlu & Sang Seok Lee, 2020. "Monetary Policy Surprises and Exchange Rate Behavior," NBER Working Papers 27819, National Bureau of Economic Research, Inc.
• Kilian, Lutz & Zhou, Xiaoqing, 2022. "Oil prices, exchange rates and interest rates," Journal of International Money and Finance, Elsevier, vol. 126(C).
  • Lutz Kilian & Xiaoqing Zhou, 2019. "Oil prices, exchange rates, and interest rates," 2019 Meeting Papers 592, Society for Economic Dynamics.
  • Kilian, Lutz & Zhou, Xiaoqing, 2020. "Oil prices, exchange rates and interest rates," CFS Working Paper Series 646, Center for Financial Studies (CFS).
  • Lutz Kilian & Zhou Xiaoqing, 2019. "Oil Prices, Exchange Rates and Interest Rates," CESifo Working Paper Series 7484, CESifo.
  • Lutz Kilian & Xiaoqing Zhou, 2019. "Oil Prices, Exchange Rates and Interest Rates," Working Papers 1914, Federal Reserve Bank of Dallas.
  • Kilian, Lutz & Zhou, Xiaoqing, 2019. "Oil Prices, Exchange Rates and Interest Rates," CEPR Discussion Papers 13478, C.E.P.R. Discussion Papers.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2021. "Hopf Bifurcation From New-Keynesian Taylor Rule To Ramsey Optimal Policy," Macroeconomic Dynamics, Cambridge University Press, vol. 25(8), pages 2204-2236, December.
  • Chatelain, Jean-Bernard & Ralf, Kirsten, 2020. "Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Forthcomi.
  • Chatelain, Jean-Bernard & Ralf, Kirsten, 2017. "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," EconStor Preprints 158001, ZBW - Leibniz Information Centre for Economics.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2020. "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," Papers 2002.07479, arXiv.org.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2021. "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," PSE-Ecole d'économie de Paris (Postprint) hal-01527872, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2021. "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," Post-Print hal-01527872, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2020. "Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy," Working Papers halshs-01549929, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2020. "Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy," PSE Working Papers halshs-01549929, HAL.
  • Jean-Bernard, Chatelain & Kirsten, Ralf, 2017. "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," MPRA Paper 79244, University Library of Munich, Germany.
• Ezeibekwe, Obinna Franklin, 2020. "Monetary Policy and Domestic Investment in Nigeria: The Role of the Inflation Rate," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 34(1), pages 139-155.
• Johannes Bubeck & Angela Maddaloni & José‐Luis Peydró, 2020. "Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S1), pages 197-231, October.
  • Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 52(S1), pages 197-231.
  • Johannes Bubeck & Angela Maddaloni & José-Luis Peydró, 2019. "Negative Monetary Policy Rates and Systemic Banks' Risk-Taking: Evidence from the Euro Area Securities Register," Working Papers 1128, Barcelona School of Economics.
  • Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative monetary policy rates and systemic banks’ risk-taking: evidence from the euro area securities register," Working Paper Series 2398, European Central Bank.
  • Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register," EconStor Preprints 216806, ZBW - Leibniz Information Centre for Economics.
  • Johannes Bubeck & Angela Maddaloni & José-Luis Peydró, 2019. "Negative monetary policy rates and systemic banks’ risk-taking: Evidence from the Euro area securities register," Economics Working Papers 1678, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2020.
  • Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative monetary policy rates and systemic banks' risk-taking: Evidence from the euro area securities register," Discussion Papers 37/2020, Deutsche Bundesbank.
• Salzmann, Leonard, 2020. "China's Economic Slowdown and International Inflation Dynamics," EconStor Preprints 176757, ZBW - Leibniz Information Centre for Economics, revised 2020.
• Johannes Bubeck & Angela Maddaloni & José‐Luis Peydró, 2020. "Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S1), pages 197-231, October.
  • Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 52(S1), pages 197-231.
  • Johannes Bubeck & Angela Maddaloni & José-Luis Peydró, 2019. "Negative Monetary Policy Rates and Systemic Banks' Risk-Taking: Evidence from the Euro Area Securities Register," Working Papers 1128, Barcelona School of Economics.
  • Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register," EconStor Preprints 216806, ZBW - Leibniz Information Centre for Economics.
  • Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative monetary policy rates and systemic banks’ risk-taking: evidence from the euro area securities register," Working Paper Series 2398, European Central Bank.
  • Johannes Bubeck & Angela Maddaloni & José-Luis Peydró, 2019. "Negative monetary policy rates and systemic banks’ risk-taking: Evidence from the Euro area securities register," Economics Working Papers 1678, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2020.
  • Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative monetary policy rates and systemic banks' risk-taking: Evidence from the euro area securities register," Discussion Papers 37/2020, Deutsche Bundesbank.
• Heidorn, Thomas & Schäfer, Niklas, 2020. "Euro-Benchmarkreform - Neue Referenzzinssätze in der Eurozone," Frankfurt School - Working Paper Series 228, Frankfurt School of Finance and Management.
• Wontke, Christoph & Seitz, Franz, 2020. "Derivate im Zinsmanagement: Eine Analyse der Hedging-Qualität von Bund Future Kontrakten und deren Einsatzmöglichkeiten in Theorie und Praxis," Weidener Diskussionspapiere 74, University of Applied Sciences Amberg-Weiden (OTH).
• Shi Chen & Wolfgang Karl Härdle & Weining Wang, 2022. "The common and specific components of inflation expectations across European countries," Empirical Economics, Springer, vol. 62(2), pages 553-580, February.
  • Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining, 2020. "The common and speci fic components of inflation expectation across European countries," IRTG 1792 Discussion Papers 2020-023, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Hastenteufel, Jessica & Fuchs, Lena, 2021. "Niedrigzinsen - Eine echte Gefahr für Banken oder Gejammer auf hohem Niveau!?," IU Discussion Papers - Business & Management 1/2021, IU International University of Applied Sciences.
• Rebecca Stuart, 2020. "Monetary regimes, the term structure and business cycles in Ireland, 1972–2018," Manchester School, University of Manchester, vol. 88(5), pages 731-748, September.
  • Stuart, Rebecca, 2020. "Monetary regimes, the term structure and business cycles in Ireland, 1972-2018," QUCEH Working Paper Series 2020-03, Queen's University Belfast, Queen's University Centre for Economic History.
• Fabian Eser & Wolfgang Lemke & Ken Nyholm & Sören Radde & Andreea Liliana Vladu, 2023. "Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve," International Journal of Central Banking, International Journal of Central Banking, vol. 19(3), pages 359-422, August.
  • Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Radde, Sören & Vladu, Andreea Liliana, 2019. "Tracing the impact of the ECB’s asset purchase programme on the yield curve," Working Paper Series 2293, European Central Bank.
  • Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Vladu, Andreea, 2020. "Tracing the impact of the ECB's asset purchase programme on the yield curve," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224540, Verein für Socialpolitik / German Economic Association.
• Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020. "Natural rate chimera and bond pricing reality," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224546, Verein für Socialpolitik / German Economic Association.
  • Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2021. "Natural rate chimera and bond pricing reality," Working Paper Series 2612, European Central Bank.
• Aleksander Berentsen & Hugo van Buggenum & Romina Ruprecht, 2020. "On the negatives of negative interest rates and the positives of exemption thresholds," ECON - Working Papers 372, Department of Economics - University of Zurich.

2019

• Stefano Di Bucchianico, 2019. "A critical analysis of the secular stagnation theory," Departmental Working Papers of Economics - University 'Roma Tre' 0245, Department of Economics - University Roma Tre.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2020. "Flights to Safety," The Review of Financial Studies, Society for Financial Studies, vol. 33(2), pages 689-746.
  • Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2012. "Flights to Safety," Working Paper Research 230, National Bank of Belgium.
  • Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2019. "Flights To Safety," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/968, Ghent University, Faculty of Economics and Business Administration.
  • Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2014. "Flights to Safety," Finance and Economics Discussion Series 2014-46, Board of Governors of the Federal Reserve System (U.S.).
  • Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2013. "Flights to Safety," NBER Working Papers 19095, National Bureau of Economic Research, Inc.
• Aviral Kumar Tiwari & Olaolu Richard Olayeni & Reza Sherafatian-Jahromi & Olofin Sodik Adejonwo, 2019. "Output Gap, Money Growth and Interest Rate in Japan: Evidence from Wavelet Analysis," Arthaniti: Journal of Economic Theory and Practice, , vol. 18(2), pages 171-184, December.
• Johnson Worlanyo Ahiadorme & Emmanuel Sonyo & Godwin Ahiase, 2019. "Time Series Analysis of Interest Rates Volatility and Stock Returns in Ghana," Emerging Economy Studies, International Management Institute, vol. 5(2), pages 89-102, November.
  • Ahiadorme, Johnson Worlanyo & Sonyo, Emmanuel & Ahiase, Godwin, 2019. "Time series analysis of interest rates volatility and stock returns in Ghana," MPRA Paper 94292, University Library of Munich, Germany.
• Rilina Basu & Nandini Das & Ranjanendra Narayan Nag, 2019. "Openness, Inflation and Output Under Alternative Monetary Policies: A Structuralist Approach," Foreign Trade Review, , vol. 54(2), pages 75-90, May.
• S. S. Barik & Nishita Raje, 2019. "Net Interest Margins of Banks in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 13(2), pages 192-207, May.
• Claudio Sardoni, 2019. "Investment and savings in a dynamic context," Working Papers 1/19, Sapienza University of Rome, DISS.
• Lucas Herrenbrueck, 2019. "Interest rates, moneyness, and the Fisher equation," 2019 Meeting Papers 1409, Society for Economic Dynamics.
  • Lucas Herrenbrueck, 2019. "Interest Rates, Moneyness, and the Fisher Equation," Discussion Papers dp19-01, Department of Economics, Simon Fraser University.
• Daniel Kohler & Benjamin Müller, 2019. "Covered interest rate parity, relative funding liquidity and cross-currency repos," Working Papers 2019-05, Swiss National Bank.
• Paul Hubert & Fabien Labondance, 2019. "Central bank tone and the dispersion of views within monetary policy committees," Working Papers hal-03403256, HAL.
  • Paul Hubert & Fabien Labondance, 2020. "Central Bank Tone and the Dispersion of Views within Monetary Policy Committees," Sciences Po publications 02/2020, Sciences Po.
  • Paul Hubert & Fabien Labondance, 2019. "Central bank tone and the dispersion of views within monetary policy committees," Sciences Po publications 2019 – 08, Sciences Po.
  • Paul Hubert & Fabien Labondance, 2019. "Central bank tone and the dispersion of views within monetary policy committees," Working Papers 2019-08, CRESE.
  • Paul Hubert & Fabien Labondance, 2019. "Central bank tone and the dispersion of views within monetary policy committees," SciencePo Working papers Main hal-03403256, HAL.
  • Paul Hubert & Fabien Labondance, 2020. "Central Bank Tone and the Dispersion of Views within Monetary Policy Committees," SciencePo Working papers Main hal-03403074, HAL.
  • Paul Hubert & Fabien Labondance, 2020. "Central Bank Tone and the Dispersion of Views within Monetary Policy Committees," Documents de Travail de l'OFCE 2020-02, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Paul Hubert & Fabien Labondance, 2020. "Central Bank Tone and the Dispersion of Views within Monetary Policy Committees," Working Papers hal-03403074, HAL.
• Sergio Albeverio & Francesco Cordoni & Luca Persio & Gregorio Pellegrini, 2019. "Asymptotic expansion for some local volatility models arising in finance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 42(2), pages 527-573, December.
• Paula Cruz-García & Juan Fernández de Guevara & Joaquín Maudos, 2019. "Determinants of bank’s interest margin in the aftermath of the crisis: the effect of interest rates and the yield curve slope," Empirical Economics, Springer, vol. 56(1), pages 341-365, January.
• Łukasz Goczek & Dagmara Mycielska, 2019. "Actual monetary policy independence in a small open economy: the Polish perspective," Empirical Economics, Springer, vol. 56(2), pages 499-522, February.
• Nikolay Hristov & Oliver Hülsewig & Thomas Siemsen & Timo Wollmershäuser, 2019. "Restoring euro area monetary transmission: Which role for government bond rates?," Empirical Economics, Springer, vol. 57(3), pages 991-1021, September.
  • Hristov, Nikolay & Huelsewig, Oliver & Siemsen, Thomas & Wollmershaeuser, Timo, 2019. "Restoring euro area monetary transmission: Which role for government bond rates?," Munich Reprints in Economics 78269, University of Munich, Department of Economics.
• Quynh Chau Pham Holland & Benjamin Liu & Eduardo Roca, 2019. "International funding cost and heterogeneous mortgage interest-rate pass-through: a bank-level analysis," Empirical Economics, Springer, vol. 57(4), pages 1255-1289, October.
• Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio, 2019. "A macro–financial analysis of the corporate bond market," Empirical Economics, Springer, vol. 57(6), pages 1911-1933, December.
  • Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio, 2018. "A macro-financial analysis of the corporate bond market," Working Paper Research 360, National Bank of Belgium.
  • Dewacther, Hans & Iania, Leonardo & Lemke, Wolfgang & Lyrio, Marco, 2019. "A Macro-Financial Analysis of the Corporate Bond Market," LIDAM Reprints LFIN 2019008, Université catholique de Louvain, Louvain Finance (LFIN).
  • Dewachter, Hans & Iania, Leonardo & Lemke, Wolfgang & Lyrio, Marco, 2018. "A macro-financial analysis of the corporate bond market," Working Paper Series 2214, European Central Bank.
• Maria Näther, 2019. "The effect of the central bank’s standing facilities on interbank lending and bank liquidity holding," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(3), pages 537-577, October.
• Sashikanta Khuntia & Gourishankar S. Hiremath, 2019. "Monetary Policy Announcements and Stock Returns: Some Further Evidence from India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(4), pages 801-827, December.
• Lucas Marc Fuhrer & Basil Guggenheim & Matthias Jüttner, 2019. "A survey-based estimation of the Swiss franc forward term premium," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 155(1), pages 1-18, December.
• Gunther Tichy, 2019. "Niedrigzinsen: EZB-Politik oder ökonomisches Gesetz? [Low Interest Rates: ECB Policy or Economic Law?]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 99(3), pages 203-209, March.
• Godfrey Akileng & Eric Nzibonera & Micheal Mutegana, 2019. "The Influence of Foreign Exchange Volatility, Interest Rates on the Stock Performance of Uganda Securities Exchange," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 8(2), pages 1-1.
• Ales Marsal & Katrin Rabitsch & Lorant Kaszab, 2019. "Trend Inflation Meets Macro-Finance: The Puzzling Behavior of Price Dispersion," Working and Discussion Papers WP 6/2019, Research Department, National Bank of Slovakia.
  • Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin, 2020. "Trend inflation meets macro-finance: the puzzling behavior of price dispersion," Department of Economics Working Paper Series 304, WU Vienna University of Economics and Business.
  • Lorant Kaszab & Ales Marsal & Katrin Rabitsch, 2020. "Trend inflation meets macro-finance: the puzzling behavior of price dispersion," Department of Economics Working Papers wuwp304, Vienna University of Economics and Business, Department of Economics.
• Roman Horvath & Lorant Kaszab & Ales Marsal, 2022. "Fiscal Policy And the Nominal Term Premium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 663-683, March.
  • Kaszab, Lorant & Marsal, Ales, 2013. "Fiscal Policy and the Nominal Term Premium," Cardiff Economics Working Papers E2013/13, Cardiff University, Cardiff Business School, Economics Section.
  • Roman Horvath & Lorant Kaszab & Ales Marsal, 2019. "Fiscal Policy and the Nominal Term Premium," Working and Discussion Papers WP 9/2019, Research Department, National Bank of Slovakia.
  • Roman Horvath & Lóránt Kaszab & Ales Marsal, 2019. "Fiscal Policy and the Nominal Term Premium," MNB Working Papers 2019/2, Magyar Nemzeti Bank (Central Bank of Hungary).
• Eo, Yunjong & Kang, Kyu Ho, 2020. "The effects of conventional and unconventional monetary policy on forecasting the yield curve," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
  • Eo, Yunjong & Kang, Kyu Ho, 2019. "The Effects of Conventional and Unconventional Monetary Policy on Forecasting the Yield Curve," Working Papers 2019-08, University of Sydney, School of Economics, revised Nov 2019.
• Simon Beyeler & Sylvia Kaufmann, 2016. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08, Swiss National Bank, Study Center Gerzensee.
  • Simon Beyeler & Sylvia Kaufmann, 2019. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08R, Swiss National Bank, Study Center Gerzensee.
  • Kaufmann, Sylvia & Beyeler, Simon, 2018. "Factor augmented VAR revisited - A sparse dynamic factor model approach," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181602, Verein für Socialpolitik / German Economic Association.
• Halil Ibrahim Aydin & Ozgur Ozel, 2019. "Term Premium in Turkish Lira Interest Rates," Working Papers 1933, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Czudaj, Robert L., 2020. "Is the negative interest rate policy effective?," Journal of Economic Behavior & Organization, Elsevier, vol. 174(C), pages 75-86.
  • Robert L. Czudaj, 2019. "Is the negative interest rate policy effective?," Chemnitz Economic Papers 034, Department of Economics, Chemnitz University of Technology, revised Dec 2019.
• Yasuo Hirose & Takeki Sunakawa, 2023. "The Natural Rate of Interest in a Non-linear DSGE Model," International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 301-340, March.
  • Yasuo Hirose & Takeki Sunakawa, 2017. "The natural rate of interest in a nonlinear DSGE model," CAMA Working Papers 2017-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Yasuo Hirose & Takeki Sunakawa, 2019. "The Natural Rate of Interest in a Nonlinear DSGE Model," Working Papers e128, Tokyo Center for Economic Research.
• Enrico Sergio Levrero, 2021. "Estimates of the Natural Rate of Interest and the Stance of Monetary Policies: A Critical Assessment," International Journal of Political Economy, Taylor & Francis Journals, vol. 50(1), pages 5-27, February.
  • Enrico S. Levrero, 2019. "Estimates of the Natural Rate of Interest and the Stance of Monetary Policies: A Critical Assessment," Working Papers Series 88, Institute for New Economic Thinking.
• Tanweer Akram & Anupam Das, 2019. "The Long-Run Determinants of Indian Government Bond Yields," Asian Development Review, MIT Press, vol. 36(1), pages 168-205, March.
• Julio Garín & Robert Lester & Eric Sims, 2019. "Are Supply Shocks Contractionary at the ZLB? Evidence from Utilization-Adjusted TFP Data," The Review of Economics and Statistics, MIT Press, vol. 101(1), pages 160-175, March.
  • Julio Garín & Robert Lester & Eric Sims, 2016. "Are Supply Shocks Contractionary at the ZLB? Evidence from Utilization-Adjusted TFP Data," NBER Working Papers 22311, National Bureau of Economic Research, Inc.
• Russell Olukayode Christopher Somoye & Bamidele M. Ilo & Lateef Adewale Yunusa, 2019. "INTEREST INCOME AND DEPOSIT MONEY BANKS (DMBs) PERFORMANCE IN NIGERIA," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 17(2), pages 15-25, November.
• Fabio Canetg & Daniel Kaufmann, 2019. "Shocking Interest Rate Floors," IRENE Working Papers 19-02, IRENE Institute of Economic Research.
  • Fabio Canetg & Daniel Kaufmann, 2019. "Shocking Interest Rate Floors," Diskussionsschriften dp1901, Universitaet Bern, Departement Volkswirtschaft.
• Luca Benati & Juan-Pablo Nicolini, 2019. "The Welfare Costs of Inflation," Diskussionsschriften dp1911, Universitaet Bern, Departement Volkswirtschaft.
  • Luca Benati & Juan Pablo Nicolini, 2021. "The Welfare Costs of Inflation," Working Papers 783, Federal Reserve Bank of Minneapolis.
  • Luca Benati & Juan-Pablo Nicolini, 2021. "The Welfare Costs of Inflation," Diskussionsschriften dp2113, Universitaet Bern, Departement Volkswirtschaft.
• Moreno, Manuel & Novales, Alfonso & Platania, Federico, 2018. "A term structure model under cyclical fluctuations in interest rates," Economic Modelling, Elsevier, vol. 72(C), pages 140-150.
  • Manuel Moreno & Alfonso Novales & Federico Platania, 2019. "A term structure model under cyclical fluctuations in interest rates," Documentos de Trabajo del ICAE 2019-31, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2019. "The Tail That Keeps the Riskless Rate Low," NBER Macroeconomics Annual, University of Chicago Press, vol. 33(1), pages 253-283.
  • Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail That Keeps the Riskless Rate Low," NBER Chapters, in: NBER Macroeconomics Annual 2018, volume 33, pages 253-283, National Bureau of Economic Research, Inc.
  • Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," 2018 Meeting Papers 1111, Society for Economic Dynamics.
  • Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," Working Papers 18-01, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," NBER Working Papers 24362, National Bureau of Economic Research, Inc.
• Sergii Kiiashko, 2019. "Optimal Time Consistent Government Debt Maturity, Fiscal Policy, and Default," Working Papers 04/2019, National Bank of Ukraine.
• Tsutomu Watanabe & Tomoyoshi Yabu, 2019. "How Large is the Demand for Money at the ZLB? Evidence from Japan," CARF F-Series CARF-F-465, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Tsutomu Watanabe & Tomoyoshi Yabu, 2019. "How Large is the Demand for Money at the ZLB? Evidence from Japan," Working Papers on Central Bank Communication 013, University of Tokyo, Graduate School of Economics.
• Johannes Bubeck & Angela Maddaloni & José‐Luis Peydró, 2020. "Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S1), pages 197-231, October.
  • Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 52(S1), pages 197-231.
  • Johannes Bubeck & Angela Maddaloni & José-Luis Peydró, 2019. "Negative Monetary Policy Rates and Systemic Banks' Risk-Taking: Evidence from the Euro Area Securities Register," Working Papers 1128, Barcelona School of Economics.
  • Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register," EconStor Preprints 216806, ZBW - Leibniz Information Centre for Economics.
  • Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative monetary policy rates and systemic banks’ risk-taking: evidence from the euro area securities register," Working Paper Series 2398, European Central Bank.
  • Johannes Bubeck & Angela Maddaloni & José-Luis Peydró, 2019. "Negative monetary policy rates and systemic banks’ risk-taking: Evidence from the Euro area securities register," Economics Working Papers 1678, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2020.
  • Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative monetary policy rates and systemic banks' risk-taking: Evidence from the euro area securities register," Discussion Papers 37/2020, Deutsche Bundesbank.
• Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer, 2023. "Liquidity Risk and Funding Cost," Review of Finance, European Finance Association, vol. 27(2), pages 399-422.
  • Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer, 2019. "Liquidity Risk and Funding Cost," Working Papers on Finance 1903, University of St. Gallen, School of Finance, revised Aug 2020.
• Francesca Biagini & Alessandro Gnoatto & Immacolata Oliva, 2019. "Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin," Working Papers 04/2019, University of Verona, Department of Economics.
• Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda, 2019. "Multiple yield curve modelling with CBI processes," Papers 1911.02906, arXiv.org, revised Oct 2020.
  • Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda, 2019. "Multiple Yield Curve Modelling with CBI Processes," Working Papers 19/2019, University of Verona, Department of Economics.
• Pikhart Zdeněk & Froňková Pavla, 2019. "Estimating Natural Rate of Interest and Equilibrium Exchange Rate: A Case of the Czech Republic," Review of Economic Perspectives, Sciendo, vol. 19(4), pages 231-248, December.
• Martin Feldkircher & Gabriele Tondl, 2020. "Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 26(3), pages 225-247, August.
  • Feldkircher, Martin & Lukmanova, Elizaveta & Tondl, Gabriele, 2019. "Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment," Department of Economics Working Paper Series 289, WU Vienna University of Economics and Business.
  • Martin Feldkircher & Elizaveta Lukmanova & Gabriele Tondl, 2019. "Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment," Department of Economics Working Papers wuwp289, Vienna University of Economics and Business, Department of Economics.
• Huber, Florian & Rabithsc, Katrin, 2019. "Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach," Working Papers in Economics 2019-5, University of Salzburg.
  • Florian Huber & Katrin Rabitsch, 2019. "Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach," Department of Economics Working Papers wuwp295, Vienna University of Economics and Business, Department of Economics.
  • Huber, Florian & Rabitsch, Katrin, 2019. "Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach," Department of Economics Working Paper Series 295, WU Vienna University of Economics and Business.
• Martin Feldkircher & Gabriele Tondl, 2020. "Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 26(3), pages 225-247, August.
  • Martin Feldkircher & Elizaveta Lukmanova & Gabriele Tondl, 2019. "Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment," Department of Economics Working Papers wuwp289, Vienna University of Economics and Business, Department of Economics.
  • Feldkircher, Martin & Lukmanova, Elizaveta & Tondl, Gabriele, 2019. "Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment," Department of Economics Working Paper Series 289, WU Vienna University of Economics and Business.
• Huber, Florian & Rabithsc, Katrin, 2019. "Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach," Working Papers in Economics 2019-5, University of Salzburg.
  • Huber, Florian & Rabitsch, Katrin, 2019. "Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach," Department of Economics Working Paper Series 295, WU Vienna University of Economics and Business.
  • Florian Huber & Katrin Rabitsch, 2019. "Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach," Department of Economics Working Papers wuwp295, Vienna University of Economics and Business, Department of Economics.
• Stefan Ederer & Maximilian Mayerhofer & Miriam Rehm, 2021. "Rich and ever richer? Differential returns across socioeconomic groups," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 44(2), pages 283-301, April.
  • Stefan Ederer & Maximilian Mayerhofer & Miriam Rehm, 2019. "Rich and ever richer: Differential returns across socio-economic groups," Working Papers PKWP1914, Post Keynesian Economics Society (PKES).
  • Ederer, Stefan & Mayerhofer, Maximilian & Rehm, Miriam, 2019. "Rich and Ever Richer: Differential Returns Across Socio-Economic Groups," Ecological Economic Papers 29, WU Vienna University of Economics and Business.
  • Ederer, Stefan & Mayerhofer, Maximilian & Rehm, Miriam, 2019. "Rich and ever richer: Differential returns across socio-economic groups," ifso working paper series 2, University of Duisburg-Essen, Institute for Socioeconomics (ifso).
• Lucia Alessi & Mark Kerssenfischer, 2019. "The response of asset prices to monetary policy shocks: Stronger than thought," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 661-672, August.
  • Alessi, Lucia & Kerssenfischer, Mark, 2016. "The response of asset prices to monetary policy shocks: stronger than thought," Working Paper Series 1967, European Central Bank.
• Daniel A. Dias & João B. Duarte, 2019. "Monetary policy, housing rents, and inflation dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 673-687, August.
  • Daniel A. Dias & Joao B. Duarte, 2019. "Monetary Policy, Housing Rents and Inflation Dynamics," International Finance Discussion Papers 1248, Board of Governors of the Federal Reserve System (U.S.).
• Aeimit Lakdawala, 2019. "Decomposing the effects of monetary policy using an external instruments SVAR," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 934-950, September.
  • Lakdawala, Aeimit, 2016. "Decomposing the Effects of Monetary Policy Using an External Instruments SVAR," MPRA Paper 78254, University Library of Munich, Germany.
• Philippe Mueller & Andrea Vedolin & Hao Zhou, 2019. "Short-Run Bond Risk Premia," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 9(03), pages 1-34, September.
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• A Rashad Abdel-khalik, 2019. "Brazen:Big Banks, Swap Mania and the Fallout," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11136.
• A. Rashad Abdel-khalik, 2019. "What Is This Book All About?," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 1, pages 1-57, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "Carol Loomis Described Four Derivatives’ Sins: Lies, Leverage, Ignorance, and Arrogance," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 2, pages 59-71, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "The Saga of Jefferson County, Alabama, & JPMorgan Chase," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 3, pages 75-98, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "Big Banks Took Nearly $900 million from Detroit for Terminating Swaps & Gave back Nothing," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 4, pages 99-121, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "The City of Brotherly Love Drowned in the Eastern Swap Sinkhole," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 5, pages 123-140, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "The Heart of America and Windy City Handed Its Compass to the Banking Cartel," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 6, pages 141-151, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "Tales of Two Small Cities," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 7, pages 153-159, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "The State of Illinois and Other Swap Gorillas," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 8, pages 163-170, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "The State of New Jersey: The Pandora’s Box of Interest Rate Swaps Cost Nearly $1.5 Billion," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 9, pages 171-177, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "The Empire State Doctored Interest Rate Swap Gains Artfully," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 10, pages 179-184, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "Jack Wagner’s Mission to Rescue Pennsylvania from the $17.4 Billion Derivatives Mess," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 11, pages 187-193, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "The School District of Philadelphia Dismissed Staff to Save Money to Pay for Swaps," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 12, pages 195-200, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "Two Other Special Cases in Pennsylvania Schools," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 13, pages 201-208, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "Chicago Public Schools Dismissed Staff and Borrowed at High Interest Rates to Pay for Interest-Rate Swaps," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 14, pages 209-225, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "Denver Public Schools: Paid High Price for the Advice of Unwitting Experts," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 15, pages 227-231, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "The Flagship of the Tar Heel State Kept Dipping into the Same Losing Swap Well," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 16, pages 235-246, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "The MSU Spartans Kept On Swapping Their Money for Nothing," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 17, pages 247-251, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "Interest-Rate Swaps Cost Harvard More Than $1.47 Billion," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 18, pages 253-259, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "The University of Texas System: A Large State-Run Hedge-Fund-Like in Austin," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 19, pages 261-269, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "Indiana University Health: A Case of Derivatives Abuse from the Midwest," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 20, pages 273-280, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "The University of California Health System: A Case of Derivatives Abuse from the West," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 21, pages 281-290, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "Johns Hopkins Health System Corporation: A Case of Derivatives Abuse from the East," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 22, pages 291-296, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "The University of Florida Shands Hospital: A Case of Derivatives Abuse from the South," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 23, pages 297-301, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "The Sisters of Charity of Leavenworth Health System," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 24, pages 303-310, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "Dignity Health Holds A Bigger Bag of IOUs to the Banking Cartel," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 25, pages 311-317, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "Texas Methodist Hospitals Did Not Escape Big Banks’ Vise," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 26, pages 319-323, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "With Swaps, Riding the Gravy Train Is Expensive," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 27, pages 327-329, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "The New York Metropolitan Transportation Authority Fell into the Eastern Swap Sinkhole," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 28, pages 331-338, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "The Bay Area Toll Authority (BATA) Fell into the Western Swap Sinkhole," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 29, pages 339-346, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "The Massachusetts Bay Transportation Authority Joined the Eastern Swap Sinkhole," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 30, pages 347-352, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "A Couple of Other Port Authorities," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 31, pages 353-356, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "The London Connection: London Average Interest Rate (LIBOR)," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 32, pages 361-366, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "The Discovery of Cheating," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 33, pages 367-393, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "Are Interest Rate Swaps with Nonprofit Entities Unconscionable Contracts?," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 34, pages 397-426, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "Epilogue," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 35, pages 427-437, World Scientific Publishing Co. Pte. Ltd..
• A. Rashad Abdel-khalik, 2019. "Appendices," World Scientific Book Chapters, in: BRAZEN Big Banks, Swap Mania and the Fallout, chapter 36, pages 439-479, World Scientific Publishing Co. Pte. Ltd..
• Hong, Zhiwu & Niu, Linlin & Zhang, Chen, 2022. "Affine arbitrage-free yield net models with application to the euro debt crisis," Journal of Econometrics, Elsevier, vol. 230(1), pages 201-220.
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• Lin, Mucai & Niu, Linlin, 2021. "Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve," Journal of International Money and Finance, Elsevier, vol. 111(C).
  • Mucai Lin & Linlin Niu, 2019. "Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve," Working Papers 2019-05-17, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, revised 14 Oct 2020.
• Alberto Caruso & Laura Coroneo, 2019. "Predicting interest rates in real-time," Discussion Papers 19/18, Department of Economics, University of York.
• Aaron Mehrotra & Richhild Moessner & Chang Shu, 2019. "Interest Rate Spillovers from the United States: Expectations, Term Premia and Macro-Financial Vulnerabilities," CESifo Working Paper Series 7896, CESifo.
  • Mehrotra, Aaron & Moessner, Richhild & Shu, Chang, 2019. "Interest rate spillovers from the United States: expectations, term premia and macro-financial vulnerabilities," BOFIT Discussion Papers 20/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
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• Funke, Michael & Li, Xiang & Tsang, Andrew, 2019. "Monetary policy shocks and peer-to-peer lending in China," BOFIT Discussion Papers 23/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
• Markus Hertrich, 2019. "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 759-794, November.
  • Hertrich Markus, 2019. "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, De Gruyter, vol. 20(4), pages 759-794, December.
  • Hertrich, Markus, 2019. "A novel housing price misalignment indicator for Germany," Discussion Papers 31/2019, Deutsche Bundesbank.
• Schön, Matthias & Stähler, Nikolai, 2020. "When old meets young? Germany's population ageing and the current account," Economic Modelling, Elsevier, vol. 89(C), pages 315-336.
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• Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2020. "Does the lack of financial stability impair the transmission of monetary policy?," Journal of Financial Economics, Elsevier, vol. 138(2), pages 342-365.
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• Yusfiarto, Rizaldi, 2019. "Micro Macro Economics Fundamental Factors and Indonesia Stock Exchange Return," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, vol. 3(1), pages 221-231, July.
• Junejo, Ikramuddin & Sohu, Jan Muhammad & Hussain, Farhan, 2019. "Impact of Corruption on Exchange Rate:Empirical Evidence from Panel Data," Sukkur IBA Journal of Management and Business, Sukkur IBA University, vol. 6(1), pages 34-44, Jan-June.
• Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022. "Market-Based Monetary Policy Uncertainty," The Economic Journal, Royal Economic Society, vol. 132(644), pages 1290-1308.
  • Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019. "Market-based monetary policy uncertainty," CESifo Working Paper Series 7621, CESifo.
  • Lakdawala, Aeimit & Bauer, Michael & Mueller, Philippe, 2019. "Market-Based Monetary Policy Uncertainty," Working Papers 2019-2, Michigan State University, Department of Economics.
  • Michael D. Bauer & Aeimit K. Lakdawala & Philippe Mueller, 2021. "Market-Based Monetary Policy Uncertainty," Working Paper Series 2019-12, Federal Reserve Bank of San Francisco.
  • Aeimit Lakdawala & Michael Bauer & Philippe Mueller, 2019. "Market-Based Monetary Policy Uncertainty," 2019 Meeting Papers 1403, Society for Economic Dynamics.
• Huber, Florian & Rabitsch, Katrin, 2019. "Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach," Department of Economics Working Paper Series 295, WU Vienna University of Economics and Business.
  • Huber, Florian & Rabithsc, Katrin, 2019. "Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach," Working Papers in Economics 2019-5, University of Salzburg.
  • Florian Huber & Katrin Rabitsch, 2019. "Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach," Department of Economics Working Papers wuwp295, Vienna University of Economics and Business, Department of Economics.
• Ariel Dvoskin & Germán David Feldman, 2021. "On the Role of Finance in the Sraffian System," Review of Political Economy, Taylor & Francis Journals, vol. 33(2), pages 261-277, April.
  • Dvoskin, Ariel & Feldman, Germán David, 2019. "On the Role of Finance in Sraffa’s System," Centro Sraffa Working Papers CSWP37, Centro di Ricerche e Documentazione "Piero Sraffa".
• Mance, Davor & Olgic Drazenovic, Bojana & Suljic Nikolaj, Stella, 2019. "Croatian Kuna: Money, Or Just A Currency? Evidence From The Interbank Market," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 10(2), pages 149-161.
• Erhard RESCHENHOFER & Thomas STARK, 2019. "Forecasting the Yield Curve with Dynamic Factors," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 101-113, March.
• Özge Filiz YAĞCIBAŞI & Mustafa Ozan YILDIRIM, 2019. "Estimating Taylor Rules with Markov Switching Regimes for Turkey," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 81-95, September.
• Wali ULLAH, 2019. "The Role of No-Arbitrage Restriction in Term Structure Model in the Context of an Emerging Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 44-66, December.
• Belke, Ansgar & Gros, Daniel, 2019. "QE in the euro area: Has the PSPP benefited peripheral bonds?," Ruhr Economic Papers 803, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Ansgar Belke & Daniel Gros, 2019. "QE in the euro area: has the PSPP benefited peripheral bonds?," ROME Working Papers 201901, ROME Network.
• Ansgar Belke & Jens Klose, 2019. "Forecasting ECB Policy Rates with Different Monetary Policy Rules," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(3), pages 238-252, June.
  • Belke, Ansgar & Klose, Jens, 2019. "Forecasting ECB policy rates with different monetary policy rules," Ruhr Economic Papers 815, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Ansgar Belke & Jens Klose, 2019. "Forecasting ECB Policy Rates with Different Monetary Policy Rules," ROME Working Papers 201906, ROME Network.
• Pestova, Anna A. (Пестова, Анна) & Mamonov, Mikhail E. (Мамонов, Михаил) & Rostova, Natalia A. (Ростова, Наталья), 2019. "Monetary Policy Shocks in the Russian Economy and Their Macroeconomic Effects [Шоки Процентной Политики Банка России И Оценка Их Макроэкономических Эффектов]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 4, pages 48-75, August.

2018

• Jorge Miranda-Pinto & Eric R. Young, 2022. "Flexibility and Frictions in Multisector Models," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(3), pages 450-480, July.
  • Jorge Miranda-Pinto & Eric R. Young, 2018. "Flexibility and frictions in multisector models," CAMA Working Papers 2018-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Jorge Miranda-Pinto & Eric R. Young, 2019. "Flexibility and Frictions in Multisector Models," Discussion Papers Series 608, School of Economics, University of Queensland, Australia.
• Gunda‐Alexandra Detmers & Ozer Karagedikli & Richhild Moessner, 2021. "Quantitative or Qualitative Forward Guidance: Does it Matter?," The Economic Record, The Economic Society of Australia, vol. 97(319), pages 491-503, December.
  • Gunda-Alexandra Detmers & Özer Karagedikli & Richhild Moessner, 2018. "Quantitative or Qualitative Forward Guidance: Does it Matter?," CESifo Working Paper Series 7314, CESifo.
  • Gunda-Alexandra Detmers & Özer Karagedikli & Richhild Moessner, 2018. "Quantitative or qualitative forward guidance: Does it matter?," CAMA Working Papers 2018-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Gunda-Alexandra Detmers & Özer Karagedikli & Richhild Moessner, 2018. "Quantitative or qualitative forward guidance: Does it matter?," BIS Working Papers 742, Bank for International Settlements.
• 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, vol. 54(6), pages 1637-1671, September.
  • Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018. "Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan," Working Papers e120, Tokyo Center for Economic Research.
  • Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018. "Estimating a nonlinear new Keynesian model with the zero lower bound for Japan," CAMA Working Papers 2018-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2020. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Working Papers e154, Tokyo Center for Economic Research.
• Cortes, Fabio & Lindner, Peter & Malik, Sheheryar & Segoviano, Miguel, 2018. "A comprehensive multi-sector tool for analysis of Systemic Risk and Interconnectedness (SyRIN)," LSE Research Online Documents on Economics 118928, London School of Economics and Political Science, LSE Library.
• Martin Ellison & Andreas Tischbirek, 2021. "Beauty Contests and the Term Structure [Risk Premia and Term Premia in General Equilibrium]," Journal of the European Economic Association, European Economic Association, vol. 19(4), pages 2234-2282.
  • Martin Ellison & Andreas Tischbirek, 2018. "Beauty Contests and the Term Structure," Economics Series Working Papers 846, University of Oxford, Department of Economics.
  • Ellison, Martin & Tischbirek, Andreas, 2018. "Beauty contests and the term structure," LSE Research Online Documents on Economics 87384, London School of Economics and Political Science, LSE Library.
  • Ellison, Martin & Tischbirek, Andreas, 2018. "Beauty Contests and the Term Structure," CEPR Discussion Papers 12762, C.E.P.R. Discussion Papers.
  • Martin Ellison & Andreas Tischbirek, 2018. "Beauty Contests and the Term Structure," Discussion Papers 1807, Centre for Macroeconomics (CFM).
• Wendy Carlin & David Soskice, 2018. "Stagnant productivity and low unemployment: stuck in a Keynesian equilibrium," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 34(1-2), pages 169-194.
  • Carlin, Wendy & Soskice, David, 2017. "Stagnant productivity and low unemployment: stuck in a Keynesian equilibrium," CEPR Discussion Papers 12369, C.E.P.R. Discussion Papers.
  • Soskice, David & Carlin, Wendy, 2018. "Stagnant productivity and low unemployment: stuck in a Keynesian equilibrium," LSE Research Online Documents on Economics 87602, London School of Economics and Political Science, LSE Library.
• Philippe Aghion & Emmanuel Farhi & Enisse Kharroubi, 2019. "Monetary Policy, Product Market Competition and Growth," Economica, London School of Economics and Political Science, vol. 86(343), pages 431-470, July.
  • Aghion, Philippe & Farhi, Emmanuel & Kharroubi, Enisse, 2018. "Monetary Policy, Product Market Competition, and Growth," CEPR Discussion Papers 13214, C.E.P.R. Discussion Papers.
  • Aghion, Philippe & Farhi, Emmanuel & Kharroubi, Enisse, 2018. "Monetary policy, product market competition and growth," LSE Research Online Documents on Economics 91713, London School of Economics and Political Science, LSE Library.
  • Phillipe Aghion & Emmanuel Farhi & Enisse Kharroubi, 2018. "Monetary policy, product market competition and growth," CEP Discussion Papers dp1590, Centre for Economic Performance, LSE.
• Philip Kofi Adom & Mawunyo Prosper Agradi & Christopher Quaidoo, 2018. "The transition probabilities for inflation episodes in Ghana," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 13(6), pages 2028-2046, November.
• Sayyed Mahdi Ziaei, 2018. "US unconventional monetary policy and Islamic equity indices," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 11(4), pages 575-590, May.
• Sayyed Mahdi Ziaei, 2018. "US unconventional monetary policy and Islamic equity indices," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 11(4), pages 575-590, May.
• Sayyed Mahdi Ziaei, 2018. "US unconventional monetary policy and Islamic equity indices," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 11(4), pages 575-590, November.
• Michael K. Fung, 2018. "Deposit Rate Asymmetry and Edgeworth Cycles after Hong Kong’s Interest Rate Deregulation," International Symposia in Economic Theory and Econometrics, in: Banking and Finance Issues in Emerging Markets, volume 25, pages 105-121, Emerald Group Publishing Limited.
• Michael K. Fung, 2018. "Deposit Rate Asymmetry and Edgeworth Cycles after Hong Kong’s Interest Rate Deregulation," International Symposia in Economic Theory and Econometrics, in: Banking and Finance Issues in Emerging Markets, volume 25, pages 105-121, Emerald Group Publishing Limited.
• Gabriel Caldas Montes & Cristiane Gea, 2018. "Central bank transparency, inflation targeting and monetary policy: a panel data approach," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 45(6), pages 1159-1174, November.
• Richard Cebula & Usha Nair-Reichert, 2018. "Impact of federal income tax rates and government borrowing on nominal interest rate yields on tax-free municipal bonds," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 10(3), pages 342-350, May.
• Richard Cebula & Usha Nair-Reichert, 2018. "Impact of federal income tax rates and government borrowing on nominal interest rate yields on tax-free municipal bonds," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 10(3), pages 342-350, May.
• Thomas Emmerling & Robert Jarrow & Yildiray Yildirim, 2018. "Portfolio balance effects and the Federal Reserve’s large-scale asset purchases," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 35(1), pages 2-24, March.
• Jaskowski, Marcin & McAleer, Michael, 2021. "Spurious cross-sectional dependence in credit spread changes," Econometrics and Statistics, Elsevier, vol. 18(C), pages 12-27.
  • Marcin Jaskowski & Michael McAleer, 2018. "Spurious Cross-Sectional Dependence in Credit Spread Changes," Documentos de Trabajo del ICAE 2018-21, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Jaskowski, M. & McAleer, M.J., 2018. "Spurious Cross-Sectional Dependence in Credit Spread Changes," Econometric Institute Research Papers EI 208-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• George Michalopoulos & Konstantinos Tsermenidis, 2018. "Country Risk on the Bank Borrowing Cost Dispersion Within the Euro Area during the Financial and Debt Crises," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 76-92.
• Taghizadeh-Hesary, Farhad & Yoshino, Naoyuki & Inagaki, Yugo, 2018. "Empirical Analysis of Factors Influencing Price of Solar Modules," ADBI Working Papers 836, Asian Development Bank Institute.
  • Farhad Taghizadeh-Hesary & Naoyuki Yoshino & Yugo Inagaki, 2018. "Empirical Analysis of Factors Influencing Price of Solar Modules," Working Papers id:12822, eSocialSciences.
• Alexandru Patruti, 2018. "Why the Keynes-Hayek Macro Debate Cannot be won by either Side," HISTORY OF ECONOMIC THOUGHT AND POLICY, FrancoAngeli Editore, vol. 2018(2), pages 113-125.
• Karel Bruna & Quang Van Tran, 2018. "Inflation Targeting and Variability of Money Market Interest Rates Under a Zero Lower Bound," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(6), pages 519-539, December.
• Dominika Kolcunova & Tomas Havranek, 2018. "Estimating the Effective Lower Bound on the Czech National Bank’s Policy Rate," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(6), pages 550-577, December.
  • Dominika Kolcunova & Tomas Havranek, 2018. "Estimating the Effective Lower Bound for the Czech National Bank’s Policy Rate," Working Papers IES 2018/22, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2018.
  • Kolcunova, Dominika & Havranek, Tomas, 2018. "Estimating the Effective Lower Bound for the Czech National Bank's Policy Rate," EconStor Preprints 175753, ZBW - Leibniz Information Centre for Economics.
  • Kolcunova, Dominika & Havranek, Tomas, 2018. "Estimating the Effective Lower Bound for the Czech National Bank's Policy Rate," MPRA Paper 84725, University Library of Munich, Germany.
  • Dominika Kolcunova & Tomas Havranek, 2018. "Estimating the Effective Lower Bound on the Czech National Bank's Policy Rate," Working Papers 2018/9, Czech National Bank.
• Dominika Kolcunova & Tomas Havranek, 2018. "Estimating the Effective Lower Bound on the Czech National Bank’s Policy Rate," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(6), pages 550-577, December.
  • Kolcunova, Dominika & Havranek, Tomas, 2018. "Estimating the Effective Lower Bound for the Czech National Bank's Policy Rate," MPRA Paper 84725, University Library of Munich, Germany.
  • Dominika Kolcunova & Tomas Havranek, 2018. "Estimating the Effective Lower Bound for the Czech National Bank’s Policy Rate," Working Papers IES 2018/22, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2018.
  • Dominika Kolcunova & Tomas Havranek, 2018. "Estimating the Effective Lower Bound on the Czech National Bank's Policy Rate," Working Papers 2018/9, Czech National Bank.
  • Kolcunova, Dominika & Havranek, Tomas, 2018. "Estimating the Effective Lower Bound for the Czech National Bank's Policy Rate," EconStor Preprints 175753, ZBW - Leibniz Information Centre for Economics.
• Boscá, J.E. & Doménech, R. & Ferri, J. & Méndez, R. & Rubio-Ramírez, J.F., 2020. "Financial and fiscal shocks in the great recession and recovery of the Spanish economy," European Economic Review, Elsevier, vol. 127(C).
  • J. E. Boscá & R. Doménech & J. Ferri & R. Méndez & J. F. Rubio-Ramírez, 2018. "Financial and Fiscal Shocks in the Great Recession and Recovery of the Spanish Economy," Working Papers 2018-05, FEDEA.
• Silvia Gabrieli & Claire Labonne, 2018. "Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015," Working papers 687, Banque de France.
  • Silvia Gabrieli & Claire Labonne, 2018. "Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015," Supervisory Research and Analysis Working Papers RPA 18-3, Federal Reserve Bank of Boston.
• Abbassi, Puriya & Bräuning, Falk, 2018. "The pricing of FX forward contracts: Micro evidence from banks' dollar hedging," Discussion Papers 42/2018, Deutsche Bundesbank.
  • Puriya Abbassi & Falk Bräuning, 2018. "The pricing of FX forward contracts: micro evidence from banks’ dollar hedging," Working Papers 18-6, Federal Reserve Bank of Boston.
• Kurt Graden Lunsford, 2018. "Understanding the Aspects of Federal Reserve Forward Guidance," Working Papers (Old Series) 1815, Federal Reserve Bank of Cleveland.
• Atkinson, Tyler & Richter, Alexander W. & Throckmorton, Nathaniel A., 2020. "The zero lower bound and estimation accuracy," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 249-264.
  • Tyler Atkinson & Alexander W. Richter & Nathaniel A. Throckmorton, 2018. "The Zero Lower Bound and Estimation Accuracy," Working Papers 1804, Federal Reserve Bank of Dallas.
• Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea, 2019. "Global trends in interest rates," Journal of International Economics, Elsevier, vol. 118(C), pages 248-262.
  • Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 248-262, National Bureau of Economic Research, Inc.
  • Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global trends in interest rates," Staff Reports 866, Federal Reserve Bank of New York.
  • Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," Working Papers 1812, Federal Reserve Bank of Dallas.
  • Brandyn Bok & Marco Del Negro & Domenico Giannone & Marc Giannoni & Eric Qian & Andrea Tambalotti, 2019. "Global Trends in Interest Rates," Liberty Street Economics 20190227, Federal Reserve Bank of New York.
  • Marco Del Negro & Andrea Tambalotti & Domenico Giannone & Marc Giannoni, 2019. "Global Trends in Interest Rates," 2019 Meeting Papers 77, Society for Economic Dynamics.
  • Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Working Papers 25039, National Bureau of Economic Research, Inc.
• Lopez, Jose A. & Rose, Andrew K. & Spiegel, Mark M., 2020. "Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence," European Economic Review, Elsevier, vol. 124(C).
  • Jose A. Lopez & Andrew K. Rose & Mark M. Spiegel, 2018. "Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence," NBER Working Papers 25004, National Bureau of Economic Research, Inc.
  • Jose A. Lopez & Andrew K. Rose & Mark M. Spiegel, 2018. "Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence," Working Paper Series 2018-7, Federal Reserve Bank of San Francisco.
  • Rose, Andrew & Spiegel, Mark & Lopez, Jose A., 2018. "Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence," CEPR Discussion Papers 13010, C.E.P.R. Discussion Papers.
• Jens H. E. Christensen & Jose A. Lopez & Paul L. Mussche, 2022. "Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement," Management Science, INFORMS, vol. 68(11), pages 8286-8300, November.
  • Jens H. E. Christensen & Jose A. Lopez & Paul Mussche, 2019. "Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement," Working Paper Series 2018-9, Federal Reserve Bank of San Francisco.
• Edward Nelson, 2020. "Seven Fallacies Concerning Milton Friedman's “The Role of Monetary Policy”," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(1), pages 145-164, February.
  • Edward Nelson, 2018. "Seven Fallacies Concerning Milton Friedman's \"The Role of Monetary Policy\"," Finance and Economics Discussion Series 2018-013, Board of Governors of the Federal Reserve System (U.S.).
• Sriya Anbil & Zeynep Senyuz, 2018. "The Regulatory and Monetary Policy Nexus in the Repo Market," Finance and Economics Discussion Series 2018-027, Board of Governors of the Federal Reserve System (U.S.).
• Garth Baughman & Francesca Carapella, 2020. "Voluntary Reserve Targets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 583-612, March.
  • Garth Baughman & Francesca Carapella, 2018. "Voluntary Reserve Targets," Finance and Economics Discussion Series 2018-032, Board of Governors of the Federal Reserve System (U.S.).
• Martin M. Andreasen & Andrew C. Meldrum, 2018. "A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States," Finance and Economics Discussion Series 2018-056, Board of Governors of the Federal Reserve System (U.S.).
• Thomas Keating & Marco Macchiavelli, 2018. "Interest on Reserves and Arbitrage in Post-Crisis Money Markets," FEDS Notes 2018-03-01-1, Board of Governors of the Federal Reserve System (U.S.).
• James A. Clouse & Sam Schulhofer-Wohl, 2018. "A Sequential Bargaining Model of the Fed Funds Market with Excess Reserves," Working Paper Series WP-2018-8, Federal Reserve Bank of Chicago.
• Thomas R. Cook & Taeyoung Doh, 2018. "Revamping the Kansas City Financial Stress Index Using the Treasury Repo Rate," Macro Bulletin, Federal Reserve Bank of Kansas City, issue October 2, pages 1-2, October.
• William T. Gavin, 2018. "Monetary Policy Regimes and the Real Interest Rate," Review, Federal Reserve Bank of St. Louis, vol. 100(2), pages 151-169.
• Dong, Feng & Wen, Yi, 2019. "Long and Plosser meet Bewley and Lucas," Journal of Monetary Economics, Elsevier, vol. 102(C), pages 70-92.
  • Feng Dong & Yi Wen, 2018. "Long and Plosser Meet Bewley and Lucas," Working Papers 2018-8, Federal Reserve Bank of St. Louis.
• Gara Afonso & Roc Armenter & Benjamin Lester, 2019. "A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 177-204, July.
  • Gara M. dup Afonso & Roc Armenter & Benjamin Lester, 2018. "A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow," Working Papers 18-10, Federal Reserve Bank of Philadelphia.
  • Gara M. dup Afonso & Roc Armenter & Benjamin Lester, 2018. "A model of the federal funds market: yesterday, today, and tomorrow," Staff Reports 840, Federal Reserve Bank of New York.
• Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica, 2019. "DSGE forecasts of the lost recovery," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1770-1789.
  • Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski, 2018. "DSGE forecasts of the lost recovery," Staff Reports 844, Federal Reserve Bank of New York.
• Thomas M. Mertens & John C. Williams, 2021. "What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices," American Economic Review, American Economic Association, vol. 111(8), pages 2473-2505, August.
  • Thomas M. Mertens & John C. Williams, 2018. "What to expect from the lower bound on interest rates: evidence from derivatives prices," Staff Reports 865, Federal Reserve Bank of New York.
  • Thomas M. Mertens & John C. Williams, 2020. "What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices," Working Paper Series 2018-03, Federal Reserve Bank of San Francisco.
• Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea, 2019. "Global trends in interest rates," Journal of International Economics, Elsevier, vol. 118(C), pages 248-262.
  • Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 248-262, National Bureau of Economic Research, Inc.
  • Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," Working Papers 1812, Federal Reserve Bank of Dallas.
  • Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global trends in interest rates," Staff Reports 866, Federal Reserve Bank of New York.
  • Brandyn Bok & Marco Del Negro & Domenico Giannone & Marc Giannoni & Eric Qian & Andrea Tambalotti, 2019. "Global Trends in Interest Rates," Liberty Street Economics 20190227, Federal Reserve Bank of New York.
  • Marco Del Negro & Andrea Tambalotti & Domenico Giannone & Marc Giannoni, 2019. "Global Trends in Interest Rates," 2019 Meeting Papers 77, Society for Economic Dynamics.
  • Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Working Papers 25039, National Bureau of Economic Research, Inc.
• Daniel J. Lewis, 2022. "Robust Inference in Models Identified via Heteroskedasticity," The Review of Economics and Statistics, MIT Press, vol. 104(3), pages 510-524, May.
  • Daniel J. Lewis, 2018. "Robust inference in models identified via heteroskedasticity," Staff Reports 876, Federal Reserve Bank of New York.
• Gara Afonso & Roc Armenter & Benjamin Lester, 2019. "A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 177-204, July.
  • Gara M. dup Afonso & Roc Armenter & Benjamin Lester, 2018. "A model of the federal funds market: yesterday, today, and tomorrow," Staff Reports 840, Federal Reserve Bank of New York.
  • Gara M. dup Afonso & Roc Armenter & Benjamin Lester, 2018. "A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow," Working Papers 18-10, Federal Reserve Bank of Philadelphia.
• Ayşe Ergin ÜNAL, Okyay UÇAN, 2018. "An Alternative Instrument Negative Interest for Economic Growth: An ARDL Analysis Approach," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 4.
• Evgeny L. Goryunov, 2018. "Sectoral Effects of Bank of Russia Disinflation Policy," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 21-33, December.
• Giulio Cifarelli & Giovanna Paladino, 2018. "Sovereign - bank risk interconnections during the Greek financial crisis and the role of the Italian debt," Working Papers - Economics wp2018_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018. "The rise and fall of the natural interest rate," Working Papers 1822, Banco de España.
  • Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018. "The Rise and Fall of the Natural Interest Rate," Working Papers - Economics wp2018_14.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  • Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018. "The Rise and Fall of the Natural Interest Rate," Working Papers wp2018_1805, CEMFI.
  • Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018. "The Rise and Fall of the Natural Interest Rate," Working Paper series 18-29, Rimini Centre for Economic Analysis.
  • Pérez-Quirós, Gabriel & Fiorentini, Gabriele & Galesi, Alessandro & Sentana, Enrique, 2018. "The Rise and Fall of the Natural Interest Rate," CEPR Discussion Papers 13042, C.E.P.R. Discussion Papers.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Florinskaya Yulia & Mkrtchian Nikita, 2018. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 13, pages 1-20, July.
• Sinelnikov-Murylev Sergey & Drobyshevsky Sergey & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Khasanova Ramilya, 2018. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 2, pages 1-27, February.
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• Wei, Shang-Jin, 2018. "Managing Financial Globalization: A Guide for Developing Countries Based on the Recent Literature," ADBI Working Papers 804, Asian Development Bank Institute.
• Holtemöller, Oliver & Scherer, Jan-Christopher, 2018. "Sovereign Stress, Banking Stress, and the Monetary Transmission Mechanism in the Euro Area," ADBI Working Papers 811, Asian Development Bank Institute.
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• Gerti Shijaku, 2018. "Does Primary Sovereignty Risk Matter for Bank Stability? Evidence from the Albanian Banking System," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 16(2), pages 115-145.
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• Pierluigi Bologna, 2017. "Banks’ maturity transformation: risk, reward, and policy," Temi di discussione (Economic working papers) 1159, Bank of Italy, Economic Research and International Relations Area.
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• Silvia Magri, 2018. "Are lenders using risk-based pricing in the consumer loan market? The effects of the 2008 crisis," Temi di discussione (Economic working papers) 1164, Bank of Italy, Economic Research and International Relations Area.
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• Flavia Corneli, 2024. "Sovereign debt maturity structure and its costs," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 31(1), pages 262-297, February.
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• Marcello Pericoli, 2018. "Macroeconomics determinants of the correlation between stocks and bonds," Temi di discussione (Economic working papers) 1198, Bank of Italy, Economic Research and International Relations Area.
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• Javier G. Gómez-Pineda, 2018. "A well-timed raise in inflation targets," Borradores de Economia 1042, Banco de la Republica de Colombia.
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• Silvia Gabrieli & Claire Labonne, 2018. "Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015," Supervisory Research and Analysis Working Papers RPA 18-3, Federal Reserve Bank of Boston.
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• Stéphane Lhuissier & Urszula Szczerbowicz, 2022. "Monetary Policy and Corporate Debt Structure," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 497-515, June.
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• Ryan Niladri Banerjee & Boris Hofmann, 2018. "The rise of zombie firms: causes and consequences," BIS Quarterly Review, Bank for International Settlements, September.
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• Andrew Filardo & Jouchi Nakajima, 2018. "Effectiveness of unconventional monetary policies in a low interest rate environment," BIS Working Papers 691, Bank for International Settlements.
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• José Dorich & Nicholas Labelle St-Pierre & Vadym Lepetyuk & Rhys R. Mendes, 2018. "Could a higher inflation target enhance macroeconomic stability?," Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 1029-1055, August.
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• Emanuel Kohlscheen & Aaron Mehrotra & Dubravko Mihaljek, 2020. "Residential Investment and Economic Activity: Evidence from the Past Five Decades," International Journal of Central Banking, International Journal of Central Banking, vol. 16(6), pages 287-329, December.
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• Monika Piazzesi & Martin Schneider, 2018. "Payments, credit and asset prices," BIS Working Papers 734, Bank for International Settlements.
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• Gunda‐Alexandra Detmers & Ozer Karagedikli & Richhild Moessner, 2021. "Quantitative or Qualitative Forward Guidance: Does it Matter?," The Economic Record, The Economic Society of Australia, vol. 97(319), pages 491-503, December.
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• Fernando Avalos & Emmanuel C Mamatzakis, 2018. "Euro area unconventional monetary policy and bank resilience," BIS Working Papers 754, Bank for International Settlements.
• Cieslak, Anna & Schrimpf, Andreas, 2019. "Non-monetary news in central bank communication," Journal of International Economics, Elsevier, vol. 118(C), pages 293-315.
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• Clemens Grafe & Sara Grut & Lorenzo Rigon, 2018. "Neutral Interest Rates in CEEMEA - Moving in Tandem with Global Factors," Russian Journal of Money and Finance, Bank of Russia, vol. 77(1), pages 6-25, March.
• Yulia Ushakova & Anna Kruglova, 2018. "Competition in Russia's Banking Sector Prior to and After Supervision Policy Enhancement: Conclusions Based on Interest Rate Dispersion and Spread," Russian Journal of Money and Finance, Bank of Russia, vol. 77(2), pages 22-50, June.
• John Thornton & Chrysovalantis Vasilakis, 2018. "Fiscal Rules And Government Borrowing Costs: International Evidence," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 446-459, January.
• Juan M. Sánchez, 2018. "The Information Technology Revolution And The Unsecured Credit Market," Economic Inquiry, Western Economic Association International, vol. 56(2), pages 914-930, April.
• G.C. Lim & Sarantis Tsiaplias, 2018. "Interest Rates, Local Housing Markets and House Price Over†reactions," The Economic Record, The Economic Society of Australia, vol. 94(S1), pages 33-48, June.
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• Jacinta C. Nwachukwu & Aqsa Aziz & Uchenna Tony‐Okeke & Simplice A. Asongu, 2018. "The determinants of interest rates in microfinance: Age, scale and organizational charter," Review of Development Economics, Wiley Blackwell, vol. 22(3), pages 135-159, August.
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• William B. Peterman & Erick Sager, 2022. "Optimal Public Debt with Life Cycle Motives," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 404-437, October.
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• Philip Molyneux & Alessio Reghezza & Ru Xie, 2018. "Bank Profits and Margins in a World of Negative Rates," Working Papers 18001, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
• Q. Farooq Akram & Mats B. Fevolden & Lyndsie H. Smith, 2018. "Identification of interbank loans and interest rates from interbank payments – A reliability assessment," Working Paper 2018/8, Norges Bank.
• ter Ellen, Saskia & Jansen, Edvard & Midthjell, Nina Larsson, 2020. "ECB Spillovers and domestic monetary policy effectiveness in small open economies," European Economic Review, Elsevier, vol. 121(C).
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• Fabio Canova & Filippo Ferroni, 2022. "Mind the Gap! Stylized Dynamic Facts and Structural Models," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 104-135, October.
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• Michael T. Belongia & Peter N. Ireland, 2018. "Monetary Policy Lessons from the Greenbook," Boston College Working Papers in Economics 955, Boston College Department of Economics.
• Lloyd, S. P., 2017. "Overnight Indexed Swap Market-Based Measures of Monetary Policy Expectations," Cambridge Working Papers in Economics 1733, Faculty of Economics, University of Cambridge.
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• Boneva, Lena & de Roure, Calebe & Morley, Ben, 2018. "The impact of the Bank of England’s Corporate Bond Purchase Scheme on yield spreads," Bank of England working papers 719, Bank of England.
• Basten, Christoph & Guin, Benjamin & Koch, Catherine, 2018. "How do banks and households manage interest rate risk? Evidence from mortgage applications and banks’ responses," Bank of England working papers 733, Bank of England.
• Lloyd, Simon P., 2020. "Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure," Journal of Banking & Finance, Elsevier, vol. 119(C).
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• Anttila, Juho, 2018. "Measuring the effects of conventional and unconventional monetary policy in the euro area," Research Discussion Papers 12/2018, Bank of Finland.
• Dimitris Malliaropulos & Petros Migiakis, 2018. "Quantitative easing and sovereign bond yields: a global perspective," Working Papers 253, Bank of Greece.
• Nao Sudo & Yosuke Okazaki & Yasutaka Takizuka, 2018. "Determinants of the Natural Rate of Interest in Japan \ Approaches based on a DSGE model and OG model \," Bank of Japan Research Laboratory Series 18-E-1, Bank of Japan.
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• Nao Sudo & Masaki Tanaka, 2018. "Do Market Segmentation and Preferred Habitat Theories Hold in Japan? : Quantifying Stock and Flow Effects of Bond Purchases," Bank of Japan Working Paper Series 18-E-16, Bank of Japan.
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  • Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2015. "Optimal inflation with corporate taxation and financial constraints," BIS Working Papers 520, Bank for International Settlements.
  • Weil, Philippe & Lombardo, Giovanni & Mendicino, Caterina & Finocchiaro, Daria, 2015. "Optimal Inflation with Corporate Taxation and Financial Constraints," CEPR Discussion Papers 10847, C.E.P.R. Discussion Papers.
  • Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2018. "Optimal Inflation with Corporate Taxation and Financial Constraints," Post-Print hal-03945944, HAL.
• Augustin, Patrick, 2018. "The term structure of CDS spreads and sovereign credit risk," Journal of Monetary Economics, Elsevier, vol. 96(C), pages 53-76.
• English, William B. & Van den Heuvel, Skander J. & Zakrajšek, Egon, 2018. "Interest rate risk and bank equity valuations," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 80-97.
  • William B. English & Skander J. van den Heuvel & Egon Zakrajšek, 2012. "Interest rate risk and bank equity valuations," Finance and Economics Discussion Series 2012-26, Board of Governors of the Federal Reserve System (U.S.).
  • English, William B. & Van den Heuvel, Skander J. & Zakrajsek, Egon, 2014. "Interest Rate Risk and Bank Equity Valuations," Working Papers 14-05, University of Pennsylvania, Wharton School, Weiss Center.
• Champagne, Julien & Sekkel, Rodrigo, 2018. "Changes in monetary regimes and the identification of monetary policy shocks: Narrative evidence from Canada," Journal of Monetary Economics, Elsevier, vol. 99(C), pages 72-87.
  • Julien Champagne & Rodrigo Sekkel, 2017. "Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada," Staff Working Papers 17-39, Bank of Canada.
  • Julien Champagne & Rodrigo Sekkel, 2018. "Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada," 2018 Meeting Papers 128, Society for Economic Dynamics.
• Pan, Zheyao & Chan, Kam Fong, 2018. "A new government bond volatility index predictor for the U.S. equity premium," Pacific-Basin Finance Journal, Elsevier, vol. 50(C), pages 200-215.
• Docherty, Paul & Easton, Steve, 2018. "State-varying illiquidity risk in sovereign bond spreads," Pacific-Basin Finance Journal, Elsevier, vol. 50(C), pages 235-248.
• Jung, Alexander, 2018. "Does McCallum’s rule outperform Taylor’s rule during the financial crisis?," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 9-21.
• Hayashi, Fumio, 2018. "Computing equilibrium bond prices in the Vayanos-Vila model," Research in Economics, Elsevier, vol. 72(2), pages 181-195.
• Lange, Ronald Henry, 2018. "The term structure of liquidity premia and the macroeconomy in Canada: A dynamic latent-factor approach," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 164-182.
• Gadanecz, Blaise & Miyajima, Ken & Shu, Chang, 2018. "Emerging market local currency sovereign bond yields: The role of exchange rate risk," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 371-401.
• Hamza, Hichem & Saadaoui, Zied, 2018. "Monetary transmission through the debt financing channel of Islamic banks: Does PSIA play a role?," Research in International Business and Finance, Elsevier, vol. 45(C), pages 557-570.

2017

• Martin M. Andreasen & Jens H.E. Christensen & Simon Riddell, 2017. "The TIPS Liquidity Premium," CREATES Research Papers 2017-27, Department of Economics and Business Economics, Aarhus University.
• Monisankar Bishnu & Nick L. Guo & Cagri S Kumru, 2017. "Social Security: Progressive Benefits but Regressive Outcome?," ANU Working Papers in Economics and Econometrics 2017-656, Australian National University, College of Business and Economics, School of Economics.
• Danilo Cascaldi-Garcia, 2017. "News Shocks and the Slope of the Term Structure of Interest Rates: Comment," American Economic Review, American Economic Association, vol. 107(10), pages 3243-3249, October.
• André Kurmann & Christopher Otrok, 2017. "News Shocks and the Slope of the Term Structure of Interest Rates: Reply," American Economic Review, American Economic Association, vol. 107(10), pages 3250-3256, October.
• Marco Di Maggio & Amir Kermani & Benjamin J. Keys & Tomasz Piskorski & Rodney Ramcharan & Amit Seru & Vincent Yao, 2017. "Interest Rate Pass-Through: Mortgage Rates, Household Consumption, and Voluntary Deleveraging," American Economic Review, American Economic Association, vol. 107(11), pages 3550-3588, November.
• Marco Del Negro & Gauti Eggertsson & Andrea Ferrero & Nobuhiro Kiyotaki, 2017. "The Great Escape? A Quantitative Evaluation of the Fed's Liquidity Facilities," American Economic Review, American Economic Association, vol. 107(3), pages 824-857, March.
  • Marco Del Negro & Gauti B. Eggertsson & Andrea Ferrero & Nobuhiro Kiyotaki, 2011. "The great escape? A quantitative evaluation of the Fed’s liquidity facilities," Staff Reports 520, Federal Reserve Bank of New York.
  • Marco Del Negro & Gauti Eggertsson & Andrea Ferrero & Nobuhiro Kiyotaki, 2016. "The Great Escape? A Quantitative Evaluation of the Fed’s Liquidity Facilities," NBER Working Papers 22259, National Bureau of Economic Research, Inc.
• Adrien Auclert & Matthew Rognlie, 2017. "Aggregate Demand and the Top 1 Percent," American Economic Review, American Economic Association, vol. 107(5), pages 588-592, May.
• Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2017. "Rents, Technical Change, and Risk Premia Accounting for Secular Trends in Interest Rates, Returns on Capital, Earning Yields, and Factor Shares," American Economic Review, American Economic Association, vol. 107(5), pages 614-620, May.
  • Caballero, Ricardo J & Farhi, Emmanuel & Gourinchas, Pierre-Olivier, 2017. "Rents, Technical Change, and Risk Premia Accounting for Secular Trends in Interest Rates, Returns on Capital, Earning Yields, and Factor Shares," Department of Economics, Working Paper Series qt9dw1f40q, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2017. "Rents, Technical Change, and Risk Premia: Accounting for Secular Trends in Interest Rates, Returns on Capital, Earning Yields, and Factor Shares," NBER Working Papers 23127, National Bureau of Economic Research, Inc.
• Ralph S. J. Koijen & François Koulischer & Benoît Nguyen & Motohiro Yogo, 2017. "Euro-Area Quantitative Easing and Portfolio Rebalancing," American Economic Review, American Economic Association, vol. 107(5), pages 621-627, May.
• Christopher Gust & Edward Herbst & David López-Salido & Matthew E. Smith, 2017. "The Empirical Implications of the Interest-Rate Lower Bound," American Economic Review, American Economic Association, vol. 107(7), pages 1971-2006, July.
  • Christopher J. Gust & Edward P. Herbst & J. David López-Salido & Matthew E. Smith, 2012. "The Empirical Implications of the Interest-Rate Lower Bound," Finance and Economics Discussion Series 2012-83, Board of Governors of the Federal Reserve System (U.S.).
• Stephanie Schmitt-Grohé & Martín Uribe, 2017. "Liquidity Traps and Jobless Recoveries," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(1), pages 165-204, January.
• Charles T. Carlstrom & Timothy S. Fuerst & Matthias Paustian, 2017. "Targeting Long Rates in a Model with Segmented Markets," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(1), pages 205-242, January.
  • Charles T. Carlstrom & Timothy S. Fuerst & Matthias Paustian, 2014. "Targeting Long Rates in a Model with Segmented Markets," Working Papers (Old Series) 1419, Federal Reserve Bank of Cleveland.
• Fabrice Collard & Harris Dellas & Behzad Diba & Olivier Loisel, 2017. "Optimal Monetary and Prudential Policies," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(1), pages 40-87, January.
  • Fabrice Collard & Harris Dellas & Behzad Diba & Olivier Loisel, 2012. "Optimal Monetary and Prudential Policies," Working Papers 2012-34, Center for Research in Economics and Statistics.
  • Collard, F. & Dellas, H. & Diba, B. & Loisel, O., 2012. "Optimal Monetary and Prudential Policies," Working papers 413, Banque de France.
• Pierpaolo Benigno & Salvatore Nisticò, 2017. "Safe Assets, Liquidity, and Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(2), pages 182-227, April.
  • Benigno, Pierpaolo & Nistico, Salvatore, 2013. "Safe Assets, Liquidity and Monetary Policy," CEPR Discussion Papers 9767, C.E.P.R. Discussion Papers.
• Taisuke Nakata, 2017. "Uncertainty at the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(3), pages 186-221, July.
  • Taisuke Nakata, 2013. "Uncertainty at the Zero Lower Bound," 2013 Meeting Papers 924, Society for Economic Dynamics.
  • Taisuke Nakata, 2013. "Uncertainty at the zero lower bound," Finance and Economics Discussion Series 2013-09, Board of Governors of the Federal Reserve System (U.S.).
• Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2017. "Noisy News in Business Cycles," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(4), pages 122-152, October.
  • Lippi, Marco & Forni, Mario & Sala, Luca & Gambetti, Luca, 2013. "Noisy News in Business cycles," CEPR Discussion Papers 9601, C.E.P.R. Discussion Papers.
  • Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noisy News in Business Cycles," Center for Economic Research (RECent) 097, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  • Luca Gambetti, 2014. "Noisy News in Business Cycles," 2014 Meeting Papers 1406, Society for Economic Dynamics.
  • Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2014. "Noisy News in Business Cycles," Working Papers 531, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Douglas W. Elmendorf & Louise M. Sheiner, 2017. "Federal Budget Policy with an Aging Population and Persistently Low Interest Rates," Journal of Economic Perspectives, American Economic Association, vol. 31(3), pages 175-194, Summer.
• Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2017. "The Safe Assets Shortage Conundrum," Journal of Economic Perspectives, American Economic Association, vol. 31(3), pages 29-46, Summer.
  • Caballero, Ricardo J & Farhi, Emmanuel & Gourinchas, Pierre-Olivier, 2017. "The Safe Assets Shortage Conundrum," Department of Economics, Working Paper Series qt8h3182xb, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
• Kenneth Rogoff, 2017. "Dealing with Monetary Paralysis at the Zero Bound," Journal of Economic Perspectives, American Economic Association, vol. 31(3), pages 47-66, Summer.
• Calcedonia Enache & Fernando Merino, 2017. "Determinants of Foreign Direct Investment in Romania: a Quantitative Approach," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 19(44), pages 275-275, February.
• Qureshi, Irfan, 2015. "Monetary Policy Shifts and Central Bank Independence," MPRA Paper 81646, University Library of Munich, Germany, revised Sep 2017.
  • Qureshi, Irfan, 2017. "Monetary Policy Shifts and Central Bank Independence," Economic Research Papers 269096, University of Warwick - Department of Economics.
  • Qureshi, Irfan, 2017. "Monetary Policy Shifts and Central Bank Independence," The Warwick Economics Research Paper Series (TWERPS) 1139, University of Warwick, Department of Economics.
• Jonathan H. Wright, 2017. "Forward-Looking Estimates of Interest-Rate Distributions," Annual Review of Financial Economics, Annual Reviews, vol. 9(1), pages 333-351, November.
• Michael Richter, 2017. "Asymmetric Effects on Financial Cycles in a Monetary Union with Diverging Country Preferences for Variable- and Fixed-Rate Mortgages," Review of Economics & Finance, Better Advances Press, Canada, vol. 7, pages 19-36, February.
• Luca Gambetti & Christoph Görtz & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2022. "The Effect of News Shocks and Monetary Policy," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 139-164, Emerald Group Publishing Limited.
  • Francesco Zanetti & Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas, 2017. "The Effect of News Shocks and Monetary Policy," Economics Series Working Papers 838, University of Oxford, Department of Economics.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2017. "The Effect of News Shocks and Monetary Policy," BCAM Working Papers 1705, Birkbeck Centre for Applied Macroeconomics.
  • Gambetti, Luca & Korobilis, Dimitris & Tsoukalas, John D. & Zanetti, Francesco, 2017. "The effect of news shocks and monetary policy," LSE Research Online Documents on Economics 86145, London School of Economics and Political Science, LSE Library.
  • Luca Gambetti & Christoph Görtz & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2019. "The effect of news shocks and monetary policy," CESifo Working Paper Series 7578, CESifo.
  • Gambetti, L & Korobilis, D & Tsoukalas, J & Zanetti, F, 2017. "The Effect of News Shocks and Monetary Policy," Essex Finance Centre Working Papers 20428, University of Essex, Essex Business School.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2017. "The Effect of News Shocks and Monetary Policy," Discussion Papers 1730, Centre for Macroeconomics (CFM).
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2017. "The Effect of News Shocks and Monetary Policy," Working Papers 2017_11, Business School - Economics, University of Glasgow.
  • Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2018. "The Effect of News Shocks and Monetary Policy," Working Paper series 18-19, Rimini Centre for Economic Analysis.
  • Luca Gambetti & Christoph Gortz & Dimitris Korobilis & John Tsoukalas & Francesco Zanetti, 2019. "The Effect of News Shocks and Monetary Policy," Discussion Papers 19-03, Department of Economics, University of Birmingham.
• Gestsson, Marias H. & Zoega, Gylfi, 2019. "The Golden Rule Of Longevity," Macroeconomic Dynamics, Cambridge University Press, vol. 23(1), pages 384-419, January.
  • Gylfi Zoega & Gylfi Zoega, 2017. "The Golden Rule of Longevity," Birkbeck Working Papers in Economics and Finance 1705, Birkbeck, Department of Economics, Mathematics & Statistics.
• Jose Maria Alvarez & Cristina Deblas & Jose Felix Izquierdo & Ana Rubio & Jaime Zurita, 2017. "The impact of European banking consolidation on credit prices," Working Papers 17/08, BBVA Bank, Economic Research Department.
• Jose Felix Izquierdo, 2017. "Modelos para los flujos de nuevo credito en España," Working Papers 17/09, BBVA Bank, Economic Research Department.
• Christopher S. Sutherland, 2017. "What Explains Month-End Funding Pressure in Canada?," Discussion Papers 17-9, Bank of Canada.
• Michael Boutros & Jonathan Witmer, 2017. "Monetary Policy Implementation in a Negative Rate Environment," Staff Working Papers 17-25, Bank of Canada.
• Antonio Diez de los Rios & Maral Shamloo, 2017. "Quantitative Easing and Long-Term Yields in Small Open Economies," IMF Working Papers 2017/212, International Monetary Fund.
  • Antonio Diez de los Rios & Maral Shamloo, 2017. "Quantitative Easing and Long-Term Yields in Small Open Economies," Staff Working Papers 17-26, Bank of Canada.
• Antonio Diez de los Rios, 2017. "Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions," Staff Working Papers 17-33, Bank of Canada.
• Champagne, Julien & Sekkel, Rodrigo, 2018. "Changes in monetary regimes and the identification of monetary policy shocks: Narrative evidence from Canada," Journal of Monetary Economics, Elsevier, vol. 99(C), pages 72-87.
  • Julien Champagne & Rodrigo Sekkel, 2017. "Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada," Staff Working Papers 17-39, Bank of Canada.
  • Julien Champagne & Rodrigo Sekkel, 2018. "Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada," 2018 Meeting Papers 128, Society for Economic Dynamics.
• Maarten van Oordt, 2017. "Which Model to Forecast the Target Rate?," Staff Working Papers 17-60, Bank of Canada.
• Bruno Feunou & Corey Garriott & James Kyeong & Raisa Leiderman, 2017. "The Impacts of Monetary Policy Statements," Staff Analytical Notes 17-22, Bank of Canada.
• Stefano Neri & Giuseppe Ferrero, 2017. "Monetary policy in a low interest rate environment," Questioni di Economia e Finanza (Occasional Papers) 392, Bank of Italy, Economic Research and International Relations Area.
• Giuseppe Ferrero & Michele Loberto & Marcello Miccoli, 2017. "The collateral channel of unconventional monetary policy," Temi di discussione (Economic working papers) 1119, Bank of Italy, Economic Research and International Relations Area.
• Maddalena Galardo & Cinzia Guerrieri, 2017. "The effects of central bank’s verbal guidance: evidence from the ECB," Temi di discussione (Economic working papers) 1129, Bank of Italy, Economic Research and International Relations Area.
• Fabio Busetti & Michele Caivano, 2017. "Low frequency drivers of the real interest rate: a band spectrum regression approach," Temi di discussione (Economic working papers) 1132, Bank of Italy, Economic Research and International Relations Area.
• A. Bartocci & L. Burlon & A. Notarpietro & M. Pisani, 2021. "Macroeconomic Effects of Non‐Standard Monetary Policy Measures in the Euro Area: The Role of Corporate Bond Purchases," Manchester School, University of Manchester, vol. 89(S1), pages 97-130, September.
  • Anna Bartocci & Lorenzo Burlon & Alessandro Notarpietro & Massimiliano Pisani, 2017. "Macroeconomic effects of non-standard monetary policy measures in the euro area: the role of corporate bond purchases," Temi di discussione (Economic working papers) 1136, Bank of Italy, Economic Research and International Relations Area.
• Neri, Stefano & Gerali, Andrea, 2019. "Natural rates across the Atlantic," Journal of Macroeconomics, Elsevier, vol. 62(C).
  • Stefano Neri & Andrea Gerali, 2017. "Natural rates across the Atlantic," Temi di discussione (Economic working papers) 1140, Bank of Italy, Economic Research and International Relations Area.
• Cova, Pietro & Notarpietro, Alessandro & Pagano, Patrizio & Pisani, Massimiliano, 2021. "Secular Stagnation, R&D, Public Investment, And Monetary Policy: A Global-Model Perspective," Macroeconomic Dynamics, Cambridge University Press, vol. 25(5), pages 1267-1287, July.
  • Pietro Cova & Patrizio Pagano & Alessandro Notarpietro & Massimiliano Pisani, 2017. "Secular stagnation, R&D, public investment and monetary policy: a global-model perspective," Temi di discussione (Economic working papers) 1156, Bank of Italy, Economic Research and International Relations Area.
• Pierluigi Bologna, 2017. "Banks’ maturity transformation: risk, reward, and policy," Temi di discussione (Economic working papers) 1159, Bank of Italy, Economic Research and International Relations Area.
  • Pierluigi Bologna, 2018. "Banks’ Maturity Transformation: Risk, Reward, and Policy," IMF Working Papers 2018/045, International Monetary Fund.
  • Bologna, Pierluigi, 2018. "Banks’ maturity transformation: risk, reward, and policy," ESRB Working Paper Series 63, European Systemic Risk Board.
• Gómez-Pineda, Javier G., 2020. "Volatility spillovers and the global financial cycle across economies: Evidence from a global semi-structural model," Economic Modelling, Elsevier, vol. 90(C), pages 331-373.
  • Javier G. Gómez-Pineda, 2017. "Volatility spillovers and the global financial cycle across economies: evidence from a global semi-structural model," Borradores de Economia 1011, Banco de la Republica de Colombia.
• Deicy Cristiano-Botia & Eliana González-Molano & Carlos Huertas-Campos, 2017. "Evaluación de la transmisión de la tasa de interés de referencia a las tasas de interés del sistema financiero considerando las expectativas de los agentes," Borradores de Economia 988, Banco de la Republica de Colombia.
• Jose E. Gomez-Gonzalez & Santiago Gomez-Malagon & Luis F. Melo-Velandia & Daniel Ordoñez-Callamand, 2020. "A rank approach for studying cross-currency bases and the covered interest rate parity," Empirical Economics, Springer, vol. 59(1), pages 357-369, July.
  • Daniel Ordoñez-Callamand & Jose Eduardo Gomez-Gonzalez & Santiago Gomez-Malagon & Luis Fernando Melo-Velandia, 2017. "A rank approach for studying cross-currency bases and the covered interest rate parity," Borradores de Economia 994, Banco de la Republica de Colombia.
• Istrefi, Klodiana & Mouabbi, Sarah, 2018. "Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 296-313.
  • Klodiana Istrefi & Sarah Mouabbi, 2017. "Subjective interest rate uncertainty and the macroeconomy : a cross-country analysis," Rue de la Banque, Banque de France, issue 48, september.
  • K. Istrefi & S. Mouabbi, 2017. "Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis," Working papers 619, Banque de France.
• Jean‐Stéphane Mésonnier & Charles O'Donnell & Olivier Toutain, 2022. "The Interest of Being Eligible," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 425-458, March.
  • J-S.M sonnier & C. O Donnell & O. Toutain, 2017. "The Interest of Being Eligible," Working papers 636, Banque de France.
  • Jean‐stéphane Mésonnier & Charles O'Donnell & Olivier Toutain, 2022. "The Interest of Being Eligible," Post-Print hal-03590200, HAL.
• Uri, J., 2017. "Les crédits nouveaux à l’habitat des ménages : tendances récentes," Bulletin de la Banque de France, Banque de France, issue 210, pages 5-13.
• Perillaud, S. & Uri, J., 2017. "Le crédit à la consommation en France et en Europe : tendances récentes et comparaisons internationales," Bulletin de la Banque de France, Banque de France, issue 213, pages 33-42.
• Istrefi, Klodiana & Mouabbi, Sarah, 2018. "Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 296-313.
  • Klodiana Istrefi & Sarah Mouabbi, 2017. "Subjective interest rate uncertainty and the macroeconomy : a cross-country analysis," Rue de la Banque, Banque de France, issue 48, september.
  • K. Istrefi & S. Mouabbi, 2017. "Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis," Working papers 619, Banque de France.
• Monfort, Alain & Pegoraro, Fulvio & Renne, Jean-Paul & Roussellet, Guillaume, 2017. "Staying at zero with affine processes: An application to term structure modelling," Journal of Econometrics, Elsevier, vol. 201(2), pages 348-366.
  • Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne & Guillaume Roussellet, 2017. "Staying at zero with affine processes : an application to term structure modelling," Rue de la Banque, Banque de France, issue 52, november.
  • A. Monfort & F. Pegoraro & J.-P. Renne & G. Roussellet, 2015. "Staying at Zero with Affine Processes: An Application to Term Structure Modelling," Working papers 558, Banque de France.
• Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2017. "Safety, Liquidity, and the Natural Rate of Interest," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 48(1 (Spring), pages 235-316.
  • Marc Giannoni & Domenico Giannone & Andrea Tambalotti & Marco Del Negro, 2017. "Safety, Liquidity, and the Natural Rate of Interest," 2017 Meeting Papers 803, Society for Economic Dynamics.
  • Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2017. "Safety, liquidity, and the natural rate of interest," Staff Reports 812, Federal Reserve Bank of New York.
• Deepa D. Datta & Benjamin K. Johannsen & Hannah Kwon & Robert J. Vigfusson, 2021. "Oil, Equities, and the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 214-253, April.
  • Deepa Datta & Benjamin K Johannsen & Hannah Kwon & Robert J Vigfusson, 2017. "Oil, equities, and the zero lower bound," BIS Working Papers 617, Bank for International Settlements.
  • Deepa Dhume Datta & Benjamin K. Johannsen & Hannah Kwon & Robert J. Vigfusson, 2018. "Oil, Equities, and the Zero Lower Bound," Finance and Economics Discussion Series 2018-058, Board of Governors of the Federal Reserve System (U.S.).
• Gondo, Rocío & Vega, Marco, 2019. "The dynamics of investment projects: Evidence from Peru," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 324-340.
  • Gondo, Rocío & Vega, Marco, 2017. "The Dynamics of Investment Projects: Evidence from Peru," Working Papers 2017-006, Banco Central de Reserva del Perú.
  • Rocío Gondo & Marco Vega, 2017. "The dynamics of investment projects: evidence from Peru," BIS Working Papers 621, Bank for International Settlements.
• Leonardo Gambacorta & Andrés Murcia, 2019. "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
  • Leonardo Gambacorta & Andrés Murcia Pabón, 2017. "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data," BIS Working Papers 636, Bank for International Settlements.
• Altunbas, Yener & Binici, Mahir & Gambacorta, Leonardo, 2018. "Macroprudential policy and bank risk," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 203-220.
  • Gambacorta, Leonardo & Altunbas, Yener & Binici, Mahir, 2017. "Macroprudential policy and bank risk," CEPR Discussion Papers 12138, C.E.P.R. Discussion Papers.
  • Yener Altunbas & Mahir Binici & Leonardo Gambacorta, 2017. "Macroprudential policy and bank risk," BIS Working Papers 646, Bank for International Settlements.
• Dagfinn Rime & Andreas Schrimpf & Olav Syrstad, 2017. "Segmented money markets and covered interest parity arbitrage," Working Paper 2017/15, Norges Bank.
  • Dagfinn Rime & Andreas Schrimpf & Olav Syrstad, 2017. "Segmented money markets and covered interest parity arbitrage," BIS Working Papers 651, Bank for International Settlements.
• Charles Goodhart & Manoj Pradhan, 2017. "Demographics will reverse three multi-decade global trends," BIS Working Papers 656, Bank for International Settlements.
• Gregory Sutton & Dubravko Mihaljek & Agnė Subelytė, 2017. "Interest rates and house prices in the United States and around the world," BIS Working Papers 665, Bank for International Settlements.
• Anna Kruglova & Yulia Ushakova, 2017. "Effect of Banking Sector Resolution on Competition and Stability," Bank of Russia Working Paper Series wps22, Bank of Russia.
• Kuk Mo Jung, 2017. "Liquidity Risk And Time-Varying Correlation Between Equity And Currency Returns," Economic Inquiry, Western Economic Association International, vol. 55(2), pages 898-919, April.
  • Jung, Kuk Mo, 2015. "Liquidity Risk and Time-Varying Correlation Between Equity and Currency Returns," MPRA Paper 67416, University Library of Munich, Germany.
• Sophocles N. Brissimis & Nicholas S. Magginas, 2017. "Monetary Policy Rules Under Heterogeneous Inflation Expectations," Economic Inquiry, Western Economic Association International, vol. 55(3), pages 1400-1415, July.
  • Sophocles N. Brissimis & Nicholas S. Magginas, 2006. "Monetary Policy Rules under Heterogeneous Inflation Expectations," Working Papers 35, Bank of Greece.
• Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2017. "Forward Guidance And The State Of The Economy," Economic Inquiry, Western Economic Association International, vol. 55(4), pages 1593-1624, October.
  • Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2015. "Forward Guidance and the State of the Economy," Auburn Economics Working Paper Series auwp2015-10, Department of Economics, Auburn University.
  • Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2016. "Forward guidance and the state of the economy," Working Papers 1612, Federal Reserve Bank of Dallas.
• Roel Beetsma & Massimo Giuliodori & Ieva Sakalauskaite, 2017. "Long-term Interest Rates and Public Debt Maturity," Economica, London School of Economics and Political Science, vol. 84(335), pages 541-558, July.
  • Ieva Sakalauskaite & Roel Beetsma & Massimo Giuliodori, 2013. "Long-Term Interest Rates and Public Debt Maturity," CESifo Working Paper Series 4408, CESifo.
• Grace Taylor & Rod Tyers, 2017. "Secular Stagnation: Determinants and Consequences for Australia," The Economic Record, The Economic Society of Australia, vol. 93(303), pages 615-650, December.
  • Grace Taylor & Rod Tyers, 2016. "Secular Stagnation: Determinants And Consequences For Australia," Economics Discussion / Working Papers 16-25, The University of Western Australia, Department of Economics.
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• Homburg Stefan, 2017. "Understanding Benign Liquidity Traps: The Case of Japan," German Economic Review, De Gruyter, vol. 18(3), pages 267-282, August.
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• Phil Molyneux & Rue Xie & John Thornton & Alessio Reghezza, 2017. "Did Negative Interest Rates Impact Bank Lending?," Working Papers 17002, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
• Leif Brubakk & Saskia ter Ellen & Hong Xu, 2017. "Forward guidance through interest rate projections: does it work?," Working Paper 2017/6, Norges Bank.
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• Knut Are Aastveit & André K. Anundsen, 2022. "Asymmetric Effects of Monetary Policy in Regional Housing Markets," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 499-529, October.
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• Knut Are Aastveit & André K. Anundsen, 2022. "Asymmetric Effects of Monetary Policy in Regional Housing Markets," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 499-529, October.
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• James Cloyne & Kilian Huber & Ethan Ilzetzki & Henrik Kleven, 2019. "The Effect of House Prices on Household Borrowing: A New Approach," American Economic Review, American Economic Association, vol. 109(6), pages 2104-2136, June.
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• Stefan Homburg, 2017. "Understanding Benign Liquidity Traps: The Case of Japan," German Economic Review, Verein für Socialpolitik, vol. 18(3), pages 267-282, August.
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• Berisha Edmond, 2017. "ECB Monetary Policy Actions and the Economic Conditions of a Non-Euro Member: The Case of Croatia," Global Economy Journal, De Gruyter, vol. 17(2), pages 1-10, June.
• Renne Jean-Paul, 2017. "A model of the euro-area yield curve with discrete policy rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(1), pages 99-116, February.
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• Popiel Michal Ksawery, 2017. "Interest rate pass-through: a nonlinear vector error-correction approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-20, December.
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• Lloyd, S. P., 2017. "Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing," Cambridge Working Papers in Economics 1735, Faculty of Economics, University of Cambridge.
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• Gerti Shijaku, 2017. "Does Concentration Matter for Bank Stability? Evidence from the Albanian Banking Sector," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 6(3), pages 67-94.
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• Afonso, António & Arghyrou, Michael G. & Gadea, María Dolores & Kontonikas, Alexandros, 2018. "“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 1-30.
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• Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2017. "The Safe Assets Shortage Conundrum," Journal of Economic Perspectives, American Economic Association, vol. 31(3), pages 29-46, Summer.
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• Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2017. "Rents, Technical Change, and Risk Premia Accounting for Secular Trends in Interest Rates, Returns on Capital, Earning Yields, and Factor Shares," American Economic Review, American Economic Association, vol. 107(5), pages 614-620, May.
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  • António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects," CESifo Working Paper Series 6691, CESifo.
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• Florian Urbschat & Sebastian Watzka, 2017. "Quantitative Easing in the Euro Area - An Event Study Approach," CESifo Working Paper Series 6709, CESifo.
• Michael Jetter & Saskia Mösle & David Stadelmann, 2017. "Landlockedness and Economic Development: Analyzing Subnational Panel Data and Exploring Mechanisms," CESifo Working Paper Series 6733, CESifo.
• Felix Hufeld, 2017. "Nothing under the Sun is Forever," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 15(01), pages 31-32, April.
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• Christa Hainz & Artem Marjenko & Susanne Wildgruber, 2017. "Die Auswirkungen der Niedrigzinspolitik der EZB auf Unternehmen – Ergebnisse der Sonderfrage der ifo Konjunkturumfrage zu Negativzinsen auf Einlagen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 70(15), pages 38-41, August.
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• Howden, David, 2017. "The Interest Rate and the Length of Production: A Comment," MPRA Paper 79806, University Library of Munich, Germany.
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• Al-Jarhi, Mabid, 2017. "Inefficiencies in Search Models: The Case for Islamic Finance," MPRA Paper 82064, University Library of Munich, Germany, revised 19 Oct 2017.
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• Xiao, Tim, 2017. "A New Model for Pricing Collateralized Financial Derivatives," SocArXiv fvdzh, Center for Open Science.
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• Lancastre, Manuel, 2017. "Redistributive Tax Policy at the Zero Bound," MPRA Paper 82092, University Library of Munich, Germany.
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• Naoyuki Yoshino & Farhad Taghizadeh-Hesary & Hiroaki Miyamoto, 2017. "The Ineffectiveness of Japan’s Negative Interest Rate Policy," ADB Institute Series on Development Economics, in: Naoyuki Yoshino & Farhad Taghizadeh-Hesary (ed.), Japan’s Lost Decade, chapter 0, pages 147-168, Springer.
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  • Thomas Greve & Michael G. Pollitt, 2013. "Determining the optimal length of regulatory guarantee: A Length-of-Contract Auction," Cambridge Working Papers in Economics 1348, Faculty of Economics, University of Cambridge.
  • Thomas Greve & Michael G. Pollitt, 2013. "Determining the optimal length of regulatory guarantee: A Length-of-Contract Auction," Working Papers EPRG 1325, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Khandokar Istiak & Apostolos Serletis, 2017. "Monetary policy and leverage shocks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 22(2), pages 115-128, April.
  • Apostolos Serletis, "undated". "Monetary Policy and Leverage Shocks," Working Papers 2016-45, Department of Economics, University of Calgary, revised 23 Nov 2016.
• Francisco Ruge‐Murcia, 2017. "Skewness Risk and Bond Prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 379-400, March.
  • RUGE-MURCIA, Francisco J., 2012. "Skewness Risk and Bond Prices," Cahiers de recherche 2012-14, Universite de Montreal, Departement de sciences economiques.
  • Francisco Ruge-Murcia, 2012. "Skewness Risk and Bond Prices," Cahiers de recherche 17-2012, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Manthos D. Delis & Iftekhar Hasan & Nikolaos Mylonidis, 2017. "The Risk‐Taking Channel of Monetary Policy in the U.S.: Evidence from Corporate Loan Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(1), pages 187-213, February.
  • Delis, Manthos D. & Hasan, Iftekhar & Mylonidis, Nikolaos, 2017. "The risk-taking channel of monetary policy in the US: Evidence from corporate loan data," Bank of Finland Research Discussion Papers 18/2017, Bank of Finland.
• Ferre De Graeve & Jens Iversen, 2017. "Central Bank Policy Paths and Market Forward Rates: A Simple Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(6), pages 1197-1224, September.
  • De Graeve, Ferre & Iversen, Jens, 2015. "Central bank policy paths and market forward rates: A simple model," Working Paper Series 303, Sveriges Riksbank (Central Bank of Sweden).
• Qureshi, Irfan, 2015. "Monetary Policy Shifts and Central Bank Independence," MPRA Paper 81646, University Library of Munich, Germany, revised Sep 2017.
  • Qureshi, Irfan, 2017. "Monetary Policy Shifts and Central Bank Independence," The Warwick Economics Research Paper Series (TWERPS) 1139, University of Warwick, Department of Economics.
  • Qureshi, Irfan, 2017. "Monetary Policy Shifts and Central Bank Independence," Economic Research Papers 269096, University of Warwick - Department of Economics.
• Danilo Cascaldi-Garcia, 2017. "News Shocks and the Slope of the Term Structure of Interest Rates: Comment," American Economic Review, American Economic Association, vol. 107(10), pages 3243-3249, October.
  • Cascaldi-Garcia, Danilo, 2017. "News Shocks and the Slope of the Term Structure of Interest Rates : Comment," EMF Research Papers 15, Economic Modelling and Forecasting Group.
• Wai-Sum Chan & Yiu-Kuen Tse, 2017. "Financial Mathematics for Actuaries," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10564, February.
• Coroneo, Laura & Pastorello, Sergio, 2020. "European spreads at the interest rate lower bound," Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
  • Laura Coroneo & Sergio Pastorello, 2017. "European spreads at the interest rate lower bound," Discussion Papers 17/10, Department of Economics, University of York.
• Vilmi, Lauri, 2017. "Two tales of the natural rate of interest," BoF Economics Review 1/2017, Bank of Finland.
• Korhonen, Iikka & Nuutilainen, Riikka, 2017. "Breaking monetary policy rules in Russia," Russian Journal of Economics, Elsevier, vol. 3(4), pages 366-378.
  • Korhonen, Iikka & Nuutilainen, Riikka, 2017. "Breaking monetary policy rules in Russia," BOFIT Policy Briefs 9/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
• Manthos D. Delis & Iftekhar Hasan & Nikolaos Mylonidis, 2017. "The Risk‐Taking Channel of Monetary Policy in the U.S.: Evidence from Corporate Loan Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(1), pages 187-213, February.
  • Delis, Manthos D. & Hasan, Iftekhar & Mylonidis, Nikolaos, 2017. "The risk-taking channel of monetary policy in the US: Evidence from corporate loan data," Bank of Finland Research Discussion Papers 18/2017, Bank of Finland.
• Axel Möhlmann, 2021. "Interest rate risk of life insurers: Evidence from accounting data," Financial Management, Financial Management Association International, vol. 50(2), pages 587-612, June.
  • Möhlmann, Axel, 2017. "Interest rate risk of life insurers: Evidence from accounting data," Discussion Papers 10/2017, Deutsche Bundesbank.
• Gerke, Rafael & Hauzenberger, Klemens, 2017. "The Fisher paradox: A primer," Discussion Papers 20/2017, Deutsche Bundesbank.
• Martin Kliem & Alexander Meyer‐Gohde, 2022. "(Un)expected monetary policy shocks and term premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 477-499, April.
  • Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers 2017-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected monetary policy shocks and term premia," Discussion Papers 30/2017, Deutsche Bundesbank.
  • Martin Kliem & Alexander Meyer-Gohde, 2018. "(Un)expected Monetary Policy Shocks and Term Premia," 2018 Meeting Papers 102, Society for Economic Dynamics.
  • Kliem, Martin & Meyer-Gohde, Alexander, 2019. "(Un)expected monetary policy shocks and term premia," IMFS Working Paper Series 137, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Coenen, Günter & Ehrmann, Michael & Gaballo, Gaetano & Hoffmann, Peter & Nakov, Anton & Nardelli, Stefano & Persson, Eric & Strasser, Georg, 2017. "Communication of monetary policy in unconventional times," Working Paper Series 2080, European Central Bank.
  • Coenen, Günter & Ehrmann, Michael & Gaballo, Gaetano & Hoffmann, Peter & Nakov, Anton & Nardelli, Stefano & Persson, Eric & Strasser, Georg H., 2017. "Communication of monetary policy in unconventional times," CFS Working Paper Series 578, Center for Financial Studies (CFS).
• Koulovatianos, Christos & Li, Jian & Weber, Fabienne, 2018. "Market fragility and the paradox of the recent stock-bond dissonance," Economics Letters, Elsevier, vol. 162(C), pages 162-166.
  • Koulovatianos, Christos & Li, Jian & Weber, Fabienne, 2017. "Market fragility and the paradox of the recent stock-bond dissonance," CFS Working Paper Series 589, Center for Financial Studies (CFS).
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2021. "Hopf Bifurcation From New-Keynesian Taylor Rule To Ramsey Optimal Policy," Macroeconomic Dynamics, Cambridge University Press, vol. 25(8), pages 2204-2236, December.
  • Chatelain, Jean-Bernard & Ralf, Kirsten, 2020. "Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Forthcomi.
  • Jean-Bernard, Chatelain & Kirsten, Ralf, 2017. "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," MPRA Paper 79244, University Library of Munich, Germany.
  • Chatelain, Jean-Bernard & Ralf, Kirsten, 2017. "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," EconStor Preprints 158001, ZBW - Leibniz Information Centre for Economics.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2020. "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," Papers 2002.07479, arXiv.org.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2021. "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," PSE-Ecole d'économie de Paris (Postprint) hal-01527872, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2021. "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," Post-Print hal-01527872, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2020. "Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy," Working Papers halshs-01549929, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2020. "Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy," PSE Working Papers halshs-01549929, HAL.
• Hardach, Gerd, 2017. "Sparen in der "Nullzinsphase". Privatanleger und der Kapitalmarkt in Deutschland im Ersten Weltkrieg," IBF Paper Series 02-17, IBF – Institut für Bank- und Finanzgeschichte / Institute for Banking and Financial History, Frankfurt am Main.
• Beyer, Robert C.M. & Wieland, Volker, 2019. "Instability, imprecision and inconsistent use of equilibrium real interest rate estimates," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 1-14.
  • Wieland, Volker & Beyer, Robert, 2017. "Instability, imprecision and inconsistent use of equilibrium real interest rate estimates," CEPR Discussion Papers 11927, C.E.P.R. Discussion Papers.
  • Beyer, Robert & Wieland, Volker, 2017. "Instability, imprecision and inconsistent use of equilibrium real interest rate estimates," IMFS Working Paper Series 110, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Xiong, Qizhou, 2018. "The liquidity premium of safe assets: The role of government debt supply," IWH Discussion Papers 11/2017, Halle Institute for Economic Research (IWH), revised 2018.
• Hennecke, Peter, 2017. "Zinstransmission in der Niedrigzinsphase: Eine empirische Untersuchung des Zinskanals in Deutschland," Thuenen-Series of Applied Economic Theory 150, University of Rostock, Institute of Economics.
• Hennecke, Peter, 2017. "The interest rate pass-through in the low interest rate environment: Evidence from Germany," Thuenen-Series of Applied Economic Theory 151, University of Rostock, Institute of Economics.
• Martin Kliem & Alexander Meyer‐Gohde, 2022. "(Un)expected monetary policy shocks and term premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 477-499, April.
  • Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected monetary policy shocks and term premia," Discussion Papers 30/2017, Deutsche Bundesbank.
  • Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers 2017-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Martin Kliem & Alexander Meyer-Gohde, 2018. "(Un)expected Monetary Policy Shocks and Term Premia," 2018 Meeting Papers 102, Society for Economic Dynamics.
  • Kliem, Martin & Meyer-Gohde, Alexander, 2019. "(Un)expected monetary policy shocks and term premia," IMFS Working Paper Series 137, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Christoph Große Steffen & Maximilian Podstawski, 2016. "Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets," Discussion Papers of DIW Berlin 1602, DIW Berlin, German Institute for Economic Research.
  • Grosse Steffen, Christoph & Podstawski, Maximilian, 2017. "Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168101, Verein für Socialpolitik / German Economic Association.
• Urbschat, Florian & Watzka, Sebasitan, 2017. "Quantitative Easing in the Euro Area - An Event Study Approach," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168135, Verein für Socialpolitik / German Economic Association.
• Bletzinger, Tilman & von Thadden, Leopold, 2017. "Designing QE to overcome the lower bound constraint on interest rates in a fiscally sound monetary union," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168176, Verein für Socialpolitik / German Economic Association.
• 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, vol. 63(4), pages 1527-1560, November.
  • Lukas Altermatt, 2017. "Inside money, investment, and unconventional monetary policy," ECON - Working Papers 247, Department of Economics - University of Zurich, revised Jul 2019.
  • Lukas Altermatt, 2019. "Inside Money, Investment, and Unconventional Monetary Policy," 2019 Meeting Papers 470, Society for Economic Dynamics.

2016

• Muhammad Nadim Hanif & Javed Iqbal, 2016. "Assessing Monetary Policy Effectiveness in Rich Data Environment," SBP Working Paper Series 80, State Bank of Pakistan, Research Department.
• Muhammad Omer, 2016. "Should Central Bank Forget Reserve Requirements? Assessment of Reserve Requirements in Transmitting SBP’s Policy Shocks to Retail Interest Rates and Exchange Rate," SBP Working Paper Series 81, State Bank of Pakistan, Research Department.
• Syed Zulqernain Hussain & Mahmood ul Hasan Khan, 2016. "Do Ownership Structure and Market Power Matter in Interest Rate Pass-through? Evidence from Pakistan’s Bank Level Data," SBP Working Paper Series 82, State Bank of Pakistan, Research Department.
• Selahattin GURIS & Burak GURIS & Turgut UN, 2016. "Interest Rates, Fisher Effect And Economic Development In Turkey, 1989-2011," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., vol. 25(2), pages 95-100.
• Sunday Osahon Igbinedion & Frank Iyekoretin Ogbeide, 2016. "Monetary Policy and Manufacturing Capacity Utilization: Further Evidence from Nigeria," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 14(2), pages 159-174.
• Raphael Espinoza & Miguel Segoviano, 2016. "Determinants of Bank-Sovereign Distress," UCL SSEES Economics and Business working paper series 2016-3, UCL School of Slavonic and East European Studies (SSEES).
• Patrick Mumbi Chileshe & Olusegun Ayodele Akanbi, 2016. "The effect of Bank competition on the effectiveness of the Interest Rate Channel of Monetary Policy Transmission," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 5(3), pages 10-32, September.
• Michał Rubaszek, 2016. "Forecasting the Yield Curve With Macroeconomic Variables," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 1(1), pages 1-21, June.
• Łukasz Goczek & Karol Partyka, 2016. "Reakcja polityki pieniężnej na wydarzenia giełdowe," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 27-50.
• Michał Brzoza-Brzezina, 2016. "Why may large economies suffer more at the zero lower bound?," NBP Working Papers 230, Narodowy Bank Polski.
  • Michal Brzoza-Brzezina, 2016. "Why may large economies suffer more at the zero lower bound?," KAE Working Papers 2016-012, Warsaw School of Economics, Collegium of Economic Analysis.
• Michal Brzoza-Brzezina & Marcin Kolasa & Mateusz Szetela, 2016. "Is Poland at risk of the zero lower bound?," Bank i Kredyt, Narodowy Bank Polski, vol. 47(3), pages 195-226.
  • Michal Brzoza-Brzezina & Marcin Kolasa & Mateusz Szetela, 2016. "Is Poland at risk of the zero lower bound?," KAE Working Papers 2016-013, Warsaw School of Economics, Collegium of Economic Analysis.
• Renata Karkowska, 2016. "Sources of Foreign Currency Debt in European Countries (Zrodla zadluzenia walutowego w krajach europejskich)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 14(63), pages 74-88.
• Silvio Schumacher, 2016. "Networks and lending conditions: Empirical evidence from the Swiss franc money markets," Working Papers 2016-12, Swiss National Bank.
• Jonas Meuli & Thomas Nellen & Thomas Nitschka, 2016. "Securitisation, loan growth and bank funding: the Swiss experience since 1932," Working Papers 2016-18, Swiss National Bank.
• Jens H. E. Christensen & Signe Krogstrup, 2022. "A Portfolio Model of Quantitative Easing," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 1-39, December.
  • Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Paper Series WP16-7, Peterson Institute for International Economics.
  • Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Papers 2016-19, Swiss National Bank.
  • Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Paper Series 2016-12, Federal Reserve Bank of San Francisco.
• Merter AKINCI & Ömer YILMAZ, 2016. "Enflasyon-Faiz Oranı Takası: Fisher Hipotezi Bağlamında Türkiye Ekonomisi İçin Dinamik En Küçük Kareler Yöntemi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(27).
• Ogundairo, Brian Bolarinwa & Rodrigues, Mauro, 2016. "Previdência e Taxa de Juros no Brasil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 70(3), September.
  • Brian Bolarinwa Ogundairo & Mauro Rodrigues, 2016. "Previdência e taxa de juros no Brasil," Working Papers, Department of Economics 2016_11, University of São Paulo (FEA-USP).
  • Mauro Rodrigues, 2018. "Previdência E Taxa De Juros No Brasil," Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting] 49, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Paul Hubert & Fabien Labondance, 2016. "The Effect of ECB Forward Guidance on Policy Expectations," Working Papers hal-01394821, HAL.
  • Paul Hubert & Fabien Labondance, 2016. "The effect of ECB forward guidance on policy expectations," Sciences Po publications 2016-30, Sciences Po.
  • Paul Hubert & Fabien Labondance, 2016. "The Effect of ECB Forward Guidance on Policy Expectations," Working Papers 2016-12, CRESE.
  • Paul Hubert & Fabien Labondance, 2016. "The effect of ECB forward guidance on policy expectations," SciencePo Working papers Main hal-03459188, HAL.
  • Paul Hubert & Fabien Labondance, 2016. "The effect of ECB forward guidance on policy expectations," Working Papers hal-03459188, HAL.
  • Paul Hubert & Fabien Labondance, 2016. "The effect of ECB forward guidance on policy expectations," Documents de Travail de l'OFCE 2016-30, Observatoire Francais des Conjonctures Economiques (OFCE).
• Paul Hubert & Fabien Labondance, 2016. "Central Bank Sentiment and Policy Expectations," SciencePo Working papers Main hal-03459227, HAL.
  • Hubert, Paul & Labondance, Fabien, 2017. "Central bank sentiment and policy expectations," Bank of England working papers 648, Bank of England.
  • Paul Hubert & Fabien Labondance, 2016. "Central Bank Sentiment and Policy Expectations," Sciences Po publications 2016-29, Sciences Po.
  • Paul Hubert & Fabien Labondance, 2016. "Central Bank Sentiment and Policy Expectations," Working Papers hal-01374710, HAL.
  • Paul Hubert & Fabien Labondance, 2016. "Central Bank Sentiment and Policy Expectations," Working Papers 2016-07, CRESE.
  • Fabien Labondance & Paul Hubert, 2017. "Central Bank sentiment and policy expectations," SciencePo Working papers Main hal-03457514, HAL.
  • Paul Hubert & Fabien Labondance, 2016. "Central Bank sentiment and policy expectations," Documents de Travail de l'OFCE 2016-29, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Fabien Labondance & Paul Hubert, 2017. "Central Bank sentiment and policy expectations," Working Papers hal-03457514, HAL.
  • Fabien Labondance & Paul Hubert, 2017. "Central Bank sentiment and policy expectations," Sciences Po publications 648, Sciences Po.
  • Paul Hubert & Fabien Labondance, 2016. "Central Bank Sentiment and Policy Expectations," Sciences Po publications 2016-29, Sciences Po.
  • Paul Hubert & Fabien Labondance, 2016. "Central Bank Sentiment and Policy Expectations," Working Papers hal-03459227, HAL.
• Barthélemy, Jean & Marx, Magali, 2017. "Solving endogenous regime switching models," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 1-25.
  • Jean Barthélemy & Magali Marx, 2016. "Solving Endogenous Regime Switching Models," Working Papers hal-03393181, HAL.
  • Jean Barthélemy & Magali Marx, 2016. "Solving Endogenous Regime Switching Models," Sciences Po publications 2016-07, Sciences Po.
  • Jean Barthélemy & Magali Marx, 2017. "Solving Endogenous Regime Switching Models," Post-Print hal-03945922, HAL.
  • Jean Barthélemy & Magali Marx, 2017. "Solving Endogenous Regime Switching Models," SciencePo Working papers Main hal-03945922, HAL.
  • Jean Barthélemy & Magali Marx, 2016. "Solving Endogenous Regime Switching Models," SciencePo Working papers Main hal-03393181, HAL.
• Paul Hubert & Fabien Labondance, 2016. "Central Bank Sentiment and Policy Expectations," SciencePo Working papers Main hal-03459227, HAL.
  • Hubert, Paul & Labondance, Fabien, 2017. "Central bank sentiment and policy expectations," Bank of England working papers 648, Bank of England.
  • Paul Hubert & Fabien Labondance, 2016. "Central Bank Sentiment and Policy Expectations," Sciences Po publications 2016-29, Sciences Po.
  • Paul Hubert & Fabien Labondance, 2016. "Central Bank Sentiment and Policy Expectations," Working Papers hal-01374710, HAL.
  • Paul Hubert & Fabien Labondance, 2016. "Central Bank Sentiment and Policy Expectations," Working Papers 2016-07, CRESE.
  • Fabien Labondance & Paul Hubert, 2017. "Central Bank sentiment and policy expectations," SciencePo Working papers Main hal-03457514, HAL.
  • Fabien Labondance & Paul Hubert, 2017. "Central Bank sentiment and policy expectations," Working Papers hal-03457514, HAL.
  • Paul Hubert & Fabien Labondance, 2016. "Central Bank sentiment and policy expectations," Documents de Travail de l'OFCE 2016-29, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Fabien Labondance & Paul Hubert, 2017. "Central Bank sentiment and policy expectations," Sciences Po publications 648, Sciences Po.
  • Paul Hubert & Fabien Labondance, 2016. "Central Bank Sentiment and Policy Expectations," Sciences Po publications 2016-29, Sciences Po.
  • Paul Hubert & Fabien Labondance, 2016. "Central Bank Sentiment and Policy Expectations," Working Papers hal-03459227, HAL.
• Srđan Marinković & Ognjen Radović & Željko Šević, 2016. "Testing Uncovered Interest Parity for Structural Breaks: A Developing Country Perspective," Contributions to Economics, in: Anastasios Karasavvoglou & Dimitrios Kyrkilis & Georgios Makris & Persefoni Polychronidou (ed.), Economic Crisis, Development and Competitiveness in Southeastern Europe, pages 121-137, Springer.
• Kenshiro Ninomiya, 2016. "Financial structure, financial instability, and inflation targeting," Evolutionary and Institutional Economics Review, Springer, vol. 13(1), pages 23-36, June.
• Nkwoma John Inekwe, 2016. "Financial uncertainty, risk aversion and monetary policy," Empirical Economics, Springer, vol. 51(3), pages 939-961, November.
• Saba Mushtaq & Danish Ahmed Siddiqui, 2016. "Effect of interest rate on economic performance: evidence from Islamic and non-Islamic economies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 2(1), pages 1-14, December.
  • Mushtaq, Saba & Siddiqui, Danish Ahmed, 2015. "Effect of interest rate on economic performance: Evidences from Islamic and Non-Islamic Economies," MPRA Paper 68298, University Library of Munich, Germany.
• Christa Cuchiero & Claudio Fontana & Alessandro Gnoatto, 2016. "A general HJM framework for multiple yield curve modelling," Finance and Stochastics, Springer, vol. 20(2), pages 267-320, April.
  • Christa Cuchiero & Claudio Fontana & Alessandro Gnoatto, 2014. "A general HJM framework for multiple yield curve modeling," Working Papers hal-01011752, HAL.
  • Christa Cuchiero & Claudio Fontana & Alessandro Gnoatto, 2014. "A general HJM framework for multiple yield curve modeling," Papers 1406.4301, arXiv.org, revised May 2015.
• Ludwig Hausse & Martin Rohleder & Marco Wilkens, 2016. "Systemic interest rate and market risk at US banks," Journal of Business Economics, Springer, vol. 86(8), pages 933-961, November.
• Boissel, Charles & Derrien, François & Ors, Evren & Thesmar, David, 2017. "Systemic risk in clearing houses: Evidence from the European repo market," Journal of Financial Economics, Elsevier, vol. 125(3), pages 511-536.
  • Thesmar, David & Ors, Evren & Derrien, Francois & Boissel, Charles, 2015. "Systemic Risk in Clearing Houses: Evidence from the European Repo Market," HEC Research Papers Series 1112, HEC Paris.
  • Boissel, Charles & Derrien, François & Örs, Evren & Thesmar, David, 2016. "Systemic risk in clearing houses: Evidence from the European repo market," ESRB Working Paper Series 10, European Systemic Risk Board.
• Håvard Hungnes, 2016. "Fractionality and co-fractionality between Government Bond yields," Discussion Papers 838, Statistics Norway, Research Department.
• Chris Garbers & Guangling Liu, 2016. "Credit market heterogeneity, balance sheet (in)dependence, financial shocks," Working Papers 15/2016, Stellenbosch University, Department of Economics.
• Simon Beyeler & Sylvia Kaufmann, 2016. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08, Swiss National Bank, Study Center Gerzensee.
  • Simon Beyeler & Sylvia Kaufmann, 2019. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08R, Swiss National Bank, Study Center Gerzensee.
  • Kaufmann, Sylvia & Beyeler, Simon, 2018. "Factor augmented VAR revisited - A sparse dynamic factor model approach," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181602, Verein für Socialpolitik / German Economic Association.
• Michał Brzoza-Brzezina, 2016. "Amplification of shocks at the zero lower bound in a small open and large closed economy," Applied Economics Letters, Taylor & Francis Journals, vol. 23(14), pages 1029-1033, September.
• Luis Ceballos & Alberto Naudon & Damián Romero, 2016. "Nominal term structure and term premia: evidence from Chile," Applied Economics, Taylor & Francis Journals, vol. 48(29), pages 2721-2735, June.
  • Ceballos, Luis & Naudon, Alberto & Romero, Damian, 2014. "Nominal Term Structure and Term Premia. Evidence from Chile," MPRA Paper 60911, University Library of Munich, Germany.
  • Luis Ceballos & Alberto Naudon & Damián Romero, 2015. "Nominal Term Structure and Term Premia: Evidence from Chile," Working Papers Central Bank of Chile 752, Central Bank of Chile.
• Adusei Jumah & Robert M. Kunst, 2016. "Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging," Applied Economics, Taylor & Francis Journals, vol. 48(45), pages 4366-4378, September.
  • Jumah, Adusei & Kunst, Robert M., 2008. "Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging," Economics Series 231, Institute for Advanced Studies.
• Laura Coroneo & Domenico Giannone & Michele Modugno, 2016. "Unspanned Macroeconomic Factors in the Yield Curve," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 472-485, July.
  • Laura Coroneo & Domenico Giannone & Michèle Modugno, 2013. "Unspanned Macroeconomic Factors in the Yields Curve," Working Papers ECARES ECARES 2013-07, ULB -- Universite Libre de Bruxelles.
  • Laura Coroneo & Domenico Giannone & Michele Modugno, 2014. "Unspanned macroeconomic factors in the yield curve," Finance and Economics Discussion Series 2014-57, Board of Governors of the Federal Reserve System (U.S.).
• Hännikäinen, Jari, 2017. "When does the yield curve contain predictive power? Evidence from a data-rich environment," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1044-1064.
  • Hännikäinen, Jari, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper 70489, University Library of Munich, Germany.
  • Jari Hännikäinen, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," Working Papers 1603, Tampere University, Faculty of Management and Business, Economics.
• Jari Hännikäinen, 2017. "The shadow rate as a predictor of real activity and inflation: evidence from a data-rich environment," Applied Economics Letters, Taylor & Francis Journals, vol. 24(8), pages 527-535, May.
  • Hännikäinen, Jari, 2016. "The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment," MPRA Paper 71432, University Library of Munich, Germany.
  • Hännikäinen Jari, 2016. "The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment," Working Papers 1606, Tampere University, Faculty of Management and Business, Economics.
• Centre for European Economic Research (ZEW), 2016. "The Effect of Inflation and Interest Rates on Forward-Looking Effective Tax Rates," Taxation Papers 63, Directorate General Taxation and Customs Union, European Commission.
• Centre for European Economic Research (ZEW), 2016. "The Impact of Tax Planning on Forward-Looking Effective Tax Rates," Taxation Papers 64, Directorate General Taxation and Customs Union, European Commission.
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• Christian Thimann, 2016. "L’assouplissement quantitatif : un défi pour l’épargne à long terme et la sécurité financière des ménages," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 213-224.
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• Stefan Eichler & T. Lähner & Felix Noth, 2016. "Regional Banking Instability and FOMC Voting," IWH Discussion Papers 15, Halle Institute for Economic Research.
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• Andreas Dietrich, 2016. "What Drives the Gross Margins of Mortgage Loans? Evidence from Switzerland," Journal of Financial Services Research, Springer;Western Finance Association, vol. 50(3), pages 341-362, December.
• Gustavo Adler & Pedro Castro & Camilo Tovar, 2016. "Does Central Bank Capital Matter for Monetary Policy?," Open Economies Review, Springer, vol. 27(1), pages 183-205, February.
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• assadzadeh, ahmad & khandan, mehdi & ajalli, majid, 2016. "A Model for Optimal Currency Distribution in Iran (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 8(26), pages 499-520, January.
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• Rajnish Mehra & Arunima Sinha, 2016. "The Term Structure of Interest Rates in India," NBER Working Papers 22020, National Bureau of Economic Research, Inc.
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• Dimitar Damyanov, 2016. "Real Returns, Interest Income Tax, and Household Saving in Bulgaria," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 15-23, March.
• Petar Peshev & Ivaylo Beev, 2016. "Negative Nominal Interest Rates on Loans: The Newly-Established Normal Practice?," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 149-158, June.
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• Majid Maddah & Mehrnaz Mahrou, 2016. "The Empirical Analysis of Relationship between Exchange Rate Volatility and Stock Prices Volatility, the Combination of Garch and Ardl Models," International Journal of Economics, Business and Management Studies, Pacharapa Naka, vol. 3(3), pages 136-142.
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• Varga, János Zoltán, 2016. "The Effect of Interbank Liquidity Surplus on Corporate and Interbank Interest Rates," Public Finance Quarterly, Corvinus University of Budapest, vol. 61(1), pages 94-109.
• Czeczeli, Vivien, 2016. "Certain Macroeconomic Effects of the Federal Reserve’s Quantitative Easing Program," Public Finance Quarterly, Corvinus University of Budapest, vol. 61(4), pages 458-479.
• Aguiar-Conraria, Luis & Martins, Manuel M.F. & Soares, Maria Joana, 2018. "Estimating the Taylor rule in the time-frequency domain," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 122-137.
  • Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2016. "Estimating the Taylor Rule in the Time-Frequency Domain," CEF.UP Working Papers 1404, Universidade do Porto, Faculdade de Economia do Porto.
  • Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2018. "Estimating the Taylor Rule in the Time-Frequency Domain," NIPE Working Papers 04/2018, NIPE - Universidade do Minho.
• Kundu, Nobinkhor & Khandaker, M.A. Munim, 2016. "Long-run Effects of Government Debt on Interest Rate: Evidence for Bangladesh," MPRA Paper 100928, University Library of Munich, Germany, revised 09 Apr 2016.
• Jose Luis Nolazco & Pablo Pincheira & Jorge Selaive, 2016. "The evasive predictive ability of core inflation," Working Papers 15/34, BBVA Bank, Economic Research Department.
  • Pincheira, Pablo & Selaive, Jorge & Nolazco, Jose Luis, 2016. "The Evasive Predictive Ability of Core Inflation," MPRA Paper 68704, University Library of Munich, Germany.
• BLINOV, Sergey, 2016. "Три Варианта Экономической Политики Для России [Three Options of Economic Policy for Russia]," MPRA Paper 68836, University Library of Munich, Germany.
• Mushtaq, Saba & Siddiqui, Danish Ahmed, 2016. "Effect of interest rate on bank deposits: evidences from Islamic and non-Islamic economies," MPRA Paper 69245, University Library of Munich, Germany.
• BOUNADER, Lahcen, 2016. "Is there a crowding-out effect in the Moroccan context ? Evidence from structural VAR Analysis," MPRA Paper 69275, University Library of Munich, Germany.
• Covarrubias, Enrique & Hernández-del-Valle, Gerardo, 2016. "Inflation expectations derived from a portfolio model," MPRA Paper 69489, University Library of Munich, Germany.
• Hattori, Takahiro & Miyake, Hiroki, 2016. "The Japan Municipal Bond Yield Curve: 2002 to the Present," MPRA Paper 69725, University Library of Munich, Germany.
• Phiri, Andrew, 2016. "Did the global financial crisis alter equilibrium adjustment dynamics between the US Fed rates and stock price volatility in the SSA region?," MPRA Paper 69976, University Library of Munich, Germany.
• Papaioannou, Sotiris, 2016. "Public spending, monetary policy and growth: Evidence from EU countries," MPRA Paper 70331, University Library of Munich, Germany.
• Hännikäinen, Jari, 2017. "When does the yield curve contain predictive power? Evidence from a data-rich environment," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1044-1064.
  • Jari Hännikäinen, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," Working Papers 1603, Tampere University, Faculty of Management and Business, Economics.
  • Hännikäinen, Jari, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper 70489, University Library of Munich, Germany.
• Belanger, Gilles, 2016. "Inflation is Always and Everywhere an Interest-Rate Phenomenon," MPRA Paper 70841, University Library of Munich, Germany.
• S. Burcu Avci & Eray Yucel, 2017. "Effectiveness of monetary policy: evidence from Turkey," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 7(2), pages 179-213, August.
  • Avci, S. Burcu & Yucel, Eray, 2016. "Effectiveness of Monetary Policy: Evidence from Turkey," MPRA Paper 70848, University Library of Munich, Germany.
• Jari Hännikäinen, 2017. "The shadow rate as a predictor of real activity and inflation: evidence from a data-rich environment," Applied Economics Letters, Taylor & Francis Journals, vol. 24(8), pages 527-535, May.
  • Hännikäinen Jari, 2016. "The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment," Working Papers 1606, Tampere University, Faculty of Management and Business, Economics.
  • Hännikäinen, Jari, 2016. "The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment," MPRA Paper 71432, University Library of Munich, Germany.
• 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, vol. 49, pages 1-36, July.
  • Athanasios Geromichalos & Lucas Herrenbrueck, 2016. "The Strategic Determination of the Supply of Liquid Assets," Working Papers 183, University of California, Davis, Department of Economics.
  • Geromichalos, Athanasios & Herrenbrueck, Lucas, 2016. "The Strategic Determination of the Supply of Liquid Assets," MPRA Paper 71454, University Library of Munich, Germany.
• Hattori, Takahiro & Miyake, Hiroki, 2016. "Yield Curve for Japanese Agency Bonds: From 2002 to the Present," MPRA Paper 71487, University Library of Munich, Germany.
• Danila, Marius, 2016. "Implicatii ale plasarii dobanzilor in zona negativa [Effects of negative interest rates]," MPRA Paper 72634, University Library of Munich, Germany.
• Danila, Marius, 2016. "Recalibrarea sistemului bancar european in contextul noilor cerinte si realitati [Changes in the European banking industry following recent requirements and trends]," MPRA Paper 72768, University Library of Munich, Germany.
• EL FAIZ, Zakaria & ZIANI, Manal, 2016. "Influence de la politique monétaire sur le taux long Quelques évidences empiriques, cas du Maroc [The impact of monetary on long rates : Some empirical evidence from Morocco]," MPRA Paper 72817, University Library of Munich, Germany.
• Lages, André Maia Gomes & Santos, Fabrício Rios Nascimento & Ferreira, Humberto Barbosa, 2016. "Preference for Liquidity of Agents: An Analyse of Brasilian Case," MPRA Paper 73949, University Library of Munich, Germany.
• Krouglov, Alexei, 2016. "Mathematical model of the economic trend," MPRA Paper 74919, University Library of Munich, Germany.
• Bosupeng, Mpho, 2016. "On The Fisher Effect: A Review," MPRA Paper 77916, University Library of Munich, Germany, revised 2016.
• Bosupeng, Mpho, 2016. "The Effects of Chinese Interest Rates and Inflation: A Decomposition of The Fisher Effect," MPRA Paper 78160, University Library of Munich, Germany, revised 2016.
• Aeimit Lakdawala, 2019. "Decomposing the effects of monetary policy using an external instruments SVAR," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 934-950, September.
  • Lakdawala, Aeimit, 2016. "Decomposing the Effects of Monetary Policy Using an External Instruments SVAR," MPRA Paper 78254, University Library of Munich, Germany.
• Papavangjeli, Meri & Leka, Eralda, 2016. "Përcaktuesit mikro- dhe makroekonomikë të marzhit neto të interesave në sistemin bankar shqiptar (2002-2014) [Micro- and macroeconomic determinants of net interest margin in the Albanian banking sy," MPRA Paper 78604, University Library of Munich, Germany, revised Jun 2016.
• Shijaku, Gerti, 2016. "Does bank competition affect bank stability after the global financial crisis?," MPRA Paper 79084, University Library of Munich, Germany.
• Shijaku, Gerti, 2016. "Does concentration matter for bank stability - evidence from Albanian Banking System," MPRA Paper 79086, University Library of Munich, Germany.
• Shijaku, Gerti, 2016. "Does Primary Sovereignty Risk Matter for Bank Fragility? Evidence from Albanian Banking System," MPRA Paper 79097, University Library of Munich, Germany.
• Chileshe, Patrick Mumbi & Akanbi, Olusegun Ayodele, 2016. "Asymmetry of the Interest Rate Pass-through in Zambia," MPRA Paper 82673, University Library of Munich, Germany.
• Manuel, Lancastre, 2016. "Age Milestones and Low Interest Rates, an Analytic Approach," MPRA Paper 85046, University Library of Munich, Germany.
• Lancastre, Manuel, 2016. "Inequality and Real Interest Rates," MPRA Paper 85047, University Library of Munich, Germany.
• BIKAI, J. Landry & MBOHOU M., Moustapha, 2016. "A Reaction Function for the Bank of the Central African States in a Context of Fiscal Dominance," MPRA Paper 89108, University Library of Munich, Germany.
• Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2016. "Is inflation persistence different in reality?," Economics Letters, Elsevier, vol. 148(C), pages 55-58.
  • Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2016. "Is Inflation Persistence Different in Reality?," Working Papers 201663, University of Pretoria, Department of Economics.
• Miroslav Titze, 2016. "Federal Reserve Swap Lines - International Lender of the Last Resort [Swapové linky federálneho rezervného systému - medzinárodný veriteľ poslednej inštancie]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2016(4), pages 3-23.
• Dušan Staniek, 2016. "The Czech Crown Money Market as the Source for Pricing Customer Cash Products," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2016(3), pages 139-154.
• Pavel Potužák, 2016. "Fisher and Mises on Zero Interest: A Reconsideration," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(2), pages 203-220.
• Łukasz Goczek & Dagmara Mycielska, 2016. "Euro Dominance Hypothesis and Monetary Policy Independence the Czech Perspective," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(6), pages 655-670.
• Pavel Potužák, 2016. "Může být přirozená úroková míra nulová? Neoklasický přístup [Can the Natural Rate of Interest Be Zero? A Neoclassical Approach]," Politická ekonomie, Prague University of Economics and Business, vol. 2016(1), pages 83-108.
• Jiří Štekláč & Miroslav Titze, 2016. "Udržitelnost dluhového financování státu a její interakce s kvantitativním uvolňováním: případ USA, UK a Japonska v letech 2000-2014 [Government Debt Financing Sustainability and Its Interaction wi," Politická ekonomie, Prague University of Economics and Business, vol. 2016(3), pages 293-318.
• Miroslav Titze, 2016. "Menová politika záporných úrokových sadzieb v eurozóne a Japonsku [Monetary Policy of Negative Interest Rates in Eurozone and Japan]," Politická ekonomie, Prague University of Economics and Business, vol. 2016(8), pages 953-972.
• Gil Nogueira & Luísa Farinha & Laura Blattner, 2016. "The Effect of Quantitative Easing on Lending Conditions," Working Papers w201608, Banco de Portugal, Economics and Research Department.
• Pongsak Luangaram & Yuthana Sethapramote, 2016. "Central Bank Communication and Monetary Policy Effectiveness: Evidence from Thailand," PIER Discussion Papers 20, Puey Ungphakorn Institute for Economic Research.
• Pongsak Luangaram & Yuthana Sethapramote, 2016. "Central Bank Communication and Monetary Policy Effectiveness: Evidence from Thailand," PIER Discussion Papers 20., Puey Ungphakorn Institute for Economic Research, revised Feb 2016.
• Jakree Koosakul, 2016. "Daily Movements in the Thai Yield Curve: Fundamental and Non-Fundamental Drivers," PIER Discussion Papers 30, Puey Ungphakorn Institute for Economic Research.
• Jakree Koosakul, 2016. "Daily Movements in the Thai Yield Curve: Fundamental and Non-Fundamental Drivers," PIER Discussion Papers 30., Puey Ungphakorn Institute for Economic Research, revised Jun 2016.
• Pym Manopimoke, 2016. "The Output Euler Equation and Real Interest Rate Regimes," PIER Discussion Papers 33, Puey Ungphakorn Institute for Economic Research.
• Manopimoke, Pym, 2019. "The Output Euler Equation And Real Interest Rate Regimes," Macroeconomic Dynamics, Cambridge University Press, vol. 23(1), pages 420-447, January.
  • Pym Manopimoke, 2016. "The Output Euler Equation and Real Interest Rate Regimes," PIER Discussion Papers 33., Puey Ungphakorn Institute for Economic Research, revised Jun 2016.
• Popiel Michal Ksawery, 2017. "Interest rate pass-through: a nonlinear vector error-correction approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-20, December.
  • Michal Ksawery Popiel, 2016. "Interest Rate Pass-through: A Nonlinear Vector Error-correction Approach," Working Paper 1352, Economics Department, Queen's University.
• Adugna Olani, 2016. "Dynamic Capital Inflow Transmission Of Monetary Policy To Emerging Markets," Working Paper 1358, Economics Department, Queen's University.
• Emmanuel Farhi & Matteo Maggiori, 2018. "A Model of the International Monetary System," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(1), pages 295-355.
  • Matteo Maggiori & Emmanuel Farhi, 2015. "A Model of the International Monetary System," Working Paper 349586, Harvard University OpenScholar.
  • Matteo Maggiori & Emmanuel Farhi, 2016. "A Model of the International Monetary System," Working Paper 395921, Harvard University OpenScholar.
  • Emmanuel Farhi & Matteo Maggiori, 2016. "A Model of the International Monetary System," 2016 Meeting Papers 1543, Society for Economic Dynamics.
  • Emmanuel Farhi & Matteo Maggiori, 2016. "A Model of the International Monetary System," Working Paper 395971, Harvard University OpenScholar.
  • Maggiori, Matteo & Farhi, Emmanuel, 2016. "A Model of the International Monetary System," CEPR Discussion Papers 11297, C.E.P.R. Discussion Papers.
  • Emmanuel Farhi & Matteo Maggiori, 2016. "A Model of the International Monetary System," NBER Working Papers 22295, National Bureau of Economic Research, Inc.
• Emmanuel Farhi & Matteo Maggiori, 2018. "A Model of the International Monetary System," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(1), pages 295-355.
  • Matteo Maggiori & Emmanuel Farhi, 2015. "A Model of the International Monetary System," Working Paper 349586, Harvard University OpenScholar.
  • Emmanuel Farhi & Matteo Maggiori, 2016. "A Model of the International Monetary System," Working Paper 395971, Harvard University OpenScholar.
  • Emmanuel Farhi & Matteo Maggiori, 2016. "A Model of the International Monetary System," 2016 Meeting Papers 1543, Society for Economic Dynamics.
  • Matteo Maggiori & Emmanuel Farhi, 2016. "A Model of the International Monetary System," Working Paper 395921, Harvard University OpenScholar.
  • Maggiori, Matteo & Farhi, Emmanuel, 2016. "A Model of the International Monetary System," CEPR Discussion Papers 11297, C.E.P.R. Discussion Papers.
  • Emmanuel Farhi & Matteo Maggiori, 2016. "A Model of the International Monetary System," NBER Working Papers 22295, National Bureau of Economic Research, Inc.
• Gianni La Cava, 2016. "Housing prices, mortgage interest rates and the rising share of capital income in the United States," BIS Working Papers 572, Bank for International Settlements.
  • Gianni La Cava, 2016. "Housing Prices, Mortgage Interest Rates and the Rising Share of Capital Income in the United States," RBA Research Discussion Papers rdp2016-04, Reserve Bank of Australia.
• Pérez-Forero, Fernando, 2016. "Comparación de la transmisión de choques de política monetaria en América Latina: Un panel VAR jerárquico," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 32, pages 10-34.
• Fuentes-Dávila, Hugo, 2016. "Determinantes del margen financiero en el sector microfinanciero: El caso peruano," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 32, pages 71-80.
• Alain Kabundi & Ntuthuko Tsokodibane, 2016. "Qualitative Guidance and Predictability of Monetary Policy in South Africa," Working Papers 7434, South African Reserve Bank.
• Roc Armenter & Benjamin Lester, 2017. "Excess Reserves and Monetary Policy Implementation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 23, pages 212-235, January.
  • Roc Armenter & Benjamin Lester, 2016. "Code and data files for "Excess Reserves and Monetary Policy Implementation"," Computer Codes 15-294, Review of Economic Dynamics.
• Emmanuel Farhi & Matteo Maggiori, 2018. "A Model of the International Monetary System," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(1), pages 295-355.
  • Matteo Maggiori & Emmanuel Farhi, 2015. "A Model of the International Monetary System," Working Paper 349586, Harvard University OpenScholar.
  • Emmanuel Farhi & Matteo Maggiori, 2016. "A Model of the International Monetary System," 2016 Meeting Papers 1543, Society for Economic Dynamics.
  • Emmanuel Farhi & Matteo Maggiori, 2016. "A Model of the International Monetary System," Working Paper 395971, Harvard University OpenScholar.
  • Maggiori, Matteo & Farhi, Emmanuel, 2016. "A Model of the International Monetary System," CEPR Discussion Papers 11297, C.E.P.R. Discussion Papers.
  • Emmanuel Farhi & Matteo Maggiori, 2016. "A Model of the International Monetary System," NBER Working Papers 22295, National Bureau of Economic Research, Inc.
  • Matteo Maggiori & Emmanuel Farhi, 2016. "A Model of the International Monetary System," Working Paper 395921, Harvard University OpenScholar.
• Johri, Alok & Khan, Shahed & Sosa-Padilla, César, 2022. "Interest rate uncertainty and sovereign default risk," Journal of International Economics, Elsevier, vol. 139(C).
  • Shahed Khan & Cesar Sosa-Padilla & Alok Johri, 2016. "Interest Rate Uncertainty and Sovereign Default Risk," 2016 Meeting Papers 1676, Society for Economic Dynamics.
  • Alok Johri & Shahed K. Khan & Cesar Sosa-Padilla, 2018. "Interest Rate Uncertainty and Sovereign Default Risk," Department of Economics Working Papers 2018-17, McMaster University.
  • Shahed Khan & Alok Johri & Cesar Sosa-Padilla, 2017. "Interest Rate Uncertainty and Sovereign Default Risk," 2017 Meeting Papers 1192, Society for Economic Dynamics.
  • Alok Johri & Shahed Khan & Cesar Sosa-Padilla, 2020. "Interest Rate Uncertainty and Sovereign Default Risk," Department of Economics Working Papers 2020-13, McMaster University.
  • Alok Johri & Shahed Khan & César Sosa-Padilla, 2020. "Interest Rate Uncertainty and Sovereign Default Risk," Working Papers 31, Red Nacional de Investigadores en Economía (RedNIE).
  • Alok Johri & Shahed Khan & César Sosa-Padilla, 2020. "Interest Rate Uncertainty and Sovereign Default Risk," NBER Working Papers 27639, National Bureau of Economic Research, Inc.
• Francisco J. Buera & Juan Pablo Nicolini, 2020. "Liquidity Traps and Monetary Policy: Managing a Credit Crunch," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(3), pages 110-138, July.
  • Francisco J. Buera & Juan Pablo Nicolini, 2014. "Liquidity Traps and Monetary Policy: Managing a Credit Crunch," Working Papers 714, Federal Reserve Bank of Minneapolis.
  • Juan Pablo Nicolini, 2016. "Liquidity Traps and Monetary Policy: Managing a Credit Crunch," 2016 Meeting Papers 335, Society for Economic Dynamics.
  • Francisco J. Buera & Juan Pablo Nicolini, 2014. "Liquidity Traps and Monetary Policy: Managing a Credit Crunch," Working Paper Series WP-2014-14, Federal Reserve Bank of Chicago.
  • Francisco J. Buera & Juan Pablo Nicolini, 2017. "Liquidity Traps and Monetary Policy: Managing a Credit Crunch," Staff Report 540, Federal Reserve Bank of Minneapolis.
• Mikhail Chernov & Lukas Schmid & Andres Schneider, 2020. "A Macrofinance View of U.S. Sovereign CDS Premiums," Journal of Finance, American Finance Association, vol. 75(5), pages 2809-2844, October.
  • Chernov, Mikhail & Schmid, Lukas & Schneider, Andres, 2016. "A Macrofinance View of U.S. Sovereign CDS Premiums," CEPR Discussion Papers 11576, C.E.P.R. Discussion Papers.
  • Lukas Schmid & Andres Schneider & Mikhail Chernov, 2016. "A macrofinance view of US Sovereign CDS premiums," 2016 Meeting Papers 432, Society for Economic Dynamics.
• Rigas Oikonomou & Albert Marcet & Elisa Faraglia, 2016. "Long term Government Bonds," 2016 Meeting Papers 565, Society for Economic Dynamics.
  • Faraglia, E. & Marcet, A. & Oikonomou, R. & Scott, A., 2019. "Long Term Government Bonds," Cambridge Working Papers in Economics 1683, Faculty of Economics, University of Cambridge.
• Wataru Miyamoto & Thuy Lan Nguyen & Dmitriy Sergeyev, 2018. "Government Spending Multipliers under the Zero Lower Bound: Evidence from Japan," American Economic Journal: Macroeconomics, American Economic Association, vol. 10(3), pages 247-277, July.
  • Sergeyev, Dmitriy & Miyamoto, Wataru & Nguyen, Thu-Van, 2016. "Government Spending Multipliers under the Zero Lower Bound: Evidence from Japan," CEPR Discussion Papers 11633, C.E.P.R. Discussion Papers.
  • Wataru Miyamoto & Thuy Lan Nguyen & Dmitriy Sergeyev, 2017. "Government Spending Multipliers Under the Zero Lower Bound: Evidence from Japan," Staff Working Papers 17-40, Bank of Canada.
  • Thuy Lan Nguyen & Dmitriy Sergeyev & Wataru Miyamoto, 2016. "Government Spending Multipliers under the Zero Lower Bound: Evidence from Japan," 2016 Meeting Papers 666, Society for Economic Dynamics.
• Antoine Camous & Russell Cooper, 2019. ""Whatever It Takes" Is All You Need: Monetary Policy and Debt Fragility," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(4), pages 38-81, October.
  • Russell Cooper & Antoine Camous, 2016. ""Whatever it takes" is all you need: monetary policy and debt fragility," 2016 Meeting Papers 863, Society for Economic Dynamics.
• Hagedorn, Marcus, 2016. "A Demand Theory of the Price Level," CEPR Discussion Papers 11364, C.E.P.R. Discussion Papers.
  • Marcus Hagedorn, 2016. "A Demand Theory of the Price Level," 2016 Meeting Papers 941, Society for Economic Dynamics.
• Guillaume Rocheteau & Randall Wright & Cathy Zhang, 2018. "Corporate Finance and Monetary Policy," American Economic Review, American Economic Association, vol. 108(4-5), pages 1147-1186, April.
  • Randall Wright & Cathy Zhang & Guillaume Rocheteau, 2016. "Corporate Finance and Monetary Policy," 2016 Meeting Papers 97, Society for Economic Dynamics.
  • Guillaume Rocheteau & Randall Wright & Cathy Zhang, 2018. "Corporate Finance and Monetary Policy," Post-Print hal-04134805, HAL.
• Victor Gumbo & Simba Zoromedza, 2016. "Bank Failure Prediction Model for Zimbabwe," Applied Economics and Finance, Redfame publishing, vol. 3(3), pages 222-235, August.
• Carlos Carvalho & Eric Hsu & Fernanda Nechio, 2016. "Measuring the effect of the zero lower bound on monetary policy," Working Paper Series 2016-6, Federal Reserve Bank of San Francisco.
  • Carlos Viana de Carvalho & EriC Hsu & Fernanda Necchio, 2016. "Measuring the Effect of the Zero Lower Bound on Monetary Policy," Textos para discussão 649, Department of Economics PUC-Rio (Brazil).
• Al-Jarhi, Mabid Ali M. M., 2016. "An Economic Theory of Islamic Finance Regulation," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 24, pages 1-44.
  • Al-Jarhi, Mabid, 2015. "An Economic Theory of Islamic Finance Regulation," MPRA Paper 72689, University Library of Munich, Germany, revised 01 Mar 2016.
• Luna, Tanya & Minga, Lethy, 2016. "Comparación de las funciones de inversión entre Ecuador, Chile y Estados Unidos," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, vol. 1(1), pages 55-63, Diciembre.
• Askari, Seyed Ehsan & Pourkazemi, Mohammad Hossein & Biabani, Jahangir & Dallali Isfahani, Rahim, 2016. "An Axiomatic Analysis of the Effects of Interest Rate on the Inflation and Convergence Speed in Achiving to Equilibrium in a Banach Space," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 3(1), pages 115-138, June.
• Lucian Croitoru, 2016. "Are We Systematically Wrong when Estimating Potential Output and the Natural Rate of Interest?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 128-151, June.
• Chang Min LEE & Hahn Shik LEE, 2016. "Improving the Predictive Power of Spreads for Economic Activity: A Wavelet Method," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 65-78, December.
• Peter Spahn, 2016. "Population growth, saving, interest rates and stagnation," ROME Working Papers 201603, ROME Network.
• Pestova, Anna (Пестова, Анна) & Mamonov, Mikhail (Мамонов, Михаил), 2016. "Estimating the Influence of Different Shocks on Macroeconomic Indicators and Developing Conditional Forecasts on the Basis of BVAR Model for the Russian Economy [Оценка Влияния Различных Шоков На Д," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 4, pages 56-92, August.

2015

• Edda Claus, Mardi Dungey, 2015. "Can monetary policy surprise the market?," LCERPA Working Papers 0083, Laurier Centre for Economic Research and Policy Analysis, revised 01 Jan 2015.
  • Edda Claus & Mardi Dungey, 2015. "Can monetary policy surprise the market?," CAMA Working Papers 2015-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Ran Li & Jiao Wang, 2015. "A structural investigation of the Chinese economy with a hybrid monetary policy rule," CAMA Working Papers 2015-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2016. "The interest rate pass-through in the euro area during the sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 386-402.
  • von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113035, Verein für Socialpolitik / German Economic Association.
  • Julia von Borstel & Sandra Eickmeier & Leo Krippner, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," CAMA Working Papers 2015-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Leo Krippner & Sandra Eickmeier & Julia von Borstel, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," Reserve Bank of New Zealand Discussion Paper Series DP2015/03, Reserve Bank of New Zealand.
  • von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," Discussion Papers 10/2015, Deutsche Bundesbank.
• Prayudhi Azwar & Rod Tyers, 2015. "Indonesian Macro Policy through Two Crises," Economics Discussion / Working Papers 15-16, The University of Western Australia, Department of Economics.
  • Prayudhi Azwar & Rod Tyers, 2015. "Indonesian Macro Policy through Two Crises," CAMA Working Papers 2015-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Leo Krippner, 2015. "A comment on Wu and Xia (2015), and the case for two-factor Shadow Short Rates," CAMA Working Papers 2015-48, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Gerasimos T. Soldatos & Erotokritos Varelas, 2015. "A first formal approach to animal spirits beyond uncertainty," European Journal of Government and Economics, Europa Grande, vol. 4(2), pages 104-117, December.
• Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," Journal of Environmental Economics and Management, Elsevier, vol. 73(C), pages 32-49.
  • Mark C. Freeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2013. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," GRI Working Papers 109, Grantham Research Institute on Climate Change and the Environment.
  • Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: inflated past, discounted future?," LSE Research Online Documents on Economics 64143, London School of Economics and Political Science, LSE Library.
  • Mark C. Greeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2015. "Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?," Discussion Paper Series 2015_01, Department of Economics, University of Macedonia, revised Jan 2015.
• Riccardo M. Masolo & Francesca Monti, 2015. "Monetary Policy with Ambiguity Averse Agents," Discussion Papers 1506, Centre for Macroeconomics (CFM).
  • Masolo, Riccardo M. & Monti, Francesca, 2015. "Monetary policy with ambiguity averse agents," LSE Research Online Documents on Economics 86319, London School of Economics and Political Science, LSE Library.
• Gabriele Foà & Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli, 2019. "The Supply Side of Household Finance," The Review of Financial Studies, Society for Financial Studies, vol. 32(10), pages 3762-3798.
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• Grigoli, Francesco & Herman, Alexander & Swiston, Andrew & Di Bella, Gabriel, 2015. "Output gap uncertainty and real-time monetary policy," Russian Journal of Economics, Elsevier, vol. 1(4), pages 329-358.
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• Cerutti, Eugenio & Claessens, Stijn & Laeven, Luc, 2017. "The use and effectiveness of macroprudential policies: New evidence," Journal of Financial Stability, Elsevier, vol. 28(C), pages 203-224.
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• Chen, Qianying & Filardo, Andrew & He, Dong & Zhu, Feng, 2016. "Financial crisis, US unconventional monetary policy and international spillovers," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 62-81.
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• Mihaela IFRIM, 2015. "Monetary Policies And Industrial Fluctuations In East European Countries," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 7(1), pages 98-110, March.
• Joao Bernardo Duarte & Daniel A. Dias, 2015. "Housing and Monetary Policy in the Business Cycle: What do Housing Rents have to Say?," 2015 Papers pdu385, Job Market Papers.
• Catherine Mann & Oren Klachkin, 2015. "Has Quantitative Easing Affected the U.S. Treasury Auction Market?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 43(1), pages 135-146, March.
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• Luksz Goczek, 2015. "Semi-strong informational efficiency in the Polish foreign exchange market," Working Papers 4/2015, Institute of Economic Research, revised Jan 2015.
• Nkrumah, Kwabena Meneabe, 2015. "US Domestic Money, Output, Inflation and Unemployment," MPRA Paper 68095, University Library of Munich, Germany.
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• Dias, Daniel A. & Duarte, João B., 2015. "Monetary Policy and Homeownership: Empirical Evidence, Theory, and Policy Implications," MPRA Paper 112252, University Library of Munich, Germany, revised 05 Mar 2021.
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• Chatterjee, Rittwik & Chattopadhyay, Srobonti, 2015. "Collaborative Research and Rate of Interests," MPRA Paper 62114, University Library of Munich, Germany.
• De Koning, Kees, 2015. "Overfunding and underfunding, a main cause of the business cycle?," MPRA Paper 62571, University Library of Munich, Germany.
• Unalmis, Deren & Unalmis, Ibrahim, 2015. "The Effects of Conventional and Unconventional Monetary Policy Surprises on Asset Markets in the United States," MPRA Paper 62585, University Library of Munich, Germany.
• P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," SIRE Discussion Papers 2015-71, Scottish Institute for Research in Economics (SIRE).
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• Kui-Wai, Li & Bharat R., Hazari, 2015. "The Possible Tragedy of Quantitative Easing: An IS-LM Approach," MPRA Paper 64652, University Library of Munich, Germany.
• Slim, Sadri, 2015. "Un modelo Mundell-Fleming con economía ilegal y lavado de dinero [Modeling illegal economy and money laundering: a Mundell-Fleming framework]," MPRA Paper 64675, University Library of Munich, Germany.
• Gulzar, Rosana & Masih, Mansur, 2015. "Islamic banking: 40 years later, still interest-based? Evidence from Malaysia," MPRA Paper 65840, University Library of Munich, Germany.
• De Koning, Kees, 2015. "The U.S. experience, Free markets in money: a contradiction in terms!," MPRA Paper 66106, University Library of Munich, Germany.
• Huang, Wenge & Zhang, Jinsong, 2015. "A New Interpretation of the Mechanism for the Determination of Interest Rate and Its Policy Implications," MPRA Paper 66208, University Library of Munich, Germany.
• Awaludin, Fadhlee & Masih, Mansur, 2015. "Sukuk pricing dynamics - factors influencing yield curve of the Malaysian Sukuk," MPRA Paper 66355, University Library of Munich, Germany.
• De Koning, Kees, 2015. "Collective Household Economics and the need for funds approach The 2007-2008 financial crisis and its effects," MPRA Paper 66851, University Library of Munich, Germany.
• Hattori, Takahiro & Miyake, Hiroki, 2015. "Empirical Analysis of Yield Determinants in Japan’s Municipal Bond Market: Does Credit Risk Premium Exist?," MPRA Paper 67127, University Library of Munich, Germany.
• Jacinta C. Nwachukwu & Simplice Asongu, 2015. "The Determinants of Interest Rates in Microbanks: Age and Scale," Working Papers of the African Governance and Development Institute. 15/004, African Governance and Development Institute..
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• Anton, Roman, 2015. "Monetary Development and Transmission in the Eurosystem," MPRA Paper 67323, University Library of Munich, Germany, revised 08 Oct 2015.
• Kuk Mo Jung, 2017. "Liquidity Risk And Time-Varying Correlation Between Equity And Currency Returns," Economic Inquiry, Western Economic Association International, vol. 55(2), pages 898-919, April.
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• Njindan Iyke, Bernard, 2015. "On The Term Structure of South African Interest Rates: Cointegration and Threshold Adjustment," MPRA Paper 67681, University Library of Munich, Germany.
• Saba Mushtaq & Danish Ahmed Siddiqui, 2016. "Effect of interest rate on economic performance: evidence from Islamic and non-Islamic economies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 2(1), pages 1-14, December.
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• Kim, Minseong, 2015. "Fisherian Futures Market," MPRA Paper 68387, University Library of Munich, Germany.
• Rajmund MIRDALA, 2015. "Decomposing Euro Area Sovereign Debt Yields into Inflation Expectations and Expected Real Interest Rates," Journal of Advanced Research in Law and Economics, ASERS Publishing, vol. 6(4), pages 714-737.
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• Anzoategui Zapata, Juan Camilo, 2015. "Impacto de política monetaria: una revisión empírica 2000 – 2013 [Impact of monetary policy: an empirical review 2000 - 2013]," MPRA Paper 69349, University Library of Munich, Germany, revised 01 Dec 2014.
• Al-Jarhi, Mabid Ali M. M., 2016. "An Economic Theory of Islamic Finance Regulation," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 24, pages 1-44.
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• Kosten, Dmitri, 2015. "Bitcoin Mission Statement. Or What does it mean Sharing Economy and Distributed Trust?," MPRA Paper 73568, University Library of Munich, Germany.
• Chaouech, Olfa, 2015. "Taylor rule in practice: Evidence from Tunisia," MPRA Paper 74628, University Library of Munich, Germany, revised 16 Oct 2016.
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• Bosupeng, Mpho & Biza-Khupe, Simangaliso, 2015. "The Impact of Money Supply Volatility on the Fisher Effect –A Botswana Empirical Perspective," MPRA Paper 77920, University Library of Munich, Germany, revised 2015.
• Mpho Bosupeng, 2015. "The Fisher Effect Using Differences in The Deterministic Term," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 5(4), pages 1031-1031.
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• Bosupeng, Mpho, 2015. "The Impossible Trinity and Financial Markets – An Examination of Inflation Volatility Spillovers," MPRA Paper 77923, University Library of Munich, Germany, revised 2015.
• Qureshi, Irfan, 2015. "Monetary Policy Shifts and Central Bank Independence," MPRA Paper 81646, University Library of Munich, Germany, revised Sep 2017.
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• Chung, Tsz-Kin & Iiboshi, Hirokuni, 2015. "Prediction of Term Structure with Potentially Misspecified Macro-Finance Models near the Zero Lower Bound," MPRA Paper 85709, University Library of Munich, Germany.
• Annari De Waal & Rangan Gupta & Charl Jooste, 2015. "How Independent are the South African Reserve Bank’s Monetary Policy Decisions? Evidence from a Global New-Keynesian DSGE Model," Working Papers 201525, University of Pretoria, Department of Economics.
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• Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015. "Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data," Working Papers 201553, University of Pretoria, Department of Economics.
• Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2020. "Forecasting output growth using a DSGE-based decomposition of the South African yield curve," Empirical Economics, Springer, vol. 58(1), pages 351-378, January.
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• Martin Komrska, 2015. "Rakouská teorie hospodářského cyklu: VAR analýza pro USA v letech 1978-2013 [The Austrian Business Cycle Theory: VAR Analysis for USA between 1978-2013]," Politická ekonomie, Prague University of Economics and Business, vol. 2015(1), pages 57-73.
• Miroslav Titze, 2015. "Netradičná menová politika a kvantitatívne uvolňovanie Centrálnej banky Japonska v rokoch 2001-2006 [Unconvenional Monetary Policy and Quantitative Easing in Japan 2001-2006]," Politická ekonomie, Prague University of Economics and Business, vol. 2015(5), pages 603-623.
• Stephen Morris & Hyun Song Shin, 2016. "Risk Premium Shifts and Monetary Policy: A Coordination Approach," Central Banking, Analysis, and Economic Policies Book Series, in: Elías Albagli & Diego Saravia & Michael Woodford (ed.),Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, edition 1, volume 24, chapter 5, pages 131-150, Central Bank of Chile.
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• Julio Lopez Gallardo, Roberto Valencia Arriaga, 2015. "Macroeconomic effects of high interest rate policy: Mexico’s experience," PSL Quarterly Review, Economia civile, vol. 68(274), pages 214-237.
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• Pongsak Luangaram & Yuthana Sethapramote & Chutiorn Tontivanichnon, 2015. "Inflation Expectations and Monetary Policy in Thailand," PIER Discussion Papers 3., Puey Ungphakorn Institute for Economic Research, revised Sep 2015.
• Tosapol Apaitan, 2015. "Extracting Market Inflation Expectations: A Semi-structural Macro-finance Term Structure Model," PIER Discussion Papers 4, Puey Ungphakorn Institute for Economic Research.
• Tosapol Apaitan, 2015. "Extracting Market Inflation Expectations: A Semi-structural Macro-finance Term Structure Model," PIER Discussion Papers 4., Puey Ungphakorn Institute for Economic Research, revised Sep 2015.
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• Disyatat, Piti & Rungcharoenkitkul, Phurichai, 2017. "Monetary policy and financial spillovers: Losing traction?," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 115-136.
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• Anja Bauer & Ian King, 2015. "The Hartz Reforms, the German Miracle, and the Reallocation Puzzle," Discussion Papers Series 550, School of Economics, University of Queensland, Australia.
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• Chin, Michael & Filippeli, Thomai & Theodoridis, Konstantinos, 2015. "Cross-country co-movement in long-term interest rates: a DSGE approach," Bank of England working papers 530, Bank of England.
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• Andrea Carriero & Sarah Mouabbi & Elisabetta Vangelista, 2018. "UK term structure decompositions at the zero lower bound," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 643-661, August.
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• Michael Chin & Thomai Filippeli & Konstantinos Theodoridis, 2015. "Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach," Working Papers 753, Queen Mary University of London, School of Economics and Finance.
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• Andrea Carriero & Sarah Mouabbi & Elisabetta Vangelista, 2018. "UK term structure decompositions at the zero lower bound," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 643-661, August.
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• Julien Albertini & Arthur Poirier, 2015. "Unemployment Benefit Extension at the Zero Lower Bound," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(4), pages 733-751, October.
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• Julien Albertini & Arthur Poirier, 2015. "Unemployment Benefit Extension at the Zero Lower Bound," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(4), pages 733-751, October.
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• Jenny Tang, 2015. "FOMC Communication and Interest Rate Sensitivity to News," 2015 Meeting Papers 349, Society for Economic Dynamics.
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• Adrien Auclert, 2019. "Monetary Policy and the Redistribution Channel," American Economic Review, American Economic Association, vol. 109(6), pages 2333-2367, June.
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• Mark Gertler & Peter Karadi, 2015. "Monetary Policy Surprises, Credit Costs, and Economic Activity," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 44-76, January.
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• Tronzano, Marco, 2015. "The Expectations Hypothesis of the Term Structure: Further Empirical Evidence for India (1996-2013) - La struttura a termine dei tassi di interesse: ulteriore evidenza empirica per l’India (1996-2013)," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 68(3), pages 401-421.
• Tronzano, Marco, 2015. "The Expectations Hypothesis of the Term Structure in Emerging Financial Markets: Some Evidence from Malaysia (1999-2015) - La struttura a termine dei tassi di interesse nei paesi emergenti: alcune evi," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 68(4), pages 521-550.
• Perevyshin, Yuri (Перевышин, Юрий) & Perevyshina, Elena (Перевышина, Елена), 2015. "The effect of the transfer of interest rates in Russia in 2010-2014 [Эффект Переноса Процентных Ставок В России В 2010—2014 Годах]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 5, pages 38-52.
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• Kimball, Miles S., 2015. "Negative Interest Rate Policy as Conventional Monetary Policy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 234, pages 5-14, November.
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• Chang Min Lee & Hahn Shik LEE, 2015. "Improving the Predictive Power of Spreads for Economic Activity: Decomposition Methods," Proceedings of International Academic Conferences 2503528, International Institute of Social and Economic Sciences.
• Takayasu Ito, 2015. "Does the Fisher Hypothesis Hold in Sweden? An Analysis of Long-Term Interest Rates under the Regime of Inflation Targeting?," Proceedings of International Academic Conferences 3104297, International Institute of Social and Economic Sciences.
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• Kentaro Kikuchi, 2015. "Quadratic Gaussian Joint Pricing Model for Stocks and Bonds: Theory and Empirical Analysis," Discussion Papers CRR Discussion Paper Series B: Financial 14, Shiga University, Faculty of Economics,Center for Risk Research.
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• David Chinarro & Eduardo Martínez & Simón J. Sosvilla, 2015. "Analysis of the evolution of sovereign bond yields by wavelet techniques," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 38(108), pages 152-162, Septiembr.
• Jagjit S. Chadha, 2015. "The New Art of Central Banking," National Institute Economic Review, National Institute of Economic and Social Research, vol. 234(1), pages 27-39, November.
  • Chadha, Jagjit S., 2015. "The New Art of Central Banking," National Institute Economic Review, National Institute of Economic and Social Research, vol. 234, pages 27-39, November.
  • Jagjit Chadha, 2016. "The New Art of Central Banking," National Institute of Economic and Social Research (NIESR) Discussion Papers 472, National Institute of Economic and Social Research.
• Miles S. Kimball, 2015. "Negative Interest Rate Policy as Conventional Monetary Policy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 234(1), pages 5-14, November.
  • Kimball, Miles S., 2015. "Negative Interest Rate Policy as Conventional Monetary Policy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 234, pages 5-14, November.
• Haitsma, Reinder & Unalmis, Deren & de Haan, Jakob, 2016. "The impact of the ECB's conventional and unconventional monetary policies on stock markets," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 101-116.
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• Andrea SALAS ORTIZ & Rodrigo GOMEZ MONGE, 2015. "Finding International Fisher effect to determine the exchange rate through the purchasing power parity theory: the case of Mexico during the period 1996-2012," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 15(1), pages 97-110.
• Boissel, Charles & Derrien, François & Ors, Evren & Thesmar, David, 2017. "Systemic risk in clearing houses: Evidence from the European repo market," Journal of Financial Economics, Elsevier, vol. 125(3), pages 511-536.
  • Thesmar, David & Ors, Evren & Derrien, Francois & Boissel, Charles, 2015. "Systemic Risk in Clearing Houses: Evidence from the European Repo Market," HEC Research Papers Series 1112, HEC Paris.
  • Boissel, Charles & Derrien, François & Örs, Evren & Thesmar, David, 2016. "Systemic risk in clearing houses: Evidence from the European repo market," ESRB Working Paper Series 10, European Systemic Risk Board.
• Bindseil, Ulrich & Domnick, Clemens & Zeuner, Jörg, 2015. "Critique of accommodating central bank policies and the 'expropriation of the saver' - A review," Occasional Paper Series 161, European Central Bank.
• Schudel, Willem, 2015. "Shifting horizons: assessing macro trends before, during, and following systemic banking crises," Working Paper Series 1766, European Central Bank.
• Falagiarda, Matteo & Gregori, Wildmer Daniel, 2015. "The impact of fiscal policy announcements by the Italian government on the sovereign spread: A comparative analysis," European Journal of Political Economy, Elsevier, vol. 39(C), pages 288-304.
  • M. Falagiarda & W. D. Gregori, 2014. "Fiscal Policy Announcements of Italian Governments and Spread Reaction during the Sovereign Debt Crisis," Working Papers wp961, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Falagiarda, Matteo & Gregori, Wildmer Daniel, 2015. "The impact of fiscal policy announcements by the Italian government on the sovereign spread: a comparative analysis," Working Paper Series 1782, European Central Bank.
• Carvalho, Daniel & Fidora, Michael, 2015. "Capital inflows and euro area long-term interest rates," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 186-204.
  • Daniel Carvalho, 2014. "Capital Inflows and euro area long-term interest rates," Working Papers w201410, Banco de Portugal, Economics and Research Department.
  • Fidora, Michael & Carvalho, Daniel, 2015. "Capital inflows and euro area long-term interest rates," Working Paper Series 1798, European Central Bank.
• Juan F. Jimeno, 2015. "Long-lasting consequences of the European crisis," Working Papers 1522, Banco de España.
  • Jimeno, Juan F., 2015. "Long-lasting consequences of the European crisis," Working Paper Series 1832, European Central Bank.
• Engler, Philipp & Große Steffen, Christoph, 2016. "Sovereign risk, interbank freezes, and aggregate fluctuations," European Economic Review, Elsevier, vol. 87(C), pages 34-61.
  • Engler, Philipp & Große Steffen, Christoph, 2014. "Sovereign risk, interbank freezes, and aggregate fluctuations," Discussion Papers 2014/35, Free University Berlin, School of Business & Economics.
  • Engler, Philipp & Grosse Steffen, Christoph, 2015. "Sovereign risk, interbank freezes, and aggregate fluctuations," Working Paper Series 1840, European Central Bank.
  • Philipp Engler & Christoph Große Steffen, 2014. "Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations," Discussion Papers of DIW Berlin 1436, DIW Berlin, German Institute for Economic Research.
• Holton, Sarah & d’Acri, Costanza Rodriguez, 2015. "Jagged cliffs and stumbling blocks: interest rate pass-through fragmentation during the Euro area crisis," Working Paper Series 1850, European Central Bank.
• Carlo Altavilla & Giacomo Carboni & Roberto Motto, 2021. "Asset Purchase Programs and Financial Markets: Lessons from the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 17(70), pages 1-48, October.
  • Motto, Roberto & Altavilla, Carlo & Carboni, Giacomo, 2015. "Asset purchase programmes and financial markets: lessons from the euro area," Working Paper Series 1864, European Central Bank.
• Reinhart, Carmen M. & Reinhart, Vincent & Rogoff, Kenneth, 2015. "Dealing with debt," Journal of International Economics, Elsevier, vol. 96(S1), pages 43-55.
  • Carmen M. Reinhart & Vincent Reinhart & Kenneth Rogoff, 2014. "Dealing with Debt," NBER Chapters, in: NBER International Seminar on Macroeconomics 2014, pages 43-55, National Bureau of Economic Research, Inc.
  • Reinhart, Carmen M. & Reinhart, Vincent & Rogoff, Kenneth S., 2015. "Dealing with debt," Scholarly Articles 23936571, Harvard University Department of Economics.
  • Reinhart, Carmen M. & Reinhart, Vincent & Rogoff, Kenneth, 2015. "Dealing with Debt," Working Paper Series rwp15-009, Harvard University, John F. Kennedy School of Government.
• Erik Hurst & Benjamin J. Keys & Amit Seru & Joseph Vavra, 2016. "Regional Redistribution through the US Mortgage Market," American Economic Review, American Economic Association, vol. 106(10), pages 2982-3028, October.
  • Erik Hurst & Benjamin J. Keys & Amit Seru & Joseph S. Vavra, 2015. "Regional Redistribution Through the U.S. Mortgage Market," NBER Working Papers 21007, National Bureau of Economic Research, Inc.
  • Hurst, Erik & Keys, Benjamin J. & Seru, Amit & Vavra, Joseph, 2015. "Regional Redistribution through the U.S. Mortgage Market," Research Papers 3458, Stanford University, Graduate School of Business.
• Ioannis N. Kallianiotis, 2015. "Economic Crises and the Substitution of Fiscal Policy by Monetary Policy," International Journal of Economics and Financial Issues, Econjournals, vol. 5(1), pages 44-68.
• Serhan Cevik & Joshua Charap, 2015. "The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey," International Journal of Economics and Financial Issues, Econjournals, vol. 5(1), pages 111-124.
  • Mr. Joshua Charap & Mr. Serhan Cevik, 2011. "The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey," IMF Working Papers 2011/156, International Monetary Fund.
• Trust Kganyago & Victor Gumbo, 2015. "An Empirical Study of the Relationship between Money Market Interest Rates and Stock Market Performance: Evidence from Zimbabwe (2009-2013)," International Journal of Economics and Financial Issues, Econjournals, vol. 5(3), pages 638-646.
• Cuneyt Dumrul & Yasemin Dumrul, 2015. "Price-Money Relationship after Infl ation Targeting: Co-integration Test with Structural Breaks for Turkey and Brazil," International Journal of Economics and Financial Issues, Econjournals, vol. 5(3), pages 701-708.
• Pincheira Brown, Pablo & Rubio Hurtado, Hernán, 2015. "El escaso poder predictivo de simples curvas de Phillips en Chile," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Pincheira Brown, Pablo & Rubio Hurtado, Hernán, 2015. "The low predictive power of simple Phillips curves in Chile," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," MPRA Paper 63844, University Library of Munich, Germany.
  • Byrne, JP & Cao, S & Korobilis, D, 2016. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Essex Finance Centre Working Papers 18195, University of Essex, Essex Business School.
  • P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," SIRE Discussion Papers 2015-71, Scottish Institute for Research in Economics (SIRE).
  • Joseph P. Byrne & Shuo Cao. & Dimitris Korobilis., 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Working Papers 2015_08, Business School - Economics, University of Glasgow.
• Joseph P. Byrne & Shuo Cao & Dimitris Korobilis, 2015. "Co-Movement, Spillovers and Excess Returns in Global Bond Markets?," Working Papers 2015_12, Business School - Economics, University of Glasgow.
  • Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2015. "Co-Movement, Spillovers and Excess Returns in Global Bond Markets," SIRE Discussion Papers 2015-75, Scottish Institute for Research in Economics (SIRE).
• Richter, Alexander W., 2015. "Finite lifetimes, long-term debt and the fiscal limit," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 180-203.
  • Alexander W. Richter, 2013. "The Fiscal Limit and Non-Ricardian Consumers," Auburn Economics Working Paper Series auwp2013-19, Department of Economics, Auburn University.
• Best, Gabriela, 2015. "A New Keynesian model with staggered price and wage setting under learning," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 96-111.
• Afonso, António & Arghyrou, Michael G. & Bagdatoglou, George & Kontonikas, Alexandros, 2015. "On the time-varying relationship between EMU sovereign spreads and their determinants," Economic Modelling, Elsevier, vol. 44(C), pages 363-371.
  • António Afonso & Michael G. Arghyrou & George Bagdatoglou & Alexandros Kontonikas, 2013. "On the time-varying relationship between EMU sovereign spreads and their determinants," Working Papers 2013_05, Business School - Economics, University of Glasgow.
  • Afonso, António & Arghyrou, Michael G. & Bagdatoglou, George & Kontonikas, Alexandros, 2013. "On the time-varying relationship between EMU sovereign spreads and their determinants," SIRE Discussion Papers 2013-47, Scottish Institute for Research in Economics (SIRE).
  • António Afonso, & Michael G. Arghyrou, & George Bagdatoglou, & Alexandros Kontonikas, 2013. "On the time-varying relationship between EMU sovereign spreads and their determinants," Working Papers Department of Economics 2013/05, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Koukouritakis, Minoas & Papadopoulos, Athanasios P. & Yannopoulos, Andreas, 2015. "Linkages between the Eurozone and the South-Eastern European countries: A global VAR analysis," Economic Modelling, Elsevier, vol. 48(C), pages 129-154.
  • Minoas Koukouritakis & Athanasios P. Papadopoulos & Andreas Yannopoulos, 2013. "Linkages between the euro zone and the south-eastern European countries: a global VAR analysis," Working Papers 163, Bank of Greece.
  • Minoas Koukouritakis & Athanasios Papadopoulos & Andreas Yiannopoulos, 2013. "Linkages between the Eurozone and the South-Eastern European Countries: A Global VAR Analysis," Working Papers 1304, University of Crete, Department of Economics.
• Holmes, Mark J. & Iregui, Ana María & Otero, Jesús, 2015. "Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks," Economic Modelling, Elsevier, vol. 49(C), pages 270-277.
  • Mark J. Holmes & Ana Maria Iregui & Jesús Otero, 2015. "Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks," Working Papers in Economics 15/05, University of Waikato.
• Lange, Ronald H., 2015. "International long-term yields and monetary policy in a small open economy: The case of Canada," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 292-310.
• Hull, Isaiah, 2015. "The macro-financial implications of house price-indexed mortgage contracts," Economics Letters, Elsevier, vol. 127(C), pages 81-85.
  • Hull, Isaiah, 2014. "The Macro-Financial Implications of House Price-Indexed Mortgage Contracts," Working Paper Series 287, Sveriges Riksbank (Central Bank of Sweden).
• Raviv, Eran, 2015. "Prediction bias correction for dynamic term structure models," Economics Letters, Elsevier, vol. 129(C), pages 112-115.
• Grisse, Christian, 2015. "The zero lower bound and movements in the term structure of interest rates," Economics Letters, Elsevier, vol. 131(C), pages 66-69.
• Tobe, Satoshi, 2015. "Risk-taking channels and capital inflows into the US treasuries," Economics Letters, Elsevier, vol. 136(C), pages 133-136.
• Creal, Drew D. & Wu, Jing Cynthia, 2015. "Estimation of affine term structure models with spanned or unspanned stochastic volatility," Journal of Econometrics, Elsevier, vol. 185(1), pages 60-81.
  • Drew D. Creal & Jing Cynthia Wu, 2014. "Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility," NBER Working Papers 20115, National Bureau of Economic Research, Inc.
• Su, Fei & Chan, Kung-Sik, 2015. "Quasi-likelihood estimation of a threshold diffusion process," Journal of Econometrics, Elsevier, vol. 189(2), pages 473-484.
• Hassan, M. Kabir & Ngene, Geoffrey M. & Yu, Jung-Suk, 2015. "Credit default swaps and sovereign debt markets," Economic Systems, Elsevier, vol. 39(2), pages 240-252.
  • M. Kabir Hassan & Geoffrey M. Ngene & Jung Suk-Yu, 2011. "Credit Default Swaps and Sovereign Debt Markets," NFI Working Papers 2011-WP-03, Indiana State University, Scott College of Business, Networks Financial Institute.
• Sokic, Alexandre, 2015. "Cost efficiency of the banking industry and unilateral euroisation: A stochastic frontier approach in Serbia and Montenegro," Economic Systems, Elsevier, vol. 39(3), pages 541-551.
• Wen, Yi, 2015. "Money, liquidity and welfare," European Economic Review, Elsevier, vol. 76(C), pages 1-24.
  • Yi Wen, 2014. "Money, liquidity and welfare," Working Papers 2014-3, Federal Reserve Bank of St. Louis.
• Miyajima, Ken & Mohanty, M.S. & Chan, Tracy, 2015. "Emerging market local currency bonds: Diversification and stability," Emerging Markets Review, Elsevier, vol. 22(C), pages 126-139.
  • Ken Miyajima & Madhusudan Mohanty & Tracy Chan, 2012. "Emerging market local currency bonds: diversification and stability," BIS Working Papers 391, Bank for International Settlements.
• Ornelas, Jose Renato Haas & Silva Jr., Antonio Francisco de Almeida, 2015. "Testing the liquidity preference hypothesis using survey forecasts," Emerging Markets Review, Elsevier, vol. 23(C), pages 173-185.
  • Jose Renato Haas Ornelas & Antonio Francisco de Almeida Silva Jr, 2014. "Testing the Liquidity Preference Hypothesis using Survey Forecasts," Working Papers Series 353, Central Bank of Brazil, Research Department.
• Argyropoulos, Efthymios & Tzavalis, Elias, 2015. "Real term structure forecasts of consumption growth," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 208-222.
• Kang, Kyu Ho, 2015. "The predictive density simulation of the yield curve with a zero lower bound," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 51-66.
• Laurini, Márcio Poletti & Mauad, Roberto Baltieri, 2015. "A common jump factor stochastic volatility model," Finance Research Letters, Elsevier, vol. 12(C), pages 2-10.
• Araç, Ayşen & Yalta, A. Yasemin, 2015. "Testing the expectations hypothesis for the Eurozone: A nonlinear cointegration analysis," Finance Research Letters, Elsevier, vol. 15(C), pages 41-48.
• Reinhart, Carmen M. & Reinhart, Vincent & Rogoff, Kenneth, 2015. "Dealing with debt," Journal of International Economics, Elsevier, vol. 96(S1), pages 43-55.
  • Carmen M. Reinhart & Vincent Reinhart & Kenneth Rogoff, 2014. "Dealing with Debt," NBER Chapters, in: NBER International Seminar on Macroeconomics 2014, pages 43-55, National Bureau of Economic Research, Inc.
  • Reinhart, Carmen M. & Reinhart, Vincent & Rogoff, Kenneth, 2015. "Dealing with Debt," Working Paper Series rwp15-009, Harvard University, John F. Kennedy School of Government.
  • Reinhart, Carmen M. & Reinhart, Vincent & Rogoff, Kenneth S., 2015. "Dealing with debt," Scholarly Articles 23936571, Harvard University Department of Economics.
• David Neto, 2015. "Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank?s monetary policy strategy," International Economics, CEPII research center, issue 144, pages 83-94.
  • Neto, David, 2015. "Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank׳s monetary policy strategy," International Economics, Elsevier, vol. 144(C), pages 83-94.
• Stillwagon, Josh R., 2015. "Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 85-101.
  • Josh Stillwagon, 2014. "Testing the Expectations Hypothesis with Survey Forecasts: The Impacts of Consumer Sentiment and the Zero Lower Bound in an I(2) CVAR," Working Papers 1401, Trinity College, Department of Economics.
• Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & de Sola Perea, Maite, 2015. "A macro-financial analysis of the euro area sovereign bond market," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 308-325.
  • Hans Dewachter & Leonardo Iania & Marco Lyrio & Maite de Sola Perea, 2014. "A macro-financial analysis of the euro area sovereign bond market," Working Paper Research 259, National Bank of Belgium.
  • Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & Perea, Maite de Sola, 2015. "A macro-financial analysis of the euro area sovereign bond market," LIDAM Reprints LFIN 2015009, Université catholique de Louvain, Louvain Finance (LFIN).
• Blöchlinger, Andreas, 2015. "Identifying, valuing and hedging of embedded options in non-maturity deposits," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 34-51.
• Brooks, Robert & Cline, Brandon N. & Enders, Walter, 2015. "A comparison of the information in the LIBOR and CMT term structures of interest rates," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 239-253.
• Belke, Ansgar & Beckmann, Joscha, 2015. "Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 254-265.
• Fricke, Christoph & Menkhoff, Lukas, 2015. "Financial conditions, macroeconomic factors and disaggregated bond excess returns," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 80-94.
• Esposito, Lucia & Nobili, Andrea & Ropele, Tiziano, 2015. "The management of interest rate risk during the crisis: Evidence from Italian banks," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 486-504.
  • Lucia Esposito & Andrea Nobili & Tiziano Ropele, 2013. "The management of interest rate risk during the crisis: evidence from Italian banks," Temi di discussione (Economic working papers) 933, Bank of Italy, Economic Research and International Relations Area.
• Mamatzakis, Emmanuel & Tsionas, Mike G., 2015. "How are market preferences shaped? The case of sovereign debt of stressed euro-area countries," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 106-116.
• Gollier, Christian, 2015. "Discounting, inequality and economic convergence," Journal of Environmental Economics and Management, Elsevier, vol. 69(C), pages 53-61.
• Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," Journal of Environmental Economics and Management, Elsevier, vol. 73(C), pages 32-49.
  • Mark C. Freeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2013. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," GRI Working Papers 109, Grantham Research Institute on Climate Change and the Environment.
  • Mark C. Greeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2015. "Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?," Discussion Paper Series 2015_01, Department of Economics, University of Macedonia, revised Jan 2015.
  • Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: inflated past, discounted future?," LSE Research Online Documents on Economics 64143, London School of Economics and Political Science, LSE Library.
• Kung, Howard, 2015. "Macroeconomic linkages between monetary policy and the term structure of interest rates," Journal of Financial Economics, Elsevier, vol. 115(1), pages 42-57.
• Jotikasthira, Chotibhak & Le, Anh & Lundblad, Christian, 2015. "Why do term structures in different currencies co-move?," Journal of Financial Economics, Elsevier, vol. 115(1), pages 58-83.
• Hanson, Samuel G. & Stein, Jeremy C., 2015. "Monetary policy and long-term real rates," Journal of Financial Economics, Elsevier, vol. 115(3), pages 429-448.
  • Samuel Hanson & Jeremy C. Stein, 2012. "Monetary policy and long-term real rates," Finance and Economics Discussion Series 2012-46, Board of Governors of the Federal Reserve System (U.S.).
• Ritz, Robert A. & Walther, Ansgar, 2015. "How do banks respond to increased funding uncertainty?," Journal of Financial Intermediation, Elsevier, vol. 24(3), pages 386-410.
  • Robert A. Ritz, 2010. "How do banks respond to increased funding uncertainty?," Economics Series Working Papers 481, University of Oxford, Department of Economics.
  • Robert A. Ritz & Ansgar Walther, 2014. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics 1414, Faculty of Economics, University of Cambridge.
  • Ritz, R. A., 2012. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics 1213, Faculty of Economics, University of Cambridge.
• Steeley, James M., 2015. "The side effects of quantitative easing: Evidence from the UK bond market," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 303-336.
• Falagiarda, Matteo & Reitz, Stefan, 2015. "Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 276-295.
• Carvalho, Daniel & Fidora, Michael, 2015. "Capital inflows and euro area long-term interest rates," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 186-204.
  • Daniel Carvalho, 2014. "Capital Inflows and euro area long-term interest rates," Working Papers w201410, Banco de Portugal, Economics and Research Department.
  • Fidora, Michael & Carvalho, Daniel, 2015. "Capital inflows and euro area long-term interest rates," Working Paper Series 1798, European Central Bank.
• McCauley, Robert N., 2015. "Does the US dollar confer an exorbitant privilege?," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 1-14.
• de Groot, Oliver & Holm-Hadulla, Fédéric & Leiner-Killinger, Nadine, 2015. "Cost of borrowing shocks and fiscal adjustment," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 23-48.
  • Leiner-Killinger, Nadine & Holm-Hadulla, Fédéric & de Groot, Oliver, 2012. "Cost of borrowing shocks and fiscal adjustment," Working Paper Series 1503, European Central Bank.
  • Oliver de Groot & Fédéric Holm-Hadulla & Nadine Leiner-Killinger, 2013. "Cost of borrowing shocks and fiscal adjustment," Finance and Economics Discussion Series 2013-59, Board of Governors of the Federal Reserve System (U.S.).
• Ichiue, Hibiki & Ueno, Yoichi, 2015. "Monetary policy and the yield curve at zero interest," Journal of the Japanese and International Economies, Elsevier, vol. 38(C), pages 1-12.
• Zhu, Xiaoneng & Rahman, Shahidur, 2015. "A regime-switching Nelson–Siegel term structure model of the macroeconomy," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 1-17.
• Xu, Yuan, 2015. "Robustness to model uncertainty and the nominal term premium puzzle," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 124-137.
• Abo-Zaid, Salem, 2015. "Optimal monetary policy with the cost channel and monopolistically-competitive banks," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 284-299.
• Cúrdia, Vasco & Ferrero, Andrea & Ng, Ging Cee & Tambalotti, Andrea, 2015. "Has U.S. monetary policy tracked the efficient interest rate?," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 72-83.
  • Vasco Curdia & Andrea Ferrero & Ging Cee Ng & Andrea Tambalotti, 2014. "Has U.S. Monetary Policy Tracked the Efficient Interest Rate?," Working Paper Series 2014-12, Federal Reserve Bank of San Francisco.
• Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D., 2015. "A probability-based stress test of Federal Reserve assets and income," Journal of Monetary Economics, Elsevier, vol. 73(C), pages 26-43.
  • Christensen, Jens H. E. & Lopez, Jose A. & Rudebusch, Glenn D., 2013. "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Papers 14-01, University of Pennsylvania, Wharton School, Weiss Center.
  • Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2013. "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Paper Series 2013-38, Federal Reserve Bank of San Francisco.
• Bassetto, Marco & Phelan, Christopher, 2015. "Speculative runs on interest rate pegs," Journal of Monetary Economics, Elsevier, vol. 73(C), pages 99-114.
  • Marco Bassetto & Christopher Phelan, 2013. "Speculative Runs on Interest Rate Pegs," NBER Working Papers 18864, National Bureau of Economic Research, Inc.
• Ireland, Peter N., 2015. "Monetary policy, bond risk premia, and the economy," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 124-140.
  • Peter N. Ireland, 2014. "Monetary Policy, Bond Risk Premia, and the Economy," Boston College Working Papers in Economics 852, Boston College Department of Economics.
  • Peter N. Ireland, 2015. "Monetary Policy, Bond Risk Premia, and the Economy," NBER Working Papers 21576, National Bureau of Economic Research, Inc.
• Falagiarda, Matteo & Gregori, Wildmer Daniel, 2015. "The impact of fiscal policy announcements by the Italian government on the sovereign spread: A comparative analysis," European Journal of Political Economy, Elsevier, vol. 39(C), pages 288-304.
  • Falagiarda, Matteo & Gregori, Wildmer Daniel, 2015. "The impact of fiscal policy announcements by the Italian government on the sovereign spread: a comparative analysis," Working Paper Series 1782, European Central Bank.
• Frühwirth, Manfred & Sögner, Leopold, 2015. "Weather and SAD related mood effects on the financial market," The Quarterly Review of Economics and Finance, Elsevier, vol. 57(C), pages 11-31.
• Chen, Cathy Yi-Hsuan & Kuo, I-Doun, 2015. "Survey sentiment and interest rate option smile," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 125-137.
• Chu, Shiou-Yen, 2015. "Funding liquidity constraints and the forward premium anomaly in a DSGE model," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 76-89.
• Bouwman, Kees & Buis, Boyd & Pieterse-Bloem, Mary & Tham, Wing Wah, 2015. "A practical approach to constructing price-based funding liquidity factors," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 90-97.
• Putnam, Bluford H. & Azzarello, Samantha, 2015. "Evolving dynamics of the relationship between US core inflation and unemployment," Review of Financial Economics, Elsevier, vol. 25(C), pages 27-34.
• Grigoli, Francesco & Herman, Alexander & Swiston, Andrew & Di Bella, Gabriel, 2015. "Output gap uncertainty and real-time monetary policy," Russian Journal of Economics, Elsevier, vol. 1(4), pages 329-358.
  • Mr. Francesco Grigoli & Alexander Herman & Mr. Andrew J Swiston & Gabriel Di Bella, 2015. "Output Gap Uncertainty and Real-Time Monetary Policy," IMF Working Papers 2015/014, International Monetary Fund.

2014

• Eric T. Swanson & John C. Williams, 2014. "Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates," American Economic Review, American Economic Association, vol. 104(10), pages 3154-3185, October.
  • Eric T. Swanson & John C. Williams, 2012. "Measuring the effect of the zero lower bound on medium- and longer-term interest rates," Working Paper Series 2012-02, Federal Reserve Bank of San Francisco.
  • Eric T. Swanson & John C. Williams, 2014. "Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates," NBER Working Papers 20486, National Bureau of Economic Research, Inc.
  • John Williams & Eric Swanson, 2012. "Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates," 2012 Meeting Papers 462, Society for Economic Dynamics.
• Benjamin Born & Johannes Pfeifer, 2014. "Risk Matters: The Real Effects of Volatility Shocks: Comment," American Economic Review, American Economic Association, vol. 104(12), pages 4231-4239, December.
• Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu, 2014. "Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment," American Economic Review, American Economic Association, vol. 104(1), pages 323-337, January.
• Jonathan H. Wright, 2014. "Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply," American Economic Review, American Economic Association, vol. 104(1), pages 338-341, January.
• Mark Aguiar & Manuel Amador & Emmanuel Farhi & Gita Gopinath, 2014. "Sovereign Debt Booms in Monetary Unions," American Economic Review, American Economic Association, vol. 104(5), pages 101-106, May.
  • Mark Aguiar & Manuel Amador & Emmanuel Farhi & Gita Gopinath, "undated". "Sovereign Debt Booms in Monetary Unions," Working Paper 142521, Harvard University OpenScholar.
  • Aguiar, Mark & Amador, Manuel & Farhi, Emmanuel & Gopinath, Gita, 2014. "Sovereign Debt Booms in Monetary Unions," Scholarly Articles 12559514, Harvard University Department of Economics.
• Robert Barsky & Alejandro Justiniano & Leonardo Melosi, 2014. "The Natural Rate of Interest and Its Usefulness for Monetary Policy," American Economic Review, American Economic Association, vol. 104(5), pages 37-43, May.
• John B. Taylor, 2014. "The Role of Policy in the Great Recession and the Weak Recovery," American Economic Review, American Economic Association, vol. 104(5), pages 61-66, May.
• Fernando Alvarez & Francesco Lippi, 2014. "Persistent Liquidity Effects and Long-Run Money Demand," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(2), pages 71-107, April.
  • Fernando Alvarez & Francesco Lippi, 2010. "Persistent Liquidity Effect and Long Run Money Demand," EIEF Working Papers Series 1017, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2010.
  • Alvarez, Fernando & Lippi, Francesco, 2011. "Persistent Liquidity Effects and Long Run Money Demand," CEPR Discussion Papers 8650, C.E.P.R. Discussion Papers.
  • Fernando E. Alvarez & Francesco Lippi, 2011. "Persistent Liquidity Effects and Long Run Money Demand," NBER Working Papers 17566, National Bureau of Economic Research, Inc.
• J. W. Mason & Arjun Jayadev, 2014. ""Fisher Dynamics" in US Household Debt, 1929-2011," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(3), pages 214-234, July.
• Eric Monnet, 2014. "Monetary Policy without Interest Rates: Evidence from France's Golden Age (1948 to 1973) Using a Narrative Approach," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(4), pages 137-169, October.
  • Eric Monnet, 2012. "Monetary policy without interest rates. Evidence from France’s Golden Age (1948-1973) using a narrative approach," Working Papers 0032, European Historical Economics Society (EHES).
  • Eric Monnet, 2014. "Monetary Policy without Interest Rates: Evidence from France's Golden Age (1948 to 1973) Using a Narrative Approach," Post-Print halshs-01510291, HAL.
  • Eric Monnet, 2014. "Monetary Policy without Interest Rates: Evidence from France's Golden Age (1948 to 1973) Using a Narrative Approach," PSE-Ecole d'économie de Paris (Postprint) halshs-01510291, HAL.
• Harold Ngalawa, 2014. "A Portrait Of Informal Sector Credit And Interest Rates In Malawi: Interpolated Monthly Time Series," The African Finance Journal, Africagrowth Institute, vol. 16(2), pages 64-81.
• Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014. "Information In The Yield Curve: A Macro‐Finance Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 42-64, January.
  • Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "Information in the Yield Curve: A Macro-Finance Approach," Insper Working Papers wpe_230, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  • Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2014. "Information in the yield curve: A macro-finance approach," LIDAM Reprints LFIN 2014007, Université catholique de Louvain, Louvain Finance (LFIN).
  • Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014. "Information in the yield curve: A Macro-Finance approach," Working Paper Research 254, National Bank of Belgium.
• Mahmut Zortuk & Mehmet Yunus Çelik, 2014. "The Relationship Between Bank Loans and Economic Growth In Turkey: 1995-2010," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 2(2), pages 51-60, December.
• Pawel Gajewski, 2014. "Sovereign spreads and financial market behavior before and during the crisis," Lodz Economics Working Papers 4/2014, University of Lodz, Faculty of Economics and Sociology.
• Helder Ferreira de Mendonça & Kelli Manhães Pessanha, 2014. "Fiscal insurance and public debt management: Evidence for a large emerging economy," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 15(2), pages 162-173.
• Cleomar Gomes da Silva & Manoel Carlos de Castro Pires & Fábio Henrique Bittes Terra, 2014. "The effects of public debt management on macroeconomic equilibrium: An analysis of the Brazilian economy," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 15(2), pages 174-188.
• Moura, Marcelo L. & Gaião, Rafael L., 2014. "Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation," The North American Journal of Economics and Finance, Elsevier, vol. 27(C), pages 114-144.
  • Moura, Marcelo L. & Gaião, Rafael Ladeira, 2012. "Impact of macroeconomic surprises on the brazilian yield curve and expected inflation," Insper Working Papers wpe_288, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  • Marcelo L. Moura & Rafael L. Gaião, 2014. "Impact Of Macroeconomic Surprises On Thebrazilian Yield Curve And Expected Inflation," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 051, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Robert A. Jarrow, 2014. "Forward Rate Curve Smoothing," Annual Review of Financial Economics, Annual Reviews, vol. 6(1), pages 443-458, December.
• César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel, 2016. "Do Good Institutions Promote Countercyclical Macroeconomic Policies?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 650-670, October.
  • César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel, 2012. "Do Good Institutions Promote Counter-Cyclical Macroeconomic Policies?," Documentos de Trabajo 419, Instituto de Economia. Pontificia Universidad Católica de Chile..
  • César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel, 2014. "Do Good Institutions Promote Counter-cyclical Macroeconomic Policies?," Working Papers 3, Peruvian Economic Association.
  • César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel, 2012. "Do good institutions promote counter-cyclical macroeconomic policies?," Globalization Institute Working Papers 118, Federal Reserve Bank of Dallas.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," MPRA Paper 55282, University Library of Munich, Germany.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Papers 1404.3347, arXiv.org.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Post-Print halshs-01018490, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Working Papers hal-00978145, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01018490, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00978145, HAL.
  • Chatelain, Jean-Bernard & Ralf, Kirsten, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," EconStor Preprints 95979, ZBW - Leibniz Information Centre for Economics.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Documents de travail du Centre d'Economie de la Sorbonne 14034, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Christa Cuchiero & Claudio Fontana & Alessandro Gnoatto, 2016. "A general HJM framework for multiple yield curve modelling," Finance and Stochastics, Springer, vol. 20(2), pages 267-320, April.
  • Christa Cuchiero & Claudio Fontana & Alessandro Gnoatto, 2014. "A general HJM framework for multiple yield curve modeling," Working Papers hal-01011752, HAL.
  • Christa Cuchiero & Claudio Fontana & Alessandro Gnoatto, 2014. "A general HJM framework for multiple yield curve modeling," Papers 1406.4301, arXiv.org, revised May 2015.
• Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2014. "Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model," BAFFI CAREFIN Working Papers 1623, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Katrin Wölfel & Christoph S. Weber, 2017. "Searching for the Fed’s reaction function," Empirical Economics, Springer, vol. 52(1), pages 191-227, February.
  • Katrin Woelfel & Christoph S. Weber, 2014. "Searching for the FED's Reaction Function," Working Papers 154, Bavarian Graduate Program in Economics (BGPE).
• Soloschenko, Max & Weber, Enzo, 2014. "Capturing the Interaction of Trend, Cycle, Expectations and Risk Premia in the US Term Structure," University of Regensburg Working Papers in Business, Economics and Management Information Systems 475, University of Regensburg, Department of Economics.
• Constantino Hevia & Martin Gonzalez‐Rozada & Martin Sola & Fabio Spagnolo, 2015. "Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 987-1009, September.
  • Martin Gonzalez-Rozada & Martin sola & Constantino Hevia & Fabio Spagnolo, 2012. "Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model," Department of Economics Working Papers 2012-07, Universidad Torcuato Di Tella.
  • Constantino Hevia & Martin Gonzalez-Rozada & Martin Sola & Fabio Spagnolo, 2014. "Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model," BCAM Working Papers 1403, Birkbeck Centre for Applied Macroeconomics.
• Rhys R. Mendes, 2014. "The Neutral Rate of Interest in Canada," Discussion Papers 14-5, Bank of Canada.
• Ehrmann, Michael & Ziegelmeyer, Michael, 2014. "Household Risk Management and Actual Mortgage Choice in the Euro Area," MEA discussion paper series 201406, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  • Michael Ehrmann & Michael Ziegelmeyer, 2014. "Household Risk Management and Actual Mortgage Choice in the Euro Area," Staff Working Papers 14-1, Bank of Canada.
  • Michael Ehrmann & Michael Ziegelmeyer, 2014. "Household Risk Management and Actual Mortgage Choice in the Euro Area," BCL working papers 84, Central Bank of Luxembourg.
  • Ehrmann, Michael & Ziegelmeyer, Michael, 2014. "Household risk management and actual mortgage choice in the euro area," Working Paper Series 1631, European Central Bank.
• Bruno Feunou & Jean-Sébastien Fontaine, 2014. "Bond Risk Premia and Gaussian Term Structure Models," Staff Working Papers 14-13, Bank of Canada.
• Gregory Bauer, 2014. "International House Price Cycles, Monetary Policy and Risk Premiums," Staff Working Papers 14-54, Bank of Canada.
• Ornelas, Jose Renato Haas & Silva Jr., Antonio Francisco de Almeida, 2015. "Testing the liquidity preference hypothesis using survey forecasts," Emerging Markets Review, Elsevier, vol. 23(C), pages 173-185.
  • Jose Renato Haas Ornelas & Antonio Francisco de Almeida Silva Jr, 2014. "Testing the Liquidity Preference Hypothesis using Survey Forecasts," Working Papers Series 353, Central Bank of Brazil, Research Department.
• Ehrmann, Michael & Ziegelmeyer, Michael, 2014. "Household Risk Management and Actual Mortgage Choice in the Euro Area," MEA discussion paper series 201406, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  • Michael Ehrmann & Michael Ziegelmeyer, 2014. "Household Risk Management and Actual Mortgage Choice in the Euro Area," BCL working papers 84, Central Bank of Luxembourg.
  • Michael Ehrmann & Michael Ziegelmeyer, 2014. "Household Risk Management and Actual Mortgage Choice in the Euro Area," Staff Working Papers 14-1, Bank of Canada.
  • Ehrmann, Michael & Ziegelmeyer, Michael, 2014. "Household risk management and actual mortgage choice in the euro area," Working Paper Series 1631, European Central Bank.
• Mark Setterfield, 2014. "Using Interest Rates as the Instrument of Monetary Policy: Beware Real effects, Positive Feedbacks, and Discontinuities," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(70), pages 7-22, June.
  • Mark Setterfield, 2013. "Using Interest Rates as the Instrument of Monetary Policy: Beware Real effects, Positive Feedbacks, and Discontinuities," Working Papers 1320, Trinity College, Department of Economics.
• Andrés, Javier & Arce, Óscar & Thomas, Carlos, 2017. "Structural reforms in a debt overhang," Journal of Monetary Economics, Elsevier, vol. 88(C), pages 15-34.
  • Javier Andrés & Óscar Arce & Carlos Thomas, 2014. "Structural reforms in a debt overhang," Working Papers 1421, Banco de España.
• Alfredo Martín Oliver & Sonia Ruano Pardo & Vicente Salas Fumás, 2014. "Productivity and welfare: an application to the Spanish banking industry," Working Papers 1426, Banco de España.
• Danilo Liberati, 2018. "An estimated DSGE model with search and matching frictions in the credit market," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 11(6), pages 567-617.
  • Danilo Liberati, 2014. "An estimated DSGE model with search and matching frictions in the credit market," Temi di discussione (Economic working papers) 986, Bank of Italy, Economic Research and International Relations Area.
• Giuseppe Grande & Sergio Masciantonio & Andrea Tiseno, 2014. "The interest-rate sensitivity of the demand for sovereign debt. Evidence from OECD countries (1995-2011)," Temi di discussione (Economic working papers) 988, Bank of Italy, Economic Research and International Relations Area.
• Urrutia, Miguel & Hofstetter, Marc & Hamann, Franz, 2014. "Inflation Targeting in Colombia, 2002-2012," IDB Publications (Working Papers) 6394, Inter-American Development Bank.
  • Franz Hamann & Marc Hofstetter & Miguel Urrutia, 2014. "Inflation Targeting in Colombia, 2002-2012," Borradores de Economia 818, Banco de la Republica de Colombia.
  • Franz Hamann & Marc Hofstetter & Miguel Urrutia, 2014. "Inflation Targeting in Colombia, 2002-2012," Documentos CEDE 11007, Universidad de los Andes, Facultad de Economía, CEDE.
  • Franz Hamann & Marc Hofstetter & Miguel Urrutia, 2014. "Inflation Targeting in Colombia, 2002-2012," Borradores de Economia 11189, Banco de la Republica.
  • Miguel Urrutia & Franz Hamann & Marc Hofstetter, 2014. "Inflation Targeting in Colombia, 2002-2012," Research Department Publications IDB-WP-487, Inter-American Development Bank, Research Department.
• Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(74), pages 68-86, June.
  • Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(74), pages 68-86, June.
  • Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields," BIS Papers chapters, in: Bank for International Settlements (ed.), The transmission of unconventional monetary policy to the emerging markets, volume 78, pages 129-158, Bank for International Settlements.
  • Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields?," Borradores de Economia 11311, Banco de la Republica.
  • Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Borradores de Economia 822, Banco de la Republica de Colombia.
• Mauricio Villamizar-Villegas, 2016. "Identifying The Effects Of Simultaneous Monetary Policy Shocks," Contemporary Economic Policy, Western Economic Association International, vol. 34(2), pages 268-296, April.
  • Mauricio Villamizar, 2014. "Identifying the Effects of Simultaneous Monetary Policy Shocks. Fear of Floating under Inflation targeting," Borradores de Economia 12010, Banco de la Republica.
  • Mauricio Villamizar, 2014. "Identifying the Effects of Simultaneous Monetary Policy Shocks. Fear of Floating under Inflation targeting," Borradores de Economia 835, Banco de la Republica de Colombia.
• Luis Eduardo Arango & Ximena Chavarro & Eliana González, 2014. "Commodity price shocks and inflation within an optimal monetary policy framework: the case of Colombia," Borradores de Economia 12380, Banco de la Republica.
  • Luis Eduardo Arango & Ximena Chavarro & Eliana González, 2014. "Commodity price shocks and inflation within an optimal monetary policy framework: the case of Colombia," Borradores de Economia 858, Banco de la Republica de Colombia.
• Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(74), pages 68-86, June.
  • Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(74), pages 68-86, June.
  • Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields," BIS Papers chapters, in: Bank for International Settlements (ed.), The transmission of unconventional monetary policy to the emerging markets, volume 78, pages 129-158, Bank for International Settlements.
  • Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Borradores de Economia 822, Banco de la Republica de Colombia.
  • Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields?," Borradores de Economia 11311, Banco de la Republica.
• Simon Gilchrist & Benoit Mojon, 2018. "Credit Risk in the Euro Area," Economic Journal, Royal Economic Society, vol. 128(608), pages 118-158, February.
  • Simon Gilchrist & Benoît Mojon, 2014. "Credit Risk in the Euro Area," NBER Working Papers 20041, National Bureau of Economic Research, Inc.
  • Gilchrist, S. & Mojon, B., 2014. "Credit Risk in the Euro area," Working papers 482, Banque de France.
• Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L., 2014. "International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment," Working papers 489, Banque de France.
• Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L., 2014. "Specification Analysis of International Treasury Yield Curve Factors," Working papers 490, Banque de France.
• C. Bortoli & L. Harreau & C. Pouvelle, 2014. "Determinants of OECD countries sovereign yields: safe havens, purgatory, and the damned," Working papers 494, Banque de France.
• C.Jardet & A. Monks, 2014. "Euro Area monetary policy shocks: impact on financial asset prices during the crisis?," Working papers 512, Banque de France.
• J-P. Renne, 2014. "Fixed-Income Pricing in a Non-Linear Interest-Rate Model," Working papers 517, Banque de France.
• J-P. Renne, 2014. "Options Embedded in ECB Targeted Refinancing Operations," Working papers 518, Banque de France.
• S. Mouabbi, 2014. "An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia," Working papers 527, Banque de France.
• M. Vari, 2014. "Implementing monetary policy in a fragmented monetary union," Working papers 529, Banque de France.
  • Vari, Miklos, 2015. "Implementing Monetary Policy in a Fragmented Monetary Union," CEPREMAP Working Papers (Docweb) 1516, CEPREMAP.
• Andrew Scott & Elisa Faraglia & Rigas Oikonomou & Albert Marcet, 2015. "Government Debt Management: The Long and the Short of It (Plus Appendix)," Working Papers 799, Barcelona School of Economics.
• Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(74), pages 68-86, June.
  • Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields," BIS Papers chapters, in: Bank for International Settlements (ed.), The transmission of unconventional monetary policy to the emerging markets, volume 78, pages 129-158, Bank for International Settlements.
  • Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(74), pages 68-86, June.
  • Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Borradores de Economia 822, Banco de la Republica de Colombia.
  • Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014. "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields?," Borradores de Economia 11311, Banco de la Republica.
• Robert N McCauley & Patrick McGuire, 2014. "Non-US banks' claims on the Federal Reserve," BIS Quarterly Review, Bank for International Settlements, March.
• Claudio Borio, 2014. "The international monetary and financial system: its Achilles heel and what to do about it," Globalization Institute Working Papers 203, Federal Reserve Bank of Dallas.
  • Claudio Borio, 2014. "The international monetary and financial system: its Achilles heel and what to do about it," BIS Working Papers 456, Bank for International Settlements.
• Claudio Borio & Harold James & Hyun Song Shin, 2014. "The international monetary and financial system: a capital account historical perspective," Globalization Institute Working Papers 204, Federal Reserve Bank of Dallas.
  • Claudio Borio & Harold James & Hyun Song Shin, 2014. "The international monetary and financial system: a capital account historical perspective," BIS Working Papers 457, Bank for International Settlements.
• Ferdi Botha & Gavin Keeton, 2014. "A Note on the (Continued) Ability of the Yield Curve to Forecast Economic Downturns in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 82(3), pages 468-473, September.
• Olav Syrstad, 2014. "The impact of the Term Auction Facility on the liquidity risk premium and unsecured interbank spreads," Working Paper 2014/07, Norges Bank.
• Ireland, Peter N., 2015. "Monetary policy, bond risk premia, and the economy," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 124-140.
  • Peter N. Ireland, 2014. "Monetary Policy, Bond Risk Premia, and the Economy," Boston College Working Papers in Economics 852, Boston College Department of Economics.
  • Peter N. Ireland, 2015. "Monetary Policy, Bond Risk Premia, and the Economy," NBER Working Papers 21576, National Bureau of Economic Research, Inc.
• Guimarães, Rodrigo, 2014. "Expectations, risk premia and information spanning in dynamic term structure model estimation," Bank of England working papers 489, Bank of England.
• Bell, Venetia & Pugh, Alice, 2014. "The Bank of England Credit Conditions Survey," Bank of England working papers 515, Bank of England.
• Malik, Sheheryar & Meldrum, Andrew, 2016. "Evaluating the robustness of UK term structure decompositions using linear regression methods," Journal of Banking & Finance, Elsevier, vol. 67(C), pages 85-102.
  • Malik, Sheheryar & Meldrum, Andrew, 2014. "Evaluating the robustness of UK term structure decompositions using linear regression methods," Bank of England working papers 518, Bank of England.
• Koukouritakis, Minoas & Papadopoulos, Athanasios P. & Yannopoulos, Andreas, 2014. "Transmission effects in the presence of structural breaks: Evidence from South-Eastern European countries," Economic Modelling, Elsevier, vol. 41(C), pages 298-311.
  • Minoas Koukouritakis & Athanasios Papadopoulos & Andreas Yiannopoulos, 2013. "Transmission Effects in the Presence of Structural Breaks: Evidence from South-Eastern European Countries," Working Papers 1303, University of Crete, Department of Economics.
  • Minoas Koukouritakis & Athanasios P. Papadopoulos & Andreas Yannopoulos, 2014. "Transmission effects in the presence of structural breaks: evidence from south-eastern European countries," Working Papers 172, Bank of Greece.
• Ki-Ho Kim, 2014. "An Empirical Analysis of Asymmetries in the Term Structure of Korean Government Bonds (in Korean)," Working Papers 2014-12, Economic Research Institute, Bank of Korea.
• Azamat Abdymomunov & Kyu Ho Kang & Ki Jeong Kim, 2014. "Forecasting the Term Structure of Government Bond Yields Using Credit Spreads and Structural Breaks," Working Papers 2014-19, Economic Research Institute, Bank of Korea.
• M. Falagiarda & W. D. Gregori, 2014. "Fiscal Policy Announcements of Italian Governments and Spread Reaction during the Sovereign Debt Crisis," Working Papers wp961, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Falagiarda, Matteo & Gregori, Wildmer Daniel, 2015. "The impact of fiscal policy announcements by the Italian government on the sovereign spread: a comparative analysis," Working Paper Series 1782, European Central Bank.
• Sonali Jain-Chandra & D. Filiz Unsal, 2014. "The effectiveness of monetary policy transmission under capital inflows: Evidence from Asia," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(2), pages 96-103, June.
  • Ms. Sonali Jain-Chandra & Ms. Filiz D Unsal, 2012. "The Effectiveness of Monetary Policy Transmission Under Capital Inflows: Evidence from Asia," IMF Working Papers 2012/265, International Monetary Fund.
• Gerlach Stefan & Moretti Laura, 2014. "Monetary policy and TIPS yields before the crisis," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 689-701, January.
  • Gerlach, Stefan & Moretti, Laura, 2011. "Monetary policy and TIPS yields before the crisis," CFS Working Paper Series 2011/22, Center for Financial Studies (CFS).
  • Gerlach, Stefan & Moretti, Laura, 2011. "Monetary Policy and TIPS Yields before the Crisis," CEPR Discussion Papers 8560, C.E.P.R. Discussion Papers.
• Catherine L. Mann & Oren Klachkin, 2014. "U.S. Treasury Auction Yields Before and During Quantitative Easing: Market Factors vs.Auction Specific Factors," Working Papers 67, Brandeis University, Department of Economics and International Business School.
• Ritz, Robert A. & Walther, Ansgar, 2015. "How do banks respond to increased funding uncertainty?," Journal of Financial Intermediation, Elsevier, vol. 24(3), pages 386-410.
  • Robert A. Ritz, 2010. "How do banks respond to increased funding uncertainty?," Economics Series Working Papers 481, University of Oxford, Department of Economics.
  • Robert A. Ritz & Ansgar Walther, 2014. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics 1414, Faculty of Economics, University of Cambridge.
  • Ritz, R. A., 2012. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics 1213, Faculty of Economics, University of Cambridge.
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  • Gogas, Periklis & Papadimitriou , Theophilos & Matthaiou, Maria- Artemis & Chrysanthidou, Efthymia, 2014. "Yield Curve and Recession Forecasting in a Machine Learning Framework," DUTH Research Papers in Economics 8-2014, Democritus University of Thrace, Department of Economics.
• Cebula, Richard J., 2014. "Preliminary Evidence on the Impact of Budget Deficits on the Nominal Interest Rate Yield on Ten-Year U.S. Treasury Notes after Allowing for Adoption of Monetary Policies Involving "Quantitative E," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 67(2), pages 181-200.
• Dube, Smile & Zhou, Yan, 2014. "Interest Rate Asymmetries in the Lending-Deposit Spread: A Case - Asimmetrie del tasso di interesse nello spread prestiti-depositi: studio di un caso," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 67(2), pages 201-227.
• Tronzano, Marco, 2014. "Interest Rates, Expected Inflation and Structural Breaks: Further Evidence on the Fisher Effect in India (1996-2013) - Tassi di interesse, inflazione attesa e cambiamenti strutturali: nuova evidenza e," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 67(4), pages 531-554.
• Szczypińska, Agnieszka, 2014. "Does the halo effect still hold? The (post-) crisis perspective for the euro candidates," MF Working Papers 18, Ministry of Finance in Poland, revised 30 Jan 2014.
• Peter Spahn, 2014. "Böhm-Bawerk und die Anfänge der monetären Zinstheorie," ROME Working Papers 201404, ROME Network.
• Beckmann, Joscha & Belke, Ansgar & Dreger, Christian, 2017. "The relevance of international spillovers and asymmetric effects in the Taylor rule," The Quarterly Review of Economics and Finance, Elsevier, vol. 64(C), pages 162-170.
  • Beckmann, Joscha & Belke, Ansgar & Dreger, Christian, 2014. "The relevance of international spillovers and asymmetric effects in the Taylor rule," Discussion Papers 359, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
  • Joscha Beckmann & Ansgar Belke & Christian Dreger, 2014. "The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule," ROME Working Papers 201410, ROME Network.
  • Beckmann, Joscha & Belke, Ansgar & Dreger, Christian, 2015. "The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule," CEPS Papers 10029, Centre for European Policy Studies.
  • Joscha Beckmann & Ansgar Belke & Christian Dreger, 2014. "The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule," Discussion Papers of DIW Berlin 1416, DIW Berlin, German Institute for Economic Research.
• Stefano Neri, 2014. "The Impact of the Sovereign Debt Crisis on Bank Lending Rates in the Euro Area," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 5-6, September.
  • Stefano Neri, 2013. "The impact of the sovereign debt crisis on bank lending rates in the euro area," Questioni di Economia e Finanza (Occasional Papers) 170, Bank of Italy, Economic Research and International Relations Area.
• Pami Dua & Nishita Raje, 2023. "Determinants of Yields on Government Securities in India," Springer Books, in: Pami Dua (ed.), Macroeconometric Methods, chapter 0, pages 73-96, Springer.
  • Pami Dua & Nishita Raje, 2014. "Determinants of Yields on Government Securities in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 8(4), pages 375-400, November.
• Rajendra Narayan Paramanik & Bandi Kamaiah, 2014. "A Structural Vector Autoregression Model for Monetary Policy Analysis in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 8(4), pages 401-429, November.
• Gurbachan Singh, 2014. "Overcoming Zero Lower Bound on Interest Rate without any Inflation or Inflationary Expectations," South Asian Journal of Macroeconomics and Public Finance, , vol. 3(1), pages 1-38, June.
• Dongkoo Chang & Jami'ah Jaffar, 2014. "Monetary Policy Towards Inclusive Growth: The Case of Korea," Working Papers wp05, South East Asian Central Banks (SEACEN) Research and Training Centre.
• Altavilla, Carlo & Giannone, Domenico & Modugno, Michele, 2017. "Low frequency effects of macroeconomic news on government bond yields," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 31-46.
  • Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014. "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Finance and Economics Discussion Series 2014-52, Board of Governors of the Federal Reserve System (U.S.).
  • Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014. "Low Frequency Effects of Macroeconomic News on Government Bond Yields," CSEF Working Papers 372, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Carlo Altavilla & Domenico Giannone & Michèle Modugno, 2014. "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Working Papers ECARES ECARES 2014-34, ULB -- Universite Libre de Bruxelles.
• Grégory Levieuge & Yannick Lucotte, 2014. "A Simple Empirical Measure of Central Banks' Conservatism," Southern Economic Journal, Southern Economic Association, vol. 81(2), pages 409-434, October.
• Jiri Rotschedl, 2014. "The sensitivity of households to interest rate - analysis of the relationship of interest rates and the amount of loans and deposits in the Czech Republic," Proceedings of International Academic Conferences 0702647, International Institute of Social and Economic Sciences.
• Sami Taban & Tayfur Bayat & Ferit Önder, 2014. "Fisher Effect in Austria Causality Approach," Proceedings of Economics and Finance Conferences 0401542, International Institute of Social and Economic Sciences.
• Arif Dar & Amaresh Samantaraya & Firdous Shah, 2014. "The predictive power of yield spread: evidence from wavelet analysis," Empirical Economics, Springer, vol. 46(3), pages 887-901, May.
• Constantine Alexandrakis, 2014. "Technological change and the U.S. real interest rate," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(4), pages 672-686, October.
• Richard Cebula & Fiorentina Angjellari-Dajci & Maggie Foley, 2014. "An exploratory empirical inquiry into the impact of federal budget deficits on the ex post real interest rate yield on ten year Treasury notes over the last half century," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(4), pages 712-720, October.
• Michael Magill & Martine Quinzii, 2014. "Term structure and forward guidance as instruments of monetary policy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(1), pages 1-32, May.
• Luís Oliveira & João Vidal Nunes & Luís Malcato, 2014. "The performance of deterministic and stochastic interest rate risk measures:," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 13(3), pages 141-165, December.
• Christoph Weißer, 2014. "Replication in the narrow sense of "Financial Stability, the Trilemma, and International Reserves" (Obstfeld, Shambaugh & Taylor 2010)," Replication Working Papers 1/2014, Institut für Statistik und Ökonometrie, Wirtschaftswissenschaftliche Fakultät, Georg-August-Universität Göttingen, Replication project.
• Hollander, Hylton & Liu, Guangling, 2016. "Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession," Journal of Banking & Finance, Elsevier, vol. 67(C), pages 37-52.
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• Alfred A. Haug, 2014. "On real interest rate persistence: the role of breaks," Applied Economics, Taylor & Francis Journals, vol. 46(10), pages 1058-1066, April.
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  • Alfred A. Haug, 2013. "On Real Interest Rate Persistence: The Role of Breaks," Working Papers 1303, University of Otago, Department of Economics, revised Jan 2013.
• Michał Brzoza-Brzezina & Jacek Kotłowski, 2014. "Measuring the natural yield curve," Applied Economics, Taylor & Francis Journals, vol. 46(17), pages 2052-2065, June.
  • Michał Brzoza-Brzezina & Jacek Kotłowski, 2012. "Measuring the natural yield curve," NBP Working Papers 108, Narodowy Bank Polski.
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• A. Monta & L. Olmos, 2014. "Do the Spanish regions converge? A unit root analysis for the HDI of the Spanish regions," Applied Economics, Taylor & Francis Journals, vol. 46(34), pages 4218-4230, December.
  • Montañés, Antonio & Olmos, Lorena, 2013. "Do the Spanish regions converge? A unit root analysis for the HDI of the Spanish regions," MPRA Paper 47633, University Library of Munich, Germany.
• Robert J. Sonora & Josip Tica, 2014. "Real Interest Parity in New Europe," Eastern European Economics, Taylor & Francis Journals, vol. 52(1), pages 34-54, January.
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• Till Strohsal & Enzo Weber, 2014. "Mean-variance cointegration and the expectations hypothesis," Quantitative Finance, Taylor & Francis Journals, vol. 14(11), pages 1983-1997, November.
  • Strohsal, Till & Weber, Enzo, 2010. "Mean-Variance Cointegration and the Expectations Hypothesis," University of Regensburg Working Papers in Business, Economics and Management Information Systems 442, University of Regensburg, Department of Economics.
  • Strohsal, Till & Weber, Enzo, 2011. "Mean-variance cointegration and the expectations hypothesis," SFB 649 Discussion Papers 2011-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Hande Küçük & Pinar Özlü & İsmaİl Anil Talaslı & Deren Ünalmış & Canan Yüksel, 2016. "Interest Rate Corridor, Liquidity Management, And The Overnight Spread," Contemporary Economic Policy, Western Economic Association International, vol. 34(4), pages 746-761, October.
  • Hande Kucuk & Pinar Ozlu & Anil Talasli & Deren Unalmis & Canan Yuksel, 2014. "Interest Rate Corridor, Liquidity Management and the Overnight Spread," Working Papers 1402, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Mustafa Kilinc & Cengiz Tunc, 2014. "Identification of Monetary Policy Shocks in Turkey: A Structural VAR Approach," Working Papers 1423, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Nikola Mirkov, 2014. "International financial transmission of the Fed's monetary policy," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 7(2), pages 7-49, September.
• Stillwagon, Josh R., 2015. "Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 85-101.
  • Josh Stillwagon, 2014. "Testing the Expectations Hypothesis with Survey Forecasts: The Impacts of Consumer Sentiment and the Zero Lower Bound in an I(2) CVAR," Working Papers 1401, Trinity College, Department of Economics.
• Mark Setterfield, 2014. "An essay on horizontalism, structuralism and historical time," Working Papers 1402, Trinity College, Department of Economics.
• Matthias Neuenkirch & Pierre Siklos, 2014. "When is Lift-Off? Evaluating Forward Guidance from the Shadow," Open Economies Review, Springer, vol. 25(5), pages 819-839, November.
  • M. Neuenkirch, P. Siklos, 2014. "When Is Lift-Off? Evaluating Forward Guidance From The Shadow," LCERPA Working Papers wm0066, Laurier Centre for Economic Research and Policy Analysis.
  • Matthias Neuenkirch & Pierre L. Siklos, 2014. "When is Lift-off? Evaluating Forward Guidance from the Shadow," Research Papers in Economics 2014-03, University of Trier, Department of Economics.
• Gollier, Christian, 2016. "Gamma discounters are short-termist," Journal of Public Economics, Elsevier, vol. 142(C), pages 83-90.
  • Gollier, Christian, 2014. "Gamma discounters are short-termist," IDEI Working Papers 828, Institut d'Économie Industrielle (IDEI), Toulouse, revised Oct 2014.
  • Gollier, Christian, 2014. "Gamma discounters are short-termist," TSE Working Papers 14-499, Toulouse School of Economics (TSE), revised Oct 2014.
• , & Diewert, Erwin, 2014. "The Treatment of Financial Transactions in the SNA: A User Cost Approach," Economics working papers erwin_diewert-2014-8, Vancouver School of Economics, revised 20 Feb 2014.
• Venky Venkateswaran & Randall Wright, 2014. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Macroeconomics Annual, University of Chicago Press, vol. 28(1), pages 227-270.
  • Venky Venkateswaran & Randall Wright, 2013. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Chapters, in: NBER Macroeconomics Annual 2013, Volume 28, pages 227-270, National Bureau of Economic Research, Inc.
  • Venky Venkateswaran & Randall Wright, 2013. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Working Papers 19009, National Bureau of Economic Research, Inc.
• Ivan Mendieta-Muñoz, 2014. "Is there any relationship between the rates of interest and profit in the U.S. economy?," Studies in Economics 1416, School of Economics, University of Kent.
• Chadha, Jagjit S. & Waters, Alex, 2014. "Applying a macro-finance yield curve to UK quantitative Easing," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 68-86.
  • Jagjit S. Chadha & Alex Waters, 2014. "Applying a Macro-Finance Yield Curve to UK Quantitative Easing," Studies in Economics 1418, School of Economics, University of Kent.
• Cheng, Jin & Dai, Meixing & Dufourt, Frédéric, 2017. "Banking and sovereign debt crises in a monetary union without central bank intervention," Journal of Mathematical Economics, Elsevier, vol. 68(C), pages 142-151.
  • Jing Cheng & Meixing Dai & Frédéric Dufourt, 2014. "Banking and Sovereign Debt Crises in a Monetary Union Without Central Bank Intervention," AMSE Working Papers 1428, Aix-Marseille School of Economics, France, revised Jun 2014.
  • Jin Cheng & Meixing Dai & Frédéric Dufourt, 2014. "Banking and Sovereign Debt Crises in Monetary Union Without Central Bank Intervention," Working Papers of BETA 2014-05, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  • Jin Cheng & Meixing Dai & Frédéric Dufourt, 2017. "Banking and sovereign debt crises in a monetary union without central bank intervention," Post-Print hal-01505768, HAL.
• Mirko Abbritti & Salvatore Dell’Erba & Antonio Moreno & Sergio Sola, 2018. "Global Factors in the Term Structure of Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 301-340, March.
  • Mirko Abbritti & Mr. Salvatore Dell'Erba & Mr. Antonio Moreno & Mr. Sergio Sola, 2013. "Global Factors in the Term Structure of Interest Rates," IMF Working Papers 2013/223, International Monetary Fund.
  • Mirko Abbritti & Salvatore Dell'Erba & ​Antonio Moreno & Sergio Sola, 2014. "Global Factors in the Term Structure of Interest Rates," Faculty Working Papers 01/14, School of Economics and Business Administration, University of Navarra.
• Purczyńskiz Jan & Bednarz-Okrzyńska Kamila, 2014. "Application of Generalized Student’s T-Distribution In Modeling The Distribution of Empirical Return Rates on Selected Stock Exchange Indexes," Folia Oeconomica Stetinensia, Sciendo, vol. 13(2), pages 37-48, July.
• Pierre L. Siklos & Matthias Neuenkirch, 2015. "How Monetary Policy Is Made: Two Canadian Tales," International Journal of Central Banking, International Journal of Central Banking, vol. 11(1), pages 225-250, January.
  • Matthias Neuenkirch & Pierre Siklos, 2013. "How Monetary Policy is Made: Two Canadian Tales," MAGKS Papers on Economics 201341, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  • Pierre L. Siklos, Matthias Neuenkirch, 2014. "How Monetary Policy is Made: Two Canadian Tales," LCERPA Working Papers 0075, Laurier Centre for Economic Research and Policy Analysis, revised 01 Mar 2014.
  • Pierre L. Siklos & Matthias Neuenkirch, 2014. "How Monetary Policy is made: Two Canadian Tales," CAMA Working Papers 2014-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Matthias Neuenkirch & Pierre Siklos, 2014. "When is Lift-Off? Evaluating Forward Guidance from the Shadow," Open Economies Review, Springer, vol. 25(5), pages 819-839, November.
  • Matthias Neuenkirch & Pierre L. Siklos, 2014. "When is Lift-off? Evaluating Forward Guidance from the Shadow," Research Papers in Economics 2014-03, University of Trier, Department of Economics.
  • M. Neuenkirch, P. Siklos, 2014. "When Is Lift-Off? Evaluating Forward Guidance From The Shadow," LCERPA Working Papers wm0066, Laurier Centre for Economic Research and Policy Analysis.
• Yunus Aksoy & Henrique S. Basso, 2014. "Liquidity, Term Spreads and Monetary Policy," Economic Journal, Royal Economic Society, vol. 124(581), pages 1234-1278, December.
  • Yunus Aksoy & Henrique S. Basso, 2012. "Liquidity, term spreads and monetary policy," Working Papers 1223, Banco de España.
  • Yunus Aksoy & Henriqu S Basso, 2012. "Liquidity, Term Spreads and Monetary Policy," Birkbeck Working Papers in Economics and Finance 1211, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Yunus Aksoy & Henrique S. Basso, 2012. "Liquidity, Term Spreads and Monetary Policy," CESifo Working Paper Series 3988, CESifo.
• Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014. "Information In The Yield Curve: A Macro‐Finance Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 42-64, January.
  • Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "Information in the Yield Curve: A Macro-Finance Approach," Insper Working Papers wpe_230, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  • Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014. "Information in the yield curve: A Macro-Finance approach," Working Paper Research 254, National Bank of Belgium.
  • Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2014. "Information in the yield curve: A macro-finance approach," LIDAM Reprints LFIN 2014007, Université catholique de Louvain, Louvain Finance (LFIN).
• Borus Jungbacker & Siem Jan Koopman & Michel Wel, 2014. "Smooth Dynamic Factor Analysis With Application To The Us Term Structure Of Interest Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 65-90, January.
  • Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 2009. "Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates," CREATES Research Papers 2009-39, Department of Economics and Business Economics, Aarhus University.
• Dick Dijk & Siem Jan Koopman & Michel Wel & Jonathan H. Wright, 2014. "Forecasting interest rates with shifting endpoints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 693-712, August.
  • Dick van Dijk & Siem Jan Koopman & Michel van der Wel & Jonathan H. Wright, 2012. "Forecasting Interest Rates with Shifting Endpoints," Tinbergen Institute Discussion Papers 12-076/4, Tinbergen Institute.
• Grégory Levieuge & Yannick Lucotte, 2014. "A Simple Empirical Measure of Central Banks' Conservatism," Southern Economic Journal, John Wiley & Sons, vol. 81(2), pages 409-434, October.
  • Levieuge, Grégory & Lucotte, Yannick, 2012. "A simple empirical measure of central banks' conservatism," MPRA Paper 46836, University Library of Munich, Germany.
  • Grégory Levieuge & Yannick Lucotte, 2012. "A simple Empirical Measure of Central Bank's Conservatism," Working Papers halshs-00827680, HAL.
  • Levieuge, Grégory & Lucotte, Yannick, 2012. "A simple empirical measure of central banks' conservatism," MPRA Paper 38424, University Library of Munich, Germany.
• Reint Gropp & Christoffer Kok & Jung-Duk Lichtenberger, 2014. "The Dynamics of Bank Spreads and Financial Structure," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(04), pages 1-53.
  • Gropp, Reint & Kok, Christoffer & Lichtenberger, Jung-Duk, 2007. "The dynamics of bank spreads and financial structure," Working Paper Series 714, European Central Bank.
• Reint Gropp & Christoffer Kok & Jung-Duk Lichtenberger, 2014. "The Dynamics of Bank Spreads and Financial Structure," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(04), pages 1-53.
  • Gropp, Reint & Kok, Christoffer & Lichtenberger, Jung-Duk, 2007. "The dynamics of bank spreads and financial structure," Working Paper Series 0714, European Central Bank.
• Fricke, Christoph & Menkhoff, Lukas, 2014. "Financial conditions, macroeconomic factors and (un)expected bond excess returns," Discussion Papers 35/2014, Deutsche Bundesbank.
• Moretti, Laura, 2014. "Monetary policy, long real yields and the financial crisis," CFS Working Paper Series 457, Center for Financial Studies (CFS).
• Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Papers 1404.3347, arXiv.org.
  • Chatelain, Jean-Bernard & Ralf, Kirsten, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," EconStor Preprints 95979, ZBW - Leibniz Information Centre for Economics.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Documents de travail du Centre d'Economie de la Sorbonne 14034, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Working Papers hal-00978145, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01018490, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Post-Print halshs-01018490, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00978145, HAL.
  • Chatelain, Jean-Bernard & Ralf, Kirsten, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," MPRA Paper 55282, University Library of Munich, Germany.
• Beckmann, Joscha & Belke, Ansgar & Dreger, Christian, 2017. "The relevance of international spillovers and asymmetric effects in the Taylor rule," The Quarterly Review of Economics and Finance, Elsevier, vol. 64(C), pages 162-170.
  • Joscha Beckmann & Ansgar Belke & Christian Dreger, 2014. "The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule," ROME Working Papers 201410, ROME Network.
  • Joscha Beckmann & Ansgar Belke & Christian Dreger, 2015. "The relevance of international spillovers and asymmetric effects in the Taylor rule," FIW Working Paper series 140, FIW.
  • Beckmann, Joscha & Belke, Ansgar & Dreger, Christian, 2014. "The relevance of international spillovers and asymmetric effects in the Taylor rule," Discussion Papers 359, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
  • Beckmann, Joscha & Belke, Ansgar & Dreger, Christian, 2015. "The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule," CEPS Papers 10029, Centre for European Policy Studies.
  • Joscha Beckmann & Ansgar Belke & Christian Dreger, 2014. "The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule," Discussion Papers of DIW Berlin 1416, DIW Berlin, German Institute for Economic Research.
• Engler, Philipp & Große Steffen, Christoph, 2016. "Sovereign risk, interbank freezes, and aggregate fluctuations," European Economic Review, Elsevier, vol. 87(C), pages 34-61.
  • Philipp Engler & Christoph Große Steffen, 2014. "Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations," Discussion Papers of DIW Berlin 1436, DIW Berlin, German Institute for Economic Research.
  • Engler, Philipp & Große Steffen, Christoph, 2014. "Sovereign risk, interbank freezes, and aggregate fluctuations," Discussion Papers 2014/35, Free University Berlin, School of Business & Economics.
  • Engler, Philipp & Grosse Steffen, Christoph, 2015. "Sovereign risk, interbank freezes, and aggregate fluctuations," Working Paper Series 1840, European Central Bank.
• Doris Neuberger & Solvig Räthke-Döppner, 2015. "The role of demographics in small business loan pricing," Small Business Economics, Springer, vol. 44(2), pages 411-424, February.
  • Neuberger, Doris & Räthke-Döppner, Solvig, 2014. "The role of demographics in small business loan pricing," Thuenen-Series of Applied Economic Theory 134, University of Rostock, Institute of Economics.
• Benjamin Born & Gernot J. Müller & Johannes Pfeifer, 2020. "Does Austerity Pay Off?," The Review of Economics and Statistics, MIT Press, vol. 102(2), pages 323-338, May.
  • Born, Benjamin & Müller, Gernot & Pfeifer, Johannes, 2014. "Does austerity pay off?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100301, Verein für Socialpolitik / German Economic Association.
  • Born, Benjamin & Müller, Gernot J. & Pfeifer, Johannes, 2015. "Does austerity pay off?," SAFE Working Paper Series 77, Leibniz Institute for Financial Research SAFE, revised 2015.
  • Müller, Gernot & Pfeifer, Johannes & Born, Benjamin, 2015. "Does austerity pay off?," CEPR Discussion Papers 10425, C.E.P.R. Discussion Papers.
• Albertini, Julien & Poirier, Arthur, 2014. "Unemployment benefits extensions at the zero lower bound on nominal interest rate," SFB 649 Discussion Papers 2014-019, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Chen, Cathy Yi-hsuan & Härdle, Wolfgang Karl & Hien, Pham-thu, 2014. "The integration of credit default swap markets in the pre and post-subprime crisis in common stochastic trends," SFB 649 Discussion Papers 2014-039, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Nikolay Hristov & Oliver Hülsewig & Thomas Siemsen & Timo Wollmershäuser, 2014. "Smells Like Fiscal Policy? Assessing the Potential Effectiveness of the ECB's OMT Program," CESifo Working Paper Series 4628, CESifo.
  • Wollmershäuser, Timo & Hristov, Nikolay & Hülsewig, Oliver & Siemsen, Thomas, 2014. "Smells Like Fiscal Policy? Assessing the Potential Effectiveness of the ECB s OMT Program," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100280, Verein für Socialpolitik / German Economic Association.
• Belke, Ansgar & Beckmann, Joscha & Dreger, Christian, 2014. "Does the foreign interest rate matter for monetary policy? Evidence from nonlinear Taylor rules," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100450, Verein für Socialpolitik / German Economic Association.
• Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2014. "Drifts, Volatilities, and Impulse Responses Over the Last Century," Working Paper 14-10, Federal Reserve Bank of Richmond.
  • Amir Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2014. "Drifts, Volatilities and Impulse Responses Over the Last Century," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100562, Verein für Socialpolitik / German Economic Association.
• Dechert, Andreas, 2014. "Fraktionale Kointegrationsbeziehungen zwischen Euribor-Zinssätzen," W.E.P. - Würzburg Economic Papers 93, University of Würzburg, Department of Economics.

2013

• Bech, Morten & Keister, Todd, 2017. "Liquidity regulation and the implementation of monetary policy," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 64-77.
  • Morten L. Bech & Todd Keister, 2013. "Liquidity regulation and the implementation of monetary policy," BIS Working Papers 432, Bank for International Settlements.
  • Morten L. Bech & Todd Keister, 2013. "Liquidity regulation and the implementation of monetary policy," Departmental Working Papers 201325, Rutgers University, Department of Economics.
• Ansgar Belke & Marcel Wiedmann, 2013. "Monetary Policy, Stock Prices and Central Banks - Cross-Country Comparisons of Cointegrated VAR Models," Ruhr Economic Papers 0435, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Hollander, Hylton & Liu, Guangling, 2016. "The equity price channel in a New-Keynesian DSGE model with financial frictions and banking," Economic Modelling, Elsevier, vol. 52(PB), pages 375-389.
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• Robert Faff & Sirimon Treepongkaruna, 2013. "A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data," Australian Journal of Management, Australian School of Business, vol. 38(2), pages 333-352, August.
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• Степанова О.А., 2013. "Моделирование и прогнозирование временной структуры процентных ставок. Modeling and forecasting the term structure of interest rates," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, vol. 13(4), pages 123-131.
• Linda S. Goldberg & Christian Grisse, 2013. "Time variation in asset price responses to macro announcements," Staff Reports 626, Federal Reserve Bank of New York.
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• Hayo, Bernd & Méon, Pierre-Guillaume, 2013. "Behind closed doors: Revealing the ECB's decision rule," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 135-160.
  • Bernd Hayo & Pierre-Guillaume Méon, 2013. "Behind closed doors: Revealing the ECB’s decision rule," Post-Print CEB, ULB -- Universite Libre de Bruxelles, vol. 37, pages 135-160, October.
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  • Bernd Hayo & Pierre-Guillaume Méon, 2013. "Behind closed doors: Revealing the ECB’s Decision Rule," Working Papers CEB 13-025, ULB -- Universite Libre de Bruxelles.
  • Bernd Hayo & Pierre-Guillaume Méon, 2013. "Behind closed doors: Revealing the ECB’s decision rule," ULB Institutional Repository 2013/163529, ULB -- Universite Libre de Bruxelles.
• Bernd Hayo & Pierre-Guillaume Méon, 2013. "Behind closed doors: Revealing the ECB’s decision rule," Post-Print CEB, ULB -- Universite Libre de Bruxelles, vol. 37, pages 135-160, October.
  • Hayo, Bernd & Méon, Pierre-Guillaume, 2013. "Behind closed doors: Revealing the ECB's decision rule," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 135-160.
  • Bernd Hayo & Pierre-Guillaume Méon, 2011. "Behind closed doors: Revealing the ECB’s Decision Rule," MAGKS Papers on Economics 201135, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  • Bernd Hayo & Pierre-Guillaume Méon, 2013. "Behind closed doors: Revealing the ECB’s Decision Rule," Working Papers CEB 13-025, ULB -- Universite Libre de Bruxelles.
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• Rokon Bhuiyan, 2013. "Inflationary expectations and monetary policy: evidence from Bangladesh," Empirical Economics, Springer, vol. 44(3), pages 1155-1169, June.
• Igor Velickovski, 2013. "Assessing independent monetary policy in small, open and euroized countries: evidence from Western Balkan," Empirical Economics, Springer, vol. 45(1), pages 137-156, August.
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• Arvid Raknerud & Bjørn Helge Vatne, 2013. "The relations between bank-funding costs, retail rates, and loan volumes. Evidence form Norwegian microdata," Discussion Papers 742, Statistics Norway, Research Department.
• David Backus & Mikhail Chernov & Stanley E. Zin, 2013. "Identifying Taylor Rules in Macro-Finance Models," NBER Working Papers 19360, National Bureau of Economic Research, Inc.
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• Grieve, Roy H, 2013. "An issue with own-rates: Keynes borrows from Sraffa , Sraffa criticises Keynes, and present-day commentators get hold of the wrong end of the stick," SIRE Discussion Papers 2013-67, Scottish Institute for Research in Economics (SIRE).
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• Hollander, Hylton & Liu, Guangling, 2016. "The equity price channel in a New-Keynesian DSGE model with financial frictions and banking," Economic Modelling, Elsevier, vol. 52(PB), pages 375-389.
  • Hylton Hollander & Guangling Liu, 2013. "The equity price channel in a New-Keynesian DSGE model with financial frictions and banking," Working Papers 16/2013, Stellenbosch University, Department of Economics, revised 2014.
• Matthias Neuenkirch, 2013. "Predicting Bank of England's asset purchase decisions with MPC voting records," Applied Economics Letters, Taylor & Francis Journals, vol. 20(13), pages 1275-1278, September.
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• Arnab Bhattacharjee & Sean Holly, 2013. "Understanding Interactions in Social Networks and Committees," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(1), pages 23-53, March.
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• Ibrahim Burak Kanli, 2013. "Market-Based Measurement of Expectations on Short-Term Rates in Turkey," Working Papers 1305, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Doruk Kucuksarac & Ozgur Ozel, 2013. "Gecelik Kur Takasi Faizleri ve BIST Gecelik Repo Faizleri," Working Papers 1320, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Ibrahim Burak Kanli & Doruk Kucuksarac & Ozgur Ozel, 2013. "Yield Curve Estimation for Corporate Bonds in Turkey," Working Papers 1326, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Guray Kucukkocaoglu & Deren Unalmis & Ibrahim Unalmis, 2013. "How do Banks� Stock Returns Respond to Monetary Policy Committee Announcements in Turkey? Evidence from Traditional versus New Monetary Policy Episodes," Working Papers 1330, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Marcin Jaskowski & Michael McAleer, 2012. "Estimating Implied Recovery Rates from the Term Structure of CDS Spreads," Documentos de Trabajo del ICAE 2012-28, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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• Eran Raviv, 2013. "Prediction Bias Correction for Dynamic Term Structure Models," Tinbergen Institute Discussion Papers 13-041/III, Tinbergen Institute.
• Roder van Arkel & Koen Vermeylen, 2013. "The Interest Rate and Capital Durability, and the Importance of Methodological Pluralism," Tinbergen Institute Discussion Papers 13-202/VI, Tinbergen Institute.
• Yu-chin Chen & Kwok Ping Tsang, 2013. "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 185-205, March.
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• Diewert, Erwin, 2013. "Extended Business Sector Data on Outputs and Inputs for the U.S.: 1987-2011," Economics working papers erwin_diewert-2013-1, Vancouver School of Economics, revised 02 Jan 2013.
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• Diewert, Erwin, 2013. "Voyage Accounting, User Costs and the Treatment of Financial Transactions in the Theory of the Firm," Economics working papers erwin_diewert-2013-3, Vancouver School of Economics, revised 22 Jan 2013.
• Samuel Brazys & Niamh Hardiman, 2013. "From Tiger to PIIGS: Ireland and the use of heuristics in comparative political economy," Working Papers 201316, Geary Institute, University College Dublin.
• Sebastian Dellepiane & Niamh Hardiman, 2013. "The politics of fiscal effort in Spain and Ireland: Market credibility versus political legitimacy," Working Papers 201321, Geary Institute, University College Dublin.
• Fernandez-Perez, Adrian & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón, 2014. "The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market," International Review of Economics & Finance, Elsevier, vol. 31(C), pages 21-33.
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• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E Terrones, 2013. "Global House Price Fluctuations: Synchronization and Determinants," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 119-166.
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• Jagjit S. Chadha & Philip Turner & Fabrizio Zampolli, 2013. "The ties that bind: monetary policy and government debt management," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(3), pages 548-581, AUTUMN.
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• Bernd Hayo & Pierre-Guillaume Méon, 2013. "Behind closed doors: Revealing the ECB’s decision rule," Post-Print CEB, ULB -- Universite Libre de Bruxelles, vol. 37, pages 135-160, October.
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• Fazlioglu, S., 2013. "Determinants of sovereign debt yield spreads under EMU: Pairwise approach," Research Memorandum 007, Maastricht University, Graduate School of Business and Economics (GSBE).
• Aslanidis, Nektarios & Demiralp, Selva, 2013. "How did the Financial Crisis affect the Real Interest Rate Dynamics in Europe?," Working Papers 2072/211885, Universitat Rovira i Virgili, Department of Economics.
• Francesco Audrino & Lorenzo Camponovo, 2013. "Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models," Papers 1312.1473, arXiv.org.
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• Schnell, Fabian, 2013. "Can Monetary Policy Delay the Reallocation of Capital?," Economics Working Paper Series 1329, University of St. Gallen, School of Economics and Political Science.
• Cozzi, Guido & Mantovan, Noemi & Sauer, Robert M., 2013. "Does It Pay to Work for Free? Wage Returns and Gender Differences in the Market for Volunteers," IZA Discussion Papers 7697, Institute of Labor Economics (IZA).
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• Nikola Mirkov & Gisle James Natvik, 2016. "Announcements of Interest Rate Forecasts: Do Policymakers Stick to Them?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(5), pages 901-920, August.
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• Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer, 2016. "The Euro Interbank Repo Market," The Review of Financial Studies, Society for Financial Studies, vol. 29(7), pages 1747-1779.
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• Ranaldo, Angelo & Reynard, Samuel, 2013. "Monetary Policy Effects on Long-term Rates and Stock Prices," Working Papers on Finance 1322, University of St. Gallen, School of Finance.
• David Laidler, 2013. "The Fisher Relation in the Great Depression and the Great Recession," University of Western Ontario, Economic Policy Research Institute Working Papers 20132, University of Western Ontario, Economic Policy Research Institute.
• Andrea Berardi, 2013. "Inflation Risk Premia, Yield Volatility and Macro Factors," Working Papers 27/2013, University of Verona, Department of Economics.
• MILEA, Camelia, 2013. "Risks And Constraints For The Monetary Stability," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 17(3), pages 52-62.
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• Łukasz Goczek & Dagmara Mycielska, 2013. "Long-run interest rate convergence in Poland and the EMU," Working Papers 2013-21, Faculty of Economic Sciences, University of Warsaw.
• Carlo A. Favero & Arie E. Gozluklu & Haoxi Yang, 2016. "Demographics and the Behavior of Interest Rates," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(4), pages 732-776, November.
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• Iryna Kaminska & Andrew Meldrum & James Smith, 2013. "A Global Model Of International Yield Curves: No‐Arbitrage Term Structure Approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 18(4), pages 352-374, October.
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• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013. "How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1375-1414, October.
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• Haitao Li & Xiaoxia Ye, 2013. "A Type of HJM Based Affine Model: Theory and Empirical Evidence," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Linlin Niu, 2013. "An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
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• Ying Chen & Bo Li & Linlin Niu, 2013. "A Local Vector Autoregressive Framework and its Applications to Multivariate Time Series Monitoring and Forecasting," Working Papers 2013-12-05, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Peter Spencer, 2013. "The US Economy, the Treasury Bond Market and the Specification of Macro-Finance Models," Discussion Papers 13/22, Department of Economics, University of York.
• Aaron Mehrotra, 2012. "On the use of sterilisation bonds in emerging Asia," BIS Papers chapters, in: Bank for International Settlements (ed.), Are central bank balance sheets in Asia too large?, volume 66, pages 111-131, Bank for International Settlements.
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• Kohn, Wolfgang, 2013. "Kapitalwertmethode bei nicht-flacher Zinsstrukturkurve," EconStor Preprints 83786, ZBW - Leibniz Information Centre for Economics.
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• Strohsal, Till, 2013. "Testing the preferred-habitat theory: The role of time-varying risk aversion," SFB 649 Discussion Papers 2013-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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• Augustine Addo & Fidelis Sunzuoye, 2013. "The Impact of Treasury Bill Rate and Interest Rate On The Stock Market Returns: Case Of Ghana Stock Exchange," European Journal of Business and Economics, Central Bohemia University, vol. 8(2), pages 3781:8-3781, July.
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• Isabel Correia & Emmanuel Farhi & Juan Pablo Nicolini & Pedro Teles, 2013. "Unconventional Fiscal Policy at the Zero Bound," American Economic Review, American Economic Association, vol. 103(4), pages 1172-1211, June.
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• Andr? Kurmann & Christopher Otrok, 2013. "News Shocks and the Slope of the Term Structure of Interest Rates," American Economic Review, American Economic Association, vol. 103(6), pages 2612-2632, October.
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• Juan J. Cruces & Christoph Trebesch, 2013. "Sovereign Defaults: The Price of Haircuts," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 85-117, July.
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• Julio J. Rotemberg, 2013. "Shifts in US Federal Reserve Goals and Tactics for Monetary Policy: A Role for Penitence?," Journal of Economic Perspectives, American Economic Association, vol. 27(4), pages 65-86, Fall.
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• Scott W. Hegerty, 2013. "Is African Interest-Rate Volatility Susceptible To International Spillovers?," The African Finance Journal, Africagrowth Institute, vol. 15(2), pages 1-21.
• Abdul Rashid, 2014. "Financial crisis and exchange rates in emerging economies: An empirical analysis using PPP-UIP-Framework," Business and Economic Horizons (BEH), Prague Development Center, vol. 9(4), pages 86-96, January.
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• Dean Karlan & Jonathan Zinman, 2019. "Long-Run Price Elasticities of Demand for Credit: Evidence from a Countrywide Field Experiment in Mexico," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(4), pages 1704-1746.
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• Amalia DI IORIO & Robert FAFF & Harald SANDER, 2013. "An Investigation of the Interest Rate Risk and Exchange Rate Risk of rhe European Financial Sector: Euro Zone Versus Non-Euro Zone Countries," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 12(2), pages 319-344, June.
• Alessandra Ribeiro & Vladimir K. Teles, 2013. "Taxa Natural de Juros no Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 14(1c), pages 733-750.
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• Peter Claeys & Borek Vašícek, 2013. "“How systemic is Spain for Europe?”," IREA Working Papers 201301, University of Barcelona, Research Institute of Applied Economics, revised Feb 2013.
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• Elisa Faraglia & Albert Marcet & Andrew Scott, 2008. "Fiscal Insurance and Debt Management in OECD Economies," Economic Journal, Royal Economic Society, vol. 118(527), pages 363-386, March.
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• Antonio Diez de Los Rios, 2015. "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 282-295, April.
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• Aizenman, Joshua & Pasricha, Gurnain Kaur, 2013. "Why do emerging markets liberalize capital outflow controls? Fiscal versus net capital flow concerns," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 28-64.
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• Doruk KUCUKSARAC & Ozgur OZEL, 2013. "The Overnight Currency Swap Rates and ISE Overnight Repo Rates," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 7(2), pages 37-53.
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• Stefano Neri, 2014. "The Impact of the Sovereign Debt Crisis on Bank Lending Rates in the Euro Area," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 5-6, September.
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• Daniel Vela, 2013. "Forecasting Latin-American yield curves: An artificial neural network approach," Borradores de Economia 761, Banco de la Republica de Colombia.
• Franz Alonso Hamann Salcedo & Rafael Hernández & Luisa Fernanda Silva Escobar & Fernando Tenjo Galarza, 2013. "Credit Pro-cyclicality and Bank Balance Sheet in Colombia," Borradores de Economia 10695, Banco de la Republica.
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• Juan Amador & José Gómez-González & Andrés Pabón, 2013. "Loan growth and bank risk: new evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(4), pages 365-379, December.
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• Gilbert Cette & Marielle de Jong, 2013. "Market-implied inflation and growth rates adversely affected by the Brent," Journal of Asset Management, Palgrave Macmillan, vol. 14(3), pages 133-139, June.
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• Anamaria Illes & Marco Jacopo Lombardi, 2013. "Interest rate pass-through since the financial crisis," BIS Quarterly Review, Bank for International Settlements, September.
• Jacob Gyntelberg & Christian Upper, 2013. "The OTC interest rate derivatives market in 2013," BIS Quarterly Review, Bank for International Settlements, December.
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• Ollikka, Kimmo & Tukiainen, Janne, 2013. "Central bank liquidity auction mechanism design and the interbank market," Research Discussion Papers 21/2013, Bank of Finland.
• Koukouritakis, Minoas & Papadopoulos, Athanasios P. & Yannopoulos, Andreas, 2015. "Linkages between the Eurozone and the South-Eastern European countries: A global VAR analysis," Economic Modelling, Elsevier, vol. 48(C), pages 129-154.
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• Hibiki Ichiue & Yoichi Ueno, 2013. "Estimating Term Premia at the Zero Bound: An Analysis of Japanese, US, and UK Yields," Bank of Japan Working Paper Series 13-E-8, Bank of Japan.
• Minsu Kim & Yang Su Park, 2013. "Estimating the Neutral Real Interest Rate (NRIR) and Analyzing Factors of its Fluctuation in Korea (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 19(4), pages 47-86, December.
• Brinca Pedro, 2013. "Monetary business cycle accounting for Sweden," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 1085-1119, October.
• Laurini Márcio Poletti, 2013. "A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models," Journal of Time Series Econometrics, De Gruyter, vol. 5(2), pages 193-229, May.
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• Schultefrankenfeld Guido, 2013. "Forecast uncertainty and the Bank of England’s interest rate decisions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(1), pages 1-20, February.
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• Hall Stephen G. & Kenjegaliev Amangeldi & Swamy P. A. V. B. & Tavlas George S., 2013. "The forward rate premium puzzle: a case of misspecification?1)," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 265-279, May.
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• Taylor Canann & Richard Evans, 2015. "Determinants of Short-term Lender Location and Interest Rates," Journal of Financial Services Research, Springer;Western Finance Association, vol. 48(3), pages 235-262, December.
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• Thomas Greve & Michael G. Pollitt, 2017. "Determining the Optimal Length of Regulatory Guarantee: A Length‐of‐contract Auction," Economic Journal, Royal Economic Society, vol. 127(605), pages 325-333, October.
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• Doran, David & Dunne, Peter & Monks, Allen & O'Reilly, Gerard, 2013. "Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields?," Research Technical Papers 07/RT/13, Central Bank of Ireland.
• Kevin Salyer & Athanasios Geromichalos & Lucas Herrenbrueck, 2013. "A Search-Theoretic Model of the Term Premium," Working Papers 138, University of California, Davis, Department of Economics.
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• Martin Meier & Burkhard Schipper, 2014. "Bayesian games with unawareness and unawareness perfection," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(2), pages 219-249, June.
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• Roman Horvath & Lorant Kaszab & Ales Marsal, 2022. "Fiscal Policy And the Nominal Term Premium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 663-683, March.
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• Paul R. Masson, 2013. "The Dangers of an Extended Period of Low Interest Rates: Why the Bank of Canada Should Start Raising Them Now," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 381, May.
• Peter Arcidiacono & Esteban M. Aucejo & V. Joseph Hotz, 2016. "University Differences in the Graduation of Minorities in STEM Fields: Evidence from California," American Economic Review, American Economic Association, vol. 106(3), pages 525-562, March.
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• Gollier, Christian, 2012. "Asset pricing with uncertain betas: A long-term perspective," IDEI Working Papers 752, Institut d'Économie Industrielle (IDEI), Toulouse.
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• Jamilov, Rustam & Égert, Balázs, 2014. "Interest rate pass-through and monetary policy asymmetry: A journey into the Caucasian black box," Journal of Asian Economics, Elsevier, vol. 31, pages 57-70.
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• Romain Houssa & Jolan Mohimont & Chris Otrok, 2013. "Credit Shocks and Macroeconomic Fluctuations in Emerging Markets," CESifo Working Paper Series 4281, CESifo.
• Roel Beetsma & Massimo Giuliodori & Ieva Sakalauskaite, 2017. "Long-term Interest Rates and Public Debt Maturity," Economica, London School of Economics and Political Science, vol. 84(335), pages 541-558, July.
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• Andrés González & Sergio Ocampo & Julián Pérez & Diego Rodríguez, 2013. "Brecha del producto y medidas de la tasa de interés neutral para Colombia," Monetaria, CEMLA, vol. 0(2), pages 251-310, julio-dic.
• Daniel Vela, 2013. "Forecasting Latin-American yield curves: An artificial neural network approach," Borradores de Economia 10502, Banco de la Republica.
• Franz Alonso Hamann Salcedo & Rafael Hernández & Luisa Fernanda Silva EScobar & Fernando Tenjo Galarza, 2013. "Credit Pro-cyclicality and Bank Balance Sheet in Colombia," Borradores de Economia 762, Banco de la Republica de Colombia.
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• Luis Guillermo Herrera Cardona & Darwin Cárdenas Giraldo, 2013. "Modelos de valoración de opciones sobre títulos de renta fija: aplicación al mercado colombiano," Estudios Gerenciales, Universidad Icesi, March.
• Refet S. Gürkaynak & Jonathan H. Wright, 2013. "Identification and Inference Using Event Studies," Manchester School, University of Manchester, vol. 81, pages 48-65, September.
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• Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," The Review of Financial Studies, Society for Financial Studies, vol. 26(8), pages 1914-1961.
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• Dean Karlan & Jonathan Zinman, 2019. "Long-Run Price Elasticities of Demand for Credit: Evidence from a Countrywide Field Experiment in Mexico," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(4), pages 1704-1746.
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• Lamé, Gildas, 2013. "Was there a "Greenspan conundrum" in the Euro area ?," MPRA Paper 45870, University Library of Munich, Germany.
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• Gildas Lamé, 2013. "Was there a "Greenspan conundrum" in the Euro Area ?," Working Papers 2013-07, Centre de Recherche en Economie et Statistique.
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• Minoas Koukouritakis & Athanasios P. Papadopoulos & Andreas Yannopoulos, 2014. "Linkages between the Eurozone and the South-Eastern European Countries: A VECMX* Analysis," International Symposia in Economic Theory and Econometrics, in: Macroeconomic Analysis and International Finance, volume 23, pages 185-216, Emerald Group Publishing Limited.
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• Koukouritakis, Minoas & Papadopoulos, Athanasios P. & Yannopoulos, Andreas, 2014. "Transmission effects in the presence of structural breaks: Evidence from South-Eastern European countries," Economic Modelling, Elsevier, vol. 41(C), pages 298-311.
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• Koukouritakis, Minoas & Papadopoulos, Athanasios P. & Yannopoulos, Andreas, 2015. "Linkages between the Eurozone and the South-Eastern European countries: A global VAR analysis," Economic Modelling, Elsevier, vol. 48(C), pages 129-154.
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  • Ippei Fujiwara & Lena Mareen Korber & Daisuke Nagakura, 2013. "Asymmetry in Government Bond Returns," CAMA Working Papers 2013-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura, 2013. "Asymmetry in Government Bond Returns," Finance Working Papers 23399, East Asian Bureau of Economic Research.
  • Daisuke Nagakura & Lena Mareen Korber & Ippei Fujiwara, 2013. "Asymmetry in government bond returns," AJRC Working Papers 1301, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
  • Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura, 2013. "Asymmetry in Government Bond Returns," Macroeconomics Working Papers 23399, East Asian Bureau of Economic Research.
• Fujiwara, Ippei & Körber, Lena Mareen & Nagakura, Daisuke, 2013. "Asymmetry in government bond returns," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3218-3226.
  • Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura, 2013. "Asymmetry in Government Bond Returns," Finance Working Papers 23399, East Asian Bureau of Economic Research.
  • Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura, 2013. "Asymmetry in Government Bond Returns," Macroeconomics Working Papers 23399, East Asian Bureau of Economic Research.
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• Salines, Marion & Glöckler, Gabriel & Gade, Thomas & Strodthoff, Steffen, 2013. ""Loose lips sinking markets?": the impact of political communication on sovereign bond spreads," Occasional Paper Series 150, European Central Bank.
• Sandars, Patrick & Eleni, Starida & Nega, Stamatina & Casado, Antonio & Buzzi, Maria Rosaria & Stacchini, Massimiliano & Švedas, Tomas & Goes, Wim & Bartmann, Martin & Ciesla, Norbert & Maitland-Smith, 2013. "Quality measures in non-random sampling: MFI interest rate statistics," Statistics Paper Series 3, European Central Bank.
• van Bergeijk, Peter A. G. & Berk, Jan Marc, 2000. "Is the yield curve a useful Information variable for the Eurosystem?," Working Paper Series 0011, European Central Bank.
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• Mojon, Benoît, 2000. "Financial structure and the interest rate channel of ECB monetary policy," Working Paper Series 0040, European Central Bank.
• Barros Luís, Jorge & Cassola, Nuno, 2001. "A two-factor model of the German term structure of interest rates," Working Paper Series 0046, European Central Bank.
• Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The microstructure of the euro money market," Journal of International Money and Finance, Elsevier, vol. 20(6), pages 895-948, November.
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• Beeby, Mike & Hall, Stephan George & Henry, Brian S., 2001. "Rational expectations and near rational alternatives: How best to form expectations," Working Paper Series 0086, European Central Bank.
• de Bondt, Gabe, 2002. "Retail bank interest rate pass-through: new evidence at the euro area level," Working Paper Series 0136, European Central Bank.
• Bindseil, Ulrich, 2002. "Equilibrium bidding in the Eurosystem's open market operations," Working Paper Series 0137, European Central Bank.
• Silver, Mick & Heravi, Saeed, 2005. "A Failure in the Measurement of Inflation: Results From a Hedonic and Matched Experiment Using Scanner Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 269-281, July.
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• Nyborg, Kjell G. & Strebulaev, Ilya A. & Bindseil, Ulrich, 2002. "Bidding and performance in repo auctions: evidence from ECB open market operations," Working Paper Series 0157, European Central Bank.
  • Bindseil, Ulrich & Nyborg, Kjell G & Strebulaev, Ilya, 2004. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," CEPR Discussion Papers 4367, C.E.P.R. Discussion Papers.
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• Michael Ehrmann & Marcel Fratzscher, 2003. "Interdependence between the Euro area and the U.S.: what role for EMU?," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
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• Würtz, Flemming Reinhardt, 2003. "A comprehensive model on the euro overnight rate," Working Paper Series 0207, European Central Bank.
• Pilegaard, Rasmus & Durré, Alain & Evjen, Snorre, 2003. "Estimating risk premia in money market rates," Working Paper Series 0221, European Central Bank.
• Nuno Cassola & Claudio Morana, 2006. "Volatility of interest rates in the euro area: Evidence from high frequency data," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 513-528.
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• Angeloni, Ignazio & Ehrmann, Michael, 2003. "Monetary policy transmission in the euro area: any changes after EMU?," Working Paper Series 0240, European Central Bank.
• Stracca, Livio & Ejerskov, Steen & Martin Moss, Clara, 2003. "How does the ECB allot liquidity in its weekly main refinancing operations? A look at the empirical evidence," Working Paper Series 0244, European Central Bank.
• Bruggeman, Annick & Donnay, Marie, 2003. "A monthly monetary model with banking intermediation for the euro area," Working Paper Series 0264, European Central Bank.
• Rodriguez-Palenzuela, Diego & Castelnuovo, Efrem & Nicoletti-Altimari, Sergio, 2003. "Definition of price stability, range and point inflation targets: the anchoring of long-term inflation expectations," Working Paper Series 0273, European Central Bank.
• Beyer, Andreas & Farmer, Roger E A, 2003. "Identifying the Monetary Transmission Mechanism Using Structural Breaks," CEPR Discussion Papers 4106, C.E.P.R. Discussion Papers.
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• Ewerhart, Christian & Cassola, Nuno & Ejerskov, Steen & Valla, Natacha, 2003. "Optimal allotment policy in the Eurosystem's main refinancing operations," Working Paper Series 0295, European Central Bank.
• Brissimis, Sophocles N. & Kosma, Theodora, 2005. "Market power, innovative activity and exchange rate pass-through in the euro area," Working Paper Series 0531, European Central Bank.
• Kok, Christoffer & Werner, Thomas, 2006. "Bank interest rate pass-through in the euro area: a cross country comparison," Working Paper Series 0580, European Central Bank.
• Cappiello, Lorenzo & Hördahl, Peter & Kadareja, Arjan & Manganelli, Simone, 2006. "The impact of the euro on financial markets," Working Paper Series 0598, European Central Bank.
• Welz, Peter, 2006. "Assessing predetermined expectations in the standard sticky-price model: a Bayesian approach," Working Paper Series 0621, European Central Bank.
• Magnus Andersson & Lars Jul Overby & Szabolcs Sebestyén, 2009. "Which News Moves the Euro Area Bond Market?," German Economic Review, Verein für Socialpolitik, vol. 10, pages 1-31, 02.
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• Claus Brand & Daniel Buncic & Jarkko Turunen, 2010. "The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve," Journal of the European Economic Association, MIT Press, vol. 8(6), pages 1266-1298, December.
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• Gropp, Reint & Kok, Christoffer & Lichtenberger, Jung-Duk, 2007. "The dynamics of bank spreads and financial structure," Working Paper Series 0714, European Central Bank.
• Peter Hördahl & Oreste Tristani, 2012. "Inflation Risk Premia In The Term Structure Of Interest Rates," Journal of the European Economic Association, European Economic Association, vol. 10(3), pages 634-657, 05.
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• Coffinet, J. & Gouteron, S., 2007. "Euro Area Market Reactions to the Monetary Developments Press Release," Working papers 183, Banque de France.
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• Mehl, Arnaud & Cappiello, Lorenzo, 2007. "Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities," Working Paper Series 0801, European Central Bank.
• Benati, Luca & Goodhart, Charles, 2008. "Investigating time-variation in the marginal predictive power of the yield spread," Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1236-1272, April.
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• Oreste Tristani, 2009. "Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1453-1479, October.
  • Tristani, Oreste, 2007. "Model misspecification, the equilibrium natural interest rate and the equity premium," Working Paper Series 0808, European Central Bank.
• Ejsing, Jacob & García, Juan Angel & Werner, Thomas, 2007. "The term structure of euro area break-even inflation rates: the impact of seasonality," Working Paper Series 0830, European Central Bank.
• Peter Hördahl & Oreste Tristani & David Vestin, 2008. "The Yield Curve and Macroeconomic Dynamics," Economic Journal, Royal Economic Society, vol. 118(533), pages 1937-1970, November.
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• Lenza, Michele, 2007. "Monetary policy and core inflation," Discussion Paper Series 1: Economic Studies 2007,35, Deutsche Bundesbank, Research Centre.
  • Lenza, Michele, 2007. "Monetary policy and core inflation," Working Paper Series 0837, European Central Bank.
• Stracca, Livio, 2007. "Should we take inside money seriously?," Working Paper Series 0841, European Central Bank.
• Michael Ehrmann & Marcel Fratzscher, 2009. "Purdah-On the Rationale for Central Bank Silence around Policy Meetings," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 517-528, 03.
  • Ehrmann, Michael & Fratzscher, Marcel, 2008. "Purdah: on the rationale for central bank silence around policy meetings," Working Paper Series 0868, European Central Bank.
• Marcus Hagedorn, 2007. "Nominal and Real Interest Rates during an Optimal Disinflation in New Keynesian Models," IEW - Working Papers 352, Institute for Empirical Research in Economics - University of Zurich.
  • Hagedorn, Marcus, 2008. "Nominal and real interest rates during an optimal disinflation in New Keynesian models," Working Paper Series 0878, European Central Bank.
• Schuknecht, Ludger & von Hagen, Jürgen & Wolswijk, Guido, 2009. "Government risk premiums in the bond market: EMU and Canada," European Journal of Political Economy, Elsevier, vol. 25(3), pages 371-384, September.
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  • Schuknecht, Ludger & von Hagen, Jürgen & Wolswijk, Guido, 2008. "Government risk premiums in the bond market: EMU and Canada," Working Paper Series 0879, European Central Bank.
• Scheicher, Martin, 2008. "How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches," Working Paper Series 0910, European Central Bank.
• Huerga, Javier & Steklacova, Lucia, 2008. "An application of index numbers theory to interest rates," Working Paper Series 0939, European Central Bank.
• Beck, Guenter W. & Wieland, Volker, 2008. "Central bank misperceptions and the role of money in interest-rate rules," Journal of Monetary Economics, Elsevier, vol. 55(Supplemen), pages 1-17, October.
  • Guenter Beck & Volker Wieland, 2008. "Central Bank Misperceptions and the Role of Money in Interest Rate Rules," Discussion Papers 08-004, Stanford Institute for Economic Policy Research.
  • Beck, Günter W. & Wieland, Volker, 2008. "Central Bank misperceptions and the role of money in interest rate rules," Working Paper Series 0967, European Central Bank.
  • Beck, Günter W. & Wieland, Volker, 2008. "Central bank misperceptions and the role of money in interest rate rules," CFS Working Paper Series 2008/25, Center for Financial Studies (CFS).
  • Guenter Beck & Volker Wieland, 2008. "Central bank misperceptions and the role of money in interest rate rules," Working Paper Research 147, National Bank of Belgium.
  • Beck, Günter & Wieland, Volker, 2008. "Central Bank Misperceptions and the Role of Money in Interest Rate Rules," CEPR Discussion Papers 6947, C.E.P.R. Discussion Papers.
• Raunig, Burkhard & Scheicher, Martin, 2008. "A value at risk analysis of cedit default swaps," Working Paper Series 0968, European Central Bank.
• Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2008. "The term structure of interest rates across frequencies," Working Paper Series 0976, European Central Bank.
• Joyce, Michael & Relleen, Jonathan & Sorensen, Steffen, 2008. "Measuring monetary policy expectations from financial market instruments," Bank of England working papers 356, Bank of England.
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• Giuseppe Ferrero & Andrea Nobili, 2009. "Futures Contract Rates as Monetary Policy Forecasts," International Journal of Central Banking, International Journal of Central Banking, vol. 5(2), pages 109-145, June.
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• Nagano, Teppei & Baba, Naohiko, 2008. "Extracting market expectations from yield curves augmented by money market interest rates: the case of Japan," Working Paper Series 0980, European Central Bank.
• Nuno Cassola & Claudio Morana, 2008. "Modeling Short-Term Interest Rate Spreads in the Euro Money Market," International Journal of Central Banking, International Journal of Central Banking, vol. 4(4), pages 1-37, December.
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• Linzert, Tobias & Schmidt, Sandra, 2007. "What Explains the Spread Between the Euro Overnight Rate and the ECB's Policy Rate?," ZEW Discussion Papers 07-076, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
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• R. Beaupain & A. Durre, 2008. "The interday and intraday patterns of the overnight market: Evidence from an electronic platform," Post-Print hal-00393019, HAL.
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• Beyer, Andreas & Dewald, William G. & Haug, Alfred A., 2009. "Structural breaks, cointegration and the Fisher effect," Working Paper Series 1013, European Central Bank.
• Werner, Thomas & Lemke, Wolfgang, 2009. "The term structure of equity premia in an affine arbitrage-free model of bond and stock market dynamics," Working Paper Series 1045, European Central Bank.
• Scheicher, Martin & Fender, Ingo, 2009. "The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices," Working Paper Series 1056, European Central Bank.
• Michael Ehrmann & David Sondermann, 2009. "The reception of public signals in financial markets – what if central bank communication becomes stale?," NBP Working Papers 66, Narodowy Bank Polski.
  • Ehrmann, Michael & Sondermann, David, 2009. "The reception of public signals in financial markets - what if central bank communication becomes stale?," Working Paper Series 1077, European Central Bank.
• Ejsing, Jacob & Sihvonen, Jukka, 2009. "Liquidity premia in German government bonds," Working Paper Series 1081, European Central Bank.
• Andersson, Magnus & Hofmann, Boris, 2009. "Gauging the effectiveness of quantitative forward guidance: evidence from three inflation targeters," Working Paper Series 1098, European Central Bank.
• Christiane Nickel & Philipp Rother & Jan-Christoph Ruelke, 2011. "Fiscal variables and bond spreads - evidence from Eastern European countries and Turkey," Applied Financial Economics, Taylor & Francis Journals, vol. 21(17), pages 1291-1307.
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• Andersson, Malin & Masuch, Klaus & Schiffbauer, Marc, 2009. "Determinants of inflation and price level differentials across the euro area countries," Working Paper Series 1129, European Central Bank.
• Attinasi, Maria Grazia & Checherita-Westphal, Cristina & Nickel, Christiane, 2009. "What explains the surge in euro area sovereign spreads during the financial crisis of 2007-09?," Working Paper Series 1131, European Central Bank.
• Garcí­a, Juan Angel & Werner, Thomas, 2010. "Inflation risks and inflation risk premia," Working Paper Series 1162, European Central Bank.
• Eickmeier, Sandra & Hofmann, Boris, 2013. "Monetary Policy, Housing Booms, And Financial (Im)Balances," Macroeconomic Dynamics, Cambridge University Press, vol. 17(4), pages 830-860, June.
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  • Hofmann, Boris & Eickmeier, Sandra, 2010. "Monetary policy, housing booms and financial (im)balances," Working Paper Series 1178, European Central Bank.
• Wieland, Volker & Beck, Günter, 2009. "Money in monetary policy design: Monetary cross-checking in the New-Keynesian model," CEPR Discussion Papers 7518, C.E.P.R. Discussion Papers.
  • Wieland, Volker & Beck, Günter W., 2010. "Money in monetary policy design: Monetary cross-checking in the New-Keynesian model," Working Paper Series 1191, European Central Bank.
  • Beck, Guenter W. & Wieland, Volker, 2009. "Money in monetary policy design: Monetary cross-checking in the New-Keynesian Model," CFS Working Paper Series 2009/19, Center for Financial Studies (CFS).
• Checherita-Westphal, Cristina & Rother, Philipp, 2010. "The impact of high and growing government debt on economic growth: an empirical investigation for the euro area," Working Paper Series 1237, European Central Bank.
• Peter Hördahl & Oreste Tristani, 2010. "Inflation risk premia in the US and the euro area," BIS Working Papers 325, Bank for International Settlements.
  • Tristani, Oreste & Hördahl, Peter, 2010. "Inflation risk premia in the US and the euro area," Working Paper Series 1270, European Central Bank.
• Afonso, António & Martins, Manuel M.F., 2012. "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1789-1807.
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  • Martins, Manuel M.F. & Afonso, António, 2010. "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Working Paper Series 1276, European Central Bank.
• Bindseil, Ulrich & Jabłecki, Juliusz, 2011. "A structural model of central bank operations and bank intermediation," Working Paper Series 1312, European Central Bank.
• Badarinza, Cristian & Margaritov, Emil, 2011. "News and policy foresight in a macro-finance model of the US," Working Paper Series 1313, European Central Bank.
• Linzert, Tobias & Abbassi, Puriya, 2011. "The effectiveness of monetary policy in steering money market rates during the recent financial crisis," Working Paper Series 1328, European Central Bank.
• Fecht, Falko & Nyborg, Kjell G. & Rocholl, Jörg, 2011. "The price of liquidity: The effects of market conditions and bank characteristics," Journal of Financial Economics, Elsevier, vol. 102(2), pages 344-362.
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• Vergote, Olivier & Puigvert Gutiérrez, Josep Maria, 2012. "Interest rate expectations and uncertainty during ECB Governing Council days: Evidence from intraday implied densities of 3-month EURIBOR," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2804-2823.
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• Corrado Macchiarelli, 2013. "On the Joint Test of the Uncovered Interest Parity and the Ex-ante Purchasing Power Parity," Review of International Economics, Wiley Blackwell, vol. 21(3), pages 519-535, August.
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• Macchiarelli, Corrado, 2014. "Bond market co-movements, expected inflation and the GBP-USD equilibrium real exchange rate," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 242-256.
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• Michal Rubaszek & Dobromil Serwa, 2011. "Determinants of credit to households in a life-cycle model," NBP Working Papers 92, Narodowy Bank Polski.
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• Cassola, Nuno & Morana, Claudio, 2012. "Euro money market spreads during the 2007–? financial crisis," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 548-557.
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• Agur, Itai & Demertzis, Maria, 2012. "Excessive bank risk taking and monetary policy," Working Paper Series 1457, European Central Bank.
• de Groot, Oliver & Holm-Hadulla, Fédéric & Leiner-Killinger, Nadine, 2015. "Cost of borrowing shocks and fiscal adjustment," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 23-48.
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  • Oliver de Groot & Fédéric Holm-Hadulla & Nadine Leiner-Killinger, 2013. "Cost of borrowing shocks and fiscal adjustment," Finance and Economics Discussion Series 2013-59, Board of Governors of the Federal Reserve System (U.S.).
• Brousseau, Vincent & Durré, Alain, 2013. "Interest rate volatility: a consol rate-based measure," Working Paper Series 1505, European Central Bank.
• D’Agostino, Antonello & Ehrmann, Michael, 2014. "The pricing of G7 sovereign bond spreads – The times, they are a-changin," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 155-176.
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  • Ehrmann, Michael & D'Agostino, Antonello, 2013. "The pricing of G7 sovereign bond spreads: the times, they are a-changin," Working Paper Series 1520, European Central Bank.
• Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D., 2015. "A probability-based stress test of Federal Reserve assets and income," Journal of Monetary Economics, Elsevier, vol. 73(C), pages 26-43.
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  • Christensen, Jens H. E. & Lopez, Jose A. & Rudebusch, Glenn D., 2013. "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Papers 14-01, University of Pennsylvania, Wharton School, Weiss Center.
• Dean Karlan & Jonathan Zinman, 2019. "Long-Run Price Elasticities of Demand for Credit: Evidence from a Countrywide Field Experiment in Mexico," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(4), pages 1704-1746.
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  • Karlan, Dean & Zinman, Jonathan, 2013. "Long-Run Price Elasticities of Demand for Credit: Evidence from a Countrywide Field Experiment in Mexico," Working Papers 115, Yale University, Department of Economics.
  • Dean Karlan & Jonathan Zinman, 2013. "Long-Run Price Elasticities of Demand for Credit: Evidence from a Countrywide Field Experiment in Mexico," Working Papers 1024, Economic Growth Center, Yale University.
  • Zinman, Jonathan & Karlan, Dean, 2013. "Long-Run Price Elasticities of Demand for Credit: Evidence from a Countrywide Field Experiment in Mexico," CEPR Discussion Papers 9503, C.E.P.R. Discussion Papers.
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• Aydan Kansu & Nurtac Yildirim & Oguzhan Ozcelebi, 2013. "Is There a Link Between Monetary Policy and Risk Perception in Eastern European Countries Implementing Inflation Targeting Regime?," International Journal of Economics and Financial Issues, Econjournals, vol. 3(2), pages 476-485.
• Afonso, António & Arghyrou, Michael G. & Bagdatoglou, George & Kontonikas, Alexandros, 2015. "On the time-varying relationship between EMU sovereign spreads and their determinants," Economic Modelling, Elsevier, vol. 44(C), pages 363-371.
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• Barseghyan Gayane, 2013. "An Estimated Dynamic Stochastic General Equilibrium Model for Armenian Economy," EERC Working Paper Series 13/11e, EERC Research Network, Russia and CIS.
• Sead Kreso, 2013. "Zašto Hrvatska i Bosna i Hercegovina imaju relativno visoku kamatnu stopuc," Ekonomija Economics, Rifin d.o.o., vol. 20(1), pages 299-334.
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• Morten Balling & Patricia Jackson & Ernest Gnan & Jean-Pierre Danthine & Jean-Charles Rochet & Lorenzo Bini Smaghi & Thorvald Grung Moe & Malgorzata Pawlowska & Jerzy Marzec & Andrew R. Gimber & Alex , 2013. "States, Banks and the Financing of the Economy: Monetary Policy and Regulatory Perspectives," SUERF Studies, SUERF - The European Money and Finance Forum, number 2013/3 edited by Morten Balling & Patricia Jackson & Ernest Gnan, May.
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• Dominik Menno & Tommaso Oliviero, 2013. "Financial Intermediation, House Prices, and the Distributive Effects of the U.S. Great Recession," Economics Working Papers ECO2013/05, European University Institute.
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• Jack R. Rogers, 2013. "Monetary Transmission to UK Retail Mortgage Rates before and after August 2007," Discussion Papers 1307, University of Exeter, Department of Economics.
• Gönül AKINCI & Merter AKINCI & Ömer YILMAZ, 2013. "Stock – Watson Eşbütünleşme Analizi Yardımıyla Altın Fiyatları Mekanizması Üzerine," Ekonomik Yaklasim, Ekonomik Yaklasim Association, vol. 24(86), pages 55-81.
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• Simon Gilchrist & David López-Salido & Egon Zakrajšek, 2015. "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 77-109, January.
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• Thomas B. King, 2013. "A Portfolio-Balance Approach to the Nominal Term Structure," Working Paper Series WP-2013-18, Federal Reserve Bank of Chicago.
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• Jennie Bai & Michael J. Fleming & Casidhe Horan, 2013. "The Microstructure of China's Government Bond Market," Staff Reports 622, Federal Reserve Bank of New York.
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• Antoine Martin & James J. McAndrews & Ali Palida & David R. Skeie, 2013. "Federal Reserve tools for managing rates and reserves," Staff Reports 642, Federal Reserve Bank of New York.
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• Peter G. Dunne & Michael J. Fleming & Andrey Zholos, 2013. "ECB monetary operations and the interbank repo market," Staff Reports 654, Federal Reserve Bank of New York.
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• Pavel Trunin & Eugene Goryunov, 2013. "Банк России На Перепутье: Стоит Ли Смягчать Денежно-Кредитную Политику? (The Bank of Russia at a Crossroads: Whether to Ease Monetary Policy?)," Working Papers 134, Gaidar Institute for Economic Policy, revised 2015.
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• Sergio Sola, 2013. "Temporary and Persistent Fiscal Policy Shocks," IHEID Working Papers 06-2013, Economics Section, The Graduate Institute of International Studies.
• Afonso, António & Arghyrou, Michael G. & Bagdatoglou, George & Kontonikas, Alexandros, 2015. "On the time-varying relationship between EMU sovereign spreads and their determinants," Economic Modelling, Elsevier, vol. 44(C), pages 363-371.
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• Azizi, Karim & Canry, Nicolas & Chatelain, Jean-Bernard & Tinel, Bruno, 2013. "Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions," MPRA Paper 46519, University Library of Munich, Germany.
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• Peter Claeys & Borek Vašícek, 2013. "“How systemic is Spain for Europe?”," AQR Working Papers 201301, University of Barcelona, Regional Quantitative Analysis Group, revised Feb 2013.
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• Afonso, António & Arghyrou, Michael G. & Bagdatoglou, George & Kontonikas, Alexandros, 2015. "On the time-varying relationship between EMU sovereign spreads and their determinants," Economic Modelling, Elsevier, vol. 44(C), pages 363-371.
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• Osamu Nakamura, 2013. "How Do Income and Bequest Taxes Affect Income Inequality? The Role of Parental Transfers," Working Papers EMS_2013_11, Research Institute, International University of Japan.
• Q. Akram & Casper Christophersen, 2013. "Norwegian Overnight Interbank Interest Rates," Computational Economics, Springer;Society for Computational Economics, vol. 41(1), pages 11-29, January.
• Michael Berlemann & Julia Freese, 2013. "Monetary policy and real estate prices: a disaggregated analysis for Switzerland," International Economics and Economic Policy, Springer, vol. 10(4), pages 469-490, December.
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• Apostolos Serletis & Khandokar Istiak & Periklis Gogas, 2013. "Interest Rates, Leverage, and Money," Open Economies Review, Springer, vol. 24(1), pages 51-78, February.
• Michael Ehrmann & Marcel Fratzscher, 2013. "Dispersed communication by central bank committees and the predictability of monetary policy decisions," Public Choice, Springer, vol. 157(1), pages 223-244, October.
• Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2013. "Nominal interest rates and stationarity," Review of Quantitative Finance and Accounting, Springer, vol. 40(4), pages 741-745, May.
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• María O González & Frank Skinner & Samuel Agyei-Ampomah, 2013. "Term structure information and bond strategies," Review of Quantitative Finance and Accounting, Springer, vol. 41(1), pages 53-74, July.
• Matteo Falagiarda & Stefan Reitz, 2013. "Announcements of ECB Unconventional Programs: Implications for the Sovereign Risk of Italy," Kiel Working Papers 1866, Kiel Institute for the World Economy.
• Sheikh Khurram Fazal & Muhammad Abdus Salam, 2013. "Interest Rate Pass-Through: Empirical Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 18(1), pages 39-62, Jan-June.
• Schenkelberg, Heike & Watzka, Sebastian, 2013. "Real effects of quantitative easing at the zero lower bound: Structural VAR-based evidence from Japan," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 327-357.
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• Juan J. Cruces & Christoph Trebesch, 2013. "Sovereign Defaults: The Price of Haircuts," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 85-117, July.
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  • Cruces, Juan J. & Trebesch, Christoph, 2013. "Sovereign defaults: The price of haircuts," Munich Reprints in Economics 20036, University of Munich, Department of Economics.
• Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," Journal of Environmental Economics and Management, Elsevier, vol. 73(C), pages 32-49.
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• Carolina Achury & Christos Koulovatianos & John Tsoukalas, 2013. "Political Economics of External Sovereign Defaults," DEM Discussion Paper Series 13-23, Department of Economics at the University of Luxembourg.
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• Neuenkirch, Matthias, 2014. "Are public preferences reflected in monetary policy reaction functions?," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 60-68.
  • Matthias Neuenkirch, 2013. "Are Public Preferences Reflected in Monetary Policy Reaction Functions?," MAGKS Papers on Economics 201321, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Matthias Neuenkirch, 2013. "Predicting Bank of England's asset purchase decisions with MPC voting records," Applied Economics Letters, Taylor & Francis Journals, vol. 20(13), pages 1275-1278, September.
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• Matthias Neuenkirch & Florian Neumeier, 2015. "Party affiliation rather than former occupation: the background of central bank governors and its effect on monetary policy," Applied Economics Letters, Taylor & Francis Journals, vol. 22(17), pages 1424-1429, November.
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• Pierre L. Siklos & Matthias Neuenkirch, 2015. "How Monetary Policy Is Made: Two Canadian Tales," International Journal of Central Banking, International Journal of Central Banking, vol. 11(1), pages 225-250, January.
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  • Pierre L. Siklos & Matthias Neuenkirch, 2014. "How Monetary Policy is made: Two Canadian Tales," CAMA Working Papers 2014-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013. "How Do Anticipated Changes to Short‐Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1375-1414, October.
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• Claudio Morana, 2013. "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure," Working Papers 233, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
• Szilárd Erhart & Imre Ligeti & Zoltán Molnár, 2013. "Reasons for the LIBOR review and its effects on international interbank reference rate quotations," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 8(1), pages 23-34, January.
• Dániel Baksa & Dániel Felcser & Ágnes Horváth & Norbert Kiss M. & Csaba Köber & Balázs Krusper & Gábor Dániel Soós & Katalin Szilágyi, 2013. "Neutral interest rate in Hungary," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 8(Special), pages 7-13, October.
• Tomoo Inoue & Atsushi Masuda & Hitoshi Oshige, 2013. "The Contagion of the Greek Fiscal Crisis and Structural Changes in the Euro Sovereign Bond Markets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 9(1), pages 171-202, January.
• Azizi, Karim & Canry, Nicolas & Chatelain, Jean-Bernard & Tinel, Bruno, 2013. "Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions," MPRA Paper 46519, University Library of Munich, Germany.
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  • Azizi, Karim & Canry, Nicolas & Chatelain, Jean-Bernard & Tinel, Bruno, 2013. "Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions," EconStor Preprints 72550, ZBW - Leibniz Information Centre for Economics.
  • 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," Working Papers hal-00818474, HAL.
• Nadia Linciano & Luca Giordano & Paola Soccorso, 2013. "Sovereign risk premia in the Euro Area and the role of contagion," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 1, pages 85-114, January.
• Natalie Hegwood & M.H. Tuttle, 2013. "A Comment on Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure: Cointegration Methods Matter," Journal of Economic Insight, Missouri Valley Economic Association, vol. 39(1), pages 73-77.
• J. Boeckx & N. Cordemans & M. Dossche, 2013. "Causes and implications of the low level of the risk-free interest rate," Economic Review, National Bank of Belgium, issue ii, pages 63-88, September.
• Venky Venkateswaran & Randall Wright, 2014. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Macroeconomics Annual, University of Chicago Press, vol. 28(1), pages 227-270.
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  • Venky Venkateswaran & Randall Wright, 2013. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Working Papers 19009, National Bureau of Economic Research, Inc.
• Aloísio Araújo & Susan Schommer & Michael Woodford, 2015. "Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 1-43, January.
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• Mark Gertler & Peter Karadi, 2015. "Monetary Policy Surprises, Credit Costs, and Economic Activity," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 44-76, January.
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  • Mark Gertler & Peter Karadi, 2014. "Monetary Policy Surprises, Credit Costs and Economic Activity," NBER Working Papers 20224, National Bureau of Economic Research, Inc.
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• Simon Gilchrist & David López-Salido & Egon Zakrajšek, 2015. "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 77-109, January.
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  • Simon Gilchrist & J. David López-Salido & Egon Zakrajšek, 2014. "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," Finance and Economics Discussion Series 2014-03, Board of Governors of the Federal Reserve System (U.S.).
  • Simon Gilchrist & David López-Salido & Egon Zakrajšek, 2014. "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," NBER Working Papers 20094, National Bureau of Economic Research, Inc.
  • Simon Gilchrist & J. David López-Salido & Egon Zakrajšek, 2014. "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," Finance and Economics Discussion Series 2014-39, Board of Governors of the Federal Reserve System (U.S.).
• Jordi Galí & Luca Gambetti, 2015. "The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 233-257, January.
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• Bassetto, Marco & Phelan, Christopher, 2015. "Speculative runs on interest rate pegs," Journal of Monetary Economics, Elsevier, vol. 73(C), pages 99-114.
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• Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," The Review of Financial Studies, Society for Financial Studies, vol. 26(8), pages 1914-1961.
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  • Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," Post-Print hal-03399472, HAL.
  • Vayanos, Dimitri & Guibaud, Stéphane & Nosbusch, Yves, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," CEPR Discussion Papers 9407, C.E.P.R. Discussion Papers.
• Venky Venkateswaran & Randall Wright, 2014. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Macroeconomics Annual, University of Chicago Press, vol. 28(1), pages 227-270.
  • Venky Venkateswaran & Randall Wright, 2013. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Chapters, in: NBER Macroeconomics Annual 2013, Volume 28, pages 227-270, National Bureau of Economic Research, Inc.
  • Venky Venkateswaran & Randall Wright, 2013. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Working Papers 19009, National Bureau of Economic Research, Inc.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2020. "Flights to Safety," The Review of Financial Studies, Society for Financial Studies, vol. 33(2), pages 689-746.
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  • Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2019. "Flights To Safety," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/968, Ghent University, Faculty of Economics and Business Administration.
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• Dean Karlan & Jonathan Zinman, 2019. "Long-Run Price Elasticities of Demand for Credit: Evidence from a Countrywide Field Experiment in Mexico," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(4), pages 1704-1746.
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• Andreas Fuster & Paul S. Willen, 2017. "Payment Size, Negative Equity, and Mortgage Default," American Economic Journal: Economic Policy, American Economic Association, vol. 9(4), pages 167-191, November.
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• David Backus & Mikhail Chernov & Stanley Zin, 2013. "Identifying Taylor Rules in Macro-finance Models," Working Papers 13-12, New York University, Leonard N. Stern School of Business, Department of Economics.
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• Linda S. Goldberg & Christian Grisse, 2013. "Time variation in asset price responses to macro announcements," Working Papers 2013-11, Swiss National Bank.
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• Ivashchenko, S., 2013. "Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms," Journal of the New Economic Association, New Economic Association, vol. 19(3), pages 27-50.
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• Shoora B. Paudyal, 2013. "Do Budget Deficits Raise Interest Rates in Nepal?," NRB Economic Review, Nepal Rastra Bank, Research Department, vol. 25(1), pages 51-66, April.
• G. Lamé, 2013. "Was there a « Greenspan Conundrum » in the Euro area?," Documents de Travail de l'Insee - INSEE Working Papers g2013-10, Institut National de la Statistique et des Etudes Economiques.
• Ekaterina Sotirova, 2013. "Banks’ Lending Activity in Bulgaria (2008-2012)," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 15-22, December.
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• Jamie Murray, 2013. "Parameter Uncertainty and the Fiscal Multiplier," Treasury Working Paper Series 13/19, New Zealand Treasury.
• Romain Bouis & Łukasz Rawdanowicz & Jean-Paul Renne & Shingo Watanabe & Ane Kathrine Christensen, 2013. "The Effectiveness of Monetary Policy since the Onset of the Financial Crisis," OECD Economics Department Working Papers 1081, OECD Publishing.
• Łukasz Rawdanowicz & Romain Bouis & Shingo Watanabe, 2013. "The Benefits and Costs of Highly Expansionary Monetary Policy," OECD Economics Department Working Papers 1082, OECD Publishing.
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• Mathias Lahnsteiner, 2013. "Private Sector Debt in CESEE EU Member States," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 30-47.
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• Hiroshi Nakaota & Yuichi Fukuta, 2013. "The Leading Indicator Property of the Term Spread and the Monetary Policy Factors in Japan," Discussion Papers in Economics and Business 13-09, Osaka University, Graduate School of Economics, revised Jul 2013.
• Hiroshi Nakaota & Yuichi Fukuta, 2013. "The Leading Indicator Property of the Term Spread and the Monetary Policy Factors in Japan," Discussion Papers in Economics and Business 13-09-Rev, Osaka University, Graduate School of Economics.
• Alfred A. Haug, 2014. "On real interest rate persistence: the role of breaks," Applied Economics, Taylor & Francis Journals, vol. 46(10), pages 1058-1066, April.
  • Alfred Haug, 2012. "On real interest rate persistence: the role of breaks," Working Papers 65, Department of Applied Econometrics, Warsaw School of Economics.
  • Alfred A. Haug, 2013. "On Real Interest Rate Persistence: The Role of Breaks," Working Papers 1303, University of Otago, Department of Economics, revised Jan 2013.
• Alain Monfort & Jean-Paul Renne, 2013. "Default, Liquidity, and Crises: an Econometric Framework," Journal of Financial Econometrics, Oxford University Press, vol. 11(2), pages 221-262, March.
  • Alain Monfort & Jean-Paul Renne, 2010. "Default, Liquidity and Crises : An Econometric Framework," Working Papers 2010-46, Center for Research in Economics and Statistics.
  • Monfort, A. & Renne, J-P., 2011. "Default, liquidity and crises: an econometric framework," Working papers 340, Banque de France.
• Jagjit S. Chadha & Philip Turner & Fabrizio Zampolli, 2013. "The ties that bind: monetary policy and government debt management," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(3), pages 548-581, AUTUMN.
  • Jagjit S. Chadha & Philip Turner & Fabrizio Zampolli, 2013. "The Ties that Bind: Monetary Policy and Government Debt Management," Studies in Economics 1318, School of Economics, University of Kent.
• John Muellbauer, 2013. "Conditional eurobonds and the eurozone sovereign debt crisis," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(3), pages 610-645, AUTUMN.
  • John Muellbauer, 2013. "Conditional Eurobonds and the Eurozone Sovereign Debt Crisis," Economics Series Working Papers 681, University of Oxford, Department of Economics.
• Eugene F. Fama, 2013. "Does the Fed Control Interest Rates?," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 3(2), pages 180-199.
• Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," The Review of Financial Studies, Society for Financial Studies, vol. 26(8), pages 1914-1961.
  • Stephane Guibaud & Yves NOsbusch & Dimitri Vayanos, 2011. "Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt," FMG Discussion Papers dp669, Financial Markets Group.
  • Guibaud, Stéphane & Nosbusch, Yves & Vayanos, Dimitri, 2011. "Bond market clienteles, the yield curve and the optimal maturity structure of government debt," LSE Research Online Documents on Economics 29785, London School of Economics and Political Science, LSE Library.
  • Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," Post-Print hal-03399472, HAL.
  • Vayanos, Dimitri & Guibaud, Stéphane & Nosbusch, Yves, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," CEPR Discussion Papers 9407, C.E.P.R. Discussion Papers.
  • Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," NBER Working Papers 18922, National Bureau of Economic Research, Inc.
• Radulescu Magdalena & Stanciu Radu, 2013. "The Euro Changeover Monetary Strategies of the European States that Joined the European Union: Bulgaria, Romania, Hungary, Czech Republic and PolandAbstract:One of the most ambitious projects undertak," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 686-692, May.
• Ellison, Martin & Tischbirek, Andreas, 2014. "Unconventional government debt purchases as a supplement to conventional monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 199-217.
  • Ellison, Martin & Tischbirek, Andreas, 2013. "Unconventional government debt purchases as a supplement to conventional monetary policy," Bank of Finland Research Discussion Papers 3/2013, Bank of Finland.
  • Martin Ellison & Andreas Tischbirek, 2013. "Unconventional government debt purchases as a supplement to conventional monetary policy," Economics Series Working Papers 679, University of Oxford, Department of Economics.
• John Muellbauer, 2013. "Conditional eurobonds and the eurozone sovereign debt crisis," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(3), pages 610-645, AUTUMN.
  • John Muellbauer, 2013. "Conditional Eurobonds and the Eurozone Sovereign Debt Crisis," Economics Series Working Papers 681, University of Oxford, Department of Economics.
• Gilbert Cette & Marielle de Jong, 2013. "Market-implied inflation and growth rates adversely affected by the Brent," Journal of Asset Management, Palgrave Macmillan, vol. 14(3), pages 133-139, June.
  • Cette, G. & de Jong, M., 2013. "Market-implied inflation and growth rates adversely affected by the Brent," Working papers 433, Banque de France.
  • Gilbert Cette & Marielle De Jong, 2013. "Market-implied inflation and growth rates adversely affected by the Brent," Post-Print hal-01499631, HAL.
• Menzie Chinn, 2013. "fiscal multipliers," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
• David Hou Author-Name: David Skeie, 2013. "LIBOR: origins, economics, crisis, scandal and reform," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
  • David Hou & David R. Skeie, 2014. "LIBOR: origins, economics, crisis, scandal, and reform," Staff Reports 667, Federal Reserve Bank of New York.
• M. G. Hayes, 2013. "Ingham and Keynes on the Nature of Money," Palgrave Macmillan Books, in: Jocelyn Pixley & G. C. Harcourt (ed.), Financial Crises and the Nature of Capitalist Money, chapter 2, pages 31-45, Palgrave Macmillan.
  • Mark Hayes, 2012. "Ingham and Keynes on the nature of money," Working Papers PKWP1209, Post Keynesian Economics Society (PKES).
• Michaela M. Kiermeier, 2013. "Essay on Wavelet analysis and the European term structure of interest rates," Business and Economic Horizons (BEH), Prague Development Center, vol. 9(4), pages 18-26, December.
• Bánfi, Tamás & Bánfi, Attila & Bánfi, Zoltán, 2013. "Europe, Time to Wake Up! : Change of monetary policy instruments — reduction of public debt (interest burdens), system of fiscal and monetary objectives — central bank independence," Public Finance Quarterly, Corvinus University of Budapest, vol. 58(2), pages 219-229.
• Carlo Cottarelli & Laura Jaramillo, 2013. "Walking Hand in Hand: Fiscal Policy and Growth in Advanced Economies," Review of Economics and Institutions, Università di Perugia, vol. 4(2).
• De Koning, Kees, 2013. "The United Kingdom: Economic Growth, a Draft Master Plan," MPRA Paper 44369, University Library of Munich, Germany.
• d'Albis, Hippolyte & Augeraud-Véron, Emmanuelle & Hupkes, Hermen Jan, 2014. "Bounded interest rate feedback rules in continuous-time," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 227-236.
  • d'Albis, Hippolyte & Augeraud-Véron, Emmanuelle & Hupkes, Hermen Jan, 2013. "Bounded Interest Rate Feedback Rules in Continuous-Time," MPRA Paper 45424, University Library of Munich, Germany.
  • Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Hermen Jan Hupkes, 2014. "Bounded interest rate feedback rules in continuous-time," Post-Print hal-01015388, HAL.
  • Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Hermen Jan Hupkes, 2014. "Bounded interest rate feedback rules in continuous-time," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01015388, HAL.
• De Koning, Kees, 2013. "An income gap theory and its effects on unemployment and economic growth," MPRA Paper 46098, University Library of Munich, Germany, revised 08 Apr 2013.
• Azizi, Karim & Canry, Nicolas & Chatelain, Jean-Bernard & Tinel, Bruno, 2013. "Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions," EconStor Preprints 72550, ZBW - Leibniz Information Centre for Economics.
  • Azizi, Karim & Canry, Nicolas & Chatelain, Jean-Bernard & Tinel, Bruno, 2013. "Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions," MPRA Paper 46519, University Library of Munich, Germany.
  • 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," Working Papers hal-00818474, HAL.
  • 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," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00818474, HAL.
  • 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," Documents de travail du Centre d'Economie de la Sorbonne 13042, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • 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 1304.7330, arXiv.org.
  • 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," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00825446, HAL.
  • 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," Post-Print halshs-00825446, HAL.
• De Koning, Kees, 2013. "Economic System Failures: the U.S. case," MPRA Paper 47613, University Library of Munich, Germany.
• A. Monta & L. Olmos, 2014. "Do the Spanish regions converge? A unit root analysis for the HDI of the Spanish regions," Applied Economics, Taylor & Francis Journals, vol. 46(34), pages 4218-4230, December.
  • Montañés, Antonio & Olmos, Lorena, 2013. "Do the Spanish regions converge? A unit root analysis for the HDI of the Spanish regions," MPRA Paper 47633, University Library of Munich, Germany.
• Palma, Nuno, 2013. "Did Greenspan Open Pandora's Box? Testing the Taylor Hypothesis and Beyond," MPRA Paper 48197, University Library of Munich, Germany.
• Shabbir, Safia & Iqbal, Javed & Hameed, Saima, 2013. "Risk Premium, Interest Rate Differential, and Subsidized Lending in Pakistan," MPRA Paper 48250, University Library of Munich, Germany.
• De Koning, Kees, 2013. "The real financial crisis: an individual households' crisis The case for index-linked government bonds for the Netherlands, the U.S. and the U.K," MPRA Paper 48889, University Library of Munich, Germany.
• Matteo Falagiarda, 2014. "Evaluating quantitative easing: a DSGE approach," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 7(4), pages 302-327.
  • Falagiarda, Matteo, 2013. "Evaluating Quantitative Easing: A DSGE Approach," MPRA Paper 49457, University Library of Munich, Germany.
• Victor Bystrov, 2014. "A factor-augmented model of markup on mortgage loans in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 45(6), pages 491-512.
  • Bystrov, Victor, 2013. "A factor-augemented model of markup on mortgage loans in Poland," MPRA Paper 49683, University Library of Munich, Germany.
• Abdul Rashid, 2014. "Financial crisis and exchange rates in emerging economies: An empirical analysis using PPP-UIP-Framework," Business and Economic Horizons (BEH), Prague Development Center, vol. 9(4), pages 86-96, January.
  • Rashid, Abdul & Saedan, Mashael Bin, 2013. "Financial crisis and exchange rates in emerging economies: An empirical analysis using PPP-UIP-Framework," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 9(4), pages 1-11.
  • Rashid, Abdul & Saedan, Mashael, 2013. "Financial Crisis and Exchange Rates in Emerging Economics: An Empirical Analysis using PPP-UIP-Framework," MPRA Paper 49832, University Library of Munich, Germany.
• Janda, Karel & Zetek, Pavel, 2013. "Macroeconomic factors influencing interest rates of microfinance institutions in Latin America," MPRA Paper 49973, University Library of Munich, Germany.
• Nath, Golaka, 2013. "Liquidity Issues in Indian Sovereign Bond Market," MPRA Paper 51633, University Library of Munich, Germany.
• Evans, Olaniyi, 2013. "The Monetary Model of Exchange Rate in Nigeria: an Autoregressive Distributed Lag (ARDL) Approach," MPRA Paper 52457, University Library of Munich, Germany.
• Ojeaga, Paul & Ojeaga, Daniel & Odejimi, Deborah O., 2013. "The Impact of Interest Rate on Bank Deposits Evidence from the Nigerian Banking Sector," MPRA Paper 53238, University Library of Munich, Germany.
• Swamy, Vighneswara, 2013. "Management of Interest Rate Risk in Indian Banking," MPRA Paper 58342, University Library of Munich, Germany.
• Ruthira Naraidoo & Leroi Raputsoane, 2015. "Financial markets and the response of monetary policy to uncertainty in South Africa," Empirical Economics, Springer, vol. 49(1), pages 255-278, August.
  • Ruthira Naraidoo & Leroi Raputsoane, 2013. "Financial markets and the response of monetary policy to uncertainty in South Africa," Working Papers 201310, University of Pretoria, Department of Economics.
• Karel Brůna & Jiří Korbel, 2013. "Interpretace variability úrokových sazeb v rámci zprostředkovatelského modelu optimální úrokové marže [An Interpretation of Interest Rates Variability in Dealer´s Model of Optimal Interest Margin]," Politická ekonomie, Prague University of Economics and Business, vol. 2013(3), pages 299-320.
• Georgios P. Kouretas & Chris Tsoumas, 2013. "Bank Risk-Taking in CEE Countries," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 5(2), pages 103-123, June.
• Manuel Coutinho Pereira & Lara Wemans, 2015. "Output Effects of a Measure of Tax Shocks Based on Changes in Legislation for Portugal," Hacienda Pública Española / Review of Public Economics, IEF, vol. 215(4), pages 27-62, December.
  • Lara Wemans & Manuel Coutinho Pereira, 2013. "Output effects of a measure of tax shocks based on changes in legislation for Portugal," Working Papers w201315, Banco de Portugal, Economics and Research Department.
• Anton Korinek & Alp Simsek, 2016. "Liquidity Trap and Excessive Leverage," American Economic Review, American Economic Association, vol. 106(3), pages 699-738, March.
  • Alp Simsek & Anton Korinek, 2013. "Liquidity Trap and Excessive Leverage," 2013 Meeting Papers 1369, Society for Economic Dynamics.
  • Mr. Anton Korinek & Alp Simsek, 2014. "Liquidity Trap and Excessive Leverage," IMF Working Papers 2014/129, International Monetary Fund.
  • Anton Korinek & Alp Simsek, 2014. "Liquidity Trap and Excessive Leverage," NBER Working Papers 19970, National Bureau of Economic Research, Inc.
  • Anton Korinek & Alp Simsek, 2014. "Liquidity Trap and Excessive Leverage," Koç University-TUSIAD Economic Research Forum Working Papers 1410, Koc University-TUSIAD Economic Research Forum.
• Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2022. "Sovereign risk and financial risk," Journal of International Economics, Elsevier, vol. 136(C).
  • Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
  • Vivian Yue, 2012. "Sovereign Risk and Financial Risk," 2012 Meeting Papers 318, Society for Economic Dynamics.
  • Zakrajsek, Egon & Gilchrist, Simon & Wei, Bin & Yue, Vivian, 2021. "Sovereign Risk and Financial Risk," CEPR Discussion Papers 16750, C.E.P.R. Discussion Papers.
  • Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," NBER Working Papers 29501, National Bureau of Economic Research, Inc.
  • Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper 27, Federal Reserve Bank of Atlanta.
  • Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper 2021-27, Federal Reserve Bank of Atlanta.
  • Vivian Yue & Egon Zakrajsek & Simon Gilchrist, 2013. "Sovereign Risk and Financial Risk," 2013 Meeting Papers 289, Society for Economic Dynamics.
• Yun, Tack & Kim, Jinsook & Ko, Eunmi, 2012. "The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models," MPRA Paper 44212, University Library of Munich, Germany.
  • Tack Yun & Eunmi Ko & Jinsook Kim, 2013. "The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models," 2013 Meeting Papers 527, Society for Economic Dynamics.
• Barthélemy, J. & Marx, M., 2011. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," Working papers 347, Banque de France.
  • Magali Marx & Jean Barthelemy, 2013. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," 2013 Meeting Papers 576, Society for Economic Dynamics.
  • Jean Barthélemy & Magali Marx, 2011. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," Working Papers hal-03461407, HAL.
• Taisuke Nakata, 2017. "Uncertainty at the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(3), pages 186-221, July.
  • Taisuke Nakata, 2013. "Uncertainty at the zero lower bound," Finance and Economics Discussion Series 2013-09, Board of Governors of the Federal Reserve System (U.S.).
  • Taisuke Nakata, 2013. "Uncertainty at the Zero Lower Bound," 2013 Meeting Papers 924, Society for Economic Dynamics.
• Azis, Iwan J. & Mitra, Sabyasachi & Baluga, Anthony & Dime, Roselle, 2013. "The Threat of Financial Contagion to Emerging Asia’s Local Bond Markets: Spillovers from Global Crises," Working Papers on Regional Economic Integration 106, Asian Development Bank.
• Ekrem Akbas, Yusuf, 2013. "The Analysis of Relationship between the Rate of Stock Return and Interest Rate with Nonlinear Methods: The Case of Turkey," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 4(3), pages 1-21, July.
• Dionisis Chionis & Ioannis Pragidis & Panagiotis Schizas, 2016. "The determinants of Greek bond yields: an empirical study before and during the crisis," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 43(3), pages 504-519, August.
  • Chionis, Dionisios & Pragidis, Ioannis & Schizas, Panagiotis, 2013. "The Determinants of Greek Bond Yields: An Empirical Study Before and During the Crisis," DUTH Research Papers in Economics 6-2013, Democritus University of Thrace, Department of Economics.
• Ozkaya, Ata, 2013. "The Domestic Debt Intolerance and Bad Equilibrium: An Empirical Default Model," GIAM Working Papers 13-1, Galatasaray University Economic Research Center.
• Zoricic, Davor & Orsag, Silvije, 2013. "Parametric Yield Curve Modeling In An Illiquid And Undeveloped Financial Market," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 4(3), pages 243-252.
• Goryunov, Eugene & Trunin, Pavel, 2013. "The Bank of Russia at a Crossroads: Whether to Ease Monetary Policy?," Published Papers dok15, Russian Presidential Academy of National Economy and Public Administration.

2012

• Philippe Mueller & Andrea Vedolin & Yu-min Yen, 2012. "Bond Variance Risk Premia," FMG Discussion Papers dp699, Financial Markets Group.
  • Mueller, Philippe & Vedolin, Andrea & Yen, Yu-Min, 2012. "Bond variance risk premia," LSE Research Online Documents on Economics 119053, London School of Economics and Political Science, LSE Library.
• Christopher Martin & Costas Milas, 2012. "Quantitative easing: a sceptical survey," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 28(4), pages 750-764, WINTER.
  • Christopher Martin & Costas Milas, 2012. "Quantitative Easing: A Sceptical Survey," Working Paper series 73_12, Rimini Centre for Economic Analysis.
  • Christopher Martin & Costas Milas, 2012. "Quantitative Easing: a Sceptical Survey," Department of Economics Working Papers 2/12, University of Bath, Department of Economics.
• Michał Brzoza-Brzezina & Jacek Kotłowski, 2014. "Measuring the natural yield curve," Applied Economics, Taylor & Francis Journals, vol. 46(17), pages 2052-2065, June.
  • Michał Brzoza-Brzezina & Jacek Kotłowski, 2012. "Measuring the natural yield curve," NBP Working Papers 108, Narodowy Bank Polski.
  • Jacek Kotłowski & Michał Brzoza-Brzezina, 2012. "Measuring the Natural Yield Curve," EcoMod2012 4197, EcoMod.
• José Luis Oreiro & Luiz Fernando de Paula & Guilherme Jonas Costa da Silva & Rafael Quevedo do Amaral, 2012. "Why interest rates are so high in Brazil? An empirical evaluation," Brazilian Journal of Political Economy, Center of Political Economy, vol. 32(4), pages 557-579.
• José Villacís González, 2012. "El modelo de la determinación de la renta, el interés y el dinero en Germán Bernácer," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 79(01), pages 317-344.
• Melo, Luis Fernando & Granados, Joan Camilo, 2012. "Expectativas y prima por riesgo inflacionario con una medida de compensación a la inflación," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(316), pages 839-864, octubre-d.
• Morten Balling & David T. Llewellyn & Athanasios Orphanides & Luc Coene & Andy Haldane & Richard Davies & Dramane Coulibaly & Hubert Kempf & Nicola Brink & Michael Kock & Amund Holmsen & Øistein Røisl, 2012. "New Paradigms in Monetary Theory and Policy?," SUERF Studies, SUERF - The European Money and Finance Forum, number 2012/1 edited by Morten Balling & David T. Llewellyn, May.
• Sotirios Theodoropoulos, 2012. "Borrowing Cost as a Crucial Factor for Sustainable Fiscal Consolidation & for Exiting the Current Crisis," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 141-154.
• Damjanovic, Vladislav, 2013. "Endogenous risk in monopolistic competition," Economics Letters, Elsevier, vol. 120(2), pages 220-223.
  • Vladislav Damjanovic, 2012. "Endogeneous Risk in Monopolistic Competition," Discussion Papers 1208, University of Exeter, Department of Economics.
• Andrea Bellucci & Ilario Favaretto & Germana Giombini, 2012. "Imprese innovative ed accesso al credito. Un?indagine empirica," ARGOMENTI, FrancoAngeli Editore, vol. 2012(36), pages 5-27.
• Vincenzo Maffeo, 2012. "Il ruolo della BCE nella crisi economica in Europa," STUDI ECONOMICI, FrancoAngeli Editore, vol. 2012(107), pages 65-83.
• Andreas Fuster & Paul S. Willen, 2017. "Payment Size, Negative Equity, and Mortgage Default," American Economic Journal: Economic Policy, American Economic Association, vol. 9(4), pages 167-191, November.
  • Andreas Fuster & Paul S. Willen, 2012. "Payment size, negative equity, and mortgage default," Staff Reports 582, Federal Reserve Bank of New York.
  • Andreas Fuster & Paul S. Willen, 2012. "Payment size, negative equity, and mortgage default," Public Policy Discussion Paper 12-10, Federal Reserve Bank of Boston.
  • Andreas Fuster & Paul S. Willen, 2013. "Payment Size, Negative Equity, and Mortgage Default," NBER Working Papers 19345, National Bureau of Economic Research, Inc.
• César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel, 2016. "Do Good Institutions Promote Countercyclical Macroeconomic Policies?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 650-670, October.
  • César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel, 2012. "Do Good Institutions Promote Counter-Cyclical Macroeconomic Policies?," Documentos de Trabajo 419, Instituto de Economia. Pontificia Universidad Católica de Chile..
  • César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel, 2014. "Do Good Institutions Promote Counter-cyclical Macroeconomic Policies?," Working Papers 3, Peruvian Economic Association.
  • César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel, 2012. "Do good institutions promote counter-cyclical macroeconomic policies?," Globalization Institute Working Papers 118, Federal Reserve Bank of Dallas.
• Eric T. Swanson & John C. Williams, 2014. "Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates," American Economic Review, American Economic Association, vol. 104(10), pages 3154-3185, October.
  • John Williams & Eric Swanson, 2012. "Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates," 2012 Meeting Papers 462, Society for Economic Dynamics.
  • Eric T. Swanson & John C. Williams, 2012. "Measuring the effect of the zero lower bound on medium- and longer-term interest rates," Working Paper Series 2012-02, Federal Reserve Bank of San Francisco.
  • Eric T. Swanson & John C. Williams, 2014. "Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates," NBER Working Papers 20486, National Bureau of Economic Research, Inc.
• Bauer, Michael D. & Neely, Christopher J., 2014. "International channels of the Fed's unconventional monetary policy," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 24-46.
  • Michael D. Bauer & Christopher J. Neely, 2012. "International channels of the Fed’s unconventional monetary policy," Working Papers 2012-028, Federal Reserve Bank of St. Louis.
  • Michael D. Bauer & Christopher J. Neely, 2012. "International channels of the Fed’s unconventional monetary policy," Working Paper Series 2012-12, Federal Reserve Bank of San Francisco.
• English, William B. & Van den Heuvel, Skander J. & Zakrajšek, Egon, 2018. "Interest rate risk and bank equity valuations," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 80-97.
  • William B. English & Skander J. van den Heuvel & Egon Zakrajšek, 2012. "Interest rate risk and bank equity valuations," Finance and Economics Discussion Series 2012-26, Board of Governors of the Federal Reserve System (U.S.).
  • English, William B. & Van den Heuvel, Skander J. & Zakrajsek, Egon, 2014. "Interest Rate Risk and Bank Equity Valuations," Working Papers 14-05, University of Pennsylvania, Wharton School, Weiss Center.
• Hanson, Samuel G. & Stein, Jeremy C., 2015. "Monetary policy and long-term real rates," Journal of Financial Economics, Elsevier, vol. 115(3), pages 429-448.
  • Samuel Hanson & Jeremy C. Stein, 2012. "Monetary policy and long-term real rates," Finance and Economics Discussion Series 2012-46, Board of Governors of the Federal Reserve System (U.S.).
• Michael T. Kiley, 2014. "The Aggregate Demand Effects of Short- and Long-Term Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 69-104, December.
  • Michael T. Kiley, 2012. "The aggregate demand effects of short- and long-term interest rates," Finance and Economics Discussion Series 2012-54, Board of Governors of the Federal Reserve System (U.S.).
• Andrea Ajello & Luca Benzoni & Olena Chyruk & Stijn Van Nieuwerburgh, 2020. "Core and ‘Crust’: Consumer Prices and the Term Structure of Interest Rates," The Review of Financial Studies, Society for Financial Studies, vol. 33(8), pages 3719-3765.
  • Olena Chyruk & Luca Benzoni & Andrea Ajello, 2012. "Core and `Crust': Consumer Prices and the Term Structure of Interest Rates," 2012 Meeting Papers 922, Society for Economic Dynamics.
  • Andrea Ajello & Luca Benzoni & Olena Chyruk, 2012. "Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates," Working Paper Series WP-2014-11, Federal Reserve Bank of Chicago.
• Andr? Kurmann & Christopher Otrok, 2013. "News Shocks and the Slope of the Term Structure of Interest Rates," American Economic Review, American Economic Association, vol. 103(6), pages 2612-2632, October.
  • Christopher Otrok & Andre Kurmann, 2010. "News Shocks and the Slope of the Term Structure of Interest Rates," 2010 Meeting Papers 72, Society for Economic Dynamics.
  • Andre Kurmann & Christopher Otrok, 2012. "News shocks and the slope of the term structure of interest rates," Working Papers 2012-011, Federal Reserve Bank of St. Louis.
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• Jean-Bernard Chatelain & Bruno Tinel & Karim Azizi & Nicolas Canry, 2012. "Are the No-Ponzi Game and the Transversality Conditions Relevant for Public Debt? A Keynesian Appraisal," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00686788, HAL.
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• Jean-Bernard Chatelain & Bruno Tinel & Karim Azizi & Nicolas Canry, 2012. "Are the No-Ponzi Game and the Transversality Conditions Relevant for Public Debt? A Keynesian Appraisal," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00686788, HAL.
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• Jean Barthélemy & Magali Marx, 2012. "Generalizing the Taylor Principle: New Comment," Working Papers hal-03461113, HAL.
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• Tom Holden & Michael Paetz, 2012. "Efficient simulation of DSGE models with inequality constraints," School of Economics Discussion Papers 1612, School of Economics, University of Surrey.
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• Fricke, Christoph, 2012. "Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects," Hannover Economic Papers (HEP) dp-493, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Ceri Davies & Max Gillman & Michal Kejak, 2012. "Deriving the Taylor Principle when the Central Bank Supplies Money," CEU Working Papers 2012_13, Department of Economics, Central European University, revised 23 Jul 2012.
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• Ravn, Søren Hove, 2012. "Rules versus Dictation: A Taylor Rule for Denmark," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2012(1), pages 21-41.
• Holmberg, Ulf, 2012. "Error Corrected Disequilibrium," Umeå Economic Studies 837, Umeå University, Department of Economics.
• Holmberg, Ulf, 2012. "Essays on Credit Markets and Banking," Umeå Economic Studies 840, Umeå University, Department of Economics.
• Hara, Chiaki, 2012. "Heterogeneous impatience and dynamic inconsistency," CIS Discussion paper series 557, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
• Hideyuki Takamizawa, 2015. "Predicting Interest Rate Volatility Using Information on the Yield Curve," International Review of Finance, International Review of Finance Ltd., vol. 15(3), pages 347-386, September.
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• Yi-Hsuan Chen & Wolfgang Karl Härdle, 2012. "Common factors in credit defaults swaps markets," SFB 649 Discussion Papers SFB649DP2012-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Qaisar Abbas & Javid Iqbal & Ayaz, 2012. "Relationship Between GDP, Inflation and Real Interest Rate with Exchange Rate Fluctuation of African Countries," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(3), pages 132-141, July.
• Kai Daniel Schmid & Michael Schmidt, 2012. "EMU and the Renaissance of Sovereign Credit Risk Perception," IAW Discussion Papers 87, Institut für Angewandte Wirtschaftsforschung (IAW).
• Krishna M. Kasibhatla, 2012. "Integration of Key Worldwide Money Market Interest Rates and the Federal Funds Rate: An Empirical Investigation," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 6(4), pages 125-138.
• Mei-Mei Kuo & Shih-Wen Tai & Bing-Huei Lin, 2012. "Forecasting Term Structure of HIBOR Swap Rates," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 6(4), pages 87-100.
• Ana Filipa Dias & António Portugal Duarte, 2012. "Euro Integration Reserve Currency?," Book Chapters, in: João Sousa Andrade & Marta C. N. Simões & Ivan Stosic & Dejan Eric & Hasan Hanic (ed.), Managing Structural Changes - Trends and Requirements, edition 1, volume 1, chapter 8, pages 148-174, Institute of Economic Sciences.
• Moura, Marcelo L. & Gaião, Rafael L., 2014. "Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation," The North American Journal of Economics and Finance, Elsevier, vol. 27(C), pages 114-144.
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• Laurini Márcio Poletti, 2013. "A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models," Journal of Time Series Econometrics, De Gruyter, vol. 5(2), pages 193-229, May.
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• Márcio Laurini & João Frois Caldeira, 2012. "Some Comments on a Macro-Finance Model with Stochastic Volatility," IBMEC RJ Economics Discussion Papers 2012-04, Economics Research Group, IBMEC Business School - Rio de Janeiro.
• Gollier, Christian, 2012. "Asset pricing with uncertain betas: A long-term perspective," TSE Working Papers 12-354, Toulouse School of Economics (TSE).
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• Christian Gollier, 2012. "Evaluation of Long-Dated Investments under Uncertain Growth Trend, Volatility and Catastrophes," CESifo Working Paper Series 4052, CESifo.
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• Ascarya, 2012. "Alur Transmisi Dan Efektifitas Kebijakan Moneter Ganda Di Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 14(3), pages 1-33, January.
• Ascarya, 2012. "Alur Transmisi Dan Efektifitas Kebijakan Moneter Ganda Di Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 14(3), pages 283-315, January.
• Ascarya, 2012. "Transmission Channel And Effectiveness Of Dual Monetary Policy In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 14(3), pages 1-30, January.
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• Richard Finlay & Sebastian Wende, 2012. "Estimating Inflation Expectations with a Limited Number of Inflation-Indexed Bonds," International Journal of Central Banking, International Journal of Central Banking, vol. 8(2), pages 111-142, June.
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• Michael Ehrmann & David Sondermann, 2012. "The News Content of Macroeconomic Announcements: What if Central Bank Communication Becomes Stale?," International Journal of Central Banking, International Journal of Central Banking, vol. 8(3), pages 1-53, September.
• Jens H.E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2012. "Extracting Deflation Probability Forecasts from Treasury Yields," International Journal of Central Banking, International Journal of Central Banking, vol. 8(4), pages 21-60, December.
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• Carlos Garcia & Andrés Sagner, 2012. "Exceso de Toma de Riesgo Crediticio en Chile," ILADES-UAH Working Papers inv280, Universidad Alberto Hurtado/School of Economics and Business.
• Kentaro Kikuchi, 2012. "Design and Estimation of a Quadratic Term Structure Model with a Mixture of Normal Distributions," IMES Discussion Paper Series 12-E-08, Institute for Monetary and Economic Studies, Bank of Japan.
• Sonali Jain-Chandra & D. Filiz Unsal, 2014. "The effectiveness of monetary policy transmission under capital inflows: Evidence from Asia," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(2), pages 96-103, June.
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• Gustavo Adler & Pedro Castro & Camilo Tovar, 2016. "Does Central Bank Capital Matter for Monetary Policy?," Open Economies Review, Springer, vol. 27(1), pages 183-205, February.
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• Gustavo Adler & Pedro Castro & Camilo Tovar, 2016. "Does Central Bank Capital Matter for Monetary Policy?," Open Economies Review, Springer, vol. 27(1), pages 183-205, February.
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• Sonali Jain-Chandra & D. Filiz Unsal, 2014. "The effectiveness of monetary policy transmission under capital inflows: Evidence from Asia," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(2), pages 96-103, June.
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• Poghosyan, Tigran, 2014. "Long-run and short-run determinants of sovereign bond yields in advanced economies," Economic Systems, Elsevier, vol. 38(1), pages 100-114.
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• Hugo Eduardo Ramirez J. & Liliana Blanco Castañeda, 2012. "Optimización de Portafolios con Capital en Riesgo Acotado," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 7(2), pages 211-231, Julio-Dic.
• César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel, 2016. "Do Good Institutions Promote Countercyclical Macroeconomic Policies?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 650-670, October.
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• Peter Claeys & Borek Vasicek, 2012. "Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News," Working Papers 2012/07, Czech National Bank.
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• Cristina Duhnea & Silvia Ghita-Mitrescu & Diane Paula Corina Vancea, 2012. "Euro Adoption – The Illusion Of The Monetary Integration Of Romania," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 4(2), pages 152-163, June.
• Francesco Audrino, 2012. "What Drives Short Rate Dynamics? A Functional Gradient Descent Approach," Computational Economics, Springer;Society for Computational Economics, vol. 39(3), pages 315-335, March.
• Ali Al-Eyd & Stephen Hall, 2012. "Financial crisis, effective policy rules and bounded rationality in a New Keynesian framework," Economic Change and Restructuring, Springer, vol. 45(1), pages 25-44, February.
• Christian Aßmann & Jens Boysen-Hogrefe, 2012. "Determinants of government bond spreads in the euro area: in good times as in bad," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 39(3), pages 341-356, August.
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• Andrew Young, 2012. "The time structure of production in the US, 2002–2009," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 25(2), pages 77-92, June.
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• William Luther & Alexander Salter, 2012. "Monetary equilibrium and price stickiness reconsidered: A reply to Bagus and Howden," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 25(3), pages 263-269, September.
• Andreas Dietrich, 2012. "Explaining loan rate differentials between small and large companies: evidence from Switzerland," Small Business Economics, Springer, vol. 38(4), pages 481-494, May.
• Seko, Miki & Sumita, Kazuto & Yoshida, Jiro, 2012. "Downward-sloping term structure of lease rates: a puzzle," MPRA Paper 37395, University Library of Munich, Germany.
  • Miki Seko & Kazuto Sumita & Jiro Yoshida, 2012. "Downward-Sloping Term Structure of Lease Rates: A Puzzle," Keio/Kyoto Joint Global COE Discussion Paper Series 2011-042, Keio/Kyoto Joint Global COE Program.
• Alberto Montagnoli & Oreste Napolitano & Boriss Siliverstovs, 2016. "Regional Interest Rate Pass-Through in Italy," Regional Studies, Taylor & Francis Journals, vol. 50(8), pages 1404-1419, August.
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• Hiroshi Nishi, 2014. "Varieties of economic growth regimes, types of macroeconomic policies and policy regimes: a post-Keynesian analysis," Chapters, in: Hideko Magara (ed.), Economic Crises and Policy Regimes, chapter 5, pages 101-123, Edward Elgar Publishing.
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• Christina Gerberding & Franz Seitz & Andreas Worms, 2012. "Interest Rate Rules and Money as an Indicator Variable," Credit and Capital Markets, Credit and Capital Markets, vol. 45(4), pages 501-529.
• Marcin Jaskowski & Michael McAleer, 2012. "Estimating Implied Recovery Rates from the Term Structure of CDS Spreads," Documentos de Trabajo del ICAE 2012-28, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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• Grégory LEVIEUGE & Yannick LUCOTTE, 2012. "A Simple Empirical Measure of Central Bank' Conservatism," LEO Working Papers / DR LEO 2258, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
• Christian Gollier, 2012. "Evaluation of Long-Dated Investments under Uncertain Growth Trend, Volatility and Catastrophes," CESifo Working Paper Series 4052, CESifo.
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• Patrick Brämer & Horst Gischer & Toni Richter & Mirko Weiß, 2012. "Diverse Degrees of Competition within the EMU and their Implications for Monetary Policy," FEMM Working Papers 120010, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
• Neuenkirch, Matthias & Tillmann, Peter, 2014. "Inflation targeting, credibility, and non-linear Taylor rules," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 30-45.
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• Tobias Caris & Bernd Hayo, 2012. "Female Labour Force Participation in Arab Countries: The Role of Identity," MAGKS Papers on Economics 201241, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Matthias Neuenkirch, 2015. "Establishing a hawkish reputation: interest rate setting by newly appointed central bank governors," Applied Economics Letters, Taylor & Francis Journals, vol. 22(5), pages 391-396, March.
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• George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2012. "Does Ricardian Equivalence Hold When Expectations Are Not Rational?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1259-1283, October.
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• James D. Hamilton & Jing Cynthia Wu, 2012. "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(s1), pages 3-46, February.
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• Francisco Ruge‐Murcia, 2017. "Skewness Risk and Bond Prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 379-400, March.
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• Francisco Ruge‐Murcia, 2017. "Skewness Risk and Bond Prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 379-400, March.
  • RUGE-MURCIA, Francisco J., 2012. "Skewness Risk and Bond Prices," Cahiers de recherche 2012-14, Universite de Montreal, Departement de sciences economiques.
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• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2020. "Flights to Safety," The Review of Financial Studies, Society for Financial Studies, vol. 33(2), pages 689-746.
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• Michał Brzoza-Brzezina & Jacek Kotłowski, 2014. "Measuring the natural yield curve," Applied Economics, Taylor & Francis Journals, vol. 46(17), pages 2052-2065, June.
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• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E Terrones, 2013. "Global House Price Fluctuations: Synchronization and Determinants," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 119-166.
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• Marvin Goodfriend & Robert G. King, 2013. "The Great Inflation Drift," NBER Chapters, in: The Great Inflation: The Rebirth of Modern Central Banking, pages 181-209, National Bureau of Economic Research, Inc.
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• Lars E. O. Svensson, 2011. "Practical Monetary Policy: Examples from Sweden and the United States," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 42(2 (Fall)), pages 289-352.
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• Calomiris, Charles W. & Nissim, Doron, 2014. "Crisis-related shifts in the market valuation of banking activities," Journal of Financial Intermediation, Elsevier, vol. 23(3), pages 400-435.
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• Philippe Aghion & Emmanuel Farhi & Enisse Kharroubi, 2012. "Monetary Policy, Liquidity, and Growth," NBER Working Papers 18072, National Bureau of Economic Research, Inc.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E Terrones, 2013. "Global House Price Fluctuations: Synchronization and Determinants," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 119-166.
  • Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012. "Global House Price Fluctuations: Synchronization and Determinants," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 119-166, National Bureau of Economic Research, Inc.
  • Hideaki Hirata & M. Ayhan Kose & Chris Otrok & Marco Terrones, "undated". "Global House Price Fluctuations: Synchronization and Determinants," Working Paper 164451, Harvard University OpenScholar.
  • Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012. "Global House Price Fluctuations: Synchronization and Determinants," NBER Working Papers 18362, National Bureau of Economic Research, Inc.
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• Martin L. Weitzman, 2012. "Rare Disasters, Tail-Hedged Investments, and Risk-Adjusted Discount Rates," NBER Working Papers 18496, National Bureau of Economic Research, Inc.
• Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2012. "Purchasing Power Parity between the UK and the Euro Area," Working papers 2012-46, University of Connecticut, Department of Economics.
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• Gennady Bilych, 2012. "Are There Laws of Production?," Macroeconomics bilych_gennady.85552-011, Socionet.
• Lahiri, Kajal & Monokroussos, George & Zhao, Yongchen, 2013. "The yield spread puzzle and the information content of SPF forecasts," Economics Letters, Elsevier, vol. 118(1), pages 219-221.
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• Leo Krippner, 2011. "Modifying Gaussian term structure models when interest rates are near the zero lower bound," CAMA Working Papers 2011-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Leo Krippner, 2012. "Modifying Gaussian term structure models when interest rates are near the zero lower bound," Reserve Bank of New Zealand Discussion Paper Series DP2012/02, Reserve Bank of New Zealand.
• Krippner, Leo, 2013. "Measuring the stance of monetary policy in zero lower bound environments," Economics Letters, Elsevier, vol. 118(1), pages 135-138.
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• Croitoru Lucian, 2012. "La ce e bună o inflaţie mai mare? Să eviţi capcana lichidităţii sau să scapi din ea," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
• Birman Andrei, 2012. "Schimbările culturale ale postmodernităţii şi posibilele efecte ale acestora asupra inflaţiei," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Olteanu Dan, 2012. "Evidenţe empirice privind cauzele declinului exportului european," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Halmi Mirela, 2012. "The Correlation Between The Exchange Rate And The Direct Foreign Investments," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 809-815, July.
• Trenca Ioan & Mutu Simona & Petria Nicolae, 2012. "Analyzing The European Market Of Interest Rate Swap Indices," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 614-619, December.
• Yuichi Fukuta & Hiroshi Nakaota, 2012. "An Empirical Study on Stabilities of the Predictive Role of the Yield Spread for Future Economic Activity and the Monetary Policy Stance in Japan," Discussion Papers in Economics and Business 12-17, Osaka University, Graduate School of Economics.
• Francis Breedon & Jagjit S Chadha & Alex Waters, 2012. "The financial market impact of UK quantitative easing," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 277-304, Bank for International Settlements.
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• Christopher Martin & Costas Milas, 2012. "Quantitative easing: a sceptical survey," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 28(4), pages 750-764, WINTER.
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• Xavier Gabaix, 2012. "Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 127(2), pages 645-700.
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• Jean-Sébastien Fontaine & René Garcia, 2012. "Bond Liquidity Premia," The Review of Financial Studies, Society for Financial Studies, vol. 25(4), pages 1207-1254.
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• Bucur Iulia Andreea & Stângaciu Oana Ancuþa, 2012. "Some Critical Aspects on Monetary Maastricht Convergence Criteria," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 159-164, May.
• Caggiano, Giovanni & Greco, Luciano, 2012. "Fiscal and financial determinants of Eurozone sovereign spreads," Economics Letters, Elsevier, vol. 117(3), pages 774-776.
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• Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2012. "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(1), pages 43-74, April.
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• Martin Bodenstein & Luca Guerrieri & Lutz Kilian, 2012. "Monetary Policy Responses to Oil Price Fluctuations," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(4), pages 470-504, December.
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• Adam Waszkowski, 2012. "The Monetary Transmission Mechanism In Polish Economy," Oeconomia Copernicana, Institute of Economic Research, vol. 3(3), pages 21-35, September.
• Coralia Emilia Popa, 2012. "Monetary Aggregates - Instrument of the Policy Promoted by the National Bank of Romania," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 12(4), pages 211-218.
• David ARISTEI & Manuela Gallo, 2012. "The Drivers of Household Over-Indebtedness and Delinquency on Mortgage Loans: Evidence from Italian Microdata," Quaderni del Dipartimento di Economia, Finanza e Statistica 105/2012, Università di Perugia, Dipartimento Economia.
• Aristei, David & Gallo, Manuela, 2014. "Interest rate pass-through in the Euro area during the financial crisis: A multivariate regime-switching approach," Journal of Policy Modeling, Elsevier, vol. 36(2), pages 273-295.
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• Mark Hayes, 2012. "Ingham and Keynes on the nature of money," Working Papers 1209, Post Keynesian Economics Society (PKES).
• M. G. Hayes, 2013. "Ingham and Keynes on the Nature of Money," Palgrave Macmillan Books, in: Jocelyn Pixley & G. C. Harcourt (ed.), Financial Crises and the Nature of Capitalist Money, chapter 2, pages 31-45, Palgrave Macmillan.
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• Hamadi, Hassan & Awdeh, Ali, 2012. "The Determinants of Bank Net Interest Margin: Evidence from the Lebanese Banking Sector," MPRA Paper 119121, University Library of Munich, Germany.
• Jiménez Sotelo, Renzo, 2012. "Políticas para la gestión de activos y pasivos soberanos: Una propuesta para el Tesoro del Perú [Policies for sovereign asset and liability management: A proposal for the Treasury of Peru]," MPRA Paper 119895, University Library of Munich, Germany.
• Soylu, Ali & Durmaz, Nazif, 2012. "Profitability of Interest-free vs. Interest-based Banks in Turkey," MPRA Paper 36376, University Library of Munich, Germany.
• Giorgio Calcagnini & Fabio Farabullini & Germana Giombini, 2012. "The impact of the recent financial crisis on bank loan interest rates and guarantees," Working Papers 1202, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2012.
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• Miki Seko & Kazuto Sumita & Jiro Yoshida, 2012. "Downward-Sloping Term Structure of Lease Rates: A Puzzle," Keio/Kyoto Joint Global COE Discussion Paper Series 2011-042, Keio/Kyoto Joint Global COE Program.
  • Seko, Miki & Sumita, Kazuto & Yoshida, Jiro, 2012. "Downward-sloping term structure of lease rates: a puzzle," MPRA Paper 37395, University Library of Munich, Germany.
• Lanne, Markku & Saikkonen, Pentti, 2012. "Supplementary appendix to "noncausal vector autoregression"," MPRA Paper 37732, University Library of Munich, Germany.
• Grégory Levieuge & Yannick Lucotte, 2014. "A Simple Empirical Measure of Central Banks' Conservatism," Southern Economic Journal, John Wiley & Sons, vol. 81(2), pages 409-434, October.
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• Nath, Golaka, 2012. "Indian corporate bonds market –an analytical prospective," MPRA Paper 38992, University Library of Munich, Germany.
• Ivan Kitov, 2012. "Why price inflation in developed countries is systematically underestimated," Papers 1206.0450, arXiv.org.
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• Nath, Golaka, 2012. "Estimating term structure changes using principal component analysis in Indian sovereign bond market," MPRA Paper 39229, University Library of Munich, Germany.
• Petreski, Marjan & Jovanovic, Branimir, 2012. "New Approach to Analyzing Monetary Policy in China," MPRA Paper 40497, University Library of Munich, Germany.
• D’Agostino, Antonello & Ehrmann, Michael, 2014. "The pricing of G7 sovereign bond spreads – The times, they are a-changin," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 155-176.
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• Dechert, Andreas, 2012. "Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks," MPRA Paper 41044, University Library of Munich, Germany.
• Ye, Xiaoxia, 2012. "Market expectations of the short rate and the term structure of interest rates: a new perspective from the classic model," MPRA Paper 41093, University Library of Munich, Germany.
• Gabrisch, Hurbert & Orlowski, Lucjan & Pusch, Toralf, 2012. "Sovereign Default Risk in the Euro-Periphery and the Euro-Candidate Countries," Working Papers 2012002, Sacred Heart University, John F. Welch College of Business.
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• Marco, Bianchetti & Mattia, Carlicchi, 2012. "Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR," MPRA Paper 42248, University Library of Munich, Germany.
• Kakarot-Handtke, Egmont, 2012. "Make a bubble, take a free lunch, break a bank," MPRA Paper 42996, University Library of Munich, Germany.
• Antonakakis, Nikolaos, 2012. "Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies' Downgrades," MPRA Paper 43013, University Library of Munich, Germany.
• Muto, Ichiro, 2017. "The role of the reference rate in an interbank market with imperfect information," Global Finance Journal, Elsevier, vol. 34(C), pages 16-31.
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• Jayaraman, T.K. & Choong, Chee-Keong, 2012. "Implications of Excess Liquidity in Fiji’s Banking System: An Empirical Study," MPRA Paper 43505, University Library of Munich, Germany.
• Wang, Di & Zhou, Ang & Wang, Dong, 2012. "The change of the value of the RMB and its influences on China," MPRA Paper 43733, University Library of Munich, Germany.
• Mirdala, Rajmund, 2012. "Interest Rates Determination and Crisis Puzzle (Empirical Evidence from the European Transition Economies)," MPRA Paper 43756, University Library of Munich, Germany.
• Bianchetti, Marco & Carlicchi, Mattia, 2012. "Markets Evolution After the Credit Crunch," MPRA Paper 44023, University Library of Munich, Germany.
• Yun, Tack & Kim, Jinsook & Ko, Eunmi, 2012. "The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models," MPRA Paper 44212, University Library of Munich, Germany.
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• Grégory Levieuge & Yannick Lucotte, 2014. "A Simple Empirical Measure of Central Banks' Conservatism," Southern Economic Journal, John Wiley & Sons, vol. 81(2), pages 409-434, October.
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• Swamy, Vighneswara & S, Sreejesh, 2012. "Financial Instability, Uncertainty and Banks’ Lending Behaviour," MPRA Paper 47518, University Library of Munich, Germany.
• Cebula, Richard & Foley, Maggie, 2012. "Recent Evidence on the Impact of Federal Government Budget Deficits on the Nominal Long Term Mortgage Interest Rate in the U.S," MPRA Paper 53691, University Library of Munich, Germany.
• Tamon Asonuma, 2010. "Serial Default and Debt Renegotiation," 2010 Meeting Papers 169, Society for Economic Dynamics.
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• Jaramillo Franco, Miguel & Serván Lozano, Sergio, 2012. "Modeling exchange rate dynamics in Peru: A cointegration approach using the UIP and PPP," MPRA Paper 70772, University Library of Munich, Germany.
• Johansson, Bo, 2012. "A note on approximating bond returns allowing for both yield change and time passage," MPRA Paper 92607, University Library of Munich, Germany.
• Josef Arlt & Martin Mandel, 2012. "Je možné předpovídat repo sazbu ČNB na základě zpět hledícího měnového pravidla? [Is it Possible to Predict the CNB Repo Rate on the Basis of the Backward-Looking Monetary Rule?]," Politická ekonomie, Prague University of Economics and Business, vol. 2012(4), pages 484-504.
• Breedon, Francis, 2012. "A variance decomposition of index-linked bond returns," Economics Letters, Elsevier, vol. 116(1), pages 49-51.
  • Francis Breedon, 2012. "A Variance Decomposition of Index-Linked Bond Returns," Working Papers 688, Queen Mary University of London, School of Economics and Finance.
• Francis Breedon & Jagjit S. Chadha & Alex Waters, 2012. "The financial market impact of UK quantitative easing," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 28(4), pages 702-728, WINTER.
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  • Francis Breedon & Jagjit S. Chadha & Alex Waters, 2012. "The Financial Market Impact of UK Quantitative Easing," Studies in Economics 1211, School of Economics, University of Kent.
  • Francis Breedon & Jagjit S. Chadha & Alex Water, 2012. "The Financial Market Impact of UK Quantitative Easing," Working Papers 696, Queen Mary University of London, School of Economics and Finance.
• Breedon, Francis, 2012. "A variance decomposition of index-linked bond returns," Economics Letters, Elsevier, vol. 116(1), pages 49-51.
  • Francis Breedon, 2012. "A Variance Decomposition of Index-Linked Bond Returns," Working Papers 688, Queen Mary University of London, School of Economics and Finance.
  • Francis Breedon, 2012. "A Variance Decomposition of Index-Linked Bond Returns," Working Papers 688, Queen Mary University of London, School of Economics and Finance.
• Francis Breedon & Jagjit S. Chadha & Alex Waters, 2012. "The financial market impact of UK quantitative easing," Oxford Review of Economic Policy, Oxford University Press, vol. 28(4), pages 702-728, WINTER.
  • Francis Breedon & Jagjit S Chadha & Alex Waters, 2012. "The financial market impact of UK quantitative easing," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 277-304, Bank for International Settlements.
  • Francis Breedon & Jagjit S. Chadha & Alex Waters, 2012. "The Financial Market Impact of UK Quantitative Easing," Studies in Economics 1211, School of Economics, University of Kent.
  • Francis Breedon & Jagjit S. Chadha & Alex Water, 2012. "The Financial Market Impact of UK Quantitative Easing," Working Papers 696, Queen Mary University of London, School of Economics and Finance.
  • Francis Breedon & Jagjit S. Chadha & Alex Water, 2012. "The Financial Market Impact of UK Quantitative Easing," Working Papers 696, Queen Mary University of London, School of Economics and Finance.
• Vega, Hugo, 2012. "Fricciones financieras y el diferencial de tasas de interés en una economía dolarizada," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 24, pages 9-26.
• Choy, Marylin & Cerna, Jorge, 2012. "Interrelación entre los mercados de derivados y el mercado de bonos soberanos del Perú y su impacto en las tasas de interés," Working Papers 2012-021, Banco Central de Reserva del Perú.
• Peter Aling & Shakill Hassan, 2012. "No-Arbitrage One-Factor Models Of The South African Term Structure Of Interest Rates," South African Journal of Economics, Economic Society of South Africa, vol. 80(3), pages 301-318, September.
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• Francisco Palomino, 2012. "Bond Risk Premiums and Optimal Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 19-40, January.
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• Martin Andreasen, 2012. "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 295-316, July.
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• Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2022. "Sovereign risk and financial risk," Journal of International Economics, Elsevier, vol. 136(C).
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  • Vivian Yue, 2012. "Sovereign Risk and Financial Risk," 2012 Meeting Papers 318, Society for Economic Dynamics.
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  • Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," NBER Working Papers 29501, National Bureau of Economic Research, Inc.
  • Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper 27, Federal Reserve Bank of Atlanta.
  • Vivian Yue & Egon Zakrajsek & Simon Gilchrist, 2013. "Sovereign Risk and Financial Risk," 2013 Meeting Papers 289, Society for Economic Dynamics.
  • Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper 2021-27, Federal Reserve Bank of Atlanta.
• Eric T. Swanson & John C. Williams, 2014. "Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates," American Economic Review, American Economic Association, vol. 104(10), pages 3154-3185, October.
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• Andrés Fernández & Adam Gulan, 2015. "Interest Rates, Leverage, and Business Cycles in Emerging Economies: The Role of Financial Frictions," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(3), pages 153-188, July.
• Andrea Ajello & Luca Benzoni & Olena Chyruk & Stijn Van Nieuwerburgh, 2020. "Core and ‘Crust’: Consumer Prices and the Term Structure of Interest Rates," The Review of Financial Studies, Society for Financial Studies, vol. 33(8), pages 3719-3765.
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• Ramon Marimon & Eva Carceles-Poveda & Arpad Abraham, 2012. "On the optimal design of a Financial Stability Fund," 2012 Meeting Papers 945, Society for Economic Dynamics.
  • Árpád Ábrahám & Eva Cárceles-Poveda & Yan Liu & Ramon Marimon, 2022. "On the optimal design of a financial stability fund," Economics Working Papers 1827, Department of Economics and Business, Universitat Pompeu Fabra.
  • Arpad Abraham & Eva Carceles-Poveda & Yan Liu & Ramon Marimon, 2016. "On the optimal design of a Financial Stability Fund," Department of Economics Working Papers 16-05, Stony Brook University, Department of Economics.
  • Eva Cárceles-Poveda & Yan Liu & Ramon Marimon, 2022. "On the Optimal Design of a Financial Stability Fund," Working Papers 1329, Barcelona School of Economics.
  • Arpad Abraham & Eva Carceles-Poveda & Yan Liu & Ramon Marimon, 2018. "On the optimal design of a Financial Stability Fund," Department of Economics Working Papers 18-06, Stony Brook University, Department of Economics.
• Imen Mohamed Sghaier, 2012. "Taylor Rule and Monetary Policy in Tunisia," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 15(45), pages 143-166, December.
• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012. "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, vol. 105(2), pages 279-310.
  • Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011. "Properties of Foreign Exchange Risk Premiums," CEPR Discussion Papers 8503, C.E.P.R. Discussion Papers.
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• Christopher Martin & Costas Milas, 2012. "Quantitative easing: a sceptical survey," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 28(4), pages 750-764, WINTER.
  • Christopher Martin & Costas Milas, 2012. "Quantitative Easing: a Sceptical Survey," Department of Economics Working Papers 2/12, University of Bath, Department of Economics.
  • Christopher Martin & Costas Milas, 2012. "Quantitative Easing: A Sceptical Survey," Working Paper series 73_12, Rimini Centre for Economic Analysis.
• Das, Udaibir S. & Oliva, Maria A. & Tsuda, Takahiro, 2012. "Sovereign Risk: A Macro-Financial Perspective," ADBI Working Papers 383, Asian Development Bank Institute.
• Szczypińska, Agnieszka, 2012. "Does the halo effect still hold? Implications for the euro-candidates from the analysis of the EA bond market - the crisis perspective," MF Working Papers 15, Ministry of Finance in Poland, revised 29 Aug 2012.
• Belke, Ansgar & Klose, Jens, 2013. "Modifying Taylor reaction functions in the presence of the zero‐lower‐bound — Evidence for the ECB and the Fed," Economic Modelling, Elsevier, vol. 35(C), pages 515-527.
  • Belke, Ansgar & Klose, Jens, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound – Evidence for the ECB and the Fed," Ruhr Economic Papers 343, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Ansgar Belke & Jens Klose, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound – Evidence for the ECB and the Fed," ROME Working Papers 201203, ROME Network.
  • Ansgar Belke & Jens Klose, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound: Evidence for the ECB and the Fed," Discussion Papers of DIW Berlin 1218, DIW Berlin, German Institute for Economic Research.
• Belke, Ansgar & Beckmann, Joscha & Verheyen, Florian, 2013. "Interest rate pass-through in the EMU – New evidence from nonlinear cointegration techniques for fully harmonized data," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 1-24.
  • Belke, Ansgar & Beckmann, Joscha & Verheyen, Florian, 2012. "Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data," Ruhr Economic Papers 350, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Ansgar Belke & Joscha Beckmann & Florian Verheyen, 2012. "Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data," ROME Working Papers 201203, ROME Network.
  • Ansgar Belke & Joscha Beckmann & Florian Verheyen, 2012. "Interest Rate Pass-through in the EMU: New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data," Discussion Papers of DIW Berlin 1223, DIW Berlin, German Institute for Economic Research.
• Mohammed Saiful ISLAM & Mohammad Hasmat ALI, 2012. "Taylor Principle Supplements the Fisher Effect: Empirical Investigation under the US Context," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 15(1), pages 189-203, June.
• Everaert, Gerdie, 2014. "A panel analysis of the fisher effect with an unobserved I(1) world real interest rate," Economic Modelling, Elsevier, vol. 41(C), pages 198-210.
  • G. Everaert, 2012. "A Panel Analysis of the Fisher Effect with an Unobserved I(1) World Real Interest Rate," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/782, Ghent University, Faculty of Economics and Business Administration.
• Ansgar Belke & Jens Klose, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound – Evidence for the ECB and the Fed," Ruhr Economic Papers 0343, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Ansgar Belke & Joscha Beckmann & Florian Verheyen, 2012. "Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data," Ruhr Economic Papers 0350, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Karoline Krätschel & Torsten Schmidt, 2012. "Long-run Trends or Short-run Fluctuations – What Establishes the Correlation between Oil and Food Prices?The Interplay of Standardized Tests and Incentives – An Econometric Analysis with Data from PIS," Ruhr Economic Papers 0357, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Mohamed Z. M. Aazim & N. S. Cooray, 2012. "Monetary Policy and Yield Curve Dynamics in an Emerging Market: Sri Lankan Perspectives," South Asian Journal of Macroeconomics and Public Finance, , vol. 1(1), pages 25-56, June.
• Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2012. "Fiscal policy and learning," Research Discussion Papers 5/2012, Bank of Finland.
  • Kaushik Mitra & George W. Evans & Seppo Honkapohja, 2012. "Fiscal Policy and Learning," CDMA Working Paper Series 201202, Centre for Dynamic Macroeconomic Analysis, revised 18 Jun 2013.
  • Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2012. "Fiscal Policy and Learning," CEPR Discussion Papers 8891, C.E.P.R. Discussion Papers.
  • Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2012. "Fiscal Policy and Learning," SIRE Discussion Papers 2012-10, Scottish Institute for Research in Economics (SIRE).
• Evans, George W. & Mitra, Kaushik, 2013. "E-stability in the stochastic Ramsey model," Economics Letters, Elsevier, vol. 118(2), pages 407-410.
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• Damjanovic, Vladislav, 2013. "Endogenous risk in monopolistic competition," Economics Letters, Elsevier, vol. 120(2), pages 220-223.
  • Vladislav Damjanovic, 2012. "Endogeneous Risk in Monopolistic Competition," Discussion Papers 1208, University of Exeter, Department of Economics.
  • Vladislav Damjanovic, 2012. "Endogeneous Risk in Monopolistic Competition," CDMA Working Paper Series 201210, Centre for Dynamic Macroeconomic Analysis.
• Giuseppe Ciccarone & Francesco Giuli & Danilo Liberati, 2012. "The effects of monetary policy shocks in credit and labor markets with search and matching frictions," Working Papers in Public Economics 151, Department of Economics and Law, Sapienza University of Roma.
• Sébastien Kraenzlin & Martin Schlegel, 2012. "Demand for Reserves and the Central Bank's Management of Interest Rates," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 148(IV), pages 531-555, December.
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• Jakub Borowski & Adam Czerniak, 2012. "Determinanty polityki pieniężnej Ludowego Banku Chin," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1-2, pages 97-116.
• Andrzej Jędruchniewicz, 2012. "Produkcja we wzrostowej fazie cyklu koniunkturalnego w Polsce," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 10, pages 73-95.
• Gabrisch, Hubert & Orlowski, Lucjan T. & Pusch, Toralf, 2012. "Sovereign default Risk in the Euro-Periphery and the Euro-Candidate Countries," MPRA Paper 41265, University Library of Munich, Germany.
  • Gabrisch, Hurbert & Orlowski, Lucjan & Pusch, Toralf, 2012. "Sovereign Default Risk in the Euro-Periphery and the Euro-Candidate Countries," Working Papers 2012002, Sacred Heart University, John F. Welch College of Business.
• Signe Krogstrup & Samuel Reynard & Barbara Sutter, 2012. "Liquidity Effects of Quantitative Easing on Long-Term Interest Rates," Working Papers 2012-02, Swiss National Bank.
• Jean Barthélemy & Magali Marx, 2012. "Generalizing the Taylor Principle: New Comment," SciencePo Working papers Main hal-03461113, HAL.
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  • Barthélemy, J. & Marx, M., 2012. "Generalizing the Taylor Principle: New Comment," Working papers 403, Banque de France.
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• Philippe Weil, 2008. "Overlapping Generations: The First Jubilee," Journal of Economic Perspectives, American Economic Association, vol. 22(4), pages 115-134, Fall.
  • Philippe Weil, 2008. "Overlapping Generations: the First Jubilee," Post-Print hal-01022015, HAL.
  • Philippe Weil, 2008. "Overlapping Generations: the First Jubilee," Sciences Po publications info:hdl:2441/8712, Sciences Po.
  • Philippe Weil, 2008. "Overlapping generations: the first jubilee," ULB Institutional Repository 2013/13430, ULB -- Universite Libre de Bruxelles.
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• Periklis Gogas & Ioannis Pragidis, 2012. "GDP trend deviations and the yield spread: the case of eight E.U. countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(1), pages 226-237, January.
• Hans Dewachter & Romain Houssa & Priscilla Toffano, 2012. "Spatial propagation of macroeconomic shocks in Europe," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 148(2), pages 377-402, June.
  • Romain Houssa, 2010. "Spatial Propagation of Macroeconomic Shocks in Europe," Working Papers 1009, University of Namur, Department of Economics.
  • Hans DEWACHTER & Romain HOUSSA & Priscilla TOFFANO, 2010. "Spatial propagation of macroeconomic shocks in Europe," Working Papers of Department of Economics, Leuven ces10.12, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Guido Zimmermann & Florian Baier, 2012. "Financial Repression — Ein neues Umfeld für die Finanzmärkte?," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 92(9), pages 599-604, September.
• Rajmund MIRDALA, 2012. "Interest Rates Determination And Crisis Puzzle (Empirical Evidence From The European Transition Economies)," Journal of Applied Economic Sciences Quarterly, ASERS Publishing, vol. 0(4), pages 418-436, December.
  • Mirdala, Rajmund, 2012. "Interest Rates Determination and Crisis Puzzle (Empirical Evidence from the European Transition Economies)," MPRA Paper 43756, University Library of Munich, Germany.
• Hungnes Håvard, 2015. "Testing for co-nonlinearity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 339-353, June.
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• Tom Holden & Michael Paetz, 2012. "Efficient Simulation of DSGE Models with Inequality Constraints," Quantitative Macroeconomics Working Papers 21207b, Hamburg University, Department of Economics.
  • Tom Holden & Michael Paetz, 2012. "Efficient simulation of DSGE models with inequality constraints," School of Economics Discussion Papers 1612, School of Economics, University of Surrey.
• Enzo Weber & Jürgen Wolters, 2012. "The US term structure and central bank policy," Applied Economics Letters, Taylor & Francis Journals, vol. 19(1), pages 41-45, January.
  • Weber, Enzo & Wolters, Jürgen, 2009. "The US Term Structure and Central Bank Policy," University of Regensburg Working Papers in Business, Economics and Management Information Systems 436, University of Regensburg, Department of Economics.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2012. "Fractional cointegration in US term spreads," Applied Economics Letters, Taylor & Francis Journals, vol. 19(5), pages 431-434, March.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Fractional Cointegration in US Term Spreads," Discussion Papers of DIW Berlin 981, DIW Berlin, German Institute for Economic Research.
• Chiara Peroni, 2012. "Testing linearity in term structures," Applied Financial Economics, Taylor & Francis Journals, vol. 22(8), pages 651-666, April.
  • Peroni, Chiara, 2009. "Testing Linearity in Term Structures," MPRA Paper 16471, University Library of Munich, Germany.
  • Chiara PERONI, 2010. "Testing Linearity in Term Structures," EcoMod2010 259600130, EcoMod.
• Murat Duran & Doruk Kucuksarac, 2012. "Are Swap and Bond Markets Alternatives to Each Other in Turkey?," Working Papers 1223, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Hans J. Blommestein, 2012. "The Debate over Sovereign Risk, Safe Assets, and the Risk-Free Rate: What are the Implications for Sovereign Issuers?," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 1(3), pages 55-70, September.
• Masagus M. Ridhwan & Henri L.F. de Groot & Piet Rietveld & Peter Nijkamp, 2012. "Regional Interest Rate Variations: Evidence from the Indonesian Credit Markets," Tinbergen Institute Discussion Papers 12-073/3, Tinbergen Institute.
• Dick Dijk & Siem Jan Koopman & Michel Wel & Jonathan H. Wright, 2014. "Forecasting interest rates with shifting endpoints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 693-712, August.
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• Bonner, C. & Eijffinger, S.C.W., 2012. "The Impact of the LCR on the Interbank Money Market," Other publications TiSEM 62237388-9a7c-458c-8608-9, Tilburg University, School of Economics and Management.
  • Bonner, C. & Eijffinger, S.C.W., 2012. "The Impact of the LCR on the Interbank Money Market," Discussion Paper 2012-075, Tilburg University, Center for Economic Research.
  • Bonner, C. & Eijffinger, S.C.W., 2012. "The Impact of the LCR on the Interbank Money Market," Other publications TiSEM 26967e4e-cba5-41be-b205-2, Tilburg University, School of Economics and Management.
• Adam Waszkowski, 2012. "The Monetary Transmission Mechanism In Polish Economy," Oeconomia Copernicana, Polskie Towarzystwo Ekonomiczne Oddzial w Toruniu, Wydzial Nauk Ekonomicznych i Zarzadzania UMK, vol. 3(3), pages 21-35, September.
• Hamid Beladi & Edgar Ghossoub, 2012. "Central Bank Liquidity Provision and Financial Sector Competition This paper presents a general equilibrium production economy where money is essential and financial intermediaries provide important e," Working Papers 0002, College of Business, University of Texas at San Antonio.
• Gollier, Christian, 2012. "Asset pricing with uncertain betas: A long-term perspective," IDEI Working Papers 752, Institut d'Économie Industrielle (IDEI), Toulouse.
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• Gollier, Christian, 2016. "Evaluation of long-dated assets: The role of parameter uncertainty," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 66-83.
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• Will Devlin & Deepika Patwardhan, 2012. "Measuring market inflation expectations," Economic Roundup, The Treasury, Australian Government, issue 2, pages 5-17, August.
• Diewert, Erwin & Yu, Emily, 2012. "A Canadian Business Sector Data Base and New Estimates of Canadian TFP Growth," Economics working papers erwin_diewert-2012-29, Vancouver School of Economics, revised 27 Nov 2012.
• Chang, Chia-Lin & Chen, Li-Hsueh & Hammoudeh, Shawkat & McAleer, Michael, 2012. "Asymmetric adjustments in the ethanol and grains markets," Energy Economics, Elsevier, vol. 34(6), pages 1990-2002.
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• Marcin Jaskowski & Michael McAleer, 2012. "Estimating implied recovery rates from the term structure of CDS spreads," KIER Working Papers 836, Kyoto University, Institute of Economic Research.
  • Marcin Jaskowski & Michael McAleer, 2013. "Estimating Implied Recovery Rates from the Term Structure of CDS Spreads," Tinbergen Institute Discussion Papers 13-005/III, Tinbergen Institute.
  • Marcin Jaskowski & Michael McAleer, 2012. "Estimating Implied Recovery Rates from the Term Structure of CDS Spreads," Documentos de Trabajo del ICAE 2012-28, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Klaus Adam & Pei Kuang & Albert Marcet, 2012. "House Price Booms and the Current Account," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 77-122.
  • Klaus Adam & Pei Kuang & Albert Marcet, 2011. "House Price Booms and the Current Account," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 77-122, National Bureau of Economic Research, Inc.
  • Klaus Adam & Pei Kuang & Albert Marcet, 2011. "House Price Booms and the Current Account," CEP Discussion Papers dp1064, Centre for Economic Performance, LSE.
  • Klaus Adam & Pei Kuang & Albert Marcet, 2011. "House Price Booms and the Current Account," NBER Working Papers 17224, National Bureau of Economic Research, Inc.
• Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò, 2012. "Risk, Monetary Policy, and the Exchange Rate," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 247-309.
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  • Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò, 2011. "Risk, Monetary Policy and the Exchange Rate," NBER Working Papers 17133, National Bureau of Economic Research, Inc.
• Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2012. "Purchasing Power Parity between the UK and the Euro Area," Working Papers 1208, University of Nevada, Las Vegas , Department of Economics.
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• Constantino Hevia & Martin Gonzalez‐Rozada & Martin Sola & Fabio Spagnolo, 2015. "Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 987-1009, September.
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• Rofikoh Rokhim & Yinylia Rusli, 2012. "Macro economics factors and bank lending behaviour in Indonesia," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 4(2), pages 153-162, April.
• Francis Breedon & Jagjit S. Chadha & Alex Waters, 2012. "The financial market impact of UK quantitative easing," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 28(4), pages 702-728, WINTER.
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  • Francis Breedon & Jagjit S. Chadha & Alex Water, 2012. "The Financial Market Impact of UK Quantitative Easing," Working Papers 696, Queen Mary University of London, School of Economics and Finance.
  • Francis Breedon & Jagjit S. Chadha & Alex Waters, 2012. "The Financial Market Impact of UK Quantitative Easing," Studies in Economics 1211, School of Economics, University of Kent.
• Hasan Cömert, 2012. "Decoupling between the Federal Funds Rate and Long-term Interest Rates: Decreasing Effectiveness of Monetary Policy in the U.S," Working Papers wp295, Political Economy Research Institute, University of Massachusetts at Amherst.
• Jean-Bernard Chatelain & Bruno Tinel & Karim Azizi & Nicolas Canry, 2012. "Are the No-Ponzi Game and the Transversality Conditions Relevant for Public Debt? A Keynesian Appraisal," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00686788, HAL.
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  • Jean-Bernard Chatelain & Bruno Tinel & Karim Azizi & Nicolas Canry, 2012. "Are the No-Ponzi Game and the Transversality Conditions Relevant for Public Debt? A Keynesian Appraisal," PSE-Ecole d'économie de Paris (Postprint) hal-00686788, HAL.
  • Jean-Bernard Chatelain & Bruno Tinel & Karim Azizi & Nicolas Canry, 2012. "Are the No-Ponzi Game and the Transversality Conditions Relevant for Public Debt? A Keynesian Appraisal," Post-Print hal-00686788, HAL.
• Abbas Valadkhani & Sajid Anwar, 2012. "Modelling Australia's Retail Mortgage Rate," Economics Working Papers wp12-01, School of Economics, University of Wollongong, NSW, Australia.
• Abbas Valadkhani & Sajid Anwar & Amir Arjonandi, 2012. "How to capture the full extent of price stickiness in credit card interest rates?," Economics Working Papers wp12-02, School of Economics, University of Wollongong, NSW, Australia.
• Calcagnini, Giorgio & Farabullini, Fabio & Giombini, Germana, 2012. "The impact of the recent financial crisis on bank loan interest rates and guarantees," MPRA Paper 36682, University Library of Munich, Germany.
  • Giorgio Calcagnini & Fabio Farabullini & Germana Giombini, 2012. "The impact of the recent financial crisis on bank loan interest rates and guarantees," Working Papers 1202, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2012.
• Giorgio Calcagnini & Germana Giombini & Elisa Lenti, 2012. "Gender differences in bank loan access," Working Papers 1212, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2012.
• Mirkov, Nikola, 2012. "International Financial Transmission of the US Monetary Policy: An Empirical Assessment," Working Papers on Finance 1201, University of St. Gallen, School of Finance.
• Mirkov, Nikola & Sutter, Barbara, 2012. "Central Bank Reserves and the Yield Curve at the ZLB," Working Papers on Finance 1208, University of St. Gallen, School of Finance.
• Giuseppe Garofalo, 2012. "Interest rate in an "econom-ethic" perspective," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 120(4), pages 399-412.
• Radulescu, Andrei, 2012. "The Public Debt Of Countries From Euro Zone. The Snowball Effect," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 16(3), pages 95-103.
• Vilimir Yordanov, 2012. "The Bulgarian Foreign and Domestic Debt ??? A No-Arbitrage Macrofinancial View," William Davidson Institute Working Papers Series wp1032, William Davidson Institute at the University of Michigan.
• Lucian-Liviu Albu, 2012. "Quantifying The Impact Of Current Crisis On The Convergence In Eu And Post-Crisis Scenarios," ERSA conference papers ersa12p433, European Regional Science Association.
• René Garcia & Richard Luger, 2012. "Risk aversion, intertemporal substitution, and the term structure of interest rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 1013-1036, September.
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• Carlo A. Favero & Linlin Niu & Luca Sala, 2012. "Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(2), pages 124-156, March.
  • Carlo A. Favero & Linlin Niu & Luca Sala, 2013. "Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Luis Gil‐Alana & Antonio Moreno & Fernando Pérez de Gracia, 2012. "Exploring Survey‐Based Inflation Forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(6), pages 524-539, September.
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• George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2012. "Does Ricardian Equivalence Hold When Expectations Are Not Rational?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1259-1283, October.
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  • George W. Evans & Seppo Honkapohja, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," University of Oregon Economics Department Working Papers 2010-3, University of Oregon Economics Department.
  • Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," SIRE Discussion Papers 2010-73, Scottish Institute for Research in Economics (SIRE).
  • Evans, George W. & Honkapohja, Seppo & Kaushik, Mitra, 2010. "Does Ricardian Equivalence hold when expectations are not rational?," Bank of Finland Research Discussion Papers 13/2010, Bank of Finland.
  • Honkapohja, Seppo & Evans, George W. & Mitra, Kaushik, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," CEPR Discussion Papers 7792, C.E.P.R. Discussion Papers.
• James D. Hamilton & Jing Cynthia Wu, 2012. "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 3-46, February.
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• Maria Drozdowicz-Bieć, 2012. "Koszty w cyklu koniunktury [Costs in a Business Cycle]," Prace i Materiały, Instytut Rozwoju Gospodarczego (SGH), vol. 90(3), pages 67-95.
• Alfred A. Haug, 2014. "On real interest rate persistence: the role of breaks," Applied Economics, Taylor & Francis Journals, vol. 46(10), pages 1058-1066, April.
  • Alfred Haug, 2012. "On real interest rate persistence: the role of breaks," Working Papers 65, Department of Applied Econometrics, Warsaw School of Economics.
  • Alfred A. Haug, 2013. "On Real Interest Rate Persistence: The Role of Breaks," Working Papers 1303, University of Otago, Department of Economics, revised Jan 2013.
• Geoffrey Poitras, 2013. "Partial Immunization Bounds And Non-Parallel Term Structure Shifts," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 1-27.
• Hrushikesh Mallick, 2012. "Inflow Of Remittances And Private Investment In India," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(01), pages 1-22.
• Hrushikesh Mallick, 2012. "Inflow Of Remittances And Private Investment In India," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(01), pages 1-22.
• Hyeong Ho Moon & Tae-Hwan Kim & Seongho Nah, 2012. "On measuring the nonlinear effect of interest rates on inflation and output," Working papers 2013rwp-53, Yonsei University, Yonsei Economics Research Institute.
• Osama D. Sweidan, 2012. "Deposit Rate and Lending Rate in Jordan, Which leads Which? A Cointegration Analysis," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 15(1), pages 37-48, May.
• Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2012. "Fiscal Policy and Learning," SIRE Discussion Papers 2012-10, Scottish Institute for Research in Economics (SIRE).
  • Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2012. "Fiscal policy and learning," Bank of Finland Research Discussion Papers 5/2012, Bank of Finland.
  • Honkapohja, Seppo & Evans, George W. & Mitra, Kaushik, 2012. "Fiscal Policy and Learning," CEPR Discussion Papers 8891, C.E.P.R. Discussion Papers.
• Abbassi, Puriya & Linzert, Tobias, 2012. "The effectiveness of monetary policy in steering money market rates during the financial crisis," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 945-954.
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• Halberstadt, Arne & Stapf, Jelena, 2012. "An affine multifactor model with macro factors for the German term structure: Changing results during the recent crises," Discussion Papers 25/2012, Deutsche Bundesbank.
• Freydorf, Christoph & Kimmich, Christian & Koudela, Thomas & Schuster, Ludwig & Wenzlaff, Ferdinand, 2012. "Wachstumszwänge in der Geldwirtschaft. Zwischenbericht der Wissenschaftlichen Arbeitsgruppe nachhaltiges Geld," EconStor Preprints 142471, ZBW - Leibniz Information Centre for Economics.
• Wenzlaff, Ferdinand & Kimmich, Christian & Koudela, Thomas & Richters, Oliver & Freydorf, Christoph & Schuster, Ludwig, 2012. "Wachstumszwang in der Geldwirtschaft? Theoretische Erwägungen," EconStor Research Reports 237053, ZBW - Leibniz Information Centre for Economics.
• Dick, Christian D. & Knobloch, Michael & Al-Umaray, Kerim S. & Jaroszek, Lena & Schröder, Michael & Tiffe, Achim, 2012. "Studie zu Dispozinsen / Ratenkrediten - Forschungsvorhaben zur Bereitstellung wissenschaftlicher Entscheidungshilfe für das Bundesministerium für Ernährung, Landwirtschaft und Verbraucherschutz (BMELV," EconStor Research Reports 65418, ZBW - Leibniz Information Centre for Economics.
• Lancastle, Neil, 2012. "Circuit theory extended: The role of speculation in crises," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-27.
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• Lancastle, Neil, 2012. "Circuit theory extended: The role of speculation in crises," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-27.
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• Belke, Ansgar & Klose, Jens, 2013. "Modifying Taylor reaction functions in the presence of the zero‐lower‐bound — Evidence for the ECB and the Fed," Economic Modelling, Elsevier, vol. 35(C), pages 515-527.
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  • Belke, Ansgar & Klose, Jens, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound – Evidence for the ECB and the Fed," Ruhr Economic Papers 343, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
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• Belke, Ansgar & Beckmann, Joscha & Verheyen, Florian, 2013. "Interest rate pass-through in the EMU – New evidence from nonlinear cointegration techniques for fully harmonized data," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 1-24.
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• Krätschell, Karoline & Schmidt, Torsten, 2012. "Long-run Trends or Short-run Fluctuations – What Establishes the Correlation between Oil and Food Prices?The Interplay of Standardized Tests and Incentives – An Econometric Analysis with Data from PIS," Ruhr Economic Papers 357, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Cathy Chen & Wolfgang Härdle, 2015. "Common factors in credit defaults swap markets," Computational Statistics, Springer, vol. 30(3), pages 845-863, September.
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• Hasan Doluca & Malte Hübner & Dominik Rumpf & Benjamin Weigert, 2013. "The European Redemption Pact. An illustrative guide," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 341-367.
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• Schmid, Kai Daniel & Schmidt, Michael, 2012. "EMU, the changing role of public debt and the revival of sovereign credit risk perception," University of Tübingen Working Papers in Business and Economics 48, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
• Gareis, Johannes & Mayer, Eric, 2012. "Euler equations and money market interest rates: The role of monetary and risk premium shocks," W.E.P. - Würzburg Economic Papers 89, University of Würzburg, Department of Economics.
• Glenn D. Rudebusch & Eric T. Swanson, 2012. "The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 105-143, January.
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• Anil K. Kashyap & Jeremy C. Stein, 2012. "The Optimal Conduct of Monetary Policy with Interest on Reserves," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 266-282, January.
• Olivier Coibion, 2012. "Are the Effects of Monetary Policy Shocks Big or Small?," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(2), pages 1-32, April.
  • Olivier Coibion, 2011. "Are the effects of monetary policy shocks big or small?," Working Papers 90, Department of Economics, College of William and Mary.
  • Olivier Coibion, 2011. "Are the Effects of Monetary Policy Shocks Big or Small?," NBER Working Papers 17034, National Bureau of Economic Research, Inc.
• Olivier Coibion & Yuriy Gorodnichenko, 2012. "Why Are Target Interest Rate Changes So Persistent?," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(4), pages 126-162, October.
  • Olivier Coibion & Yuriy Gorodnichenko, 2011. "Why Are Target Interest Rate Changes So Persistent?," NBER Working Papers 16707, National Bureau of Economic Research, Inc.
  • Olivier Coibion & Yuriy Gorodnichenko, 2011. "Why are target interest rate changes so persistent?," Working Papers 106, Department of Economics, College of William and Mary.
• Refet S. Gürkaynak & Jonathan H. Wright, 2012. "Macroeconomics and the Term Structure," Journal of Economic Literature, American Economic Association, vol. 50(2), pages 331-367, June.
  • Wright, Jonathan & Gürkaynak, Refet, 2010. "Macroeconomics and the Term Structure," CEPR Discussion Papers 8018, C.E.P.R. Discussion Papers.
• Robert W. Dimand & Rebeca Gomez Betancourt, 2012. "Retrospectives: Irving Fisher's Appreciation and Interest (1896) and the Fisher Relation," Journal of Economic Perspectives, American Economic Association, vol. 26(4), pages 185-196, Fall.
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• Coralia Emilia Popa, 2012. "The Reference Interest Rate And It’S Role In Economy," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 3(40), pages 165-170.
• Dewachter, Hans & Iania, Leonardo, 2011. "An Extended Macro-Finance Model with Financial Factors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(6), pages 1893-1916, December.
  • Dewachter, Hans & Iania, Leonardo, 2009. "An Extended Macro-Finance Model with Financial Factors," MPRA Paper 17634, University Library of Munich, Germany.
  • Dewachter, Hans & Iania, Leonardo, 2012. "An Extended Macro-Finance Model with Financial Factors," LIDAM Reprints LFIN 2012001, Université catholique de Louvain, Louvain Finance (LFIN).
  • Dewachter, Hans & Iania, Leonardo, 2009. "An Extended Macro-Finance Model with Financial Factors," MPRA Paper 18840, University Library of Munich, Germany.
  • Hans DEWACHTER & Leonardo IANIA, 2009. "An extended macro-finance model with financial factors," Working Papers of Department of Economics, Leuven ces09.19, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Hans Dewachter & Leonardo Iania, 2010. "An Extended Macro-Finance Model with Financial Factors," CESifo Working Paper Series 2950, CESifo.
• Assenza, Tiziana & Delli Gatti, Domenico, 2013. "E Pluribus Unum: Macroeconomic modelling for multi-agent economies," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1659-1682.
  • Tiziana Assenza & Domenico Delli Gatti, 2012. "E Pluribus Unum: Macroeconomic Modelling for Multi-agent Economies," GREDEG Working Papers 2012-08, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  • Assenza, T. & Delli Gatti, D., 2012. "E Pluribus Unum: Macroeconomic Modelling for Multi-agent Economies," CeNDEF Working Papers 12-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• DE CEUSTER, Marc J.K. & LI, Jie & ZHANG, Hairui, 2012. "Did federal funds target rate changes affect the market value of insurance companies?," Working Papers 2012027, University of Antwerp, Faculty of Business and Economics.
• Peter Claeys & Borek Vašícek, 2012. "“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”," IREA Working Papers 201219, University of Barcelona, Research Institute of Applied Economics, revised Nov 2012.
  • Peter Claeys & Borek Vašícek, 2012. "“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”," AQR Working Papers 201209, University of Barcelona, Regional Quantitative Analysis Group, revised Nov 2012.
  • Peter Claeys & Borek Vasicek, 2012. "Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News," Working Papers 2012/07, Czech National Bank.
• Marco, Bianchetti, 2011. "The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management," MPRA Paper 42247, University Library of Munich, Germany, revised 27 Oct 2012.
  • Marco Bianchetti, 2012. "The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management," Papers 1210.7329, arXiv.org.
• Komijani, Akbar & Alinejad-Mehrabani, Farhad, 2012. "Evaluating the Effectiveness of Monetary Transmission Channels on Production and Inflation besides Analyzing their Relative Importance in Iran’s Economy (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, vol. 17(2), pages 39-63, August.
• Conrad, Christian & Zumbach, Klaus Ulrich, 2016. "The effect of political communication on European financial markets during the sovereign debt crisis," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 209-214.
  • Conrad, Christian & Zumbach, Klaus Ulrich, 2012. "The Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis," Working Papers 0536, University of Heidelberg, Department of Economics.
• Mark Burgin & Gunter Meissner, 2012. "Larger than One Probabilities in Mathematical and Practical Finance," Review of Economics & Finance, Better Advances Press, Canada, vol. 2, pages 1-13, November.
• Yunus Aksoy & Henrique S. Basso, 2014. "Liquidity, Term Spreads and Monetary Policy," Economic Journal, Royal Economic Society, vol. 124(581), pages 1234-1278, December.
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  • Yunus Aksoy & Henriqu S Basso, 2012. "Liquidity, Term Spreads and Monetary Policy," Birkbeck Working Papers in Economics and Finance 1211, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Yunus Aksoy & Henrique S. Basso, 2012. "Liquidity, Term Spreads and Monetary Policy," CESifo Working Paper Series 3988, CESifo.
• Bruno Feunou & Jean-Sébastien Fontaine, 2012. "Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields," Staff Working Papers 12-37, Bank of Canada.
• Jean-Sébastien Fontaine, 2012. "Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy," Staff Working Papers 12-41, Bank of Canada.
• Gregory Bauer & Antonio Diez de los Rios, 2012. "An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks," Staff Working Papers 12-5, Bank of Canada.
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• Yunus Aksoy & Henrique S. Basso, 2014. "Liquidity, Term Spreads and Monetary Policy," Economic Journal, Royal Economic Society, vol. 124(581), pages 1234-1278, December.
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• Antonio Di Cesare & Giuseppe Grande & Michele Manna & Marco Taboga, 2012. "Recent estimates of sovereign risk premia for euro-area countries," Questioni di Economia e Finanza (Occasional Papers) 128, Bank of Italy, Economic Research and International Relations Area.
• Hernando Vargas & Andrés Gonzalez & Ignacio Lozano, 2012. "Macroeconomic effects of structural fiscal policy changes in Colombia," BIS Papers chapters, in: Bank for International Settlements (ed.), Fiscal policy, public debt and monetary policy in emerging market economies, volume 67, pages 119-160, Bank for International Settlements.
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• Andrés Felipe Londono & Jorge Andrés Tamayo & Carlos Alberto Velásquez, 2012. "Dinámica de la política monetaria e inflación objetivo en Colombia: una aproximación FAVAR," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 30(68), pages 14-71, June.
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• Egberto Alexander Riveros Saavedra, 2012. "¿Responde el Banco de la República a los movimientos en la tasa de cambio real?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 30(69), pages 150-194, December.
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• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013. "How Do Anticipated Changes to Short‐Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1375-1414, October.
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• Gilbert Cette & Marielle de Jong, 2013. "Breakeven inflation rates and their puzzling correlation relationships," Applied Economics, Taylor & Francis Journals, vol. 45(18), pages 2579-2585, June.
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• Renne Jean-Paul, 2017. "A model of the euro-area yield curve with discrete policy rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(1), pages 99-116, February.
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• Jean Barthélemy & Magali Marx, 2012. "Generalizing the Taylor Principle: New Comment," SciencePo Working papers Main hal-03461113, HAL.
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• Andrade, P. & Ghysels, E. & Idier, J., 2012. "Tails of Inflation Forecasts and Tales of Monetary Policy," Working papers 407, Banque de France.
• Kristoffer Nimark, 2009. "Speculative dynamics in the term structure of interest rates," Economics Working Papers 1194, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2012.
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• Morten L Bech & Yvan Lengwiler, 2012. "The financial crisis and the changing dynamics of the yield curve," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 257-276, Bank for International Settlements.
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• Francis Breedon & Jagjit S. Chadha & Alex Waters, 2012. "The financial market impact of UK quantitative easing," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 28(4), pages 702-728, WINTER.
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  • Francis Breedon & Jagjit S. Chadha & Alex Waters, 2012. "The Financial Market Impact of UK Quantitative Easing," Studies in Economics 1211, School of Economics, University of Kent.
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• Aaron Mehrotra, 2012. "On the use of sterilisation bonds in emerging Asia," BIS Papers chapters, in: Bank for International Settlements (ed.), Are central bank balance sheets in Asia too large?, volume 66, pages 111-131, Bank for International Settlements.
  • Mehrotra, Aaron, 2013. "On the use of sterilisation bonds in emerging Asia," BOFIT Discussion Papers 1/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
• Hernando Vargas & Andrés Gonzalez & Ignacio Lozano, 2012. "Macroeconomic effects of structural fiscal policy changes in Colombia," BIS Papers chapters, in: Bank for International Settlements (ed.), Fiscal policy, public debt and monetary policy in emerging market economies, volume 67, pages 119-160, Bank for International Settlements.
  • Hernando Vargas & Andrés González & Ignacio Lozano, 2012. "Macroeconomic Effects of Structural Fiscal Policy Changes in Colombia," Borradores de Economia 9314, Banco de la Republica.
  • Hernando Vargas & Andrés González & Ignacio Lozano, 2012. "Macroeconomic Effects of Structural Fiscal Policy Changes in Colombia," Borradores de Economia 691, Banco de la Republica de Colombia.
• Elod Takáts, 2012. "Countercyclical policies in emerging markets," BIS Quarterly Review, Bank for International Settlements, June.
• Boris Hofmann & Bilyana Bogdanova, 2012. "Taylor rules and monetary policy: a global "Great Deviation"?," BIS Quarterly Review, Bank for International Settlements, September.
• Morten Bech & Todd Keister, 2012. "On the liquidity coverage ratio and monetary policy implementation," BIS Quarterly Review, Bank for International Settlements, December.
• Miyajima, Ken & Mohanty, M.S. & Chan, Tracy, 2015. "Emerging market local currency bonds: Diversification and stability," Emerging Markets Review, Elsevier, vol. 22(C), pages 126-139.
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• Oren Levintal, 2012. "Equity Capital, Bankruptcy Risk and the Liquidity Trap," Working Papers 2012-07, Bar-Ilan University, Department of Economics.
• Gerardo Licandro & Miguel Mello, 2012. "Cambios recientes en la transmisión de la tasa de política monetaria a la estructura de tasas en Uruguay," Documentos de trabajo 2012014, Banco Central del Uruguay.
• Peter Hördahl & Oreste Tristani, 2012. "Inflation Risk Premia In The Term Structure Of Interest Rates," Journal of the European Economic Association, European Economic Association, vol. 10(3), pages 634-657, May.
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• Peter Aling & Shakill Hassan, 2012. "No-Arbitrage One-Factor Models Of The South African Term Structure Of Interest Rates," South African Journal of Economics, Economic Society of South Africa, vol. 80(3), pages 301-318, September.
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• Arvid Raknerud & Bjørn Helge Vatne, 2012. "The relation between banks' funding costs, retail rates and loan volumes: An analysis of Norwegian bank micro data," Working Paper 2012/17, Norges Bank.
• Michael A.S. Joyce & Matthew Tong, 2012. "QE and the Gilt Market: a Disaggregated Analysis," Economic Journal, Royal Economic Society, vol. 122(564), pages 348-384, November.
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• Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2012. "Fiscal Policy and Learning," CEPR Discussion Papers 8891, C.E.P.R. Discussion Papers.
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• Adam Gulan & Andres Fernandez, 2012. "Interest Rates and Business Cycles in Emerging Economies.The Role of Financial Frictions," 2012 Meeting Papers 849, Society for Economic Dynamics.
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• Muto, Ichiro, 2017. "The role of the reference rate in an interbank market with imperfect information," Global Finance Journal, Elsevier, vol. 34(C), pages 16-31.
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• Ikeda, Daisuke & Saito, Masashi, 2014. "The effects of demographic changes on the real interest rate in Japan," Japan and the World Economy, Elsevier, vol. 32(C), pages 37-48.
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• Kyu Ho Kang, 2012. "Structural Break in the Term Structure of the Korean Government Bond Yields (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 18(2), pages 29-52, June.
• M. Marzo & P. Zagaglia, 2012. "Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy," Working Papers wp821, Dipartimento Scienze Economiche, Universita' di Bologna.
• M. Falagiarda & M. Marzo, 2012. "A DSGE model with Endogenous Term Structure," Working Papers wp830, Dipartimento Scienze Economiche, Universita' di Bologna.
• Yüksel, Ebru & Metin-Ozcan, Kivilcim & Hatipoglu, Ozan, 2013. "A survey on time-varying parameter Taylor rule: A model modified with interest rate pass-through," Economic Systems, Elsevier, vol. 37(1), pages 122-134.
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• Morten L Bech & Yvan Lengwiler, 2012. "The financial crisis and the changing dynamics of the yield curve," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 257-276, Bank for International Settlements.
  • Bech, Morten L. & Lengwiler, Yvan, 2012. "The Financial Crisis and the Changing Dynamics of the Yield Curve," Working papers 2012/06, Faculty of Business and Economics - University of Basel.
• Richard W. Evans, 2012. "Determinants of Short-term Consumer Lending Interest Rates," BYU Macroeconomics and Computational Laboratory Working Paper Series 2012-07, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
• Miguel Casares & Jean-Christophe Poutineau, 2012. "Investissement, contraintes financières et fluctuations macroéconomiques," Revue économique, Presses de Sciences-Po, vol. 63(5), pages 935-951.
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• Jean-Jacques Durand & Georges Prat, 2012. "Fisher, Macaulay et Allais face au “paradoxe de Gibson”," Recherches économiques de Louvain, De Boeck Université, vol. 78(2), pages 75-105.
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• Ritz, Robert A. & Walther, Ansgar, 2015. "How do banks respond to increased funding uncertainty?," Journal of Financial Intermediation, Elsevier, vol. 24(3), pages 386-410.
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  • Ritz, R. A., 2012. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics 1213, Faculty of Economics, University of Cambridge.
• Corrado, L. & Holly, S. & Raissi, M., 2012. "Persistent Habits, optimal Monetary Policy Inertia and Interest Rate Smoothing," Cambridge Working Papers in Economics 1247, Faculty of Economics, University of Cambridge.
• Ceri Davies & Max Gillman & Michal Kejak, 2012. "Deriving the Taylor Principle when the Central Bank Supplies Money," CEU Working Papers 2012_13, Department of Economics, Central European University, revised 23 Jul 2012.
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• Alan J. Auerbach & Maurice Obstfeld, 2005. "The Case for Open-Market Purchases in a Liquidity Trap," American Economic Review, American Economic Association, vol. 95(1), pages 110-137, March.
  • Alan J. Auerbach & Maurice Obstfeld, 2003. "The case for open-market purchases in a liquidity trap," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  • Alan J. Auerbach & Maurice Obstfeld, 2003. "The Case for Open-Market Purchases in a Liquidity Trap," NBER Working Papers 9814, National Bureau of Economic Research, Inc.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt4tm5h0s3, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt84s7d8c8, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Alan Auerbach & Maurice Obstfeld, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Macroeconomics 0407009, University Library of Munich, Germany.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt1dn4d9sr, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," CEPR Discussion Papers 4447, C.E.P.R. Discussion Papers.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt1dn4d9sr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt84s7d8c8, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt4tm5h0s3, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
• Alan J. Auerbach & Maurice Obstfeld, 2005. "The Case for Open-Market Purchases in a Liquidity Trap," American Economic Review, American Economic Association, vol. 95(1), pages 110-137, March.
  • Alan J. Auerbach & Maurice Obstfeld, 2003. "The case for open-market purchases in a liquidity trap," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  • Alan J. Auerbach & Maurice Obstfeld, 2003. "The Case for Open-Market Purchases in a Liquidity Trap," NBER Working Papers 9814, National Bureau of Economic Research, Inc.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt84s7d8c8, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt4tm5h0s3, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Alan Auerbach & Maurice Obstfeld, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Macroeconomics 0407009, University Library of Munich, Germany.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt1dn4d9sr, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," CEPR Discussion Papers 4447, C.E.P.R. Discussion Papers.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt1dn4d9sr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt84s7d8c8, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt4tm5h0s3, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
• Alan J. Auerbach & Maurice Obstfeld, 2005. "The Case for Open-Market Purchases in a Liquidity Trap," American Economic Review, American Economic Association, vol. 95(1), pages 110-137, March.
  • Alan J. Auerbach & Maurice Obstfeld, 2003. "The case for open-market purchases in a liquidity trap," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  • Alan J. Auerbach & Maurice Obstfeld, 2003. "The Case for Open-Market Purchases in a Liquidity Trap," NBER Working Papers 9814, National Bureau of Economic Research, Inc.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt4tm5h0s3, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt4tm5h0s3, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt84s7d8c8, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Alan Auerbach & Maurice Obstfeld, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Macroeconomics 0407009, University Library of Munich, Germany.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt1dn4d9sr, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," CEPR Discussion Papers 4447, C.E.P.R. Discussion Papers.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt1dn4d9sr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt84s7d8c8, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
• Alan J. Auerbach & Maurice Obstfeld, 2005. "The Case for Open-Market Purchases in a Liquidity Trap," American Economic Review, American Economic Association, vol. 95(1), pages 110-137, March.
  • Alan J. Auerbach & Maurice Obstfeld, 2003. "The case for open-market purchases in a liquidity trap," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  • Alan J. Auerbach & Maurice Obstfeld, 2003. "The Case for Open-Market Purchases in a Liquidity Trap," NBER Working Papers 9814, National Bureau of Economic Research, Inc.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt84s7d8c8, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt4tm5h0s3, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt84s7d8c8, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Alan Auerbach & Maurice Obstfeld, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Macroeconomics 0407009, University Library of Munich, Germany.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt1dn4d9sr, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," CEPR Discussion Papers 4447, C.E.P.R. Discussion Papers.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt1dn4d9sr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt4tm5h0s3, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
• Lahiri, Kajal & Monokroussos, George & Zhao, Yongchen, 2013. "The yield spread puzzle and the information content of SPF forecasts," Economics Letters, Elsevier, vol. 118(1), pages 219-221.
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• Yunus Aksoy & Henrique S. Basso, 2014. "Liquidity, Term Spreads and Monetary Policy," Economic Journal, Royal Economic Society, vol. 124(581), pages 1234-1278, December.
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• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2017. "Persistence and cycles in the us federal funds rate," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 1-8.
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• Burkhard Heer & Torben Klarl & Alfred Maussner, 2012. "Asset Pricing Implications of a New Keynesian Model: A Note," CESifo Working Paper Series 4041, CESifo.
• Gollier, Christian, 2012. "Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes," IDEI Working Papers 754, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2015.
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• Reiner Peter Hellbrück, 2012. "Regionale Zinspolitik," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 65(15), pages 27-34, August.
• Ceri Davies & Max Gillman & Michal Kejak, 2012. "Deriving the Taylor Principle when the Central Bank Supplies Money," CERS-IE WORKING PAPERS 1225, Institute of Economics, Centre for Economic and Regional Studies.
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• Hernando Vargas & Andrés Gonzalez & Ignacio Lozano, 2012. "Macroeconomic effects of structural fiscal policy changes in Colombia," BIS Papers chapters, in: Bank for International Settlements (ed.), Fiscal policy, public debt and monetary policy in emerging market economies, volume 67, pages 119-160, Bank for International Settlements.
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• Andrés González & Segio Ocampo & Julián Pérez & Diego Rodríguez, 2013. "Output Gap and Neutral Interest Measures of Colombia," Monetaria, CEMLA, vol. 0(2), pages 231-286, July-Dece.
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• Edgberto Alexander Riveros, 2012. "¿Responde el Banco de la República a los movimientos en la tasa de cambio real?," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 30(69), pages 150-194, December.
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• Alejandro Arregoces Castillo & Andrés Fernando JOLA SANCHEZ & Diana Margarita QUINTERO CUELLO & Lady Didiana VELASQUEZ HENAO, 2012. "Bases para el análisis de la eficiencia y la efectividad de la inversión pública en Colombia," Archivos de Economía 10096, Departamento Nacional de Planeación.
• Julio Gabriel Andújar Scheker, 2012. "Efecto traspaso de tasas de interés: análisis econométrico de los efectos de las decisiones de política monetaria en República Dominicana," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 4(2), pages 83-102, December.
• Jacobo Campo Robledo & Sebastián Cubillos Fonseca, 2012. "Convergencia de precios en Colombia: integración de mercados a través del Índice de Precios al Consumidor," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 4(2), pages 103-112, December.
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• Michiel Bijlsma & Andrei Dubovik & Gijsbert Zwart, 2012. "Inside Liquidity in Competitive Markets," CPB Discussion Paper 209.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
• Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2012. "Fiscal policy and learning," Bank of Finland Research Discussion Papers 5/2012, Bank of Finland.
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• Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2013. "Policy change and learning in the RBC model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(10), pages 1947-1971.
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• Buiter, Willem & Rahbari, Ebrahim, 2012. "The ECB as Lender of Last Resort for Sovereigns in the Euro Area," CEPR Discussion Papers 8974, C.E.P.R. Discussion Papers.
• Koijen, Ralph S.J. & Lustig, Hanno & Van Nieuwerburgh, Stijn, 2017. "The cross-section and time series of stock and bond returns," Journal of Monetary Economics, Elsevier, vol. 88(C), pages 50-69.
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• Jean-Jacques DURAND & George PRAT, 2012. "Fisher, Macaulay et Allais face au “paradoxe de Gibson”," Discussion Papers (REL - Recherches Economiques de Louvain) 2012024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Dewachter, Hans & Iania, Leonardo, 2011. "An Extended Macro-Finance Model with Financial Factors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(6), pages 1893-1916, December.
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• Kim, Don H. & Orphanides, Athanasios, 2012. "Term Structure Estimation with Survey Data on Interest Rate Forecasts," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(1), pages 241-272, February.
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• Belke, Ansgar & Klose, Jens, 2013. "Modifying Taylor reaction functions in the presence of the zero‐lower‐bound — Evidence for the ECB and the Fed," Economic Modelling, Elsevier, vol. 35(C), pages 515-527.
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• Belke, Ansgar & Beckmann, Joscha & Verheyen, Florian, 2013. "Interest rate pass-through in the EMU – New evidence from nonlinear cointegration techniques for fully harmonized data," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 1-24.
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• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2017. "Persistence and cycles in the us federal funds rate," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 1-8.
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• Butkiewicz, James L. & Solcan, Mihaela, 2016. "The original Operation Twist: the War Finance Corporation's war bond purchases, 1918–1920," Financial History Review, Cambridge University Press, vol. 23(1), pages 21-46, April.
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• Clemens Bonner, 2012. "Liquidity Regulation, Funding Costs and Corporate Lending," DNB Working Papers 361, Netherlands Central Bank, Research Department.
• Sahoo, Satyananda & Bhattacharyya, Indranil, 2012. "Yield Curve Dynamics of the Indian G-Sec Market: A Macro-Finance Approach," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 47(2), pages 157-182.
• Udaibir S. Das & Maria A. Oliva & Takahiro Tsuda, 2012. "Sovereign Risk : A Macro-Financial Perspective," Governance Working Papers 23344, East Asian Bureau of Economic Research.
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• Eser, Fabian & Carmona Amaro, Marta & Iacobelli, Stefano & Rubens, Marc, 2012. "The use of the Eurosystem's monetary policy instruments and operational framework since 2009," Occasional Paper Series 135, European Central Bank.
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• Javier Andrés & Oscar Arce, 2012. "Banking Competition, Housing Prices and Macroeconomic Stability," Economic Journal, Royal Economic Society, vol. 122(565), pages 1346-1372, December.
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• zcan Karahan & Olcay olak, 2012. "Does Uncovered Interest Rate Parity Hold in Turkey?," International Journal of Economics and Financial Issues, Econjournals, vol. 2(4), pages 386-394.
• Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2012. "Fiscal policy and learning," Bank of Finland Research Discussion Papers 5/2012, Bank of Finland.
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• Kadri Männasoo, 2012. "Determinants of bank interest spread in Estonia," Bank of Estonia Working Papers wp2012-1, Bank of Estonia, revised 22 Feb 2012.
• Zulkhibri, Muhamed, 2012. "Policy rate pass-through and the adjustment of retail interest rates: Empirical evidence from Malaysian financial institutions," Journal of Asian Economics, Elsevier, vol. 23(4), pages 409-422.
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• Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana, 2012. "The yield curve and the macro-economy across time and frequencies," Journal of Economic Dynamics and Control, Elsevier, vol. 36(12), pages 1950-1970.
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• Orphanides, Athanasios & Wei, Min, 2012. "Evolving macroeconomic perceptions and the term structure of interest rates," Journal of Economic Dynamics and Control, Elsevier, vol. 36(2), pages 239-254.
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• Meeks, Roland, 2012. "Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 568-584.
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• Claeys, Peter & Moreno, Rosina & Suriñach, Jordi, 2012. "Debt, interest rates, and integration of financial markets," Economic Modelling, Elsevier, vol. 29(1), pages 48-59.
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• Gospodinov, Nikolay & Hirukawa, Masayuki, 2012. "Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 595-609.
• Chang, Chia-Lin & Chen, Li-Hsueh & Hammoudeh, Shawkat & McAleer, Michael, 2012. "Asymmetric adjustments in the ethanol and grains markets," Energy Economics, Elsevier, vol. 34(6), pages 1990-2002.
  • Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2010. "Asymmetric Adjustments in the Ethanol and Grains Markets," KIER Working Papers 752, Kyoto University, Institute of Economic Research.
  • Chang, C-L. & Chen, L.H. & Hammoudeh, S.M. & McAleer, M.J., 2011. "Asymmetric Adjustment in the Ethanol and Grains Markets," Econometric Institute Research Papers EI 2010-78, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2010. "Asymmetric Adjustments in the Ethanol and Grains Markets," Working Papers in Economics 10/78, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2012. "Asymmetric Adjustments in the Ethanol and Grains Markets," Documentos de Trabajo del ICAE 2012-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2012.
• Azad, A.S.M. Sohel & Fang, Victor & Hung, Chi-Hsiou, 2012. "Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence," International Review of Financial Analysis, Elsevier, vol. 22(C), pages 38-47.
• Chortareas, Georgios & Jitmaneeroj, Boonlert & Wood, Andrew, 2012. "Forecast rationality and monetary policy frameworks: Evidence from UK interest rate forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(1), pages 209-231.
• Oliveira, Luís & Curto, José Dias & Nunes, João Pedro, 2012. "The determinants of sovereign credit spread changes in the Euro-zone," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 278-304.
• Toyoshima, Yuki & Tamakoshi, Go & Hamori, Shigeyuki, 2012. "Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 381-394.
• Arghyrou, Michael G. & Kontonikas, Alexandros, 2012. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 658-677.
  • Arghyrou, Michael G & Kontonikas, Alexandros, 2010. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Cardiff Economics Working Papers E2010/9, Cardiff University, Cardiff Business School, Economics Section.
  • Arghyrou, Michael G. & Kontonikas, Alexandros, 2011. "The EMU sovereign-debt crisis: fundamentals, expectations and contagion," SIRE Focus Papers 2011-01, Scottish Institute for Research in Economics (SIRE).
  • Michael G. Arghyrou & Alexandros Kontonikas, 2011. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," European Economy - Economic Papers 2008 - 2015 436, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  • Michael G. Arghyrou & Alexandros Kontonikas, 2010. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Working Papers 2010_25, Business School - Economics, University of Glasgow.
  • Arghyrou, Michael G. & Kontonikas, Alexandros, 2010. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," SIRE Discussion Papers 2010-81, Scottish Institute for Research in Economics (SIRE).
• Vergote, Olivier & Puigvert Gutiérrez, Josep Maria, 2012. "Interest rate expectations and uncertainty during ECB Governing Council days: Evidence from intraday implied densities of 3-month EURIBOR," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2804-2823.
  • Puigvert Gutiérrez, Josep Maria & Vergote, Olivier, 2011. "Interest rate expectations and uncertainty during ECB governing council days: evidence from intraday implied densities of 3-month Euribor," Working Paper Series 1391, European Central Bank.
• Yallup, Peter J., 2012. "Models of the yield curve and the curvature of the implied forward rate function," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 121-135.
• Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2012. "Interest rate co-movements, global factors and the long end of the term spread," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 183-192.
  • Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2010. "Interest Rate Co-movements, Global Factors and the Long End of the Term Spread," Working Papers 2010_10, Business School - Economics, University of Glasgow.
  • Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2010. "Interest Rate Co-movements, Global Factors and the Long End of the Term Spread," SIRE Discussion Papers 2010-24, Scottish Institute for Research in Economics (SIRE).
• Afonso, António & Martins, Manuel M.F., 2012. "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1789-1807.
  • Martins, Manuel M.F. & Afonso, António, 2010. "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Working Paper Series 1276, European Central Bank.
  • António Afonso & Manuel M. F. Martins, 2010. "Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour," Working Papers Department of Economics 2010/23, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2012. "Forecasting government bond yields with large Bayesian vector autoregressions," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2026-2047.
• Cubillas, Elena & Fonseca, Ana Rosa & González, Francisco, 2012. "Banking crises and market discipline: International evidence," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2285-2298.
• León, Ángel & Sebestyén, Szabolcs, 2012. "New measures of monetary policy surprises and jumps in interest rates," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2323-2343.
• Conway, Patrick, 2012. "The exchange rate as nominal anchor: A test for Ukraine," Journal of Comparative Economics, Elsevier, vol. 40(3), pages 438-456.
• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012. "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, vol. 105(2), pages 279-310.
  • Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011. "Properties of Foreign Exchange Risk Premiums," CEPR Discussion Papers 8503, C.E.P.R. Discussion Papers.
  • Lucio Sarno & Paul Schneider & Christian Wagner, 2012. "Properties of Foreign Exchange Risk Premiums," Working Paper series 10_12, Rimini Centre for Economic Analysis.
• Chernov, Mikhail & Mueller, Philippe, 2012. "The term structure of inflation expectations," Journal of Financial Economics, Elsevier, vol. 106(2), pages 367-394.
  • Chernov, Mikhail & Mueller, Philippe, 2008. "The Term Structure of Inflation Expectations," CEPR Discussion Papers 6809, C.E.P.R. Discussion Papers.
  • Philippe Mueller & Mikhail Chernov, 2008. "The Term Structure of Inflation Expectations," 2008 Meeting Papers 346, Society for Economic Dynamics.
• Resnick, Bruce G., 2012. "Investor yield and gross underwriting spread comparisons among U.S. dollar domestic, Yankee, Eurodollar, and global bonds," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 445-463.
• Bernoth, Kerstin & Erdogan, Burcu, 2012. "Sovereign bond yield spreads: A time-varying coefficient approach," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 639-656.
  • Kerstin Bernoth & Burcu Erdogan, 2010. "Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach," Discussion Papers of DIW Berlin 1078, DIW Berlin, German Institute for Economic Research.
  • Bernoth, Kerstin & Erdogan, Burcu, 2010. "Sovereign bond yield spreads: a time-varying coefficient approach," Discussion Papers 289, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
• Maltritz, Dominik, 2012. "Determinants of sovereign yield spreads in the Eurozone: A Bayesian approach," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 657-672.
• Bernoth, Kerstin & von Hagen, Jürgen & Schuknecht, Ludger, 2012. "Sovereign risk premiums in the European government bond market," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 975-995.
  • Bernoth, Kerstin & Hagen, Jürgen von & Schuknecht, Ludger, 2006. "Sovereign Risk Premiums in the European Government Bond Market," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 151, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Chevapatrakul, Thanaset & Kim, Tae-Hwan & Mizen, Paul, 2012. "Monetary information and monetary policy decisions: Evidence from the euroarea and the UK," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 326-341.
• Lindenberg, Nannette & Westermann, Frank, 2012. "Common trends and common cycles among interest rates of the G7-countries," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1125-1140.
  • Nannette Lindenberg & Frank Westermann, 2009. "Common Trends and Common Cycles among Interest Rates of the G7-Countries," IEER Working Papers 77, Institute of Empirical Economic Research, Osnabrueck University.
  • Nannette Lindenberg & Frank Westermann, 2009. "Common Trends and Common Cycles among Interest Rates of the G7-Countries," CESifo Working Paper Series 2532, CESifo.
• Abbassi, Puriya & Linzert, Tobias, 2012. "The effectiveness of monetary policy in steering money market rates during the financial crisis," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 945-954.
  • Abbassi, Puriya & Linzert, Tobias, 2012. "The effectiveness of monetary policy in steering money market rates during the financial crisis," Discussion Papers 14/2012, Deutsche Bundesbank.
• Arghyrou, Michael G. & Gadea, Maria Dolores, 2012. "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Journal of Policy Modeling, Elsevier, vol. 34(1), pages 16-34.
  • Arghyrou, Michael G & Gadea, Maria Dolores, 2008. "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Cardiff Economics Working Papers E2008/23, Cardiff University, Cardiff Business School, Economics Section.
  • Michael G. Arghyrou & Maria Dolores Gadea, 2008. "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Documentos de Trabajo dt2008-05, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
• Rocha, Manuel Duarte, 2012. "Interest rate pass-through in Portugal: Interactions, asymmetries and heterogeneities," Journal of Policy Modeling, Elsevier, vol. 34(1), pages 64-80.
• Wang, Zijun, 2012. "The causal structure of bond yields," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(1), pages 93-102.
• Malikane, Christopher & Mokoka, Tshepo, 2012. "Monetary policy credibility: A Phillips curve view," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(3), pages 266-271.
• Putnam, Bluford H. & Azzarello, Samantha, 2012. "A Bayesian interpretation of the Federal Reserve's dual mandate and the Taylor Rule," Review of Financial Economics, Elsevier, vol. 21(3), pages 111-119.
• Ana Paula Martins, 2012. "On Depth and Retrospect: “I Forget, and Forgive – but I Discount”," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 55(3), pages 1-45.
  • Ana Paula Martins, 2007. "On Depth and Retrospect: “I Forget, and Forgive – but I Discount”," EERI Research Paper Series EERI_RP_2007_07, Economics and Econometrics Research Institute (EERI), Brussels.
• Leo Krippner, 2012. "Modifying Gaussian term structure models when interest rates are near the zero lower bound (this is a revised version of CAMA working paper 36/2011)," CAMA Working Papers 2012-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Leo Krippner, 2009. "A theoretical foundation for the Nelson and Siegel class of yield curve models," Reserve Bank of New Zealand Discussion Paper Series DP2009/10, Reserve Bank of New Zealand.
  • Leo Krippner, 2012. "A theoretical foundation for the Nelson and Siegel class of yield curve models," CAMA Working Papers 2012-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Krippner, Leo, 2013. "Measuring the stance of monetary policy in zero lower bound environments," Economics Letters, Elsevier, vol. 118(1), pages 135-138.
  • Leo Krippner, 2012. "Measuring the stance of monetary policy in zero lower bound environments," Reserve Bank of New Zealand Discussion Paper Series DP2012/04, Reserve Bank of New Zealand.
  • Leo Krippner, 2012. "Measuring the stance of monetary policy in zero lower bound environments," CAMA Working Papers 2012-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

2011

• Christiansen, Charlotte, 2013. "Predicting severe simultaneous recessions using yield spreads as leading indicators," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1032-1043.
  • Charlotte Christiansen, 2011. "Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators," CREATES Research Papers 2011-20, Department of Economics and Business Economics, Aarhus University.
• Thomas J. Sargent & Paolo Surico, 2011. "Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals," American Economic Review, American Economic Association, vol. 101(1), pages 109-128, February.
• Olivier Coibion & Yuriy Gorodnichenko, 2011. "Monetary Policy, Trend Inflation, and the Great Moderation: An Alternative Interpretation," American Economic Review, American Economic Association, vol. 101(1), pages 341-370, February.
  • Olivier Coibion & Yuriy Gorodnichenko, 2008. "Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation," NBER Working Papers 14621, National Bureau of Economic Research, Inc.
  • Yuriy Gorodnichenko & Olivier Coibion, 2009. "Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation," 2009 Meeting Papers 21, Society for Economic Dynamics.
  • Olivier Coibion & Yuriy Gorodnichenko, 2010. "Monetary Policy, Trend Inflation and the Great Moderation:An Alternative Interpretation," Working Papers 94, Department of Economics, College of William and Mary.
• Jonathan H. Wright, 2011. "Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset," American Economic Review, American Economic Association, vol. 101(4), pages 1514-1534, June.
• James D. Hamilton & Seth Pruitt & Scott Borger, 2011. "Estimating the Market-Perceived Monetary Policy Rule," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 1-28, July.
  • James D. Hamilton & Seth Pruitt & Scott Borger, 2010. "Estimating the Market-Perceived Monetary Policy Rule," NBER Working Papers 16412, National Bureau of Economic Research, Inc.
• George J. Hall & Thomas J. Sargent, 2011. "Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 192-214, July.
  • George J. Hall & Thomas J. Sargent, 2010. "Interest Rate Risk and Other Determinants of Post-WWII U.S. Government Debt/GDP Dynamics," NBER Working Papers 15702, National Bureau of Economic Research, Inc.
  • George J. Hall & Thomas J. Sargent, 2010. "Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics," Working Papers 01, Brandeis University, Department of Economics and International Business School.
  • Thomas J. Sargent & George J. Hall, 2010. "Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics," 2010 Meeting Papers 208, Society for Economic Dynamics.
• Roberto M. Billi, 2011. "Optimal Inflation for the US Economy," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 29-52, July.
  • Billi, Roberto M., 2004. "The optimal inflation buffer with a zero bound on nominal interest rates," CFS Working Paper Series 2005/17, Center for Financial Studies (CFS).
  • Roberto M. Billi, 2007. "Optimal inflation for the U.S," Research Working Paper RWP 07-03, Federal Reserve Bank of Kansas City.
  • Roberto M. Billi, 2005. "The Optimal Inflation Buffer with a Zero Bound on Nominal Interest Rates," Computing in Economics and Finance 2005 25, Society for Computational Economics.
• Fiorella De Fiore & Pedro Teles & Oreste Tristani, 2011. "Monetary Policy and the Financing of Firms," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(4), pages 112-142, October.
  • De Fiore, Fiorella & Teles, Pedro & Tristani, Oreste, 2009. "Monetary Policy and the Financing of Firms," Working Paper Series 1123, European Central Bank.
  • Pedro Teles & Oreste Tristani & Fiorella De Fiore, 2009. "Monetary Policy and the Financing of Firms," 2009 Meeting Papers 633, Society for Economic Dynamics.
  • Teles, Pedro & Tristani, Oreste & De Fiore, Fiorella, 2009. "Monetary Policy and the Financing of Firms," CEPR Discussion Papers 7419, C.E.P.R. Discussion Papers.
  • Pedro Teles & Fiorella de Fiore, 2009. "Monetary Policy and the Financing of Firms," Working Papers w200917, Banco de Portugal, Economics and Research Department.
• Isaya Maana & Samuel Tiriongo, 2011. "Effectiveness of Monetary Policy Communication in Kenya," The African Finance Journal, Africagrowth Institute, vol. 13(Conferenc), pages 92-109.
• Florin DUMITER, 2011. "Central Bank Transparency – Implications and Importance," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(13), pages 175-180, December.
• Ramona-Andreea TEICA, 2011. "The Strategy of Direct Inflation Targeting: Between Theory and Practice," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(13), pages 204-210, December.
• Clemens Vinícius de A. Nunes & Márcio Holland & Cleomar Gomes da Silva, 2011. "Sinalização de Política Monetária e Movimentos na Estrutura a Termo da Taxa de Juros no Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 12(1), pages 71-90.
  • Nunes, Clemens V. de Azevedo & Gomes, Cleomar & Brito, Márcio Holland de, 2009. "Sinalização de política monetária e movimentos na estrutura a termo da taxa de juros no Brasil," Textos para discussão 187, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Marco Bianchetti & Mattia Carlicchi, 2011. "Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR," Papers 1103.2567, arXiv.org, revised Apr 2012.
• Drago Franciskovic, 2011. "The Analysis Of Total Compensation Of The Increase In Installments Of The Loan With Currency Clause By Extending Payment Period," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 20(2), pages 313-334, december.
• Giorgio Szego, 2011. "The contradictory analyses of Us Crisis Commission," BANCARIA, Bancaria Editrice, vol. 4, pages 93-100, April.
• Leonardo S. Alencar, 2012. "Revisiting Bank Pricing Policies in Brazil: Evidence from Loan and Deposit Markets," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(67), pages 35-71, December.
  • Leonardo S. Alencar, 2011. "Revisiting Bank Pricing Policies in Brazil: evidence from loan and deposit markets," Working Papers Series 235, Central Bank of Brazil, Research Department.
• Tabak, B.M. & Sollaci, A.B. & Gomes, G.M. & Cajueiro, D.O., 2012. "Forecasting the yield curve for the Euro region," Economics Letters, Elsevier, vol. 117(2), pages 513-516.
  • Benjamin M. Tabak & Daniel O. Cajueiro & Alexandre B. Sollaci, 2011. "Forecasting the Yield Curve for the Euro Region," Working Papers Series 247, Central Bank of Brazil, Research Department.
• Valerio Vacca, 2011. "An unexpected crisis? Looking at pricing effectiveness of different banks," Temi di discussione (Economic working papers) 814, Bank of Italy, Economic Research and International Relations Area.
• De Socio, Antonio, 2013. "The interbank market after the financial turmoil: Squeezing liquidity in a “lemons market” or asking liquidity “on tap”," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1340-1358.
  • Antonio De Socio, 2011. "The interbank market after the financial turmoil: squeezing liquidity in a "lemons market" or asking liquidity "on tap"," Temi di discussione (Economic working papers) 819, Bank of Italy, Economic Research and International Relations Area.
• García-Verdú Santiago, 2011. "On the Term Structure of Interest Rates of the Mexican Government," Working Papers 2011-18, Banco de México.
• Carolina Osorio, 2011. "A Proposal on Macro-prudential Regulation," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(64), pages 235-287, July.
  • Carolina Osorio, 2011. "A Proposal on Macro-prudential Regulation," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 235-287, July.
• Dzmitry Kruk, 2011. "The Impact of Directed Lending on Long-run Growth in Belarus," BEROC Working Paper Series 14, Belarusian Economic Research and Outreach Center (BEROC).
• Alain Monfort & Jean-Paul Renne, 2013. "Default, Liquidity, and Crises: an Econometric Framework," Journal of Financial Econometrics, Oxford University Press, vol. 11(2), pages 221-262, March.
  • Alain Monfort & Jean-Paul Renne, 2010. "Default, Liquidity and Crises : An Econometric Framework," Working Papers 2010-46, Center for Research in Economics and Statistics.
  • Monfort, A. & Renne, J-P., 2011. "Default, liquidity and crises: an econometric framework," Working papers 340, Banque de France.
• Jean Barthélemy & Magali Marx, 2011. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," Working Papers hal-03461407, HAL.
  • Barthélemy, J. & Marx, M., 2011. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," Working papers 347, Banque de France.
  • Magali Marx & Jean Barthelemy, 2013. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," 2013 Meeting Papers 576, Society for Economic Dynamics.
• Alain Monfort & Jean-Paul Renne, 2011. "Credit and Liquidity Risks in Euro-area Sovereign Yield Curves," Working Papers 2011-26, Center for Research in Economics and Statistics.
  • Monfort, A. & Renne, J-P., 2011. "Credit and liquidity risks in euro area sovereign yield curves," Working papers 352, Banque de France.
• Chai, F. & Nguyen, D B., 2011. "Le coût du crédit aux entreprises selon leur catégorie," Bulletin de la Banque de France, Banque de France, issue 185, pages 31-45.
• F. Chai. & D-B.Nguyen., 2011. "The cost of business credit by firm category," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 24, pages 5-28, Winter.
• Fernando A. Broner & Guido Lorenzoni & Sergio L. Schmukler, 2013. "Why Do Emerging Economies Borrow Short Term?," Journal of the European Economic Association, European Economic Association, vol. 11, pages 67-100, January.
  • Fernando Broner & Guido Lorenzoni & Sergio L. Schmukler, "undated". "Why Do Emerging Economies Borrow Short Term?," Working Papers 308, Barcelona School of Economics.
  • Broner, Fernando A. & Lorenzoni, Guido & Schmukler, Sergio L., 2004. "Why do emerging economies borrow short term?," Policy Research Working Paper Series 3389, The World Bank.
  • Fernando A. Broner & Guido Lorenzoni & Sergio L. Schmukler, 2007. "Why Do Emerging Economies Borrow Short Term?," NBER Working Papers 13076, National Bureau of Economic Research, Inc.
  • Fernando Broner & Guido Lorenzoni & Sergio Schmuckler, 2006. "Why Do Emerging Economies Borrow Short Term?," 2006 Meeting Papers 841, Society for Economic Dynamics.
  • Schmukler, Sergio & Broner, Fernando & Lorenzoni, Guido, 2007. "Why Do Emerging Economies Borrow Short Term?," CEPR Discussion Papers 6249, C.E.P.R. Discussion Papers.
  • Fernando Broner & Guido Lorenzoni & Sergio L. Schmukler, 2003. "Why do emerging economies borrow short term?," Economics Working Papers 838, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2011.
• Lars E. O. Svensson, 2011. "Practical Monetary Policy: Examples from Sweden and the United States," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, pages 289-352.
  • Weinzierl, Matthew Charles & Eggertsson, Gauti B. & Blanchard, Olivier & Mankiw, N. Gregory, 2011. "An Exploration of Optimal Stabilization Policy," Scholarly Articles 11177699, Harvard University Department of Economics.
  • N. Gregory Mankiw & Matthew C. Weinzierl, 2011. "An Exploration of Optimal Stabilization Policy," NBER Working Papers 17029, National Bureau of Economic Research, Inc.
• Lars E. O. Svensson, 2011. "Practical Monetary Policy: Examples from Sweden and the United States," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 42(2 (Fall)), pages 289-352.
  • Lars E.O. Svensson, 2012. "Practical Monetary Policy: Examples from Sweden and the United States," NBER Working Papers 17823, National Bureau of Economic Research, Inc.
• Carlos Montoro & Ramon Moreno, 2011. "The use of reserve requirements as a policy instrument in Latin America," BIS Quarterly Review, Bank for International Settlements, March.
• John Kitchen & Menzie Chinn, 2011. "Financing US Debt: Is There Enough Money in the World – and at What Cost?," International Finance, Wiley Blackwell, vol. 14(3), pages 373-413, December.
  • Kitchen, John & Chinn, Menzie, 2010. "Financing U.S. debt: Is there enough money in the world – and at what cost?," MPRA Paper 24736, University Library of Munich, Germany.
• Stephen McKnight, 2011. "Should Central Banks Target Consumer or Producer Prices?," International Finance, Wiley Blackwell, vol. 14(3), pages 445-479, December.
  • Stephen McKnight, 2007. "Real Indeterminacy and the Timing of Money in Open Economies," Economic Analysis Research Group Working Papers earg-wp2007-09, Henley Business School, University of Reading.
• Arvid Raknerud & Bjørn Helge Vatne & Ketil Rakkestad, 2011. "How do banks’ funding costs affect interest margins?," Working Paper 2011/09, Norges Bank.
• Martin M. Andreasen, 2010. "How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models," CREATES Research Papers 2010-63, Department of Economics and Business Economics, Aarhus University.
  • Andreasen, Martin, 2011. "How non-Gaussian shocks affect risk premia in non-linear DSGE models," Bank of England working papers 417, Bank of England.
• Iryna Kaminska & Andrew Meldrum & James Smith, 2013. "A Global Model Of International Yield Curves: No‐Arbitrage Term Structure Approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 18(4), pages 352-374, October.
  • Kaminska, Iryna & Meldrum, Andrew & Smith, James, 2011. "A global model of international yield curves: no-arbitrage term structure approach," Bank of England working papers 419, Bank of England.
• Andreasen, Martin, 2011. "An estimated DSGE model: explaining variation in term premia," Bank of England working papers 441, Bank of England.
• Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2013. "Policy change and learning in the RBC model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(10), pages 1947-1971.
  • Kaushik, Mitra & Evans, George W. & Honkapohja, Seppo, 2011. "Policy change and learning in the RBC model," Research Discussion Papers 22/2011, Bank of Finland.
  • Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2012. "Policy Change and Learning in the RBC Model," CEPR Discussion Papers 8892, C.E.P.R. Discussion Papers.
• Do-wan Kim, 2011. "Analysis on the Effect of Foreign Factors on the Korean Bond market and Prediction using Two-country Nelson-Siegel Model (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 17(3), pages 89-130, September.
• M. Marzo & L. Zhoushi & P. Zagaglia, 2011. "The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil," Working Papers wp732, Dipartimento Scienze Economiche, Universita' di Bologna.
• Marzo, Massimiliano & Zagaglia, Paolo, 2011. "Equilibrium selection in a cashless economy with transaction frictions in the bond market," MPRA Paper 31680, University Library of Munich, Germany.
  • M. Marzo & P. Zagaglia, 2011. "Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market," Working Papers wp769, Dipartimento Scienze Economiche, Universita' di Bologna.
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• Catherine L. Mann & Oren Klachkin, 2011. "U.S. Treasury Auction Yields During Boom, Bust, and Quantitative Easing: Role for Fed and Foreign Purchasers," Working Papers 47, Brandeis University, Department of Economics and International Business School, revised May 2012.
• Rafael Barros de Rezende, 2011. "Giving Flexibility to the Nelson-Siegel Class of Term Structure Models," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(1), pages 27-49.
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• Marcelo Ganem & Tara Keshar Nanda Baidya, 2011. "Asymmetry and Risk Premia in the Brazilian Term Structure of Interest Rates," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(2), pages 277-301.
• Breno Santana Lobo & José Luis Oreiro, 2011. "Metas de Inflação, Crescimento e Estabilidade Macroeconômica Uma análise a partir de um modelo póskeynesianomacrodinâmico não-linear," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia 360, Departamento de Economia da Universidade de Brasilia.
• Christian Bordes & Laurent Clerc, 2011. "La BCE : quel(s) scénario(s) de sortie de crise ?," Revue d'Économie Financière, Programme National Persée, vol. 103(3), pages 117-144.
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• Liebermann, Joelle, 2011. "The Impact of Macroeconomic News on Bond Yields: (In)Stabilities over Time and Relative Importance," Research Technical Papers 7/RT/11, Central Bank of Ireland.
• Hammoudeh, S.M. & Sarafrazi, S. & Chang, C-L. & McAleer, M.J., 2011. "The Dynamics of Energy-Grain Prices with Open Interest," Econometric Institute Research Papers EI 2011-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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• Garreth Rule, 2011. "Issuing central bank securities," Handbooks, Centre for Central Banking Studies, Bank of England, number 30, April.
• Aizenman, Joshua & Hutchison, Michael & Jinjarak, Yothin, 2013. "What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk," Journal of International Money and Finance, Elsevier, vol. 34(C), pages 37-59.
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• Agénor, Pierre-Richard & Aizenman, Joshua, 2011. "Capital market imperfections and the theory of optimum currency areas," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1659-1675.
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• Joaquim Pinto de Andrade & Manoel Carlos de Castro Pires, 2011. "Implications of Public Debt Indexation for Monetary Policy Transmission," Journal of Applied Economics, Taylor & Francis Journals, vol. 14(2), pages 257-268, November.
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• Klaus Adam & Pei Kuang & Albert Marcet, 2012. "House Price Booms and the Current Account," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 77-122.
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• Faraglia, Elisa & Marcet, Albert & Scott, Andrew, 2010. "In search of a theory of debt management," Journal of Monetary Economics, Elsevier, vol. 57(7), pages 821-836, October.
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• Schenkelberg, Heike & Watzka, Sebastian, 2013. "Real effects of quantitative easing at the zero lower bound: Structural VAR-based evidence from Japan," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 327-357.
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• Carolina Achury & Christos Koulovatianos & John Tsoukalas, 2011. "External Sovereign Debt in a Monetary Union: Bailouts and the Role of Corruption," Discussion Papers 11/11, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  • Carolina Achury & Christos Koulovatianos & John D. Tsoukalas, 2011. "External Sovereign Debt in a Monetary Union: Bailouts and the Role of Corruption," CESifo Working Paper Series 3532, CESifo.
• Sebastian Missio & Sebastian Watzka, 2011. "Financial Contagion and the European Debt Crisis," CESifo Working Paper Series 3554, CESifo.
• Carlos Garcia & Andrés Sagner, 2011. "Crédito, Exceso de Toma de Riesgo, Costo del Crédito y Ciclo Económico en Chile," ILADES-UAH Working Papers inv271, Universidad Alberto Hurtado/School of Economics and Business.
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• Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2011. "Estimations of the Natural Rate of Interest in Colombia," Money Affairs, CEMLA, vol. 0(1), pages 33-75, January-J.
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• Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2013. "Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?," Journal of Financial Stability, Elsevier, vol. 9(1), pages 117-138.
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• Miguel Urrutia & Jorge Norberto Llano, 2011. "La crisis internacional y cambiaria de Fin de Siglo en Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, May.
• 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 673, Banco de la Republica de Colombia.
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• Carolina Osorio, 2011. "A Proposal on Macro-prudential Regulation," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 235-287, July.
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• Goda, Thomas & Lysandrou, Photis & Stewart, Chris, 2013. "The contribution of US bond demand to the US bond yield conundrum of 2004–2007: An empirical investigation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 113-136.
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• Elizabeth Aponte Jaramillo, 2011. "Política Monetaria Y Paridad De Intereses En Colombia, 1990 - 2007: Un Ejercicio," Revista de Economía y Administración, Universidad Autónoma de Occidente, December.
• Elizabeth Aponte Jaramillo & Álvaro José Franco Prado, 2011. "Grupo En Economía Y Desarrollo (Gied): Diez Anos De Investigación," Revista de Economía y Administración, Universidad Autónoma de Occidente, December.
• Restrepo O., Sergio Iván & Martínez R., Luis Esteban & Lopera C., Mauricio, 2011. "Una estimación de los impactos de la tasa de interés en el ciclo económico de Colombia: 1986-2010," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 18, pages 53-77, December.
• Escobar, Perla & Gómez, Julián, 2011. "Determinantes del margen de intermediación en el sector bancario colombiano para el periodo 2000 - 2010," Borradores Departamento de Economía 8985, Universidad de Antioquia, CIE.
• Madeleine Gil Ángel & Jacobo Campo Robledo, 2011. "Hipótesis de Fisher y cambio de régimen en Colombia: 1990-2010," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 3(2), pages 27-40, December.
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• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012. "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, vol. 105(2), pages 279-310.
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• Gerlach, Stefan & Jordan, Thomas, 2011. "Tactics and Strategy in Monetary Policy: Benjamin Friedman's Thinking and the Swiss National Bank," CEPR Discussion Papers 8547, C.E.P.R. Discussion Papers.
• Acharya, Viral V. & Skeie, David, 2011. "A model of liquidity hoarding and term premia in inter-bank markets," Journal of Monetary Economics, Elsevier, vol. 58(5), pages 436-447.
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• Hasman, Augusto & Samartín, Margarita & van Bommel, Jos, 2014. "Financial intermediation in an overlapping generations model with transaction costs," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 111-125.
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• Jardet, Caroline & Monfort, Alain & Pegoraro, Fulvio, 2013. "No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 389-402.
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• Monfort, A. & Renne, J-P., 2011. "Credit and liquidity risks in euro area sovereign yield curves," Working papers 352, Banque de France.
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• Antonis Michis, 2011. "Multiscale Analysis of the Liquidity Effect," Working Papers 2011-5, Central Bank of Cyprus.
• Peter J. Morgan, 2011. "Impact of US Quantitative Easing Policy on Emerging Asia," Macroeconomics Working Papers 23215, East Asian Bureau of Economic Research.
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• Arghyrou, Michael G. & Kontonikas, Alexandros, 2012. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 658-677.
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• Ansgar Belke & Jens Klose, 2011. "Does the ECB Rely on a Taylor Rule During the Financial Crisis? Comparing Ex-post and Real Time Data with Real Time Forecasts," Economic Analysis and Policy, Elsevier, vol. 41(2), pages 147-171, September.
• Hassan, Rubina & Shahzad, Mirza Muhammad, 2011. "A macroeconometric framework for monetary policy evaluation: A case study of Pakistan," Economic Modelling, Elsevier, vol. 28(1), pages 118-137.
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• Hassan, Rubina & Shahzad, Mirza Muhammad, 2011. "A macroeconometric framework for monetary policy evaluation: A case study of Pakistan," Economic Modelling, Elsevier, vol. 28(1-2), pages 118-137, January.
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• Carriero, Andrea & Giacomini, Raffaella, 2011. "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Journal of Econometrics, Elsevier, vol. 164(1), pages 21-34, September.
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• Égert, Balázs, 2011. "Catching-up and inflation in Europe: Balassa-Samuelson, Engel's Law and other culprits," Economic Systems, Elsevier, vol. 35(2), pages 208-229, June.
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• Farka, Mira & DaSilva, Amadeu, 2011. "The fed and the term structure: Addressing simultaneity within a structural VAR model," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 935-952.
• Skinner, Frank S. & Mason, Andrew, 2011. "Covered interest rate parity in emerging markets," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 355-363.
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• Kulish, Mariano & Rees, Daniel, 2011. "The yield curve in a small open economy," Journal of International Economics, Elsevier, vol. 85(2), pages 268-279.
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• Kelly, Logan J. & Barnett, William A. & Keating, John W., 2011. "Rethinking the liquidity puzzle: Application of a new measure of the economic money stock," Journal of Banking & Finance, Elsevier, vol. 35(4), pages 768-774, April.
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• Agénor, Pierre-Richard & Aizenman, Joshua, 2011. "Capital market imperfections and the theory of optimum currency areas," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1659-1675.
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• Acharya, Viral V. & Skeie, David, 2011. "A model of liquidity hoarding and term premia in inter-bank markets," Journal of Monetary Economics, Elsevier, vol. 58(5), pages 436-447.
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• Alessandra Ribeiro & Vladimir K. Teles, 2013. "Taxa Natural de Juros no Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 14(1c), pages 733-750.
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• Philippe Mueller & Andrea Vedolin & Hao Zhou, 2019. "Short-Run Bond Risk Premia," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 9(03), pages 1-34, September.
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• Christian Bordes & Laurent Clerc, 2011. "La BCE : quel(s) scénario(s) de sortie de crise ?," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 117-144.
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• Carriero, Andrea & Giacomini, Raffaella, 2011. "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Journal of Econometrics, Elsevier, vol. 164(1), pages 21-34, September.
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• Jean-Marie Le Page, 2011. "Real Interest Rate and Growth Rate: Theory and Empirical Evidence," Frontiers in Finance and Economics, SKEMA Business School, vol. 8(2), pages 136-152, October.
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• Edwin Le Heron, 2011. "Confidence and financial crisis in a post-Keynesian stock flow consistent model," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 8(2), pages 361-387.
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• Barthélemy, J. & Marx, M., 2011. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," Working papers 347, Banque de France.
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• Guo, Yingwen & Zhou Z.F., Sherry, 2011. "Duration Analysis of Interest Rate Spells : Cross-National Study of Interest Rate Policy," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 52(1), pages 1-11, June.
• Liu, Zhentao & Asako, Kazumi, 2011. "A Disequilibrium Analysis of the Japanese Loan Market : Were the Post-bubble Periods in Disequilibrium?," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 52(1), pages 87-111, June.
• Yu-chin Chen & Kwok Ping Tsang, 2009. "A Macro-Finance Approach to Exchange Rate Determination," Working Papers UWEC-2009-24-R, University of Washington, Department of Economics, revised May 2010.
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• Alexander Meyer-Gohde, 2011. "Sticky Information and Determinacy," SFB 649 Discussion Papers SFB649DP2011-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Till Strohsal & Enzo Weber, 2014. "Mean-variance cointegration and the expectations hypothesis," Quantitative Finance, Taylor & Francis Journals, vol. 14(11), pages 1983-1997, November.
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• Alexander Meyer-Gohde, 2011. "Monetary Policy, Determinacy, and the Natural Rate Hypothesis," SFB 649 Discussion Papers SFB649DP2011-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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• Joseph Gagnon & Matthew Raskin & Julie Remache & Brian Sack, 2011. "The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases," International Journal of Central Banking, International Journal of Central Banking, vol. 7(1), pages 3-43, March.
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• Serhan Cevik & Joshua Charap, 2015. "The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey," International Journal of Economics and Financial Issues, Econjournals, vol. 5(1), pages 111-124.
  • Mr. Joshua Charap & Mr. Serhan Cevik, 2011. "The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey," IMF Working Papers 2011/156, International Monetary Fund.
• Bernhofer, Dominik & van Treeck, Till, 2013. "New evidence of heterogeneous bank interest rate pass-through in the euro area," Economic Modelling, Elsevier, vol. 35(C), pages 418-429.
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• Gerhard Reitschuler & Rupert Sendlhofer, 2011. "Fiscal policy, trigger points and interest rates: Additional evidence from the U.S," Working Papers 2011-23, Faculty of Economics and Statistics, Universität Innsbruck.
• Herbert S. Buscher & Hubert Gabrisch, 2011. "What Might Central Banks Lose or Gain in Case of Euro Adoption – A GARCH-Analysis of Money Market Rates for Sweden, Denmark and the UK," IWH Discussion Papers 9, Halle Institute for Economic Research.
• Helke Waelde, 2011. "To switch or not to switch - Can individual lending do better in microfinance than group lending?," Working Papers 1106, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 07 Mar 2011.
• Helke Waelde, 2011. "The safe are rationed, the risky not – an extension of the Stiglitz-Weiss model," Working Papers 1108, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 04 May 2011.
• Helke Waelde, 2011. "Demasking the impact of microfinance," Working Papers 1115, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 09 Nov 2011.
• Uri Benzion & Jan Krahnen & Tal Shavit, 2011. "Subjective evaluation of delayed risky outcomes for buying and selling positions: the behavioral approach," Annals of Finance, Springer, vol. 7(2), pages 247-265, May.
• Piero Ferri & Steve Fazzari & Edward Greenberg & Anna Variato, 2011. "Aggregate Demand, Harrod’s Instability and Fluctuations," Computational Economics, Springer;Society for Computational Economics, vol. 38(3), pages 209-220, October.
• Nikolaos Giannellis & Minoas Koukouritakis, 2011. "Behavioural equilibrium exchange rate and total misalignment: evidence from the euro exchange rate," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 38(4), pages 555-578, November.
  • Nikolaos Giannellis & Minoas Koukouritakis, 2009. "Behavioural Equilibrium Exchange Rate and Total Misalignment: Evidence from the Euro Exchange Rate," Working Papers 0901, University of Crete, Department of Economics.
• Ola Melander & Malika Pant & Miguel Segoviano & Athanasios Vamvakidis, 2011. "Dancing Spreads: Market Assessment of Contagion from the Crisis in the Euro Periphery based on Distress Dependence Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(3), pages 347-363, August.
• M. Berument & Selahattin Togay & Afsin Sahin, 2011. "Identifying the Liquidity Effects of Monetary Policy Shocks for a Small Open Economy: Turkey," Open Economies Review, Springer, vol. 22(4), pages 649-667, September.
  • Berument, Hakan & Togay, Selahattin & Sahin, Afsin, 2011. "Identifying the Liquidity Effects of Monetary Policy Shocks For a Small Open Economy: Turkey," MPRA Paper 46883, University Library of Munich, Germany.
• Seth B. Carpenter & Selva Demiralp, 2011. "Volatility, money market rates, and the transmission of monetary policy," Finance and Economics Discussion Series 2011-22, Board of Governors of the Federal Reserve System (U.S.).
  • Seth B. Carpenter & Selva Demiralp, 2011. "Volatility, Money Market Rates, and the Transmission of Monetary Policy," Koç University-TUSIAD Economic Research Forum Working Papers 1129, Koc University-TUSIAD Economic Research Forum.
• Erdős, Tibor, 2011. "Számít-e a valutaárfolyam? [Does the currency exchange rate count?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 445-459.
• Hammoudeh, S.M. & Sarafrazi, S. & Chang, C-L. & McAleer, M.J., 2011. "The Dynamics of Energy-Grain Prices with Open Interest," Econometric Institute Research Papers EI 2011-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer, 2011. "The Dynamics of Energy-Grain Prices with Open Interest," KIER Working Papers 776, Kyoto University, Institute of Economic Research.
  • Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer, 2011. "The Dynamics of Energy-Grain Prices with Open Interest," Documentos de Trabajo del ICAE 2011-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer, 2011. "The Dynamics of Energy-Grain Prices with Open Interest," Working Papers in Economics 11/24, University of Canterbury, Department of Economics and Finance.
• Stephen Hall & P. A. V. B. Swamy & George S. Tavlas & Amangeldi Kenjegaliev, 2011. "The Forward Rate Premium Puzzle: A Resolution?," Discussion Papers in Economics 11/23, Division of Economics, School of Business, University of Leicester.
• Coleman, Simeon & Sirichand, Kavita, 2012. "Fractional integration and the volatility of UK interest rates," Economics Letters, Elsevier, vol. 116(3), pages 381-384.
  • Simeon Coleman and Kavita Sirichand, 2011. "Fractional integration and the volatility of UK interest rates," NBS Discussion Papers in Economics 2011/02, Economics, Nottingham Business School, Nottingham Trent University.
  • Simeon Coleman & Kavita Sirichand, 2011. "Fractional integration and the volatility of UK interest rates," Discussion Papers in Economics 11/29, Division of Economics, School of Business, University of Leicester, revised May 2011.
• L. Randall Wray, 2013. "Is there room for bulls, bears and States in the circuit?," Chapters, in: Louis-Philippe Rochon & Mario Seccareccia (ed.), Monetary Economies of Production, chapter 6, pages 54-70, Edward Elgar Publishing.
  • L. Randall Wray, 2011. "Is There Room for Bulls, Bears, and States in the Circuit?," Economics Working Paper Archive wp_700, Levy Economics Institute.
• Hasan Muhammad Mohsin, 2011. "The Impact of Monetary Policy on Lending and Deposit Rates in Pakistan: Panel Data Analysis," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 16(Special E), pages 199-213, September.
  • Mohsin, Hasan Muhammad, 2011. "Impact of monetary policy on lending and deposit rates in Pakistan: Panel data analysis," MPRA Paper 33301, University Library of Munich, Germany, revised Aug 2011.
• Viktors Ajevskis & Kristine Vitola, 2011. "Housing and Banking in a Small Open Economy DSGE Model," Working Papers 2011/03, Latvijas Banka.
• Jos van Bommel & Augusto Hasman & Margarita Samartin, 2011. "Financial Intermediation in an Overlapping Generations Model with Transaction Costs," DEM Discussion Paper Series 11-8, Department of Economics at the University of Luxembourg.
• Di Giorgio, Giorgio & Nisticò, Salvatore, 2013. "Productivity shocks, stabilization policies and the dynamics of net foreign assets," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 210-230.
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• Stefano Marzioni, 2011. "Monetary Policy, Liquidity Stress and Learning Dynamics," Working Papers CASMEF 1102, Dipartimento di Economia e Finanza, LUISS Guido Carli.
• Urszula Szczerbowicz, 2011. "Are Unconventional Monetary Policies Effective?," Working Papers CELEG 1107, Dipartimento di Economia e Finanza, LUISS Guido Carli.
• Peter Tillmann, 2011. "Reputation and Forecast Revisions: Evidence from the FOMC," MAGKS Papers on Economics 201128, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Neuenkirch, Matthias & Siklos, Pierre L., 2013. "What's in a second opinion? Shadowing the ECB and the Bank of England," European Journal of Political Economy, Elsevier, vol. 32(C), pages 135-148.
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• Tillmann, Peter, 2012. "Cross-checking optimal monetary policy with information from the Taylor rule," Economics Letters, Elsevier, vol. 117(1), pages 204-207.
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• Bernd Hayo & Pierre-Guillaume Méon, 2013. "Behind closed doors: Revealing the ECB’s decision rule," Post-Print CEB, ULB -- Universite Libre de Bruxelles, vol. 37, pages 135-160, October.
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  • Bernd Hayo & Pierre-Guillaume Méon, 2013. "Behind closed doors: Revealing the ECB’s Decision Rule," Working Papers CEB 13-025, ULB -- Universite Libre de Bruxelles.
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• Salami , Habibollah & Javanbakht , Ozra, 2011. "Macro-Economic Impacts of Lowering Interest Rate: A Real-Financial CGE Evaluation for Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 6(1), pages 107-133, October.
• Paolo Angelini & Andrea Nobili & Cristina Picillo, 2011. "The Interbank Market after August 2007: What Has Changed, and Why?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 923-958, August.
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• John Duffy & Wei Xiao, 2011. "Investment and Monetary Policy: Learning and Determinacy of Equilibrium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 959-992, August.
  • John Duffy & Wei Xiao, 2011. "Investment and Monetary Policy: Learning and Determinacy of Equilibrium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 959-992, August.
• Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
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• Szilárd Erhart & András Kollarik, 2011. "The launch of HUFONIA and the related international experience of overnight indexed swap (OIS) markets," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 6(1), pages 20-29, April.
• Manuela Gallo, 2011. "The influence of EURIBOR on bank lending rates during the period 2003-2010 for the Euro Area," Banca Impresa Società, Società editrice il Mulino, issue 2, pages 143-184.
• N. Cordemans & M. de Sola Perea, 2011. "Central bank rates, market rates and retail bank rates in the euro area in the context of the recent crisis," Economic Review, National Bank of Belgium, issue i, pages 27-52, June.
• P. Stinglhamber & Ch. Van Nieuwenhuyze & M.-D. Zachary, 2011. "The impact of low interest rates on household financial behaviour," Economic Review, National Bank of Belgium, issue ii, pages 77-91, September.
• Michal Rubaszek & Dobromil Serwa, 2011. "Determinants of credit to households in a life-cycle model," NBP Working Papers 92, Narodowy Bank Polski.
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• Michał Brzoza-Brzezina & Marcin Kolasa & Grzegorz Koloch & Krzysztof Makarski & Michał Rubaszek, 2013. "Monetary Policy In A Non-Representative Agent Economy: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 27(4), pages 641-669, September.
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• Klaus Adam & Pei Kuang & Albert Marcet, 2012. "House Price Booms and the Current Account," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 77-122.
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• Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò, 2012. "Risk, Monetary Policy, and the Exchange Rate," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 247-309.
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  • Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò, 2011. "Risk, Monetary Policy and the Exchange Rate," NBER Working Papers 17133, National Bureau of Economic Research, Inc.
• Carmen M. Reinhart and Vincent R. Reinhart, 2011. "Limits of Monetary Policy in Theory and Practice," Cato Journal, Cato Journal, Cato Institute, vol. 31(3), pages 427-439, Fall.
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• Hamilton, James D. & Wu, Jing Cynthia, 2014. "Testable implications of affine term structure models," Journal of Econometrics, Elsevier, vol. 178(P2), pages 231-242.
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• James D. Hamilton & Jing Cynthia Wu, 2012. "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 3-46, February.
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• Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò, 2012. "Risk, Monetary Policy, and the Exchange Rate," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 247-309.
  • Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò, 2011. "Risk, Monetary Policy and the Exchange Rate," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 247-309, National Bureau of Economic Research, Inc.
  • Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò, 2011. "Risk, Monetary Policy and the Exchange Rate," NBER Working Papers 17133, National Bureau of Economic Research, Inc.
• Jonathan H. Wright, 2012. "What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?," Economic Journal, Royal Economic Society, vol. 122(564), pages 447-466, November.
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• Aizenman, Joshua & Hutchison, Michael & Jinjarak, Yothin, 2013. "What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk," Journal of International Money and Finance, Elsevier, vol. 34(C), pages 37-59.
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• van Binsbergen, Jules & Hueskes, Wouter & Koijen, Ralph & Vrugt, Evert, 2013. "Equity yields," Journal of Financial Economics, Elsevier, vol. 110(3), pages 503-519.
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• Fernando Alvarez & Francesco Lippi, 2014. "Persistent Liquidity Effects and Long-Run Money Demand," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(2), pages 71-107, April.
  • Fernando Alvarez & Francesco Lippi, 2010. "Persistent Liquidity Effect and Long Run Money Demand," EIEF Working Papers Series 1017, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2010.
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• Coleman, Simeon & Sirichand, Kavita, 2012. "Fractional integration and the volatility of UK interest rates," Economics Letters, Elsevier, vol. 116(3), pages 381-384.
  • Simeon Coleman & Kavita Sirichand, 2011. "Fractional integration and the volatility of UK interest rates," Discussion Papers in Economics 11/29, Division of Economics, School of Business, University of Leicester, revised May 2011.
  • Simeon Coleman and Kavita Sirichand, 2011. "Fractional integration and the volatility of UK interest rates," NBS Discussion Papers in Economics 2011/02, Economics, Nottingham Business School, Nottingham Trent University.
• Tarron Khemraj & Christian R. Proaño, 2011. "Excess Bank Reserves and Monetary Policy with a Lower-Bound Lending Rate September 2011," Working Papers 1104, New School for Social Research, Department of Economics.
• M. Kabir Hassan & Thiti S. Ngow & Jung Suk-Yu, 2011. "Determinants of Credit Default Swaps in International Markets," NFI Working Papers 2011-WP-01, Indiana State University, Scott College of Business, Networks Financial Institute.
• Hassan, M. Kabir & Ngene, Geoffrey M. & Yu, Jung-Suk, 2015. "Credit default swaps and sovereign debt markets," Economic Systems, Elsevier, vol. 39(2), pages 240-252.
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• Oecd, 2011. "Principles and Trade-Offs when Making Issuance Choices in the UK," OECD Working Papers on Sovereign Borrowing and Public Debt Management 2, OECD Publishing.
• Niels-Jakob Harbo Hansen & Peter Welz, 2011. "Interest Rate Pass-through During the Global Financial Crisis: The Case of Sweden," OECD Economics Department Working Papers 855, OECD Publishing.
• David Turner & Francesca Spinelli, 2011. "Explaining the Interest-Rate-Growth Differential Underlying Government Debt Dynamics," OECD Economics Department Working Papers 919, OECD Publishing.
• Dăianu Daniel, 2011. "Regaining Financial Stability: Taming Financial Markets Is a Must – a Focus on NMSs," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
• Stephen McKnight, 2011. "Investment and interest rate policy in the open economy," Oxford Economic Papers, Oxford University Press, vol. 63(4), pages 673-699, December.
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  • Stephen McKnight, 2011. "Investment and interest rate policy in the open economy," Serie documentos de trabajo del Centro de Estudios Económicos 2011-02, El Colegio de México, Centro de Estudios Económicos.
• Albert Lee Chun, 2011. "Expectations, Bond Yields, and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, vol. 24(1), pages 208-247.
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• Xavier Freixas & Antoine Martin & David Skeie, 2011. "Bank Liquidity, Interbank Markets, and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2656-2692.
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• Popescu Dan & Dinculescu Elena –Silvia, 2011. "Trends in Strategic Management of Romanian Banking Institutions," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1717-1720, May.
• Popescu Dan & Dinculescu Elena –Silvia & Bursugiu Mihaela, 2011. "Quality Improvement of the Offered Services – Solution for the Banking System Management in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 1079-1082, May.
• Guido Ascari & Nicola Branzoli & Efrem Castelnuovo, 2011. "Trend Inflation, Wage Indexation, and Determinacy in the U.S," Quaderni di Dipartimento 153, University of Pavia, Department of Economics and Quantitative Methods.
• Humala, Alberto & Rodríguez, Gabriel, 2009. "Estimation of a Time Varying Natural Interest Rate for Peru," Working Papers 2009-009, Banco Central de Reserva del Perú.
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• Guivanna Aguilar, 2011. "Microcrédito Y Crecimiento Regional En El Perú," Documentos de Trabajo / Working Papers 2011-317, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Pawel Baranowski, 2011. "Monetary Policy Rule For Poland – Results For Various Specifactions," Oeconomia Copernicana, Institute of Economic Research, vol. 2(3), pages 5-21, September.
• Charles Wyplosz, 2011. "Debt Sustainability Assessment: Mission Impossible," Review of Economics and Institutions, Università di Perugia, vol. 2(3).
• John Duffy, 2011. "Are Dynamically Inefficient Equilibria Learnable?," Working Paper 441, Department of Economics, University of Pittsburgh, revised Jan 2011.
• Ayele, Gashaw Tsegaye, 2011. "Challenges to Monetary Policy Transmission to Consumer Prices in Ethiopia," MPRA Paper 118058, University Library of Munich, Germany.
• Dai, Meixing, 2011. "Quantitative and credit easing policies at the zero lower bound on the nominal interest rate," MPRA Paper 28129, University Library of Munich, Germany.
• Abdul Majid, Muhamed Zulkhibri, 2011. "Predicting Output and Inflation in Less Developed Financial Markets Using the Yield Curve: Evidence from Malaysia," MPRA Paper 29039, University Library of Munich, Germany.
• Kakarot-Handtke, Egmont, 2011. "The pure logic of value, profit, interest," MPRA Paper 30853, University Library of Munich, Germany.
• Abdul Qayyum & Saba Anwa, 2010. "Impact of monetary policy on the volatility of stock market in pakistan," Economics Bulletin, AccessEcon, vol. 30(4), pages 1-28.
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• Massimiliano Marzo & Paolo Zagaglia, 2011. "Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market," Working Paper series 28_11, Rimini Centre for Economic Analysis.
  • Marzo, Massimiliano & Zagaglia, Paolo, 2011. "Equilibrium selection in a cashless economy with transaction frictions in the bond market," MPRA Paper 31680, University Library of Munich, Germany.
  • M. Marzo & P. Zagaglia, 2011. "Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market," Working Papers wp769, Dipartimento Scienze Economiche, Universita' di Bologna.
• Mohsin, Hasan Muhammad & Rivers, P, 2011. "Are domestic banks' pass through higher than foreign banks? Empirical evidence from Pakistan," MPRA Paper 33282, University Library of Munich, Germany, revised Apr 2011.
• Delis, Manthos D & Hasan, Iftekhar & Mylonidis, Nikolaos, 2011. "The risk-taking channel of monetary policy in the USA: Evidence from micro-level data," MPRA Paper 34084, University Library of Munich, Germany.
• Kisswani, Khalid/ M. & Nusair, Salah/ A., 2011. "Non-linear convergence in Asian interest rates and inflation rates," MPRA Paper 34179, University Library of Munich, Germany.
• Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation," Insper Working Papers wpe_250, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  • Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation," MPRA Paper 34461, University Library of Munich, Germany, revised Sep 2011.
• Li, Kui-Wai & Wong, Douglas K T, 2011. "The Exchange Rate and Interest Rate Differential Relationship: Evidence from Two Financial Crises," MPRA Paper 35297, University Library of Munich, Germany.
• Jakas, Vicente, 2011. "Theory and empirics of an affine term structure model applied to European data," MPRA Paper 36029, University Library of Munich, Germany.
• Mutu, Simona & Breşfelean, Vasile Paul & Göndör, Mihaela, 2011. "The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies," MPRA Paper 42102, University Library of Munich, Germany.
• Marco, Bianchetti, 2011. "The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management," MPRA Paper 42247, University Library of Munich, Germany, revised 27 Oct 2012.
  • Marco Bianchetti, 2012. "The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management," Papers 1210.7329, arXiv.org.
• Koutsobinas, Theodore, 2011. "Animal spirits, liquidity-preference and Keynesian behavioural macroeconomics: An intertemporal framework," MPRA Paper 43027, University Library of Munich, Germany.
• M. Berument & Selahattin Togay & Afsin Sahin, 2011. "Identifying the Liquidity Effects of Monetary Policy Shocks for a Small Open Economy: Turkey," Open Economies Review, Springer, vol. 22(4), pages 649-667, September.
  • Berument, Hakan & Togay, Selahattin & Sahin, Afsin, 2011. "Identifying the Liquidity Effects of Monetary Policy Shocks For a Small Open Economy: Turkey," MPRA Paper 46883, University Library of Munich, Germany.
• Christian Bordes & Laurent Clerc, 2011. "La BCE : quel(s) scénario(s) de sortie de crise ?," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 117-144.
  • Christian Bordes & Laurent Clerc, 2011. "La BCE : quel(s) scénario(s) de sortie de crise ?," Revue d'Économie Financière, Programme National Persée, vol. 103(3), pages 117-144.
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• Carla Soares & Paulo M. M. Rodrigues, 2013. "Determinants of the EONIA Spread and the Financial Crisis," Manchester School, University of Manchester, vol. 81, pages 82-110, October.
  • Carla Soares & Paulo M.M. Rodrigues, 2011. "Determinants of the EONIA spread and the financial crisis," Working Papers w201112, Banco de Portugal, Economics and Research Department.
• Luis F. Martins, 2011. "Moment conditions model averaging with an application to a forward-looking monetary policy reaction function," Working Papers w201116, Banco de Portugal, Economics and Research Department.
• Allen Head & Junfeng Qiu, 2007. "Elastic Money, Inflation, And Interest Rate Policy," Working Paper 1152, Economics Department, Queen's University.
• Richard Finlay & Sebastian Wende, 2012. "Estimating Inflation Expectations with a Limited Number of Inflation-Indexed Bonds," International Journal of Central Banking, International Journal of Central Banking, vol. 8(2), pages 111-142, June.
  • Richard Finlay & Sebastian Wende, 2011. "Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds," RBA Research Discussion Papers rdp2011-01, Reserve Bank of Australia.
• Jones, Callum & Kulish, Mariano, 2013. "Long-term interest rates, risk premia and unconventional monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2547-2561.
  • Callum Jones & Mariano Kulish, 2011. "Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy," RBA Research Discussion Papers rdp2011-02, Reserve Bank of Australia.
• Martin Andreasen, 2012. "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 295-316, July.
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• Martin Andreasen, 2012. "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 295-316, July.
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• Yiting Li, 2011. "Currency and Checking Deposits as Means of Payment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 403-417, April.
• Roman Sustek, 2011. "Monetary Business Cycle Accounting," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(4), pages 592-612, October.
  • Sustek, Roman, 2009. "Monetary Business Cycle Accounting," MPRA Paper 17518, University Library of Munich, Germany.
  • Roman Sustek, 2010. "Code and data files for "Monetary Business Cycle Accounting"," Computer Codes 09-177, Review of Economic Dynamics.
• Gara Afonso & Ricardo Lagos, 2015. "Trade Dynamics in the Market for Federal Funds," Econometrica, Econometric Society, vol. 83, pages 263-313, January.
  • Ricardo Lagos & Gara Afonso, 2010. "Trade Dynamics in the Market for Federal Funds," 2010 Meeting Papers 424, Society for Economic Dynamics.
  • Gara Afonso & Ricardo Lagos, 2014. "Trade Dynamics in the Market for Federal Funds," NBER Working Papers 20419, National Bureau of Economic Research, Inc.
  • Gara M. dup Afonso & Ricardo Lagos, 2014. "Trade Dynamics in the Market for Federal Funds," Working Papers 710, Federal Reserve Bank of Minneapolis.
  • Gara M. dup Afonso & Ricardo Lagos, 2012. "Trade dynamics in the market for federal funds," Staff Reports 549, Federal Reserve Bank of New York.
  • Ricardo Lagos & Gara Afonson, 2011. "Trade Dynamics in the Market for Federal Funds," 2011 Meeting Papers 314, Society for Economic Dynamics.
• Delia-Elena Diaconasu & Alexandru Asavoaei, 2011. "The Role of Investment Funds in Romania," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 14(39), pages 45-59, March.
• Roberto Blanco & Fernando Restoy, 2011. "Have Real Interest Rates Really Fallen That Much In Spain?," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 19(1), pages 153-170, Spring.
  • Roberto Blanco & Fernando Restoy, 2007. "Have real interest rates really fallen that much in Spain?," Working Papers 0704, Banco de España.
• Daniel Albalate & Germà Bel, 2011. "Cuando La Economía No Importa: Auge Y Esplendor De La Alta Velocidad En España," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 19(1), pages 171-190, Spring.
• Alho, Kari E.O., 2011. "How to Restore Sustainability of the Euro?," Discussion Papers 1259, The Research Institute of the Finnish Economy.
• Paolo Zagaglia, 2011. "Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback," Working Paper series 19_11, Rimini Centre for Economic Analysis.
• Marzo, Massimiliano & Zagaglia, Paolo, 2011. "Equilibrium selection in a cashless economy with transaction frictions in the bond market," MPRA Paper 31680, University Library of Munich, Germany.
  • Massimiliano Marzo & Paolo Zagaglia, 2011. "Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market," Working Paper series 28_11, Rimini Centre for Economic Analysis.
  • M. Marzo & P. Zagaglia, 2011. "Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market," Working Papers wp769, Dipartimento Scienze Economiche, Universita' di Bologna.
• Peter J. Morgan, 2011. "Impact of US Quantitative Easing Policy on Emerging Asia," Macroeconomics Working Papers 23215, East Asian Bureau of Economic Research.
  • Morgan, Peter J., 2011. "Impact of US Quantitative Easing Policy on Emerging Asia," ADBI Working Papers 321, Asian Development Bank Institute.
  • Peter J. Morgan, 2011. "Impact of US Quantitative Easing Policy on Emerging Asia," Finance Working Papers 23215, East Asian Bureau of Economic Research.
• Santos, Rui, 2011. "A Disequilibrium Model of the Interest Rate," Working Papers 18/2011, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
• Santos, Rui, 2011. "A Disequilibrium Model Of The Interest Rate," Working Papers 36/2014, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE), revised 25 May 2011.
• Bianchetti, Marco & Carlicchi, Mattia, 2011. "Interest Rates After the Credit Crunch: Markets and Models Evolution," Journal of Financial Transformation, Capco Institute, vol. 32, pages 35-48.
• Chiara Coluzzi, 2011. "The Pricing of the Option Implicitly Granted by the Italian Treasury to the Specialists in the Reserved Auction Reopening," Rivista di Politica Economica, SIPI Spa, issue 1, pages 189-221, January-M.
• Mario Jovanovic, 2011. "Does Monetary Policy Affect Stock Market Uncertainty? – Empirical Evidence from the United States," Ruhr Economic Papers 0240, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Jens Klose, 2011. "Political Business Cycles and Monetary Policy Revisited – An Application of a Two-Dimensional Asymmetric Taylor Reaction Function," Ruhr Economic Papers 0286, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2013. "Policy change and learning in the RBC model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(10), pages 1947-1971.
  • Kaushik, Mitra & Evans, George W. & Honkapohja, Seppo, 2011. "Policy change and learning in the RBC model," Research Discussion Papers 22/2011, Bank of Finland.
  • Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2012. "Policy Change and Learning in the RBC Model," CEPR Discussion Papers 8892, C.E.P.R. Discussion Papers.
  • Kaushik Mitra & George W. Evans & Seppo Honkapohja, 2011. "Policy Change and Learning in the RBC Model," CDMA Working Paper Series 201111, Centre for Dynamic Macroeconomic Analysis.
• Onsurang Norrbin & Aaron D. Smallwood, 2011. "Mean Reversion in the Real Interest Rate and the Effects of Calculating Expected Inflation," Southern Economic Journal, Southern Economic Association, vol. 78(1), pages 107-130, July.
• Bernd Hayo & hayo@wiwi.uni-marburg.de & Matthias Neuenkirch, 2011. "Canadian Interest Rate Setting: The Information Content of Canadian and U.S. Central Bank Communication," Southern Economic Journal, Southern Economic Association, vol. 78(1), pages 131-148, July.
• James Peery Cover, 2011. "Risk and Macroeconomic Activity," Southern Economic Journal, Southern Economic Association, vol. 78(1), pages 149-166, July.
• Iva Cecchin, 2011. "Mortgage Rate Pass-Through in Switzerland," Working Papers 2011-08, Swiss National Bank.
• Sébastien P. Kraenzlin & Benedikt von Scarpatetti, 2011. "Bargaining Power in the Repo Market," Working Papers 2011-14, Swiss National Bank.
• Barthélemy, J. & Marx, M., 2011. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," Working papers 347, Banque de France.
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  • Magali Marx & Jean Barthelemy, 2013. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," 2013 Meeting Papers 576, Society for Economic Dynamics.
• Arnab Bhattacharjee & Sean Holly, 2011. "Structural interactions in spatial panels," Empirical Economics, Springer, vol. 40(1), pages 69-94, February.
  • Bhattacharjee, Arnab & Holly, Sean, 2009. "Structural Interactions in Spatial Panels," SIRE Discussion Papers 2009-39, Scottish Institute for Research in Economics (SIRE).
  • Bhattacharjee, A. & Holly, S., 2010. "Structural Interactions in Spatial Panels," Cambridge Working Papers in Economics 1004, Faculty of Economics, University of Cambridge.
• Andreas Reschreiter, 2011. "Real and nominal UK interest rates, ERM membership, and inflation targeting," Empirical Economics, Springer, vol. 40(3), pages 559-579, May.
  • Reschreiter, Andreas, 2006. "Real and Nominal UK Interest Rates, ERM Membership and Inflation Targeting," Economics Series 193, Institute for Advanced Studies.
• Prasad V. BIDARKOTA & Brice V. DUPOYET, 2011. "Asset Pricing With Incomplete Information In A Discrete-Time Pure Exchange Economy," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 9-26, June.
• Nadeem SOHAIL & Hussain ZAKIR, 2011. "The Macroeconomic Variables And Stock Returns In Pakistan: The Case Of Kse100 Index," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 76-84, June.
• Matteo Fragetta & Giovanni Melina, 2013. "Identification of monetary policy in SVAR models: a data-oriented perspective," Empirical Economics, Springer, vol. 45(2), pages 831-844, October.
  • Matteo Fragetta & Giovanni Melina, 2011. "Identification of Monetary Policy in SVAR Models: A Data-Oriented Perspective," School of Economics Discussion Papers 0811, School of Economics, University of Surrey.
• Christiane Nickel & Philipp Rother & Jan-Christoph Ruelke, 2011. "Fiscal variables and bond spreads - evidence from Eastern European countries and Turkey," Applied Financial Economics, Taylor & Francis Journals, vol. 21(17), pages 1291-1307.
  • Nickel, Christiane & Rother, Philipp & Rülke, Jan C., 2009. "Fiscal variables and bond spreads: evidence from eastern European countries and Turkey," Working Paper Series 1101, European Central Bank.
• William Lin & Shih-Chuan Tsai & David Sun, 2011. "Price informativeness and predictability: how liquidity can help," Applied Economics, Taylor & Francis Journals, vol. 43(17), pages 2199-2217.
  • Lin, William & Tsai, Shih-Chuan & Sun, David, 2008. "Price informativeness and predictability: how liquidity can help," MPRA Paper 20226, University Library of Munich, Germany, revised 18 Oct 2009.
• Joaquim Pinto de Andrade & Manoel Carlos de Castro Pires, 2011. "Implications of public debt indexation for monetary policy transmission," Journal of Applied Economics, Universidad del CEMA, vol. 14, pages 257-268, November.
  • Joaquim Pinto de Andrade & Manoel Carlos de Castro Pires, 2011. "Implications of Public Debt Indexation for Monetary Policy Transmission," Journal of Applied Economics, Taylor & Francis Journals, vol. 14(2), pages 257-268, November.
• Mardi Dungey & M.Tugrul Vehbi, 2011. "A SVECM Model of the UK Economy and The Term Premium," CAMA Working Papers 2011-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Dungey, Mardi & Tugrul Vehbi, M, 2011. "A SVECM Model of the UK Economy and The Term Premium," Working Papers 11610, University of Tasmania, Tasmanian School of Business and Economics.
• Murat Duran & Eda Gulsen & Refet Gurkaynak, 2011. "Turkiye Icin Getiri Egrileri Kullanilarak Enflasyon Telafisi Tahmin Edilmesi," Working Papers 1122, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Koopman, Siem Jan & van der Wel, Michel, 2013. "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model," International Journal of Forecasting, Elsevier, vol. 29(4), pages 676-694.
  • Siem Jan Koopman & Michel van der Wel, 2011. "Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model," Tinbergen Institute Discussion Papers 11-063/4, Tinbergen Institute.
• Michael Ehrmann & Marcel Fratzscher, 2011. "Politics and Monetary Policy," The Review of Economics and Statistics, MIT Press, vol. 93(3), pages 941-960, August.
  • Ehrmann, Michael & Fratzscher, Marcel, 2010. "Politics and Monetary Policy," CEPR Discussion Papers 8143, C.E.P.R. Discussion Papers.
• Pawel Baranowski, 2011. "Monetary Policy Rule For Poland – Results For Various Specifactions," Oeconomia Copernicana, Polskie Towarzystwo Ekonomiczne Oddzial w Toruniu, Wydzial Nauk Ekonomicznych i Zarzadzania UMK, vol. 2(3), pages 5-21, September.
• Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2013. "Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?," Journal of Financial Stability, Elsevier, vol. 9(1), pages 117-138.
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  • Jaromír Baxa & Roman Horváth & Borek Vasícek, 2011. "Monetary Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary," Working Papers wpdea1101, Department of Applied Economics at Universitat Autonoma of Barcelona.
  • Jaromir Baxa & Roman Horvath & Borek Vasicek, 2011. "Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy?," Working Papers 2011/03, Czech National Bank.
• Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer, 2011. "The Dynamics of Energy-Grain Prices with Open Interest," Working Papers in Economics 11/24, University of Canterbury, Department of Economics and Finance.
  • Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer, 2011. "The Dynamics of Energy-Grain Prices with Open Interest," Documentos de Trabajo del ICAE 2011-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer, 2011. "The Dynamics of Energy-Grain Prices with Open Interest," KIER Working Papers 776, Kyoto University, Institute of Economic Research.
  • Hammoudeh, S.M. & Sarafrazi, S. & Chang, C-L. & McAleer, M.J., 2011. "The Dynamics of Energy-Grain Prices with Open Interest," Econometric Institute Research Papers EI 2011-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Thomas I. Palley, 2011. "Quantitative Easing: A Keynesian Critique," Working Papers wp252, Political Economy Research Institute, University of Massachusetts at Amherst.
• Luis Gil‐Alana & Antonio Moreno & Fernando Pérez de Gracia, 2012. "Exploring Survey‐Based Inflation Forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(6), pages 524-539, September.
  • Luis Gil-Alana & Antonio Moreno & Fernando Pérez de Gracia, 2011. "Exploring Survey-Based Inflation Forecasts," Faculty Working Papers 05/11, School of Economics and Business Administration, University of Navarra.
• Giulio Tarditi, 2011. "Affine Term Structure Constraints on Euribor data," Department of Economics University of Siena 613, Department of Economics, University of Siena.
• Chiarella, Carl & Hsiao, Chih-Ying & Tô, Thuy-Duong, 2016. "Stochastic correlation and risk premia in term structure models," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 59-78.
  • Carl Chiarella & Chih-Ying Hsiao & Thuy-Duong To, 2011. "Stochastic Correlation and Risk Premia in Term Structure Models," Research Paper Series 298, Quantitative Finance Research Centre, University of Technology, Sydney.
• Dan Luo & Iris Biefang-Frisancho Mariscal & Peter Howells, 2011. "The effect of monetary policy on investors’ risk perception: Evidence from the UK and Germany," Working Papers 1107, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
• Pop, Napoleon & Milea, Camelia & Lupu, Iulia & Criste, Adina & Ailinca, Alina Georgeta & Iordache, Floarea & Rotaru, Alina, 2011. "Measures To Recalibrate The Macroeconomic Policies In The New Eu Member States That Are To Adopt The Single Currency," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 15(1), pages 171-189.
• Helge Berger & Jakob de Haan & Jan‐Egbert Sturm, 2011. "Does money matter in the ECB strategy? New evidence based on ECB communication," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(1), pages 16-31, January.
  • Berger, Helge & de Haan, Jakob & Sturm, Jan-Egbert, 2006. "Does money matter in the ECB strategy? New evidence based on ECB communication," Discussion Papers 2006/1, Free University Berlin, School of Business & Economics.
  • Helge Berger & Jan-Egbert Sturm, 2006. "Does Money Matter in the ECB Strategy? New Evidence Based on ECB Communication," CESifo Working Paper Series 1652, CESifo.
• Paolo Angelini & Andrea Nobili & Cristina Picillo, 2011. "The Interbank Market after August 2007: What Has Changed, and Why?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 923-958, August.
  • Paolo Angelini & Andrea Nobili & Cristina Picillo, 2011. "The Interbank Market after August 2007: What Has Changed, and Why?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 923-958, August.
  • Paolo Angelini & Andrea Nobili & Maria Cristina Picillo, 2009. "The interbank market after August 2007: what has changed, and why?," Temi di discussione (Economic working papers) 731, Bank of Italy, Economic Research and International Relations Area.
• Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
  • Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," ERIM Report Series Research in Management ERS-2006-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Other publications TiSEM fddff8c7-43e7-4776-9b72-4, Tilburg University, School of Economics and Management.
  • Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," CEPR Discussion Papers 5896, C.E.P.R. Discussion Papers.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Discussion Paper 2006-88, Tilburg University, Center for Economic Research.
• Onsurang Norrbin & Aaron D. Smallwood, 2011. "Mean Reversion in the Real Interest Rate and the Effects of Calculating Expected Inflation," Southern Economic Journal, John Wiley & Sons, vol. 78(1), pages 107-130, July.
• Bernd Hayo & hayo@wiwi.uni-marburg.de & Matthias Neuenkirch, 2011. "Canadian Interest Rate Setting: The Information Content of Canadian and U.S. Central Bank Communication," Southern Economic Journal, John Wiley & Sons, vol. 78(1), pages 131-148, July.
  • Bernd Hayo & Matthias Neuenkirch, 2009. "Canadian Interest Rate Setting: The Information Content of Canadian and U.S. Central Bank Communication," MAGKS Papers on Economics 200935, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• James Peery Cover, 2011. "Risk and Macroeconomic Activity," Southern Economic Journal, John Wiley & Sons, vol. 78(1), pages 149-166, July.
• Bernd Hayo & Matthias Neuenkirch, 2011. "Canadian Interest Rate Setting: The Information Content of Canadian and U.S. Central Bank Communication," Southern Economic Journal, John Wiley & Sons, vol. 78(1), pages 131-148, July.
  • Bernd Hayo & Matthias Neuenkirch, 2009. "Canadian Interest Rate Setting: The Information Content of Canadian and U.S. Central Bank Communication," MAGKS Papers on Economics 200935, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Kębłowski, Piotr & Welfe, Aleksander, 2012. "A risk-driven approach to exchange rate modelling," Economic Modelling, Elsevier, vol. 29(4), pages 1473-1482.
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• Jagdish Handa & Shibeshi Ghebre Kahsay, 2011. "Studies in East Asian Economies:Capital Flows, Exchange Rates and Monetary Policy," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8067.
• Joanna Janczura & Sebastian Orzel & Agnieszka Wylomanska, 2011. "Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description," HSC Research Reports HSC/11/03, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2013. "Policy change and learning in the RBC model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(10), pages 1947-1971.
  • Kaushik, Mitra & Evans, George W. & Honkapohja, Seppo, 2011. "Policy change and learning in the RBC model," Bank of Finland Research Discussion Papers 22/2011, Bank of Finland.
  • Honkapohja, Seppo & Evans, George W. & Mitra, Kaushik, 2012. "Policy Change and Learning in the RBC Model," CEPR Discussion Papers 8892, C.E.P.R. Discussion Papers.
• Abbassi, Puriya & Nautz, Dieter, 2012. "Monetary transmission right from the start: On the information content of the Eurosystem's main refinancing operations," The North American Journal of Economics and Finance, Elsevier, vol. 23(1), pages 54-69.
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• Gerlach Stefan & Moretti Laura, 2014. "Monetary policy and TIPS yields before the crisis," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 689-701, January.
  • Gerlach, Stefan & Moretti, Laura, 2011. "Monetary Policy and TIPS Yields before the Crisis," CEPR Discussion Papers 8560, C.E.P.R. Discussion Papers.
  • Gerlach, Stefan & Moretti, Laura, 2011. "Monetary policy and TIPS yields before the crisis," CFS Working Paper Series 2011/22, Center for Financial Studies (CFS).
• Buscher, Herbert S. & Gabrisch, Hubert, 2011. "What Might Central Banks Lose or Gain in Case of Euro Adoption – A GARCH-Analysis of Money Market Rates for Sweden, Denmark and the UK," IWH Discussion Papers 9/2011, Halle Institute for Economic Research (IWH).
• Jovanović, Mario, 2011. "Does Monetary Policy Affect Stock Market Uncertainty? – Empirical Evidence from the United States," Ruhr Economic Papers 240, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Jens Klose, 2012. "Political business cycles and monetary policy revisited–an application of a two-dimensional asymmetric Taylor reaction function," International Economics and Economic Policy, Springer, vol. 9(3), pages 265-295, September.
  • Klose, Jens, 2011. "Political Business Cycles and Monetary Policy Revisited – An Application of a Two-Dimensional Asymmetric Taylor Reaction Function," Ruhr Economic Papers 286, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Meyer-Gohde, Alexander, 2011. "Sticky information and determinacy," SFB 649 Discussion Papers 2011-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Till Strohsal & Enzo Weber, 2014. "Mean-variance cointegration and the expectations hypothesis," Quantitative Finance, Taylor & Francis Journals, vol. 14(11), pages 1983-1997, November.
  • Strohsal, Till & Weber, Enzo, 2010. "Mean-Variance Cointegration and the Expectations Hypothesis," University of Regensburg Working Papers in Business, Economics and Management Information Systems 442, University of Regensburg, Department of Economics.
  • Strohsal, Till & Weber, Enzo, 2011. "Mean-variance cointegration and the expectations hypothesis," SFB 649 Discussion Papers 2011-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Meyer-Gohde, Alexander, 2011. "Monetary policy, determinacy, and the natural rate hypothesis," SFB 649 Discussion Papers 2011-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Christian Kascha & Carsten Trenkler, 2011. "Cointegrated VARMA models and forecasting US interest rates," ECON - Working Papers 033, Department of Economics - University of Zurich.

2010

• Ansgar Belke & Jens Klose, 2010. "(How) Do the ECB and the Fed React to Financial Market Uncertainty? – The Taylor Rule in Times of Crisis," Ruhr Economic Papers 0166, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Ansgar Belke & Robert Czudaj, 2010. "Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques," Ruhr Economic Papers 0171, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Arnab Bhattacharjee & Sean Holly, 2011. "Structural interactions in spatial panels," Empirical Economics, Springer, vol. 40(1), pages 69-94, February.
  • Bhattacharjee, Arnab & Holly, Sean, 2009. "Structural Interactions in Spatial Panels," SIRE Discussion Papers 2009-39, Scottish Institute for Research in Economics (SIRE).
  • Arnab Bhattacharjee & Sean Holly, 2010. "Structural Interactions in Spatial Panels," CDMA Working Paper Series 201003, Centre for Dynamic Macroeconomic Analysis.
  • Bhattacharjee, A. & Holly, S., 2010. "Structural Interactions in Spatial Panels," Cambridge Working Papers in Economics 1004, Faculty of Economics, University of Cambridge.
• Arnab Bhattacharjee & Sean Holly, 2013. "Understanding Interactions in Social Networks and Committees," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(1), pages 23-53, March.
  • Bhattacharjee, Arnab & Holly, Sean, 2009. "Understanding Interactions in Social Networks and Committees," SIRE Discussion Papers 2009-53, Scottish Institute for Research in Economics (SIRE).
  • Arnab Bhattacharjee & Sean Holly, 2010. "Understanding Interactions in Social Networks and Committees," CDMA Working Paper Series 201004, Centre for Dynamic Macroeconomic Analysis.
  • Bhattacharjee, A. & Holly, S., 2010. "Understanding Interactions in Social Networks and Committees," Cambridge Working Papers in Economics 1003, Faculty of Economics, University of Cambridge.
• George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2012. "Does Ricardian Equivalence Hold When Expectations Are Not Rational?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1259-1283, October.
  • George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2012. "Does Ricardian Equivalence Hold When Expectations Are Not Rational?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1259-1283, October.
  • Evans, George W. & Honkapohja, Seppo & Kaushik, Mitra, 2010. "Does Ricardian Equivalence hold when expectations are not rational?," Research Discussion Papers 13/2010, Bank of Finland.
  • George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," CDMA Working Paper Series 201008, Centre for Dynamic Macroeconomic Analysis.
  • Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," SIRE Discussion Papers 2010-73, Scottish Institute for Research in Economics (SIRE).
  • Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," CEPR Discussion Papers 7792, C.E.P.R. Discussion Papers.
  • George W. Evans & Seppo Honkapohja, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," University of Oregon Economics Department Working Papers 2010-3, University of Oregon Economics Department.
• Abiodun Elijah Obayelu, 2010. "The Impacts of Global Financial and Economic Crisis on African Economies: A Review," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 6, pages 15-42.
• Noor-e-Saher & Mehran Herbert, 2010. "Response of Long-term Interest Rate to Fiscal Imbalance: Evidence from Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 6, pages 43-49.
• John B. Taylor, 2010. "Does the Crisis Experience Call for a New Paradigm in Monetary Policy?," CASE Network Studies and Analyses 402, CASE-Center for Social and Economic Research.
• Hans Genberg & Stefan Gerlach, 2010. "Swiss Monetary Policy 2000-2009," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 131-165, March.
  • Genberg, Hans & Gerlach, Stefan, 2010. "Swiss Monetary Policy, 2000-2009," CEPR Discussion Papers 7805, C.E.P.R. Discussion Papers.
• Marcel R. Savioz & Maja Ganarin, 2010. "Discussion: Swiss Monetary Policy 2000-2009," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 167-183, March.
• Samuel Reynard & Andreas Schabert, 2009. "Modeling Monetary Policy," Tinbergen Institute Discussion Papers 09-094/2, Tinbergen Institute.
  • Samuel Reynard & Andreas Schabert, 2010. "Modeling Monetary Policy," Working Papers 2010-04, Swiss National Bank.
• Petra Gerlach-Kristen & Barbara Rudolf, 2010. "Macroeconomic and interest rate volatility under alternative monetary operating procedures," BIS Working Papers 319, Bank for International Settlements.
  • Petra Gerlach & Barbara Rudolf, 2010. "Macroeconomic and interest rate volatility under alternative monetary operating procedures," Working Papers 2010-12, Swiss National Bank.
• Xinhua Gu, 2010. "A synthesized discussion on the Macao monetary reform," Frontiers of Economics in China, Springer;Higher Education Press, vol. 5(4), pages 604-621, December.
• Angelos Kanas, 2010. "A note on the relation between the equity risk premium and the term structure," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(1), pages 89-95, January.
• Minoas Koukouritakis, 2010. "Structural breaks and the expectations hypothesis of the term structure: evidence from Central European countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(4), pages 757-774, January.
• Antonio FORTE, 2010. "Some Empirical Evidence Of The Euro Area Monetary Policy," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 1(1), pages 42-58.
  • Forte, Antonio, 2010. "Some empirical evidence of the euro area monetary policy," MPRA Paper 21785, University Library of Munich, Germany.
• Antonio Forte, 2010. "Some Empirical Evidence of the Euro Area Monetary Policy," Theoretical and Practical Research in Economic Fields, ASERS Publishing, vol. 0(1), pages 42-58, June.
  • Forte, Antonio, 2010. "Some empirical evidence of the euro area monetary policy," MPRA Paper 21785, University Library of Munich, Germany.
• Giuseppe CINQUEGRANA & Domenico SARNO, 2010. "The Yield Curve and the Prediction on the Business Cycle: a Var Analysis for the European Union," Theoretical and Practical Research in Economic Fields, ASERS Publishing, vol. 0(2), pages 183-209, December.
  • Cinquegrana, Giuseppe & Sarno, Domenico, 2010. "The yield curve and the prediction on the business cycle: a VAR analysis for the European Union," MPRA Paper 21795, University Library of Munich, Germany.
• Jarko Fidrmuc & Roman Horváth & Eva Horváthová, 2010. "Corporate Interest Rates and the Financial Accelerator in the Czech Republic," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 46(4), pages 41-54, January.
  • Jarko Fidrmuc & Roman Horváth & Eva Horváthová, 2010. "Corporate Interest Rates and the Financial Accelerator in the Czech Republic," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(4), pages 41-54, January.
  • Fidrmuc, Jarko & Horváth, Roman & Horváthová, Eva, 2008. "Corporate Interest Rates and the Financial Accelerator in the Czech Republic," Discussion Papers in Economics 7191, University of Munich, Department of Economics.
• Murat Duran & Pinar Ozlu & Deren Unalmis, 2010. "TCMB Faiz Kararlarinin Hisse Senedi Piyasalari Uzerine Etkisi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 10(2), pages 23-32.
• Harun Alp & Hakan Kara & Gursu Keles & Refet Gurkaynak & Musa Orak, 2010. "Turkiye�de Piyasa Gostergelerinden Para Politikasi Beklentilerinin Olculmesi," Working Papers 1011, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Murat Duran & Gulserim Ozcan & Pinar Ozlu & Deren Unalmis, 2010. "Measuring the Impact of Monetary Policy on Asset Prices in Turkey (Turkiye�de Para Politikasinin Finansal Varlik Fiyatlari Uzerine Etkisi)," Working Papers 1017, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Xavier Freixas & Antoine Martin & David Skeie, 2011. "Bank Liquidity, Interbank Markets, and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2656-2692.
  • Xavier Freixas & Antoine Martin & David R. Skeie, 2009. "Bank liquidity, interbank markets, and monetary policy," Staff Reports 371, Federal Reserve Bank of New York.
  • Antoine Martin & David Skeie & Xavier Freixas, 2015. "Bank Liquidity, Interbank Markets and Monetary Policy," Working Papers 429, Barcelona School of Economics.
  • Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Discussion Paper 2010-35S, Tilburg University, Center for Economic Research.
  • Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Other publications TiSEM 06dc8c5e-b918-4028-8330-9, Tilburg University, School of Economics and Management.
  • Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Other publications TiSEM d716ff9a-e8da-448f-86a1-8, Tilburg University, School of Economics and Management.
  • Xavier Freixas & Antoine Martin & David Skeie, 2010. "Bank liquidity, interbank markets and monetary policy," Economics Working Papers 1202, Department of Economics and Business, Universitat Pompeu Fabra.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2010. "The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy," Other publications TiSEM b44feba5-acd3-43b8-969e-1, Tilburg University, School of Economics and Management.
  • Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2010. "The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy," Discussion Paper 2010-121, Tilburg University, Center for Economic Research.
  • Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2010. "The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy," Other publications TiSEM 8b320ebf-1447-46c9-82e3-c, Tilburg University, School of Economics and Management.
  • Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2010. "The bond yield conundrum: alternative hypotheses and the state of the economy," CEPR Discussion Papers 8063, C.E.P.R. Discussion Papers.
• Agur, I. & Demertzis, M., 2010. "Monetary Policy and Excessive Bank Risk Taking," Other publications TiSEM ed82a0e9-77c4-469a-95dc-b, Tilburg University, School of Economics and Management.
  • Agur, I. & Demertzis, M., 2010. "Monetary Policy and Excessive Bank Risk Taking," Discussion Paper 2010-30S, Tilburg University, Center for Economic Research.
  • Agur, I. & Demertzis, M., 2010. "Monetary Policy and Excessive Bank Risk Taking," Other publications TiSEM abeb4545-a3fb-4a46-8595-f, Tilburg University, School of Economics and Management.
• Xavier Freixas & Antoine Martin & David Skeie, 2011. "Bank Liquidity, Interbank Markets, and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2656-2692.
  • Xavier Freixas & Antoine Martin & David R. Skeie, 2009. "Bank liquidity, interbank markets, and monetary policy," Staff Reports 371, Federal Reserve Bank of New York.
  • Antoine Martin & David Skeie & Xavier Freixas, 2015. "Bank Liquidity, Interbank Markets and Monetary Policy," Working Papers 429, Barcelona School of Economics.
  • Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Other publications TiSEM 06dc8c5e-b918-4028-8330-9, Tilburg University, School of Economics and Management.
  • Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Other publications TiSEM d716ff9a-e8da-448f-86a1-8, Tilburg University, School of Economics and Management.
  • Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Discussion Paper 2010-35S, Tilburg University, Center for Economic Research.
  • Xavier Freixas & Antoine Martin & David Skeie, 2010. "Bank liquidity, interbank markets and monetary policy," Economics Working Papers 1202, Department of Economics and Business, Universitat Pompeu Fabra.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2010. "The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy," Other publications TiSEM b44feba5-acd3-43b8-969e-1, Tilburg University, School of Economics and Management.
  • Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2010. "The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy," Other publications TiSEM 8b320ebf-1447-46c9-82e3-c, Tilburg University, School of Economics and Management.
  • Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2010. "The bond yield conundrum: alternative hypotheses and the state of the economy," CEPR Discussion Papers 8063, C.E.P.R. Discussion Papers.
  • Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2010. "The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy," Discussion Paper 2010-121, Tilburg University, Center for Economic Research.
• Agur, I. & Demertzis, M., 2010. "Monetary Policy and Excessive Bank Risk Taking," Other publications TiSEM ed82a0e9-77c4-469a-95dc-b, Tilburg University, School of Economics and Management.
  • Agur, I. & Demertzis, M., 2010. "Monetary Policy and Excessive Bank Risk Taking," Other publications TiSEM abeb4545-a3fb-4a46-8595-f, Tilburg University, School of Economics and Management.
  • Agur, I. & Demertzis, M., 2010. "Monetary Policy and Excessive Bank Risk Taking," Discussion Paper 2010-30S, Tilburg University, Center for Economic Research.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2010. "The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy," Discussion Paper 2010-121, Tilburg University, Center for Economic Research.
  • Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2010. "The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy," Other publications TiSEM b44feba5-acd3-43b8-969e-1, Tilburg University, School of Economics and Management.
  • Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2010. "The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy," Other publications TiSEM 8b320ebf-1447-46c9-82e3-c, Tilburg University, School of Economics and Management.
  • Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2010. "The bond yield conundrum: alternative hypotheses and the state of the economy," CEPR Discussion Papers 8063, C.E.P.R. Discussion Papers.
• Xavier Freixas & Antoine Martin & David Skeie, 2011. "Bank Liquidity, Interbank Markets, and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2656-2692.
  • Xavier Freixas & Antoine Martin & David R. Skeie, 2009. "Bank liquidity, interbank markets, and monetary policy," Staff Reports 371, Federal Reserve Bank of New York.
  • Antoine Martin & David Skeie & Xavier Freixas, 2015. "Bank Liquidity, Interbank Markets and Monetary Policy," Working Papers 429, Barcelona School of Economics.
  • Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Other publications TiSEM d716ff9a-e8da-448f-86a1-8, Tilburg University, School of Economics and Management.
  • Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Other publications TiSEM 06dc8c5e-b918-4028-8330-9, Tilburg University, School of Economics and Management.
  • Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Discussion Paper 2010-35S, Tilburg University, Center for Economic Research.
  • Xavier Freixas & Antoine Martin & David Skeie, 2010. "Bank liquidity, interbank markets and monetary policy," Economics Working Papers 1202, Department of Economics and Business, Universitat Pompeu Fabra.
• Agur, I. & Demertzis, M., 2010. "Monetary Policy and Excessive Bank Risk Taking," Discussion Paper 2010-30S, Tilburg University, Center for Economic Research.
  • Agur, I. & Demertzis, M., 2010. "Monetary Policy and Excessive Bank Risk Taking," Other publications TiSEM ed82a0e9-77c4-469a-95dc-b, Tilburg University, School of Economics and Management.
  • Agur, I. & Demertzis, M., 2010. "Monetary Policy and Excessive Bank Risk Taking," Other publications TiSEM abeb4545-a3fb-4a46-8595-f, Tilburg University, School of Economics and Management.
• Claus Brand & Daniel Buncic & Jarkko Turunen, 2010. "The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve," Journal of the European Economic Association, MIT Press, vol. 8(6), pages 1266-1298, December.
  • Brand, Claus & Turunen, Jarkko & Buncic, Daniel, 2006. "The impact of ECB monetary policy decisions and communication on the yield curve," Working Paper Series 657, European Central Bank.
  • Claus Brand & Daniel Buncic & Jarkko Turunen, 2008. "The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve," Discussion Papers 2008-11, School of Economics, The University of New South Wales.
• Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2014. "How Does Monetary Policy Change? Evidence On Inflation-Targeting Countries," Macroeconomic Dynamics, Cambridge University Press, vol. 18(3), pages 593-630, April.
  • Jaromir Baxa & Roman Horvath & Borek Vasicek, 2010. "How Does Monetary Policy Change? Evidence on Inflation Targeting Countries," Working Papers 2010/02, Czech National Bank.
  • Jaromír Baxa & Roman Horváth & Borek Vasícek, 2010. "How Does Monetary Policy Change? Evidence on Inflation Targeting Countries," Working Papers wpdea1007, Department of Applied Economics at Universitat Autonoma of Barcelona.
  • Jaromír Baxa & Roman Horváth & Bořek Vašíček, 2010. "How Does Monetary Policy Change? Evidence on Inflation Targeting Countries," Working Papers IES 2010/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2010.
• Peter Cripwell & David Edelman, 2010. "Conundrum or Complication: A Study of Yield Curve Dynamics under Unusual Economic Conditions and Monetary Policies," Working Papers 200836, Geary Institute, University College Dublin.
• Jin Cheng, 2012. "Monnaie et crise bancaire dans une petite économie ouverte," Recherches économiques de Louvain, De Boeck Université, vol. 78(1), pages 47-73.
  • Jin Cheng, 2010. "Monnaie et Crise Bancaire dans une Petite Economie Ouverte," Working Papers of BETA 2010-02, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  • Jin CHENG, 2012. "Monnaie et crise bancaire dans une petite économie ouverte," Discussion Papers (REL - Recherches Economiques de Louvain) 2012013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Thomas I. Palley, 2010. "The Troubling Economics and Politics of Paying Interest on Bank Reserves: A Critique of the Federal Reserve’s Exit Strategy," Working Papers wp221, Political Economy Research Institute, University of Massachusetts at Amherst.
• Xavier Freixas & Antoine Martin & David Skeie, 2011. "Bank Liquidity, Interbank Markets, and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2656-2692.
  • Xavier Freixas & Antoine Martin & David R. Skeie, 2009. "Bank liquidity, interbank markets, and monetary policy," Staff Reports 371, Federal Reserve Bank of New York.
  • Antoine Martin & David Skeie & Xavier Freixas, 2015. "Bank Liquidity, Interbank Markets and Monetary Policy," Working Papers 429, Barcelona School of Economics.
  • Xavier Freixas & Antoine Martin & David Skeie, 2010. "Bank liquidity, interbank markets and monetary policy," Economics Working Papers 1202, Department of Economics and Business, Universitat Pompeu Fabra.
  • Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Other publications TiSEM 06dc8c5e-b918-4028-8330-9, Tilburg University, School of Economics and Management.
  • Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Other publications TiSEM d716ff9a-e8da-448f-86a1-8, Tilburg University, School of Economics and Management.
  • Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Discussion Paper 2010-35S, Tilburg University, Center for Economic Research.
• Iris Biefang Frisancho-Mariscal & Peter Howells, 2010. "Interest rate pass-through and risk," Working Papers 1016, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
• Yu-chin Chen & Kwok Ping Tsang, 2009. "A Macro-Finance Approach to Exchange Rate Determination," Working Papers UWEC-2009-24-R, University of Washington, Department of Economics, revised May 2010.
  • Yu-chin Chen & Kwok Ping Tsang, 2010. "A Macro-Finance Approach to Exchange Rate Determination," Working Papers e07-19, Virginia Polytechnic Institute and State University, Department of Economics.
  • Yu-chin Chen & Kwok Ping Tsang, 2011. "A Macro-Finance Approach to Exchange Rate Determination," Working Papers 012011, Hong Kong Institute for Monetary Research.
• Petar Chobanov & Amine LAHIANI & Nikolay NENOVSKY, 2010. "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," LEO Working Papers / DR LEO 1253, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Peter Chobanov & Amine Lahiani & Nikolay Nenovsky, 2010. "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," William Davidson Institute Working Papers Series wp1002, William Davidson Institute at the University of Michigan.
• Rebeca Jiménez-Rodriguez & Amalia Morales-Zumaquero & Balazs Egert, 2010. "The VARying Effect of Foreign Shocks in Central and Eastern Europe," CESifo Working Paper Series 3080, CESifo.
  • Rebeca Jimenez-Rodriguez & Amalia Morales-Zumaquero & Balazs Egert, 2010. "The VARying Effect of Foreign Shocks in Central and Eastern Europe," William Davidson Institute Working Papers Series wp989, William Davidson Institute at the University of Michigan.
• Égert, Balázs, 2011. "Catching-up and inflation in Europe: Balassa-Samuelson, Engel's Law and other culprits," Economic Systems, Elsevier, vol. 35(2), pages 208-229, June.
  • Balazs Egert, 2010. "Catching-up and Inflation in Europe: Balassa-Samuelson, Engel's Law and other Culprits," CESifo Working Paper Series 3110, CESifo.
  • Balazs Egert, 2010. "Catching-up and inflation in Europe: Balassa-Samuelson, Engel???s Law and other Culprits," William Davidson Institute Working Papers Series wp991, William Davidson Institute at the University of Michigan.
  • Balázs Égert, 2010. "Catching-up and Inflation in Europe: Balassa-Samuelson, Engel's Law and Other Culprits," OECD Economics Department Working Papers 792, OECD Publishing.
• Rülke, Jan-Christoph & Tillmann, Peter, 2011. "Do FOMC members herd?," Economics Letters, Elsevier, vol. 113(2), pages 176-179.
  • Jan-Christoph Rülke & Peter Tillmann, 2010. "Do FOMC Members Herd?," MAGKS Papers on Economics 201032, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  • Jan-Christoph Rülke & Peter Tillmann, 2010. "Do FOMC Members Herd?," WHU Working Paper Series - Economics Group 11-03, WHU - Otto Beisheim School of Management.
• Friedman, Benjamin M. & Kuttner, Kenneth N., 2010. "Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 24, pages 1345-1438, Elsevier.
  • Benjamin M. Friedman & Kenneth N. Kuttner, 2010. "Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?," NBER Working Papers 16165, National Bureau of Economic Research, Inc.
  • Benjamin Friedman & Kenneth Kuttner, 2010. "Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?," Department of Economics Working Papers 2010-03, Department of Economics, Williams College.
• Douglas Gollin & Christian Zimmermann, 2010. "Global Climate Change and the Resurgence of Tropical Disease: An Economic Approach," Center for Development Economics 2010-09, Department of Economics, Williams College.
  • Douglas Gollin & Christian Zimmermann, 2010. "Global Climate Change and the Resurgence of Tropical Disease: An Economic Approach," Department of Economics Working Papers 2010-04, Department of Economics, Williams College.
  • Douglas Gollin & Christian Zimmermann, 2010. "Global Climate Change and the Resurgence of Tropical Disease: An Economic Approach," CESifo Working Paper Series 3122, CESifo.
  • Douglas Gollin & Christian Zimmermann, 2010. "Global Climate Change and the Resurgence of Tropical Disease: An Economic Approach," Working papers 2010-12, University of Connecticut, Department of Economics.
  • Gollin, Douglas & Zimmermann, Christian, 2010. "Global Climate Change and the Resurgence of Tropical Disease: An Economic Approach," IZA Discussion Papers 5042, Institute of Labor Economics (IZA).
• Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010. "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 33-62, February.
  • Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010. "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 33-62, February.
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• Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010. "Credit and Banking in a DSGE Model of the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 107-141, September.
  • Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010. "Credit and Banking in a DSGE Model of the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 107-141, September.
  • Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010. "Credit and banking in a DSGE model of the euro area," Temi di discussione (Economic working papers) 740, Bank of Italy, Economic Research and International Relations Area.
• Robert J. Sonora & Josip Tica, 2010. "Real Interest Parity in New Europe," EFZG Working Papers Series 1011, Faculty of Economics and Business, University of Zagreb.
  • Josip Tica, 2015. "Unit Root Test Results Table Creator," EFZG Department of Macroeconomics Software Series 15-01, Faculty of Economics and Business, University of Zagreb.
• George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2012. "Does Ricardian Equivalence Hold When Expectations Are Not Rational?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1259-1283, October.
  • George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2012. "Does Ricardian Equivalence Hold When Expectations Are Not Rational?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1259-1283, October.
  • George W. Evans & Seppo Honkapohja, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," University of Oregon Economics Department Working Papers 2010-3, University of Oregon Economics Department.
  • Evans, George W. & Honkapohja, Seppo & Kaushik, Mitra, 2010. "Does Ricardian Equivalence hold when expectations are not rational?," Bank of Finland Research Discussion Papers 13/2010, Bank of Finland.
  • Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," SIRE Discussion Papers 2010-73, Scottish Institute for Research in Economics (SIRE).
  • Honkapohja, Seppo & Evans, George W. & Mitra, Kaushik, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," CEPR Discussion Papers 7792, C.E.P.R. Discussion Papers.
• Eickmeier, Sandra & Hofmann, Boris, 2013. "Monetary Policy, Housing Booms, And Financial (Im)Balances," Macroeconomic Dynamics, Cambridge University Press, vol. 17(4), pages 830-860, June.
  • Hofmann, Boris & Eickmeier, Sandra, 2010. "Monetary policy, housing booms and financial (im)balances," Working Paper Series 1178, European Central Bank.
  • Eickmeier, Sandra & Hofmann, Boris, 2010. "Monetary policy, housing booms and financial (im)balances," Discussion Paper Series 1: Economic Studies 2010,07, Deutsche Bundesbank.
• Gerlach, Stefan & Wolff, Guntram B. & Schulz, Alexander, 2010. "Banking and Sovereign Risk in the Euro Area," CEPR Discussion Papers 7833, C.E.P.R. Discussion Papers.
  • Gerlach, Stefan & Schulz, Alexander & Wolff, Guntram B., 2010. "Banking and sovereign risk in the euro area," Discussion Paper Series 1: Economic Studies 2010,09, Deutsche Bundesbank.
• Dötz, Niko & Fischer, Christoph, 2010. "What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?," Discussion Paper Series 1: Economic Studies 2010,11, Deutsche Bundesbank.
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• Schultefrankenfeld Guido, 2013. "Forecast uncertainty and the Bank of England’s interest rate decisions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(1), pages 1-20, February.
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• Bernoth, Kerstin & Erdogan, Burcu, 2012. "Sovereign bond yield spreads: A time-varying coefficient approach," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 639-656.
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  • Bernoth, Kerstin & Erdogan, Burcu, 2010. "Sovereign bond yield spreads: a time-varying coefficient approach," Discussion Papers 289, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
• Puriya Abbassi & Dieter Nautz, 2010. "Monetary Transmission Right from the Start: The (Dis)Connection Between the Money Market and the ECB’s Main Refinancing Rates," Working Papers 1011, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 15 Jul 2010.
  • Abbassi, Puriya & Nautz, Dieter, 2010. "Monetary transmission right from the start: The (dis)connection netween the money market and the ECB's main refinancing rates," Discussion Papers 2010/7, Free University Berlin, School of Business & Economics.
  • Abbassi, Puriya & Nautz, Dieter, 2010. "Monetary transmission right from the start: The (dis)connection between the money market and the ECB's main refinancing rates," SFB 649 Discussion Papers 2010-019, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Michael Berlemann & Julia Freese, 2013. "Monetary policy and real estate prices: a disaggregated analysis for Switzerland," International Economics and Economic Policy, Springer, vol. 10(4), pages 469-490, December.
  • Berlemann, Michael & Freese, Julia, 2010. "Monetary Policy and Real Estate Prices: A Disaggregated Analysis for Switzerland," Working Paper 105/2010, Helmut Schmidt University, Hamburg.
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• Freeman, Mark C., 2010. "Yes, we should discount the far-distant future at its lowest possible rate: A resolution of the Weitzman-Gollier puzzle," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-21.
• Hein, Eckhard, 2010. "The rate of interest as a macroeconomic distribution parameter: Horizontalism and Post-Keynesian models of distribution of growth," MPRA Paper 23372, University Library of Munich, Germany.
  • Hein, Eckhard, 2010. "The rate of interest as a macroeconomic distribution parameter: Horizontalism and Post-Keynesian models of distribution of growth," IPE Working Papers 07/2010, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
• Ansgar Belke & Jens Klose, 2010. "(How) Do the ECB and the Fed React to Financial Market Uncertainty?: The Taylor Rule in Times of Crisis," Discussion Papers of DIW Berlin 972, DIW Berlin, German Institute for Economic Research.
  • Belke, Ansgar & Klose, Jens, 2010. "(How) Do the ECB and the Fed React to Financial Market Uncertainty? – The Taylor Rule in Times of Crisis," Ruhr Economic Papers 166, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Ansgar Belke & Robert Czudaj, 2010. "Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 56(4), pages 285-315.
  • Ansgar Belke & Robert Czudaj, 2010. "Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques," Discussion Papers of DIW Berlin 982, DIW Berlin, German Institute for Economic Research.
  • Belke, Ansgar & Czudaj, Robert, 2010. "Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques," Ruhr Economic Papers 171, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Abbassi, Puriya & Nautz, Dieter, 2010. "Monetary transmission right from the start: The (dis)connection netween the money market and the ECB's main refinancing rates," Discussion Papers 2010/7, Free University Berlin, School of Business & Economics.
  • Abbassi, Puriya & Nautz, Dieter, 2010. "Monetary transmission right from the start: The (dis)connection between the money market and the ECB's main refinancing rates," SFB 649 Discussion Papers 2010-019, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Puriya Abbassi & Dieter Nautz, 2010. "Monetary Transmission Right from the Start: The (Dis)Connection Between the Money Market and the ECB’s Main Refinancing Rates," Working Papers 1011, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 15 Jul 2010.
• Sell, Friedrich L., 2010. "Die Weltwirtschaftskrise als Exempel der Überinvestitionstheorie: Komplementäre Erklärungsansätze von v. Hayek/Garrison und Minsky," Working Papers in Economics 2010,1, Bundeswehr University Munich, Economic Research Group.
• Dick, Christian D. & Schmeling, Maik & Schrimpf, Andreas, 2013. "Macro-expectations, aggregate uncertainty, and expected term premia," European Economic Review, Elsevier, vol. 58(C), pages 58-80.
  • Christian D. Dick & Maik Schmeling & Andreas Schrimpf, 2010. "Macro Expectations, Aggregate Uncertainty, and Expected Term Premia," CREATES Research Papers 2010-49, Department of Economics and Business Economics, Aarhus University.
  • Dick, Christian D. & Schmeling, Maik & Schrimpf, Andreas, 2010. "Macro expectations, aggregate uncertainty, and expected term premia," ZEW Discussion Papers 10-064, ZEW - Leibniz Centre for European Economic Research.
• Torben G. Andersen & Luca Benzoni, 2009. "Stochastic volatility," Working Paper Series WP-09-04, Federal Reserve Bank of Chicago.
  • Torben G. Andersen & Luca Benzoni, 2010. "Stochastic Volatility," CREATES Research Papers 2010-10, Department of Economics and Business Economics, Aarhus University.
• Dick, Christian D. & Schmeling, Maik & Schrimpf, Andreas, 2013. "Macro-expectations, aggregate uncertainty, and expected term premia," European Economic Review, Elsevier, vol. 58(C), pages 58-80.
  • Dick, Christian D. & Schmeling, Maik & Schrimpf, Andreas, 2010. "Macro expectations, aggregate uncertainty, and expected term premia," ZEW Discussion Papers 10-064, ZEW - Leibniz Centre for European Economic Research.
  • Christian D. Dick & Maik Schmeling & Andreas Schrimpf, 2010. "Macro Expectations, Aggregate Uncertainty, and Expected Term Premia," CREATES Research Papers 2010-49, Department of Economics and Business Economics, Aarhus University.
• Martin M. Andreasen, 2010. "How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models," CREATES Research Papers 2010-63, Department of Economics and Business Economics, Aarhus University.
  • Andreasen, Martin, 2011. "How non-Gaussian shocks affect risk premia in non-linear DSGE models," Bank of England working papers 417, Bank of England.
• Pere Gomis‐Porqueras & Timothy Kam & Junsang Lee, 2013. "Money, Capital, And Exchange Rate Fluctuations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 329-353, February.
  • Pedro Gomis-Porqueras & Timothy Kam & Junsang Lee, 2010. "Money, Capital And Exchange Rate Fluctuations," ANU Working Papers in Economics and Econometrics 2010-534, Australian National University, College of Business and Economics, School of Economics.
• Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2010. "Generalizing the Taylor Principle: Comment," American Economic Review, American Economic Association, vol. 100(1), pages 608-617, March.
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• Troy Davig & Eric M. Leeper, 2010. "Generalizing the Taylor Principle: Reply," American Economic Review, American Economic Association, vol. 100(1), pages 618-624, March.
• Charles Engel & Kenneth D. West, 2010. "Global Interest Rates, Currency Returns, and the Real Value of the Dollar," American Economic Review, American Economic Association, vol. 100(2), pages 562-567, May.
• Victoria Ivashina & David Scharfstein, 2010. "Loan Syndication and Credit Cycles," American Economic Review, American Economic Association, vol. 100(2), pages 57-61, May.
• Monika Piazzesi & Martin Schneider, 2010. "Interest Rate Risk in Credit Markets," American Economic Review, American Economic Association, vol. 100(2), pages 579-584, May.
• Robin Greenwood & Dimitri Vayanos, 2010. "Price Pressure in the Government Bond Market," American Economic Review, American Economic Association, vol. 100(2), pages 585-590, May.
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• Michael J. Fleming & Warren B. Hrung & Frank M. Keane, 2010. "Repo Market Effects of the Term Securities Lending Facility," American Economic Review, American Economic Association, vol. 100(2), pages 591-596, May.
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• Refet S. Gürkaynak & Brian Sack & Jonathan H. Wright, 2010. "The TIPS Yield Curve and Inflation Compensation," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(1), pages 70-92, January.
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• Maurice Obstfeld & Jay C. Shambaugh & Alan M. Taylor, 2010. "Financial Stability, the Trilemma, and International Reserves," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pages 57-94, April.
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• Stefano Eusepi & Bruce Preston, 2010. "Central Bank Communication and Expectations Stabilization," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(3), pages 235-271, July.
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• Arvind Krishnamurthy, 2010. "How Debt Markets Have Malfunctioned in the Crisis," Journal of Economic Perspectives, American Economic Association, vol. 24(1), pages 3-28, Winter.
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• Esteve, Vicente & Navarro-Ibáñez, Manuel & Prats, María A., 2013. "The Spanish term structure of interest rates revisited: Cointegration with multiple structural breaks, 1974–2010," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 24-34.
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• Olga Susana M. Monteiro & Artur C. B. da Silva Lopes, 2010. "Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 56(3), pages 257-280.
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• Yu Hsing, 2010. "Does More Government Deficit Lead to a Higher Long-term Interest Rate? Application of an Extended Loanable Funds Model to Estonia," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 12(28), pages 650-659, June.
• Ellinami J Minja, 2010. "Cointegration Analysis of Behavioral Issues in the Auctioning of Treasury Bills in Tanzania," The African Finance Journal, Africagrowth Institute, vol. 12(Conferenc), pages 58-74.
• Azar, Samih Antoine, 2010. "Testing the Expectations Hypothesis on Corporate Bond Yields," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 6(01-2), pages 1-11, April.
• Jane BOGOEV, 2010. "Investigation Of The Determinants Of The Adjustment Of Lending Rates In Macedonia – A Sur Approach," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 6, pages 89-116, December.
• Attila TAMAS SZORA & Iulian DOBRA, 2010. "Considerations regarding the influence of the base leading rate over actualization rate of investment projects financed by EU funds," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(11), pages 141-154, May.
• Marius HERBEI & Florin DUMITER, 2010. "The emerging role of expectations in conducting and coordonating monetary policy," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(11), pages 196-203, May.
• Ricardo Azevedo Araujo & Guilherme V. Moura & Marcelo S. Portugal, 2010. "Efficient Yield Curve Estimation and Forecasting in Brazil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 11(1), pages 27-51.
• Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2010. "State-Dependent Threshold STAR Models," UFAE and IAE Working Papers 818.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
• Rondina, Francesca, 2012. "The role of model uncertainty and learning in the US postwar policy response to oil prices," Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 1009-1041.
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• Alfred Maussner, 2010. "The Analytics of New Keynesian Phillips Curves," Discussion Paper Series 313, Universitaet Augsburg, Institute for Economics.
• Enzo Weber & Jürgen Wolters, 2013. "Risk and Policy Shocks on the US Term Structure," Scottish Journal of Political Economy, Scottish Economic Society, vol. 60(1), pages 101-119, February.
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• Till Strohsal & Enzo Weber, 2014. "Mean-variance cointegration and the expectations hypothesis," Quantitative Finance, Taylor & Francis Journals, vol. 14(11), pages 1983-1997, November.
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• Alejandra Anastasi & Pedro Elosegui & Máximo Sangiácomo, 2010. "Call Money Interest Rate Determinants in Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(57-58), pages 95-126, January -.
• Gustavo Hector González Padilla, 2010. "An Assessment of Competition in the Argentine Banking Sector: Empirical Evidence with Data at Bank Level," BCRA Working Paper Series 201049, Central Bank of Argentina, Economic Research Department.
• Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2012. "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(1), pages 43-74, April.
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• Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010. "Credit and Banking in a DSGE Model of the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 107-141, September.
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• Magri, Silvia & Pico, Raffaella, 2011. "The rise of risk-based pricing of mortgage interest rates in Italy," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1277-1290, May.
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• Giuseppe Ferrero & Alessandro Secchi, 2010. "Central bank’s macroeconomic projections and learning," NBP Working Papers 72, Narodowy Bank Polski.
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• García-Verdú Santiago, 2010. "Equilibrium yield curves under regime switching," Working Papers 2010-08, Banco de México.
• Gómez-Pineda, Javier G., 2010. "La demanda de dinero," Chapters, in: Gómez-Pineda, Javier G. (ed.), Dinero, banca y mercados financieros. Los países emergentes en la economía global, chapter 3, pages 35-60, Banco de la Republica de Colombia.
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• Yu Hsing, 2010. "Government Borrowing And The Longterm Interest Rate: Application Of An Extended Loanable Funds Model To The Slovak Republic," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 55(184), pages 58-70, January –.
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• Lascar, J. & Prunaux, E. & Wilhelm, F., 2010. "L'évolution des taux des certificats de dêpot et la disparité des taux unitaires par emetteurs, indicateur de tensions potentielles ?," Bulletin de la Banque de France, Banque de France, issue 182, pages 71-77.
• Xavier Freixas & Antoine Martin & David Skeie, 2011. "Bank Liquidity, Interbank Markets, and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2656-2692.
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  • Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Other publications TiSEM d716ff9a-e8da-448f-86a1-8, Tilburg University, School of Economics and Management.
  • Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Discussion Paper 2010-35S, Tilburg University, Center for Economic Research.
  • Xavier Freixas & Antoine Martin & David Skeie, 2010. "Bank liquidity, interbank markets and monetary policy," Economics Working Papers 1202, Department of Economics and Business, Universitat Pompeu Fabra.
• Rondina, Francesca, 2012. "The role of model uncertainty and learning in the US postwar policy response to oil prices," Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 1009-1041.
  • Francesca Rondina, 2010. "The role of model uncertainty and learning in the U.S. postwar policy response to oil prices," UFAE and IAE Working Papers 834.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  • Francesca Rondina, 2015. "The role of model uncertainty and learning in the U.S. postwar policy response to oil prices," Working Papers 478, Barcelona School of Economics.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010. "Interest rate Pass-Through in the Major European Economies - The Role of Expectations," Discussion Papers 10/03, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  • Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010. "Interest rate pass-through in the major European economies - the role of expectations," Discussion Papers 10-07, Department of Economics, University of Birmingham.
• Conrado Brum & Patricia Carballo & Verónica España, 2010. "Aproximaciones empíricas a la Tasa Natural de Interés para la Economía Uruguaya," Documentos de trabajo 2010010, Banco Central del Uruguay.
• Dardo Curti, 2010. "La determinación y el traspaso de las tasas de interés. Una aproximación macro bancaria," Documentos de trabajo 2010018, Banco Central del Uruguay.
• William C. Gruben & John H. Welch, 2010. "Is Tighter Fiscal Policy Expansionary Under Fiscal Dominance?: Hypercrowding Out In Latin America," Contemporary Economic Policy, Western Economic Association International, vol. 28(2), pages 171-181, April.
  • William C. Gruben & John H. Welch, 2005. "Is tighter fiscal policy expansionary under fiscal dominance? Hypercrowding out in Latin America," Center for Latin America Working Papers 0205, Federal Reserve Bank of Dallas.
• Arnab Bhattacharjee & Sean Holly, 2010. "Rational Partisan Theory, Uncertainty, And Spatial Voting: Evidence For The Bank Of England'S Mpc," Economics and Politics, Wiley Blackwell, vol. 22(2), pages 151-179, July.
  • Bhattacharjee, A. & Holly, S., 2010. "Rational Partisan Theory, Uncertainty and Spatial Voting: Evidence for the Bank of England’s MPC," Cambridge Working Papers in Economics 1002, Faculty of Economics, University of Cambridge.
• Jesús Crespo Cuaresma & Tomas Slacik, 2010. "An almost‐too‐late warning mechanism for currency crises1," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 18(1), pages 123-141, January.
• Busch Ulrike & Nautz Dieter, 2010. "Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area," German Economic Review, De Gruyter, vol. 11(3), pages 367-380, August.
  • Ulrike Busch & Dieter Nautz, 2010. "Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area," German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 367-380, August.
  • Busch, Ulrike & Nautz, Dieter, 2009. "Controllability and persistence of money Market rates along the yield curve: Evidence from the Euro area," SFB 649 Discussion Papers 2009-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Busch, Ulrike & Nautz, Dieter, 2009. "Controllability and persistence of money market rates along the yield curve: evidence from the euro area," Discussion Papers 2009/5, Free University Berlin, School of Business & Economics.
• Ulrike Busch & Dieter Nautz, 2010. "Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area," German Economic Review, Verein für Socialpolitik, vol. 11, pages 367-380, August.
• Ansgar Belke & Yuhua Cui, 2010. "US–Euro Area Monetary Policy Interdependence: New Evidence from Taylor Rule‐based VECMs," The World Economy, Wiley Blackwell, vol. 33(5), pages 778-797, May.
  • Belke, Ansgar & Cui, Yuhua, 2009. "US–Euro Area Monetary Policy Interdependence – New Evidence from Taylor Rule Based VECMs," Ruhr Economic Papers 85, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Michiel De Pooter & Francesco Ravazzolo & Dick van Dijk, 2010. "Term structure forecasting using macro factors and forecast combination," International Finance Discussion Papers 993, Board of Governors of the Federal Reserve System (U.S.).
  • Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk, 2010. "Term structure forecasting using macro factors and forecast combination," Working Paper 2010/01, Norges Bank.
• Q. Farooq Akram & Casper Christophersen, 2010. "Interbank overnight interest rates - gains from systemic importance," Working Paper 2010/11, Norges Bank.
• George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2012. "Does Ricardian Equivalence Hold When Expectations Are Not Rational?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1259-1283, October.
  • George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2012. "Does Ricardian Equivalence Hold When Expectations Are Not Rational?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1259-1283, October.
  • Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," CEPR Discussion Papers 7792, C.E.P.R. Discussion Papers.
  • Evans, George W. & Honkapohja, Seppo & Kaushik, Mitra, 2010. "Does Ricardian Equivalence hold when expectations are not rational?," Research Discussion Papers 13/2010, Bank of Finland.
  • Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," SIRE Discussion Papers 2010-73, Scottish Institute for Research in Economics (SIRE).
  • George W. Evans & Seppo Honkapohja, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," University of Oregon Economics Department Working Papers 2010-3, University of Oregon Economics Department.
• Ulrike Busch & Dieter Nautz, 2010. "Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area," German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 367-380, August.
  • Busch Ulrike & Nautz Dieter, 2010. "Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area," German Economic Review, De Gruyter, vol. 11(3), pages 367-380, August.
  • Busch, Ulrike & Nautz, Dieter, 2009. "Controllability and persistence of money Market rates along the yield curve: Evidence from the Euro area," SFB 649 Discussion Papers 2009-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Busch, Ulrike & Nautz, Dieter, 2009. "Controllability and persistence of money market rates along the yield curve: evidence from the euro area," Discussion Papers 2009/5, Free University Berlin, School of Business & Economics.
• George J. Hall & Thomas J. Sargent, 2011. "Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 192-214, July.
  • George J. Hall & Thomas J. Sargent, 2010. "Interest Rate Risk and Other Determinants of Post-WWII U.S. Government Debt/GDP Dynamics," NBER Working Papers 15702, National Bureau of Economic Research, Inc.
  • George J. Hall & Thomas J. Sargent, 2010. "Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics," Working Papers 01, Brandeis University, Department of Economics and International Business School.
  • Thomas J. Sargent & George J. Hall, 2010. "Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics," 2010 Meeting Papers 208, Society for Economic Dynamics.
• Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2010. "L'intégration commerciale est-elle une condition préalable à l'intégration financière ?," Revue économique, Presses de Sciences-Po, vol. 61(3), pages 477-487.
  • Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2010. "L'intégration commerciale est-elle une condition préalable à l'intégration financière ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00649944, HAL.
  • Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2010. "L'intégration commerciale est-elle une condition préalable à l'intégration financière ?," Post-Print hal-00649944, HAL.
• Georges Prat & Remzi Uctum, 2010. "Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts," Recherches économiques de Louvain, De Boeck Université, vol. 76(2), pages 195-217.
  • Georges Prat & Remzi Uctum, 2006. "Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts," EconomiX Working Papers 2006-11, University of Paris Nanterre, EconomiX.
  • Georges Prat & Remzi Uctum, 2010. "Anticipations, prime de risque et structure par terme des taux d’intérêt : une analyse des comportements d’experts," Discussion Papers (REL - Recherches Economiques de Louvain) 2010024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Georges Prat & Remzi Uctum, 2007. "Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts," Post-Print halshs-00173105, HAL.
• Arnab Bhattacharjee & Sean Holly, 2010. "Rational Partisan Theory, Uncertainty, And Spatial Voting: Evidence For The Bank Of England'S Mpc," Economics and Politics, Wiley Blackwell, vol. 22(2), pages 151-179, July.
  • Bhattacharjee, A. & Holly, S., 2010. "Rational Partisan Theory, Uncertainty and Spatial Voting: Evidence for the Bank of England’s MPC," Cambridge Working Papers in Economics 1002, Faculty of Economics, University of Cambridge.
• Arnab Bhattacharjee & Sean Holly, 2013. "Understanding Interactions in Social Networks and Committees," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(1), pages 23-53, March.
  • Bhattacharjee, Arnab & Holly, Sean, 2009. "Understanding Interactions in Social Networks and Committees," SIRE Discussion Papers 2009-53, Scottish Institute for Research in Economics (SIRE).
  • Bhattacharjee, A. & Holly, S., 2010. "Understanding Interactions in Social Networks and Committees," Cambridge Working Papers in Economics 1003, Faculty of Economics, University of Cambridge.
• Arnab Bhattacharjee & Sean Holly, 2011. "Structural interactions in spatial panels," Empirical Economics, Springer, vol. 40(1), pages 69-94, February.
  • Bhattacharjee, Arnab & Holly, Sean, 2009. "Structural Interactions in Spatial Panels," SIRE Discussion Papers 2009-39, Scottish Institute for Research in Economics (SIRE).
  • Bhattacharjee, A. & Holly, S., 2010. "Structural Interactions in Spatial Panels," Cambridge Working Papers in Economics 1004, Faculty of Economics, University of Cambridge.
• Alfred Guender & Allan G.J. Wu, 2010. "Operating Procedures and the Expectations Theory of the Term Structure of Interest Rates: A Note on the New Zealand Experience from 1989 to 2008," Working Papers in Economics 10/72, University of Canterbury, Department of Economics and Finance.
• Chang, Chia-Lin & Chen, Li-Hsueh & Hammoudeh, Shawkat & McAleer, Michael, 2012. "Asymmetric adjustments in the ethanol and grains markets," Energy Economics, Elsevier, vol. 34(6), pages 1990-2002.
  • Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2010. "Asymmetric Adjustments in the Ethanol and Grains Markets," KIER Working Papers 752, Kyoto University, Institute of Economic Research.
  • Chang, C-L. & Chen, L.H. & Hammoudeh, S.M. & McAleer, M.J., 2011. "Asymmetric Adjustment in the Ethanol and Grains Markets," Econometric Institute Research Papers EI 2010-78, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2010. "Asymmetric Adjustments in the Ethanol and Grains Markets," Working Papers in Economics 10/78, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2012. "Asymmetric Adjustments in the Ethanol and Grains Markets," Documentos de Trabajo del ICAE 2012-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2012.
• Felix Chan & Michael McAleer & Marcelo C. Medeiros, 2015. "Structure and asymptotic theory for nonlinear models with GARCH erros," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 16(1), pages 1-21.
  • Felix Chan & Michael McAleer & Marcelo C. Medeiros, 2010. "Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors," KIER Working Papers 754, Kyoto University, Institute of Economic Research.
  • Felix Chan & Michael McAleer & Marcelo C. Medeiros, 2010. "Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors," Working Papers in Economics 10/79, University of Canterbury, Department of Economics and Finance.
  • Chan, F. & McAleer, M.J. & Medeiros, M.C., 2011. "Structure and Asymptotic theory for Nonlinear Models with GARCH Errors," Econometric Institute Research Papers EI 2010-79, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Arghyrou, Michael G. & Kontonikas, Alexandros, 2012. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 658-677.
  • Arghyrou, Michael G. & Kontonikas, Alexandros, 2010. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," SIRE Discussion Papers 2010-81, Scottish Institute for Research in Economics (SIRE).
  • Arghyrou, Michael G. & Kontonikas, Alexandros, 2011. "The EMU sovereign-debt crisis: fundamentals, expectations and contagion," SIRE Focus Papers 2011-01, Scottish Institute for Research in Economics (SIRE).
  • Arghyrou, Michael G & Kontonikas, Alexandros, 2010. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Cardiff Economics Working Papers E2010/9, Cardiff University, Cardiff Business School, Economics Section.
  • Michael G. Arghyrou & Alexandros Kontonikas, 2011. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," European Economy - Economic Papers 2008 - 2015 436, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  • Michael G. Arghyrou & Alexandros Kontonikas, 2010. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Working Papers 2010_25, Business School - Economics, University of Glasgow.
• Rebeca Jimenez-Rodriguez & Amalia Morales-Zumaquero & Balazs Egert, 2010. "The VARying Effect of Foreign Shocks in Central and Eastern Europe," William Davidson Institute Working Papers Series wp989, William Davidson Institute at the University of Michigan.
  • Rebeca Jiménez-Rodriguez & Amalia Morales-Zumaquero & Balazs Egert, 2010. "The VARying Effect of Foreign Shocks in Central and Eastern Europe," CESifo Working Paper Series 3080, CESifo.
• Égert, Balázs, 2011. "Catching-up and inflation in Europe: Balassa-Samuelson, Engel's Law and other culprits," Economic Systems, Elsevier, vol. 35(2), pages 208-229, June.
  • Balazs Egert, 2010. "Catching-up and inflation in Europe: Balassa-Samuelson, Engel???s Law and other Culprits," William Davidson Institute Working Papers Series wp991, William Davidson Institute at the University of Michigan.
  • Balazs Egert, 2010. "Catching-up and Inflation in Europe: Balassa-Samuelson, Engel's Law and other Culprits," CESifo Working Paper Series 3110, CESifo.
  • Balázs Égert, 2010. "Catching-up and Inflation in Europe: Balassa-Samuelson, Engel's Law and Other Culprits," OECD Economics Department Working Papers 792, OECD Publishing.
• Christophe Rault & António Afonso, 2011. "Long-run Determinants of Sovereign Yields," Economics Bulletin, AccessEcon, vol. 31(1), pages 367-374.
  • António Afonso & Christophe Rault, 2010. "Long-run Determinants of Sovereign Yields," Working Papers Department of Economics 2010/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  • António Afonso & Christophe Rault, 2010. "Long-run Determinants of Sovereign Yields," CESifo Working Paper Series 3155, CESifo.
• Ant Afonso & Christophe Rault, 2015. "Short- and long-run behaviour of long-term sovereign bond yields," Applied Economics, Taylor & Francis Journals, vol. 47(37), pages 3971-3993, August.
  • António Afonso & Christophe Rault, 2010. "Short and Long-run Behaviour of Long-term Sovereign Bond Yields," Working Papers Department of Economics 2010/19, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  • António Afonso & Christophe Rault, 2010. "Short and Long-run Behaviour of Long-term Sovereign Bond Yields," CESifo Working Paper Series 3249, CESifo.
• Fecht, Falko & Nyborg, Kjell G. & Rocholl, Jörg, 2008. "The price of liquidity: bank characteristics and market conditions," Discussion Paper Series 1: Economic Studies 2008,30, Deutsche Bundesbank.
  • Falko FECHT & Kjell G. NYBORG & Jörg ROCHOLL, 2010. "The Price of Liquidity: Bank Characteristics and Market Conditions," Swiss Finance Institute Research Paper Series 10-20, Swiss Finance Institute.
  • Falko Fecht & Kjell G. Nyborg & Jörg Rocholl, 2009. "The Price of Liquidity: Bank Characteristics and Market Conditions," CESifo Working Paper Series 2576, CESifo.
  • Nyborg, Kjell & Fecht, Falko & Rocholl, Jörg, 2010. "The Price of Liquidity: Bank Characteristics and Market Conditions," CEPR Discussion Papers 7794, C.E.P.R. Discussion Papers.
• Nicola CARCANO & Hakim DALL'O, 2010. "Alternative Models For Hedging Yield Curve Risk: An Empirical Comparison," Swiss Finance Institute Research Paper Series 10-31, Swiss Finance Institute.
• Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2014. "How Does Monetary Policy Change? Evidence On Inflation-Targeting Countries," Macroeconomic Dynamics, Cambridge University Press, vol. 18(3), pages 593-630, April.
  • Jaromír Baxa & Roman Horváth & Borek Vasícek, 2010. "How Does Monetary Policy Change? Evidence on Inflation Targeting Countries," Working Papers wpdea1007, Department of Applied Economics at Universitat Autonoma of Barcelona.
  • Jaromir Baxa & Roman Horvath & Borek Vasicek, 2010. "How Does Monetary Policy Change? Evidence on Inflation Targeting Countries," Working Papers 2010/02, Czech National Bank.
  • Jaromír Baxa & Roman Horváth & Bořek Vašíček, 2010. "How Does Monetary Policy Change? Evidence on Inflation Targeting Countries," Working Papers IES 2010/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2010.
• Ke Pang & Pierre L. Siklos, 2010. "Financial Frictions and Credit Spreads," CAMA Working Papers 2010-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Ke Pang & Pierre L. Siklos, 2010. "Financial Frictions and Credit Spreads," Working Papers 2010/15, Czech National Bank.
• JG. Brida & M. Pulina & E. Riaño & SZ Aguirre, 2010. "Cruise visitors' intention to return as land tourists and recommend a visited destination. A structural equation model," Working Paper CRENoS 201016, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• JG. Brida & M. Pulina, 2010. "A literature review on the tourism-led-growth hypothesis," Working Paper CRENoS 201017, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• Franz Hamann & Hernando Vargas & Andrés Gónzalez, 2010. "Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, December.
  • 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 592, Banco de la Republica de Colombia.
  • 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 6858, Banco de la Republica.
• Franz Hamann & Hernando Vargas & Andrés Gónzalez, 2010. "Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, December.
  • 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 592, Banco de la Republica de Colombia.
  • 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 6858, Banco de la Republica.
• Luis Fernando Melo Velandia & Giovanni Alfonso Castro Lancheros, 2010. "Relación entre variables macro y la curva de rendimientos," Borradores de Economia 605, Banco de la Republica de Colombia.
  • Luis Fernando Melo Velandia & Giovanni Alfonso Castro Lancheros, 2010. "Relación entre variables macro y la curva de rendimientos," Borradores de Economia 7045, Banco de la Republica.
• Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2011. "Estimations of the Natural Rate of Interest in Colombia," Money Affairs, CEMLA, vol. 0(1), pages 33-75, January-J.
  • Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2010. "Estimations of the natural rate of interest in Colombia," Borradores de Economia 626, Banco de la Republica de Colombia.
  • Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2010. "Estimations of the natural rate of interest in Colombia," Borradores de Economia 7667, Banco de la Republica.
• Clara Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda & Orlando Chipatecua & Jorge Cely, 2011. "Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo Topología De Redes Y Simulación De Pagos," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(65), pages 106-175, June.
  • Clara Lía Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda & Orlando Chipatecua & Jorge cely, 2010. "Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos," Borradores de Economia 627, Banco de la Republica de Colombia.
  • Clara Lia Machado & Carlos León & Miguel Sarmiento & Orlando Chipatecua, 2010. "Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos," Borradores de Economia 7669, Banco de la Republica.
• 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 629, Banco de la Republica de Colombia.
  • Ana María Iregui B. & Ligia Alba Melo B. & María Teresa Ramírez, 2010. "Wage differentials across economic sectors in the Colombian formal labour market: evidence from a survey of firms," Borradores de Economia 7736, Banco de la Republica.
• Luis Eduardo Gamma Diaz, 2010. "Costo de capital: sectoravicola, periodo 2000-2007 (Un caso practico en Bogota)," Revista Criterio Libre, Universidad Libre - Sede Principal, May.
• Constanza Loreth Fajardo Calderon & Myriam Romero Restrepo & Carlos Andres Velez Romero, 2010. "Regimen legal, tributario, contable y social de las sociedades por acciones simplificadas -SAS-," Revista Criterio Libre, Universidad Libre - Sede Principal, May.
• Pablo Pincheira & Mauricio Calani, 2010. "Communicational Bias in Monetary Policy: Can Words Forecast Deeds?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2010), pages 103-152, August.
  • Pablo Pincheira & Mauricio Calani, 2009. "Communicational Bias In Monetary Policy: Can Words Forecast Deeds?," Working Papers Central Bank of Chile 526, Central Bank of Chile.
  • Pincheira, Pablo & Calani, Mauricio, 2010. "Communicational bias in monetary policy: can words forecast deeds?," LSE Research Online Documents on Economics 123267, London School of Economics and Political Science, LSE Library.
• Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2012. "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(1), pages 43-74, April.
  • Gabriel Pérez-Quirós & Hugo Rodríguez Mendizábal, "undated". "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," Working Papers 414, Barcelona School of Economics.
  • Pérez-Quirós, Gabriel & Rodriguez Mendizabal, Hugo, 2010. "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," CEPR Discussion Papers 7789, C.E.P.R. Discussion Papers.
  • Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal, 2010. "Asymmetric standing facilities: an unexploited monetary policy tool," Working Papers 1004, Banco de España.
  • Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2009. "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," UFAE and IAE Working Papers 795.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
• George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2012. "Does Ricardian Equivalence Hold When Expectations Are Not Rational?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1259-1283, October.
  • George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2012. "Does Ricardian Equivalence Hold When Expectations Are Not Rational?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1259-1283, October.
  • George W. Evans & Seppo Honkapohja, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," University of Oregon Economics Department Working Papers 2010-3, University of Oregon Economics Department.
  • Honkapohja, Seppo & Evans, George W. & Mitra, Kaushik, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," CEPR Discussion Papers 7792, C.E.P.R. Discussion Papers.
  • Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," SIRE Discussion Papers 2010-73, Scottish Institute for Research in Economics (SIRE).
  • Evans, George W. & Honkapohja, Seppo & Kaushik, Mitra, 2010. "Does Ricardian Equivalence hold when expectations are not rational?," Bank of Finland Research Discussion Papers 13/2010, Bank of Finland.
• Fecht, Falko & Nyborg, Kjell G. & Rocholl, Jörg, 2008. "The price of liquidity: bank characteristics and market conditions," Discussion Paper Series 1: Economic Studies 2008,30, Deutsche Bundesbank.
  • Nyborg, Kjell & Fecht, Falko & Rocholl, Jörg, 2010. "The Price of Liquidity: Bank Characteristics and Market Conditions," CEPR Discussion Papers 7794, C.E.P.R. Discussion Papers.
  • Falko FECHT & Kjell G. NYBORG & Jörg ROCHOLL, 2010. "The Price of Liquidity: Bank Characteristics and Market Conditions," Swiss Finance Institute Research Paper Series 10-20, Swiss Finance Institute.
  • Falko Fecht & Kjell G. Nyborg & Jörg Rocholl, 2009. "The Price of Liquidity: Bank Characteristics and Market Conditions," CESifo Working Paper Series 2576, CESifo.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2010. "Forecasting Government Bond Yields with Large Bayesian VARs," Working Papers 662, Queen Mary University of London, School of Economics and Finance.
  • Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2010. "Forecasting Government Bond Yields with Large Bayesian VARs," CEPR Discussion Papers 7796, C.E.P.R. Discussion Papers.
• Hans Genberg & Stefan Gerlach, 2010. "Swiss Monetary Policy 2000-2009," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 131-165, March.
  • Genberg, Hans & Gerlach, Stefan, 2010. "Swiss Monetary Policy, 2000-2009," CEPR Discussion Papers 7805, C.E.P.R. Discussion Papers.
• Gerlach, Stefan & Schulz, Alexander & Wolff, Guntram B., 2010. "Banking and sovereign risk in the euro area," Discussion Paper Series 1: Economic Studies 2010,09, Deutsche Bundesbank.
  • Gerlach, Stefan & Wolff, Guntram B. & Schulz, Alexander, 2010. "Banking and Sovereign Risk in the Euro Area," CEPR Discussion Papers 7833, C.E.P.R. Discussion Papers.
• Refet S. Gürkaynak & Jonathan H. Wright, 2012. "Macroeconomics and the Term Structure," Journal of Economic Literature, American Economic Association, vol. 50(2), pages 331-367, June.
  • Wright, Jonathan & Gürkaynak, Refet, 2010. "Macroeconomics and the Term Structure," CEPR Discussion Papers 8018, C.E.P.R. Discussion Papers.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2010. "The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy," Other publications TiSEM b44feba5-acd3-43b8-969e-1, Tilburg University, School of Economics and Management.
  • Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2010. "The bond yield conundrum: alternative hypotheses and the state of the economy," CEPR Discussion Papers 8063, C.E.P.R. Discussion Papers.
  • Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2010. "The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy," Other publications TiSEM 8b320ebf-1447-46c9-82e3-c, Tilburg University, School of Economics and Management.
  • Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2010. "The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy," Discussion Paper 2010-121, Tilburg University, Center for Economic Research.
• Michael Ehrmann & Marcel Fratzscher, 2011. "Politics and Monetary Policy," The Review of Economics and Statistics, MIT Press, vol. 93(3), pages 941-960, August.
  • Ehrmann, Michael & Fratzscher, Marcel, 2010. "Politics and Monetary Policy," CEPR Discussion Papers 8143, C.E.P.R. Discussion Papers.
• Jensen, Henrik & ,, 2010. "What Drives the European Central Bank's Interest-Rate Changes?," CEPR Discussion Papers 8160, C.E.P.R. Discussion Papers.
• Nuno Cassola & Claudio Morana, 2010. "The 2007-? financial crisis: a money market perspective," CeRP Working Papers 102, Center for Research on Pensions and Welfare Policies, Turin (Italy).
• Alain Monfort & Jean-Paul Renne, 2013. "Default, Liquidity, and Crises: an Econometric Framework," Journal of Financial Econometrics, Oxford University Press, vol. 11(2), pages 221-262, March.
  • Alain Monfort & Jean-Paul Renne, 2010. "Default, Liquidity and Crises : An Econometric Framework," Working Papers 2010-46, Center for Research in Economics and Statistics.
  • Monfort, A. & Renne, J-P., 2011. "Default, liquidity and crises: an econometric framework," Working papers 340, Banque de France.
• Georges Prat & Remzi Uctum, 2010. "Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts," Recherches économiques de Louvain, De Boeck Université, vol. 76(2), pages 195-217.
  • Georges Prat & Remzi Uctum, 2006. "Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts," EconomiX Working Papers 2006-11, University of Paris Nanterre, EconomiX.
  • Georges Prat & Remzi Uctum, 2010. "Anticipations, prime de risque et structure par terme des taux d’intérêt : une analyse des comportements d’experts," Discussion Papers (REL - Recherches Economiques de Louvain) 2010024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Georges Prat & Remzi Uctum, 2007. "Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts," Post-Print halshs-00173105, HAL.
• Kuan-Min Wang, 2010. "Expected and Unexpected Impulses of Monetary Policy on the Interest Pass-Through Mechanism in Asian Countries," Annals of Economics and Finance, Society for AEF, vol. 11(1), pages 95-137, May.
• Daniel Burren, 2010. "The Term Structure of Interest Rates in a New Keynesian Model with Time-Varying Macro Volatility," Annals of Economics and Finance, Society for AEF, vol. 11(2), pages 277-299, November.
• Favero, Carlo & Pagano, Marco & von Thadden, Ernst-Ludwig, 2010. "How Does Liquidity Affect Government Bond Yields?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(1), pages 107-134, February.
  • Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden, 2007. "How Does Liquidity Affect Government Bond Yields?," Working Papers 323, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • von Thadden, Ernst-Ludwig & Pagano, Marco & Favero, Carlo A., 2008. "How Does Liquidity Affect Government Bond Yields?," CEPR Discussion Papers 6649, C.E.P.R. Discussion Papers.
  • Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden, 2007. "How Does Liquidity Affect Government Bond Yields?," CSEF Working Papers 181, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Olivier Coibion & Yuriy Gorodnichenko, 2011. "Monetary Policy, Trend Inflation, and the Great Moderation: An Alternative Interpretation," American Economic Review, American Economic Association, vol. 101(1), pages 341-370, February.
  • Olivier Coibion & Yuriy Gorodnichenko, 2008. "Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation," NBER Working Papers 14621, National Bureau of Economic Research, Inc.
  • Olivier Coibion & Yuriy Gorodnichenko, 2010. "Monetary Policy, Trend Inflation and the Great Moderation:An Alternative Interpretation," Working Papers 94, Department of Economics, College of William and Mary.
  • Yuriy Gorodnichenko & Olivier Coibion, 2009. "Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation," 2009 Meeting Papers 21, Society for Economic Dynamics.
• Mihaela NICOLAU, 2010. "Financial Markets Interactions between Economic Theory and Practice," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 27-36.
  • Nicolau, Mihaela, 2010. "Financial Markets Interactions between Economic Theory and Practice," MPRA Paper 27322, University Library of Munich, Germany.
• Kerstin Bernoth, 2010. "Zinsspreads auf europäische Staatsanleihen: Implikationen und Lehren aus der europäischen Schuldenkrise," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 79(4), pages 103-118.
• Kerstin Bernoth & Burcu Erdogan, 2010. "Zinsspreads auf europäische Anleihen: Finanzmärkte verstärken Druck zu mehr Haushaltsdisziplin," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 77(51/52), pages 12-18.
• Bernoth, Kerstin & Erdogan, Burcu, 2012. "Sovereign bond yield spreads: A time-varying coefficient approach," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 639-656.
  • Bernoth, Kerstin & Erdogan, Burcu, 2010. "Sovereign bond yield spreads: a time-varying coefficient approach," Discussion Papers 289, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
  • Kerstin Bernoth & Burcu Erdogan, 2010. "Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach," Discussion Papers of DIW Berlin 1078, DIW Berlin, German Institute for Economic Research.
• Belke, Ansgar & Klose, Jens, 2010. "(How) Do the ECB and the Fed React to Financial Market Uncertainty? – The Taylor Rule in Times of Crisis," Ruhr Economic Papers 166, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Ansgar Belke & Jens Klose, 2010. "(How) Do the ECB and the Fed React to Financial Market Uncertainty?: The Taylor Rule in Times of Crisis," Discussion Papers of DIW Berlin 972, DIW Berlin, German Institute for Economic Research.
• Ansgar Belke & Daniel Gros, 2010. "Global Liquidity, World Savings Glut and Global Policy Coordination," Discussion Papers of DIW Berlin 973, DIW Berlin, German Institute for Economic Research.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2012. "Fractional cointegration in US term spreads," Applied Economics Letters, Taylor & Francis Journals, vol. 19(5), pages 431-434, March.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Fractional Cointegration in US Term Spreads," Discussion Papers of DIW Berlin 981, DIW Berlin, German Institute for Economic Research.
• Ansgar Belke & Robert Czudaj, 2010. "Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 56(4), pages 285-315.
  • Belke, Ansgar & Czudaj, Robert, 2010. "Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques," Ruhr Economic Papers 171, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Ansgar Belke & Robert Czudaj, 2010. "Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques," Discussion Papers of DIW Berlin 982, DIW Berlin, German Institute for Economic Research.
• Agur, I. & Demertzis, M., 2010. "Monetary Policy and Excessive Bank Risk Taking," Other publications TiSEM ed82a0e9-77c4-469a-95dc-b, Tilburg University, School of Economics and Management.
  • Itai Agur & Maria Demertzis, 2010. "Monetary Policy and Excessive Bank Risk Taking," DNB Working Papers 271, Netherlands Central Bank, Research Department.
  • Agur, I. & Demertzis, M., 2010. "Monetary Policy and Excessive Bank Risk Taking," Other publications TiSEM abeb4545-a3fb-4a46-8595-f, Tilburg University, School of Economics and Management.
  • Agur, I. & Demertzis, M., 2010. "Monetary Policy and Excessive Bank Risk Taking," Discussion Paper 2010-30S, Tilburg University, Center for Economic Research.
• Schuknecht, Ludger & Rother, Philipp & Stark, Jürgen, 2010. "The benefits of fiscal consolidation in uncharted waters," Occasional Paper Series 121, European Central Bank.
• Fiorella De Fiore & Oreste Tristani, 2010. "Financial conditions and monetary policy," Research Bulletin, European Central Bank, vol. 9, pages 10-12.
• Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2012. "Interest rate co-movements, global factors and the long end of the term spread," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 183-192.
  • Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2010. "Interest Rate Co-movements, Global Factors and the Long End of the Term Spread," Working Papers 2010_10, Business School - Economics, University of Glasgow.
  • Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2010. "Interest Rate Co-movements, Global Factors and the Long End of the Term Spread," SIRE Discussion Papers 2010-24, Scottish Institute for Research in Economics (SIRE).
• Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2013. "Nominal interest rates and stationarity," Review of Quantitative Finance and Accounting, Springer, vol. 40(4), pages 741-745, May.
  • Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2010. "Nominal interest rates and stationarity," Working Papers 2010_17, Business School - Economics, University of Glasgow.
  • Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010. "Nominal Interest Rates and Stationarity," SIRE Discussion Papers 2010-43, Scottish Institute for Research in Economics (SIRE).
• George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2012. "Does Ricardian Equivalence Hold When Expectations Are Not Rational?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1259-1283, October.
  • George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2012. "Does Ricardian Equivalence Hold When Expectations Are Not Rational?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1259-1283, October.
  • Honkapohja, Seppo & Evans, George W. & Mitra, Kaushik, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," CEPR Discussion Papers 7792, C.E.P.R. Discussion Papers.
  • Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," SIRE Discussion Papers 2010-73, Scottish Institute for Research in Economics (SIRE).
  • George W. Evans & Seppo Honkapohja, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," University of Oregon Economics Department Working Papers 2010-3, University of Oregon Economics Department.
  • Evans, George W. & Honkapohja, Seppo & Kaushik, Mitra, 2010. "Does Ricardian Equivalence hold when expectations are not rational?," Bank of Finland Research Discussion Papers 13/2010, Bank of Finland.
• Arghyrou, Michael G. & Kontonikas, Alexandros, 2012. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 658-677.
  • Arghyrou, Michael G & Kontonikas, Alexandros, 2010. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Cardiff Economics Working Papers E2010/9, Cardiff University, Cardiff Business School, Economics Section.
  • Arghyrou, Michael G. & Kontonikas, Alexandros, 2011. "The EMU sovereign-debt crisis: fundamentals, expectations and contagion," SIRE Focus Papers 2011-01, Scottish Institute for Research in Economics (SIRE).
  • Arghyrou, Michael G. & Kontonikas, Alexandros, 2010. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," SIRE Discussion Papers 2010-81, Scottish Institute for Research in Economics (SIRE).
  • Michael G. Arghyrou & Alexandros Kontonikas, 2011. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," European Economy - Economic Papers 2008 - 2015 436, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  • Michael G. Arghyrou & Alexandros Kontonikas, 2010. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Working Papers 2010_25, Business School - Economics, University of Glasgow.
• Esteve, Vicente & Navarro-Ibáñez, Manuel & Prats, María A., 2013. "The Spanish term structure of interest rates revisited: Cointegration with multiple structural breaks, 1974–2010," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 24-34.
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  • Vicente Esteve & Manuel Navarro-Ibáñez & Maria A. Prats, 2010. "The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010," Working Papers 1001, Department of Applied Economics II, Universidad de Valencia.
• De Paoli, Bianca & Scott, Alasdair & Weeken, Olaf, 2010. "Asset pricing implications of a New Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2056-2073, October.
  • Bianca De Paoli & Alasdair Scott & Olaf Weeken, 2006. "Asset pricing implications of a New Keynesian model," Computing in Economics and Finance 2006 358, Society for Computational Economics.
  • Bianca De Paoli & Alasdair Scott & Olaf Weeken, 2007. "Asset pricing implications of a New Keynesian model," Bank of England working papers 326, Bank of England.
  • Bianca De Paoli, Alasdair Scott, Olaf Weeken, 2007. "Asset pricing implications for a New Keynesian model," Money Macro and Finance (MMF) Research Group Conference 2006 156, Money Macro and Finance Research Group.
  • Bianca de Paoli & Alasdair Scott & Olaf Weeken, 2010. "Asset pricing implications of a new keynesian model," Post-Print hal-00732761, HAL.
• Tesfaselassie, M.F. & Schaling, E., 2010. "Managing disinflation under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(12), pages 2568-2577, December.
  • Mewael F. Tesfaselassie & Eric Schaling, 2008. "Managing Disinflation under Uncertainty," CDMA Conference Paper Series 0812, Centre for Dynamic Macroeconomic Analysis.
  • M.F. Tesfaselassie & E. Schaling, 2010. "Managing disinflation under uncertainty," Post-Print hal-00743847, HAL.
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• Chadha, Jagjit S. & Holly, Sean, 2010. "Macroeconomic models and the yield curve: An assessment of the fit," Journal of Economic Dynamics and Control, Elsevier, vol. 34(8), pages 1343-1358, August.
  • Chadha, J.S. & Holly, S., 2006. "Macroeconomic Models and the Yield Curve: An assessment of the Fit," Cambridge Working Papers in Economics 0640, Faculty of Economics, University of Cambridge.
• Christiansen, Charlotte, 2010. "Mean reversion in US and international short rates," The North American Journal of Economics and Finance, Elsevier, vol. 21(3), pages 286-296, December.
  • Charlotte Christiansen, 2008. "Mean Reversion in US and International Short Rates," CREATES Research Papers 2008-47, Department of Economics and Business Economics, Aarhus University.
• Gollier, Christian & Weitzman, Martin L., 2010. "How should the distant future be discounted when discount rates are uncertain?," Economics Letters, Elsevier, vol. 107(3), pages 350-353, June.
  • Gollier, Christian & Weitzman, Martin L., 2009. "How Should the Distant Future be Discounted When Discount Rates are Uncertain?," IDEI Working Papers 588, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Gollier, Christian & Weitzman, Martin L., 2010. "How should the distant future be discounted when discount rates are uncertain?," Scholarly Articles 33373345, Harvard University Department of Economics.
  • Christian Gollier & Martin L. Weitzman, 2009. "How Should the Distant Future be Discounted when Discount Rates are Uncertain?," CESifo Working Paper Series 2863, CESifo.
  • Gollier, Christian & Weitzman, Martin L., 2009. "How Should the Distant Future be Discounted When Discount Rates are Uncertain?," TSE Working Papers 09-107, Toulouse School of Economics (TSE).
• Lengwiler, Yvan & Lenz, Carlos, 2010. "Intelligible factors for the yield curve," Journal of Econometrics, Elsevier, vol. 157(2), pages 481-491, August.
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• Orlowski, Lucjan T., 2010. "Monetary policy rules for convergence to the Euro," Economic Systems, Elsevier, vol. 34(2), pages 148-159, June.
  • Lucjan T. Orlowski, 2008. "Monetary Policy Rules for Convergence to the Euro," CASE Network Studies and Analyses 0358, CASE-Center for Social and Economic Research.
• Ferland, René & Gauthier, Geneviève & Lalancette, Simon, 2010. "A regime-switching term structure model with observable state variables," Finance Research Letters, Elsevier, vol. 7(2), pages 103-109, June.
• Joyce, Michael A.S. & Lildholdt, Peter & Sorensen, Steffen, 2010. "Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 281-294, February.
  • Joyce, Michael & Lildholdt, Peter & Sorensen, Steffen, 2009. "Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves," Bank of England working papers 360, Bank of England.
• Spencer, Peter & Liu, Zhuoshi, 2010. "An open-economy macro-finance model of international interdependence: The OECD, US and the UK," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 667-680, March.
  • Peter Spencer & Zhuoshi Liu, "undated". "An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK," Discussion Papers 09/16, Department of Economics, University of York.
• Tang, Dragon Yongjun & Yan, Hong, 2010. "Market conditions, default risk and credit spreads," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 743-753, April.
  • Tang, Dragon Yongjun & Yan, Hong, 2008. "Market conditions, default risk and credit spreads," Discussion Paper Series 2: Banking and Financial Studies 2008,08, Deutsche Bundesbank.
• Fan, Longzhen & Johansson, Anders C., 2010. "China's official rates and bond yields," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 996-1007, May.
  • Fan, Longzhen & Johansson, Anders C., 2009. "China'S Official Rates And Bond Yields," Working Paper Series 2009-3, Stockholm School of Economics, China Economic Research Center.
• Sakai, Koji & Uesugi, Iichiro & Watanabe, Tsutomu, 2010. "Firm age and the evolution of borrowing costs: Evidence from Japanese small firms," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1970-1981, August.
  • Koji Sakai & Iichiro Uesugi & Tsutomu Watanabe, 2005. "Firm Age and the Evolution of Borrowing Costs: Evidence from Japanese Small Firms," Discussion papers 05026, Research Institute of Economy, Trade and Industry (RIETI).
  • Sakai, Koji & 坂井, 功治 & サカイ, コウジ & Uesugi, Iichiro & 植杉, 威一郎 & ウエスギ, イイチロウ & Watanabe, Tsutomu & 渡辺, 努, 2008. "Firm Age and the Evolution of Borrowing Costs: Evidence from Japanese Small Firms," PIE/CIS Discussion Paper 354, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
• Tillmann, Peter, 2010. "The Fed's perceived Phillips curve: Evidence from individual FOMC forecasts," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 1008-1013, December.
  • Peter Tillmann, 2009. "The Fed’s perceived Phillips curve: Evidence from individual FOMC forecasts," MAGKS Papers on Economics 200946, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Hayo, Bernd & Neuenkirch, Matthias, 2010. "Do Federal Reserve communications help predict federal funds target rate decisions?," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 1014-1024, December.
  • Bernd Hayo & Matthias Neuenkirch, 2009. "Do Federal Reserve Communications Help Predict Federal Funds Target Rate Decisions?," MAGKS Papers on Economics 200925, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Burgstaller, Johann & Scharler, Johann, 2010. "How do bank lending rates and the supply of loans react to shifts in loan demand in the U.K.?," Journal of Policy Modeling, Elsevier, vol. 32(6), pages 778-791, November.
  • Johann Burgstaller & Johann Scharler, 2009. "How Do Bank Lending Rates and the Supply of Loans React to Shifts in Loan Demand in the U.K.?," Economics working papers 2009-02, Department of Economics, Johannes Kepler University Linz, Austria.
• Faraglia, Elisa & Marcet, Albert & Scott, Andrew, 2010. "In search of a theory of debt management," Journal of Monetary Economics, Elsevier, vol. 57(7), pages 821-836, October.
  • Marcet, Albert & Scott, Andrew & Faraglia, Elisa, 2008. "In Search of a Theory of Debt Management," CEPR Discussion Papers 6859, C.E.P.R. Discussion Papers.
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  • Elisa Faraglia & Albert Marcet & Andrew Scott, 2011. "In Search of a Theory of Debt Management," CEP Discussion Papers dp1083, Centre for Economic Performance, LSE.
  • Faraglia, Elisa & Marcet, Albert & Scott, A., 2011. "In search of a theory of debt management," LSE Research Online Documents on Economics 121745, London School of Economics and Political Science, LSE Library.
  • Albert Marcet & Elisa Faraglia & Andrew Scott, 2008. "In Search of a Theory of Debt Management," UFAE and IAE Working Papers 743.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
• Ke Pang & Pierre L. Siklos, 2010. "Financial Frictions and Credit Spreads," Working Papers 2010/15, Czech National Bank.
  • Ke Pang & Pierre L. Siklos, 2010. "Financial Frictions and Credit Spreads," CAMA Working Papers 2010-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Pablo Pincheira & Mauricio Calani, 2010. "Communicational Bias in Monetary Policy: Can Words Forecast Deeds?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2010), pages 103-152, August.
  • Pablo Pincheira & Mauricio Calani, 2009. "Communicational Bias In Monetary Policy: Can Words Forecast Deeds?," Working Papers Central Bank of Chile 526, Central Bank of Chile.
  • Pincheira, Pablo & Calani, Mauricio, 2010. "Communicational bias in monetary policy: can words forecast deeds?," LSE Research Online Documents on Economics 123267, London School of Economics and Political Science, LSE Library.
• Robin Greenwood & Dimitri Vayanos, 2010. "Price Pressure in the Government Bond Market," American Economic Review, American Economic Association, vol. 100(2), pages 585-590, May.
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• Fernando Alvarez & Francesco Lippi, 2014. "Persistent Liquidity Effects and Long-Run Money Demand," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(2), pages 71-107, April.
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  • Fernando E. Alvarez & Francesco Lippi, 2011. "Persistent Liquidity Effects and Long Run Money Demand," NBER Working Papers 17566, National Bureau of Economic Research, Inc.
• O Bajo-Rubio & C Diaz-Roldan & V Esteve, 2010. "Testing the Fisher effect in the presence of structural change: A case study of the UK, 1966-2007," Economic Issues Journal Articles, Economic Issues, vol. 15(2), pages 1-16, September.
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• Helder Ferreira de Mendonça & Adriana Inhudes, 2010. "Central Bank transparency: an analysis of the Brazilian case," Brazilian Journal of Political Economy, Center of Political Economy, vol. 30(1), pages 159-177.
• Franklin Serrano, 2010. "Interest rate, exchange rate and the system of inflation target in Brazil," Brazilian Journal of Political Economy, Center of Political Economy, vol. 30(1), pages 63-72.
• Jörg Bibow, 2010. "Global imbalances, the US dollar, and how the crisis at the core of global finance spread to "self-insuring" emerging market economies," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 7(2), pages 325-359.
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• Arango, Luis Eduardo & Velandia, Daniel Eduardo, 2010. "Cambios de las tasas de política, paridad cubierta de intereses y estructura a plazo," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(306), pages 393-422, abril-jun.
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• Rodolfo Cermeño & Benjamín Oliva, 2010. "Incertidumbre, crecimiento del producto, inflación y depreciación cambiaria en México: Evidencia de modelos GARCH multivariados," Working Papers DTE 483, CIDE, División de Economía.
• Wassim Dbouk & Lawrence Kryzanowski, 2010. "Determinants of credit spread changes for the financial sector," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 27(1), pages 67-82, March.
• Willem H. Buiter & Stefan Gerlach & Clemens J.M. Kool & José Viñals, 2010. "The Quest for Stability: the macro view," SUERF Studies, SUERF - The European Money and Finance Forum, number 2010/2 edited by Morten Balling, Jan Marc Berk and Marc-Olivier Strauss-Kahn, May.
• Hans Dewachter & Romain Houssa & Priscilla Toffano, 2012. "Spatial propagation of macroeconomic shocks in Europe," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 148(2), pages 377-402, June.
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• Anna Iara & Guntram B. Wolff, 2010. "Rules and risk in the euro area: does rules-based national fiscal governance contain sovereign bond spreads?," European Economy - Economic Papers 2008 - 2015 433, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Michael Gootzeit, 2010. "Profit vs Interest in Classical Writings: Turgot?s vs. Mill?s Contribution," HISTORY OF ECONOMIC THOUGHT AND POLICY, FrancoAngeli Editore, vol. 0(2), pages 5-21.
• Jaromír Hurník & Zdenìk Tùma & David Vávra, 2010. "The Euro Adoption Debate Revisited: The Czech Case," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(3), pages 194-212, August.
• Hsu-Ling Chang & Chi-Wei Su, 2010. "The Lending-Deposit Rate Relationship in Eastern European Countries: Evidence from the Rank Test for Non-linear Cointegration," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(6), pages 534-544, December.
• Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2014. "How Does Monetary Policy Change? Evidence On Inflation-Targeting Countries," Macroeconomic Dynamics, Cambridge University Press, vol. 18(3), pages 593-630, April.
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• Augusto Hasman & Margarita Samartin & Jos van Bommel, 2010. "Financial Intermediaries and Transaction Costs," Documents de Travail de l'OFCE 2010-02, Observatoire Francais des Conjonctures Economiques (OFCE).
• Xinhua Gu, 2010. "A Synthesized Discussion on the Macao Monetary Reform," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 5(4), pages 604-621, December.
• Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade, 2009. "On the Purchasing Power Parity for Latin-American Countries," Journal of Applied Economics, Taylor & Francis Journals, vol. 12(1), pages 33-54, May.
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• Orphanides, Athanasios & Wei, Min, 2012. "Evolving macroeconomic perceptions and the term structure of interest rates," Journal of Economic Dynamics and Control, Elsevier, vol. 36(2), pages 239-254.
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• D’Amico, Stefania & Kim, Don H. & Wei, Min, 2018. "Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(1), pages 395-436, February.
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• Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk, 2010. "Term structure forecasting using macro factors and forecast combination," Working Paper 2010/01, Norges Bank.
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• Michael J. Fleming & Warren B. Hrung & Frank M. Keane, 2010. "Repo Market Effects of the Term Securities Lending Facility," American Economic Review, American Economic Association, vol. 100(2), pages 591-596, May.
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• Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2012. "Interest rate co-movements, global factors and the long end of the term spread," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 183-192.
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• Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2013. "Nominal interest rates and stationarity," Review of Quantitative Finance and Accounting, Springer, vol. 40(4), pages 741-745, May.
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• Arghyrou, Michael G. & Kontonikas, Alexandros, 2012. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 658-677.
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  • Arghyrou, Michael G. & Kontonikas, Alexandros, 2011. "The EMU sovereign-debt crisis: fundamentals, expectations and contagion," SIRE Focus Papers 2011-01, Scottish Institute for Research in Economics (SIRE).
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• Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2010. "L'intégration commerciale est-elle une condition préalable à l'intégration financière ?," Revue économique, Presses de Sciences-Po, vol. 61(3), pages 477-487.
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• Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2010. "L'intégration commerciale est-elle une condition préalable à l'intégration financière ?," Revue économique, Presses de Sciences-Po, vol. 61(3), pages 477-487.
  • Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2010. "L'intégration commerciale est-elle une condition préalable à l'intégration financière ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00649944, HAL.
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• De Paoli, Bianca & Scott, Alasdair & Weeken, Olaf, 2010. "Asset pricing implications of a New Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2056-2073, October.
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• Tesfaselassie, M.F. & Schaling, E., 2010. "Managing disinflation under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(12), pages 2568-2577, December.
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• Caroline Jardet & Gaelle Le Fol, 2010. "Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 316-330.
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• 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, vol. 11(1), pages 1-41, May.
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• 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, vol. 11(1), pages 1-41, May.
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  • Miguel Casares & Jean-Christophe Poutineau, 2010. "Short-run and long-run effects of banking in a new keynesian model," Post-Print halshs-00497619, HAL.
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• Hansen, Anders Chr., 2010. "Den samfundsøkonomiske kalkulationsrente," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2010(1), pages 159-192.
• Gomis-Porqueras, Pere & Kam, Timothy & Lee, Junsang, 2010. "Search-Theoretic Money, Capital and International Exchange Rate Fluctuations," PIE/CIS Discussion Paper 477, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
• Yu-chin Chen & Kwok Ping Tsang, 2013. "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 185-205, March.
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• Gollier, Christian & Weitzman, Martin L., 2010. "How should the distant future be discounted when discount rates are uncertain?," Economics Letters, Elsevier, vol. 107(3), pages 350-353, June.
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• Puriya Abbassi & Dieter Nautz, 2010. "Monetary Transmission Right from the Start: The (Dis)Connection Between the Money Market and the ECB’s Main Refinancing Rates," SFB 649 Discussion Papers SFB649DP2010-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• G. C. Lim & Sarantis Tsiaplias & Chew Lian Chua, 2013. "Bank and Official Interest Rates: How Do They Interact over Time?," The Economic Record, The Economic Society of Australia, vol. 89(285), pages 160-174, June.
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• Nuno Cassola & Claudio Morana, 2010. "The 2007-? financial crisis: a euro area money market perspective," ICER Working Papers - Applied Mathematics Series 35-2010, ICER - International Centre for Economic Research.
• Ekka, Rashmi Kiran & Wenner, Mark D. & Campion, Anita, 2010. "Interest Rates and Implications for Microfinance in Latin America and the Caribbean," IDB Publications (Working Papers) 4298, Inter-American Development Bank.
• Rashmi Kiran Ekka & Mark D. Wenner & Anita Campion, 2010. "Interest Rates and Implications for Microfinance in Latin America and the Caribbean," IDB Publications (Working Papers) 80278, Inter-American Development Bank.
• Kirsten Wandschneider & Nikolaus Wolf, 2010. "Shooting on a moving target: explaining European bank rates during the interwar period," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 2(1/2), pages 31-48.
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• Harun ALP & Refet GÜRKAYNAK & Hakan KARA & Gürsu KELEŞ & Musa ORAK, 2010. "Türkiye’de piyasa göstergelerinden para politikası beklentilerinin ölçülmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 25(295), pages 21-45.
• Andrew Levin & David López-Salido & Edward Nelson & Yack Yun, 2010. "Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, vol. 6(1), pages 143-189, March.
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• Eduardo A. Cavallo & Patricio Valenzuela, 2010. "The determinants of corporate risk in emerging markets: an option-adjusted spread analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(1), pages 59-74.
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  • Eduardo A. Cavallo & Patricio Valenzuela, 2007. "The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis," Research Department Publications 4513, Inter-American Development Bank, Research Department.
  • Eduardo A. Cavallo & Mr. Patricio A Valenzuela, 2007. "The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis," IMF Working Papers 2007/228, International Monetary Fund.
• Caroline Jardet & Gaelle Le Fol, 2010. "Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 316-330.
  • Jardet, C. & Le Fol, G., 2007. "Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework," Working papers 167, Banque de France.
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• Jouchi Nakajima & Shigenori Shiratsuka & Yuki Teranishi, 2010. "The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis," IMES Discussion Paper Series 10-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
• Junko Koeda & Ryo Kato, 2010. "The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates," IMES Discussion Paper Series 10-E-24, Institute for Monetary and Economic Studies, Bank of Japan.
• Matthew Greenwood-Nimmo & Yongcheol Shin & Till van Treeck, 2010. "The Great Moderation and the Decoupling of Monetary Policy from Long-Term Rates in the U.S. and Germany," IMK Working Paper 15-2010, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Oliver Hossfeld, 2010. "US Money Demand, Monetary Overhang, and Inflation," Working Papers 2010.4, International Network for Economic Research - INFER.
• Caroline Duburcq, 2010. "The Impact of Exchange Rate Regime on Interest Rates in Latin America," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 47(135), pages 91-124.
• César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel., 2010. "Institutions and Cyclical Properties of Macroeconomic Policies in the Global Economy," Documentos de Trabajo 372, Instituto de Economia. Pontificia Universidad Católica de Chile..
• Enrico D’Elia, 2010. "Pension financing and macroeconomic equilibrium," ISAE Working Papers 128, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
• Ant Afonso & Christophe Rault, 2015. "Short- and long-run behaviour of long-term sovereign bond yields," Applied Economics, Taylor & Francis Journals, vol. 47(37), pages 3971-3993, August.
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• Cândida Ferreira, 2010. "Financial Integration in European Countries: Some Panel Evidence," Working Papers Department of Economics 2010/21, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Afonso, António & Martins, Manuel M.F., 2012. "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1789-1807.
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• Juan Carlos Cordoba & Marla Ripoll, 2004. "Collateral Constraints in a Monetary Economy," Journal of the European Economic Association, MIT Press, vol. 2(6), pages 1172-1205, December.
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• Abbassi, Puriya & Nautz, Dieter, 2010. "Monetary transmission right from the start: The (dis)connection between the money market and the ECB's main refinancing rates," SFB 649 Discussion Papers 2010-019, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Puriya Abbassi & Dieter Nautz, 2010. "Monetary Transmission Right from the Start: The (Dis)Connection Between the Money Market and the ECB’s Main Refinancing Rates," Working Papers 1011, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 15 Jul 2010.
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• Friedrich, Christian & Schnabel, Isabel & Zettelmeyer, Jeromin, 2013. "Financial integration and growth — Why is Emerging Europe different?," Journal of International Economics, Elsevier, vol. 89(2), pages 522-538.
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• Helke Waelde, 2010. "Some preliminary but troubling evidence on group credits in microfinance programmes," Working Papers 1101, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 07 Dec 2010.
• Markus Pasche, 2010. "Interbank Lending and the Demand for Central Bank Loans - a Simple Microfoundation," Jena Economics Research Papers 2010-070, Friedrich-Schiller-University Jena.
• Kelly, Logan J. & Barnett, William A. & Keating, John W., 2011. "Rethinking the liquidity puzzle: Application of a new measure of the economic money stock," Journal of Banking & Finance, Elsevier, vol. 35(4), pages 768-774, April.
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• Nelson Souza-Sobrinho, 2010. "Macroeconomics of bank interest spreads: evidence from Brazil," Annals of Finance, Springer, vol. 6(1), pages 1-32, January.
• Andreas Reschreiter, 2010. "Indexed bonds and revisions of inflation expectations," Annals of Finance, Springer, vol. 6(4), pages 537-554, October.
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• André Van Poeck, 2010. "One Money and Sixteen Needs: Has the ECB’s Monetary Policy Become More Balanced Towards the Needs of the Member States?," De Economist, Springer, vol. 158(1), pages 43-60, April.
• Dionisios Chionis & Periklis Gogas & Ioannis Pragidis, 2010. "Predicting European Union Recessions in the Euro Era: The Yield Curve as a Forecasting Tool of Economic Activity," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(1), pages 1-10, February.
  • Gogas, Periklis & Chionis, Dionisios & Pragkidis, Ioannis, 2009. "Predicting European Union recessions in the euro era: The yield curve as a forecasting tool of economic activity," MPRA Paper 13911, University Library of Munich, Germany.
• Ana-Maria Fuertes & Shelagh Heffernan & Elena Kalotychou, 2010. "How do UK Banks React to Changing Central Bank Rates?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 37(2), pages 99-130, June.
• Stephen Hall & George Hondroyiannis & P. Swamy & George Tavlas, 2010. "The Fisher Effect Puzzle: A Case of Non-Linear Relationship?," Open Economies Review, Springer, vol. 21(1), pages 91-103, February.
• Brüggemann, Ralf & Riedel, Jana, 2011. "Nonlinear interest rate reaction functions for the UK," Economic Modelling, Elsevier, vol. 28(3), pages 1174-1185, May.
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• Valentinyi, Ákos & Bihari, Péter, 2010. "Pirruszi dezinfláció vagy tartósan alacsony inflációs környezet? [Pyrrhic deflation or a persistently low-inflation environment?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 868-875.
• Chang, Chia-Lin & Chen, Li-Hsueh & Hammoudeh, Shawkat & McAleer, Michael, 2012. "Asymmetric adjustments in the ethanol and grains markets," Energy Economics, Elsevier, vol. 34(6), pages 1990-2002.
  • Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2010. "Asymmetric Adjustments in the Ethanol and Grains Markets," Working Papers in Economics 10/78, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2010. "Asymmetric Adjustments in the Ethanol and Grains Markets," KIER Working Papers 752, Kyoto University, Institute of Economic Research.
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  • Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2012. "Asymmetric Adjustments in the Ethanol and Grains Markets," Documentos de Trabajo del ICAE 2012-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2012.
• Felix Chan & Michael McAleer & Marcelo C. Medeiros, 2015. "Structure and asymptotic theory for nonlinear models with GARCH erros," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 16(1), pages 1-21.
  • Felix Chan & Michael McAleer & Marcelo C. Medeiros, 2010. "Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors," Working Papers in Economics 10/79, University of Canterbury, Department of Economics and Finance.
  • Felix Chan & Michael McAleer & Marcelo C. Medeiros, 2010. "Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors," KIER Working Papers 754, Kyoto University, Institute of Economic Research.
  • Chan, F. & McAleer, M.J. & Medeiros, M.C., 2011. "Structure and Asymptotic theory for Nonlinear Models with GARCH Errors," Econometric Institute Research Papers EI 2010-79, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Kavita Sirichand & Stephen G. Hall, 2016. "Decision‐Based Forecast Evaluation of UK Interest Rate Predictability," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(2), pages 93-112, March.
  • Stephen Hall & Kavita Sirichand, 2010. "Decision-Based Forecast Evaluation of UK Interest Rate Predictability," Discussion Papers in Economics 10/09, Division of Economics, School of Business, University of Leicester.
• Stephen Hall & Kavita Sirichand, 2010. "Economic Value of Stock and Interest Rate Predictability in the UK," Discussion Papers in Economics 10/13, Division of Economics, School of Business, University of Leicester.
• Peter Chobanov & Amine Lahiani & Nikolay Nenovsky, 2010. "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," William Davidson Institute Working Papers Series wp1002, William Davidson Institute at the University of Michigan.
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• Jörg Bibow, 2010. "Global imbalances, the US dollar, and how the crisis at the core of global finance spread to "self-insuring" emerging market economies," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 7(2), pages 325-359.
  • Jorg Bibow, 2010. "Global Imbalances, the U.S. Dollar, and How the Crisis at the Core of Global Finance Spread to "Self-insuring" Emerging Market Economies," Economics Working Paper Archive wp_591, Levy Economics Institute.
• Marc Lavoie, 2010. "Changes in Central Bank Procedures During the Subprime Crisis and Their Repercussions on Monetary Theory," International Journal of Political Economy, Taylor & Francis Journals, vol. 39(3), pages 3-23.
  • Marc Lavoie, 2010. "Changes in Central Bank Procedures during the Subprime Crisis and Their Repercussions on Monetary Theory," Economics Working Paper Archive wp_606, Levy Economics Institute.
• Scott Fullwiler & L. Randall Wray, 2010. "Quantitative Easing and Proposals for Reform of Monetary Policy Operations," Economics Working Paper Archive wp_645, Levy Economics Institute.
• Di Giorgio, Giorgio & Nisticò, Salvatore, 2013. "Productivity shocks, stabilization policies and the dynamics of net foreign assets," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 210-230.
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• Andr? Kurmann & Christopher Otrok, 2013. "News Shocks and the Slope of the Term Structure of Interest Rates," American Economic Review, American Economic Association, vol. 103(6), pages 2612-2632, October.
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• Ljupka Georgievska & Rilind Kabashi & Nora Manova - Trajkovska & Ana Mitreska & Mihajlo Vaskov, 2010. "Determinants of Lending Rates and Interest Rate Spreads in Macedonia," Working Papers 2010-03, National Bank of the Republic of North Macedonia.
• Ana Mitreska & Maja Kadievska Vojnovic & Ljupka Georgievska & Branimir Jovanovic & Marija Petkovska, 2010. "Did The Crisis Change It All? Evidence From Monetary And Fiscal Policy," Working Papers 2010-05, National Bank of the Republic of North Macedonia.
• Tillmann, Peter, 2011. "Strategic forecasting on the FOMC," European Journal of Political Economy, Elsevier, vol. 27(3), pages 547-553, September.
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• Rülke, Jan-Christoph & Tillmann, Peter, 2011. "Do FOMC members herd?," Economics Letters, Elsevier, vol. 113(2), pages 176-179.
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• Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010. "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 33-62, February.
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• Andrea Gerali & Stefano Neri & Luca Sessa & Federico M. Signoretti, 2010. "Credit and Banking in a DSGE Model of the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 107-141, September.
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• Jarko Fidrmuc & Roman Horváth & Eva Horváthová, 2010. "Corporate Interest Rates and the Financial Accelerator in the Czech Republic," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(4), pages 41-54, January.
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• Marc Lavoie, 2010. "Changes in Central Bank Procedures During the Subprime Crisis and Their Repercussions on Monetary Theory," International Journal of Political Economy, Taylor & Francis Journals, vol. 39(3), pages 3-23.
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• Yu Hsing, 2010. "Government Debt and the Long-Term Interest Rate: Application of an Extended Open-Economy Loanable Funds Model to Poland," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 8(3), pages 227-237.
• Giorgio PIZZUTTO, 2010. "Politica monetaria, finanza strutturata e mercati finanziari," Departmental Working Papers 2010-036, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Giorgio PIZZUTTO, 2010. "Politica monetaria, finanza strutturata e mercati finanziari," Departmental Working Papers 2010-36, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Groth, Charlotta & Zampolli, Fabrizio, 2010. "Macroeconomic stability and the real interest rate: a cross-country analysis," Discussion Papers 30, Monetary Policy Committee Unit, Bank of England.
• Hans Dewachter & Romain Houssa & Priscilla Toffano, 2012. "Spatial propagation of macroeconomic shocks in Europe," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 148(2), pages 377-402, June.
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• 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, vol. 11(1), pages 1-41, May.
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• Giuseppe Ferrero & Alessandro Secchi, 2010. "Central banks' macroeconomic projections and learning," Temi di discussione (Economic working papers) 782, Bank of Italy, Economic Research and International Relations Area.
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• Koijen, Ralph S.J. & Lustig, Hanno & Van Nieuwerburgh, Stijn, 2017. "The cross-section and time series of stock and bond returns," Journal of Monetary Economics, Elsevier, vol. 88(C), pages 50-69.
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• George J. Hall & Thomas J. Sargent, 2011. "Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 192-214, July.
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• Friedman, Benjamin M. & Kuttner, Kenneth N., 2010. "Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 24, pages 1345-1438, Elsevier.
  • Benjamin Friedman & Kenneth Kuttner, 2010. "Implementation of Monetary Policy: How Do Central Banks Set Interest Rates?," Department of Economics Working Papers 2010-03, Department of Economics, Williams College.
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• Giavazzi, Francesco & Giovannini, Alberto, 2010. "Central Banks and the Financial System," CEPR Discussion Papers 7944, C.E.P.R. Discussion Papers.
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• Menzie Chinn & Kavan Kucko, 2015. "The Predictive Power of the Yield Curve Across Countries and Time," International Finance, Wiley Blackwell, vol. 18(2), pages 129-156, June.
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• Anders B. Trolle & Eduardo S. Schwartz, 2010. "An Empirical Analysis of the Swaption Cube," NBER Working Papers 16549, National Bureau of Economic Research, Inc.
• Frazzini, Andrea & Pedersen, Lasse Heje, 2014. "Betting against beta," Journal of Financial Economics, Elsevier, vol. 111(1), pages 1-25.
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• Svensson, Lars E.O., 2010. "Inflation Targeting," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 22, pages 1237-1302, Elsevier.
  • Lars E. O. Svensson, 2007. "Inflation Targeting," Working Papers 144, Princeton University, Department of Economics, Center for Economic Policy Studies..
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• Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana, 2012. "The yield curve and the macro-economy across time and frequencies," Journal of Economic Dynamics and Control, Elsevier, vol. 36(12), pages 1950-1970.
  • Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2010. "The yield curve and the macro-economy across time and frequencies," CEF.UP Working Papers 1004, Universidade do Porto, Faculdade de Economia do Porto.
  • Luís Francisco Aguiar & Manuel M. F. Martins & Maria Joana Soares, 2010. "The yield curve and the macro-economy across time and frequencies," NIPE Working Papers 21/2010, NIPE - Universidade do Minho.
• Gibson, Rajna & Lhabitant, Francois-Serge & Talay, Denis, 2010. "Modeling the Term Structure of Interest Rates: A Review of the Literature," Foundations and Trends(R) in Finance, now publishers, vol. 5(1–2), pages 1-156, December.
• Leo Krippner, 2010. "A theoretical foundation for the Nelson and Siegel class of yield curve models, and an empirical application to U.S. yield curve dynamics," Reserve Bank of New Zealand Discussion Paper Series DP2010/11, Reserve Bank of New Zealand.
• Natalie Labuschagne & Polly Vowles, 2010. "Why are Real Interest Rates in New Zealand so High? Evidence and Drivers," Treasury Working Paper Series 10/09, New Zealand Treasury.
• Égert, Balázs, 2011. "Catching-up and inflation in Europe: Balassa-Samuelson, Engel's Law and other culprits," Economic Systems, Elsevier, vol. 35(2), pages 208-229, June.
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  • Balázs Égert, 2010. "Catching-up and Inflation in Europe: Balassa-Samuelson, Engel's Law and Other Culprits," OECD Economics Department Working Papers 792, OECD Publishing.
  • Balazs Egert, 2010. "Catching-up and Inflation in Europe: Balassa-Samuelson, Engel's Law and other Culprits," CESifo Working Paper Series 3110, CESifo.
• Rauf Gönenç & Saygin Sahinöz & Ozge Tuncel, 2010. "Turkey's Improving Integration with the Global Capital Market: Impacts on Risk Premia and Capital Costs," OECD Economics Department Working Papers 812, OECD Publishing.
• George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2012. "Does Ricardian Equivalence Hold When Expectations Are Not Rational?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1259-1283, October.
  • George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2012. "Does Ricardian Equivalence Hold When Expectations Are Not Rational?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1259-1283, October.
  • Honkapohja, Seppo & Evans, George W. & Mitra, Kaushik, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," CEPR Discussion Papers 7792, C.E.P.R. Discussion Papers.
  • George W. Evans & Seppo Honkapohja, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," University of Oregon Economics Department Working Papers 2010-3, University of Oregon Economics Department.
  • Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2010. "Does Ricardian Equivalence Hold When Expectations are not Rational?," SIRE Discussion Papers 2010-73, Scottish Institute for Research in Economics (SIRE).
  • Evans, George W. & Honkapohja, Seppo & Kaushik, Mitra, 2010. "Does Ricardian Equivalence hold when expectations are not rational?," Bank of Finland Research Discussion Papers 13/2010, Bank of Finland.
• Zhiguang (Gerald) Wang & Prasad V. Bidarkota, 2010. "A Long-Run Risks Model of Asset Pricing with Fat Tails," Review of Finance, European Finance Association, vol. 14(3), pages 409-449.
• Viktors Ajevskis & Kristine Vitola, 2010. "A Convergence Model of the Term Structure of Interest Rates," Review of Finance, European Finance Association, vol. 14(4), pages 727-747.
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• David Martinez-Miera & Rafael Repullo, 2010. "Does Competition Reduce the Risk of Bank Failure?," The Review of Financial Studies, Society for Financial Studies, vol. 23(10), pages 3638-3664, October.
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• Wei Xiong & Hongjun Yan, 2010. "Heterogeneous Expectations and Bond Markets," The Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1433-1466, April.
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• Lieven Baele, 2010. "The Determinants of Stock and Bond Return Comovements," The Review of Financial Studies, Society for Financial Studies, vol. 23(6), pages 2374-2428, June.
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• Ritz, Robert A. & Walther, Ansgar, 2015. "How do banks respond to increased funding uncertainty?," Journal of Financial Intermediation, Elsevier, vol. 24(3), pages 386-410.
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• David Jamieson Bolder & Yuliya Romanyuk, 2010. "Combining Canadian Interest Rate Forecasts," Palgrave Macmillan Books, in: Arjan B. Berkelaar & Joachim Coche & Ken Nyholm (ed.), Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds, chapter 1, pages 3-30, Palgrave Macmillan.
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• Raghbendra Jha, 2010. "Inflation, Macroeconomic Policy and Hunger: A Variation on a Theme by C. Rangarajan," ASARC Working Papers 2010-22, The Australian National University, Australia South Asia Research Centre.
• Javier Pereda C., 2010. "Estimación de la curva de rendimiento cupón cero para el Perú y su uso para el análisis monetario," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 33(65), pages 103-132.
• Carina-Elena Stegăroiu & Valentin Stegăroiu, 2010. "Algorithms For The Processes Of Establishing Prices And Balanced Bank Interests," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(4), pages 327-336.
• Nadia Elena Stoicuţa & Ana Petrina Stanciu, 2010. "The Econometric Analysis Of The Dependence Between The Consumer, GDP And The Interest Rate Using The Eviews Program," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(4), pages 337-346.
• Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana, 2012. "The yield curve and the macro-economy across time and frequencies," Journal of Economic Dynamics and Control, Elsevier, vol. 36(12), pages 1950-1970.
  • Luís Francisco Aguiar & Manuel M. F. Martins & Maria Joana Soares, 2010. "The yield curve and the macro-economy across time and frequencies," NIPE Working Papers 21/2010, NIPE - Universidade do Minho.
  • Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2010. "The yield curve and the macro-economy across time and frequencies," CEF.UP Working Papers 1004, Universidade do Porto, Faculdade de Economia do Porto.
• Smant, David / D.J.C., 2010. "Direct tests of the expectations theory of the term structure: Survey expectations, the term premium and coefficient biases," MPRA Paper 19815, University Library of Munich, Germany.
• Delis, Manthos D. & Kouretas, Georgios P., 2011. "Interest rates and bank risk-taking," Journal of Banking & Finance, Elsevier, vol. 35(4), pages 840-855, April.
  • Delis, Manthos D & Kouretas, Georgios, 2010. "Interest rates and bank risk-taking," MPRA Paper 20132, University Library of Munich, Germany.
• Di Maggio, Marco, 2010. "The Political Economy of the Yield Curve," MPRA Paper 20697, University Library of Munich, Germany.
• Hutchison, Michael & Sengupta, Rajeswari & Singh, Nirvikar, 2010. "Estimating a monetary policy rule for India," MPRA Paper 38924, University Library of Munich, Germany.
  • Hutchison, Michael & Sengupta, Rajeswari & Singh, Nirvikar, 2010. "Estimating a Monetary Policy Rule for India," MPRA Paper 21106, University Library of Munich, Germany.
• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010. "Properties of Foreign Exchange Risk Premia," MPRA Paper 21302, University Library of Munich, Germany.
• Antonio FORTE, 2010. "Some Empirical Evidence Of The Euro Area Monetary Policy," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 1(1), pages 42-58.
  • Forte, Antonio, 2010. "Some empirical evidence of the euro area monetary policy," MPRA Paper 21785, University Library of Munich, Germany.
• Cinquegrana, Giuseppe & Sarno, Domenico, 2010. "The yield curve and the prediction on the business cycle: a VAR analysis for the European Union," MPRA Paper 21795, University Library of Munich, Germany.
• Kelly, Logan J. & Barnett, William A. & Keating, John W., 2011. "Rethinking the liquidity puzzle: Application of a new measure of the economic money stock," Journal of Banking & Finance, Elsevier, vol. 35(4), pages 768-774, April.
  • Kelly, Logan & Barnett, William A. & Keating, John, 2010. "Rethinking the liquidity puzzle: application of a new measure of the economic money stock," MPRA Paper 22087, University Library of Munich, Germany.
  • Kelly, Logan & Barnett, William A. & Keating, John W., 2010. "Rethinking the Liquidity Puzzle: Application of a New Measure of the Economic Money Stock," MPRA Paper 22085, University Library of Munich, Germany.
  • William Barnett & Logan Kelly & John Keating, 2010. "Rethinking the Liquidity Puzzle: Application of a New Measure of the Economic Money Stock," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201002, University of Kansas, Department of Economics, revised Apr 2010.
• Kelly, Logan J. & Barnett, William A. & Keating, John W., 2011. "Rethinking the liquidity puzzle: Application of a new measure of the economic money stock," Journal of Banking & Finance, Elsevier, vol. 35(4), pages 768-774, April.
  • Kelly, Logan & Barnett, William A. & Keating, John W., 2010. "Rethinking the Liquidity Puzzle: Application of a New Measure of the Economic Money Stock," MPRA Paper 22085, University Library of Munich, Germany.
  • Kelly, Logan & Barnett, William A. & Keating, John, 2010. "Rethinking the liquidity puzzle: application of a new measure of the economic money stock," MPRA Paper 22087, University Library of Munich, Germany.
  • William Barnett & Logan Kelly & John Keating, 2010. "Rethinking the Liquidity Puzzle: Application of a New Measure of the Economic Money Stock," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201002, University of Kansas, Department of Economics, revised Apr 2010.
• Gogas, Periklis & Pragkidis, Ioannis, 2010. "The interest rate spread as a forecasting tool of greek industrial production," MPRA Paper 22148, University Library of Munich, Germany.
• Hein, Eckhard, 2010. "The rate of interest as a macroeconomic distribution parameter: Horizontalism and Post-Keynesian models of distribution of growth," IPE Working Papers 07/2010, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
  • Hein, Eckhard, 2010. "The rate of interest as a macroeconomic distribution parameter: Horizontalism and Post-Keynesian models of distribution of growth," MPRA Paper 23372, University Library of Munich, Germany.
• Lanne, Markku & Saikkonen, Pentti, 2013. "Noncausal Vector Autoregression," Econometric Theory, Cambridge University Press, vol. 29(3), pages 447-481, June.
  • Lanne, Markku & Saikkonen, Pentti, 2009. "Noncausal vector autoregression," Bank of Finland Research Discussion Papers 18/2009, Bank of Finland.
  • Lanne, Markku & Saikkonen, Pentti, 2010. "Noncausal Vector Autoregression," MPRA Paper 23717, University Library of Munich, Germany.
• John Kitchen & Menzie Chinn, 2011. "Financing US Debt: Is There Enough Money in the World – and at What Cost?," International Finance, Wiley Blackwell, vol. 14(3), pages 373-413, December.
  • Kitchen, John & Chinn, Menzie, 2010. "Financing U.S. debt: Is there enough money in the world – and at what cost?," MPRA Paper 24736, University Library of Munich, Germany.
• Ege, Yazgan & Huseyin, Kaya, 2010. "Has inflation targeting increased predictive power of term structure about future inflation: evidence from an emerging market ?," MPRA Paper 24810, University Library of Munich, Germany.
• Alfaro, Rodrigo & Becerra, Juan Sebastian & Sagner, Andres, 2010. "Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU [The Dynamic Nelson-Siegel model: empirical results for Chile and US]," MPRA Paper 25912, University Library of Munich, Germany, revised 23 Jun 2010.
• Smant, David / D.J.C., 2010. "Real time data, regime shifts, and a simple but effective estimated Fed policy rule, 1969-2009," MPRA Paper 26124, University Library of Munich, Germany.
• Solomon, Bernard Daniel, 2010. "Firm leverage, household leverage and the business cycle," MPRA Paper 26504, University Library of Munich, Germany.
• Lenz, Rainer, 2010. "Analyse der Renditestrukturkurve: Zur Laufzeitenstruktur von Investitions- und Finanzierungsentscheidungen [Yield curve analysis]," MPRA Paper 26621, University Library of Munich, Germany.
• Ruiz-Porras, Antonio & Perez-Sicairos, Rene Benjamin, 2010. "Un modelo de tres factores con un parámetro de sensibilidad de mercado para estimar la dinámica de la tasa corta: Una aplicación para la tasa de fondeo gubernamental de México [A three-factor model," MPRA Paper 26631, University Library of Munich, Germany.
• Heryan, Tomas & Stavarek, Daniel, 2010. "How related are interbank and lending interest rates? Evidence on selected EU countries," MPRA Paper 27276, University Library of Munich, Germany.
• Kontek, Krzysztof, 2010. "Linking Decision and Time Utilities," MPRA Paper 27541, University Library of Munich, Germany.
• Das, Rituparna, 2010. "Indian G-Sec Market II: Anatomy of Short Rates," MPRA Paper 27553, University Library of Munich, Germany.
• Lenz, Rainer, 2010. "Yield Curve Analysis: Choosing the optimal maturity date of investments and financing," MPRA Paper 27781, University Library of Munich, Germany.
• Stefanescu, Razvan & Dumitriu, Ramona, 2010. "Impact of the global crisis on the linkages between the interest rates and the stock prices in Romania," MPRA Paper 36716, University Library of Munich, Germany, revised 16 Feb 2011.
• varma, Vijaya krushna varma, 2010. "Banking Redefined," MPRA Paper 38852, University Library of Munich, Germany, revised 12 Mar 2012.
• Hutchison, Michael & Sengupta, Rajeswari & Singh, Nirvikar, 2010. "Estimating a Monetary Policy Rule for India," MPRA Paper 21106, University Library of Munich, Germany.
  • Hutchison, Michael & Sengupta, Rajeswari & Singh, Nirvikar, 2010. "Estimating a monetary policy rule for India," MPRA Paper 38924, University Library of Munich, Germany.
• Mitreska, Ana & Kadievska Vojnovic, Maja & Georgievska, Ljupka & Jovanovic, Branimir & Petkovska, Marija, 2010. "Did the Crisis Change it All? Evidence from Monetary and Fiscal Policy," MPRA Paper 43163, University Library of Munich, Germany.
• Cebula, Richard, 2010. "Taxable and Tax-Free Equivalence of Interest Rate Yields: A Brief Note," MPRA Paper 55263, University Library of Munich, Germany.
• Bagus, Philipp & Howden, David, 2010. "The Term Structure of Savings, the Yield Curve, and Maturity Mismatching," MPRA Paper 79592, University Library of Munich, Germany.
• Peter Kehinde, Mogaji, 2010. "Fisher Effect and the Relationship between Nominal Interest Rates and Inflation: The Case of Nigeria," MPRA Paper 98760, University Library of Munich, Germany.
• Karel Brůna, 2010. "Monetary Policy Implementation and Liquidity Management of the Czech Banking System," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2010(3), pages 15-41.
• Tomáš Heryán & Daniel Stavárek, 2010. "How Related are Interbank and Lending Interest Rates? Evidence on Selected European Union Countries," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2010(3), pages 42-55.
• Josef Arlt & Milan Bašta, 2010. "The Problem of the Yearly Inflation Rate and Its Implications for the Monetary Policy of the Czech National Bank," Prague Economic Papers, Prague University of Economics and Business, vol. 2010(2), pages 99-117.
• Karel Brůna, 2010. "Akumulace devizových rezerv centrálních bank a dynamika absorpce likvidity bankovních systémů České republiky, Polska a Maďarska [Central Bank´s Foreign Exchange Reserves Accumulation and Dynamics ," Politická ekonomie, Prague University of Economics and Business, vol. 2010(6), pages 723-746.
• Pierre Gruson, 2010. "Les mesures d’adaptation des politiques monétaires non conventionnelles et les difficultés liées aux stratégies de sortie," Revue d'Économie Financière, Programme National Persée, vol. 98(3), pages 333-352.
• Luciana Barbosa & Sónia Costa, 2010. "Determinants of sovereign bond yield spreads in the euro area in the context of the economic and financial crisis," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  • Luciana Barbosa & Sónia Costa, 2010. "Determinants of the sovereign bond yield spreads in the Euro Area in the context of the economic and financial crisis," Working Papers w201022, Banco de Portugal, Economics and Research Department.
• Luciana Barbosa & Sónia Costa, 2010. "Determinants of the sovereign bond yield spreads in the Euro Area in the context of the economic and financial crisis," Working Papers w201022, Banco de Portugal, Economics and Research Department.
• Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2010. "Forecasting Government Bond Yields with Large Bayesian VARs," CEPR Discussion Papers 7796, C.E.P.R. Discussion Papers.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2010. "Forecasting Government Bond Yields with Large Bayesian VARs," Working Papers 662, Queen Mary University of London, School of Economics and Finance.
• Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2010. "Forecasting Government Bond Yields with Large Bayesian VARs," CEPR Discussion Papers 7796, C.E.P.R. Discussion Papers.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2010. "Forecasting Government Bond Yields with Large Bayesian VARs," Working Papers 662, Queen Mary University of London, School of Economics and Finance.
  • Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2010. "Forecasting Government Bond Yields with Large Bayesian VARs," Working Papers 662, Queen Mary University of London, School of Economics and Finance.
• Francisco Palomino, 2012. "Bond Risk Premiums and Optimal Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 19-40, January.
  • Francisco Palomino, 2010. "Code and data files for "Bond Risk Premiums and Optimal Monetary Policy"," Computer Codes 09-159, Review of Economic Dynamics.
• Roman Sustek, 2011. "Monetary Business Cycle Accounting," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(4), pages 592-612, October.
  • Roman Sustek, 2010. "Code and data files for "Monetary Business Cycle Accounting"," Computer Codes 09-177, Review of Economic Dynamics.
• Claudio Campanale & Rui Castro & Gian Luca Clementi, 2010. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 379-402, April.
  • Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Paper series 07_07, Rimini Centre for Economic Analysis.
  • CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Cahiers de recherche 10-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Papers 07-12, New York University, Leonard N. Stern School of Business, Department of Economics.
  • CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "Asset Pricing in a Production Economy with Chew–Dekel Preferences," Cahiers de recherche 2009-09, Universite de Montreal, Departement de sciences economiques.
  • Claudio Campanale & Rui Castro & Gian Luca Clementi, 2009. "Code and data files for "Asset Pricing in a Production Economy with Chew-Dekel Preferences"," Computer Codes 07-51, Review of Economic Dynamics.
• Tamon Asonuma, 2010. "Serial Default and Debt Renegotiation," 2010 Meeting Papers 169, Society for Economic Dynamics.
  • Asonuma, Tamon, 2012. "Serial default and debt renegotiation," MPRA Paper 55139, University Library of Munich, Germany.
• George J. Hall & Thomas J. Sargent, 2011. "Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 192-214, July.
  • George J. Hall & Thomas J. Sargent, 2010. "Interest Rate Risk and Other Determinants of Post-WWII U.S. Government Debt/GDP Dynamics," NBER Working Papers 15702, National Bureau of Economic Research, Inc.
  • Thomas J. Sargent & George J. Hall, 2010. "Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics," 2010 Meeting Papers 208, Society for Economic Dynamics.
  • George J. Hall & Thomas J. Sargent, 2010. "Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics," Working Papers 01, Brandeis University, Department of Economics and International Business School.
• Gara Afonso & Ricardo Lagos, 2015. "Trade Dynamics in the Market for Federal Funds," Econometrica, Econometric Society, vol. 83, pages 263-313, January.
  • Ricardo Lagos & Gara Afonso, 2010. "Trade Dynamics in the Market for Federal Funds," 2010 Meeting Papers 424, Society for Economic Dynamics.
  • Gara Afonso & Ricardo Lagos, 2014. "Trade Dynamics in the Market for Federal Funds," NBER Working Papers 20419, National Bureau of Economic Research, Inc.
  • Gara M. dup Afonso & Ricardo Lagos, 2014. "Trade Dynamics in the Market for Federal Funds," Working Papers 710, Federal Reserve Bank of Minneapolis.
  • Gara M. dup Afonso & Ricardo Lagos, 2012. "Trade dynamics in the market for federal funds," Staff Reports 549, Federal Reserve Bank of New York.
  • Ricardo Lagos & Gara Afonson, 2011. "Trade Dynamics in the Market for Federal Funds," 2011 Meeting Papers 314, Society for Economic Dynamics.
• Andr? Kurmann & Christopher Otrok, 2013. "News Shocks and the Slope of the Term Structure of Interest Rates," American Economic Review, American Economic Association, vol. 103(6), pages 2612-2632, October.
  • André Kurmann & Christopher Otrok, 2010. "News Shocks and the Slope of the Term Structure of Interest Rates," Cahiers de recherche 1005, CIRPEE.
  • Andre Kurmann & Christopher Otrok, 2012. "News shocks and the slope of the term structure of interest rates," Working Papers 2012-011, Federal Reserve Bank of St. Louis.
  • Christopher Otrok & Andre Kurmann, 2010. "News Shocks and the Slope of the Term Structure of Interest Rates," 2010 Meeting Papers 72, Society for Economic Dynamics.
• Periklis Gogas & Ioannis Pragidis, 2010. "GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries," Papers 1005.1326, arXiv.org.
  • Gogas, Periklis & Pragidis, Ioannis, 2010. "GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries," DUTH Research Papers in Economics 2-2010, Democritus University of Thrace, Department of Economics.
• Wagenvoort, Rien & Zwart, Sanne, 2010. "Uncovering the Common Risk Free Rate in the European Monetary Union," Economic and Financial Reports 2010/5, European Investment Bank, Economics Department.
• Hsing, Yu, 2010. "The Government Debt and the Long-Term Interest Rate: Application of the Loanable Funds Model to Greece," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 25, pages 722-733.
• Michael Berlemann & Julia Freese, 2013. "Monetary policy and real estate prices: a disaggregated analysis for Switzerland," International Economics and Economic Policy, Springer, vol. 10(4), pages 469-490, December.
  • Berlemann, Michael & Freese, Julia, 2010. "Monetary policy and real estate prices: A disaggregated analysis for Switzerland," HWWI Research Papers 2-19, Hamburg Institute of International Economics (HWWI).
  • Berlemann, Michael & Freese, Julia, 2010. "Monetary Policy and Real Estate Prices: A Disaggregated Analysis for Switzerland," Working Paper 105/2010, Helmut Schmidt University, Hamburg.
• Su, Chi Wei & Chang, Hsu Ling, 2010. "Asymmetric Adjustment in the Lending-Deposit Rate Spread: Evidence from Eastern European Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 165-175, July.

2009

• Miksjuk Alexei, 2009. "Studying the Relation between the Interest Rates and the Exchange Rate in Belarus under the Speculative Motives Assumption," EERC Working Paper Series 09/07e, EERC Research Network, Russia and CIS.
• Eladio Febrero Paños & María José Calderón Milán, 2009. "La influencia del tipo de interés en los precios. Una reinterpretación heterodoxa de Wicksell," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 70(01), pages 330-355.
• Robert Pollin, 2009. "Exogeneidad del tipo de interés: teoría, evidencia y temas de política para la economía estadounidense," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 72(03), pages 244-269.
• Robert Pollin, 2009. "Interest rate exogeneity: Theory, evidence and policy issues for the U.S. economy," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 72(03), pages 244-269.
• Malcolm Sawyer, 2009. "Interest rates and inflation: What are the links?," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 6(1), pages 81-96.
• García Iglesias, Jesús Manuel & Pateiro Rodríguez, Carlos, 2009. "Análisis de la estrategia de política monetaria del Banco Central Europeo (1999-2005)," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(301), pages 181-214, enero-mar.
• Hrushikesh Mallick, 2008. "Do remittances impact the economy? Some empirical evidences from a developing economy," Centre for Development Studies, Trivendrum Working Papers 407, Centre for Development Studies, Trivendrum, India.
  • Hrushikesh Mallick, 2009. "Do Remittances Impact the Economy? Some Empirical Evidences from A Developing Economy," Working Papers id:2199, eSocialSciences.
• Romain Houssa & Lasse Bork & Hans Dewachter, 2008. "Identification of Macroeconomic Factors in Large Panels," Working Papers 1010, University of Namur, Department of Economics.
  • Lasse BORK & Hans DEWACHTER & Romain HOUSSA, 2009. "Identification of macroeconomic factors in large panels," Working Papers of Department of Economics, Leuven ces09.18, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Lasse Bork & Hans Dewachter & Romain Houssa, 2009. "Identification of Macroeconomic Factors in Large Panels," CREATES Research Papers 2009-43, Department of Economics and Business Economics, Aarhus University.
• Clemens Vinícius de A. Nunes & Márcio Holland & Cleomar Gomes da Silva, 2011. "Sinalização de Política Monetária e Movimentos na Estrutura a Termo da Taxa de Juros no Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 12(1), pages 71-90.
  • Nunes, Clemens V. de Azevedo & Gomes, Cleomar & Brito, Márcio Holland de, 2009. "Sinalização de política monetária e movimentos na estrutura a termo da taxa de juros no Brasil," Textos para discussão 187, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• John C. Williams & John B. Taylor, 2009. "A Black Swan in the Money Market," American Economic Journal: Macroeconomics, American Economic Association, vol. 1(1), pages 58-83, January.
  • John B. Taylor & John C. Williams, 2009. "A black swan in the money market," Proceedings, Federal Reserve Bank of San Francisco, issue Jan.
  • John B. Taylor & John C. Williams, 2008. "A black swan in the money market," Working Paper Series 2008-04, Federal Reserve Bank of San Francisco.
  • John B. Taylor & John C. Williams, 2008. "A Black Swan in the Money Market," NBER Working Papers 13943, National Bureau of Economic Research, Inc.
• Arteta, Carlos & Kamin, Steven B. & Vitanza, Justin, 2011. "The puzzling peso," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1814-1835.
  • Carlos Arteta & Steven B. Kamin & Justin Vitanza, 2009. "The puzzling peso," International Finance Discussion Papers 976, Board of Governors of the Federal Reserve System (U.S.).
• Torben G. Andersen & Luca Benzoni, 2009. "Stochastic volatility," Working Paper Series WP-09-04, Federal Reserve Bank of Chicago.
  • Torben G. Andersen & Luca Benzoni, 2010. "Stochastic Volatility," CREATES Research Papers 2010-10, Department of Economics and Business Economics, Aarhus University.
• Xavier Freixas & Antoine Martin & David Skeie, 2011. "Bank Liquidity, Interbank Markets, and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2656-2692.
  • Xavier Freixas & Antoine Martin & David R. Skeie, 2009. "Bank liquidity, interbank markets, and monetary policy," Staff Reports 371, Federal Reserve Bank of New York.
  • Antoine Martin & David Skeie & Xavier Freixas, 2015. "Bank Liquidity, Interbank Markets and Monetary Policy," Working Papers 429, Barcelona School of Economics.
  • Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Other publications TiSEM 06dc8c5e-b918-4028-8330-9, Tilburg University, School of Economics and Management.
  • Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Other publications TiSEM d716ff9a-e8da-448f-86a1-8, Tilburg University, School of Economics and Management.
  • Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Discussion Paper 2010-35S, Tilburg University, Center for Economic Research.
  • Xavier Freixas & Antoine Martin & David Skeie, 2010. "Bank liquidity, interbank markets and monetary policy," Economics Working Papers 1202, Department of Economics and Business, Universitat Pompeu Fabra.
• Buiter, Willem H., 2009. "Negative nominal interest rates: Three ways to overcome the zero lower bound," The North American Journal of Economics and Finance, Elsevier, vol. 20(3), pages 213-238, December.
  • Buiter, Willem H., 2009. "Negative nominal interest rates: three ways to overcome the zero lower bound," LSE Research Online Documents on Economics 29297, London School of Economics and Political Science, LSE Library.
  • Willem Buiter, 2009. "Negative Nominal Interest Rates: Three ways to overcome the zero lower bound," FMG Discussion Papers dp636, Financial Markets Group.
  • Willem H. Buiter, 2009. "Negative Nominal Interest Rates: Three ways to overcome the zero lower bound," NBER Working Papers 15118, National Bureau of Economic Research, Inc.
  • Buiter, Willem, 2009. "Negative Nominal Interest Rates: Three ways to overcome the zero lower bound," CEPR Discussion Papers 7346, C.E.P.R. Discussion Papers.
• Drobyshevsky Sergey & Lugovoy Oleg & Astafieva Ekaterina & Burkova N. Yu., 2009. "Modeling the term structure of interest rates on Russian government bonds in 2000 – 2008," Research Paper Series, Gaidar Institute for Economic Policy, issue 130P.
• Riccardo Lo Conte, 2009. "Government Bond Yield Spreads: A Survey," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 68(3), pages 341-370, July.
• Benjamin Liu & Donghui Li & Eduardo Roca, 2009. "What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition," Discussion Papers in Finance finance:200901, Griffith University, Department of Accounting, Finance and Economics.
• Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From various degrees of trade to various degrees of financial integration: What do interest rates have to say?," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 64(03), pages 365-402, December.
  • Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From Various Degrees of Trade to Various Degrees of Financial Integration: What do Interest Rates Have to Say?," Working Papers 2009-01, CEPII research center.
  • Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From Various Degrees of Trade to Various Degrees of Financial Integration: What Do Interest Rates Have to Say?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00649936, HAL.
  • Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From Various Degrees of Trade to Various Degrees of Financial Integration: What Do Interest Rates Have to Say?," Post-Print hal-00649936, HAL.
• Dominique Guégan,Florian Ielpo, 2009. "Further Evidence on the Impact of Economic News on Interest Rates," Frontiers in Finance and Economics, SKEMA Business School, vol. 6(2), pages 1-45, October.
  • Ielpo, Florian & Guégan, Dominique, 2006. "Further evidence on the impact of economic news on interest rates," MPRA Paper 3425, University Library of Munich, Germany, revised Jun 2007.
  • Dominique Guegan & Florian Ielpo, 2009. "Further evidence on the impact of economic news on interest rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00439820, HAL.
  • Dominique Guegan & Florian Ielpo, 2007. "Further evidence on the impact of economic news on interest rates," Documents de travail du Centre d'Economie de la Sorbonne b07062, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Florian Ielpo, 2007. "Further evidence on the impact of economic news on interest rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188331, HAL.
• R. Baupain & A. Durre, 2007. "The interday and intraday patterns of the overnight market : evidence from an electronic platform," Post-Print hal-00300195, HAL.
  • R. Beaupain & A. Durre, 2009. "The interday and intraday patterns of the overnight market: evidence from an electronic platform," Post-Print hal-00393027, HAL.
  • R. Beaupain & A. Durre, 2008. "The interday and intraday patterns of the overnight market: Evidence from an electronic platform," Post-Print hal-00393019, HAL.
  • Durré, Alain & Beaupain, Renaud, 2008. "The interday and intraday patterns of the overnight market: evidence from an electronic platform," Working Paper Series 988, European Central Bank.
• Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From various degrees of trade to various degrees of financial integration: What do interest rates have to say?," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 64(03), pages 365-402, December.
  • Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From Various Degrees of Trade to Various Degrees of Financial Integration: What do Interest Rates Have to Say?," Working Papers 2009-01, CEPII research center.
  • Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From Various Degrees of Trade to Various Degrees of Financial Integration: What Do Interest Rates Have to Say?," Post-Print hal-00649936, HAL.
  • Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From Various Degrees of Trade to Various Degrees of Financial Integration: What Do Interest Rates Have to Say?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00649936, HAL.
• Lasse Bork, 2009. "Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach," CREATES Research Papers 2009-11, Department of Economics and Business Economics, Aarhus University.
  • Bork, Lasse, 2009. "Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach," Finance Research Group Working Papers F-2009-03, University of Aarhus, Aarhus School of Business, Department of Business Studies.
• Fan, Longzhen & Johansson, Anders C., 2010. "China's official rates and bond yields," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 996-1007, May.
  • Fan, Longzhen & Johansson, Anders C., 2009. "China'S Official Rates And Bond Yields," Working Paper Series 2009-3, Stockholm School of Economics, China Economic Research Center.
• Fan, Longzhen & Johansson, Anders C., 2009. "What Moves Bond Yields In China?," Working Paper Series 2009-9, Stockholm School of Economics, China Economic Research Center.
• Melander, Ola, 2009. "Uncovered Interest Parity in a Partially Dollarized Developing Country: Does UIP Hold in Bolivia? (And If Not, Why Not?)," SSE/EFI Working Paper Series in Economics and Finance 716, Stockholm School of Economics, revised 30 Jul 2009.
• Zagaglia, Paolo, 2009. "What Drives the Term Structure in the Euro Area? Evidence from a Model with Feedback," Research Papers in Economics 2009:12, Stockholm University, Department of Economics.
• Zagaglia, Paolo, 2009. "Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback," Research Papers in Economics 2009:14, Stockholm University, Department of Economics.
• Uesugi, Iichiro & Yamashiro, Guy M., 2009. "Does the Expectation Hypothesis Hold at the Shortest End of the Term Structure?," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 50(1), pages 71-85, June.
• Lillian Cheung & Chi-Sang Tam & Jessica Szeto, 2009. "Deteriorating Public Finances and Rising Government Debt: Implications for Monetary Policy," Working Papers 0915, Hong Kong Monetary Authority.
• Felix Geiger, 2009. "International Interest-Rate Risk Premia in Affine Term Structure Models," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 316/2009, Department of Economics, University of Hohenheim, Germany.
• John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(1 (Spring), pages 79-138.
  • John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Cowles Foundation Discussion Papers 1696, Cowles Foundation for Research in Economics, Yale University.
  • Shiller, Robert J. & Campbell, John Y. & Viceira, Luis Manuel, 2009. "Understanding Inflation-Indexed Bond Markets," Scholarly Articles 10885503, Harvard University Department of Economics.
  • John Campbell & Robert Shiller & Luis Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Yale School of Management Working Papers amz2587, Yale School of Management.
  • John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," NBER Working Papers 15014, National Bureau of Economic Research, Inc.
• Busch Ulrike & Nautz Dieter, 2010. "Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area," German Economic Review, De Gruyter, vol. 11(3), pages 367-380, August.
  • Ulrike Busch & Dieter Nautz, 2010. "Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area," German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 367-380, August.
  • Busch, Ulrike & Nautz, Dieter, 2009. "Controllability and persistence of money market rates along the yield curve: evidence from the euro area," Discussion Papers 2009/5, Free University Berlin, School of Business & Economics.
  • Ulrike Busch & Dieter Nautz, 2009. "Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area," SFB 649 Discussion Papers SFB649DP2009-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Gollier, Christian & Weitzman, Martin L., 2010. "How should the distant future be discounted when discount rates are uncertain?," Economics Letters, Elsevier, vol. 107(3), pages 350-353, June.
  • Gollier, Christian & Weitzman, Martin L., 2009. "How Should the Distant Future be Discounted When Discount Rates are Uncertain?," TSE Working Papers 09-107, Toulouse School of Economics (TSE).
  • Gollier, Christian & Weitzman, Martin L., 2010. "How should the distant future be discounted when discount rates are uncertain?," Scholarly Articles 33373345, Harvard University Department of Economics.
  • Gollier, Christian & Weitzman, Martin L., 2009. "How Should the Distant Future be Discounted When Discount Rates are Uncertain?," IDEI Working Papers 588, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Christian Gollier & Martin L. Weitzman, 2009. "How Should the Distant Future be Discounted when Discount Rates are Uncertain?," CESifo Working Paper Series 2863, CESifo.
• Tika Arundina & Dato’ Mohd. Azmi Omar, 2009. "Faktor Penentu Peringkat Sukuk," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 12(1), pages 1-19, July.
• Tika Arundina & Dato’ Mohd. Azmi Omar, 2009. "Faktor Penentu Peringkat Sukuk," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 12(1), pages 97-114, July.
• Tika Arundina & Dato’ Mohd. Azmi Omar, 2009. "Determinant of Sukuk Ratings," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 12(1), pages 1-19, July.
• Tika Arundina & Dato’ Mohd. Azmi Omar, 2009. "Determinant of Sukuk Ratings," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 12(1), pages 97-114, July.
• Lindenberg, Nannette & Westermann, Frank, 2012. "Common trends and common cycles among interest rates of the G7-countries," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1125-1140.
  • Nannette Lindenberg & Frank Westermann, 2009. "Common Trends and Common Cycles among Interest Rates of the G7-Countries," CESifo Working Paper Series 2532, CESifo.
  • Nannette Lindenberg & Frank Westermann, 2009. "Common Trends and Common Cycles among Interest Rates of the G7-Countries," IEER Working Papers 77, Institute of Empirical Economic Research, Osnabrueck University.
• Zelal AKTAŞ & Harun ALP & Refet GÜRKAYNAK & Mehtap KESRİYELİ & Musa ORAK, 2009. "Türkiye'de para politikasının aktarımı: Para politikasının mali piyasalara etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 24(278), pages 9-24.
• Massimiliano Affinito & Fabio Farabullini, 2009. "Does the Law of One Price Hold in Euro-Area Retail Banking? An Empirical Analysis of Interest Rate Differentials across the Monetary Union," International Journal of Central Banking, International Journal of Central Banking, vol. 5(1), pages 5-37, March.
• Giuseppe Ferrero & Andrea Nobili, 2009. "Futures Contract Rates as Monetary Policy Forecasts," International Journal of Central Banking, International Journal of Central Banking, vol. 5(2), pages 109-145, June.
  • Ferrero, Giuseppe & Nobili, Andrea, 2008. "Futures contract rates as monetary policy forecasts," Working Paper Series 979, European Central Bank.
• Hyun Shin & Reint Gropp, 2009. "Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking," International Journal of Central Banking, International Journal of Central Banking, vol. 5(1), March.
• Jouchi Nakajima & Yuki Teranishi, 2009. "The Evolution of Loan Rate Stickiness Across the Euro Area," IMES Discussion Paper Series 09-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
• Burgstaller, Johann & Scharler, Johann, 2010. "How do bank lending rates and the supply of loans react to shifts in loan demand in the U.K.?," Journal of Policy Modeling, Elsevier, vol. 32(6), pages 778-791, November.
  • Johann Burgstaller & Johann Scharler, 2009. "How Do Bank Lending Rates and the Supply of Loans React to Shifts in Loan Demand in the U.K.?," Economics working papers 2009-02, Department of Economics, Johannes Kepler University Linz, Austria.
• Schulz Alexander & Wolff Guntram B., 2009. "The German Sub-national Government Bond Market: Structure, Determinants of Yield Spreads and Berlin’s Forgone Bail-out," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 229(1), pages 61-83, February.
• Oliver Blaskowitz & Helmut Herwartz, 2009. "Adaptive forecasting of the EURIBOR swap term structure," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 575-594.
• Arusha Cooray, 2009. "Is the adjustment to real interest rate parity asymmetric?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(4), pages 407-418, November.
• Tom Bernhardsen & Arne Kloster & Elisabeth Smith & Olav Syrstad, 2009. "The financial crisis in Norway: effects on financial markets and measures taken," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(4), pages 361-381, December.
• Jianzhou Zhu & Manfen Chen & Wanli Li, 2009. "Recent changes in the prime rate behavior," Review of Quantitative Finance and Accounting, Springer, vol. 33(2), pages 177-192, August.
• Christian Aßmann & Jens Hogrefe, 2009. "Determinants of government bond spreads in the Euro area – in good times as in bad," Kiel Working Papers 1548, Kiel Institute for the World Economy.
• Viktors Ajevskis & Kristine Vitola, 2010. "A Convergence Model of the Term Structure of Interest Rates," Review of Finance, European Finance Association, vol. 14(4), pages 727-747.
  • Viktors Ajevskis & Kristine Vitola, 2009. "A Convergence Model of the Term Structure of Interest Rates," Working Papers 2009/01, Latvijas Banka.
• Isaac Kleshchelski & Nicolas Vincent, 2007. "Robust Equilibrium Yield Curves," Cahiers de recherche 08-02, HEC Montréal, Institut d'économie appliquée.
  • Isaac Kleshchelski & Nicolas Vincent, 2009. "Robust Equilibrium Yield Curves," Cahiers de recherche 0907, CIRPEE.
  • Nicolas Vincent & Isaac Kleshchelski, 2008. "Robust Equilibrium Yield Curves," 2008 Meeting Papers 486, Society for Economic Dynamics.
• Güntner, Jochen H.F., 2011. "Competition among banks and the pass-through of monetary policy," Economic Modelling, Elsevier, vol. 28(4), pages 1891-1901, July.
  • Jochen H. F. Güntner, 2009. "Competition among banks and the pass-through of monetary policy," FEMM Working Papers 09035, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
• Hayo, Bernd & Neuenkirch, Matthias, 2010. "Do Federal Reserve communications help predict federal funds target rate decisions?," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 1014-1024, December.
  • Bernd Hayo & Matthias Neuenkirch, 2009. "Do Federal Reserve Communications Help Predict Federal Funds Target Rate Decisions?," MAGKS Papers on Economics 200925, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Bernd Hayo & Matthias Neuenkirch, 2011. "Canadian Interest Rate Setting: The Information Content of Canadian and U.S. Central Bank Communication," Southern Economic Journal, John Wiley & Sons, vol. 78(1), pages 131-148, July.
  • Bernd Hayo & Matthias Neuenkirch, 2009. "Canadian Interest Rate Setting: The Information Content of Canadian and U.S. Central Bank Communication," MAGKS Papers on Economics 200935, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Tillmann, Peter, 2010. "The Fed's perceived Phillips curve: Evidence from individual FOMC forecasts," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 1008-1013, December.
  • Peter Tillmann, 2009. "The Fed’s perceived Phillips curve: Evidence from individual FOMC forecasts," MAGKS Papers on Economics 200946, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Michael Ehrmann & Marcel Fratzscher, 2009. "Purdah—On the Rationale for Central Bank Silence around Policy Meetings," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2‐3), pages 517-528, March.
  • Michael Ehrmann & Marcel Fratzscher, 2009. "Purdah-On the Rationale for Central Bank Silence around Policy Meetings," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 517-528, March.
  • Ehrmann, Michael & Fratzscher, Marcel, 2008. "Purdah: on the rationale for central bank silence around policy meetings," Working Paper Series 868, European Central Bank.
• Antonio Diez De Los Rios, 2009. "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(4), pages 755-766, June.
  • Antonio Diez De Los Rios, 2009. "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(4), pages 755-766, June.
  • Antonio Diez de los Rios, 2006. "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Staff Working Papers 06-27, Bank of Canada.
• Oreste Tristani, 2009. "Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1453-1479, October.
  • Oreste Tristani, 2009. "Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1453-1479, October.
  • Tristani, Oreste, 2007. "Model misspecification, the equilibrium natural interest rate and the equity premium," Working Paper Series 808, European Central Bank.
• Csaba Balogh, 2009. "The role of MNB bills in domestic financial markets. What is the connection between the large volume of MNB bills, bank lending and demand in the government securities markets?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 4(3), pages 6-13, October.
• Zoltán Reppa, 2009. "A joint macroeconomic-yield curve model for Hungary," MNB Working Papers 2009/1, Magyar Nemzeti Bank (Central Bank of Hungary).
• Peter J. Stemp, 2009. "Optimal Interest Rate Rules Under One-Sided Output and Inflation Targets," Monash Economics Working Papers 32-09, Monash University, Department of Economics.
• Peter J. Stemp, 2009. "Optimal Monetary Policy with Asymmetric Targets," Monash Economics Working Papers 33-09, Monash University, Department of Economics.
• Peter J. Stemp, 2009. "Optimal Monetary Policy with Asymmetric Targets," Monash Economics Working Papers 33-09, Monash University, Department of Economics.
• Claudio Campanale & Rui Castro & Gian Luca Clementi, 2010. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 379-402, April.
  • Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Paper series 07_07, Rimini Centre for Economic Analysis.
  • CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "Asset Pricing in a Production Economy with Chew–Dekel Preferences," Cahiers de recherche 2009-09, Universite de Montreal, Departement de sciences economiques.
  • CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Cahiers de recherche 10-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Papers 07-12, New York University, Leonard N. Stern School of Business, Department of Economics.
• Claudio Campanale & Rui Castro & Gian Luca Clementi, 2010. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 379-402, April.
  • Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Paper series 07_07, Rimini Centre for Economic Analysis.
  • CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Cahiers de recherche 10-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "Asset Pricing in a Production Economy with Chew–Dekel Preferences," Cahiers de recherche 2009-09, Universite de Montreal, Departement de sciences economiques.
  • Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Papers 07-12, New York University, Leonard N. Stern School of Business, Department of Economics.
• Ehrmann, Michael & Sondermann, David, 2009. "The reception of public signals in financial markets - what if central bank communication becomes stale?," Working Paper Series 1077, European Central Bank.
  • Michael Ehrmann & David Sondermann, 2009. "The reception of public signals in financial markets – what if central bank communication becomes stale?," NBP Working Papers 66, Narodowy Bank Polski.
• Jess Benhabib, 2009. "A Note on Regime Switching, Monetary Policy, and Multiple Equilibria," NBER Working Papers 14770, National Bureau of Economic Research, Inc.
• Marvin Goodfriend & Robert G. King, 2013. "The Great Inflation Drift," NBER Chapters, in: The Great Inflation: The Rebirth of Modern Central Banking, pages 181-209, National Bureau of Economic Research, Inc.
  • Marvin Goodfriend & Robert G. King, 2009. "The Great Inflation Drift," NBER Working Papers 14862, National Bureau of Economic Research, Inc.
• John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(1 (Spring), pages 79-138.
  • Shiller, Robert J. & Campbell, John Y. & Viceira, Luis Manuel, 2009. "Understanding Inflation-Indexed Bond Markets," Scholarly Articles 10885503, Harvard University Department of Economics.
  • John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," NBER Working Papers 15014, National Bureau of Economic Research, Inc.
  • John Campbell & Robert Shiller & Luis Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Yale School of Management Working Papers amz2587, Yale School of Management.
  • John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Cowles Foundation Discussion Papers 1696, Cowles Foundation for Research in Economics, Yale University.
• Buiter, Willem H., 2009. "Negative nominal interest rates: Three ways to overcome the zero lower bound," The North American Journal of Economics and Finance, Elsevier, vol. 20(3), pages 213-238, December.
  • Buiter, Willem H., 2009. "Negative nominal interest rates: three ways to overcome the zero lower bound," LSE Research Online Documents on Economics 29297, London School of Economics and Political Science, LSE Library.
  • Willem H. Buiter, 2009. "Negative Nominal Interest Rates: Three ways to overcome the zero lower bound," NBER Working Papers 15118, National Bureau of Economic Research, Inc.
  • Willem Buiter, 2009. "Negative Nominal Interest Rates: Three ways to overcome the zero lower bound," FMG Discussion Papers dp636, Financial Markets Group.
  • Buiter, Willem, 2009. "Negative Nominal Interest Rates: Three ways to overcome the zero lower bound," CEPR Discussion Papers 7346, C.E.P.R. Discussion Papers.
• Henriksen, Espen & Kydland, Finn E. & Šustek, Roman, 2013. "Globally correlated nominal fluctuations," Journal of Monetary Economics, Elsevier, vol. 60(6), pages 613-631.
  • Espen Henriksen & Finn E. Kydland & Roman Sustek, 2009. "Globally Correlated Nominal Fluctuations," NBER Working Papers 15123, National Bureau of Economic Research, Inc.
• Lieven Baele, 2010. "The Determinants of Stock and Bond Return Comovements," The Review of Financial Studies, Society for Financial Studies, vol. 23(6), pages 2374-2428, June.
  • Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2007. "The determinants of stock and bond return comovements," Working Paper Research 119, National Bank of Belgium.
  • Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2009. "The Determinants of Stock and Bond Return Comovements," NBER Working Papers 15260, National Bureau of Economic Research, Inc.
• Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz, 2009. "Towards a Common European Monetary Union Risk Free Rate," NBER Working Papers 15353, National Bureau of Economic Research, Inc.
  • Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz, 2011. "Towards a common European Monetary Union risk free rate," CNMV Working Papers CNMV Working Papers no. 5, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• David O. Lucca & Francesco Trebbi, 2009. "Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements," NBER Working Papers 15367, National Bureau of Economic Research, Inc.
• Arvind Krishnamurthy, 2010. "How Debt Markets Have Malfunctioned in the Crisis," Journal of Economic Perspectives, American Economic Association, vol. 24(1), pages 3-28, Winter.
  • Arvind Krishnamurthy, 2009. "How Debt Markets have Malfunctioned in the Crisis," NBER Working Papers 15542, National Bureau of Economic Research, Inc.
• Leo Krippner, 2009. "A theoretical foundation for the Nelson and Siegel class of yield curve models," Reserve Bank of New Zealand Discussion Paper Series DP2009/10, Reserve Bank of New Zealand.
  • Leo Krippner, 2012. "A theoretical foundation for the Nelson and Siegel class of yield curve models," CAMA Working Papers 2012-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Leo Krippner & Leif Anders Thorsrud, 2009. "Forecasting New Zealand's economic growth using yield curve information," Reserve Bank of New Zealand Discussion Paper Series DP2009/18, Reserve Bank of New Zealand.
• David Haugh & Patrice Ollivaud & David Turner, 2009. "What Drives Sovereign Risk Premiums?: An Analysis of Recent Evidence from the Euro Area," OECD Economics Department Working Papers 718, OECD Publishing.
• Clemens Jobst, 2009. "Monetary Policy Implementation during the Crisis in 2007 to 2008," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 53-77.
• Burkhard Raunig & Martin Scheicher, 2009. "Are Banks Different? Evidence from the CDS Market," Working Papers 152, Oesterreichische Nationalbank (Austrian Central Bank).
• Ronald Schettkat & Rongrong Sun, 2009. "Monetary policy and European unemployment," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 25(1), pages 94-108, Spring.
  • Ronald Schettkat & Rongrong Sun, 2008. "Monetary Policy and European Unemployment," Schumpeter Discussion Papers sdp08002, Universitätsbibliothek Wuppertal, University Library.
• Jennifer Huang & Jiang Wang, 2009. "Liquidity and Market Crashes," The Review of Financial Studies, Society for Financial Studies, vol. 22(7), pages 2407-2443, July.
  • Jennifer Huang & Jiang Wang, 2008. "Liquidity and Market Crashes," NBER Working Papers 14013, National Bureau of Economic Research, Inc.
• Meixing DAI, 2009. "On the role of money growth targeting under inflation targeting regime," Working Papers of BETA 2009-11, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  • Dai, Meixing, 2009. "On the role of money growth targeting under inflation targeting regime," MPRA Paper 13780, University Library of Munich, Germany.
• Dionisios Chionis & Periklis Gogas & Ioannis Pragidis, 2010. "Predicting European Union Recessions in the Euro Era: The Yield Curve as a Forecasting Tool of Economic Activity," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(1), pages 1-10, February.
  • Gogas, Periklis & Chionis, Dionisios & Pragkidis, Ioannis, 2009. "Predicting European Union recessions in the euro era: The yield curve as a forecasting tool of economic activity," MPRA Paper 13911, University Library of Munich, Germany.
• Çelik, Sadullah & Deniz, Pınar, 2009. "Does Fed Funds Target Interest Rate Lead Bank of England’s Bank Rate and European Central Bank’s Key Interest Rate?," MPRA Paper 14750, University Library of Munich, Germany.
• El Qalli Yassine, 2009. "Term Structure Equations Under Benchmark Framework," EERI Research Paper Series EERI_RP_2009_13, Economics and Econometrics Research Institute (EERI), Brussels.
  • El Qalli, Yassine, 2009. "Term Structure Equations Under Benchmark Framework," MPRA Paper 15667, University Library of Munich, Germany.
• Das, Rituparna, 2009. "Indian G-Sec Market: How the Term Structure Reacts to Monetary Policy," MPRA Paper 16436, University Library of Munich, Germany.
• Chiara Peroni, 2012. "Testing linearity in term structures," Applied Financial Economics, Taylor & Francis Journals, vol. 22(8), pages 651-666, April.
  • Peroni, Chiara, 2009. "Testing Linearity in Term Structures," MPRA Paper 16471, University Library of Munich, Germany.
  • Chiara PERONI, 2010. "Testing Linearity in Term Structures," EcoMod2010 259600130, EcoMod.
• Alfaro, Rodrigo, 2009. "Estimación de la Curva de Rendimiento [Estimating the Yield Curve]," MPRA Paper 16499, University Library of Munich, Germany.
• Wang, Wen-Yao & Hernandez-Verme, Paula, 2009. "Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy," MPRA Paper 13802, University Library of Munich, Germany.
  • Hernandez-Verme, Paula & Wang, Wen-Yao, 2009. "Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy," MPRA Paper 16748, University Library of Munich, Germany, revised 11 Aug 2009.
  • Paula Hernandez-Verme & Wen-Yao Wang, 2009. "Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy," Department of Economics and Finance Working Papers EC200905, Universidad de Guanajuato, Department of Economics and Finance.
• Mirdala, Rajmund, 2009. "Vplyv inflačných očakávaní na vývoj úrokových sadzieb v krajinách Višegrádskej štvorky [Inflation expectations and interest rates development in the Visegrad countries]," MPRA Paper 17059, University Library of Munich, Germany.
• Manuel Coutinho Pereira, 2009. "A New Measure of Fiscal Shocks Based on Budget Forecasts and its Implications," Working Papers w200921, Banco de Portugal, Economics and Research Department.
  • Pereira, Manuel C, 2009. "A new measure of fiscal shocks based on budget forecasts and its implications," MPRA Paper 17475, University Library of Munich, Germany.
• Roman Sustek, 2011. "Monetary Business Cycle Accounting," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(4), pages 592-612, October.
  • Sustek, Roman, 2009. "Monetary Business Cycle Accounting," MPRA Paper 17518, University Library of Munich, Germany.
• Dewachter, Hans & Iania, Leonardo, 2011. "An Extended Macro-Finance Model with Financial Factors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(6), pages 1893-1916, December.
  • Hans DEWACHTER & Leonardo IANIA, 2009. "An extended macro-finance model with financial factors," Working Papers of Department of Economics, Leuven ces09.19, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Dewachter, Hans & Iania, Leonardo, 2012. "An Extended Macro-Finance Model with Financial Factors," LIDAM Reprints LFIN 2012001, Université catholique de Louvain, Louvain Finance (LFIN).
  • Hans Dewachter & Leonardo Iania, 2010. "An Extended Macro-Finance Model with Financial Factors," CESifo Working Paper Series 2950, CESifo.
  • Dewachter, Hans & Iania, Leonardo, 2009. "An Extended Macro-Finance Model with Financial Factors," MPRA Paper 17634, University Library of Munich, Germany.
  • Dewachter, Hans & Iania, Leonardo, 2009. "An Extended Macro-Finance Model with Financial Factors," MPRA Paper 18840, University Library of Munich, Germany.
• Dewachter, Hans & Iania, Leonardo, 2011. "An Extended Macro-Finance Model with Financial Factors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(6), pages 1893-1916, December.
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• Belongia, Michael & Hinich, Melvin, 2009. "The evolving role and definition of the federal funds rate in the conduct of U.S. monetary policy," MPRA Paper 18970, University Library of Munich, Germany, revised Aug 2009.
• Gonzalez-Astudillo, Manuel, 2009. "An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play," MPRA Paper 19153, University Library of Munich, Germany.
• Varma, Vijaya Krushna Varma, 2009. "Top tax system: a common taxation system for all nations," MPRA Paper 26839, University Library of Munich, Germany, revised 05 Oct 2010.
• J. Poměnková & S. Kapounek, 2009. "Interest rates and prices causality in the Czech Republic - Granger approach," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 55(7), pages 347-356.
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• lahlou, kamal, 2009. "Essai d’estimation de la fonction de réaction de Bank Al-Maghrib [Estimation of Bank Al-Maghrib Reaction Function]," MPRA Paper 98018, University Library of Munich, Germany.
• Jiří Witzany, 2009. "Valuation of Convexity Related Interest Rate Derivatives," Prague Economic Papers, Prague University of Economics and Business, vol. 2009(4), pages 309-326.
• Karel Brůna, 2009. "Měnová politika a predikce variability úrokových sazeb na peněžním trhu [Monetary policy and prediction of variability]," Politická ekonomie, Prague University of Economics and Business, vol. 2009(3), pages 361-382.
• Vladimir Borgy & Valérie Mignon, 2009. "Taux d'intérêt et marchés boursiers : une analyse empirique de l'intégration financière internationale," Economie & Prévision, La Documentation Française, vol. 0(1), pages 105-121.
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• Szymon Grabowski, 2009. "The Financial Indicators Leading Real Economic Activity - the Case of Poland," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 1(4), pages 311-332, December.
• Paula Antão, 2009. "The interest rate pass-through of the Portuguese banking system: characterization and determinants," Working Papers w200905, Banco de Portugal, Economics and Research Department.
• Pereira, Manuel C, 2009. "A new measure of fiscal shocks based on budget forecasts and its implications," MPRA Paper 17475, University Library of Munich, Germany.
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• Francisco Almagro Vázquez & Francisco Venegas-Martínez, 2009. "Crecimiento y desarrollo con sustentabilidad ambiental Un enfoque de cuentas ecológicas," Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 23, pages 79-103, Enero-Jun.
• Pereda, Javier, 2009. "Estimación de la curva de rendimiento cupón cero para el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 17, pages 113-145.
• Humala, Alberto & Rodríguez, Gabriel, 2009. "Estimation of a Time Varying Natural Interest Rate for Peru," Working Papers 2009-009, Banco Central de Reserva del Perú.
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• Claudio Campanale & Rui Castro & Gian Luca Clementi, 2010. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 379-402, April.
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• Olivier Coibion & Yuriy Gorodnichenko, 2011. "Monetary Policy, Trend Inflation, and the Great Moderation: An Alternative Interpretation," American Economic Review, American Economic Association, vol. 101(1), pages 341-370, February.
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• Bikbov, Ruslan & Chernov, Mikhail, 2013. "Monetary policy regimes and the term structure of interest rates," Journal of Econometrics, Elsevier, vol. 174(1), pages 27-43.
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• Fiorella De Fiore & Pedro Teles & Oreste Tristani, 2011. "Monetary Policy and the Financing of Firms," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(4), pages 112-142, October.
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  • Pedro Teles & Oreste Tristani & Fiorella De Fiore, 2009. "Monetary Policy and the Financing of Firms," 2009 Meeting Papers 633, Society for Economic Dynamics.
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• Yu Hsing, 2009. "Does more government deficit raise the interest rate? Application of extended loanable funds model to Slovenia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 27(2), pages 349-361.
• Brodsky, Boris & Penikas, Henry & Safaryan, Irina, 2009. "Detection of Structural Breaks in Copula Models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 16(4), pages 3-15.
• Carr, Douglas, 2009. "Determinants of the Yield Curve - a Model for the Relationship Between Risk and Yield," Journal of Financial Transformation, Capco Institute, vol. 26, pages 79-84.
• Ansgar Belke & Yuhua Cui, 2009. "US–Euro Area Monetary Policy Interdependence – New Evidence from Taylor Rule Based VECMs," Ruhr Economic Papers 0085, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Ansgar Belke & Daniel Gros, 2009. "A Simple Model of an Oil Based Global Savings Glut – The “China Factor” and the OPEC Cartel," Ruhr Economic Papers 0128, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Ansgar Belke & Jens Klose, 2009. "Does the ECB Rely on a Taylor Rule? - Comparing Ex-post with Real Time Data," Ruhr Economic Papers 0133, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Willem Thorbecke & Hanjiang Zhang, 2009. "Monetary Policy Surprises and Interest Rates: Choosing between the Inflation-Revelation and Excess Sensitivity Hypotheses," Southern Economic Journal, Southern Economic Association, vol. 75(4), pages 1114-1122, April.
• Mariam Camarero & Javier Ordonez & Cecilio Tamarit, 2009. "External Macroeconomic Factors and the Link between Short- and Long-Run European Interest Rates: A Note," Southern Economic Journal, Southern Economic Association, vol. 75(4), pages 1212-1219, April.
• Sébastien Kraenzlin, 2009. "Interest Rate Setting on the Swiss Franc Repo Market," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 145(III), pages 351-377, September.
• Jun Yu, 2007. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers 01-2007, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  • Hans J. Skaug & Jun Yu, 2009. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers 15-2009, Singapore Management University, School of Economics.
  • Hans J. Skaug & Jun Yu, 2007. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers CoFie-01-2007, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
• Sébastien Kraenzlin & Martin Schlegel, 2012. "Demand for Reserves and the Central Bank's Management of Interest Rates," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 148(IV), pages 531-555, December.
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• Jesús Vázquez, 2009. "Does the term spread play a role in the fed funds rate reaction function? An empirical investigation," Empirical Economics, Springer, vol. 36(1), pages 175-199, February.
• Michael Arghyrou, 2009. "Monetary policy before and after the euro: evidence from Greece," Empirical Economics, Springer, vol. 36(3), pages 621-643, June.
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• Angelos Kanas, 2009. "The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(2), pages 111-127, April.
• Raphaël Espinoza & Charles. Goodhart & Dimitrios Tsomocos, 2009. "State prices, liquidity, and default," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 39(2), pages 177-194, May.
• Monique Reid, 2009. "Isolating A Measure Of Inflation Expectations For The South African Financial Market Using Forward Interest Rates," South African Journal of Economics, Economic Society of South Africa, vol. 77(3), pages 399-413, September.
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• Harm Bandholz & Jorg Clostermann & Franz Seitz, 2009. "Explaining the US bond yield conundrum," Applied Financial Economics, Taylor & Francis Journals, vol. 19(7), pages 539-550.
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• Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla, 2009. "Optimal allotment policy in central bank open market operations," The European Journal of Finance, Taylor & Francis Journals, vol. 15(4), pages 405-420.
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• Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade, 2009. "On the purchasing power parity for Latin-American countries," Journal of Applied Economics, Universidad del CEMA, vol. 12, pages 33-54, May.
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• Samuel Reynard & Andreas Schabert, 2009. "Modeling Monetary Policy," Tinbergen Institute Discussion Papers 09-094/2, Tinbergen Institute.
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• Gollier, Christian & Weitzman, Martin L., 2010. "How should the distant future be discounted when discount rates are uncertain?," Economics Letters, Elsevier, vol. 107(3), pages 350-353, June.
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• Yu-chin Chen & Kwok Ping Tsang, 2013. "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 185-205, March.
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  • Yu-chin Chen & Kwok Ping Tsang, 2010. "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," Working Papers 292010, Hong Kong Institute for Monetary Research.
• Yu-chin Chen & Kwok Ping Tsang, 2009. "A Macro-Finance Approach to Exchange Rate Determination," Working Papers UWEC-2009-24-R, University of Washington, Department of Economics, revised May 2010.
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• Dai, Meixing, 2009. "On the role of money growth targeting under inflation targeting regime," MPRA Paper 13780, University Library of Munich, Germany.
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• Kristoffer Nimark, 2009. "Speculative dynamics in the term structure of interest rates," Economics Working Papers 1194, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2012.
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• Giorgio Calcagnini & Fabio Farabullini & Germana Giombini, 2009. "Loans, Interest Rates and Guarantees: Is There a Link?," Working Papers 0904, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2009.
• Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From various degrees of trade to various degrees of financial integration: What do interest rates have to say?," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 64(03), pages 365-402, December.
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• Francesco Audrino & Kameliya Filipova, 2009. "Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach," University of St. Gallen Department of Economics working paper series 2009 2009-10, Department of Economics, University of St. Gallen.
• Jury Falini, 2009. "Pricing caps with HJM models: the benefits of humped volatility," Department of Economics University of Siena 563, Department of Economics, University of Siena.
• Glod, Alina Georgeta & Mosneanu, Elena Ana & Balasescu, Florin, 2009. "An Analysis On The Monetary Policy Interest Rate Channel In The Transmission Of The Monetary Impulse," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 13(4), pages 188-199.
• Yu-chin Chen & Kwok Ping Tsang, 2013. "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 185-205, March.
  • Yu-chin Chen & Kwok Ping Tsang, 2009. "What Does the Yield Curve Tell Us About Exchange Rate Predictability?," Working Papers UWEC-2009-04, University of Washington, Department of Economics.
  • Yu-chin Chen & Kwok Ping Tsang, 2010. "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," Working Papers 292010, Hong Kong Institute for Monetary Research.
  • Yu-chin Chen & Kwok Ping Tsang, 2009. "What Does the Yield Curve Tell Us About Exchange Rate Predictability?," Working Papers e07-15, Virginia Polytechnic Institute and State University, Department of Economics.
• Michael Ehrmann & Marcel Fratzscher, 2009. "Purdah-On the Rationale for Central Bank Silence around Policy Meetings," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 517-528, March.
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• Antonio Diez De Los Rios, 2009. "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(4), pages 755-766, June.
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• Oreste Tristani, 2009. "Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1453-1479, October.
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• Willem Thorbecke & Hanjiang Zhang, 2009. "Monetary Policy Surprises and Interest Rates: Choosing between the Inflation-Revelation and Excess Sensitivity Hypotheses," Southern Economic Journal, John Wiley & Sons, vol. 75(4), pages 1114-1122, April.
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• Mariam Camarero & Javier Ordonez & Cecilio Tamarit, 2009. "External Macroeconomic Factors and the Link between Short- and Long-Run European Interest Rates: A Note," Southern Economic Journal, John Wiley & Sons, vol. 75(4), pages 1212-1219, April.
• John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(1 (Spring), pages 79-138.
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• John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(1 (Spring), pages 79-138.
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• Lanne, Markku & Saikkonen, Pentti, 2013. "Noncausal Vector Autoregression," Econometric Theory, Cambridge University Press, vol. 29(3), pages 447-481, June.
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• Schulz, Alexander & Stapf, Jelena, 2009. "Price discovery on traded inflation expectations: does the financial crisis matter?," Discussion Paper Series 1: Economic Studies 2009,25, Deutsche Bundesbank.
• Wieland, Volker & Beck, Günter, 2009. "Money in monetary policy design: Monetary cross-checking in the New-Keynesian model," CEPR Discussion Papers 7518, C.E.P.R. Discussion Papers.
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• Busch Ulrike & Nautz Dieter, 2010. "Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area," German Economic Review, De Gruyter, vol. 11(3), pages 367-380, August.
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• Freeman, Mark C., 2009. "Yes, we should discount the far-distant future at its lowest possible rate: a resolution of the Weitzman-Gollier puzzle," Economics Discussion Papers 2009-42, Kiel Institute for the World Economy (IfW Kiel).
• Gollier, Christian, 2009. "Should we Discount the Far-Distant Future at its Lowest Possible Rate?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-14.
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• Ansgar Belke & Daniel Gros, 2014. "A simple model of an oil based global savings glut—the “China factor”and the OPEC cartel," International Economics and Economic Policy, Springer, vol. 11(3), pages 413-430, September.
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• Ansgar Belke & Jens Klose, 2009. "Does the ECB Rely on a Taylor Rule?: Comparing Ex-post with Real Time Data," Discussion Papers of DIW Berlin 917, DIW Berlin, German Institute for Economic Research.
  • Belke, Ansgar & Klose, Jens, 2009. "Does the ECB Rely on a Taylor Rule? - Comparing Ex-post with Real Time Data," Ruhr Economic Papers 133, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Ansgar Belke & Yuhua Cui, 2010. "US–Euro Area Monetary Policy Interdependence: New Evidence from Taylor Rule‐based VECMs," The World Economy, Wiley Blackwell, vol. 33(5), pages 778-797, May.
  • Belke, Ansgar & Cui, Yuhua, 2009. "US–Euro Area Monetary Policy Interdependence – New Evidence from Taylor Rule Based VECMs," Ruhr Economic Papers 85, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Busch Ulrike & Nautz Dieter, 2010. "Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area," German Economic Review, De Gruyter, vol. 11(3), pages 367-380, August.
  • Ulrike Busch & Dieter Nautz, 2010. "Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area," German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 367-380, August.
  • Busch, Ulrike & Nautz, Dieter, 2009. "Controllability and persistence of money market rates along the yield curve: evidence from the euro area," Discussion Papers 2009/5, Free University Berlin, School of Business & Economics.
  • Busch, Ulrike & Nautz, Dieter, 2009. "Controllability and persistence of money Market rates along the yield curve: Evidence from the Euro area," SFB 649 Discussion Papers 2009-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Gropp, Reint E. & Corvoisier, Sandrine, 2009. "Contestability, Technology and Banking," ZEW Discussion Papers 09-007, ZEW - Leibniz Centre for European Economic Research.
• Hoffmann, Mathias & MacDonald, Ronald, 2009. "Real exchange rates and real interest rate differentials: A present value interpretation," European Economic Review, Elsevier, vol. 53(8), pages 952-970, November.
  • Mathias Hoffmann & Ronald MacDonald, 2009. "Real exchange rates and real interest rate differentials: a present value interpretation," IEW - Working Papers 404, Institute for Empirical Research in Economics - University of Zurich.
• Bork, Lasse, 2009. "Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach," Finance Research Group Working Papers F-2009-03, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  • Lasse Bork, 2009. "Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach," CREATES Research Papers 2009-11, Department of Economics and Business Economics, Aarhus University.
• Borus Jungbacker & Siem Jan Koopman & Michel Wel, 2014. "Smooth Dynamic Factor Analysis With Application To The Us Term Structure Of Interest Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 65-90, January.
  • Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 2009. "Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates," CREATES Research Papers 2009-39, Department of Economics and Business Economics, Aarhus University.
• Romain Houssa & Lasse Bork & Hans Dewachter, 2008. "Identification of Macroeconomic Factors in Large Panels," Working Papers 1010, University of Namur, Department of Economics.
  • Lasse Bork & Hans Dewachter & Romain Houssa, 2009. "Identification of Macroeconomic Factors in Large Panels," CREATES Research Papers 2009-43, Department of Economics and Business Economics, Aarhus University.
  • Lasse BORK & Hans DEWACHTER & Romain HOUSSA, 2009. "Identification of macroeconomic factors in large panels," Working Papers of Department of Economics, Leuven ces09.18, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Marco Del Negro & Frank Schorfheide, 2009. "Monetary Policy Analysis with Potentially Misspecified Models," American Economic Review, American Economic Association, vol. 99(4), pages 1415-1450, September.
  • Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," FRB Atlanta Working Paper 2005-26, Federal Reserve Bank of Atlanta.
  • Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," Working Papers 06-4, Federal Reserve Bank of Philadelphia.
  • Del Negro, Marco & Schorfheide, Frank, 2005. "Monetary policy analysis with potentially misspecified models," Working Paper Series 475, European Central Bank.
  • Marco Del Negro & Frank Schorfheide, 2007. "Monetary Policy Analysis with Potentially Misspecified Models," NBER Working Papers 13099, National Bureau of Economic Research, Inc.
  • Marco Del Negro & Frank Schorfheide, 2008. "Monetary policy analysis with potentially misspecified models," Staff Reports 321, Federal Reserve Bank of New York.
• John B. Taylor & John C. Williams, 2009. "A black swan in the money market," Proceedings, Federal Reserve Bank of San Francisco, issue Jan.
  • John C. Williams & John B. Taylor, 2009. "A Black Swan in the Money Market," American Economic Journal: Macroeconomics, American Economic Association, vol. 1(1), pages 58-83, January.
  • John B. Taylor & John C. Williams, 2008. "A Black Swan in the Money Market," NBER Working Papers 13943, National Bureau of Economic Research, Inc.
  • John B. Taylor & John C. Williams, 2008. "A black swan in the money market," Working Paper Series 2008-04, Federal Reserve Bank of San Francisco.
• Ricardo Reis, 2009. "Optimal Monetary Policy Rules in an Estimated Sticky-Information Model," American Economic Journal: Macroeconomics, American Economic Association, vol. 1(2), pages 1-28, July.
• Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2009. "Understanding the Forward Premium Puzzle: A Microstructure Approach," American Economic Journal: Macroeconomics, American Economic Association, vol. 1(2), pages 127-154, July.
  • Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 2007. "Understanding the Forward Premium Puzzle: A Microstructure Approach," NBER Working Papers 13278, National Bureau of Economic Research, Inc.
  • Eichenbaum, Martin & Rebelo, Sérgio & Burnside, Craig, 2007. "Understanding the Forward Premium Puzzle: A Microstructure Approach," CEPR Discussion Papers 6399, C.E.P.R. Discussion Papers.
• Marius HERBEI & Florin DUMITER, 2009. "The British public atitude survey regarding inflation and interest rates," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(10), pages 32-39, December.
• Attila TamaÅŸ Szora & Iulian Bogdan Dobra, 2009. "Considerations Regarding The Influence Of The Base Leading Rate Over Investment Projects Financed By Eu Funds," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(11), pages 1-44.
• Filippo COSSETTI & Francesco GUIDI, 2009. "ECB Monetary Policy and Term Structure of Interest Rates in the Euro Area: an Empirical Analysis," Working Papers 334, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Marco Bianchetti, 2009. "Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves," Papers 0905.2770, arXiv.org, revised Jul 2012.
• Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2012. "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(1), pages 43-74, April.
  • Gabriel Pérez-Quirós & Hugo Rodríguez Mendizábal, "undated". "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," Working Papers 414, Barcelona School of Economics.
  • Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal, 2010. "Asymmetric standing facilities: an unexploited monetary policy tool," Working Papers 1004, Banco de España.
  • Pérez-Quirós, Gabriel & Rodriguez Mendizabal, Hugo, 2010. "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," CEPR Discussion Papers 7789, C.E.P.R. Discussion Papers.
  • Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2009. "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," UFAE and IAE Working Papers 795.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
• Gabriel Martinez, 2009. "Credit Rationing and Exchange-Rate Stabilization: Examining the Relation between Financial Frictions, Exchange-Rate Volatility, Lending Rates, and Capital Inflows," Working Papers 0902, Ave Maria University, Department of Economics.
• Enzo Weber & Jürgen Wolters, 2012. "The US term structure and central bank policy," Applied Economics Letters, Taylor & Francis Journals, vol. 19(1), pages 41-45, January.
  • Weber, Enzo & Wolters, Jürgen, 2009. "The US Term Structure and Central Bank Policy," University of Regensburg Working Papers in Business, Economics and Management Information Systems 436, University of Regensburg, Department of Economics.
• Jean-Sébastien Fontaine & René Garcia, 2012. "Bond Liquidity Premia," The Review of Financial Studies, Society for Financial Studies, vol. 25(4), pages 1207-1254.
  • Jean-Sébastien Fontaine & René Garcia, 2009. "Bond Liquidity Premia," Staff Working Papers 09-28, Bank of Canada.
• Héctor Gustavo González Padilla, 2009. "An Assessment of the Competition in the Banking Industry: Empirical Evidence from Argentina with Data at Bank Level," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(55), pages 93-112, July - Se.
• Alejandra Anastasi & Pedro Elosegui & Máximo Sangiácomo, 2009. "Determinants of the Inter-Bank Interest Rate in Argentina," BCRA Working Paper Series 200941, Central Bank of Argentina, Economic Research Department.
• Hasan Sahin & Ismail H. Genç, 2009. "An Empirical Analysis of Short Term Interest Rate Models for Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 3(2), pages 107-119.
• Mustafa Ibicioglu & Mehmet Baha Karan, 2009. "The Effect of Interest Rates on Consumer Credit in Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 3(2), pages 11-30.
• Javier Andrés & Oscar Arce, 2012. "Banking Competition, Housing Prices and Macroeconomic Stability," Economic Journal, Royal Economic Society, vol. 122(565), pages 1346-1372, December.
  • Javier Andrés & Óscar J. Arce, 2009. "Banking competition, housing prices and macroeconomic stability," Working Papers 0830, Banco de España.
• Ricardo Gimeno & José Manuel Marqués, 2009. "Extraction of financial market expectations about inflation and interest rates from a liquid market," Working Papers 0906, Banco de España.
• Giuseppe Ferrero & Alessandro Secchi, 2009. "The Announcement of Monetary Policy Intentions," Temi di discussione (Economic working papers) 720, Bank of Italy, Economic Research and International Relations Area.
• Paolo Angelini & Andrea Nobili & Cristina Picillo, 2011. "The Interbank Market after August 2007: What Has Changed, and Why?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 923-958, August.
  • Paolo Angelini & Andrea Nobili & Cristina Picillo, 2011. "The Interbank Market after August 2007: What Has Changed, and Why?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 923-958, August.
  • Paolo Angelini & Andrea Nobili & Maria Cristina Picillo, 2009. "The interbank market after August 2007: what has changed, and why?," Temi di discussione (Economic working papers) 731, Bank of Italy, Economic Research and International Relations Area.
• Benavides Guillermo & Capistrán Carlos, 2009. "A Note on the Volatilities of the Interest Rate and the Exchange Rate Under Different Monetary Policy Instruments: Mexico 1998-2008," Working Papers 2009-10, Banco de México.
• Marielle de Jong & Gilbert Cette, 2008. "The rocky ride of break-even inflation rates," Economics Bulletin, AccessEcon, vol. 5(31), pages 1-8.
  • Cette, G. & De Jong, M., 2009. "The Rocky Ride of Break-even-inflation rates," Working papers 230, Banque de France.
• Jardet, Caroline & Monfort, Alain & Pegoraro, Fulvio, 2013. "No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 389-402.
  • Jardet, C. & Monfort, A. & Pegoraro, F., 2009. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working papers 234, Banque de France.
  • Caroline JARDET & Alain MONFORT & Fulvio PEGORARO, 2011. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working Papers 2011-03, Center for Research in Economics and Statistics.
• Renne, J-P., 2009. "Frequency-domain analysis of debt service in a macro-finance model for the euro area," Working papers 261, Banque de France.
• Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2012. "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(1), pages 43-74, April.
  • Gabriel Pérez-Quirós & Hugo Rodríguez Mendizábal, "undated". "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," Working Papers 414, Barcelona School of Economics.
  • Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal, 2010. "Asymmetric standing facilities: an unexploited monetary policy tool," Working Papers 1004, Banco de España.
  • Pérez-Quirós, Gabriel & Rodriguez Mendizabal, Hugo, 2010. "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," CEPR Discussion Papers 7789, C.E.P.R. Discussion Papers.
  • Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2009. "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," UFAE and IAE Working Papers 795.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
• John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(1 (Spring), pages 79-138.
  • John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Cowles Foundation Discussion Papers 1696, Cowles Foundation for Research in Economics, Yale University.
  • Shiller, Robert J. & Campbell, John Y. & Viceira, Luis Manuel, 2009. "Understanding Inflation-Indexed Bond Markets," Scholarly Articles 10885503, Harvard University Department of Economics.
  • John Campbell & Robert Shiller & Luis Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Yale School of Management Working Papers amz2587, Yale School of Management.
  • John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," NBER Working Papers 15014, National Bureau of Economic Research, Inc.
• Marco R Barassi & Dayong Zhang, 2009. "Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates," Discussion Papers 09-17, Department of Economics, University of Birmingham.
• R. Gaston Gelos, 2009. "Banking Spreads In Latin America," Economic Inquiry, Western Economic Association International, vol. 47(4), pages 796-814, October.
  • Mr. Gaston Gelos, 2006. "Banking Spreads in Latin America," IMF Working Papers 2006/044, International Monetary Fund.
• Richard Finlay & Mark Chambers, 2009. "A Term Structure Decomposition of the Australian Yield Curve," The Economic Record, The Economic Society of Australia, vol. 85(271), pages 383-400, December.
  • Richard Finlay & Mark Chambers, 2008. "A Term Structure Decomposition of the Australian Yield Curve," RBA Research Discussion Papers rdp2008-09, Reserve Bank of Australia.
• Raunig Burkhard & Scharler Johann, 2009. "Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross-Country Comparison," German Economic Review, De Gruyter, vol. 10(2), pages 176-192, May.
  • Burkhard Raunig & Johann Scharler, 2009. "Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross‐Country Comparison," German Economic Review, Verein für Socialpolitik, vol. 10(2), pages 176-192, May.
  • Burkhard Raunig & Johann Scharler, 2007. "Money market uncertainty and retail interest rate fluctuations: A cross-country comparison," Economics working papers 2007-04, Department of Economics, Johannes Kepler University Linz, Austria.
• Magnus Andersson & Lars Jul Overby & Szabolcs Sebestyén, 2009. "Which News Moves the Euro Area Bond Market?," German Economic Review, Verein für Socialpolitik, vol. 10, pages 1-31, February.
• Burkhard Raunig & Johann Scharler, 2009. "Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross-Country Comparison," German Economic Review, Verein für Socialpolitik, vol. 10, pages 176-192, May.
• Alan S. Blinder, 2009. "Making Monetary Policy by Committee," International Finance, Wiley Blackwell, vol. 12(2), pages 171-194, August.
  • Alan S. Blinder, 2008. "Making Monetary Policy by Committee," Working Papers 1051, Princeton University, Department of Economics, Center for Economic Policy Studies..
• Monique Reid, 2009. "Isolating A Measure Of Inflation Expectations For The South African Financial Market Using Forward Interest Rates," South African Journal of Economics, Economic Society of South Africa, vol. 77(3), pages 399-413, September.
  • Monique Reid, 2009. "Isolating a measure of inflation expectations for the South African financial market using forward interest rates," Working Papers 09/2009, Stellenbosch University, Department of Economics.
• Joyce, Michael A.S. & Lildholdt, Peter & Sorensen, Steffen, 2010. "Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 281-294, February.
  • Joyce, Michael & Lildholdt, Peter & Sorensen, Steffen, 2009. "Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves," Bank of England working papers 360, Bank of England.
• Lanne, Markku & Saikkonen, Pentti, 2013. "Noncausal Vector Autoregression," Econometric Theory, Cambridge University Press, vol. 29(3), pages 447-481, June.
  • Lanne, Markku & Saikkonen, Pentti, 2009. "Noncausal vector autoregression," Research Discussion Papers 18/2009, Bank of Finland.
  • Lanne, Markku & Saikkonen, Pentti, 2010. "Noncausal Vector Autoregression," MPRA Paper 23717, University Library of Munich, Germany.
• Burkhard Raunig & Johann Scharler, 2009. "Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross‐Country Comparison," German Economic Review, Verein für Socialpolitik, vol. 10(2), pages 176-192, May.
  • Raunig Burkhard & Scharler Johann, 2009. "Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross-Country Comparison," German Economic Review, De Gruyter, vol. 10(2), pages 176-192, May.
  • Burkhard Raunig & Johann Scharler, 2007. "Money market uncertainty and retail interest rate fluctuations: A cross-country comparison," Economics working papers 2007-04, Department of Economics, Johannes Kepler University Linz, Austria.
• Kugler, Peter & Weder, Beatrice, 2009. "The Demise of the Swiss Interest Rate Puzzle," Working papers 2009/04, Faculty of Business and Economics - University of Basel.
• Romar Correa, 2009. "Loanable funds, liquidity preference: structure, past and present," The Journal of Philosophical Economics, Bucharest Academy of Economic Studies, The Journal of Philosophical Economics, vol. 3(1), pages 75-89, November.
• Ronald Schettkat & Rongrong Sun, 2009. "Nicht zu früh bremsen! - Der Einfluss der Geldpolitik auf die langfristige Wirtschaftsentwicklung in Deutschland und den USA-," Schumpeter Discussion Papers sdp09003, Universitätsbibliothek Wuppertal, University Library.
• Yves Kuhry & Sukriye Tuysuz, 2009. "Interactions between US and UK interest rates and news spillovers: the impact of the EMU," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 52(1), pages 79-99.
• J. Poměnková & S. Kapounek, 2009. "Interest rates and prices causality in the Czech Republic - Granger approach," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 55(7), pages 347-356.
  • Pomenkova, Jitka & Kapounek, Svatopluk, 2009. "Interest rates and prices causality in the Czech Republic - Granger approach," MPRA Paper 27390, University Library of Munich, Germany.
• Vladimir Borgy & Valérie Mignon, 2009. "Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale," Économie et Prévision, Programme National Persée, vol. 187(1), pages 105-121.
  • Vladimir Borgy & Valérie Mignon, 2009. "Taux d'intérêt et marchés boursiers : une analyse empirique de l'intégration financière internationale," Economie & Prévision, La Documentation Française, vol. 0(1), pages 105-121.
  • vladimir Borgy & Valérie Mignon, 2006. "Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale," Working Papers 2006-25, CEPII research center.
• Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade, 2009. "On the Purchasing Power Parity for Latin-American Countries," Journal of Applied Economics, Taylor & Francis Journals, vol. 12(1), pages 33-54, May.
  • Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade, 2009. "On the purchasing power parity for Latin-American countries," Journal of Applied Economics, Universidad del CEMA, vol. 12, pages 33-54, May.
  • Amor Divino, José Ângelo Costa do & Andrade, Joaquim Pinto de & Teles, Vladimir Kühl, 2010. "On the purchasing power parity for Latin-American countries," Textos para discussão 227, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Lindenberg, Nannette & Westermann, Frank, 2012. "Common trends and common cycles among interest rates of the G7-countries," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1125-1140.
  • Nannette Lindenberg & Frank Westermann, 2009. "Common Trends and Common Cycles among Interest Rates of the G7-Countries," IEER Working Papers 77, Institute of Empirical Economic Research, Osnabrueck University.
  • Nannette Lindenberg & Frank Westermann, 2009. "Common Trends and Common Cycles among Interest Rates of the G7-Countries," CESifo Working Paper Series 2532, CESifo.
• Kirsten Wandschneider & Nikolaus Wolf, 2010. "Shooting on a moving target: explaining European bank rates during the interwar period," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 2(1/2), pages 31-48.
  • Kirsten Wandschneider & Nikolaus Wolf, 2009. "Shooting on a Moving Target: Eyplaining European Bank Rates during the Interwar Period," CESifo Working Paper Series 2694, CESifo.
• Gollier, Christian & Weitzman, Martin L., 2010. "How should the distant future be discounted when discount rates are uncertain?," Economics Letters, Elsevier, vol. 107(3), pages 350-353, June.
  • Gollier, Christian & Weitzman, Martin L., 2009. "How Should the Distant Future be Discounted When Discount Rates are Uncertain?," IDEI Working Papers 588, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Gollier, Christian & Weitzman, Martin L., 2010. "How should the distant future be discounted when discount rates are uncertain?," Scholarly Articles 33373345, Harvard University Department of Economics.
  • Christian Gollier & Martin L. Weitzman, 2009. "How Should the Distant Future be Discounted when Discount Rates are Uncertain?," CESifo Working Paper Series 2863, CESifo.
  • Gollier, Christian & Weitzman, Martin L., 2009. "How Should the Distant Future be Discounted When Discount Rates are Uncertain?," TSE Working Papers 09-107, Toulouse School of Economics (TSE).
• Charles A. E. Goodhart & Carolina Osorio & Dimitrios P. Tsomocos, 2009. "Analysis of Monetary Policy and Financial Stability: A New Paradigm," CESifo Working Paper Series 2885, CESifo.
• Volker Wieland, 2009. "Learning, Endogenous Indexation, and Disinflation in the New-Keynesian Model," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 11, pages 413-450, Central Bank of Chile.
  • Volker Wieland, 2008. "Learning, Endogenous Indexation, and Disinflation in the New-Keynesian Model," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(3), pages 21-44, December.
  • Wieland, Volker, 2008. "Learning, endogenous indexation and disinflation in the New-Keynesian model," CFS Working Paper Series 2008/17, Center for Financial Studies (CFS).
  • Volker Wieland, 2008. "Learning, Endogenous Indexation, and Disinflation in the New-Keynesian Model," Working Papers Central Bank of Chile 493, Central Bank of Chile.
  • Wieland, Volker, 2008. "Learning, Endogenous Indexation and Disinflation in the New-Keynesian Model," CEPR Discussion Papers 6749, C.E.P.R. Discussion Papers.
• Pablo Pincheira & Mauricio Calani, 2010. "Communicational Bias in Monetary Policy: Can Words Forecast Deeds?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2010), pages 103-152, August.
  • Pablo Pincheira & Mauricio Calani, 2009. "Communicational Bias In Monetary Policy: Can Words Forecast Deeds?," Working Papers Central Bank of Chile 526, Central Bank of Chile.
  • Pincheira, Pablo & Calani, Mauricio, 2010. "Communicational bias in monetary policy: can words forecast deeds?," LSE Research Online Documents on Economics 123267, London School of Economics and Political Science, LSE Library.
• Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From various degrees of trade to various degrees of financial integration: What do interest rates have to say?," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 64(03), pages 365-402, December.
  • Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From Various Degrees of Trade to Various Degrees of Financial Integration: What Do Interest Rates Have to Say?," Post-Print hal-00649936, HAL.
  • Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From Various Degrees of Trade to Various Degrees of Financial Integration: What do Interest Rates Have to Say?," Working Papers 2009-01, CEPII research center.
  • Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From Various Degrees of Trade to Various Degrees of Financial Integration: What Do Interest Rates Have to Say?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00649936, HAL.
• René Garcia & Richard Luger, 2012. "Risk aversion, intertemporal substitution, and the term structure of interest rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 1013-1036, September.
  • René Garcia & Richard Luger, 2009. "Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates," CIRANO Working Papers 2009s-20, CIRANO.
• Marjan Petreski, 2009. "Brief Empirics Of Interest - Rate Differential In Macedonia," Journal Articles, Center For Economic Analyses, pages 5-11, June.
• Renzo Jiménez Sotelo, 2009. "Acceso de la banca de desarrollo al banco central: el caso de COFIDE y las tasas de interés en Perú," Boletín, CEMLA, vol. 0(3), pages 119-138, Julio-sep.
  • Jiménez Sotelo, Renzo, 2006. "Acceso de la banca de desarrollo al banco central: El caso de COFIDE y las tasas de interés en el Perú [Access of development banks to the central bank: The case of COFIDE and interest rates in Per," MPRA Paper 76420, University Library of Munich, Germany, revised 30 Sep 2008.
• Horváth, Roman & Podpiera, Anca, 2012. "Heterogeneity in bank pricing policies: The Czech evidence," Economic Systems, Elsevier, vol. 36(1), pages 87-108.
  • Roman Horvath & Anca Maria Podpiera, 2009. "Heterogeneity in Bank Pricing Policies: The Czech Evidence," Working Papers 2009/8, Czech National Bank.
• 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 554, Banco de la Republica de Colombia.
  • Carlos Esteban Posada & Jorge Andrés Tamayo C., 2009. "La crisis reciente de Estados Unidos (2007-2008): redescubriendo la importancia del mercado de "fondos prestables"," Borradores de Economia 5388, Banco de la Republica.
• Rhenals Monterrosa, Remberto & Martínez, Luis Esteban, 2009. "La ayuda internacional al desarrollo: retórica y realidad," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, December.
• López González, Mauricio & Duque Baquero, Sara & Gómez Olivo, Blanca Liseth, 2009. "Alcances de la política fiscal contracíclica: el caso reciente de América Latina," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, November.
  • López González, Mauricio & Duque Baquero, Sara & Gómez Olivo, Blanca Liseth, 2009. "Alcances de la política fiscal contracíclica: el caso reciente de América Latina," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, December.
• Mesa Callejas, Ramón Javier & González H, Jenifer & Aguirre B., Yenny Catalina, 2009. "Se esfumó" el crecimiento económico colombiano en 2009: análisis de la coyuntura y perspectivas 2010"," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, December.
• Jaime Silva González, 2009. "Estimación de la tasa de cambio real de equilibrio: aplicación a Colombia," Revista de Economía del Caribe 7121, Universidad del Norte.
• Guido Gabriel González Casares & Marlon Andrés Viera Mendoza & Xavier Ordenana Rodríguez, 2009. "El destino de las remesas en Ecuador: Un análisis microeconómico sobre los factores que determinan su utilización en actividades de inversión," Revista de Economía del Caribe 7122, Universidad del Norte.
• José Luis Ramos Ruiz & Raimundo Abello Llanos & Gustavo Rodríguez Albor, 2009. "Posibilidades de transformación productiva y desarrollo tecnológico del Caribe colombiano," Revista de Economía del Caribe 7123, Universidad del Norte.
• Paola Roldán Vásquez & Carlos Ospino Hernández, 2009. "¿Quiénes terminan en la informalidad?: Impacto de las características y el tiempo de búsqueda," Revista de Economía del Caribe 7124, Universidad del Norte.
• Svensson, Lars E.O., 2009. "Transparency under Flexible Inflation Targeting: Experiences and Challenges," CEPR Discussion Papers 7213, C.E.P.R. Discussion Papers.
• Beck, Guenter W. & Wieland, Volker, 2009. "Money in monetary policy design: Monetary cross-checking in the New-Keynesian Model," CFS Working Paper Series 2009/19, Center for Financial Studies (CFS).
  • Wieland, Volker & Beck, Günter, 2009. "Money in monetary policy design: Monetary cross-checking in the New-Keynesian model," CEPR Discussion Papers 7518, C.E.P.R. Discussion Papers.
  • Wieland, Volker & Beck, Günter W., 2010. "Money in monetary policy design: Monetary cross-checking in the New-Keynesian model," Working Paper Series 1191, European Central Bank.
• Andrew Levin & David López-Salido & Edward Nelson & Yack Yun, 2010. "Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, vol. 6(1), pages 143-189, March.
  • Levin, Andrew & López-Salido, J David & Nelson, Edward & Yun, Tack, 2009. "Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound," CEPR Discussion Papers 7581, C.E.P.R. Discussion Papers.
• Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P., 2011. "Time-variation in term premia: International survey-based evidence," Journal of International Money and Finance, Elsevier, vol. 30(4), pages 605-622, June.
  • Christian Wolff & Ron Jongen & Willem F.C. Verschoor, 2009. "Time-Variation in Term Permia: International Survey-Based Evidence," LSF Research Working Paper Series 09-02, Luxembourg School of Finance, University of Luxembourg.
• Thorsten Lehnert & Aleksandar Andonov & Florian Bardong, 2009. "TIPS, Inflation Expectations and the Financial Crisis," LSF Research Working Paper Series 09-09, Luxembourg School of Finance, University of Luxembourg.
• Nikolaos Giannellis & Minoas Koukouritakis, 2011. "Behavioural equilibrium exchange rate and total misalignment: evidence from the euro exchange rate," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 38(4), pages 555-578, November.
  • Nikolaos Giannellis & Minoas Koukouritakis, 2009. "Behavioural Equilibrium Exchange Rate and Total Misalignment: Evidence from the Euro Exchange Rate," Working Papers 0901, University of Crete, Department of Economics.
• Angelo Baglioni, 2012. "Liquidity Crunch in the Interbank Market: Is it Credit or Liquidity Risk, or Both?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 41(1), pages 1-18, April.
  • Angelo Baglioni, 2009. "Liquidity crunch in the interbank market: is it credit or liquidity risk, or both?," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0091, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Jun Ma, 2009. "Pricing Foreign Equity Options with Stochastic Correlation and Volatility," Annals of Economics and Finance, Society for AEF, vol. 10(2), pages 303-327, November.
• John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(1 (Spring), pages 79-138.
  • Shiller, Robert J. & Campbell, John Y. & Viceira, Luis Manuel, 2009. "Understanding Inflation-Indexed Bond Markets," Scholarly Articles 10885503, Harvard University Department of Economics.
  • John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Cowles Foundation Discussion Papers 1696, Cowles Foundation for Research in Economics, Yale University.
  • John Campbell & Robert Shiller & Luis Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Yale School of Management Working Papers amz2587, Yale School of Management.
  • John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," NBER Working Papers 15014, National Bureau of Economic Research, Inc.
• Michael Funke & Sebastian Weber & Jörg Döpke & Sean Holly, 2008. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Quantitative Macroeconomics Working Papers 20809, Hamburg University, Department of Economics.
  • Jörg Döpke & Michael Funke & Sean Holly & Sebastian Weber, 2009. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Discussion Papers of DIW Berlin 896, DIW Berlin, German Institute for Economic Research.
  • Döpke, J. & Funke, M. & Holly, S. & Weber, S., 2008. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Cambridge Working Papers in Economics 0853, Faculty of Economics, University of Cambridge.
• Ansgar Belke & Daniel Gros, 2014. "A simple model of an oil based global savings glut—the “China factor”and the OPEC cartel," International Economics and Economic Policy, Springer, vol. 11(3), pages 413-430, September.
  • Belke, Ansgar & Gros, Daniel, 2009. "A Simple Model of an Oil Based Global Savings Glut – The "China Factor" and the OPEC Cartel," Ruhr Economic Papers 128, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Ansgar Belke & Daniel Gros, 2009. "A Simple Model of an Oil Based Global Savings Glut: The "China Factor" and the OPEC Cartel," Discussion Papers of DIW Berlin 911, DIW Berlin, German Institute for Economic Research.
• Belke, Ansgar & Klose, Jens, 2009. "Does the ECB Rely on a Taylor Rule? - Comparing Ex-post with Real Time Data," Ruhr Economic Papers 133, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Ansgar Belke & Jens Klose, 2009. "Does the ECB Rely on a Taylor Rule?: Comparing Ex-post with Real Time Data," Discussion Papers of DIW Berlin 917, DIW Berlin, German Institute for Economic Research.
• Jean-Jacques Durand & Georges Prat, 2012. "Fisher, Macaulay et Allais face au “paradoxe de Gibson”," Recherches économiques de Louvain, De Boeck Université, vol. 78(2), pages 75-105.
  • Jean-Jacques Durand & Georges Prat, 2009. "Fisher, Macaulay et Allais face au "Paradoxe de Gibson"," EconomiX Working Papers 2009-23, University of Paris Nanterre, EconomiX.
• Huang Yiping, 2009. "Strategies for Asian Exchange Rate Policy Cooperation," EABER Working Papers 22858, East Asian Bureau of Economic Research.
• Fiorella De Fiore & Pedro Teles & Oreste Tristani, 2011. "Monetary Policy and the Financing of Firms," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(4), pages 112-142, October.
  • Pedro Teles & Fiorella de Fiore, 2009. "Monetary Policy and the Financing of Firms," Working Papers w200917, Banco de Portugal, Economics and Research Department.
  • De Fiore, Fiorella & Teles, Pedro & Tristani, Oreste, 2009. "Monetary Policy and the Financing of Firms," Working Paper Series 1123, European Central Bank.
  • Pedro Teles & Oreste Tristani & Fiorella De Fiore, 2009. "Monetary Policy and the Financing of Firms," 2009 Meeting Papers 633, Society for Economic Dynamics.
  • Teles, Pedro & Tristani, Oreste & De Fiore, Fiorella, 2009. "Monetary Policy and the Financing of Firms," CEPR Discussion Papers 7419, C.E.P.R. Discussion Papers.
• Arnab Bhattacharjee & Sean Holly, 2013. "Understanding Interactions in Social Networks and Committees," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(1), pages 23-53, March.
  • Bhattacharjee, Arnab & Holly, Sean, 2009. "Understanding Interactions in Social Networks and Committees," SIRE Discussion Papers 2009-53, Scottish Institute for Research in Economics (SIRE).
  • Bhattacharjee, A. & Holly, S., 2010. "Understanding Interactions in Social Networks and Committees," Cambridge Working Papers in Economics 1003, Faculty of Economics, University of Cambridge.
• Arnab Bhattacharjee & Sean Holly, 2011. "Structural interactions in spatial panels," Empirical Economics, Springer, vol. 40(1), pages 69-94, February.
  • Bhattacharjee, Arnab & Holly, Sean, 2009. "Structural Interactions in Spatial Panels," SIRE Discussion Papers 2009-39, Scottish Institute for Research in Economics (SIRE).
  • Bhattacharjee, A. & Holly, S., 2010. "Structural Interactions in Spatial Panels," Cambridge Working Papers in Economics 1004, Faculty of Economics, University of Cambridge.
• Chiarella, Carl & Hung, Hing & T, Thuy-Duong, 2009. "The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2075-2088, April.
  • Carl Chiarella & Hing Hung & Thuy-Duong To, 2005. "The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach," Research Paper Series 151, Quantitative Finance Research Centre, University of Technology, Sydney.
• Marotta, Giuseppe, 2009. "Structural breaks in the lending interest rate pass-through and the euro," Economic Modelling, Elsevier, vol. 26(1), pages 191-205, January.
  • Giuseppe Marotta, 2008. "Structural breaks in the lending interest rate pass-through and the euro," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 08031, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Horváth, Roman, 2009. "The time-varying policy neutral rate in real-time: A predictor for future inflation?," Economic Modelling, Elsevier, vol. 26(1), pages 71-81, January.
  • Roman Horvath, 2007. "The Time-Varying Policy Neutral Rate in Real Time: A Predictor for Future Inflation?," Working Papers 2007/4, Czech National Bank.
• Özatay, Fatih & Özmen, Erdal & Sahinbeyoglu, Gülbin, 2009. "Emerging market sovereign spreads, global financial conditions and U.S. macroeconomic news," Economic Modelling, Elsevier, vol. 26(2), pages 526-531, March.
  • Fatih Ozatay & Erdal Ozmen & Gülbin Sahinbeyoglu, 2007. "Emerging Market Sovereign Spreads, Global Financial Conditions and U.S. Macroeconomic News," ERC Working Papers 0707, ERC - Economic Research Center, Middle East Technical University, revised Dec 2007.
  • Fatih Özatay & Erdal Özmen & Gülbin Sahinbeyoglu, 2008. "Emerging Market Sovereign Spreads, Global Financial Conditions and US Macroeconomic News," Working Papers 400, Economic Research Forum, revised 03 Jan 2008.
• Buiter, Willem H., 2009. "Negative nominal interest rates: Three ways to overcome the zero lower bound," The North American Journal of Economics and Finance, Elsevier, vol. 20(3), pages 213-238, December.
  • Buiter, Willem H., 2009. "Negative nominal interest rates: three ways to overcome the zero lower bound," LSE Research Online Documents on Economics 29297, London School of Economics and Political Science, LSE Library.
  • Willem Buiter, 2009. "Negative Nominal Interest Rates: Three ways to overcome the zero lower bound," FMG Discussion Papers dp636, Financial Markets Group.
  • Willem H. Buiter, 2009. "Negative Nominal Interest Rates: Three ways to overcome the zero lower bound," NBER Working Papers 15118, National Bureau of Economic Research, Inc.
  • Buiter, Willem, 2009. "Negative Nominal Interest Rates: Three ways to overcome the zero lower bound," CEPR Discussion Papers 7346, C.E.P.R. Discussion Papers.
• Hoffmann, Mathias & MacDonald, Ronald, 2009. "Real exchange rates and real interest rate differentials: A present value interpretation," European Economic Review, Elsevier, vol. 53(8), pages 952-970, November.
  • Mathias Hoffmann & Ronald MacDonald, 2009. "Real exchange rates and real interest rate differentials: a present value interpretation," IEW - Working Papers 404, Institute for Empirical Research in Economics - University of Zurich.
• Nautz, Dieter & Schmidt, Sandra, 2009. "Monetary policy implementation and the federal funds rate," Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1274-1284, July.
  • Nautz, Dieter & Schmidt, Sandra, 2008. "Monetary Policy Implementation and the Federal Funds Rate," ZEW Discussion Papers 08-025, ZEW - Leibniz Centre for European Economic Research.
• Koijen, Ralph S.J. & Hemert, Otto Van & Nieuwerburgh, Stijn Van, 2009. "Mortgage timing," Journal of Financial Economics, Elsevier, vol. 93(2), pages 292-324, August.
  • Ralph S.J. Koijen & Otto Van Hemert & Stijn Van Nieuwerburgh, 2007. "Mortgage Timing," NBER Working Papers 13361, National Bureau of Economic Research, Inc.
• Gagnon, Joseph E., 2009. "Currency crashes and bond yields in industrial countries," Journal of International Money and Finance, Elsevier, vol. 28(1), pages 161-181, February.
  • Joseph E. Gagnon, 2005. "Currency Crashes and Bond Yields in Industrial Countries," International Finance Discussion Papers 837, Board of Governors of the Federal Reserve System (U.S.).
• de Zwart, Gerben & Markwat, Thijs & Swinkels, Laurens & van Dijk, Dick, 2009. "The economic value of fundamental and technical information in emerging currency markets," Journal of International Money and Finance, Elsevier, vol. 28(4), pages 581-604, June.
  • de Zwart, G.J. & Markwat, T.D. & Swinkels, L.A.P. & van Dijk, D.J.C., 2007. "The Economic Value of Fundamental and Technical Information in Emerging Currency Markets," ERIM Report Series Research in Management ERS-2007-096-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Kyrtsou, Catherine & Vorlow, Costas, 2009. "Modelling non-linear comovements between time series," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 200-211, March.
  • Catherine Kyrtsou & Costas Vorlow, 2008. "Modelling non-linear comovements between time series," Department of Economics Working Papers 2008_01, Durham University, Department of Economics.
• Azomahou, Théophile & Diebolt, Claude & Mishra, Tapas, 2009. "Spatial persistence of demographic shocks and economic growth," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 98-127, March.
  • Theophile Azomahou & Claude Diebolt & Tapas Mishra, 2006. "Spatial Persistence of Demographic Shocks and Economic Growth," Post-Print hal-00279269, HAL.
  • Théophile Azomahou & Claude Diebolt & Tapas Mishra, 2007. "Spatial Persistence of Demographic Shocks and Economic Growth," Working Papers 07-04, Association Française de Cliométrie (AFC).
• Farvaque, Etienne & Matsueda, Norimichi & Méon, Pierre-Guillaume, 2009. "How monetary policy committees impact the volatility of policy rates," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 534-546, December.
  • Etienne Farvaque & Norimichi Matsueda & Pierre-Guillaume Méon, 2008. "How monetary policy committees impact the volatility of policy rates," Working Papers CEB 08-026.RS, ULB -- Universite Libre de Bruxelles.
• Crespo Cuaresma, Jesús & Slacik, Tomas, 2009. "On the determinants of currency crises: The role of model uncertainty," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 621-632, December.
  • Jesús Crespo Cuaresma & Tomáš Slacík, 2007. "On the Determinants of Currency Crises: The Role of Model Uncertainty," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 54-68.
  • Jesús Crespo-Cuaresma & Tomas Slacik, "undated". "On the determinants of currency crises: The role of model uncertainty," Working Papers 2008-03, Faculty of Economics and Statistics, Universität Innsbruck.
• Oxley, Les & Reale, Marco & Wilson, Granville Tunnicliffe, 2009. "Constructing structural VAR models with conditional independence graphs," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2910-2916.
  • Les Oxley & Marco Reale & Granville Tunnicliffe Wilson, 2008. "Constructing Structural VAR Models with Conditional Independence Graphs," Working Papers in Economics 08/19, University of Canterbury, Department of Economics and Finance.
• Bjørnland, Hilde C. & Leitemo, Kai, 2009. "Identifying the interdependence between US monetary policy and the stock market," Journal of Monetary Economics, Elsevier, vol. 56(2), pages 275-282, March.
  • Bjørnland, Hilde C. & Leitemo, Kai, 2005. "Identifying the interdependence between US monetary policy and the stock market," Bank of Finland Research Discussion Papers 17/2005, Bank of Finland.
  • Hilde C. Bjørnland & Kai Leitemo, 2008. "Identifying the interdependence between US monetary policy and the stock market," Working Paper 2008/04, Norges Bank.
  • Bjørnland, Hilde C. & Leitemo, Kai, 2005. "Identifying the Interdependence between US Monetary Policy and the Stock Market," Memorandum 12/2005, Oslo University, Department of Economics.
  • Tom Doan, "undated". "RATS programs to replicate Bjornland-Leitemo(2009) SVAR with short- and long-run restrictions," Statistical Software Components RTZ00016, Boston College Department of Economics.
• Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2009. "Anticipated fiscal policy and adaptive learning," Journal of Monetary Economics, Elsevier, vol. 56(7), pages 930-953, October.
  • Honkapohja, Seppo & Evans, George W. & Mitra, Kaushik, 2007. "Anticipated Fiscal Policy and Adaptive Learning," CEPR Discussion Papers 6216, C.E.P.R. Discussion Papers.
  • George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2007. "Anticipated Fiscal Policy and Adaptive Learning," University of Oregon Economics Department Working Papers 2007-5, University of Oregon Economics Department, revised 13 Dec 2008.
  • Evans, G.W. & Honkapohja ,S. & Mitra, K., 2007. "Anticipated Fiscal Policy and Adaptive Learning," Cambridge Working Papers in Economics 0705, Faculty of Economics, University of Cambridge.
• Schuknecht, Ludger & von Hagen, Jürgen & Wolswijk, Guido, 2009. "Government risk premiums in the bond market: EMU and Canada," European Journal of Political Economy, Elsevier, vol. 25(3), pages 371-384, September.
  • von Hagen, Jurgen & Schuknecht, Ludger & Wolswijk, Guido, 2007. "Government Risk Premiums in the Bond Market: EMU and Canada," CEPR Discussion Papers 6579, C.E.P.R. Discussion Papers.
  • Schuknecht, Ludger & von Hagen, Jürgen & Wolswijk, Guido, 2008. "Government risk premiums in the bond market: EMU and Canada," Working Paper Series 879, European Central Bank.
• El Qalli, Yassine, 2009. "Term Structure Equations Under Benchmark Framework," MPRA Paper 15667, University Library of Munich, Germany.
  • El Qalli Yassine, 2009. "Term Structure Equations Under Benchmark Framework," EERI Research Paper Series EERI_RP_2009_13, Economics and Econometrics Research Institute (EERI), Brussels.

2008

• Christian M. Dahl & Emma M. Iglesias, 2008. "The limiting properties of the QMLE in a general class of asymmetric volatility models," CREATES Research Papers 2008-38, Department of Economics and Business Economics, Aarhus University.
• Martin Møller Andreasen, 2008. "Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model," CREATES Research Papers 2008-43, Department of Economics and Business Economics, Aarhus University.
• Christiansen, Charlotte, 2010. "Mean reversion in US and international short rates," The North American Journal of Economics and Finance, Elsevier, vol. 21(3), pages 286-296, December.
  • Charlotte Christiansen, 2008. "Mean Reversion in US and International Short Rates," CREATES Research Papers 2008-47, Department of Economics and Business Economics, Aarhus University.
• Nicholas Stern, 2008. "The Economics of Climate Change," American Economic Review, American Economic Association, vol. 98(2), pages 1-37, May.
• Carlo Favero & Francesco Giavazzi, 2008. "Should the Euro Area Be Run as a Closed Economy?," American Economic Review, American Economic Association, vol. 98(2), pages 138-145, May.
  • Carlo Favero & Francesco Giavazzi, 2008. "Should the Euro Area be Run as a Closed Economy?," Working Papers 331, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Giavazzi, Francesco & Favero, Carlo A., 2008. "Should the Euro Area be Run as a Closed Economy?," CEPR Discussion Papers 6654, C.E.P.R. Discussion Papers.
• Xavier Gabaix, 2008. "Variable Rare Disasters: A Tractable Theory of Ten Puzzles in Macro-finance," American Economic Review, American Economic Association, vol. 98(2), pages 64-67, May.
• Cristina Arellano, 2008. "Default Risk and Income Fluctuations in Emerging Economies," American Economic Review, American Economic Association, vol. 98(3), pages 690-712, June.
  • Arellano, Cristina, 2008. "Default risk and income fluctuations in emerging economies," MPRA Paper 7867, University Library of Munich, Germany.
• Philippe Weil, 2008. "Overlapping Generations: The First Jubilee," Journal of Economic Perspectives, American Economic Association, vol. 22(4), pages 115-134, Fall.
  • Philippe Weil, 2008. "Overlapping generations: the first jubilee," ULB Institutional Repository 2013/13430, ULB -- Universite Libre de Bruxelles.
  • Philippe Weil, 2008. "Overlapping Generations: the First Jubilee," SciencePo Working papers Main hal-01022015, HAL.
  • Philippe Weil, 2008. "Overlapping Generations: the First Jubilee," Post-Print hal-01022015, HAL.
• Fendel, Ralf, 2008. "A Joint Characterization of German Monetary Policy and the Dynamics of the German Term Structure of Interest Rates," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 4(01-2), pages 1-19.
• Vítor Castro, 2008. "Are Central Banks following a linear or nonlinear (augmented) Taylor rule?," NIPE Working Papers 19/2008, NIPE - Universidade do Minho.
  • Castro, Vitor, 2008. "Are Central Banks following a linear or nonlinear (augmented) Taylor rule?," Economic Research Papers 269883, University of Warwick - Department of Economics.
  • Castro, Vítor, 2008. "Are Central Banks following a linear or nonlinear (augmented) Taylor rule?," The Warwick Economics Research Paper Series (TWERPS) 872, University of Warwick, Department of Economics.
• Rafael Barros de Rezende, 2011. "Giving Flexibility to the Nelson-Siegel Class of Term Structure Models," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(1), pages 27-49.
  • Rafael Barros de Rezende, 2008. "Giving flexibility to the Nelso-Siegel class of term structure models," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807211322560, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Faraglia, Elisa & Marcet, Albert & Scott, Andrew, 2010. "In search of a theory of debt management," Journal of Monetary Economics, Elsevier, vol. 57(7), pages 821-836, October.
  • Marcet, Albert & Scott, Andrew & Faraglia, Elisa, 2008. "In Search of a Theory of Debt Management," CEPR Discussion Papers 6859, C.E.P.R. Discussion Papers.
  • Elisa Faraglia & Albert Marcet & Andrew Scott, 2011. "In Search of a Theory of Debt Management," CEP Discussion Papers dp1083, Centre for Economic Performance, LSE.
  • Albert Marcet & Elisa Faraglia & Andrew Scott, 2008. "In Search of a Theory of Debt Management," UFAE and IAE Working Papers 743.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  • Andrew Scott & Elisa Faraglia & Albert Marcet, 2015. "In Search of a Theory of Debt Management," Working Papers 348, Barcelona School of Economics.
  • Faraglia, Elisa & Marcet, Albert & Scott, A., 2011. "In search of a theory of debt management," LSE Research Online Documents on Economics 121745, London School of Economics and Political Science, LSE Library.
• Philipp Maier & Garima Vasishtha, 2008. "Good Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads?," Staff Working Papers 08-25, Bank of Canada.
• Jun Yang, 2008. "Macroeconomic Determinants of the Term Structure of Corporate Spreads," Staff Working Papers 08-29, Bank of Canada.
• David Jamieson Bolder & Yuliya Romanyuk, 2010. "Combining Canadian Interest Rate Forecasts," Palgrave Macmillan Books, in: Arjan B. Berkelaar & Joachim Coche & Ken Nyholm (ed.), Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds, chapter 1, pages 3-30, Palgrave Macmillan.
  • David Bolder & Yuliya Romanyuk, 2008. "Combining Canadian Interest-Rate Forecasts," Staff Working Papers 08-34, Bank of Canada.
• Antonio Diez de los Rios, 2008. "McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates," Staff Working Papers 08-43, Bank of Canada.
• Ricardo Gimeno & José Manuel Marqués, 2008. "Uncertainty and the price of risk in a nominal convergence process," Working Papers 0802, Banco de España.
• Giuseppe Ferrero & Andrea Nobili, 2008. "Short-term interest rate futures as monetary policy forecasts," Temi di discussione (Economic working papers) 681, Bank of Italy, Economic Research and International Relations Area.
• Stefano Nobili & Gerardo Palazzo, 2008. "A beta based framework for (lower) bond risk premia," Temi di discussione (Economic working papers) 689, Bank of Italy, Economic Research and International Relations Area.
• Josué Cortés Espada & Carlos Capistrán & Manuel Ramos-Francia & Alberto Torres, 2009. "An empirical analysis of the mexican term structure of interest rates," Economics Bulletin, AccessEcon, vol. 29(3), pages 2300-2313.
  • Cortés Espada Josué Fernando & Ramos Francia Manuel & Torres García Alberto, 2008. "An Empirical Analysis of the Mexican Term Structure of Interest Rates," Working Papers 2008-07, Banco de México.
• Cortés Espada Josué Fernando & Ramos Francia Manuel, 2008. "An Affine Model of the Term Structure of Interest Rates in Mexico," Working Papers 2008-09, Banco de México.
• Cortés Espada Josué Fernando & Ramos Francia Manuel, 2008. "A Macroeconomic Model of the Term Structure of Interest Rates in Mexico," Working Papers 2008-10, Banco de México.
• Juan José Echavarría & Diego Vásquez, 2008. "Expectativas, tasa de interés y tasa de cambio: paridad cubierta y no cubierta en Colombia, 2000-2007," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, June.
  • 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," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(56), pages 150-203, June.
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• Claudio Borio & William Nelson, 2008. "Monetary operations and the financial turmoil," BIS Quarterly Review, Bank for International Settlements, March.
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• Ingo Fender & Martin Scheicher, 2008. "The ABX: how do the markets price subprime mortgage risk?," BIS Quarterly Review, Bank for International Settlements, September.
• Peter Hördahl & Michael R King, 2008. "Developments in repo markets during the financial turmoil," BIS Quarterly Review, Bank for International Settlements, December.
• D’Amico, Stefania & Kim, Don H. & Wei, Min, 2018. "Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(1), pages 395-436, February.
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• Verónica España, 2008. "La tasa natural de interés: estimación para la economía uruguaya," Documentos de trabajo 2008001, Banco Central del Uruguay.
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• Andrew Ang & Geert Bekaert & Min Wei, 2008. "The Term Structure of Real Rates and Expected Inflation," Journal of Finance, American Finance Association, vol. 63(2), pages 797-849, April.
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• Kerstin Bernoth & Guntram B. Wolff, 2008. "Fool The Markets? Creative Accounting, Fiscal Transparency And Sovereign Risk Premia," Scottish Journal of Political Economy, Scottish Economic Society, vol. 55(4), pages 465-487, September.
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• Bjørnland, Hilde C. & Leitemo, Kai, 2009. "Identifying the interdependence between US monetary policy and the stock market," Journal of Monetary Economics, Elsevier, vol. 56(2), pages 275-282, March.
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• Joyce, Michael A. S. & Relleen, Jonathan & Sorensen, Steffen, 2008. "Measuring monetary policy expectations from financial market instruments," Working Paper Series 978, European Central Bank.
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• Iryna Kaminska, 2013. "A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 680-704, October.
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• Joyce, Michael & Kaminska, Iryna & Lildholdt, Peter, 2008. "Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve," Bank of England working papers 358, Bank of England.
• Hiona Balfoussia, 2008. "An Affine Factor Model of the Greek Term Structure," Working Papers 72, Bank of Greece.
• Byoung Hark Yoo, 2008. "Interest Arbitrage and Interest Rates in Korea," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 14(3), pages 133-155, September.
• Klaas Schulze, 2008. "Asymptotic Maturity Behavior of the Term Structure," Bonn Econ Discussion Papers bgse11_2008, University of Bonn, Germany.
• Gourio, François, 2008. "Time-series predictability in the disaster model," Finance Research Letters, Elsevier, vol. 5(4), pages 191-203, December.
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• Ronald Schettkat & Rongrong Sun, 2009. "Monetary policy and European unemployment," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 25(1), pages 94-108, Spring.
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• Michael Funke & Sebastian Weber & Jörg Döpke & Sean Holly, 2008. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Quantitative Macroeconomics Working Papers 20809, Hamburg University, Department of Economics.
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• Oxley, Les & Reale, Marco & Wilson, Granville Tunnicliffe, 2009. "Constructing structural VAR models with conditional independence graphs," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2910-2916.
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• Arghyrou, Michael G. & Gadea, Maria Dolores, 2012. "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Journal of Policy Modeling, Elsevier, vol. 34(1), pages 16-34.
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  • Arghyrou, Michael G & Gadea, Maria Dolores, 2008. "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Cardiff Economics Working Papers E2008/23, Cardiff University, Cardiff Business School, Economics Section.
• Kerstin Bernoth & Guntram B. Wolff, 2008. "Fool The Markets? Creative Accounting, Fiscal Transparency And Sovereign Risk Premia," Scottish Journal of Political Economy, Scottish Economic Society, vol. 55(4), pages 465-487, September.
  • Bernoth, Kerstin & Wolff, Guntram B., 2006. "Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia," Discussion Paper Series 1: Economic Studies 2006,19, Deutsche Bundesbank.
  • Kerstin Bernoth & Guntram B. Wolff, 2006. "Fool the Markets? Creative Accounting, Fiscal Transparency and Sovereign Risk Premia," CESifo Working Paper Series 1732, CESifo.
  • Kerstin Bernoth & Guntram Wolff, 2008. "Fool The Markets? Creative Accounting, Fiscal Transparency And Sovereign Risk Premia," ULB Institutional Repository 2013/386959, ULB -- Universite Libre de Bruxelles.
• Balázs Égert, 2007. "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," Working Papers 138, Oesterreichische Nationalbank (Austrian Central Bank).
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  • Balazs Egert, 2007. "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," William Davidson Institute Working Papers Series wp895, William Davidson Institute at the University of Michigan.
• Wolfgang Buchholz & Jan Schumacher, 2008. "Discounting the Long-Distant Future: A Simple Explanation for the Weitzman-Gollier-Puzzle," CESifo Working Paper Series 2357, CESifo.
• Volker Wieland, 2009. "Learning, Endogenous Indexation, and Disinflation in the New-Keynesian Model," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 11, pages 413-450, Central Bank of Chile.
  • Volker Wieland, 2008. "Learning, Endogenous Indexation, and Disinflation in the New-Keynesian Model," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(3), pages 21-44, December.
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  • Volker Wieland, 2008. "Learning, Endogenous Indexation, and Disinflation in the New-Keynesian Model," Working Papers Central Bank of Chile 493, Central Bank of Chile.
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• Volker Wieland, 2009. "Learning, Endogenous Indexation, and Disinflation in the New-Keynesian Model," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 11, pages 413-450, Central Bank of Chile.
  • Volker Wieland, 2008. "Learning, Endogenous Indexation, and Disinflation in the New-Keynesian Model," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(3), pages 21-44, December.
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  • Volker Wieland, 2008. "Learning, Endogenous Indexation, and Disinflation in the New-Keynesian Model," Working Papers Central Bank of Chile 493, Central Bank of Chile.
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• David Martinez-Miera & Rafael Repullo, 2010. "Does Competition Reduce the Risk of Bank Failure?," The Review of Financial Studies, Society for Financial Studies, vol. 23(10), pages 3638-3664, October.
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• Repullo, Rafael & Suarez, Javier, 2008. "The Procyclical Effects of Basel II," CEPR Discussion Papers 6862, C.E.P.R. Discussion Papers.
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• Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2008. "La tasa de interés natural en Colombia," Investigación Conjunta-Joint Research, in: Centro de Estudios Monetarios Latinoamericanos (CEMLA) (ed.), Estimación y Uso de Variables no Observables en la Región, edition 1, volume 1, chapter 7, pages 164-201, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
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• Jarek Hurnik & Ondra Kamenik & Jan Vlcek, 2008. "The History of Inflation Targeting in the Czech Republic through Optic of a Dynamic General Equilibrium Model," Occasional Publications - Chapters in Edited Volumes, in: Katerina Smidkova (ed.), Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, chapter 8, pages 102-116, Czech National Bank.
• Roman Horváth, 2008. "Asymmetric Monetary Policy in the Czech Republic?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(09-10), pages 470-481, December.
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• Juan Camilo Rojas, 2008. "Estructura a plazo, hipótesis de expectativas y paridad descubierta de intereses en Colombia," Documentos de Trabajo 4893, Universidad del Rosario.
• 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," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(56), pages 150-203, June.
  • Juan José Echavarría & Diego Vásquez, 2008. "Expectativas, tasa de interés y tasa de cambio: paridad cubierta y no cubierta en Colombia, 2000-2007," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, June.
  • 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 486, Banco de la Republica de Colombia.
  • Juan Jose 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 4514, Banco de la Republica.
• Arango, Luis Eduardo & Velandia, Daniel Eduardo, 2010. "Cambios de las tasas de política, paridad cubierta de intereses y estructura a plazo," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(306), pages 393-422, abril-jun.
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• Carlos Esteban Posada & Luis Eduardo Arango, 2008. "Política monetaria para la coyuntura y el mediano plazo: observaciones y conjeturas," Borradores de Economia 526, Banco de la Republica de Colombia.
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• 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 535, Banco de la Republica de Colombia.
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• 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," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(56), pages 150-203, June.
  • Juan José Echavarría & Diego Vásquez, 2008. "Expectativas, tasa de interés y tasa de cambio: paridad cubierta y no cubierta en Colombia, 2000-2007," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, June.
  • 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 486, Banco de la Republica de Colombia.
  • Juan Jose 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 4514, Banco de la Republica.
• Diego Agudelo Rueda & Mónica Arango Arango, 2008. "La curva de rendimientos a plazo y las expectativas de tasas de interés en el mercado de renta fija en Colombia, 2002-2007," Revista Lecturas de Economía, Universidad de Antioquia, CIE, June.
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• Barbaroux, Nicolas, 2008. "The Wicksellian Flavour in Macroeconomics," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, August.
• Diego Agudelo Rueda & Mónica Arango Arango, 2008. "La curva de rendimientos a plazo y las expectativas de tasas de interés en el mercado de renta fija en Colombia, 2002-2007," Revista Lecturas de Economía, Universidad de Antioquia, CIE, June.
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• Rhenals M., Remberto & Saldarriaga, Juan Pablo, 2008. "Una regla de Taylor óptima para Colombia, 1991-2006," Revista Lecturas de Economía, Universidad de Antioquia, CIE, November.
• López-Rodríguez, Jesús & Faina, Andrés, 2008. "Nueva Geografía Económica: evidencia Empírica de la estimación de la Ecuación Nominal de Salarios," Revista Lecturas de Economía, Universidad de Antioquia, CIE, November.
• Tobón, Alexander, 2008. "Los precios en la nueva síntesis neoclásica-keynesiana en macroeconomía," Revista Lecturas de Economía, Universidad de Antioquia, CIE, November.
• Catalina Granda Carvajal & Luis Guillermo Pérez & Juan Carlos Muñoz Mora, 2008. "The Environmental Kuznets Curve for Water Quality: An Analysis of its Appropriateness Using Unit Root and Cointegration Tests," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 69, pages 221-244, Julio-Dic.
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• Romel Rodríguez Hernández, 2008. "La política monetaria de la reserva federal y del Banco de la República: entre la ortodoxia y las presiones inflacionarias," Revista Equidad y Desarrollo, Universidad de la Salle, July.
• Santiago Manuel Sáenz Torres & Salomón Helfgott Lerner, 2008. "Las redes interinstitucionales en la reconversión agropecuaria sustentable en Colombia," Revista Equidad y Desarrollo, Universidad de la Salle, June.
• Favero, Carlo & Pagano, Marco & von Thadden, Ernst-Ludwig, 2010. "How Does Liquidity Affect Government Bond Yields?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(1), pages 107-134, February.
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• Carlo Favero & Francesco Giavazzi, 2008. "Should the Euro Area Be Run as a Closed Economy?," American Economic Review, American Economic Association, vol. 98(2), pages 138-145, May.
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• David Martinez-Miera & Rafael Repullo, 2010. "Does Competition Reduce the Risk of Bank Failure?," The Review of Financial Studies, Society for Financial Studies, vol. 23(10), pages 3638-3664, October.
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• Bikbov, Ruslan & Chernov, Mikhail, 2013. "Monetary policy regimes and the term structure of interest rates," Journal of Econometrics, Elsevier, vol. 174(1), pages 27-43.
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• Scheicher, Martin, 2008. "How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches," Working Paper Series 910, European Central Bank.
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• Beck, Guenter W. & Wieland, Volker, 2008. "Central bank misperceptions and the role of money in interest-rate rules," Journal of Monetary Economics, Elsevier, vol. 55(Supplemen), pages 1-17, October.
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• Giuseppe Ferrero & Andrea Nobili, 2009. "Futures Contract Rates as Monetary Policy Forecasts," International Journal of Central Banking, International Journal of Central Banking, vol. 5(2), pages 109-145, June.
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• Nuno Cassola & Claudio Morana, 2008. "Modeling Short-Term Interest Rate Spreads in the Euro Money Market," International Journal of Central Banking, International Journal of Central Banking, vol. 4(4), pages 1-37, December.
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• Elisa Faraglia & Albert Marcet & Andrew Scott, 2008. "Fiscal Insurance and Debt Management in OECD Economies," Economic Journal, Royal Economic Society, vol. 118(527), pages 363-386, March.
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• Glenn D. Rudebusch & Tao Wu, 2008. "A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy," Economic Journal, Royal Economic Society, vol. 118(530), pages 906-926, July.
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• Ray C. Fair, 2008. "Estimating Term Structure Equations Using Macroeconomic Variables," Cowles Foundation Discussion Papers 1634, Cowles Foundation for Research in Economics, Yale University.
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• Philippe Weil, 2008. "Overlapping Generations: The First Jubilee," Journal of Economic Perspectives, American Economic Association, vol. 22(4), pages 115-134, Fall.
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• Carlo Favero & Francesco Giavazzi, 2008. "Should the Euro Area Be Run as a Closed Economy?," American Economic Review, American Economic Association, vol. 98(2), pages 138-145, May.
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• Rocío Betancourt & Hernando Vargas & Norberto Rodríguez., 2008. "Interest Rate Pass-Through in Colombia: a Micro-Banking Perspective," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 45(131), pages 29-58.
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• Rui Castro & Claudio Campanale & Gian Luca Clementi, 2007. "Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences," 2007 Meeting Papers 503, Society for Economic Dynamics.
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• Glen Larsen & Bruce Resnick, 2008. "Return enhancement trading strategies for size based portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 22(1), pages 21-45, March.
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• Aqib Aslam & Emiliano Santoro, 2008. "Bank Lending, Housing and Spreads," Discussion Papers 08-27, University of Copenhagen. Department of Economics, revised Nov 2008.
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• Gollier, Christian, 2009. "Should we Discount the Far-Distant Future at its Lowest Possible Rate?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-14.
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• Giuseppe Marotta, 2008. "Lending interest rate pass-through in the euro area. A data-driven tale," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0012, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
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• Giuseppe Marotta, 2008. "Lending interest rate pass-through in the euro area. A data-driven tale," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 08101, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Groth, Charlotta & Wheeler, Tracy, 2008. "The behaviour of the MPC: Gradualism, inaction and individual voting patterns," Discussion Papers 21, Monetary Policy Committee Unit, Bank of England.
• Romain Houssa & Lasse Bork & Hans Dewachter, 2008. "Identification of Macroeconomic Factors in Large Panels," Working Papers 1010, University of Namur, Department of Economics.
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• Glenn D. Rudebusch & Eric T. Swanson, 2012. "The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 105-143, January.
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• Raphael A. Espinoza & Dimitrios P. Tsomocos, 2008. "Liquidity and Asset Prices," OFRC Working Papers Series 2008fe28, Oxford Financial Research Centre.
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• Pierre van der Eng, 2008. "Capital Formation and Capital Stock in Indonesia, 1950-2007," Departmental Working Papers 2008-24, The Australian National University, Arndt-Corden Department of Economics.
• Adam Kot & Michal Brzoza-Brzezina, 2008. "The Relativity Theory Revisited: Is Publishing Interest Rate Forecasts Really so Valuable?," NBP Working Papers 52, Narodowy Bank Polski.
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• Henriksen, Espen & Kydland, Finn & Sustek, Roman, 2008. "The High Cross-Country Correlations of Prices and Interest Rates," MPRA Paper 10963, University Library of Munich, Germany.
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• Grabowski, Szymon, 2008. "What does a financial system say about future economic growth?," MPRA Paper 11560, University Library of Munich, Germany.
• Lucchetti, Riccardo & Palomba, Giulio, 2008. "Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity," MPRA Paper 11571, University Library of Munich, Germany.
• Olga Susana M. Monteiro & Artur C. B. da Silva Lopes, 2010. "Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 56(3), pages 257-280.
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• Bednarik, Radek, 2008. "Covered Interest Rate Parity: The Case of the Czech Republic," MPRA Paper 14696, University Library of Munich, Germany.
• Farooq Aziz & Muhammad Mahmud & Emad ul Karim, 2008. "An Analytical Review of Different Concepts of Riba (Interest) in the Sub-Continent," KASBIT Business Journals (KBJ), Khadim Ali Shah Bukhari Institute of Technology (KASBIT), vol. 1, pages 36-43, December.
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• Sanchez-Fung, Jose R., 2008. "The day-to-day interbank market, volatility, and central bank intervention in a developing economy," Economics Discussion Papers 2008-2, School of Economics, Kingston University London.
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• William Lin & Shih-Chuan Tsai & David Sun, 2011. "Price informativeness and predictability: how liquidity can help," Applied Economics, Taylor & Francis Journals, vol. 43(17), pages 2199-2217.
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• Bianchetti, Marco, 2008. "Two Curves, One Price :Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves," MPRA Paper 22022, University Library of Munich, Germany, revised 24 Jan 2010.
• Stazka, Agnieszka, 2008. "International parity relations between Poland and Germany: a cointegrated VAR approach," MPRA Paper 24057, University Library of Munich, Germany.
• Parnaudeau, Miia, 2008. "European Business Fluctuations in the Austrian Framework," MPRA Paper 25046, University Library of Munich, Germany.
• Hasan, Mohammad Monirul, 2008. "The macroeconomic determinants of remittances in Bangladesh," MPRA Paper 27744, University Library of Munich, Germany, revised Sep 2010.
• Omay, Tolga, 2008. "The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey," MPRA Paper 28572, University Library of Munich, Germany.
• Cebula, Richard & Yang, Bill, 2008. "Yield to Maturity Is Always Received as Promised: A Reply," MPRA Paper 50122, University Library of Munich, Germany.
• Amarasekara, Chandranath, 2008. "The Impact of Monetary Policy on Economic Growth and Inflation in Sri Lanka," MPRA Paper 64866, University Library of Munich, Germany.
• Pericoli, Marcello & Taboga, Marco, 2012. "Bond risk premia, macroeconomic fundamentals and the exchange rate," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 42-65.
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• Lorde, Troy & Francis, Brian & Waithe, Kimberly & Taylor, Timothy, 2008. "Interest Rate Determination in Small Developing Countries," MPRA Paper 95621, University Library of Munich, Germany.
• Matteo Modena, 2008. "The Term Structure and the Expectations Hypothesis: a Threshold Model," Working Papers 2008_36, Business School - Economics, University of Glasgow.
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• Roman Horvath, 2008. "Monetary Policy Stance and Future Inflation: The Case of Czech Republic," ACTA VSFS, University of Finance and Administration, vol. 2(1), pages 80-106.
• Alan S. Blinder, 2008. "Making Monetary Policy by Committee," Working Papers 1051, Princeton University, Department of Economics, Center for Economic Policy Studies..
• Alan S. Blinder, 2009. "Making Monetary Policy by Committee," International Finance, Wiley Blackwell, vol. 12(2), pages 171-194, August.
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• Mariano Kulish & Daniel Rees, 2008. "Monetary Transmission and the Yield Curve in a Small Open Economy," RBA Research Discussion Papers rdp2008-03, Reserve Bank of Australia.
• Richard Finlay & Mark Chambers, 2009. "A Term Structure Decomposition of the Australian Yield Curve," The Economic Record, The Economic Society of Australia, vol. 85(271), pages 383-400, December.
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• Chernov, Mikhail & Mueller, Philippe, 2012. "The term structure of inflation expectations," Journal of Financial Economics, Elsevier, vol. 106(2), pages 367-394.
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• Isaac Kleshchelski & Nicolas Vincent, 2007. "Robust Equilibrium Yield Curves," Cahiers de recherche 08-02, HEC Montréal, Institut d'économie appliquée.
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• Roman Sustek & Finn Kydland & Espen Henriksen, 2008. "The High Correlations of Prices and Interest Rates across Nations," 2008 Meeting Papers 773, Society for Economic Dynamics.
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• Peresetsky, Anatoly, 2008. "Market Discipline and Deposit Insurance," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 11(3), pages 3-14.
• Penikas, Henry, 2008. "Forecasting for the Bank's Asset-Liability Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 12(4), pages 3-26.
• Sánchez-Fung, José R., 2008. "The day-to-day interbank market, volatility, and central bank intervention in a developing economy," MPRA Paper 15648, University Library of Munich, Germany.
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• Lizarazu, Eddy, 2008. "La indeterminación del nivel de precios cuando el banco central sigue una regla de tasa de interés," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, vol. 0(2), pages 57-78.
• Jan Hanousek & Evžen KoÄ enda & Petr ZemÄ Ã­k, 2008. "Bond Market Emergence," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 7(2), pages 141-168, August.
• Tesfaselassie, M.F. & Schaling, E., 2010. "Managing disinflation under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(12), pages 2568-2577, December.
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• Raphael A. Espinoza & Dimitrios P. Tsomocos, 2008. "Liquidity and Asset Prices," Economics Series Working Papers 2008fe28, University of Oxford, Department of Economics.
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• Mark J. Holmes & Ping Wang, 2008. "Real Convergence and Regime-Switching Among EU Accession Countries," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 6(1), pages 9-27.
• Orlowski, Lucjan T., 2010. "Monetary policy rules for convergence to the Euro," Economic Systems, Elsevier, vol. 34(2), pages 148-159, June.
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• Dong Heon Kim, 2008. "Another Look at Yield Spreads: The Role of Liquidity," Southern Economic Journal, Southern Economic Association, vol. 74(4), pages 952-970, April.
• Zijun Wang & Andrew J. Rettenmaier, 2008. "Deficits, Explicit Debt, Implicit Debt, and Interest Rates: Some Empirical Evidence," Southern Economic Journal, Southern Economic Association, vol. 75(1), pages 208-222, July.
• John Taylor & John Williams, 2008. "Further Results on a Black Swan in the Money Market," Discussion Papers 07-046, Stanford Institute for Economic Policy Research.
• Beck, Guenter W. & Wieland, Volker, 2008. "Central bank misperceptions and the role of money in interest-rate rules," Journal of Monetary Economics, Elsevier, vol. 55(Supplemen), pages 1-17, October.
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  • Guenter Beck & Volker Wieland, 2008. "Central Bank Misperceptions and the Role of Money in Interest Rate Rules," Discussion Papers 08-004, Stanford Institute for Economic Policy Research.
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• Lengwiler, Yvan & Lenz, Carlos, 2010. "Intelligible factors for the yield curve," Journal of Econometrics, Elsevier, vol. 157(2), pages 481-491, August.
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• Farvaque, Etienne & Matsueda, Norimichi & Méon, Pierre-Guillaume, 2009. "How monetary policy committees impact the volatility of policy rates," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 534-546, December.
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• Erik Ekström & Johan Tysk, 2008. "Convexity theory for the term structure equation," Finance and Stochastics, Springer, vol. 12(1), pages 117-147, January.
• Damir Filipović & Stefan Tappe, 2008. "Existence of Lévy term structure models," Finance and Stochastics, Springer, vol. 12(1), pages 83-115, January.
• Martin Keller-Ressel & Thomas Steiner, 2008. "Yield curve shapes and the asymptotic short rate distribution in affine one-factor models," Finance and Stochastics, Springer, vol. 12(2), pages 149-172, April.
• Semyon Malamud, 2008. "Long run forward rates and long yields of bonds and options in heterogeneous equilibria," Finance and Stochastics, Springer, vol. 12(2), pages 245-264, April.
• Semyon Malamud, 2008. "Universal bounds for asset prices in heterogeneous economies," Finance and Stochastics, Springer, vol. 12(3), pages 411-422, July.
• Anandi Sahu, 2008. "Degrees of tax indexation and nominal interest rates: Effects of inflation on incentives to save and invest," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 32(1), pages 91-104, January.
• Jakob Haan, 2008. "The effect of ECB communication on interest rates: An assessment," The Review of International Organizations, Springer, vol. 3(4), pages 375-398, December.
• Claus Brand & Daniel Buncic & Jarkko Turunen, 2010. "The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve," Journal of the European Economic Association, MIT Press, vol. 8(6), pages 1266-1298, December.
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• Tigran Poghosyan & Evžen KoÄenda & Petr ZemÄik, 2008. "Modeling Foreign Exchange Risk Premium in Armenia," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 44(1), pages 41-61, January.
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• Dilip Nachane & Jose Clavel, 2008. "Forecasting interest rates: a comparative assessment of some second-generation nonlinear models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(5), pages 493-514.
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• Wolfgang Lemke & Theofanis Archontakis, 2008. "Bond pricing when the short-term interest rate follows a threshold process," Quantitative Finance, Taylor & Francis Journals, vol. 8(8), pages 811-822.
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• Zelal Aktas & Harun Alp & Refet Gurkaynak & Mehtap Kesriyeli & Musa Orak, 2008. "Turkiye�de Para Politikasinin Aktarimi:Para Politikasinin Mali Piyasalara Etkisi," Working Papers 0811, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Lorenzo Pozzi & Guido Wolswijk, 2008. "Have Euro Area Government Bond Risk Premia Converged To Their Common State?," Tinbergen Institute Discussion Papers 08-042/2, Tinbergen Institute, revised 07 Sep 2009.
• Frank A. G. den Butter & Pieter W. Jansen, 2013. "Beating the random walk: a performance assessment of long-term interest rate forecasts," Applied Financial Economics, Taylor & Francis Journals, vol. 23(9), pages 749-765, May.
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• Paul Evans & Xiaojun Wang, 2008. "A Tale of Two Effects," The Review of Economics and Statistics, MIT Press, vol. 90(1), pages 147-157, February.
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• Giuliana Passamani, 2008. "The process of convergence towards the euro for the Visegrad-4 countries," Department of Economics Working Papers 0825, Department of Economics, University of Trento, Italia.
• Edgar A. Ghossoub & Robert Reed & Thanarak Laosuthi, 2008. "The Role of Financial Sector Competition for Monetary Policy," Working Papers 0069, College of Business, University of Texas at San Antonio.
• Diewert, Erwin, 2008. "Changes in the Terms of Trade and Canada's Productivity Performance," Economics working papers diewert-08-03-11-11-03-49, Vancouver School of Economics, revised 18 Jul 2008.
• Driffill, John & Sola, Martin & Kenc, Turalay & Spagnolo, Fabio, 2004. "On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts," CEPR Discussion Papers 4165, C.E.P.R. Discussion Papers.
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• Philippe Weil, 2008. "Overlapping Generations: The First Jubilee," Journal of Economic Perspectives, American Economic Association, vol. 22(4), pages 115-134, Fall.
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• Kerstin Bernoth & Guntram B. Wolff, 2008. "Fool The Markets? Creative Accounting, Fiscal Transparency And Sovereign Risk Premia," Scottish Journal of Political Economy, Scottish Economic Society, vol. 55(4), pages 465-487, September.
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• Robert Pollin, 2008. "Considerations on Interest Rate Exogeneity," Working Papers wp177, Political Economy Research Institute, University of Massachusetts at Amherst.
• Nimark, Kristoffer, 2008. "Monetary policy with signal extraction from the bond market," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1389-1400, November.
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• Leo Krippner, 2008. "A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models," Research Paper Series 226, Quantitative Finance Research Centre, University of Technology, Sydney.
• Ivana Stešević, 2008. "Econometric Model of Interest Rates on Deposits in Montenegro," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 55(3), pages 383-398, September.
• Ivana Stešević, 2008. "Econometric Model of Interest Rates on Deposits in Montenegro," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 55(3), pages 383-398.
• Elisa Faraglia & Albert Marcet & Andrew Scott, 2008. "Fiscal Insurance and Debt Management in OECD Economies," Economic Journal, Royal Economic Society, vol. 118(527), pages 363-386, March.
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• GlennD. Rudebusch & Tao Wu, 2008. "A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy," Economic Journal, Royal Economic Society, vol. 118(530), pages 906-926, July.
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• Peter Hördahl & Oreste Tristani & David Vestin, 2008. "The Yield Curve and Macroeconomic Dynamics," Economic Journal, Royal Economic Society, vol. 118(533), pages 1937-1970, November.
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• Dong Heon Kim, 2008. "Another Look at Yield Spreads: The Role of Liquidity," Southern Economic Journal, John Wiley & Sons, vol. 74(4), pages 952-970, April.
• Zijun Wang & Andrew J. Rettenmaier, 2008. "Deficits, Explicit Debt, Implicit Debt, and Interest Rates: Some Empirical Evidence," Southern Economic Journal, John Wiley & Sons, vol. 75(1), pages 208-222, July.
• Castro, Vitor, 2008. "Are Central Banks following a linear or nonlinear (augmented) Taylor rule?," Economic Research Papers 269883, University of Warwick - Department of Economics.
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• Tomás Slacík, 2008. "(How) Will the Euro Affect Inflation in the Czech Republic? A contribution to the current debate," FIW Working Paper series 018, FIW.
• Arghyrou, Michael G. & Gadea, Maria Dolores, 2012. "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Journal of Policy Modeling, Elsevier, vol. 34(1), pages 16-34.
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• Schulze, Klaas, 2008. "Asymptotic Maturity Behavior of the Term Structure," Bonn Econ Discussion Papers 11/2008, University of Bonn, Bonn Graduate School of Economics (BGSE).
• Schulz, Alexander & Wolff, Guntram B., 2008. "The German sub-national government bond market: evolution, yields and liquidity," Discussion Paper Series 1: Economic Studies 2008,06, Deutsche Bundesbank.
• Tang, Dragon Yongjun & Yan, Hong, 2010. "Market conditions, default risk and credit spreads," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 743-753, April.
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• Scheicher, Martin & Raunig, Burkhard, 2008. "A value at risk analysis of cedit default swaps," Working Paper Series 968, European Central Bank.
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• Volker Wieland, 2009. "Learning, Endogenous Indexation, and Disinflation in the New-Keynesian Model," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 11, pages 413-450, Central Bank of Chile.
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• Beck, Guenter W. & Wieland, Volker, 2008. "Central bank misperceptions and the role of money in interest-rate rules," Journal of Monetary Economics, Elsevier, vol. 55(Supplemen), pages 1-17, October.
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  • Wieland, Volker & Beck, Günter W., 2008. "Central Bank misperceptions and the role of money in interest rate rules," Working Paper Series 967, European Central Bank.
  • Guenter Beck & Volker Wieland, 2008. "Central bank misperceptions and the role of money in interest rate rules," Working Paper Research 147, National Bank of Belgium.
  • Wieland, Volker & Beck, Günter, 2008. "Central Bank Misperceptions and the Role of Money in Interest Rate Rules," CEPR Discussion Papers 6947, C.E.P.R. Discussion Papers.
• Giese, Julia V., 2008. "Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-20.
  • Giese, Julia V., 2008. "Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model," Economics Discussion Papers 2008-13, Kiel Institute for the World Economy (IfW Kiel).
• Giese, Julia V., 2008. "Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-20.
  • Giese, Julia V., 2008. "Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model," Economics Discussion Papers 2008-13, Kiel Institute for the World Economy (IfW Kiel).
• Tesfaselassie, M.F. & Schaling, E., 2010. "Managing disinflation under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(12), pages 2568-2577, December.
  • Mewael F. Tesfaselassie & Eric Schaling, 2008. "Managing Disinflation under Uncertainty," CDMA Conference Paper Series 0812, Centre for Dynamic Macroeconomic Analysis.
  • M.F. Tesfaselassie & E. Schaling, 2010. "Managing disinflation under uncertainty," Post-Print hal-00743847, HAL.
  • Tesfaselassie, Mewael F. & Schaling, Eric, 2008. "Managing disinflation under uncertainty," Kiel Working Papers 1429, Kiel Institute for the World Economy (IfW Kiel).
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2008. "Adaptive forecasting of the EURIBOR swap term structure," SFB 649 Discussion Papers 2008-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2008. "A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure," SFB 649 Discussion Papers 2008-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Nautz, Dieter & Schmidt, Sandra, 2009. "Monetary policy implementation and the federal funds rate," Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1274-1284, July.
  • Nautz, Dieter & Schmidt, Sandra, 2008. "Monetary Policy Implementation and the Federal Funds Rate," ZEW Discussion Papers 08-025, ZEW - Leibniz Centre for European Economic Research.

2007

• Raffaele Passaro, 2007. "The Predictive Power of Interest Rates Spread for Economic Activity," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 81-112, November-.
• Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2009. "Anticipated fiscal policy and adaptive learning," Journal of Monetary Economics, Elsevier, vol. 56(7), pages 930-953, October.
  • Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2007. "Anticipated Fiscal Policy and Adaptive Learning," CEPR Discussion Papers 6216, C.E.P.R. Discussion Papers.
  • George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2007. "Anticipated Fiscal Policy and Adaptive Learning," CDMA Working Paper Series 200717, Centre for Dynamic Macroeconomic Analysis.
  • George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2007. "Anticipated Fiscal Policy and Adaptive Learning," University of Oregon Economics Department Working Papers 2007-5, University of Oregon Economics Department, revised 13 Dec 2008.
  • Evans, G.W. & Honkapohja ,S. & Mitra, K., 2007. "Anticipated Fiscal Policy and Adaptive Learning," Cambridge Working Papers in Economics 0705, Faculty of Economics, University of Cambridge.
• Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2006. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," OFRC Working Papers Series 2006fe15, Oxford Financial Research Centre.
  • Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2007. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," OFRC Working Papers Series 2007fe01, Oxford Financial Research Centre.
  • Raphael Espinoza & Dimitrios Tsomocos & Charles Goodhart, 2007. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," FMG Discussion Papers dp583, Financial Markets Group.
  • Raphael A. Espinoza & Dimitrios P Tsomocos & A.E. Goodhart, 2007. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," Economics Series Working Papers 2007-FE-01, University of Oxford, Department of Economics.
  • Espinoza, Raphael A. & Goodhart, Charles & Tsomocos, Dimitrios P., 2007. "Endogenous state prices, liquidity, default, and the yield curve," LSE Research Online Documents on Economics 24479, London School of Economics and Political Science, LSE Library.
• Favero, Carlo & Pagano, Marco & von Thadden, Ernst-Ludwig, 2010. "How Does Liquidity Affect Government Bond Yields?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(1), pages 107-134, February.
  • Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden, 2007. "How Does Liquidity Affect Government Bond Yields?," Working Papers 323, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • von Thadden, Ernst-Ludwig & Pagano, Marco & Favero, Carlo A., 2008. "How Does Liquidity Affect Government Bond Yields?," CEPR Discussion Papers 6649, C.E.P.R. Discussion Papers.
  • Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden, 2007. "How Does Liquidity Affect Government Bond Yields?," CSEF Working Papers 181, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Friedrich Heinemann & Katrin Ullrich, 2007. "Does it Pay to Watch Central Bankers’ Lips? The Information Content of ECB Wording," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(II), pages 155-185, June.
  • Heinemann, Friedrich & Ullrich, Katrin, 2005. "Does it Pay to Watch Central Bankers' Lips? The Information Content of ECB Wording," ZEW Discussion Papers 05-70, ZEW - Leibniz Centre for European Economic Research.
• Hans J. Skaug & Jun Yu, 2007. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers CoFie-01-2007, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  • Hans J. Skaug & Jun Yu, 2009. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers 15-2009, Singapore Management University, School of Economics.
  • Jun Yu, 2007. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers 01-2007, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
• Jun Yu, 2007. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers 01-2007, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  • Hans J. Skaug & Jun Yu, 2009. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers 15-2009, Singapore Management University, School of Economics.
  • Hans J. Skaug & Jun Yu, 2007. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers CoFie-01-2007, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
• Hans-Jürg Büttler, 2007. "An Orthogonal Polynomial Approach to Estimate the Term Structure of Interest Rates," Working Papers 2007-08, Swiss National Bank.
• Jean-Marc Natal & Nicolas Stoffels, 2007. "Globalization, markups and the natural rate of interest," Working Papers 2007-14, Swiss National Bank.
• Marie Briere & Florian Ielpo, 2007. "Yield curve reaction to macroeconomic news in Europe :disentangling the US influence," Working Papers CEB 07-038.RS, ULB -- Universite Libre de Bruxelles.
• Takamitsu Kurita, 2007. "A dynamic econometric system for the real yen–dollar rate," Empirical Economics, Springer, vol. 33(1), pages 115-149, July.
• Karsten Ruth, 2007. "Interest rate reaction functions for the euro area," Empirical Economics, Springer, vol. 33(3), pages 541-569, November.
• Leif Andersen & Vladimir Piterbarg, 2007. "Moment explosions in stochastic volatility models," Finance and Stochastics, Springer, vol. 11(1), pages 29-50, January.
• Jacek Jakubowski & Jerzy Zabczyk, 2007. "Exponential moments for HJM models with jumps," Finance and Stochastics, Springer, vol. 11(3), pages 429-445, July.
• Claudio Campanale & Rui Castro & Gian Luca Clementi, 2010. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 379-402, April.
  • Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Paper series 07_07, Rimini Centre for Economic Analysis.
  • CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "Asset Pricing in a Production Economy with Chew–Dekel Preferences," Cahiers de recherche 2009-09, Universite de Montreal, Departement de sciences economiques.
  • CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Cahiers de recherche 10-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Papers 07-12, New York University, Leonard N. Stern School of Business, Department of Economics.
• David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(1), pages 293-329.
  • David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," NBER Working Papers 13419, National Bureau of Economic Research, Inc.
  • David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," Working Papers 07-21, New York University, Leonard N. Stern School of Business, Department of Economics.
  • David K. Backus & Jonathan H. Wright, 2007. "Cracking the conundrum," Finance and Economics Discussion Series 2007-46, Board of Governors of the Federal Reserve System (U.S.).
• Ansgar Belke & Thorsten Polleit, 2007. "How the ECB and the US Fed set interest rates," Applied Economics, Taylor & Francis Journals, vol. 39(17), pages 2197-2209.
  • Belke, Ansgar & Polleit, Thorsten, 2006. "How the ECB and US Fed set interest rates," Frankfurt School - Working Paper Series 72, Frankfurt School of Finance and Management.
  • Ansgar Belke & Thorsten Polleit, 2006. "How the ECB and the US Fed Set Interest Rates," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 269/2006, Department of Economics, University of Hohenheim, Germany.
• Leonardo Gambacorta & S. Iannotti, 2007. "Are there asymmetries in the response of bank interest rates to monetary shocks?," Applied Economics, Taylor & Francis Journals, vol. 39(19), pages 2503-2517.
  • Leonardo Gambacorta & Simonetta Iannotti, 2005. "Are there asymmetries in the response of bank interest rates monetary shocks?," Temi di discussione (Economic working papers) 566, Bank of Italy, Economic Research and International Relations Area.
• De Pooter, Michiel & Ravazzolo, Francesco & van Dijk, Dick, 2006. "Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information," MPRA Paper 2512, University Library of Munich, Germany, revised 03 Mar 2007.
  • Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk, 2007. "Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information," Tinbergen Institute Discussion Papers 07-028/4, Tinbergen Institute.
• Siem Jan Koopman & Max I.P. Mallee & Michel van der Wel, 2007. "Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters," Tinbergen Institute Discussion Papers 07-095/4, Tinbergen Institute.
• Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2007. "Central Bank forecasts and disclosure policy: Why it pays to be optimistic," European Journal of Political Economy, Elsevier, vol. 23(1), pages 30-50, March.
  • Eijffinger, S.C.W. & Tesfaselassie, M.F., 2005. "Central Bank Forecasts and Disclosure Policy : Why it Pays to be Optimistic," Other publications TiSEM 7f9abf44-b1ec-45ff-88c4-7, Tilburg University, School of Economics and Management.
  • Eijffinger, S.C.W. & Tesfaselassie, M.F., 2007. "Central bank forecasts and disclosure policy : Why it pays to be optimisitic," Other publications TiSEM 22defe88-78bb-439d-9a38-8, Tilburg University, School of Economics and Management.
  • Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2005. "Central Bank Forecasts and Disclosure Policy: Why it Pays to be Optimistic," CEPR Discussion Papers 4854, C.E.P.R. Discussion Papers.
• Guenter W. Beck & Volker Wieland, 2007. "Money in Monetary Policy Design: A Formal Characterization of ECB-Style Cross-Checking," Journal of the European Economic Association, MIT Press, vol. 5(2-3), pages 524-533, 04-05.
  • Wieland, Volker & Beck, Günter, 2007. "Money in Monetary Policy Design: A Formal Characterization of ECB-Style Cross-Checking," CEPR Discussion Papers 6097, C.E.P.R. Discussion Papers.
• Arief Ramayandi, 2007. "Approximating Monetary Policy: Case Study for the ASEAN-5," Working Papers in Economics and Development Studies (WoPEDS) 200707, Department of Economics, Padjadjaran University, revised Aug 2007.
• Balázs Egert, 2007. "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," CESifo Working Paper Series 2127, CESifo.
  • Balazs Egert, 2007. "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," William Davidson Institute Working Papers Series wp895, William Davidson Institute at the University of Michigan.
  • Balázs Égert, 2007. "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," Working Papers 138, Oesterreichische Nationalbank (Austrian Central Bank).
• René Garcia & Richard Luger, 2007. "The Canadian macroeconomy and the yield curve: an equilibrium-based approach," Canadian Journal of Economics, Canadian Economics Association, vol. 40(2), pages 561-583, May.
  • René Garcia & Richard Luger, 2007. "The Canadian macroeconomy and the yield curve: an equilibrium‐based approach," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(2), pages 561-583, May.
  • René Garcia & Richard Luger, 2005. "The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach," Staff Working Papers 05-36, Bank of Canada.
• Diego Romero-Ávila, 2007. "Unit roots and persistence in the nominal interest rate: a confirmatory analysis applied to the OECD," Canadian Journal of Economics, Canadian Economics Association, vol. 40(3), pages 980-1007, August.
  • Diego Romero‐Ávila, 2007. "Unit roots and persistence in the nominal interest rate: a confirmatory analysis applied to the OECD," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(3), pages 980-1007, August.
• John Duffy & Wei Xiao, 2007. "The Value of Interest Rate Stabilization Policies When Agents Are Learning," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 2041-2056, December.
  • John Duffy & Wei Xiao, 2007. "The Value of Interest Rate Stabilization Policies When Agents Are Learning," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 2041-2056, December.
  • Duffy, John & Xiao, Wei, 2004. "The value of interest rate stabilization polices when agents are learning," Working Papers 2004-02, University of New Orleans, Department of Economics and Finance.
• Szymon Grabowski, 2007. "Real economic activity and state of financial markets," Working Papers 7, Department of Applied Econometrics, Warsaw School of Economics.
• Carl Chiarella & Christina Nikitopoulos Sklibosios & Erik Schlögl, 2007. "A Markovian Defaultable Term Structure Model With State Dependent Volatilities," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 155-202.
  • Carl Chiarella & Erik Schlögl & Christina Nikitopoulos-Sklibosios, 2004. "A Markovian Defaultable Term Structure Model with State Dependent Volatilities," Research Paper Series 135, Quantitative Finance Research Centre, University of Technology, Sydney.
• Carl Chiarella & Christina Nikitopoulos Sklibosios & Erik Schlögl, 2007. "A Markovian Defaultable Term Structure Model With State Dependent Volatilities," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 155-202.
  • Carl Chiarella & Erik Schlögl & Christina Nikitopoulos-Sklibosios, 2004. "A Markovian Defaultable Term Structure Model with State Dependent Volatilities," Research Paper Series 135, Quantitative Finance Research Centre, University of Technology, Sydney.
• Thomas W Epps, 2007. "Pricing Derivative Securities," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6243, February.
• Yi Tang & Bin Li, 2007. "Introduction to Counterparty Credit Risk," World Scientific Book Chapters, in: Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market, chapter 1, pages 3-36, World Scientific Publishing Co. Pte. Ltd..
• Yi Tang & Bin Li, 2007. "Martingale Arbitrage Pricing in Real Market," World Scientific Book Chapters, in: Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market, chapter 2, pages 37-122, World Scientific Publishing Co. Pte. Ltd..
• Yi Tang & Bin Li, 2007. "The Black-Scholes Framework and Extensions," World Scientific Book Chapters, in: Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market, chapter 3, pages 123-152, World Scientific Publishing Co. Pte. Ltd..
• Yi Tang & Bin Li, 2007. "Martingale Resampling and Interpolation," World Scientific Book Chapters, in: Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market, chapter 4, pages 153-211, World Scientific Publishing Co. Pte. Ltd..
• Yi Tang & Bin Li, 2007. "Introduction to Interest Rate Term Structure Modeling," World Scientific Book Chapters, in: Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market, chapter 5, pages 212-217, World Scientific Publishing Co. Pte. Ltd..
• Yi Tang & Bin Li, 2007. "The Heath-Jarrow-Morton Framework," World Scientific Book Chapters, in: Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market, chapter 6, pages 218-248, World Scientific Publishing Co. Pte. Ltd..
• Yi Tang & Bin Li, 2007. "The Interest Rate Market Model," World Scientific Book Chapters, in: Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market, chapter 7, pages 249-326, World Scientific Publishing Co. Pte. Ltd..
• Yi Tang & Bin Li, 2007. "Credit Risk Modeling and Pricing," World Scientific Book Chapters, in: Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market, chapter 8, pages 327-385, World Scientific Publishing Co. Pte. Ltd..
• Yi Tang & Bin Li, 2007. "Simple Interest Rate Products," World Scientific Book Chapters, in: Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market, chapter 9, pages 389-396, World Scientific Publishing Co. Pte. Ltd..
• Yi Tang & Bin Li, 2007. "Yield Curve Modeling," World Scientific Book Chapters, in: Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market, chapter 10, pages 397-410, World Scientific Publishing Co. Pte. Ltd..
• Yi Tang & Bin Li, 2007. "Two-Factor Risk Model," World Scientific Book Chapters, in: Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market, chapter 11, pages 411-433, World Scientific Publishing Co. Pte. Ltd..
• Yi Tang & Bin Li, 2007. "The Holy Grail — Two-Factor Interest Rate Arbitrage," World Scientific Book Chapters, in: Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market, chapter 12, pages 434-439, World Scientific Publishing Co. Pte. Ltd..
• Yi Tang & Bin Li, 2007. "Yield Decomposition Model," World Scientific Book Chapters, in: Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market, chapter 13, pages 440-449, World Scientific Publishing Co. Pte. Ltd..
• Yi Tang & Bin Li, 2007. "Inflation Linked Instruments Modeling," World Scientific Book Chapters, in: Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market, chapter 14, pages 450-460, World Scientific Publishing Co. Pte. Ltd..
• Yi Tang & Bin Li, 2007. "Interest Rate Proprietary Trading Strategies," World Scientific Book Chapters, in: Quantitative Analysis, Derivatives Modeling, And Trading Strategies In the Presence of Counterparty Credit Risk for the Fixed-Income Market, chapter 15, pages 461-478, World Scientific Publishing Co. Pte. Ltd..
• T W Epps, 2007. "Introduction and Overview," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 1, pages 3-20, World Scientific Publishing Co. Pte. Ltd..
• T W Epps, 2007. "Mathematical Preparation," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 2, pages 21-92, World Scientific Publishing Co. Pte. Ltd..
• T W Epps, 2007. "Tools for Continuous-Time Models," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 3, pages 93-137, World Scientific Publishing Co. Pte. Ltd..
• T W Epps, 2007. "Dynamics-Free Pricing," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 4, pages 141-173, World Scientific Publishing Co. Pte. Ltd..
• T W Epps, 2007. "Pricing under Bernoulli Dynamics," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 5, pages 174-246, World Scientific Publishing Co. Pte. Ltd..
• T W Epps, 2007. "Black-Scholes Dynamics," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 6, pages 247-291, World Scientific Publishing Co. Pte. Ltd..
• T W Epps, 2007. "American Options and “Exotics”," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 7, pages 292-366, World Scientific Publishing Co. Pte. Ltd..
• T W Epps, 2007. "Models with Uncertain Volatility," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 8, pages 367-400, World Scientific Publishing Co. Pte. Ltd..
• T W Epps, 2007. "Discontinuous Processes," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 9, pages 401-456, World Scientific Publishing Co. Pte. Ltd..
• T W Epps, 2007. "Interest-Rate Dynamics," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 10, pages 457-524, World Scientific Publishing Co. Pte. Ltd..
• T W Epps, 2007. "Simulation," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 11, pages 527-576, World Scientific Publishing Co. Pte. Ltd..
• T W Epps, 2007. "Solving P.D.E.s Numerically," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 12, pages 577-594, World Scientific Publishing Co. Pte. Ltd..
• T W Epps, 2007. "Programs," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 13, pages 595-604, World Scientific Publishing Co. Pte. Ltd..
• Sadayuki Ono, 2007. "Term Structure Dynamics in a Monetary Economy with Learning," Discussion Papers 07/29, Department of Economics, University of York.
• Wei Xiong & Hongjun Yan, 2010. "Heterogeneous Expectations and Bond Markets," Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1433-1466, April.
  • Wei Xiong & Hongjun Yan, 2006. "Heterogeneous Expectations and Bond Markets," NBER Working Papers 12781, National Bureau of Economic Research, Inc.
  • Wei Xiong & Hongjun Yan & Review Financial, 2007. "Heterogeneous Expectations and Bond Markets," Yale School of Management Working Papers amz2614, Yale School of Management, revised 01 Jun 2009.
• Wei Xiong & Hongjun Yan, 2010. "Heterogeneous Expectations and Bond Markets," The Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1433-1466, April.
  • Wei Xiong & Hongjun Yan, 2006. "Heterogeneous Expectations and Bond Markets," NBER Working Papers 12781, National Bureau of Economic Research, Inc.
  • Wei Xiong & Hongjun Yan & Review Financial, 2007. "Heterogeneous Expectations and Bond Markets," Yale School of Management Working Papers amz2614, Yale School of Management, revised 01 Jun 2009.
• Jesús Crespo-Cuaresma & Tomas Slacik, 2007. "An "Almost-Too-Late" Warning Mechanism For Currency Crises," Working Papers 2007-10, Faculty of Economics and Statistics, Universität Innsbruck.
  • Crespo Cuaresma, Jesús & Slacik, Tomás, 2007. "An "almost-too-late" warning mechanism for currency crises," BOFIT Discussion Papers 4/2007, Bank of Finland Institute for Emerging Economies (BOFIT).
• Balazs Egert & Carol Leonard, 2008. "Dutch Disease Scare in Kazakhstan: Is it real?," Open Economies Review, Springer, vol. 19(2), pages 147-165, April.
  • Balazs Egert & Carol S. Leonard, 2007. "Dutch Disease Scare in Kazakhstan: Is it real?," CESifo Working Paper Series 1961, CESifo.
  • Égert, Balázs & Leonard, Carol S., 2007. "Dutch desease scare in Kazakhstan: is it real?," BOFIT Discussion Papers 9/2007, Bank of Finland Institute for Emerging Economies (BOFIT).
  • Bal??zs ??gert & Carol S. Leonard, 2007. "Dutch Disease Scare in Kazakhstan: Is It Real?," William Davidson Institute Working Papers Series wp866, William Davidson Institute at the University of Michigan.
• Juha Seppala & Federico Ravenna, 2007. "Monetary Policy, Expected Inflation, and Inflation Risk Premium," 2007 Meeting Papers 513, Society for Economic Dynamics.
  • Ravenna, Federico & Seppälä, Juha, 2007. "Monetary policy, expected inflation and inflation risk premia," Bank of Finland Research Discussion Papers 18/2007, Bank of Finland.
• Kempa, Michal, 2007. "What determines commercial banks' demand for reserves in the interbank market?," Bank of Finland Research Discussion Papers 30/2007, Bank of Finland.
• Theofanis Archontakis & Wolfgang Lemke, 2008. "Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 37(1), pages 75-117, February.
  • Archontakis, Theofanis & Lemke, Wolfgang, 2007. "Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure," Discussion Paper Series 1: Economic Studies 2007,02, Deutsche Bundesbank.
• Gerberding, Christina & Seitz, Franz & Worms, Andreas, 2007. "Money-based interest rate rules: lessons from German data," Discussion Paper Series 1: Economic Studies 2007,06, Deutsche Bundesbank.
• Lemke, Wolfgang, 2008. "An affine macro-finance term structure model for the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 19(1), pages 41-69, March.
  • Lemke, Wolfgang, 2007. "An affine macro-finance term structure model for the euro area," Discussion Paper Series 1: Economic Studies 2007,13, Deutsche Bundesbank.
• Beck, Günter W. & Wieland, Volker, 2006. "Money in monetary policy design under uncertainty: The two-pillar Phillips curve versus ECB-style cross-checking," CFS Working Paper Series 2007/17, Center for Financial Studies (CFS).
  • Beck, Günter W. & Wieland, Volker, 2007. "Money in monetary policy design under uncertainty: the Two-Pillar Phillips Curve versus ECB-style cross-checking," Discussion Paper Series 1: Economic Studies 2007,20, Deutsche Bundesbank.
  • Wieland, Volker & Beck, Günter, 2007. "Money in Monetary Policy Design under Uncertainty: The Two-Pillar Phillips Curve versus ECB-Style Cross-Checking," CEPR Discussion Papers 6098, C.E.P.R. Discussion Papers.
• Scharnagl, Michael & Gerberding, Christina & Seitz, Franz, 2007. "Simple interest rate rules with a role for money," Discussion Paper Series 1: Economic Studies 2007,31, Deutsche Bundesbank.
• Lenza, Michele, 2007. "Monetary policy and core inflation," Working Paper Series 837, European Central Bank.
  • Lenza, Michele, 2007. "Monetary policy and core inflation," Discussion Paper Series 1: Economic Studies 2007,35, Deutsche Bundesbank.
• Hogrefe, Jens, 2007. "The yield spread and GDP growth - Time Varying Leading Properties and the Role of Monetary Policy," Economics Working Papers 2007-12, Christian-Albrechts-University of Kiel, Department of Economics.
• Harm Bandholz & Jorg Clostermann & Franz Seitz, 2009. "Explaining the US bond yield conundrum," Applied Financial Economics, Taylor & Francis Journals, vol. 19(7), pages 539-550.
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• Tesfaselassie, Mewael F., 2007. "Shifts in the inflation target and communication of central bank forecasts," Kiel Working Papers 1319, Kiel Institute for the World Economy (IfW Kiel).
• Linzert, Tobias & Schmidt, Sandra, 2007. "What Explains the Spread Between the Euro Overnight Rate and the ECB's Policy Rate?," ZEW Discussion Papers 07-076, ZEW - Leibniz Centre for European Economic Research.
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• Gonzalo Fernández de Córdoba & José L. Torres, 2007. "Fiscal Harmonization in the Presence of Public Inputs," Economic Working Papers at Centro de Estudios Andaluces E2007/08, Centro de Estudios Andaluces.
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• Xu, Hai Yan & Ward, Bert D. & Nartea, Gilbert V., 2007. "An Empirical Study of the Chinese Short-Term Interest Rate: A Comparison of the Predictive Power of Rival One-Factor Models," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 3(01-2), pages 1-18.
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• Claude Lavoie & Hope Pioro, 2007. "The Zero Bound on Nominal Interest Rates: Implications for the Optimal Monetary Policy in Canada," Discussion Papers 07-1, Bank of Canada.
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• Roberto Blanco & Fernando Restoy, 2011. "Have Real Interest Rates Really Fallen That Much In Spain?," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 19(1), pages 153-170, Spring.
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• Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2008. "La tasa de interés natural en Colombia," Investigación Conjunta-Joint Research, in: Centro de Estudios Monetarios Latinoamericanos (CEMLA) (ed.), Estimación y Uso de Variables no Observables en la Región, edition 1, volume 1, chapter 7, pages 164-201, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
  • Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2007. "La tasa de interés natural en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(54), pages 44-89, June.
  • Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2007. "La Tasa de Interés Natural en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 25(54), pages 44-89, June.
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• Gabrielli, D. & Housni-Fellah, M. & Oung, V., 2007. "Les incidences de la réforme de l’usure sur les modalités de financement des PME," Bulletin de la Banque de France, Banque de France, issue 157, pages 20-24.
• Gabrielli, D., 2007. "L’accès des PME aux financements bancaires," Bulletin de la Banque de France, Banque de France, issue 165, pages 21-29.
• Elisa Faraglia & Albert Marcet & Andrew Scott, 2008. "Fiscal Insurance and Debt Management in OECD Economies," Economic Journal, Royal Economic Society, vol. 118(527), pages 363-386, March.
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• Uri Ben-Zion & Jan Pieter Krahnen & TAL SHAVIT, 2007. "Subjective Evaluation Of Delayed Risky Outcomes: An Experimental Approach," Working Papers 0709, Ben-Gurion University of the Negev, Department of Economics.
• David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(1), pages 293-329.
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• Don H Kim & Athanasios Orphanides, 2007. "The bond market term premium: what is it, and how can we measure it?," BIS Quarterly Review, Bank for International Settlements, June.
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• Nobuyuki Oda & Kazuo Ueda, 2007. "The Effects Of The Bank Of Japan'S Zero Interest Rate Commitment And Quantitative Monetary Easing On The Yield Curve: A Macro‐Finance Approach," The Japanese Economic Review, Japanese Economic Association, vol. 58(3), pages 303-328, September.
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• Ravenna, Federico & Seppälä, Juha, 2007. "Monetary policy, expected inflation and inflation risk premia," Research Discussion Papers 18/2007, Bank of Finland.
• Kempa, Michal, 2007. "What determines commercial banks' demand for reserves in the interbank market?," Research Discussion Papers 30/2007, Bank of Finland.
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• Nobuyuki Oda & Takashi Suzuki, 2007. "A Macro-Finance Analysis of the Term Structure and Monetary Policy in Japan: Using a Model with Time-Variant Equilibrium Rates of Real Interest and Inflation and with the Zero Lower Bound of Nominal I," Bank of Japan Working Paper Series 07-E-17, Bank of Japan.
• Hibiki Ichiue & Yoichi Ueno, 2007. "Equilibrium Interest Rate and the Yield Curve in a Low Interest Rate Environment," Bank of Japan Working Paper Series 07-E-18, Bank of Japan.
• Pornpinun Chantapacdepong, 2007. "Determinants of the time varying risk premia," Bristol Economics Discussion Papers 07/597, School of Economics, University of Bristol, UK.
• Fatima Sol Murta, 2007. "The Money Market Daily Session :an UHF-GARCH Model Applied to the Portuguese Case Before and After the Introduction Of the Minimum Reserve System of the Single Monetary Policy," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 50(3), pages 285-314.
• Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2009. "Anticipated fiscal policy and adaptive learning," Journal of Monetary Economics, Elsevier, vol. 56(7), pages 930-953, October.
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• Montoro, Carlos, 2007. "Monetary policy committees and interest rate smoothing," LSE Research Online Documents on Economics 19752, London School of Economics and Political Science, LSE Library.
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• Dean Karlan & Jonathan Zinman, 2007. "Credit Elasticities in Less-Developed Economies: Implications for Microcredit," Working Papers 110, Center for Global Development.
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• Laurence Booth & George Georgopoulos & Walid Hejazi, 2007. "What drives provincial-Canada yield spreads?," Canadian Journal of Economics, Canadian Economics Association, vol. 40(3), pages 1008-1032, August.
• Diego Romero‐Ávila, 2007. "Unit roots and persistence in the nominal interest rate: a confirmatory analysis applied to the OECD," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(3), pages 980-1007, August.
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• Martin Cincibuch & Matrina Horníková, 2008. "Measuring the Financial Markets’ Perception of EMU Enlargement: The Role of Ambiguity Aversion," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(05-06), pages 210-230, August.
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• Ales Bulir & Katerina Smidkova & Viktor Kotlan & David Navratil, 2007. "Inflation Targeting and Communication: Should the Public Read Inflation Reports or Tea Leaves?," Working Papers 2007/14, Czech National Bank.
• Horváth, Roman, 2009. "The time-varying policy neutral rate in real-time: A predictor for future inflation?," Economic Modelling, Elsevier, vol. 26(1), pages 71-81, January.
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• Juan Camilo Rojas, 2007. "La curva de rendimientos como predictor de expectativas macroeconómicas," Borradores de Investigación 4361, Universidad del Rosario.
• Ramón Abel Castano & David Bardey & Hernán Jaramillo & Mónica Ortegón Andrés Vecino, 2007. "¿Tiene efectos negativos el TLC sobre los precios de los medicamentos y la salud de los colombianos?," Borradores de Investigación 4362, Universidad del Rosario.
• Juan Manuel Julio Román, 2007. "Does The Spot Curve Contain Information On Future Monetary Policy In Colombia?," Borradores de Economia 463, Banco de la Republica de Colombia.
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• Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, 2007. "Cronología de los ciclos de crecimiento recientes en Colombia," Borradores de Economia 464, Banco de la Republica de Colombia.
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• Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2008. "La tasa de interés natural en Colombia," Investigación Conjunta-Joint Research, in: Centro de Estudios Monetarios Latinoamericanos (CEMLA) (ed.), Estimación y Uso de Variables no Observables en la Región, edition 1, volume 1, chapter 7, pages 164-201, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
  • Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2007. "La Tasa de Interés Natural en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 25(54), pages 44-89, June.
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• Guenter W. Beck & Volker Wieland, 2007. "Money in Monetary Policy Design: A Formal Characterization of ECB-Style Cross-Checking," Journal of the European Economic Association, MIT Press, vol. 5(2-3), pages 524-533, 04-05.
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• Carlo A. Favero & Linlin Niu & Luca Sala, 2007. "Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set," Working Papers 318, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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• Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2009. "Anticipated fiscal policy and adaptive learning," Journal of Monetary Economics, Elsevier, vol. 56(7), pages 930-953, October.
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• Fernando A. Broner & Guido Lorenzoni & Sergio L. Schmukler, 2013. "Why Do Emerging Economies Borrow Short Term?," Journal of the European Economic Association, European Economic Association, vol. 11, pages 67-100, January.
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• Elisa Faraglia & Albert Marcet & Andrew Scott, 2008. "Fiscal Insurance and Debt Management in OECD Economies," Economic Journal, Royal Economic Society, vol. 118(527), pages 363-386, March.
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• Schuknecht, Ludger & von Hagen, Jürgen & Wolswijk, Guido, 2009. "Government risk premiums in the bond market: EMU and Canada," European Journal of Political Economy, Elsevier, vol. 25(3), pages 371-384, September.
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• Monfort, A. & Pegoraro, F., 2007. "Switching VARMA Term Structure Models - Extended Version," Working papers 191, Banque de France.
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• Woon Gyu Choi, 2007. "Measuring Interest Rates as Determined by Thrift and Productivity," Annals of Economics and Finance, Society for AEF, vol. 8(1), pages 167-195, May.
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• Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio, 2007. "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(1), pages 81-100, March.
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• Buiter, Willem H. & Sibert, Anne C., 2007. "Deflationary Bubbles," Macroeconomic Dynamics, Cambridge University Press, vol. 11(4), pages 431-454, September.
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• Etienne Farvaque & Norimichi Matsueda & Pierre-Guillaume Méon, 2007. "How committees reduce the volatility of policy rates," DULBEA Working Papers 07-11.RS, ULB -- Universite Libre de Bruxelles.
• SANTOS, Carlos & OLIVEIRA, Maria Alberta, 2007. "Modelling The German Yield Curve And Testing The Lucas Critique, 1975-2001," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 7(1).
• M. Idrees Khawaja & Musleh-Ud Din, 2007. "Determinants of Interest Spread in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 46(2), pages 129-143.
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• Hoon, Hian Teck & Phelps, Edmund S., 2008. "Future fiscal and budgetary shocks," Journal of Economic Theory, Elsevier, vol. 143(1), pages 499-518, November.
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• Cassola, Nuno & Ewerhart, Christian & Morana, Claudio, 2007. "Structural econometric approach to bidding in the main refinancing operations of the Eurosystem," Journal of Financial Transformation, Capco Institute, vol. 19, pages 81-90.
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• Marco Lombardi & Silvia Sgherri, 2007. "(Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate," DNB Working Papers 142, Netherlands Central Bank, Research Department.
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• Reint Gropp & Christoffer Kok & Jung-Duk Lichtenberger, 2014. "The Dynamics of Bank Spreads and Financial Structure," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(04), pages 1-53.
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• Peter Hördahl & Oreste Tristani, 2012. "Inflation Risk Premia In The Term Structure Of Interest Rates," Journal of the European Economic Association, European Economic Association, vol. 10(3), pages 634-657, May.
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• Coffinet, J. & Gouteron, S., 2007. "Euro Area Market Reactions to the Monetary Developments Press Release," Working papers 183, Banque de France.
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• Cassola, Nuno & Ewerhart, Christian & Morana, Claudio, 2007. "Structural econometric approach to bidding in the main refinancing operations of the Eurosystem," Journal of Financial Transformation, Capco Institute, vol. 19, pages 81-90.
  • Nuno Cassola & Christian Ewerhart & Claudio Morana, 2006. "Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem," ICER Working Papers 26-2006, ICER - International Centre for Economic Research.
  • Cassola, Nuno & Ewerhart, Christian & Morana, Claudio, 2007. "Structural econometric approach to bidding in the main refinancing operations of the Eurosystem," Working Paper Series 793, European Central Bank.
• Lombardi, Marco J. & Sgherri, Silvia, 2007. "(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate," Working Paper Series 794, European Central Bank.
• Cappiello, Lorenzo & Mehl, Arnaud, 2007. "Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities," Working Paper Series 801, European Central Bank.
• Benati, Luca & Goodhart, Charles, 2008. "Investigating time-variation in the marginal predictive power of the yield spread," Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1236-1272, April.
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• Oreste Tristani, 2009. "Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1453-1479, October.
  • Oreste Tristani, 2009. "Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1453-1479, October.
  • Tristani, Oreste, 2007. "Model misspecification, the equilibrium natural interest rate and the equity premium," Working Paper Series 808, European Central Bank.
• Ejsing, Jacob & Garcí­a, Juan Angel & Werner, Thomas, 2007. "The term structure of euro area break-even inflation rates: the impact of seasonality," Working Paper Series 830, European Central Bank.
• Peter Hördahl & Oreste Tristani & David Vestin, 2008. "The Yield Curve and Macroeconomic Dynamics," Economic Journal, Royal Economic Society, vol. 118(533), pages 1937-1970, November.
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• Lenza, Michele, 2007. "Monetary policy and core inflation," Discussion Paper Series 1: Economic Studies 2007,35, Deutsche Bundesbank.
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• Stracca, Livio, 2007. "Should we take inside money seriously?," Working Paper Series 841, European Central Bank.
• Bidarkota, Prasad V. & Dupoyet, Brice V., 2007. "The impact of fat tails on equilibrium rates of return and term premia," Journal of Economic Dynamics and Control, Elsevier, vol. 31(3), pages 887-905, March.
• De Graeve, Ferre & De Jonghe, Olivier & Vennet, Rudi Vander, 2007. "Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets," Journal of Banking & Finance, Elsevier, vol. 31(1), pages 259-278, January.
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• Egert, Balazs & Crespo-Cuaresma, Jesus & Reininger, Thomas, 2007. "Interest rate pass-through in central and Eastern Europe: Reborn from ashes merely to pass away?," Journal of Policy Modeling, Elsevier, vol. 29(2), pages 209-225.
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• Ang, Andrew & Bekaert, Geert & Wei, Min, 2007. "Do macro variables, asset markets, or surveys forecast inflation better?," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1163-1212, May.
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• Ehrmann, Michael & Fratzscher, Marcel, 2007. "The timing of central bank communication," European Journal of Political Economy, Elsevier, vol. 23(1), pages 124-145, March.
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• Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2007. "Central Bank forecasts and disclosure policy: Why it pays to be optimistic," European Journal of Political Economy, Elsevier, vol. 23(1), pages 30-50, March.
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• Ana Paula Martins, 2012. "On Depth and Retrospect: “I Forget, and Forgive – but I Discount”," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 55(3), pages 1-45.
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• René Benjamín Pérez Sicairos, 2007. "Determinación de una estructura de plazos para el mercado de renta fija de México mediante un modelo de tres factores para la dinámica de la tasa corta," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 1(2), pages 169-182.
• Carlos Montoro, 2007. "Monetary Policy Committees and Interest Rate Smoothing," CEP Discussion Papers dp0780, Centre for Economic Performance, LSE.
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• Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2006. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," OFRC Working Papers Series 2006fe15, Oxford Financial Research Centre.
  • Espinoza, Raphael A. & Goodhart, Charles & Tsomocos, Dimitrios P., 2007. "Endogenous state prices, liquidity, default, and the yield curve," LSE Research Online Documents on Economics 24479, London School of Economics and Political Science, LSE Library.
  • Raphael Espinoza & Dimitrios Tsomocos & Charles Goodhart, 2007. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," FMG Discussion Papers dp583, Financial Markets Group.
  • Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2007. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," OFRC Working Papers Series 2007fe01, Oxford Financial Research Centre.
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• Buiter, Willem H. & Sibert, Anne C., 2007. "Deflationary Bubbles," Macroeconomic Dynamics, Cambridge University Press, vol. 11(4), pages 431-454, September.
  • Willem H. Buiter & Anne C. Sibert, 2004. "Deflationary Bubbles," NBER Working Papers 10642, National Bureau of Economic Research, Inc.
  • Buiter, Willem H. & Sibert, Anne C., 2007. "Deflationary bubbles," LSE Research Online Documents on Economics 3323, London School of Economics and Political Science, LSE Library.
  • Buiter, Willem & Sibert, Anne, 2006. "Deflationary Bubbles," CEPR Discussion Papers 5637, C.E.P.R. Discussion Papers.
  • Willem Buiter & Anne Sibert, 2004. "Deflationary Bubbles," Birkbeck Working Papers in Economics and Finance 0409, Birkbeck, Department of Economics, Mathematics & Statistics.
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• Víctor Gerardo Carreón Rodríguez & Malena Svarch Pérez, 2007. "El mercado de crédito en México," Working Papers DTE 392, CIDE, División de Economía.
• de Zwart, Gerben & Markwat, Thijs & Swinkels, Laurens & van Dijk, Dick, 2009. "The economic value of fundamental and technical information in emerging currency markets," Journal of International Money and Finance, Elsevier, vol. 28(4), pages 581-604, June.
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• Huisman, R. & Mahieu, R.J., 2007. "Revisiting Uncovered Interest Rate Parity: Switching Between UIP and the Random Walk," ERIM Report Series Research in Management ERS-2007-001-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Huisman, R. & Mahieu, R.J. & Mulder, A., 2007. "Do Exchange Rates Move in Line With Uncovered Interest Parity?," ERIM Report Series Research in Management ERS-2007-012-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Chetan Ghate, 2007. "The Political Economy of Infrastructure Investment in India," Papers on Entrepreneurship, Growth and Public Policy 2007-07, Max Planck Institute of Economics, Entrepreneurship, Growth and Public Policy Group.
• Dewachter, Hans & Iania, Leonardo, 2011. "An Extended Macro-Finance Model with Financial Factors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(6), pages 1893-1916, December.
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• Carvalho, Carlos Eduardo, 2007. "O componente ´custo de oportunidade´ do spread bancário no Brasil: uma abordagem pós-keynesiana," Revista Economia e Sociedade, Instituto de Economia, Universidade Estadual de Campinas (UNICAMP), vol. 31, pages 1-34, December.
• Martin Èihák, 2007. "The Science and Art of Monetary-Policy Communication," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(11-12), pages 490-498, December.
• Aron Drew & Özer Karagedikli, 2007. "Some Benefits of Monetary-Policy Transparency in New Zealand," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(11-12), pages 521-539, December.
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• Kateøina Šmídková & Aleš Bulíø, 2007. "Striving to Be “Clearly Open” and “Crystal Clear”: Monetary Policy Communication of the CNB," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(11-12), pages 540-557, December.
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• Roman Horváth, 2007. "Estimating Time-Varying Policy Neutral Rate in Real Time," Working Papers IES 2007/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2007.
• Gonçalves, Fernando M & Holland, Marcio & Spacov, Andrei, 2007. "Can Jurisdictional Uncertainty and Capital Controls Explain the High Level of Real Interest Rates in Brazil? Evidence from Panel Data," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 61(1), August.
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• Stefano Eusepi & Bruce Preston, 2010. "Central Bank Communication and Expectations Stabilization," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(3), pages 235-271, July.
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• David K. Backus & Jonathan H. Wright, 2007. "Cracking the Conundrum," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(1), pages 293-329.
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• John B. Taylor, 2007. "Housing and monetary policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 463-476.
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• Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L., 2008. "The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value," Journal of Financial Economics, Elsevier, vol. 89(1), pages 158-174, July.
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• Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2006. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," OFRC Working Papers Series 2006fe15, Oxford Financial Research Centre.
  • Raphael Espinoza & Dimitrios Tsomocos & Charles Goodhart, 2007. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," FMG Discussion Papers dp583, Financial Markets Group.
  • Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2007. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," OFRC Working Papers Series 2007fe01, Oxford Financial Research Centre.
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  • Espinoza, Raphael A. & Goodhart, Charles & Tsomocos, Dimitrios P., 2007. "Endogenous state prices, liquidity, default, and the yield curve," LSE Research Online Documents on Economics 24479, London School of Economics and Political Science, LSE Library.
• Guilherme Jonas Costa da Silva & José Luís Oreiro & Luiz Fernando de Paula, 2007. "Macroeconomic Determinants of Bank Spread in Brazil: An Empirical Evaluation," Working Papers 0066, Universidade Federal do Paraná, Department of Economics.
• Dominique Guégan,Florian Ielpo, 2009. "Further Evidence on the Impact of Economic News on Interest Rates," Frontiers in Finance and Economics, SKEMA Business School, vol. 6(2), pages 1-45, October.
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• R. Baupain & A. Durre, 2007. "The interday and intraday patterns of the overnight market : evidence from an electronic platform," Post-Print hal-00300195, HAL.
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  • Eduardo A. Cavallo & Patricio Valenzuela, 2007. "The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis," Research Department Publications 4513, Inter-American Development Bank, Research Department.
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• Xavier Gabaix, 2007. "Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Prices," NBER Working Papers 13430, National Bureau of Economic Research, Inc.
• Andrew Ang & Sen Dong & Monika Piazzesi, 2005. "No-arbitrage Taylor rules," Proceedings, Federal Reserve Bank of San Francisco.
  • Andrew Ang & Sen Dong, 2005. "No-Arbitrage Taylor Rules," 2005 Meeting Papers 22, Society for Economic Dynamics.
  • Andrew Ang & Sen Dong & Monika Piazzesi, 2007. "No-Arbitrage Taylor Rules," NBER Working Papers 13448, National Bureau of Economic Research, Inc.
• Josephine M. Smith & John B. Taylor, 2007. "The Long and the Short End of the Term Structure of Policy Rules," NBER Working Papers 13635, National Bureau of Economic Research, Inc.
• John B. Taylor, 2007. "Housing and monetary policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 463-476.
  • John Taylor, 2007. "Housing and Monetary Policy," Discussion Papers 07-003, Stanford Institute for Economic Policy Research.
  • John B. Taylor, 2007. "Housing and Monetary Policy," NBER Working Papers 13682, National Bureau of Economic Research, Inc.
• John B Taylor, 2007. "The Explanatory Power of Monetary Policy Rules," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 42(4), pages 8-15, October.
  • John B. Taylor, 2007. "The Explanatory Power of Monetary Policy Rules," NBER Working Papers 13685, National Bureau of Economic Research, Inc.
• Crespo Cuaresma, Jesús & Slacik, Tomas, 2009. "On the determinants of currency crises: The role of model uncertainty," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 621-632, December.
  • Jesús Crespo Cuaresma & Tomáš Slacík, 2007. "On the Determinants of Currency Crises: The Role of Model Uncertainty," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 54-68.
  • Jesús Crespo-Cuaresma & Tomas Slacik, "undated". "On the determinants of currency crises: The role of model uncertainty," Working Papers 2008-03, Faculty of Economics and Statistics, Universität Innsbruck.
• Balázs Egert, 2007. "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," CESifo Working Paper Series 2127, CESifo.
  • Balázs Égert, 2007. "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," Working Papers 138, Oesterreichische Nationalbank (Austrian Central Bank).
  • Balazs Egert, 2007. "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," William Davidson Institute Working Papers Series wp895, William Davidson Institute at the University of Michigan.
• Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2009. "Anticipated fiscal policy and adaptive learning," Journal of Monetary Economics, Elsevier, vol. 56(7), pages 930-953, October.
  • Honkapohja, Seppo & Evans, George W. & Mitra, Kaushik, 2007. "Anticipated Fiscal Policy and Adaptive Learning," CEPR Discussion Papers 6216, C.E.P.R. Discussion Papers.
  • George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2007. "Anticipated Fiscal Policy and Adaptive Learning," University of Oregon Economics Department Working Papers 2007-5, University of Oregon Economics Department, revised 13 Dec 2008.
  • Evans, G.W. & Honkapohja ,S. & Mitra, K., 2007. "Anticipated Fiscal Policy and Adaptive Learning," Cambridge Working Papers in Economics 0705, Faculty of Economics, University of Cambridge.
• Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2006. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," OFRC Working Papers Series 2006fe15, Oxford Financial Research Centre.
  • Raphael A. Espinoza & Dimitrios P Tsomocos & A.E. Goodhart, 2007. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," Economics Series Working Papers 2007-FE-01, University of Oxford, Department of Economics.
  • Raphael Espinoza & Dimitrios Tsomocos & Charles Goodhart, 2007. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," FMG Discussion Papers dp583, Financial Markets Group.
  • Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2007. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," OFRC Working Papers Series 2007fe01, Oxford Financial Research Centre.
  • Espinoza, Raphael A. & Goodhart, Charles & Tsomocos, Dimitrios P., 2007. "Endogenous state prices, liquidity, default, and the yield curve," LSE Research Online Documents on Economics 24479, London School of Economics and Political Science, LSE Library.
• John B Taylor, 2007. "The Explanatory Power of Monetary Policy Rules," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 42(4), pages 8-15, October.
  • John B. Taylor, 2007. "The Explanatory Power of Monetary Policy Rules," NBER Working Papers 13685, National Bureau of Economic Research, Inc.
• Darvas, Zsolt & Schepp, Zoltán, 2007. "Kelet-közép-európai devizaárfolyamok előrejelzése határidős árfolyamok segítségével [Forecasting the exchange rates of three Central-Eastern European currencies with forward exchange rates]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 501-528.
  • Zsolt Darvas & Zoltán Schepp, 2007. "Kelet-közép európai devizaárfolyamok előrejelzése határidős árfolyamok segítségével," UPFBE Working Paper Series 2007/3, Faculty of Business and Economics, University Pécs.
• M. Idrees Khawaja & Musleh-Ud Din, 2007. "Determinants of Interest Spread in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 46(2), pages 129-143.
  • Idrees Khawaja & Musleh-ud Din, 2007. "Determinants of Interest Spread in Pakistan," PIDE-Working Papers 2007:22, Pakistan Institute of Development Economics.
  • Idrees Khawaja & Musleh-ud Din, 2007. "Determinants of Interest Spread in Pakistan," Macroeconomics Working Papers 22209, East Asian Bureau of Economic Research.
• M. Idrees Khawaja & Musleh-Ud Din, 2007. "Determinants of Interest Spread in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 46(2), pages 129-143.
  • Idrees Khawaja & Musleh-ud Din, 2007. "Determinants of Interest Spread in Pakistan," Macroeconomics Working Papers 22209, East Asian Bureau of Economic Research.
  • Idrees Khawaja & Musleh-ud Din, 2007. "Determinants of Interest Spread in Pakistan," PIDE-Working Papers 2007:22, Pakistan Institute of Development Economics.
• John Duffy & Wei Xiao, 2007. "Investment and Monetary Policy: Learning and Determinacy of Equilibrium," Working Paper 324, Department of Economics, University of Pittsburgh, revised Aug 2008.
• Munro, John H., 2007. "The usury doctrine and urban public finances in late-medieval Flanders (1220 - 1550): rentes (annuities), excise taxes, and income transfers from the poor to the rich," MPRA Paper 11012, University Library of Munich, Germany, revised Jan 2008.
• Henrard, Marc, 2007. "Skewed Libor Market Model and Gaussian HJM explicit approaches to rolled deposit options," MPRA Paper 1534, University Library of Munich, Germany.
• Kannan, R & Singh, Bhupal, 2007. "Debt-deficit dynamics in India and macroeconomic effects: A structural approach," MPRA Paper 16480, University Library of Munich, Germany, revised 2007.
• Arend, Mario, 2007. "An Analytical Solution for the Interest Rate Reaction Function in a Neo- Keynesian Economy Using the Undetermined Coefficients Method," MPRA Paper 17908, University Library of Munich, Germany.
• Harm Bandholz & Jorg Clostermann & Franz Seitz, 2009. "Explaining the US bond yield conundrum," Applied Financial Economics, Taylor & Francis Journals, vol. 19(7), pages 539-550.
  • Bandholz, Harm & Clostermann, Jörg & Seitz, Franz, 2007. "Explaining the US bond yield conundrum," Weidener Diskussionspapiere 2, University of Applied Sciences Amberg-Weiden (OTH).
  • Bandholz, Harm & Clostermann, Joerg & Seitz, Franz, 2007. "Explaining the US Bond Yield Conundrum," MPRA Paper 2386, University Library of Munich, Germany.
• Henrard, Marc, 2007. "The irony in the derivatives discounting," MPRA Paper 3115, University Library of Munich, Germany.
• Henrard, Marc, 2007. "CMS swaps in separable one-factor Gaussian LLM and HJM model," MPRA Paper 3228, University Library of Munich, Germany.
• Silva Lopes, Artur C. & Monteiro, Olga Susana, 2007. "The Expectations Hypothesis of the Term Structure: Some Empirical Evidence for Portugal," MPRA Paper 6310, University Library of Munich, Germany, revised 14 Dec 2007.
  • Silva Lopes, Artur C. & M. Monteiro, Olga Susana, 2007. "The expectations hypothesis of the term structure: some empirical evidence for Portugal," MPRA Paper 3437, University Library of Munich, Germany.
• Dramani, Latif & Laye, Oumy, 2007. "Estimation of the Equilibrium Interest Rate: Case of CFA zone," MPRA Paper 3610, University Library of Munich, Germany.
• William T. Lin & David S. Sun, 2007. "Liquidity-Adjusted Benchmark Yield Curves: A Look at Trading Concentration and Information," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 10(04), pages 491-518.
  • Lin, William & Sun, David, 2007. "Liquidity-adjusted benchmark yield curves: a look at trading concentration and information," MPRA Paper 37282, University Library of Munich, Germany.
• Kiaee, Hasan, 2007. "Monetary Policy In Islamic Economic Framework: Case of Islamic Republic of Iran," MPRA Paper 4837, University Library of Munich, Germany.
• TUYSUZ, Sukriye, 2007. "Central Bank transparency and the U.S. interest rates level and volatility response to U.S. news," MPRA Paper 5217, University Library of Munich, Germany.
• Tuysuz, Sukriye & Kuhry, Yves, 2007. "Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK," MPRA Paper 5255, University Library of Munich, Germany.
• Tuysuz, Sukriye, 2007. "The effects of a greater central bank credibility on interest rates level and volatility response to news in the U.K," MPRA Paper 5263, University Library of Munich, Germany.
• Cebula, Richard & Yang, Bill, 2007. "Yield to Maturity Is Always Received as Promised," MPRA Paper 53182, University Library of Munich, Germany.
• Nizar, Muhammad Afdi, 2007. "Analisis Pengaruh Imbal Hasil Dan Suku Bunga Terhadap Tabungan (Saving Deposits) Bank Syari’Ah Dan Bank Konvensional Di Indonesia [Effect Of Return And Interest Rates On Saving Deposits Syari'Ah An," MPRA Paper 65612, University Library of Munich, Germany.
• Nizar, Muhammad Afdi, 2007. "Analisis Kinerja Perbankan Syari’Ah Paska Fatwa Mui Tentang Keharaman Bunga [Performance Of Syari'Ah Banking In Indonesia]," MPRA Paper 65613, University Library of Munich, Germany.
• Sahminan, Sahminan, 2007. "Financial Market Responses to Bank Indonesia’s Policy Announcements," MPRA Paper 93401, University Library of Munich, Germany.
• Karel Brůna, 2007. "Měnová politika, změny trendové inflace a nestabilita úrokových relací: analýza dynamiky dlouhodobých úrokových sazeb v kontextu změn repo sazby české národní banky [Monetary policy, trend inflatio," Politická ekonomie, Prague University of Economics and Business, vol. 2007(1), pages 3-22.
• Vladimír Pikora, 2007. "Vliv zveřejněných informací na výnosovou křivku [The impact of fresh releases on the yield curve]," Politická ekonomie, Prague University of Economics and Business, vol. 2007(6), pages 809-828.
• Karel Brůna, 2007. "Úrokový transmisní mechanismus a řízení úrokové marže bank v kontextu dezinflační politiky České národní banky [The interest rate transmission mechanism and the management of interest margin in the," Politická ekonomie, Prague University of Economics and Business, vol. 2007(6), pages 829-851.
• Lars E. O. Svensson, 2007. "Inflation Targeting," Working Papers 144, Princeton University, Department of Economics, Center for Economic Policy Studies..
• Helder Ferreira De Mendonça & Josè Simao Filho, 2007. "Economic transparency and poverty," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 60(240), pages 33-48.
  • Helder Ferreira De Mendonça & Josè Simao Filho, 2007. "Economic transparency and poverty," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 60(240), pages 33-48.
• Helder Ferreira De Mendonça & Josè Simao Filho, 2007. "Economic transparency and poverty," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 60(240), pages 33-48.
  • Helder Ferreira De Mendonça & Josè Simao Filho, 2007. "Economic transparency and poverty," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 60(240), pages 33-48.
• Sónia Costa & Ana Beatriz Galvão, 2007. "The Forward Premium of Euro Interest Rates," Working Papers w200702, Banco de Portugal, Economics and Research Department.
• Nason James M. & Smith Gregor W, 2008. "Great Moderation(s) and US Interest Rates: Unconditional Evidence," The B.E. Journal of Macroeconomics, De Gruyter, vol. 8(1), pages 1-33, November.
  • James M. Nason & Gregor W. Smith, 2007. "Great Moderation(s) And U.s. Interest Rates: Unconditional Evidence," Working Paper 1140, Economics Department, Queen's University.
  • James M. Nason & Gregor W. Smith, 2008. "Great moderations and U.S. interest rates: unconditional evidence," FRB Atlanta Working Paper 2008-01, Federal Reserve Bank of Atlanta.
• James Yetman & Gregor W. Smith, 2007. "The Curse Of Irving Fisher (professional Forecasters' Version)," Working Paper 1144, Economics Department, Queen's University.
• Andrea Carriero, 2007. "A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates," Working Papers 591, Queen Mary University of London, School of Economics and Finance.
• Andrea Carriero, 2011. "Forecasting The Yield Curve Using Priors From No‐Arbitrage Affine Term Structure Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(2), pages 425-459, May.
  • Andrea Carriero, 2007. "Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models," Working Papers 612, Queen Mary University of London, School of Economics and Finance.
• Andrea Carriero, 2007. "A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates," Working Papers 591, Queen Mary University of London, School of Economics and Finance.
  • Andrea Carriero, 2007. "A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates," Working Papers 591, Queen Mary University of London, School of Economics and Finance.
• Andrea Carriero, 2011. "Forecasting The Yield Curve Using Priors From No‐Arbitrage Affine Term Structure Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(2), pages 425-459, May.
  • Andrea Carriero, 2007. "Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models," Working Papers 612, Queen Mary University of London, School of Economics and Finance.
  • Andrea Carriero, 2007. "Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models," Working Papers 612, Queen Mary University of London, School of Economics and Finance.
• Carlos Montoro, 2007. "Why Central Banks Smooth Interest Rates? A Political Economy Explanation," Working Papers 2007-003, Banco Central de Reserva del Perú.
• Stephen McKnight, 2011. "Should Central Banks Target Consumer or Producer Prices?," International Finance, Wiley Blackwell, vol. 14(3), pages 445-479, December.
  • Stephen McKnight, 2007. "Real Indeterminacy and the Timing of Money in Open Economies," Economics Discussion Papers em-dp2007-46, Department of Economics, University of Reading.
  • Stephen McKnight, 2007. "Real Indeterminacy and the Timing of Money in Open Economies," Economic Analysis Research Group Working Papers earg-wp2007-09, Henley Business School, University of Reading.
  • Stephen McKnight, 2011. "Real indeterminacy and the timing of money in open economies," Serie documentos de trabajo del Centro de Estudios Económicos 2011-01, El Colegio de México, Centro de Estudios Económicos.
• Stephen McKnight, 2011. "Investment and interest rate policy in the open economy," Oxford Economic Papers, Oxford University Press, vol. 63(4), pages 673-699, December.
  • Stephen McKnight, 2007. "Investment and Interest Rate Policy in the Open Economy," Economics Discussion Papers em-dp2007-51, Department of Economics, University of Reading.
  • Stephen McKnight, 2007. "Investment and Interest Rate Policy in the Open Economy," Economic Analysis Research Group Working Papers earg-wp2007-11, Henley Business School, University of Reading.
  • Stephen McKnight, 2011. "Investment and interest rate policy in the open economy," Serie documentos de trabajo del Centro de Estudios Económicos 2011-02, El Colegio de México, Centro de Estudios Económicos.
• Stephen McKnight & Alexander Mihailov, 2007. "Re-examining the Importance of Trade Openness for Aggregate Instability," Economics Discussion Papers em-dp2007-52, Department of Economics, University of Reading.
  • Stephen McKnight & Alexander Mihailov, 2007. "Re-examining the Importance of Trade Openness for Aggregate Instability," Economic Analysis Research Group Working Papers earg-wp2007-12, Henley Business School, University of Reading.
• Stephen McKnight, 2007. "Real Indeterminacy and the Timing of Money in Open Economies," Economic Analysis Research Group Working Papers earg-wp2007-09, Henley Business School, University of Reading.
  • Stephen McKnight, 2011. "Real indeterminacy and the timing of money in open economies," Serie documentos de trabajo del Centro de Estudios Económicos 2011-01, El Colegio de México, Centro de Estudios Económicos.
  • Stephen McKnight, 2007. "Real Indeterminacy and the Timing of Money in Open Economies," Economics Discussion Papers em-dp2007-46, Department of Economics, University of Reading.
• Stephen McKnight, 2011. "Investment and interest rate policy in the open economy," Oxford Economic Papers, Oxford University Press, vol. 63(4), pages 673-699, December.
  • Stephen McKnight, 2007. "Investment and Interest Rate Policy in the Open Economy," Economic Analysis Research Group Working Papers earg-wp2007-11, Henley Business School, University of Reading.
  • Stephen McKnight, 2007. "Investment and Interest Rate Policy in the Open Economy," Economics Discussion Papers em-dp2007-51, Department of Economics, University of Reading.
  • Stephen McKnight, 2011. "Investment and interest rate policy in the open economy," Serie documentos de trabajo del Centro de Estudios Económicos 2011-02, El Colegio de México, Centro de Estudios Económicos.
• Stephen McKnight & Alexander Mihailov, 2007. "Re-examining the Importance of Trade Openness for Aggregate Instability," Economic Analysis Research Group Working Papers earg-wp2007-12, Henley Business School, University of Reading.
  • Stephen McKnight & Alexander Mihailov, 2007. "Re-examining the Importance of Trade Openness for Aggregate Instability," Economics Discussion Papers em-dp2007-52, Department of Economics, University of Reading.
• Rui Castro & Claudio Campanale & Gian Luca Clementi, 2007. "Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences," 2007 Meeting Papers 503, Society for Economic Dynamics.
  • Claudio Campanale & Gian Luca Clementi & Rui Castro, 2008. "Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences," Working Papers. Serie AD 2008-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Ravenna, Federico & Seppälä, Juha, 2007. "Monetary policy, expected inflation and inflation risk premia," Bank of Finland Research Discussion Papers 18/2007, Bank of Finland.
  • Juha Seppala & Federico Ravenna, 2007. "Monetary Policy, Expected Inflation, and Inflation Risk Premium," 2007 Meeting Papers 513, Society for Economic Dynamics.
• Claudio Campanale & Rui Castro & Gian Luca Clementi, 2010. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 379-402, April.
  • Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Papers 07-12, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Working Paper series 07_07, Rimini Centre for Economic Analysis.
  • CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Cahiers de recherche 10-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "Asset Pricing in a Production Economy with Chew–Dekel Preferences," Cahiers de recherche 2009-09, Universite de Montreal, Departement de sciences economiques.
• Walker, David A., 2007. "Emerging Markets’ Deficits, Privatization, and Interest Rates," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 60(1), pages 83-109.
• Mayes, David & Viren , Matti, 2007. "THE SGP and the ECB an exercise in asymmetry," Journal of Financial Transformation, Capco Institute, vol. 19, pages 159-175.

2006

• Alicia Garcia-Herrero & Alvaro Ortiz, 2006. "The Role of Global Risk Aversion in Explaining Sovereign Spreads," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2006), pages 125-155, August.
  • García-Herrero, Alicia & Ortiz, Alvaro, 2006. "The role of global risk aversion in explaining sovereign spreads," LSE Research Online Documents on Economics 123127, London School of Economics and Political Science, LSE Library.
• Francis X. Diebold & Lei Ji & Canlin Li, 2006. "A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources and Generalized Duration," Chapters, in: Lawrence R. Klein (ed.), Long-run Growth and Short-run Stabilization, chapter 9, Edward Elgar Publishing.
  • Francis X. Diebold & Lei Ji & Canlin Li, 2006. "A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration," PIER Working Paper Archive 06-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
  • Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
  • Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," CEPR Discussion Papers 5896, C.E.P.R. Discussion Papers.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," ERIM Report Series Research in Management ERS-2006-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Other publications TiSEM fddff8c7-43e7-4776-9b72-4, Tilburg University, School of Economics and Management.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Discussion Paper 2006-88, Tilburg University, Center for Economic Research.
• Nikolaos Mylonidis, 2006. "Time-Varying Risk Premia in the Single European Treasury Bill Market," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 65-84.
• Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006. "The Bond Yield "Conundrum" from a Macro-Finance Perspective," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 24(S1), pages 83-109, December.
  • Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006. "The bond yield \"conundrum\" from a macro-finance perspective," Working Paper Series 2006-16, Federal Reserve Bank of San Francisco.
• Glenn D. Rudebusch & John C. Williams, 2008. "Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections," NBER Chapters, in: Asset Prices and Monetary Policy, pages 247-289, National Bureau of Economic Research, Inc.
  • Glenn D. Rudebusch & John C. Williams, 2006. "Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections," NBER Working Papers 12638, National Bureau of Economic Research, Inc.
  • Glenn D. Rudebusch & John C. Williams, 2006. "Revealing the secrets of the temple: the value of publishing central bank interest rate projections," Working Paper Series 2006-31, Federal Reserve Bank of San Francisco.
• Ang, Andrew & Bekaert, Geert & Wei, Min, 2007. "Do macro variables, asset markets, or surveys forecast inflation better?," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1163-1212, May.
  • Andrew Ang & Geert Bekaert & Min Wei, 2005. "Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?," NBER Working Papers 11538, National Bureau of Economic Research, Inc.
  • Andrew Ang & Geert Bekaert & Min Wei, 2006. "Do macro variables, asset markets, or surveys forecast inflation better?," Finance and Economics Discussion Series 2006-15, Board of Governors of the Federal Reserve System (U.S.).
• Marco Bassetto & Christopher Phelan, 2008. "Tax Riots," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(3), pages 649-669.
  • Christopher Phelan & Marco Bassetto, 2004. "Tax Riots," 2004 Meeting Papers 375, Society for Economic Dynamics.
  • Marco Bassetto & Christopher Phelan, 2006. "Tax riots," Working Paper Series WP-06-04, Federal Reserve Bank of Chicago.
  • Christopher Phelan & Marco Bassetto, 2005. "Tax Riots," 2005 Meeting Papers 433, Society for Economic Dynamics.
• V. V. Chari & Patrick J. Kehoe, 2006. "Modern Macroeconomics in Practice: How Theory Is Shaping Policy," Journal of Economic Perspectives, American Economic Association, vol. 20(4), pages 3-28, Fall.
  • Patrick Kehoe & Varadarajan V. Chari, 2006. "Modern Macroeconomics in Practice: How Theory is Shaping Policy," NBER Working Papers 12476, National Bureau of Economic Research, Inc.
  • V. V. Chari & Patrick J. Kehoe, 2006. "Modern macroeconomics in practice: how theory is shaping policy," Staff Report 376, Federal Reserve Bank of Minneapolis.
• Mathias Hoffmann & Ronald MacDonald, 2003. "A Re-examination of the Link between Real Exchange Rates and Real Interest Rate Differentials," CESifo Working Paper Series 894, CESifo.
  • Mathias Hoffmann & Ronald MacDonald, 2006. "A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials," Working Papers 2007_36, Business School - Economics, University of Glasgow.
• Azomahou, Théophile & Diebolt, Claude & Mishra, Tapas, 2009. "Spatial persistence of demographic shocks and economic growth," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 98-127, March.
  • Theophile Azomahou & Claude Diebolt & Tapas Mishra, 2006. "Spatial Persistence of Demographic Shocks and Economic Growth," Post-Print hal-00279269, HAL.
  • Théophile Azomahou & Claude Diebolt & Tapas Mishra, 2007. "Spatial Persistence of Demographic Shocks and Economic Growth," Working Papers 07-04, Association Française de Cliométrie (AFC).
• Grégory Levieuge, 2006. "Règle de Taylor vs Règle-icm. Application à la zone euro," Revue économique, Presses de Sciences-Po, vol. 57(1), pages 85-121.
  • Grégory Levieuge, 2002. "Règle de Taylor vs Règle-ICM : Application à la Zone Euro," Post-Print halshs-00258403, HAL.
  • Grégory Levieuge, 2006. "Règle de Taylor vs Règle-ICM : Applications à la zone euro," Post-Print halshs-00204035, HAL.
  • Grégory Levieuge, 2003. "Règle de Taylor vs Règle-ICM : Application à la Zone Euro," Post-Print halshs-00258312, HAL.
• Jean‐Pascal Bénassy, 2006. "Liquidity Effects in Non‐Ricardian Economies," Scandinavian Journal of Economics, Wiley Blackwell, vol. 108(1), pages 65-80, March.
  • Jean-Pascal Benassy, 2004. "Liquidity Effects in non-Ricardian Economies," 2004 Meeting Papers 435, Society for Economic Dynamics.
  • Jean-Pascal Bénassy, 2006. "Liquidity effects in non-Ricardian economies," Post-Print halshs-00754156, HAL.
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• Selander, Carina, 2006. "Chartist Trading in Exchange Rate Theory," Umeå Economic Studies 698, Umeå University, Department of Economics.
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• Markku Lanne, 2006. "Nonlinear dynamics of interest rate and inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1157-1168, December.
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• Helge Berger & Jakob de Haan & Jan-Egbert Sturm, 2006. "Does money matter in the ECB strategy?," KOF Working papers 06-125, KOF Swiss Economic Institute, ETH Zurich.
• Michael J. Lamla & Sarah M. Rupprecht, 2006. "The Impact of ECB Communication on Financial Market Expectations," KOF Working papers 06-135, KOF Swiss Economic Institute, ETH Zurich.
• Kocsis, Zalán & Mosolygó, Zsuzsa, 2006. "A devizakötvény-felárak és a hitelminősítések összefüggése - keresztmetszeti elemzés. A cross-section analysis [The relationship of international bond spreads and sovereign credit ratings]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 769-798.
• Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2007. "Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(8), pages 601-619.
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• Dewachter, Hans & Lyrio, Marco, 2006. "Macro Factors and the Term Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(1), pages 119-140, February.
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• Giuseppe Marotta, 2006. "Structural breaks in the interest rate pass-through and the euro. A cross-country study in the euro area and the UK," Heterogeneity and monetary policy 0612, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
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• Gianluca Di Lorenzo & Giuseppe Marotta, 2006. "Multiple breaks in lending rate pass-through A cross country study for the euro area," Department of Economics 0524, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  • Gianluca Di Lorenzo & Giuseppe Marotta, 2006. "Multiple breaks in lending rate pass-through A cross country study for the euro area," Heterogeneity and monetary policy 0602, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
  • Gianluca Di Lorenzo & Giuseppe Marotta, 2006. "Multiple breaks in lending rate pass-through A cross country study for the euro area," Heterogeneity and monetary policy 0603, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
• Gianluca Di Lorenzo & Giuseppe Marotta, 2006. "Multiple breaks in lending rate pass-through A cross country study for the euro area," Heterogeneity and monetary policy 0602, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
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• Giuseppe Marotta, 2006. "Structural breaks in the interest rate pass-through and the euro. A cross-country study in the euro area and the UK," Department of Economics 0549, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
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• J. Boeckx, 2006. "Globalisation and monetary policy," Economic Review, National Bank of Belgium, issue ii, pages 7-22, September.
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• Kenneth Kuttner, 2006. "Can Central Banks Target Bond Prices?," NBER Working Papers 12454, National Bureau of Economic Research, Inc.
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• Glenn D. Rudebusch & John C. Williams, 2008. "Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections," NBER Chapters, in: Asset Prices and Monetary Policy, pages 247-289, National Bureau of Economic Research, Inc.
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• Wei Xiong & Hongjun Yan, 2010. "Heterogeneous Expectations and Bond Markets," The Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1433-1466, April.
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• Ali Al-Eyd, 2006. "Financial Crisis, Effective Policy Rules and Bounded Rationality in a New Keynesian Framework," National Institute of Economic and Social Research (NIESR) Discussion Papers 272, National Institute of Economic and Social Research.
• Rudiger Ahrend & Pietro Catte & Robert Price, 2006. "Factors Behind Low Long-Term Interest Rates," OECD Economics Department Working Papers 490, OECD Publishing.
• Egert, Balazs & Crespo-Cuaresma, Jesus & Reininger, Thomas, 2007. "Interest rate pass-through in central and Eastern Europe: Reborn from ashes merely to pass away?," Journal of Policy Modeling, Elsevier, vol. 29(2), pages 209-225.
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• Eduardo Levy Yeyati, 2006. "Financial dollarization: evaluating the consequences [‘A simple model of monetary policy and currency crises’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 21(45), pages 62-118.
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• Francis X. Diebold & Lei Ji & Canlin Li, 2006. "A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources and Generalized Duration," Chapters, in: Lawrence R. Klein (ed.), Long-run Growth and Short-run Stabilization, chapter 9, Edward Elgar Publishing.
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• John Duffy & Wei Xiao, 2006. "The Value of Interest Rate Stabilization Policies When Agents are Learning," Working Paper 284, Department of Economics, University of Pittsburgh, revised Oct 2006.
• Wenge Huang, 2006. "A Reinterpretation and Remedy of Keynes’s Liquidity Preference Theory," RePAd Working Paper Series China-wp1, Département des sciences administratives, UQO.
• J.Marcelo Ochoa, 2006. "An interpretation of an affine term structure model of Chile," Estudios de Economia, University of Chile, Department of Economics, vol. 33(2 Year 20), pages 155-184, December.
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• Idrovo Aguirre, Byron, 2006. "Estimación del spread de tasas de corto y largo plazo: Un indicador de alerta temprana [An estimation of short and long term rates spread: a leading indicator]," MPRA Paper 11116, University Library of Munich, Germany, revised 12 Mar 2007.
• Henrard, Marc, 2006. "TIPS Options in the Jarrow-Yildirim model," MPRA Paper 1423, University Library of Munich, Germany.
• John, Tatom, 2006. "Why Are Interest Rates So Low?," MPRA Paper 17752, University Library of Munich, Germany.
• Henrard, Marc, 2006. "Bonds futures and their options: more than the cheapest-to-deliver; quality option and marginning," MPRA Paper 2001, University Library of Munich, Germany.
• Henrard, Marc, 2006. "Bonds futures: Delta? No gamma!," MPRA Paper 2249, University Library of Munich, Germany, revised 01 May 2006.
• Dominique Guégan,Florian Ielpo, 2009. "Further Evidence on the Impact of Economic News on Interest Rates," Frontiers in Finance and Economics, SKEMA Business School, vol. 6(2), pages 1-45, October.
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• Cebula, Richard & McGrath, Richard, 2006. "Identifying Determinants of the Cost of Long Term Borrowing for U.S. Firms: Insights for Management," MPRA Paper 49647, University Library of Munich, Germany.
• Sarkar, Prabirjit, 2006. "Stock Market Development, Capital Accumulation and Growth in India since 1950," MPRA Paper 5050, University Library of Munich, Germany.
• Renzo Jiménez Sotelo, 2009. "Acceso de la banca de desarrollo al banco central: el caso de COFIDE y las tasas de interés en Perú," Boletín, CEMLA, vol. 0(3), pages 119-138, Julio-sep.
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• Roman Horv??th, 2006. "Real-Time Time-Varying Equilibrium Interest Rates: Evidence on the Czech Republic," William Davidson Institute Working Papers Series wp848, William Davidson Institute at the University of Michigan.
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• Karel Brůna, 2006. "Glenn Rudebusch's View on the Targeting of Short-Term Interest Rates [Cílování krátkodobých úrokových sazeb pohledem Glenna Rudebusche]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2006(1), pages 163-169.
• Zdeněk Dvorný, 2006. "Budget Deficit and Interest Rates," Prague Economic Papers, Prague University of Economics and Business, vol. 2006(1), pages 3-13.
• Mete Feridun, 2006. "An Investigation of the German Dominance Hypothesis in the Context of Eastern Enlargement of the EU," Prague Economic Papers, Prague University of Economics and Business, vol. 2006(2), pages 172-182.
• Alan S. Blinder, 2006. "Monetary Policy Today: Sixteen Questions and about Twelve Answers," Working Papers 73, Princeton University, Department of Economics, Center for Economic Policy Studies..
• Alan S. Blinder, 2006. "Monetary Policy Today: Sixteen Questions and about Twelve Answers," Working Papers 73, Princeton University, Department of Economics, Center for Economic Policy Studies..
• Woosik Moon & Yeongseop Rhee, 2006. "Spot and foward market intervention during the 1997 Korean currency crisis," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 59(238), pages 243-268.
• Woosik Moon & Yeongseop Rhee, 2006. "Spot and foward market intervention during the 1997 Korean currency crisis," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 59(238), pages 243-268.
• Sónia Costa & Ana Beatriz Galvão, 2006. "The Forward Premium of Euro Interest Rates," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
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• José Ferreira Machado, 2006. "Identifying asset price booms and busts with quantile regressions," Working Papers w200608, Banco de Portugal, Economics and Research Department.
• Mariano Kulish, 2006. "Term Structure Rules for Monetary Policy," RBA Research Discussion Papers rdp2006-02, Reserve Bank of Australia.
• Kristoffer Nimark, 2006. "Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market," RBA Research Discussion Papers rdp2006-05, Reserve Bank of Australia.
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• Geoffrey Dunbar, 2006. "Production, Collateral and the Risk-Free Rate," 2006 Meeting Papers 448, Society for Economic Dynamics.
• Elisa Faraglia & Albert Marcet & Andrew Scott, 2006. "Debt Management Under Complete Markets," 2006 Meeting Papers 540, Society for Economic Dynamics.
• Fernando A. Broner & Guido Lorenzoni & Sergio L. Schmukler, 2013. "Why Do Emerging Economies Borrow Short Term?," Journal of the European Economic Association, European Economic Association, vol. 11, pages 67-100, January.
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• Andre Faria, 2006. "Growth-Indexed Bonds in Emerging Markets: a Quantitative Approach," 2006 Meeting Papers 847, Society for Economic Dynamics.
• Sen Dong, 2006. "Monetary Policy Rules and Exchange Rates:A Structural VAR Identified by No Arbitrage," 2006 Meeting Papers 875, Society for Economic Dynamics.
• Márcio Gomes Pinto Garcia & Juliana Salomão, 2006. "Alongamento dos títulos de renda fixa no Brasil," Textos para discussão 515, Department of Economics PUC-Rio (Brazil).
• Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models across Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 741-760, December.
  • Candelon, B. & Cubadda, G., 2005. "Testing for parameter stability in dynamic models across frequencies," Research Memorandum 021, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models Across Frequencies," CEIS Research Paper 82, Tor Vergata University, CEIS.
• David Cobham, 2006. "Using Taylor Rules to Assess the Relative Activism of the European Central Bank, the Bank of England and the Federal Reserve Board," CDMA Conference Paper Series 0602, Centre for Dynamic Macroeconomic Analysis.
• Bokan, Nikola & Hughes Hallett, Andrew, 2006. "Labour and Product Market Reforms in the Economy with Distortionary Taxation," CEPR Discussion Papers 5431, C.E.P.R. Discussion Papers.
  • Nikola Bokan & Andrew Hughes Hallett, 2006. "Labour and Product Market Reforms in the Economy with Distortionary Taxation," CDMA Working Paper Series 200604, Centre for Dynamic Macroeconomic Analysis.
• Arnab Bhattacharjee & Sean Holly, 2006. "Taking Personalities out of Monetary Policy Decision Making? Interactions, Heterogeneity and Committee Decisions in the Bank of England’s MPC," CDMA Working Paper Series 200612, Centre for Dynamic Macroeconomic Analysis.
• Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2006. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," OFRC Working Papers Series 2006fe15, Oxford Financial Research Centre.
  • Raphael Espinoza & Dimitrios Tsomocos & Charles Goodhart, 2007. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," FMG Discussion Papers dp583, Financial Markets Group.
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  • Espinoza, Raphael A. & Goodhart, Charles & Tsomocos, Dimitrios P., 2007. "Endogenous state prices, liquidity, default, and the yield curve," LSE Research Online Documents on Economics 24479, London School of Economics and Political Science, LSE Library.
• Jagjit Chadha & Sean Holly, 2006. "Macroeconomic Models and the Yield Curve," Computing in Economics and Finance 2006 105, Society for Computational Economics.
• Esben Hoeg & Per Frederiksen, 2006. "The Fractional OU Process: Term Structure Theory and Application," Computing in Economics and Finance 2006 194, Society for Computational Economics.
• Juha Seppala & Federico Ravenna, 2005. "Monetary Policy and the Term Structure of Interest Rates," 2005 Meeting Papers 804, Society for Economic Dynamics.
  • Federico Ravenna & University of California & Juha Seppala & University of Illinois, 2006. "Monetary Policy and the Term Structure of Interest Rates," Computing in Economics and Finance 2006 197, Society for Computational Economics.
• Peter Hördahl & Oreste Tristani & David Vestin, 2006. "The term structure of inflation risk premia and macroeconomic dynamics," Computing in Economics and Finance 2006 203, Society for Computational Economics.
• Ricardo Gimeno & Juan M. Nave, 2006. "Using genetic algorithms to improve the term structure of interest rates fitting," Computing in Economics and Finance 2006 276, Society for Computational Economics.
• Silvia Sgherri & Marco J. Lombardi, 2006. "(Un)naturally low?," Computing in Economics and Finance 2006 321, Society for Computational Economics.
• Costanza Torricelli & Marianna Brunetti, 2006. "Economic activity and Recession Probabilities: spread predictive power in Italy," Computing in Economics and Finance 2006 350, Society for Computational Economics.
• Massimiliano Marzo & Ulf Sodestrom & Paolo Zagaglia, 2006. "Monetary Policy and the Term Structure: A Fully Structural DSGE approach," Computing in Economics and Finance 2006 352, Society for Computational Economics.
• De Paoli, Bianca & Scott, Alasdair & Weeken, Olaf, 2010. "Asset pricing implications of a New Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2056-2073, October.
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  • Bianca De Paoli & Alasdair Scott & Olaf Weeken, 2007. "Asset pricing implications of a New Keynesian model," Bank of England working papers 326, Bank of England.
  • Bianca De Paoli, Alasdair Scott, Olaf Weeken, 2007. "Asset pricing implications for a New Keynesian model," Money Macro and Finance (MMF) Research Group Conference 2006 156, Money Macro and Finance Research Group.
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• Paolo Zagaglia & Massimiliano Marzo & Ingvar Strid, 2006. "Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model," Computing in Economics and Finance 2006 392, Society for Computational Economics.
• Erdenebat Bataa & Dong Heon Kim & Denise R. Osborn, 2006. "On the Expectations Hypothesis in US Term Structure," Computing in Economics and Finance 2006 508, Society for Computational Economics.
• Thomas Laubach & Robert J. Tetlow & John C. Williams, 2006. "Macroeconomic factors in the term structure of interest rates when agents learn," Computing in Economics and Finance 2006 83, Society for Computational Economics.
• Marie Briere, 2006. "Market Reactions to Central Bank Communication Policies :Reading Interest Rate Options Smiles," Working Papers CEB 38, ULB -- Universite Libre de Bruxelles.
• Raoul Pietersz & Marcel Regenmortel, 2006. "Generic market models," Finance and Stochastics, Springer, vol. 10(4), pages 507-528, December.
  • Pietersz, R. & van Regenmortel, M., 2005. "Generic Market Models," ERIM Report Series Research in Management ERS-2005-010-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Raoul Pietersz & Marcel van Regenmortel, 2005. "Generic Market Models," Finance 0502009, University Library of Munich, Germany.
• Nathanael Ringer & Michael Tehranchi, 2006. "Optimal portfolio choice in the bond market," Finance and Stochastics, Springer, vol. 10(4), pages 553-573, December.
• Suzan Hol, 2006. "Determinants of long-term interest rates in the Scandinavian countries," Discussion Papers 469, Statistics Norway, Research Department.
• Nuno Cassola & Claudio Morana, 2006. "Volatility of interest rates in the euro area: Evidence from high frequency data," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 513-528.
  • Cassola, Nuno & Morana, Claudio, 2003. "Volatility of interest rates in the euro area: evidence from high frequency data," Working Paper Series 235, European Central Bank.
• Olcay Yucel Culha & Fatih Ozatay & Gulbin Sahinbeyoglu, 2006. "The Determinants of Sovereign Spreads in Emerging Markets," Working Papers 0604, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Özge AKINCI & Burcu GÜRCİHAN & Refet GÜRKAYNAK & Özgür ÖZEL, 2007. "Devlet iç borçlanma senetleri için getiri eğrisi tahmini," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(252), pages 5-25.
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• Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
  • Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
  • Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," CEPR Discussion Papers 5896, C.E.P.R. Discussion Papers.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Discussion Paper 2006-88, Tilburg University, Center for Economic Research.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Other publications TiSEM fddff8c7-43e7-4776-9b72-4, Tilburg University, School of Economics and Management.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," ERIM Report Series Research in Management ERS-2006-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
  • Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
  • Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," CEPR Discussion Papers 5896, C.E.P.R. Discussion Papers.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Other publications TiSEM fddff8c7-43e7-4776-9b72-4, Tilburg University, School of Economics and Management.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Discussion Paper 2006-88, Tilburg University, Center for Economic Research.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," ERIM Report Series Research in Management ERS-2006-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Bernoth, Kerstin & von Hagen, Jürgen & Schuknecht, Ludger, 2012. "Sovereign risk premiums in the European government bond market," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 975-995.
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• Pilar Abad & Sonia Benito, 2006. "Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal," Documentos de Trabajo del ICAE 0604, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Richard H. Clarida & Lucio Sarno & Mark P. Taylor & Giorgio Valente, 2006. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1193-1224, May.
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• J.Marcelo Ochoa, 2006. "An interpretation of an affine term structure model of Chile," Estudios de Economia, University of Chile, Department of Economics, vol. 33(2 Year 20), pages 155-184, December.
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• Ashton, John K. & Hudson, Robert S., 2008. "Interest rate clustering in UK financial services markets," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1393-1403, July.
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• Tapas K. Mishra, 2006. "A Further Look into the Demography-based GDP Forecasting Method," Working Papers of BETA 2006-17, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Bevilacqua, Franco, 2006. "Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period," MERIT Working Papers 2006-012, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Bevilacqua, Franco, 2006. "Random walks and cointegration relationships in international parity conditions between Germany and USA for the Bretton-Woods period," MERIT Working Papers 2006-016, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Ruby Shih & David E. A. Giles, 2006. "Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada," Econometrics Working Papers 0605, Department of Economics, University of Victoria.
• Jansen, Pieter W., 2006. "Did capital market convergence lower the effectiveness of the interest rate as a monetary policy tool?," Serie Research Memoranda 0010, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
• Jansen, Pieter W., 2006. "Low inflation, a high net savings surplus and institutional restrictions keep the Japanese long-term interest rate low," Serie Research Memoranda 0011, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
• Leo Krippner, 2006. "A Yield Curve Perspective on Uncovered Interest Parity," Working Papers in Economics 06/16, University of Waikato.
• Tigran Poghosyan & Evzen Kocenda, 2006. "Foreign Exchange Risk Premium Determinants: Case of Armenia," CERGE-EI Working Papers wp297, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
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• Horvath, Roman, 2006. "Real-Time Time-Varying Equilibrium Interest Rates: Evidence on the Czech Republic," MPRA Paper 845, University Library of Munich, Germany.
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• Egert, Balazs & Crespo-Cuaresma, Jesus & Reininger, Thomas, 2007. "Interest rate pass-through in central and Eastern Europe: Reborn from ashes merely to pass away?," Journal of Policy Modeling, Elsevier, vol. 29(2), pages 209-225.
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• Marco Lyrio & Hans Dewachter & Konstantijn Maes, 2006. "A joint model for the term structure of interest rates and the macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 439-462.
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• Markku Lanne, 2006. "Nonlinear dynamics of interest rate and inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1157-1168.
  • Markku Lanne, 2006. "Nonlinear dynamics of interest rate and inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1157-1168, December.
  • Lanne, Markku, 2002. "Nonlinear dynamics of interest rate and inflation," Bank of Finland Research Discussion Papers 21/2002, Bank of Finland.
  • Markku Lanne, 2004. "Nonlinear dynamics of interest rate and inflation," Macroeconomics 0405014, University Library of Munich, Germany.
• Enlin Pan & Liuren Wu, 2006. "Taking Positive Interest Rates Seriously," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 14, pages 327-356, World Scientific Publishing Co. Pte. Ltd..
  • Enlin Pan & Liuren Wu, 2004. "Taking Positive Interest Rates Seriously," Finance 0409013, University Library of Munich, Germany.
• Kempa, Michal, 2006. "Money market volatility: a simulation study," Bank of Finland Research Discussion Papers 13/2006, Bank of Finland.
• Ravenna, Federico & Seppälä, Juha, 2006. "Monetary policy and rejections of the expectations hypothesis," Bank of Finland Research Discussion Papers 25/2006, Bank of Finland.
• Dieter Nautz & Christian J. Offermanns, 2007. "The dynamic relationship between the euro overnight rate, the ECB's policy rate and the term spread," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(3), pages 287-300.
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• Wolfgang Lemke & Theofanis Archontakis, 2008. "Bond pricing when the short-term interest rate follows a threshold process," Quantitative Finance, Taylor & Francis Journals, vol. 8(8), pages 811-822.
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• Kerstin Bernoth & Guntram B. Wolff, 2008. "Fool The Markets? Creative Accounting, Fiscal Transparency And Sovereign Risk Premia," Scottish Journal of Political Economy, Scottish Economic Society, vol. 55(4), pages 465-487, September.
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  • Kerstin Bernoth & Guntram Wolff, 2008. "Fool The Markets? Creative Accounting, Fiscal Transparency And Sovereign Risk Premia," ULB Institutional Repository 2013/386959, ULB -- Universite Libre de Bruxelles.
  • Bernoth, Kerstin & Wolff, Guntram B., 2006. "Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia," Discussion Paper Series 1: Economic Studies 2006,19, Deutsche Bundesbank.
• Hallerberg, Mark & Wolff, Guntram B., 2006. "Fiscal institutions, fiscal policy and sovereign risk premia," Discussion Paper Series 1: Economic Studies 2006,35, Deutsche Bundesbank.
• Parpas, Panos & Rustem, Berc & Wieland, Volker & Zakovic, Stan, 2006. "Mean variance optimization of non-linear systems and worst-case analysis," CFS Working Paper Series 2006/03, Center for Financial Studies (CFS).
• Beck, Günter W. & Wieland, Volker, 2006. "Money in monetary policy design under uncertainty: The two-pillar Phillips curve versus ECB-style cross-checking," CFS Working Paper Series 2007/17, Center for Financial Studies (CFS).
  • Wieland, Volker & Beck, Günter, 2007. "Money in Monetary Policy Design under Uncertainty: The Two-Pillar Phillips Curve versus ECB-Style Cross-Checking," CEPR Discussion Papers 6098, C.E.P.R. Discussion Papers.
  • Beck, Günter W. & Wieland, Volker, 2007. "Money in monetary policy design under uncertainty: the Two-Pillar Phillips Curve versus ECB-style cross-checking," Discussion Paper Series 1: Economic Studies 2007,20, Deutsche Bundesbank.
• Beck, Günter W. & Wieland, Volker, 2006. "Money in monetary policy design under uncertainty: A formal characterization of ECB-style cross-checking," CFS Working Paper Series 2007/18, Center for Financial Studies (CFS).
• Ansgar Belke & Thorsten Polleit, 2007. "How the ECB and the US Fed set interest rates," Applied Economics, Taylor & Francis Journals, vol. 39(17), pages 2197-2209.
  • Ansgar Belke & Thorsten Polleit, 2006. "How the ECB and the US Fed Set Interest Rates," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 269/2006, Department of Economics, University of Hohenheim, Germany.
  • Belke, Ansgar & Polleit, Thorsten, 2006. "How the ECB and US Fed set interest rates," Frankfurt School - Working Paper Series 72, Frankfurt School of Finance and Management.
• Helge Berger & Jakob de Haan & Jan‐Egbert Sturm, 2011. "Does money matter in the ECB strategy? New evidence based on ECB communication," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(1), pages 16-31, January.
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  • Berger, Helge & de Haan, Jakob & Sturm, Jan-Egbert, 2006. "Does money matter in the ECB strategy? New evidence based on ECB communication," Discussion Papers 2006/1, Free University Berlin, School of Business & Economics.
• Weber, Enzo, 2006. "British interest rate convergence between the US and Europe: A recursive cointegration analysis," SFB 649 Discussion Papers 2006-005, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Köhler, Matthias & Hommel, Judith & Grote, Matthias, 2006. "The Role of Banks in the Transmission of Monetary Policy in the Baltics," ZEW Discussion Papers 06-005, ZEW - Leibniz Centre for European Economic Research.
• Aleh Tsyvinski & Arijit Mukherji & Christian Hellwig, 2006. "Self-Fulfilling Currency Crises: The Role of Interest Rates," American Economic Review, American Economic Association, vol. 96(5), pages 1769-1787, December.
  • Christian Hellwig & Arijit Mukherji & Aleh Tsyvinski, 2005. "Self-Fulfilling Currency Crises: The Role of Interest Rates," NBER Working Papers 11191, National Bureau of Economic Research, Inc.
• V. V. Chari & Patrick J. Kehoe, 2006. "Modern Macroeconomics in Practice: How Theory Is Shaping Policy," Journal of Economic Perspectives, American Economic Association, vol. 20(4), pages 3-28, Fall.
  • Patrick Kehoe & Varadarajan V. Chari, 2006. "Modern Macroeconomics in Practice: How Theory is Shaping Policy," NBER Working Papers 12476, National Bureau of Economic Research, Inc.
  • V. V. Chari & Patrick J. Kehoe, 2006. "Modern macroeconomics in practice: how theory is shaping policy," Staff Report 376, Federal Reserve Bank of Minneapolis.
• Riccardo LUCCHETTI & Giulio PALOMBA, 2006. "Forecasting US bond yields at weekly frequency," Working Papers 261, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Igor Zivko, 2006. "Interest Rate Risk In Banking €“ Sources And Effects," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 15(2), pages 199-214, december.
• Zoran Kovacevic & Ksenija Vukovic, 2006. "Performances Of Enterprises In Croatian Information-Communication Sector (Ict)," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 15(2), pages 217-240, december.
• Fernando Espinosa Navarro & Klender Cortez & Roman Jordi Adillon Boladeres, 2006. "A comparative Long-memory Analysis between Spanish, Mexican and U.S. interest rates," Working Papers in Economics 149, Universitat de Barcelona. Espai de Recerca en Economia.
• Antonio Diez De Los Rios, 2009. "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(4), pages 755-766, June.
  • Antonio Diez De Los Rios, 2009. "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(4), pages 755-766, June.
  • Antonio Diez de los Rios, 2006. "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Staff Working Papers 06-27, Bank of Canada.
• Juan Ayuso & Roberto Blanco & Fernando Restoy, 2006. "House prices and real interest rates in Spain," Occasional Papers 0608, Banco de España.
• Massimiliano Affinito & Fabio Farabullini, 2006. "An empirical analysis of national differences in the retail bank interest rates of the euro area," Temi di discussione (Economic working papers) 589, Bank of Italy, Economic Research and International Relations Area.
• Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo, 2006. "Una Aproximación a La Dinámica de las Tasas de Interés de Corto Plazo en Colombia a través de Modelos GARCH Multivariados," Borradores de Economia 3694, Banco de la Republica.
  • Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo, 2006. "Una aproximación a la dinámica de las tasas de interés de corto plazo en Colombia a través de modelos GARCH multivariados," Borradores de Economia 366, Banco de la Republica de Colombia.
• Ana María Tribín Uribe, 2006. "Tasa De Rendimiento De Capital De Colombia Para El Período Entre 1990-2001," Borradores de Economia 3540, Banco de la Republica.
  • Ana María Tribín Uribe, 2006. "Tasa De Rendimiento De Capital De Colombia Para El Periodo Entre 1990 Y 2001," Borradores de Economia 398, Banco de la Republica de Colombia.
• Carlos Andrés Amaya, 2006. "Interest Rate Setting and the Colombian Monetary Transmission Mechanism," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 24(50), pages 48-97, June.
  • Carlos Andrés Amaya, 2006. "Interest Rate Setting and the Colombian Monetary Transmission Mechanism," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 24(50), pages 48-97, June.
• Jardet, Caroline, 2008. "Term structure anomalies: Term premium or peso-problem?," Journal of International Money and Finance, Elsevier, vol. 27(4), pages 592-608, June.
  • Jardet, C., 2006. "Term Structure Anomalies: Term Premium or Peso problem?," Working papers 143, Banque de France.
• Lecinq, F., 2006. "Analyse des taux de soumission aux appels d’offres de l’Eurosystème," Bulletin de la Banque de France, Banque de France, issue 145, pages 31-41.
• Daniel, L. & Manas, A., 2006. "Modélisation et analyse des mécanismes du Club de Paris de rachat de créances par prépaiement," Bulletin de la Banque de France, Banque de France, issue 152, pages 45-56.
• Fonteny, E. & Kierzenkowski, R. & Lascar, J., 2006. "Libéralisation de la rémunération des dépôts à vue en France : premier bilan," Bulletin de la Banque de France, Banque de France, issue 155, pages 31-41.
• Eduardo Levy Yeyati, 2006. "Financial dollarization: evaluating the consequences [‘A simple model of monetary policy and currency crises’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 21(45), pages 62-118.
  • Eduardo Levy Yeyati, 2006. "Financial dollarization: evaluating the consequences," Economic Policy, CEPR;CES;MSH, vol. 21(45), pages 61-118, January.
  • Eduardo Levy-Yeyati, 2004. "FINANCIAL DOLLARIZATION: Evaluating the consequences," Econometric Society 2004 Latin American Meetings 184, Econometric Society.
  • Eduardo Levy Yeyati, 2005. "Financial Dollarisation: Evaluating The Consequences," Business School Working Papers findollarisation, Universidad Torcuato Di Tella.
• Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models across Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 741-760, December.
  • Candelon, B. & Cubadda, G., 2005. "Testing for parameter stability in dynamic models across frequencies," Research Memorandum 021, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models Across Frequencies," CEIS Research Paper 82, Tor Vergata University, CEIS.
• Jean‐Pascal Bénassy, 2006. "Liquidity Effects in Non‐Ricardian Economies," Scandinavian Journal of Economics, Wiley Blackwell, vol. 108(1), pages 65-80, March.
  • Jean-Pascal Benassy, 2004. "Liquidity Effects in non-Ricardian Economies," 2004 Meeting Papers 435, Society for Economic Dynamics.
  • Jean-Pascal Bénassy, 2006. "Liquidity effects in non-Ricardian economies," Post-Print halshs-00754156, HAL.
  • Jean-Pascal Bénassy, 2005. "Liquidity effects in non Ricardian economies," PSE Working Papers halshs-00590563, HAL.
  • Jean-Pascal Bénassy, 2005. "Liquidity effects in non Ricardian economies," Working Papers halshs-00590563, HAL.
• Kempa, Michal, 2006. "Money market volatility : a simulation study," Research Discussion Papers 13/2006, Bank of Finland.
• Ravenna, Federico & Seppälä, Juha, 2006. "Monetary policy and rejections of the expectations hypothesis," Research Discussion Papers 25/2006, Bank of Finland.
• Sophocles N. Brissimis & Nicholas S. Magginas, 2017. "Monetary Policy Rules Under Heterogeneous Inflation Expectations," Economic Inquiry, Western Economic Association International, vol. 55(3), pages 1400-1415, July.
  • Sophocles N. Brissimis & Nicholas S. Magginas, 2006. "Monetary Policy Rules under Heterogeneous Inflation Expectations," Working Papers 35, Bank of Greece.
• Hiroshi Ugai, 2006. "Effects of the Quantitative Easing Policy: A Survey of Empirical Analyses," Bank of Japan Working Paper Series 06-E-10, Bank of Japan.
• Yoichi Ueno & Naohiko Baba & Yuji Sakurai, 2006. "The Use of the Black Model of Interest Rates as Options for Monitoring the JGB Market Expectations," Bank of Japan Working Paper Series 06-E-15, Bank of Japan.
• Hibiki Ichiue & Yoichi Ueno, 2006. "Monetary Policy and the Yield Curve at Zero Interest: The Macro-Finance Model of Interest Rates as Options," Bank of Japan Working Paper Series 06-E-16, Bank of Japan.
• Grégory Levieuge, 2006. "Règle de Taylor vs Règle-icm. Application à la zone euro," Revue économique, Presses de Sciences-Po, vol. 57(1), pages 85-121.
  • Grégory Levieuge, 2002. "Règle de Taylor vs Règle-ICM : Application à la Zone Euro," Post-Print halshs-00258403, HAL.
  • Grégory Levieuge, 2003. "Règle de Taylor vs Règle-ICM : Application à la Zone Euro," Post-Print halshs-00258312, HAL.
  • Grégory Levieuge, 2006. "Règle de Taylor vs Règle-ICM : Applications à la zone euro," Post-Print halshs-00204035, HAL.
• Frédérique Bec & Mélika Ben Salem & Ronald MacDonald, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Recherches économiques de Louvain, De Boeck Université, vol. 72(2), pages 177-194.
  • Bec, F. & Salem, M.B. & MacDonald, R., 1999. "Real Exchange Rates and Real Interest Rates: a nonlinear Perspective," Papers 99-17, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  • F. Bec & M. Ben Salem & R. MacDonald, 1999. "Real exchange rates and real interest rates : A nonlinear perspective," THEMA Working Papers 99-17, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Frédérique Bec & Mélika Ben Salem & Ronald Macdonald, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Post-Print hal-04176239, HAL.
  • Frédérique BEC & Mélika BEN SALEM & Ronald MACDONALD, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Discussion Papers (REL - Recherches Economiques de Louvain) 2006024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Chadha, Jagjit S. & Holly, Sean, 2010. "Macroeconomic models and the yield curve: An assessment of the fit," Journal of Economic Dynamics and Control, Elsevier, vol. 34(8), pages 1343-1358, August.
  • Chadha, J.S. & Holly, S., 2006. "Macroeconomic Models and the Yield Curve: An assessment of the Fit," Cambridge Working Papers in Economics 0640, Faculty of Economics, University of Cambridge.
• Ashton, John K. & Hudson, Robert S., 2008. "Interest rate clustering in UK financial services markets," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1393-1403, July.
  • John K. Ashton & Robert Hudson, 2006. "Interest Rate Clustering in UK Financial Services Markets," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP) 2006-14, Centre for Competition Policy, University of East Anglia, Norwich, UK..
  • John K. Ashton & Robert Hudson, 2006. "Interest Rate Clustering in UK Financial Services Markets," Working Papers 06-14, Centre for Competition Policy, University of East Anglia.
• Michael Arghyrou, 2009. "Monetary policy before and after the euro: evidence from Greece," Empirical Economics, Springer, vol. 36(3), pages 621-643, June.
  • Arghyrou, Michael G, 2006. "Monetary policy before and after the euro: Evidence from Greece," Cardiff Economics Working Papers E2006/26, Cardiff University, Cardiff Business School, Economics Section.
• Tigran Poghosyan & Evžen KoÄenda & Petr ZemÄik, 2008. "Modeling Foreign Exchange Risk Premium in Armenia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 44(1), pages 41-61, January.
  • Tigran Poghosyan & Evzen Kocenda, 2006. "Foreign Exchange Risk Premium Determinants: Case of Armenia," William Davidson Institute Working Papers Series wp811, William Davidson Institute at the University of Michigan.
  • Tigran Poghosyan & Evzen Kocenda, 2006. "Foreign Exchange Risk Premium Determinants: Case of Armenia," CERGE-EI Working Papers wp297, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Helge Berger & Jakob de Haan & Jan‐Egbert Sturm, 2011. "Does money matter in the ECB strategy? New evidence based on ECB communication," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(1), pages 16-31, January.
  • Berger, Helge & de Haan, Jakob & Sturm, Jan-Egbert, 2006. "Does money matter in the ECB strategy? New evidence based on ECB communication," Discussion Papers 2006/1, Free University Berlin, School of Business & Economics.
  • Helge Berger & Jan-Egbert Sturm, 2006. "Does Money Matter in the ECB Strategy? New Evidence Based on ECB Communication," CESifo Working Paper Series 1652, CESifo.
• Steve Radelet, 2006. "The Role of the IMF in Well-Performing Low-Income Countries," Working Papers 83, Center for Global Development.
• Vladimir Borgy & Valérie Mignon, 2009. "Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale," Économie et Prévision, Programme National Persée, vol. 187(1), pages 105-121.
  • Vladimir Borgy & Valérie Mignon, 2009. "Taux d'intérêt et marchés boursiers : une analyse empirique de l'intégration financière internationale," Economie & Prévision, La Documentation Française, vol. 0(1), pages 105-121.
  • vladimir Borgy & Valérie Mignon, 2006. "Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale," Working Papers 2006-25, CEPII research center.
• 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 424, Banco de la Republica de Colombia.
  • Luis Eduardo Arango & Andrés González & Jhon 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 2425, Banco de la Republica.
• Rocío Betancourt & Hernando Vargas & Norberto Rodríguez., 2008. "Interest Rate Pass-Through in Colombia: a Micro-Banking Perspective," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 45(131), pages 29-58.
  • Rocio Betancourt & Hernando Vargas & Norberto Rodríguez, 2006. "Interest Rate Pass-Through In Colombia: A Micro-Banking Perspective," Borradores de Economia 407, Banco de la Republica de Colombia.
  • Rocío Betancourt & Hernando Vargas & Norberto Rodríguez Niño, 2006. "Interest Rate Pass-Through In Colombia: A Micro- Banking Perspective," Borradores de Economia 2909, Banco de la Republica.
• Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2008. "La tasa de interés natural en Colombia," Investigación Conjunta-Joint Research, in: Centro de Estudios Monetarios Latinoamericanos (CEMLA) (ed.), Estimación y Uso de Variables no Observables en la Región, edition 1, volume 1, chapter 7, pages 164-201, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
  • Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2007. "La tasa de interés natural en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(54), pages 44-89, June.
  • Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2007. "La Tasa de Interés Natural en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 25(54), pages 44-89, June.
  • 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 412, Banco de la Republica de Colombia.
  • Juan José Echavarría & Enrique López Enciso & Martha Misas Arango & Juana Tellez Corredor, 2006. "La Tasa de Interés Natural en Colombia," Borradores de Economia 3088, Banco de la Republica.
• Ana María Tribín Uribe, 2006. "Tasa De Rendimiento De Capital De Colombia Para El Periodo Entre 1990 Y 2001," Borradores de Economia 398, Banco de la Republica de Colombia.
  • Ana María Tribín Uribe, 2006. "Tasa De Rendimiento De Capital De Colombia Para El Período Entre 1990-2001," Borradores de Economia 3540, Banco de la Republica.
• Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo, 2006. "Una aproximación a la dinámica de las tasas de interés de corto plazo en Colombia a través de modelos GARCH multivariados," Borradores de Economia 366, Banco de la Republica de Colombia.
  • Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo, 2006. "Una Aproximación a La Dinámica de las Tasas de Interés de Corto Plazo en Colombia a través de Modelos GARCH Multivariados," Borradores de Economia 3694, Banco de la Republica.
• Carlos Andrés Amaya, 2006. "Interest Rate Setting and the Colombian Monetary Transmission Mechanism," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 24(50), pages 48-97, June.
  • Carlos Andrés Amaya, 2006. "Interest Rate Setting and the Colombian Monetary Transmission Mechanism," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 24(50), pages 48-97, June.
• Alicia Garcia-Herrero & Alvaro Ortiz, 2006. "The Role of Global Risk Aversion in Explaining Sovereign Spreads," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2006), pages 125-155, August.
  • García-Herrero, Alicia & Ortiz, Alvaro, 2006. "The role of global risk aversion in explaining sovereign spreads," LSE Research Online Documents on Economics 123127, London School of Economics and Political Science, LSE Library.
• Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
  • Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," ERIM Report Series Research in Management ERS-2006-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," CEPR Discussion Papers 5896, C.E.P.R. Discussion Papers.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Other publications TiSEM fddff8c7-43e7-4776-9b72-4, Tilburg University, School of Economics and Management.
  • Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Discussion Paper 2006-88, Tilburg University, Center for Economic Research.
• Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010. "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 33-62, February.
  • Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010. "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 33-62, February.
  • Antonio Moreno & Geert Bekaert & Seonghoon Cho, 2004. "New-Keynesian Macroeconomics and the Term Structure," 2004 Meeting Papers 388, Society for Economic Dynamics.
  • Bekaert, Geert & Cho, Seonghoon & Moreno Ibáñez, Antonio, 2006. "New-Keynesian Macroeconomics and the Term Structure," CEPR Discussion Papers 5956, C.E.P.R. Discussion Papers.
  • Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2005. "New-Keynesian Macroeconomics and the Term Structure," NBER Working Papers 11340, National Bureau of Economic Research, Inc.
  • Seonghoon Cho & Antonio Moreno & Geert Bekaert, 2005. "New-Keynesian Macroeconomics and the Term Structure," Faculty Working Papers 04/05, School of Economics and Business Administration, University of Navarra.
• Minoas Koukouritakis & Leo Michelis, 2006. "The Term Structure of Interest Rates in the European Union," Working Papers 0611, University of Crete, Department of Economics.
• Pradeep Dubey & John Geanakoplos, 2006. "Money and production, and liquidity trap," International Journal of Economic Theory, The International Society for Economic Theory, vol. 2(3‐4), pages 295-317, September.
  • Pradeep Dubey & John Geanakoplos, 2006. "Money and Production, and Liquidity Trap," Levine's Bibliography 321307000000000261, UCLA Department of Economics.
  • Pradeep Dubey & John Geanakoplos, 2006. "Money and Production, and Liquidity Trap," Cowles Foundation Discussion Papers 1574, Cowles Foundation for Research in Economics, Yale University.
  • Pradeep Dubey & John Geanakoplos, 2006. "Money and Production, and Liquidity Trap," Department of Economics Working Papers 06-03, Stony Brook University, Department of Economics.
• Troy Davig & Jeffrey R. Gerlach, 2006. "Monetary Policy, the Bond Market, and Changes in FOMC Communication Policy," Working Papers 31, Department of Economics, College of William and Mary.
• Zsolt Darvas & Gábor Rappai & Zoltán Schepp, 2006. "Uncovering Yield Parity: A new insight into the UIP puzzle through the stationarity of long maturity forward rates," DNB Working Papers 098, Netherlands Central Bank, Research Department.
  • Zsolt Darvas & Gábor Rappai & Zoltán Schepp, 2007. "Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates," Money Macro and Finance (MMF) Research Group Conference 2006 84, Money Macro and Finance Research Group.
• Kerstin Bernoth & Guntram B. Wolff, 2008. "Fool The Markets? Creative Accounting, Fiscal Transparency And Sovereign Risk Premia," Scottish Journal of Political Economy, Scottish Economic Society, vol. 55(4), pages 465-487, September.
  • Kerstin Bernoth & Guntram B. Wolff, 2006. "Fool the Markets? Creative Accounting, Fiscal Transparency and Sovereign Risk Premia," CESifo Working Paper Series 1732, CESifo.
  • Kerstin Bernoth & Guntram Wolff, 2006. "Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia," DNB Working Papers 103, Netherlands Central Bank, Research Department.
  • Bernoth, Kerstin & Wolff, Guntram B., 2006. "Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia," Discussion Paper Series 1: Economic Studies 2006,19, Deutsche Bundesbank.
• NANDWA, Boaz, 2006. "On The Fisher Effect And Inflation Dynamics In Low-Income Countries: An Assessment Of Sub-Saharan Africa Economies," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(1).
• Peter C. B. Phillips & Jun Yu, 2006. "A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete," Macroeconomics Working Papers 22472, East Asian Bureau of Economic Research.
• Bindseil, Ulrich & Papadia, Francesco, 2006. "Credit risk mitigation in central bank operations and its effects on financial markets: the case of the Eurosystem," Occasional Paper Series 49, European Central Bank.
• Kok, Christoffer & Werner, Thomas, 2006. "Bank interest rate pass-through in the euro area: a cross country comparison," Working Paper Series 580, European Central Bank.
• Cappiello, Lorenzo & Manganelli, Simone & Hördahl, Peter & Kadareja, Arjan, 2006. "The impact of the euro on financial markets," Working Paper Series 598, European Central Bank.
• Welz, Peter, 2006. "Assessing predetermined expectations in the standard sticky-price model: a Bayesian approach," Working Paper Series 621, European Central Bank.
• Andersson, Magnus & Hansen, Lars Jul & Sebestyén, Szabolcs, 2006. "Which news moves the euro area bond market?," Working Paper Series 631, European Central Bank.
• Claus Brand & Daniel Buncic & Jarkko Turunen, 2010. "The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve," Journal of the European Economic Association, MIT Press, vol. 8(6), pages 1266-1298, December.
  • Brand, Claus & Turunen, Jarkko & Buncic, Daniel, 2006. "The impact of ECB monetary policy decisions and communication on the yield curve," Working Paper Series 657, European Central Bank.
  • Claus Brand & Daniel Buncic & Jarkko Turunen, 2008. "The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve," Discussion Papers 2008-11, School of Economics, The University of New South Wales.
• Leitemo, Kai, 2006. "Targeting inflation by forecast feedback rules in small open economies," Journal of Economic Dynamics and Control, Elsevier, vol. 30(3), pages 393-413, March.
  • Kai Leitemo, 2004. "Targeting Inflation by Forecast Feedback Rules in Small Open Economies," Computing in Economics and Finance 2004 18, Society for Computational Economics.
• Wu, Shu & Zeng, Yong, 2006. "The term structure of interest rates under regime shifts and jumps," Economics Letters, Elsevier, vol. 93(2), pages 215-221, November.
  • Shu Wu & Yong Zeng, 2005. "The Term Structure of Interest Rates under Regime Shifts and Jumps," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200520, University of Kansas, Department of Economics, revised Oct 2005.
• Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna, 2006. "Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 339-358.
  • Favero, Carlo A. & Carriero, Andrea & Kaminska, Iryna, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," CEPR Discussion Papers 4301, C.E.P.R. Discussion Papers.
  • Iryna Kaminska & Andrea Carriero & Carlo A. Favero, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," Computing in Economics and Finance 2004 76, Society for Computational Economics.
  • Andrea Carriero & Carlo Favero & Iryna Kaminska, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," Working Papers 253, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Hordahl, Peter & Tristani, Oreste & Vestin, David, 2006. "A joint econometric model of macroeconomic and term-structure dynamics," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 405-444.
  • Peter Hoerdahl & Oreste Tristani, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Econometric Society 2004 North American Summer Meetings 379, Econometric Society.
  • Tristani, Oreste & Vestin, David & Hördahl, Peter, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Working Paper Series 405, European Central Bank.
  • Peter Hordahl & Oreste Tristani & David Vestin, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Money Macro and Finance (MMF) Research Group Conference 2003 48, Money Macro and Finance Research Group.
• Breitung, Jorg & Candelon, Bertrand, 2006. "Testing for short- and long-run causality: A frequency-domain approach," Journal of Econometrics, Elsevier, vol. 132(2), pages 363-378, June.
• Deschamps, Philippe J., 2006. "A flexible prior distribution for Markov switching autoregressions with Student-t errors," Journal of Econometrics, Elsevier, vol. 133(1), pages 153-190, July.
• Bartolini, Leonardo & Prati, Alessandro, 2006. "Cross-country differences in monetary policy execution and money market rates' volatility," European Economic Review, Elsevier, vol. 50(2), pages 349-376, February.
  • Leonardo Bartolini & Alessandro Prati, 2003. "Cross-country differences in monetary policy execution and money market rates' volatility," Staff Reports 175, Federal Reserve Bank of New York.
• Kocenda, Evzen & Valachy, Juraj, 2006. "Exchange rate volatility and regime change: A Visegrad comparison," Journal of Comparative Economics, Elsevier, vol. 34(4), pages 727-753, December.
  • Juraj Valachy & Ev??en Ko?enda, 2003. "Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad," William Davidson Institute Working Papers Series 2003-622, William Davidson Institute at the University of Michigan.
• Ana Paula Martins, 2006. "On Simple Conditions for Mixed Equilibria in Dualistic Models. Part I: Degree of Mobility," EERI Research Paper Series EERI_RP_2006_03, Economics and Econometrics Research Institute (EERI), Brussels.
• Ana Paula Martins, 2006. "On Simple Conditions for Mixed Equilibria in Dualistic Models. Part II: Degree of Coverage," EERI Research Paper Series EERI_RP_2006_04, Economics and Econometrics Research Institute (EERI), Brussels.

2005

• Alan J. Auerbach & Maurice Obstfeld, 2005. "The Case for Open-Market Purchases in a Liquidity Trap," American Economic Review, American Economic Association, vol. 95(1), pages 110-137, March.
  • Alan J. Auerbach & Maurice Obstfeld, 2003. "The case for open-market purchases in a liquidity trap," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  • Alan J. Auerbach & Maurice Obstfeld, 2003. "The Case for Open-Market Purchases in a Liquidity Trap," NBER Working Papers 9814, National Bureau of Economic Research, Inc.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt4tm5h0s3, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt84s7d8c8, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Alan Auerbach & Maurice Obstfeld, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Macroeconomics 0407009, University Library of Munich, Germany.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt1dn4d9sr, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," CEPR Discussion Papers 4447, C.E.P.R. Discussion Papers.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt1dn4d9sr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt84s7d8c8, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt4tm5h0s3, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
• Pedro Gomes & Pedro Bom & Pedro Leão, 2005. "The Effect Of Labour Share On The Natural Rate Of Interest: Some Empirical Evidence," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 026, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Gonçalves, Fernando M & Holland, Marcio & Spacov, Andrei, 2007. "Can Jurisdictional Uncertainty and Capital Controls Explain the High Level of Real Interest Rates in Brazil? Evidence from Panel Data," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 61(1), August.
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• Halid Konjhodžic & Tonci Svilokos, 2005. "The Management Of Interest Rate Risk In Small And Medium Banks," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• René Garcia & Richard Luger, 2007. "The Canadian macroeconomy and the yield curve: an equilibrium‐based approach," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(2), pages 561-583, May.
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• Ladislav Wintr & Paolo Guarda & Abdelaziz Rouabah, 2005. "Estimating the natural interest rate for the euro area and Luxembourg," BCL working papers 15, Central Bank of Luxembourg.
• Alicia Garcia Herrero & Alvaro Ortiz, 2004. "The Role Of Global Risk Aversion In Explaining Latin American Sovereign Spreads," International Finance 0408001, University Library of Munich, Germany.
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• Leonardo Gambacorta & S. Iannotti, 2007. "Are there asymmetries in the response of bank interest rates to monetary shocks?," Applied Economics, Taylor & Francis Journals, vol. 39(19), pages 2503-2517.
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• Carlos Andrés Amaya, 2005. "Interest Rate Setting and the Colombian Monetary Transmission Mechanism," Borradores de Economia 352, Banco de la Republica de Colombia.
• Arango, Luis Eduardo & Flórez, Luz Adriana, 2008. "Tramo corto de la curva de rendimientos, cambio de régimen inflacionario y expectativas de inflación en Colombia," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(297), pages 183-210, enero-mar.
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• Silver, Mick & Heravi, Saeed, 2005. "A Failure in the Measurement of Inflation: Results From a Hedonic and Matched Experiment Using Scanner Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 269-281, July.
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• Jeffery D. Amato, 2005. "The role of the natural rate of interest in monetary policy," BIS Working Papers 171, Bank for International Settlements.
• Baba, Naohiko & Nishioka, Shinichi & Oda, Nobuyuki & Shirakawa, Masaaki & Ueda, Kazuo & Ugai, Hiroshi, 2005. "Japan's Deflation, Problems in the Financial System, and Monetary Policy," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 23(1), pages 47-111, February.
  • Naohiko Baba & Shinichi Nishioka & Nobuyuki Oda & Masaaki Shirakawa & Kazuo Ueda & Hiroshi Ugai, 2005. "Japan's deflation, problems in the financial system and monetary policy," BIS Working Papers 188, Bank for International Settlements.
• Hsiao‐Tang Hsu, 2005. "Capital Control And Domestic Interest Rates: A Generalized Model," Contemporary Economic Policy, Western Economic Association International, vol. 23(3), pages 456-464, July.
• Garnier, Julien & Wilhelmsen, Björn-Roger, 2005. "The natural real interest rate and the output gap in the euro area: a joint estimation," Working Paper Series 546, European Central Bank.
  • Julien Garnier & Bjørn-Roger Wilhelmsen, 2005. "The natural real interest rate and the output gap in the euro area: A joint estimation," Working Paper 2005/14, Norges Bank.
• Kulish Mariano, 2007. "Should Monetary Policy Use Long-Term Rates?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 7(1), pages 1-26, July.
  • Mariano Kulish, 2005. "Should Monetary Policy use Long-term Rates?," Boston College Working Papers in Economics 635, Boston College Department of Economics.
• Karlo Kauko, 2005. "Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data," Finance 0508020, University Library of Munich, Germany.
  • Kauko, Karlo, 2005. "Bank interest rates in a small European economy : Some exploratory macro level analyses using Finnish data," Research Discussion Papers 9/2005, Bank of Finland.
  • Kauko, Karlo, 2005. "Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data," Bank of Finland Research Discussion Papers 9/2005, Bank of Finland.
• Bjørnland, Hilde C. & Leitemo, Kai, 2009. "Identifying the interdependence between US monetary policy and the stock market," Journal of Monetary Economics, Elsevier, vol. 56(2), pages 275-282, March.
  • Bjørnland, Hilde C. & Leitemo, Kai, 2005. "Identifying the Interdependence between US Monetary Policy and the Stock Market," Memorandum 12/2005, Oslo University, Department of Economics.
  • Hilde C. Bjørnland & Kai Leitemo, 2008. "Identifying the interdependence between US monetary policy and the stock market," Working Paper 2008/04, Norges Bank.
  • Bjørnland, Hilde C. & Leitemo, Kai, 2005. "Identifying the interdependence between US monetary policy and the stock market," Research Discussion Papers 17/2005, Bank of Finland.
• Hibiki Ichiue, 2005. "How Do Monetary Policy Rules Affect Term Premia?," Bank of Japan Working Paper Series 05-E-14, Bank of Japan.
• Nobuyuki Oda & Kazuo Ueda, 2007. "The Effects Of The Bank Of Japan'S Zero Interest Rate Commitment And Quantitative Monetary Easing On The Yield Curve: A Macro‐Finance Approach," The Japanese Economic Review, Japanese Economic Association, vol. 58(3), pages 303-328, September.
  • Nobuyuki Oda & Kazuo Ueda, 2005. "The Effects of the Bank of Japan's Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach," CIRJE F-Series CIRJE-F-336, CIRJE, Faculty of Economics, University of Tokyo.
  • Nobuyuki Oda & Kazuo Ueda, 2005. "The Effects of the Bank of Japan's Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach," Bank of Japan Working Paper Series 05-E-6, Bank of Japan.
• Ryo Kato & Yoshifumi Hisata, 2005. "Monetary Policy Uncertainty and Market Interest Rates," Bank of Japan Working Paper Series 05-E-7, Bank of Japan.
• Kugler, Peter & Weder, Beatrice, 2005. "Why are Returns on Swiss Franc Asset so Low?," Working papers 2005/08, Faculty of Business and Economics - University of Basel.
• Arnab Bhattacharjee & Sean Holly, 2004. "Inflation Targeting, committee Decision Making and Uncertainty: The case of the Bank of England's MPC," Money Macro and Finance (MMF) Research Group Conference 2004 63, Money Macro and Finance Research Group.
  • Bhattacharjee, A. & Holly, S., 2005. "Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England’s MPC," Cambridge Working Papers in Economics 0530, Faculty of Economics, University of Cambridge.
  • Sean Holly & Arnab Bhattacharjee, 2005. "Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England's MPC," Computing in Economics and Finance 2005 119, Society for Computational Economics.
• Rosa, Carlo & Verga, Giovanni, 2005. "The importance of the wording of the ECB," LSE Research Online Documents on Economics 19888, London School of Economics and Political Science, LSE Library.
  • Carlo Rosa & Giovanni Verga, 2005. "The Importance of the Wording of the ECB," CEP Discussion Papers dp0694, Centre for Economic Performance, LSE.
• Martin Fukac, 2005. "Inflation Expectations in the Czech Interbank Market," CERGE-EI Working Papers wp253, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Gollier, Christian, 2004. "The Consumption-Based Determinants of the Term Structure of Discount Rates," IDEI Working Papers 296, Institut d'Économie Industrielle (IDEI), Toulouse.
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• David Navrátil & Viktor Kotlán, 2005. "The CNB’s Policy Decisions – Are They Priced in by the Markets?," Macroeconomics 0503005, University Library of Munich, Germany.
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• Richard H. Clarida & Lucio Sarno & Mark P. Taylor & Giorgio Valente, 2006. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1193-1224, May.
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• Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2007. "Central Bank forecasts and disclosure policy: Why it pays to be optimistic," European Journal of Political Economy, Elsevier, vol. 23(1), pages 30-50, March.
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• Carlo Favero & Iryna Kaminska & Ulf Soderstrom, 2005. "The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation," Working Papers 280, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Favero, Carlo A. & Söderström, Ulf & Kaminska, Iryna, 2005. "The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation," CEPR Discussion Papers 4910, C.E.P.R. Discussion Papers.
• Wolff, Christian & Verschoor, Willem F C & Jongen, Ron, 2005. "Time Variation in Term Premia: International Evidence," CEPR Discussion Papers 4959, C.E.P.R. Discussion Papers.
• Kugler, Peter & Weder di Mauro, Beatrice, 2005. "Why Are Returns on Swiss Franc Assets So Low? Rare Events May Solve the Puzzle," CEPR Discussion Papers 5181, C.E.P.R. Discussion Papers.
• Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio, 2007. "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(1), pages 81-100, March.
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• Kim, Don H. & Orphanides, Athanasios, 2012. "Term Structure Estimation with Survey Data on Interest Rate Forecasts," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(1), pages 241-272, February.
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  • Orphanides, Athanasios & Kim, Don H., 2005. "Term Structure Estimation with Survey Data on Interest Rate Forecasts," CEPR Discussion Papers 5341, C.E.P.R. Discussion Papers.
  • Athanasios Orphanides & Don H. Kim, 2005. "Term Structure Estimation with Survey Data on Interest Rate Forecasts," Computing in Economics and Finance 2005 474, Society for Computational Economics.
• Minoas Koukouritakis & Leo Michelis, 2005. "The Term Structures of Interest Rates in the New and Prospective EU Countries," Working Papers 0505, University of Crete, Department of Economics.
• Minoas Koukouritakis & Leo Michelis, 2005. "Term Structure Linkages Among the New EU Countries and the EMU," Working Papers 0515, University of Crete, Department of Economics.
• Peter C.B. Phillips & Jun Yu, 2005. "A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations," Cowles Foundation Discussion Papers 1523, Cowles Foundation for Research in Economics, Yale University.
• Saadet Kirbas Kasman & Adnan Kasman & Evrim Turgutlu, 2005. "Fisher Hypothesis Revisited: A Fractional Cointegration Analysis," Discussion Paper Series 05/04, Dokuz Eylül University, Faculty of Business, Department of Economics, revised 23 Nov 2005.
• David-Jan Jansen & Jakob de Haan, 2005. "Is a Word to the Wise Indeed Enough? ECB Statements and the Predictibility of Interest Rate Decisions," DNB Working Papers 075, Netherlands Central Bank, Research Department.
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• Dilip Nachane & Jose Clavel, 2008. "Forecasting interest rates: a comparative assessment of some second-generation nonlinear models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(5), pages 493-514.
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• Jesper Berg & Annalisa Ferrando & Gabe de Bondt & Silvia Scopel, 2005. "The bank lending survey for the euro area," Occasional Paper Series 23, European Central Bank.
• de Bondt, Gabe & Ferrando, Annalisa & Berg, Jesper & Van Rixtel, Adrian & Scopel, Silvia, 2005. "The bank lending survey for the euro area," Occasional Paper Series 23, European Central Bank.
• Marco Del Negro & Frank Schorfheide, 2009. "Monetary Policy Analysis with Potentially Misspecified Models," American Economic Review, American Economic Association, vol. 99(4), pages 1415-1450, September.
  • Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," FRB Atlanta Working Paper 2005-26, Federal Reserve Bank of Atlanta.
  • Del Negro, Marco & Schorfheide, Frank, 2005. "Monetary policy analysis with potentially misspecified models," Working Paper Series 0475, European Central Bank.
  • Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," Working Papers 06-4, Federal Reserve Bank of Philadelphia.
  • Marco Del Negro & Frank Schorfheide, 2007. "Monetary Policy Analysis with Potentially Misspecified Models," NBER Working Papers 13099, National Bureau of Economic Research, Inc.
  • Marco Del Negro & Frank Schorfheide, 2008. "Monetary policy analysis with potentially misspecified models," Staff Reports 321, Federal Reserve Bank of New York.
• Michael Ehrmann & Marcel Fratzscher, 2007. "Transparency, Disclosure, and the Federal Reserve," International Journal of Central Banking, International Journal of Central Banking, vol. 3(1), pages 179-225, March.
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• Marco Del Negro & Frank Schorfheide, 2009. "Monetary Policy Analysis with Potentially Misspecified Models," American Economic Review, American Economic Association, vol. 99(4), pages 1415-1450, September.
  • Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," FRB Atlanta Working Paper 2005-26, Federal Reserve Bank of Atlanta.
  • Del Negro, Marco & Schorfheide, Frank, 2005. "Monetary policy analysis with potentially misspecified models," Working Paper Series 475, European Central Bank.
  • Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," Working Papers 06-4, Federal Reserve Bank of Philadelphia.
  • Marco Del Negro & Frank Schorfheide, 2007. "Monetary Policy Analysis with Potentially Misspecified Models," NBER Working Papers 13099, National Bureau of Economic Research, Inc.
  • Marco Del Negro & Frank Schorfheide, 2008. "Monetary policy analysis with potentially misspecified models," Staff Reports 321, Federal Reserve Bank of New York.
• Ehrmann, Michael & Fratzscher, Marcel, 2005. "Communication and decision-making by central bank committees: different strategies, same effectiveness?," Working Paper Series 488, European Central Bank.
• Mojon, Benoît & Valla, Natacha & de Bondt, Gabe, 2005. "Term structure and the sluggishness of retail bank interest rates in euro area countries," Working Paper Series 518, European Central Bank.
• Brissimis, Sophocles N. & Kosma, Theodora, 2005. "Market power, innovative activity and exchange rate pass-through in the euro area," Working Paper Series 531, European Central Bank.
• Stracca, Livio, 2005. "Liquidity and real equilibrium interest rates: a framework of analysis," Working Paper Series 542, European Central Bank.
• Moench, Emanuel, 2008. "Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach," Journal of Econometrics, Elsevier, vol. 146(1), pages 26-43, September.
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• Julien Garnier & Bjørn-Roger Wilhelmsen, 2005. "The natural real interest rate and the output gap in the euro area: A joint estimation," Working Paper 2005/14, Norges Bank.
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• Ehrmann, Michael & Fratzscher, Marcel, 2005. "How should central banks communicate?," Working Paper Series 557, European Central Bank.
• Ehrmann, Michael & Fratzscher, Marcel, 2007. "The timing of central bank communication," European Journal of Political Economy, Elsevier, vol. 23(1), pages 124-145, March.
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• Michael Ehrmann & Marcel Fratzscher, 2005. "Equal Size, Equal Role? Interest Rate Interdependence Between the Euro Area and the United States," Economic Journal, Royal Economic Society, vol. 115(506), pages 928-948, October.
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  • Michael Ehrmann & Marcel Fratzscher, 2004. "Equal size, equal role? interest rate interdependence between the euro area and the United States," International Finance Discussion Papers 800, Board of Governors of the Federal Reserve System (U.S.).
• Sanford, Andrew D. & Martin, Gael M., 2005. "Simulation-based Bayesian estimation of an affine term structure model," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 527-554, April.
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• Kozicki, Sharon & Tinsley, P.A., 2005. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1985-2015, November.
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  • Sharon Kozicki & Peter A. Tinsley, 2003. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Research Working Paper RWP 03-09, Federal Reserve Bank of Kansas City.
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• Gerberding, Christina & Seitz, Franz & Worms, Andreas, 2005. "How the Bundesbank really conducted monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 277-292, December.
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• Driessen, Joost & Melenberg, Bertrand & Nijman, Theo, 2005. "Testing affine term structure models in case of transaction costs," Journal of Econometrics, Elsevier, vol. 126(1), pages 201-232, May.
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• M. D. Hayford & A. G. Malliaris, 2005. "How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 14, pages 223-232, World Scientific Publishing Co. Pte. Ltd..
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• Temin, Peter & Voth, Hans-Joachim, 2005. "Credit rationing and crowding out during the industrial revolution: evidence from Hoare's Bank, 1702-1862," Explorations in Economic History, Elsevier, vol. 42(3), pages 325-348, July.
  • Temin, Peter & Voth, Hans-Joachim, 2004. "Credit Rationing and Crowding-Out During the Industrial Revolution: Evidence from Hoare's Bank, 1702-1862," CEPR Discussion Papers 4453, C.E.P.R. Discussion Papers.
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• Abad, Pilar & Novales, Alfonso, 2005. "An error correction factor model of term structure slopes in international swap markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(3), pages 229-254, July.
• Bover, Olympia & Watson, Nadine, 2005. "Are there economies of scale in the demand for money by firms? Some panel data estimates," Journal of Monetary Economics, Elsevier, vol. 52(8), pages 1569-1589, November.
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  • Bover, Olympia & Watson, Nadine, 2001. "Are there Economies of Scale in the Demand for Money by Firms? Some Panel Data Estimates," CEPR Discussion Papers 2818, C.E.P.R. Discussion Papers.
• Ahmad, Yamin, 2005. "Money market rates and implied CCAPM rates: some international evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(4-5), pages 699-729, September.
  • Yamin Ahmad, 2002. "Money Market Rates and Implied CCAPM Rates: Some International Evidence," Working Papers gueconwpa~02-02-06, Georgetown University, Department of Economics.
  • Yamin Ahmad, 2004. "Money market rates and implied CCAPM rates: some international evidence," Money Macro and Finance (MMF) Research Group Conference 2003 1, Money Macro and Finance Research Group.
• Carlo Rosa & Giovanni Verga, 2005. "The Importance of the Wording of the ECB," CEP Discussion Papers dp0694, Centre for Economic Performance, LSE.
  • Rosa, Carlo & Verga, Giovanni, 2005. "The importance of the wording of the ECB," LSE Research Online Documents on Economics 19888, London School of Economics and Political Science, LSE Library.
• Markus Baltzer & Gerhard Kling, 2005. "Predictability of future economic growth and the credibility of different monetary regimes in Germany, 1870 - 2003," Working Papers 5023, Economic History Society.
• Ferreira García, María Eva & Martínez, María Isabel & Navarro, Eliseo & Rubio Irigoyen, Gonzalo, 2005. "Consumer Confidence and Yield Spreads in Europe," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
• Rodrigo Octávio Marques de Almeida, 2005. "Renegotiation of the public debt in conditions of excessive debt," Brazilian Journal of Political Economy, Center of Political Economy, vol. 25(4), pages 454-475.
• Raoul Pietersz & Marcel Regenmortel, 2006. "Generic market models," Finance and Stochastics, Springer, vol. 10(4), pages 507-528, December.
  • Raoul Pietersz & Marcel van Regenmortel, 2005. "Generic Market Models," Finance 0502009, University Library of Munich, Germany.
  • Pietersz, R. & van Regenmortel, M., 2005. "Generic Market Models," ERIM Report Series Research in Management ERS-2005-010-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Igor Grubisic & Raoul Pietersz, 2005. "Efficient Rank Reduction of Correlation Matrices," Finance 0502007, University Library of Munich, Germany.
  • Grubisic, I. & Pietersz, R., 2005. "Efficient Rank Reduction of Correlation Matrices," ERIM Report Series Research in Management ERS-2005-009-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Sakai, Koji & Uesugi, Iichiro & Watanabe, Tsutomu, 2010. "Firm age and the evolution of borrowing costs: Evidence from Japanese small firms," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1970-1981, August.
  • Koji Sakai & Iichiro Uesugi & Tsutomu Watanabe, 2005. "Firm Age and the Evolution of Borrowing Costs: Evidence from Japanese Small Firms," Discussion papers 05026, Research Institute of Economy, Trade and Industry (RIETI).
  • Sakai, Koji & 坂井, 功治 & サカイ, コウジ & Uesugi, Iichiro & 植杉, 威一郎 & ウエスギ, イイチロウ & Watanabe, Tsutomu & 渡辺, 努, 2008. "Firm Age and the Evolution of Borrowing Costs: Evidence from Japanese Small Firms," PIE/CIS Discussion Paper 354, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
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• David Navrátil & Viktor Kotlán, 2005. "Is the CNB Predictable?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(7-8), pages 333-343, July.
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• Jakob Christensen, 2005. "Special Data Section Domestic Debt Markets in Sub-Saharan Africa," IMF Staff Papers, Palgrave Macmillan, vol. 52(3), pages 1-7.
• Flavio Angelini & Stefano Herzel, 2005. "Implied Volatilities of Caps: a Gaussian approach," Quaderni del Dipartimento di Economia, Finanza e Statistica 09/2005, Università di Perugia, Dipartimento Economia.
• Vargas, Gregorio A., 2005. "Macroeconomic Determinants of the Movement of the Yield Curve," MPRA Paper 53117, University Library of Munich, Germany.
• Amarasekara, Chandranath, 2005. "Interest Rate Pass-through in Sri Lanka," MPRA Paper 64865, University Library of Munich, Germany.
• Karel Brůna, 2005. "Mechanismus stabilizace ultrakrátkých úrokových sazeb prostřednictvím repo operací České národní banky [The stabilization mechanism of ultra short-term interest rates in the context of Czech nation," Politická ekonomie, Prague University of Economics and Business, vol. 2005(4), pages 459-476.
• Terenzio Cozzi, 2005. "Una rivisitazione delle teorie di Modigliani sulla finanza," Moneta e Credito, Economia civile, vol. 58(230-231), pages 233-254.
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• Marco Bassetto & Christopher Phelan, 2008. "Tax Riots," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(3), pages 649-669.
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• Juha Seppala & Federico Ravenna, 2005. "Monetary Policy and the Term Structure of Interest Rates," 2005 Meeting Papers 804, Society for Economic Dynamics.
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• Marcio Garcia & Alexandre Lowenkron, 2004. "Cousin Risks: The Extent and the Causes of Positive Correlation between Country and Currency Risks," Econometric Society 2004 Latin American Meetings 68, Econometric Society.
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• Drakos, Konstantinos, 2005. "The Elasticity of Substitution across Maturities in International Capital Markets: A Simple Test," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 20, pages 727-745.
• Arnab Bhattacharjee & Sean Holly, 2004. "Inflation Targeting, committee Decision Making and Uncertainty: The case of the Bank of England's MPC," Money Macro and Finance (MMF) Research Group Conference 2004 63, Money Macro and Finance Research Group.
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• Glenn D. Rudebusch & Tao Wu, 2004. "The recent shift in term structure behavior from a no-arbitrage macro-finance perspective," Working Paper Series 2004-25, Federal Reserve Bank of San Francisco.
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• Refet S Gürkaynak & Brian Sack & Eric Swanson, 2005. "Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May.
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• Wolfgang Lemke, 2005. "Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations," Computing in Economics and Finance 2005 341, Society for Computational Economics.
• Min Wei & Stefania D'Amico & Don H. Kim, 2005. "TIPS: Taking Inflation Premium Seriously," Computing in Economics and Finance 2005 363, Society for Computational Economics.
• Bovorn Vichiansin, 2005. "Bond Yield Predictability and Estimation of Affine Term Structure Models," Computing in Economics and Finance 2005 390, Society for Computational Economics.
• Kargin, V. & Onatski, A., 2008. "Curve forecasting by functional autoregression," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2508-2526, November.
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• Gerberding, Christina & Seitz, Franz & Worms, Andreas, 2005. "How the Bundesbank really conducted monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 277-292, December.
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• Zijun Wang, 2005. "A Note on Deficit, Implicit Debt, and Interest Rates," Southern Economic Journal, Southern Economic Association, vol. 72(1), pages 186-196, July.
• Albert Lee Chun, 2011. "Expectations, Bond Yields, and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, vol. 24(1), pages 208-247.
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• Günter Coenen, 2005. "Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models," Empirical Economics, Springer, vol. 30(1), pages 65-75, January.
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• Teresa Corzo Santamaría & Javier Gómez Biscarri, 2005. "Nonparametric estimation of convergence of interest rates: Effects on bond pricing," Spanish Economic Review, Springer;Spanish Economic Association, vol. 7(3), pages 167-190, September.
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• Oscar Bajo-Rubio & Carmen Diaz-Roldan & Vicente Esteve, 2005. "Is the Fisher effect non-linear? some evidence for Spain, 1963-2002," Applied Financial Economics, Taylor & Francis Journals, vol. 15(12), pages 849-854.
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• Luis Oscar Herrera & Rodrigo Valdes, 2005. "De-dollarization, Indexation and Nominalization: the Chilean Experience," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 8(4), pages 281-312.
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• Ricardo Caballero & Kevin Cowan & Jonathan Kearns, 2005. "Fear of Sudden Stops: Lessons From Australia and Chile," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 8(4), pages 313-354.
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• Koijen, R.S.J. & Nijman, T.E. & Werker, B.J.M., 2005. "Labor Income and the Demand for Long-term Bonds," Discussion Paper 2005-95, Tilburg University, Center for Economic Research.
• Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2007. "Central Bank forecasts and disclosure policy: Why it pays to be optimistic," European Journal of Political Economy, Elsevier, vol. 23(1), pages 30-50, March.
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• Nobuyuki Oda & Kazuo Ueda, 2007. "The Effects Of The Bank Of Japan'S Zero Interest Rate Commitment And Quantitative Monetary Easing On The Yield Curve: A Macro‐Finance Approach," The Japanese Economic Review, Japanese Economic Association, vol. 58(3), pages 303-328, September.
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• Naohiko Baba & Motoharu Nakashima & Yosuke Shigemi & Kazuo Ueda, 2006. "The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market," International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
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• Naohiko Baba & Motoharu Nakashima & Yosuke Shigemi & Kazuo Ueda, 2006. "The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market," International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
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• Nobuhiro Kiyotaki & John Moore, 2005. "Financial Deepening," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 701-713, 04/05.
• Alberto Alesina & Silvia Ardagna & Giuseppe Nicoletti & Fabio Schiantarelli, 2005. "Regulation And Investment," Journal of the European Economic Association, MIT Press, vol. 3(4), pages 791-825, June.
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• Benjamin Ford & Karen Taylor, 2005. "Recent developments in Australian bond yields," Economic Roundup, The Treasury, Australian Government, issue 4, pages 111-120, December.
• Eduardo Levy Yeyati, 2006. "Financial dollarization: evaluating the consequences [‘A simple model of monetary policy and currency crises’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 21(45), pages 62-118.
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• Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010. "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 33-62, February.
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• Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models across Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 741-760, December.
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• Bruinshoofd, W.A. & Candelon, B. & Raabe, K., 2005. "Banking sector strength and the transmission of currency crises," Research Memorandum 022, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
• Elisa Alòs & Christian-Olivier Ewald, 2005. "A note on the Malliavin differentiability of the Heston volatility," Economics Working Papers 880, Department of Economics and Business, Universitat Pompeu Fabra.
• Carl Chiarella & Thuy-Duong To, 2005. "The Multifactor Nature of the Volatility of the Eurodollar Futures Market," Research Paper Series 150, Quantitative Finance Research Centre, University of Technology, Sydney.
• Chiarella, Carl & Hung, Hing & T, Thuy-Duong, 2009. "The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2075-2088, April.
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• Carl Chiarella & Christina Nikitopoulos-Sklibosios & Erik Schlogl, 2005. "A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps," Research Paper Series 167, Quantitative Finance Research Centre, University of Technology, Sydney.
• Leo Krippner, 2005. "An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models," Working Papers in Economics 05/01, University of Waikato.
• Leo Krippner, 2005. "Investigating the Relationships between the Yield Curve, Output and Inflation using an Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models," Working Papers in Economics 05/02, University of Waikato.
• Leo Krippner, 2005. "Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve," Working Papers in Economics 05/03, University of Waikato.
• Leo Krippner, 2005. "A New Framework for Yield Curve, Output and Inflation Relationships," Working Papers in Economics 05/07, University of Waikato.
• Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio, 2007. "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(1), pages 81-100, March.
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• Lucjan T. Orlowski & Kirsten Lommatzsch, 2005. "Bond Yield Compression in the Countries Converging to the Euro," William Davidson Institute Working Papers Series wp799, William Davidson Institute at the University of Michigan.
• Zijun Wang, 2005. "A Note on Deficit, Implicit Debt, and Interest Rates," Southern Economic Journal, John Wiley & Sons, vol. 72(1), pages 186-196, July.
• Marc Henrard, 2005. "Bermudan swaptions in Hull-White one-factor model: analytical and numerical approaches," Finance 0505023, University Library of Munich, Germany.
• Angelo Baglioni & Andrea Monticini, 2005. "The intraday price of money: evidence from the e-MID market," Finance 0507020, University Library of Munich, Germany.
• Kauko, Karlo, 2005. "Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data," Bank of Finland Research Discussion Papers 9/2005, Bank of Finland.
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• Georg Mosburger & Paul Schneider, 2005. "Modelling International Bond Markets with Affine Term Structure Models," Finance 0509003, University Library of Munich, Germany.
• Marc Henrard, 2005. "Convexity adjustment and delivery option in Australian dollar 90 Day Bills Futures," Finance 0509027, University Library of Munich, Germany.
• Marc Henrard, 2005. "Libor Market Model and Gaussian HJM explicit approaches to option on composition," Finance 0511016, University Library of Munich, Germany, revised 07 Dec 2005.
• Albert Lee Chun, 2011. "Expectations, Bond Yields, and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, vol. 24(1), pages 208-247.
  • Albert Lee Chun, 2005. "Expectations, Bond Yields and Monetary Policy," Discussion Papers 04-023, Stanford Institute for Economic Policy Research, revised Nov 2010.
  • Albert Lee Chun, 2005. "Expectations, Bond Yields and Monetary Policy," Finance 0512006, University Library of Munich, Germany.
• Schnabl, Gunther & Danne, Christian, 2005. "The Changing Role of the Yen/Dollar Exchange Rate for Japanese Monetary Policy," Tübinger Diskussionsbeiträge 290, University of Tübingen, School of Business and Economics.
  • Gunther Schnabl & Christian Danne, 2005. "The Changing Role of the Yen/Dollar Exchange Rate for Japanese Monetary Policy," International Finance 0503001, University Library of Munich, Germany.
• Alicia Garcia Herrero & Alvaro Ortiz, 2004. "The Role Of Global Risk Aversion In Explaining Latin American Sovereign Spreads," International Finance 0408001, University Library of Munich, Germany.
  • Alicia Garcia Herrero & Alvaro Ortiz, 2005. "The Role Of Global Risk Aversion In Explaining Latin American Sovereign Spreads," International Finance 0503005, University Library of Munich, Germany.
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• David Navratil & Viktor Kotlan, 2005. "The CNB's Policy Decisions - Are They Priced in by the Markets?," Research and Policy Notes 2005/01, Czech National Bank.
  • David Navrátil & Viktor Kotlán, 2005. "The CNB’s Policy Decisions – Are They Priced in by the Markets?," Macroeconomics 0503005, University Library of Munich, Germany.
• Juan Paez-Farrell, 2005. "Interest Rate Rules and the Response to the Output Gap," Macroeconomics 0503016, University Library of Munich, Germany.
• Monticini & Vaciago, 2004. "Are Europe Interest Rates led by FED's Announcements?," Macroeconomics 0407025, University Library of Munich, Germany.
  • Andrea Monticini & Giacomo Vaciago, 2005. "Are Europe's Interest Rates led by FED Announcements?," Macroeconomics 0507022, University Library of Munich, Germany.
• Dionysios Chionis & Costas Leon, 2005. "Modeling Interest Rate Transmission Dynamics In Greece. Is There Any Structural Break After Emu?," Macroeconomics 0509016, University Library of Munich, Germany.
• Jorg Bibow, 2005. "Liquidity Preference Theory Revisited: To Ditch or to Build on It?," Economics Working Paper Archive wp_427, Levy Economics Institute.
  • Joerg Bibow, 2005. "Liquidity Preference Theory Revisited—To Ditch or to Build on It?," Method and Hist of Econ Thought 0508003, University Library of Munich, Germany.
• Shu Wu & Yong Zeng, 2005. "A General Equilibrium Model Of The Term Structure Of Interest Rates Under Regime-Switching Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(07), pages 839-869.
  • Yong Zeng & Shu Wu, 2004. "A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk," Econometric Society 2004 North American Summer Meetings 304, Econometric Society.
• Shu Wu & Yong Zeng, 2005. "A General Equilibrium Model Of The Term Structure Of Interest Rates Under Regime-Switching Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(07), pages 839-869.
  • Yong Zeng & Shu Wu, 2004. "A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk," Econometric Society 2004 North American Summer Meetings 304, Econometric Society.
• A G Malliaris, 2005. "Economic Uncertainty, Instabilities and Asset Bubbles:Selected Essays," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5864.
• Fwu-Ranq Chang & A. G. Malliaris, 2005. "Asymptotic Growth under Uncertainty: Existence and Uniqueness," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 1, pages 3-8, World Scientific Publishing Co. Pte. Ltd..
  • Fwu-Ranq Chang & A. G. Malliaris, 1987. "Asymptotic Growth under Uncertainty: Existence and Uniqueness," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 54(1), pages 169-174.
• A. G. Malliaris & Jorge L. Urrutia, 2005. "How big is the random walk in macroeconomic time series: Variance ratio tests," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 2, pages 9-12, World Scientific Publishing Co. Pte. Ltd..
  • Malliaris, A. G. & Urrutia, Jorge L., 1990. "How big is the random walks in macroeconomic time series : Variance ratio tests," Economics Letters, Elsevier, vol. 34(2), pages 113-116, October.
• A. G. Malliaris & Jorge L. Urrutia, 2005. "An empirical investigation among real, monetary and financial variables," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 3, pages 13-20, World Scientific Publishing Co. Pte. Ltd..
  • Malliaris, A. G. & Urrutia, Jorge L., 1991. "An empirical investigation among real, monetary and financial variables," Economics Letters, Elsevier, vol. 37(2), pages 151-158, October.
• A. G. Malliaris & Walter F. Mullady & M. E. Malliaris, 2005. "Interest rates and inflation: A continuous time stochastic approach," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 4, pages 23-28, World Scientific Publishing Co. Pte. Ltd..
  • Malliaris, A. G. & Mullady, Walter Sr. & Malliaris, M. E., 1991. "Interest rates and inflation : A continuous time stochastic approach," Economics Letters, Elsevier, vol. 37(4), pages 351-356, December.
• A. G. Malliaris & Mary E. Malliaris, 2005. "Decomposition of Inflation and its Volatility: A Stochastic Approach," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 5, pages 29-39, World Scientific Publishing Co. Pte. Ltd..
  • Malliaris, A G & Malliaris, Mary E, 1995. "Decomposition of Inflation and Its Volatility: A Stochastic Approach," Review of Quantitative Finance and Accounting, Springer, vol. 5(1), pages 93-103, March.
• A. G. Malliaris, 2005. "Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 6, pages 41-57, World Scientific Publishing Co. Pte. Ltd..
  • Malliaris, A. G., 1992. "Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975," International Review of Financial Analysis, Elsevier, vol. 1(1), pages 77-93.
• A. G. Malliaris & Silvana Stefani, 2005. "Money, inflation and interest rates: Illustrations from twelve European economies," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 7, pages 59-82, World Scientific Publishing Co. Pte. Ltd..
  • Malliaris, A. G. & Stefani, Silvana, 1991. "Money, inflation and interest rates: Illustrations from twelve European economies," European Journal of Political Economy, Elsevier, vol. 7(3), pages 275-298, October.
• A. G. Malliaris & Jerome L. Stein, 2005. "Methodological issues in asset pricing: Random walk or chaotic dynamics," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 8, pages 85-115, World Scientific Publishing Co. Pte. Ltd..
  • Malliaris, A. G. & Stein, Jerome L., 1999. "Methodological issues in asset pricing: Random walk or chaotic dynamics," Journal of Banking & Finance, Elsevier, vol. 23(11), pages 1605-1635, November.
• George C. Philippatos & Efi Pilarinu & A. G. Malliaris, 2005. "Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 9, pages 117-136, World Scientific Publishing Co. Pte. Ltd..
• A. G. Malliaris & Jorge L. Urrutia, 2005. "European Stock Market Fluctuations: Short And Long Term Links," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 10, pages 137-149, World Scientific Publishing Co. Pte. Ltd..
• Marco Corazza & A. G. Malliaris, 2005. "Multi-Fractality in Foreign Currency Markets," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 11, pages 151-184, World Scientific Publishing Co. Pte. Ltd..
  • Marco Corazza & A. G. Malliaris, 2002. "Multi-Fractality in Foreign Currency Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 6(2), pages 65-98, June.
• Ramaprasad Bhar & A. G. Malliaris, 2005. "Are There Rational Bubbles In The U.S Stock Market? Overview And A New Test," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 12, pages 187-206, World Scientific Publishing Co. Pte. Ltd..
• Marc D. Hayford & A. G. Malliaris, 2005. "Is The Federal Reserve Stock Market Bubble-Neutral?," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 13, pages 207-221, World Scientific Publishing Co. Pte. Ltd..
• Hayford, M. D. & Malliaris, A. G., 2005. "How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule," European Journal of Operational Research, Elsevier, vol. 163(1), pages 20-29, May.
  • M. D. Hayford & A. G. Malliaris, 2005. "How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 14, pages 223-232, World Scientific Publishing Co. Pte. Ltd..
• Marc D. Hayford & A. G. Malliaris, 2005. "Monetary Policy And The U.S. Stock Market," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 15, pages 233-247, World Scientific Publishing Co. Pte. Ltd..
  • Marc D. Hayford & A. G. Malliaris, 2004. "Monetary Policy and the U.S. Stock Market," Economic Inquiry, Western Economic Association International, vol. 42(3), pages 387-401, July.
• A. G. Malliaris & Jorge L. Urrutia, 2005. "The International Crash of October 1987: Causality Tests," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 16, pages 251-262, World Scientific Publishing Co. Pte. Ltd..
  • Malliaris, A. G. & Urrutia, Jorge L., 1992. "The International Crash of October 1987: Causality Tests," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(3), pages 353-364, September.
• A. G. Malliaris & Jorge L. Urrutia, 2005. "The Impact Of The Persian Gulf Crisis On National Equity Markets," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 17, pages 263-285, World Scientific Publishing Co. Pte. Ltd..
• A. G. Malliaris & Jorge L. Urrutia, 2005. "Oil And World Stock Markets' Reaction To The Gulf Crisis," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 18, pages 287-307, World Scientific Publishing Co. Pte. Ltd..
• Jorge Urrutia & A. G. Malliaris, 2005. "Equity And Oil Markets Under External Shocks," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 19, pages 309-322, World Scientific Publishing Co. Pte. Ltd..
• A. G. Malliaris, 2005. "Global monetary instability: The role of the IMF, the EU and NAFTA," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 20, pages 323-343, World Scientific Publishing Co. Pte. Ltd..
  • Malliaris, A. G., 2002. "Global monetary instability: The role of the IMF, the EU and NAFTA," The North American Journal of Economics and Finance, Elsevier, vol. 13(1), pages 72-92, May.
• Karlo Kauko, 2005. "Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data," Finance 0508020, University Library of Munich, Germany.
  • Kauko, Karlo, 2005. "Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data," Bank of Finland Research Discussion Papers 9/2005, Bank of Finland.
• Bjørnland, Hilde C. & Leitemo, Kai, 2009. "Identifying the interdependence between US monetary policy and the stock market," Journal of Monetary Economics, Elsevier, vol. 56(2), pages 275-282, March.
  • Bjørnland, Hilde C. & Leitemo, Kai, 2005. "Identifying the Interdependence between US Monetary Policy and the Stock Market," Memorandum 12/2005, Oslo University, Department of Economics.
  • Bjørnland, Hilde C. & Leitemo, Kai, 2005. "Identifying the interdependence between US monetary policy and the stock market," Bank of Finland Research Discussion Papers 17/2005, Bank of Finland.
  • Hilde C. Bjørnland & Kai Leitemo, 2008. "Identifying the interdependence between US monetary policy and the stock market," Working Paper 2008/04, Norges Bank.
• Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo, 2005. "Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach," Economics Working Papers 2005-04, Christian-Albrechts-University of Kiel, Department of Economics.
• Blaskowitz, Oliver J. & Herwartz, Helmut & Cadenas Santiago, Gonzalo de, 2005. "Modeling the FIBOR/EURIBOR swap term structure: An empirical approach," SFB 649 Discussion Papers 2005-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Clostermann, Jörg & Seitz, Franz, 2005. "Are bond markets really overpriced: The case of the US," Arbeitsberichte – Working Papers 11, Technische Hochschule Ingolstadt (THI).
• Gunther Schnabl & Christian Danne, 2005. "The Changing Role of the Yen/Dollar Exchange Rate for Japanese Monetary Policy," International Finance 0503001, University Library of Munich, Germany.
  • Schnabl, Gunther & Danne, Christian, 2005. "The Changing Role of the Yen/Dollar Exchange Rate for Japanese Monetary Policy," Tübinger Diskussionsbeiträge 290, University of Tübingen, School of Business and Economics.
• Friedrich Heinemann & Katrin Ullrich, 2007. "Does it Pay to Watch Central Bankers’ Lips? The Information Content of ECB Wording," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(II), pages 155-185, June.
  • Heinemann, Friedrich & Ullrich, Katrin, 2005. "Does it Pay to Watch Central Bankers' Lips? The Information Content of ECB Wording," ZEW Discussion Papers 05-70, ZEW - Leibniz Centre for European Economic Research.

2004

• De Graeve, Ferre & De Jonghe, Olivier & Vennet, Rudi Vander, 2007. "Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets," Journal of Banking & Finance, Elsevier, vol. 31(1), pages 259-278, January.
  • F. De Graeve & O. De Jonghe & R. Vander Vennet, 2004. "Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/261, Ghent University, Faculty of Economics and Business Administration.
• Kozicki, Sharon & Tinsley, P.A., 2005. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1985-2015, November.
  • Sharon Kozicki & Peter A. Tinsley, 2004. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  • Kozicki, Sharon & Tinsley, P. A., 2003. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," CFS Working Paper Series 2003/41, Center for Financial Studies (CFS).
  • P.A. Tinsley & Sharon Kozicki, 2004. "Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information," Computing in Economics and Finance 2004 146, Society for Computational Economics.
  • Sharon Kozicki & Peter A. Tinsley, 2003. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Research Working Paper RWP 03-09, Federal Reserve Bank of Kansas City.
• Leitemo, Kai, 2006. "Targeting inflation by forecast feedback rules in small open economies," Journal of Economic Dynamics and Control, Elsevier, vol. 30(3), pages 393-413, March.
  • Kai Leitemo, 2004. "Targeting Inflation by Forecast Feedback Rules in Small Open Economies," Computing in Economics and Finance 2004 18, Society for Computational Economics.
• Marco Lyrio & Hans Dewachter, 2004. "Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve," Computing in Economics and Finance 2004 188, Society for Computational Economics.
• Ellingsen, Tore & Söderström, Ulf, 2004. "Why Are Long Rates Sensitive to Monetary Policy?," Working Paper Series 160, Sveriges Riksbank (Central Bank of Sweden).
  • Ulf Soderstrom & Tore Ellingsen, 2004. "Why are long rates sensitive to monetary policy?," Computing in Economics and Finance 2004 31, Society for Computational Economics.
  • Ellingsen, Tore & Söderström, Ulf, 2004. "Why are Long Rates Sensitive to Monetary Policy?," CEPR Discussion Papers 4360, C.E.P.R. Discussion Papers.
  • Tore Ellingsen & Ulf Soderstrom, 2004. "Why are Long Rates Sensitive to Monetary Policy," Working Papers 256, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Rana Chatterjee, 2004. "Application Of The Kalman Filter For Estimating Continuous Time Term Structure Models: Evidence From The Uk And Germany," Computing in Economics and Finance 2004 346, Society for Computational Economics.
• Jesus Vazquez, 2004. "Does the Term Spread Play a Role in the Fed's Reaction Function? An Empirical Investigation," Computing in Economics and Finance 2004 52, Society for Computational Economics.
• PeterTillmann, 2004. "Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates," Computing in Economics and Finance 2004 53, Society for Computational Economics.
• D. Vestin & Hordahl & P., 2004. "Monetary policy and the expectations hypothesis," Computing in Economics and Finance 2004 70, Society for Computational Economics.
• Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna, 2006. "Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 339-358.
  • Favero, Carlo A. & Carriero, Andrea & Kaminska, Iryna, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," CEPR Discussion Papers 4301, C.E.P.R. Discussion Papers.
  • Iryna Kaminska & Andrea Carriero & Carlo A. Favero, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," Computing in Economics and Finance 2004 76, Society for Computational Economics.
  • Andrea Carriero & Carlo Favero & Iryna Kaminska, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," Working Papers 253, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Peter Kugler & Beatrice Weder, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 301-325, September.
  • Kugler, Peter & Weder di Mauro, Beatrice, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," CEPR Discussion Papers 4467, C.E.P.R. Discussion Papers.
  • Kugler, Peter & Weder, Beatrice, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," Working papers 2004/04, Faculty of Business and Economics - University of Basel.
• Ulrike Neyer & Jürgen Wiemers, 2004. "The Influence of a Heterogeneous Banking Sector on the Interbank Market Rate in the Euro Area," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 395-428, September.
• Hoon, Hian Teck & Phelps, Edmund S., 2008. "Future fiscal and budgetary shocks," Journal of Economic Theory, Elsevier, vol. 143(1), pages 499-518, November.
  • Hian Teck Hoon & Edmund S Phelps, 2004. "Future Fiscal and Budgetary Shocks," Working Papers 20-2004, Singapore Management University, School of Economics.
  • Hian Teck Hoon & Edmund S. Phelps, 2007. "Future Fiscal and Budgetary Shocks," Macroeconomics Working Papers 22438, East Asian Bureau of Economic Research.
• Xavier Ragot, 2004. "Une théorie de l'inflation optimale fondée sur les contraintes de crédit," Revue économique, Presses de Sciences-Po, vol. 55(3), pages 469-478.
  • Xavier Ragot, 2004. "Une théorie de l'inflation optimales fondée sur les contraintes du crédit," Post-Print hal-03471769, HAL.
  • Xavier Ragot, 2004. "Une théorie de l'inflation optimales fondée sur les contraintes du crédit," Sciences Po publications info:hdl:2441/o6hce6db98d, Sciences Po.
  • Xavier Ragot, 2004. "Une théorie de l'inflation optimales fondée sur les contraintes du crédit," SciencePo Working papers Main hal-03471769, HAL.
• Sandrine Lardic & Valérie Mignon, 2004. "Fractional cointegration and the term structure," Empirical Economics, Springer, vol. 29(4), pages 723-736, December.
• Jamie Gascoigne & Paul Turner, 2004. "Asymmetries in Bank of England monetary policy," Applied Economics Letters, Taylor & Francis Journals, vol. 11(10), pages 615-618.
  • Jamie Gascoigne & Paul Turner, 2003. "Asymmetries in Bank of England Monetary Policy," Working Papers 2003007, The University of Sheffield, Department of Economics, revised Aug 2003.
• Frank A. G. Den Butter & Pieter Jansen, 2004. "An empirical analysis of the German long-term interest rate," Applied Financial Economics, Taylor & Francis Journals, vol. 14(10), pages 731-741.
• Pilar Abad & Alfonso Novales, 2004. "Volatility transmission across the term structure of swap markets: international evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 14(14), pages 1045-1058.
  • Pilar Abad & Alfonso Novales, 2002. "Volatility Transmission acros the Term Structure of Swap Markets: International Evidence," Documentos de Trabajo del ICAE 0220, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Paul Soderlind, 2004. "What if the Fed had been an inflation nutter?," Applied Economics, Taylor & Francis Journals, vol. 36(13), pages 1471-1473.
  • Söderlind, Paul, 2001. "What if the Fed Had Been an Inflation Nutter?," SSE/EFI Working Paper Series in Economics and Finance 0443, Stockholm School of Economics.
• Frank Riedel, 2004. "Heterogeneous time preferences and interest rates—the preferred habitat theory revisited," The European Journal of Finance, Taylor & Francis Journals, vol. 10(1), pages 3-22.
  • Frank Riedel, 1999. "Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited," Finance 9903001, University Library of Munich, Germany.
  • Riedel, Frank, 1999. "Heterogeneous time preferences and interest rates: The preferred habitat theory revisited," SFB 373 Discussion Papers 1999,23, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Jan Frederik Slijkerman & David J.C. Smant & Casper G. de Vries, 2004. "Credit Rationing Effects of Credit Value-at-Risk," Tinbergen Institute Discussion Papers 04-032/2, Tinbergen Institute.
• Mewael Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2004. "Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Econometric Society 2004 North American Summer Meetings 78, Econometric Society.
  • Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F., 2004. "Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Discussion Paper 2004-14, Tilburg University, Center for Economic Research.
  • Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F., 2004. "Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Other publications TiSEM e434b2ac-a7e4-4662-a688-2, Tilburg University, School of Economics and Management.
• Mewael Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2004. "Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Econometric Society 2004 North American Summer Meetings 78, Econometric Society.
  • Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F., 2004. "Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Other publications TiSEM e434b2ac-a7e4-4662-a688-2, Tilburg University, School of Economics and Management.
  • Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F., 2004. "Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Discussion Paper 2004-14, Tilburg University, Center for Economic Research.
• Juan Carlos Cordoba & Marla Ripoll, 2004. "Collateral Constraints in a Monetary Economy," Journal of the European Economic Association, MIT Press, vol. 2(6), pages 1172-1205, December.
  • Cordoba, Juan & Ripoll, Marla, 2002. "Collateral Constraints in a Monetary Economy," Working Papers 2002-02, Rice University, Department of Economics.
  • Cordoba, Juan Carlos & Ripoll, Marla, 2010. "Collateral Constraints in a Monetary Economy," Staff General Research Papers Archive 32123, Iowa State University, Department of Economics.
  • Juan Carlos Cordoba & Marla Ripoll, 2003. "Collateral Constraints in a Monetary Economy," Macroeconomics 0309003, University Library of Munich, Germany.
• Alex Luiz Ferreira, 2004. "Leaning Against the Parity," Studies in Economics 0413, School of Economics, University of Kent.
• Teresa Corzo Santamaría & Javier Gómez Biscarri, 2005. "Nonparametric estimation of convergence of interest rates: Effects on bond pricing," Spanish Economic Review, Springer;Spanish Economic Association, vol. 7(3), pages 167-190, September.
  • Teresa Corzo Santamaría & Javier Gómez Biscarri, 2004. "Nonparametric Estimation of Convergence of Interest Rates: Effects on Bond Pricing," Faculty Working Papers 03/04, School of Economics and Business Administration, University of Navarra.
• John Duffy & Wei Xiao, 2007. "The Value of Interest Rate Stabilization Policies When Agents Are Learning," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 2041-2056, December.
  • John Duffy & Wei Xiao, 2007. "The Value of Interest Rate Stabilization Policies When Agents Are Learning," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 2041-2056, December.
  • Duffy, John & Xiao, Wei, 2004. "The value of interest rate stabilization polices when agents are learning," Working Papers 2004-02, University of New Orleans, Department of Economics and Finance.
• Daal, Elton, 2004. "Quadratic term structure models with jumps in incomplete currency markets," Working Papers 2004-04, University of New Orleans, Department of Economics and Finance.
• Temin, Peter & Voth, Hans-Joachim, 2005. "Credit rationing and crowding out during the industrial revolution: evidence from Hoare's Bank, 1702-1862," Explorations in Economic History, Elsevier, vol. 42(3), pages 325-348, July.
  • Temin, Peter & Voth, Hans-Joachim, 2004. "Credit Rationing and Crowding-Out During the Industrial Revolution: Evidence from Hoare's Bank, 1702-1862," CEPR Discussion Papers 4453, C.E.P.R. Discussion Papers.
  • Peter Temin & Joachim Voth, 2004. "Credit rationing and crowding out during the Industrial Revolution: Evidence from Hoare's Bank, 1702-1862," Economics Working Papers 859, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2005.
  • Peter Temin & Hans-Joachim Voth, 2004. "Credit Rationing and Crowding out during the Industrial Revolution: Evidence from Hoare's Bank, 1702-1862," Working Papers 211, Barcelona School of Economics.
• Roberto Reno', 2004. "Nonparametric Estimation of the Diffusion Coefficient via Fourier Analysis, with Aplication to Short Rate Modeling," Department of Economics University of Siena 440, Department of Economics, University of Siena.
• Roberto Reno' & Antonio Roma & Stephen Schaefer, 2004. "A Comparison of Alternative Nonparametric Estimators of the Short Rate Diffusion Coefficient," Department of Economics University of Siena 445, Department of Economics, University of Siena.
• Carl Chiarella & Christina Nikitopoulos Sklibosios & Erik Schlögl, 2007. "A Markovian Defaultable Term Structure Model With State Dependent Volatilities," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 155-202.
  • Carl Chiarella & Erik Schlögl & Christina Nikitopoulos-Sklibosios, 2004. "A Markovian Defaultable Term Structure Model with State Dependent Volatilities," Research Paper Series 135, Quantitative Finance Research Centre, University of Technology, Sydney.
• Thuy-Duong To, 2004. "A Note on the Bias of using Futures Rates as a Proxy for the Instantaneous Forward Rate," Research Paper Series 149, Quantitative Finance Research Centre, University of Technology, Sydney.
• Fernando A. Broner & Guido Lorenzoni & Sergio L. Schmukler, 2013. "Why Do Emerging Economies Borrow Short Term?," Journal of the European Economic Association, European Economic Association, vol. 11, pages 67-100, January.
  • Fernando Broner & Guido Lorenzoni & Sergio L. Schmukler, "undated". "Why Do Emerging Economies Borrow Short Term?," Working Papers 308, Barcelona School of Economics.
  • Broner, Fernando A. & Lorenzoni, Guido & Schmukler, Sergio L., 2004. "Why do emerging economies borrow short term?," Policy Research Working Paper Series 3389, The World Bank.
  • Fernando A. Broner & Guido Lorenzoni & Sergio L. Schmukler, 2007. "Why Do Emerging Economies Borrow Short Term?," NBER Working Papers 13076, National Bureau of Economic Research, Inc.
  • Fernando Broner & Guido Lorenzoni & Sergio Schmuckler, 2006. "Why Do Emerging Economies Borrow Short Term?," 2006 Meeting Papers 841, Society for Economic Dynamics.
  • Schmukler, Sergio & Broner, Fernando & Lorenzoni, Guido, 2007. "Why Do Emerging Economies Borrow Short Term?," CEPR Discussion Papers 6249, C.E.P.R. Discussion Papers.
  • Fernando Broner & Guido Lorenzoni & Sergio L. Schmukler, 2003. "Why do emerging economies borrow short term?," Economics Working Papers 838, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2011.
• Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005. "Federal Funds Rate Prediction," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 449-471, June.
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• Martin Raiser & Alan Rousso & Franklin Steves, 2004. "Trust in Transition: Cross-country and Firm Evidence," Others 0401007, University Library of Munich, Germany.
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• Marc Henrard, 2004. "Overnight Indexed Swaps and Floored Compounded Instrument in HJM One-Factor Model," Finance 0402008, University Library of Munich, Germany.
• Ram Bhar & Carl Chiarella & Thuy-Duong To, 2004. "Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets," Finance 0409003, University Library of Munich, Germany.
• Enlin Pan & Liuren Wu, 2006. "Taking Positive Interest Rates Seriously," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 14, pages 327-356, World Scientific Publishing Co. Pte. Ltd..
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• Sutthisit Jamdee & Cornelis A. Los, 2004. "Dynamic Risk Profile of the US Term Structure by Wavelet MRA," Finance 0409045, University Library of Munich, Germany.
• David S. Bieri & Ludwig B. Chincarini, 2004. "Riding the Yield Curve: Diversification of Strategies," Finance 0410002, University Library of Munich, Germany.
• Martin Vojtek, 2004. "Calibration of Interest Rate Models - Transition Market Case," CERGE-EI Working Papers wp237, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
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• Alicia Garcia Herrero & Alvaro Ortiz, 2004. "The Role Of Global Risk Aversion In Explaining Latin American Sovereign Spreads," International Finance 0408001, University Library of Munich, Germany.
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• Michal Brzoza-Brzezina, 2004. "The Information Content of the Natural Rate of Interest: The Case of Poland," Macroeconomics 0402007, University Library of Munich, Germany.
• Junning Cai, 2004. "Liquidity Trap Prevention and Escape: A Simple Proposition," Macroeconomics 0402033, University Library of Munich, Germany.
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• Eric Schaling, 2004. "Learning, inflation expectations and optimal monetary policy," Macroeconomics 0404035, University Library of Munich, Germany.
• Markku Lanne, 2006. "Nonlinear dynamics of interest rate and inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1157-1168, December.
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• Alan J. Auerbach & Maurice Obstfeld, 2005. "The Case for Open-Market Purchases in a Liquidity Trap," American Economic Review, American Economic Association, vol. 95(1), pages 110-137, March.
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• Monticini & Vaciago, 2004. "Are Europe Interest Rates led by FED's Announcements?," Macroeconomics 0407025, University Library of Munich, Germany.
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• Orlando Gomes, 2004. "Optimal Monetary Policy under Heterogeneous Expectations," Macroeconomics 0409023, University Library of Munich, Germany.
• John Geanakoplos, 2004. "The Ideal Inflation Indexed Bond and Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World," Yale School of Management Working Papers ysm406, Yale School of Management.
• Rautureau, Nicolas, 2004. "Measuring the long-term perception of monetary policy and the term structure," Bank of Finland Research Discussion Papers 12/2004, Bank of Finland.
• Fendel, Ralf, 2004. "Towards a Joint Characterization of Monetary Policy and the Dynamics of the Term Structure of Interest Rates," Discussion Paper Series 1: Economic Studies 2004,24, Deutsche Bundesbank.
• Gerberding, Christina & Worms, Andreas & Seitz, Franz, 2004. "How the Bundesbank really conducted monetary policy: An analysis based on real-time data," Discussion Paper Series 1: Economic Studies 2004,25, Deutsche Bundesbank.
• Ruth, Karsten, 2004. "Interest rate reaction functions for the euro area Evidence from panel data analysis," Discussion Paper Series 1: Economic Studies 2004,33, Deutsche Bundesbank.
• Heppke-Falk, Kirsten H. & Hüfner, Felix P., 2004. "Expected budget deficits and interest rate swap spreads - Evidence for France, Germany and Italy," Discussion Paper Series 1: Economic Studies 2004,40, Deutsche Bundesbank.
• Bindseil, Ulrich, 2004. "Over- and underbidding in central bank open market operations conducted as fixed rate tender," ZEI Working Papers B 03-2004, University of Bonn, ZEI - Center for European Integration Studies.
• Schuknecht, Ludger & von Hagen, Jürgen & Bernoth, Kerstin, 2004. "Sovereign risk premia in the European government bond market," Working Paper Series 369, European Central Bank.
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• Alan J. Auerbach & Maurice Obstfeld, 2004. "Monetary and Fiscal Remedies for Deflation," American Economic Review, American Economic Association, vol. 94(2), pages 71-75, May.
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• Robson Rodrigues Pereira, 2004. "Comunicação Em Política Monetária," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 029, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Eduardo Augusto de Souza Rodrigues & Tony Takeda, 2004. "Recolhimentos Compulsórios E Distribuição Das Taxas De Empréstimos Bancários No Brasil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 095, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Ivan Popchev & Irina Radeva, 2004. "Bonds Portfolio Management: Analysis and Application of the Model of Multiperiod Immunization," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 28-43.
• Nikolai Atanassov, 2004. "The Diminishing Profitability of the Primary Market for State Securities," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 87-98.
• Buiter, Willem H. & Sibert, Anne C., 2007. "Deflationary Bubbles," Macroeconomic Dynamics, Cambridge University Press, vol. 11(4), pages 431-454, September.
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• Denise Côté & Christopher Graham, 2004. "Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization," Staff Working Papers 04-23, Bank of Canada.
• Luis E Arango & Luz Adriana Flórez & Angélica M Arosemena, 2005. "El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 42(125), pages 79-101.
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• Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas De Actividad Económica En Colombia Y Estructura A Plazo: Un Poco Más De Evidencia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 22(47), pages 126-160, December.
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  • Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas De Actividad Económica En Colombia Y Estructura A Plazo: Un Poco Más De Evidencia," Borradores de Economia 2692, Banco de la Republica.
  • Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas de Actividad Económica en Colombia y Estructura a Plazo: Un Poco más de Evidencia," Borradores de Economia 302, Banco de la Republica de Colombia.
• Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas De Actividad Económica En Colombia Y Estructura A Plazo: Un Poco Más De Evidencia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 22(47), pages 126-160, December.
  • Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas de actividad económica en Colombia y estructura a plazo: un poco más de evidencia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 22(47), pages 126-160, December.
  • Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas de Actividad Económica en Colombia y Estructura a Plazo: Un Poco más de Evidencia," Borradores de Economia 302, Banco de la Republica de Colombia.
  • Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas De Actividad Económica En Colombia Y Estructura A Plazo: Un Poco Más De Evidencia," Borradores de Economia 2692, Banco de la Republica.
• M sonnier, J-S. & Renne, J-P., 2004. "A Time-Varying Natural Rate for the Euro Area," Working papers 115, Banque de France.
• M sonnier, J-S. & Renne, J-P., 2004. "R gle de Taylor et politique mon taire dans la zone euro," Working papers 117, Banque de France.
• Temin, Peter & Voth, Hans-Joachim, 2005. "Credit rationing and crowding out during the industrial revolution: evidence from Hoare's Bank, 1702-1862," Explorations in Economic History, Elsevier, vol. 42(3), pages 325-348, July.
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• Author-Name: John Geanakoplos & Michael Magill & Martine Quinzii, 2004. "Demography and the Long-Run Predictability of the Stock Market," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 35(1), pages 241-326.
  • John Geanakoplos & Michael Magill & Martine Quinzii, 2002. "Demography and the Long-run Predictability of the Stock Market," Cowles Foundation Discussion Papers 1380, Cowles Foundation for Research in Economics, Yale University.
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• Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2004. "The Effect of Monetary Unification on German Bond Markets," European Financial Management, European Financial Management Association, vol. 10(3), pages 487-509, September.
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  • Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2002. "The Effect of Monetary Unification on German Bond Markets," Working Papers of Department of Economics, Leuven ces0205, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "The Effect of Monetary Unification on German Bond Markets," International Economics Working Papers Series wpie005, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
• Andrew Ang & Jun Liu, 2004. "How to Discount Cashflows with Time-Varying Expected Returns," Journal of Finance, American Finance Association, vol. 59(6), pages 2745-2783, December.
• Roger Hammersland, 2004. "Large T and small N : A three-step approach to the identification of cointegrating relationships in time series models with a small cross-sectional dimension," Working Paper 2004/15, Norges Bank.
• Roger Hammersland, 2004. "Who was in the driving seat in Europe during the nineties, International financial markets or the BUBA?," Working Paper 2004/20, Norges Bank.
• Rautureau, Nicolas, 2004. "Measuring the long-term perception of monetary policy and the term structure," Research Discussion Papers 12/2004, Bank of Finland.
• Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael, 2004. "Heterogenous information about the term structure, least-squares learning and optimal rules for inflation targeting," Research Discussion Papers 23/2004, Bank of Finland.
• Hibiki Ichiue, 2004. "Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with Affine Term Structure Model," Econometric Society 2004 Far Eastern Meetings 581, Econometric Society.
  • Hibiki Ichiue, 2004. "Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with an Affine Term Structure Model," Bank of Japan Working Paper Series 04-E-11, Bank of Japan.
• Peter Kugler & Beatrice Weder, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 301-325, September.
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  • Kugler, Peter & Weder, Beatrice, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," Working papers 2004/04, Faculty of Business and Economics - University of Basel.
• Peter Kugler & Beatrice Weder, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 301-325, September.
  • Kugler, Peter & Weder di Mauro, Beatrice, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," CEPR Discussion Papers 4467, C.E.P.R. Discussion Papers.
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• Xavier Ragot, 2004. "Une théorie de l'inflation optimale fondée sur les contraintes de crédit," Revue économique, Presses de Sciences-Po, vol. 55(3), pages 469-478.
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• Amir Kia & Hilde Patron, 2004. "Market-Based Monetary Policy Transparency Index, Risk and Volatility - The Case of the United States," Carleton Economic Papers 04-07, Carleton University, Department of Economics.
• Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2002. "Bidding and performance in repo auctions: evidence from ECB open market operations," Working Paper Series 157, European Central Bank.
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  • Nyborg, Kjell & Strebulaev, Ilya & Bindseil, Ulrich, 2004. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," CEPR Discussion Papers 4367, C.E.P.R. Discussion Papers.
• Alan J. Auerbach & Maurice Obstfeld, 2005. "The Case for Open-Market Purchases in a Liquidity Trap," American Economic Review, American Economic Association, vol. 95(1), pages 110-137, March.
  • Alan J. Auerbach & Maurice Obstfeld, 2003. "The case for open-market purchases in a liquidity trap," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  • Alan J. Auerbach & Maurice Obstfeld, 2003. "The Case for Open-Market Purchases in a Liquidity Trap," NBER Working Papers 9814, National Bureau of Economic Research, Inc.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt4tm5h0s3, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt84s7d8c8, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt1dn4d9sr, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Alan Auerbach & Maurice Obstfeld, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Macroeconomics 0407009, University Library of Munich, Germany.
  • Auerbach, Alan & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," CEPR Discussion Papers 4447, C.E.P.R. Discussion Papers.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt1dn4d9sr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt84s7d8c8, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt4tm5h0s3, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
• Alan J. Auerbach & Maurice Obstfeld, 2005. "The Case for Open-Market Purchases in a Liquidity Trap," American Economic Review, American Economic Association, vol. 95(1), pages 110-137, March.
  • Alan J. Auerbach & Maurice Obstfeld, 2003. "The case for open-market purchases in a liquidity trap," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  • Alan J. Auerbach & Maurice Obstfeld, 2003. "The Case for Open-Market Purchases in a Liquidity Trap," NBER Working Papers 9814, National Bureau of Economic Research, Inc.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt4tm5h0s3, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt84s7d8c8, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt1dn4d9sr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Alan Auerbach & Maurice Obstfeld, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Macroeconomics 0407009, University Library of Munich, Germany.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt1dn4d9sr, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," CEPR Discussion Papers 4447, C.E.P.R. Discussion Papers.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt84s7d8c8, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt4tm5h0s3, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
• Oscar Bajo-Rubio & Carmen Diaz-Roldan & Vicente Esteve, 2005. "Is the Fisher effect non-linear? some evidence for Spain, 1963-2002," Applied Financial Economics, Taylor & Francis Journals, vol. 15(12), pages 849-854.
  • Óscar Bajo Rubio & Carmen Díaz Roldán & Vicente Esteve, 2004. "Is the Fisher Effect Nonlinear? Some Evidence for Spain, 1963-2002," Economic Working Papers at Centro de Estudios Andaluces E2004/05, Centro de Estudios Andaluces.
• 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, vol. 8(1), pages 1-41, March.
  • Jesús Vázquez, 2004. "Switching Regimes in the Term Structure of Interest Rates During U.S. Post-War: A case for the Lucas proof equilibrium?," Economic Working Papers at Centro de Estudios Andaluces E2004/11, Centro de Estudios Andaluces.
• Martin Vojtek, 2004. "Calibration of Interest Rate Models - Transition Market Case," Finance 0410015, University Library of Munich, Germany.
  • Martin Vojtek, 2004. "Calibration of Interest Rate Models - Transition Market Case," CERGE-EI Working Papers wp237, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• R. Valdes & L.O. Herrera, 2004. "Dedollarization, Indexation and Nominalization: the Chilean experience," Econometric Society 2004 Latin American Meetings 183, Econometric Society.
  • Luis Óscar Herrera & Rodrigo O. Valdés, 2004. "Dedollarization, Indexation and Nominalization: The Chilean Experience," Working Papers Central Bank of Chile 261, Central Bank of Chile.
• Bronka Rzepkowski, 2004. "Speculating on the Yuan," La Lettre du CEPII, CEPII research center, issue 234.
• Arman Mansoorian & Mohammed Mohsin, 2004. "Monetary policy in a cash-in-advance economy: employment, capital accumulation, and the term structure of interest rates," Canadian Journal of Economics, Canadian Economics Association, vol. 37(2), pages 336-352, May.
  • Arman Mansoorian & Mohammed Mohsin, 2002. "Monetary Policy in a Cash-in-Advance Economy Employment, Capital Accumulation and the Term Structure of Interest Rates," Working Papers 2002_02, York University, Department of Economics.
• Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas De Actividad Económica En Colombia Y Estructura A Plazo: Un Poco Más De Evidencia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 22(47), pages 126-160, December.
  • Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas de actividad económica en Colombia y estructura a plazo: un poco más de evidencia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 22(47), pages 126-160, December.
  • Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas de Actividad Económica en Colombia y Estructura a Plazo: Un Poco más de Evidencia," Borradores de Economia 302, Banco de la Republica de Colombia.
  • Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas De Actividad Económica En Colombia Y Estructura A Plazo: Un Poco Más De Evidencia," Borradores de Economia 2692, Banco de la Republica.
• Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas de actividad económica en Colombia y estructura a plazo: un poco más de evidencia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 22(47), pages 126-160, December.
  • Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas De Actividad Económica En Colombia Y Estructura A Plazo: Un Poco Más De Evidencia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 22(47), pages 126-160, December.
  • Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas de Actividad Económica en Colombia y Estructura a Plazo: Un Poco más de Evidencia," Borradores de Economia 302, Banco de la Republica de Colombia.
  • Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas De Actividad Económica En Colombia Y Estructura A Plazo: Un Poco Más De Evidencia," Borradores de Economia 2692, Banco de la Republica.
• Ignacio Vélez-Pareja, 2004. "Tasas de interés efectivas y nominales: el calvario de los estudiantes de finanzas," Proyecciones Financieras y Valoración 3541, Master Consultores.
• Driffill, John & Sola, Martin & Kenc, Turalay & Spagnolo, Fabio, 2004. "On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts," CEPR Discussion Papers 4165, C.E.P.R. Discussion Papers.
  • John Driffill & Turalay Kenc & Martin Sola & Fabio Spagnolo, 2008. "On Model Selection and Markov-Switching: An Empirical Examination of Term Structure Models with Regime Shifts," Department of Economics Working Papers 2008-04, Universidad Torcuato Di Tella.
• Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2004. "Heterogenous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules," CEPR Discussion Papers 4279, C.E.P.R. Discussion Papers.
• Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna, 2006. "Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 339-358.
  • Iryna Kaminska & Andrea Carriero & Carlo A. Favero, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," Computing in Economics and Finance 2004 76, Society for Computational Economics.
  • Favero, Carlo A. & Carriero, Andrea & Kaminska, Iryna, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," CEPR Discussion Papers 4301, C.E.P.R. Discussion Papers.
  • Andrea Carriero & Carlo Favero & Iryna Kaminska, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," Working Papers 253, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Hardouvelis, Gikas & Malliaropoulos, Dimitrios, 2004. "The Yield Spread as a Symmetric Predictor of Output and Inflation," CEPR Discussion Papers 4314, C.E.P.R. Discussion Papers.
• Ulf Soderstrom & Tore Ellingsen, 2004. "Why are long rates sensitive to monetary policy?," Computing in Economics and Finance 2004 31, Society for Computational Economics.
  • Ellingsen, Tore & Söderström, Ulf, 2004. "Why are Long Rates Sensitive to Monetary Policy?," CEPR Discussion Papers 4360, C.E.P.R. Discussion Papers.
  • Ellingsen, Tore & Söderström, Ulf, 2004. "Why Are Long Rates Sensitive to Monetary Policy?," Working Paper Series 160, Sveriges Riksbank (Central Bank of Sweden).
  • Tore Ellingsen & Ulf Soderstrom, 2004. "Why are Long Rates Sensitive to Monetary Policy," Working Papers 256, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2002. "Bidding and performance in repo auctions: evidence from ECB open market operations," Working Paper Series 157, European Central Bank.
  • Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2005. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," Discussion Papers 2005/13, Norwegian School of Economics, Department of Business and Management Science.
  • Nyborg, Kjell & Strebulaev, Ilya & Bindseil, Ulrich, 2004. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," CEPR Discussion Papers 4367, C.E.P.R. Discussion Papers.
  • Kjell G. Nyborg & Ulrich Bindseil & Ilya A. Strebulaev, 2005. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," Working Papers 2005.92, Fondazione Eni Enrico Mattei.
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• Alan J. Auerbach & Maurice Obstfeld, 2005. "The Case for Open-Market Purchases in a Liquidity Trap," American Economic Review, American Economic Association, vol. 95(1), pages 110-137, March.
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  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt84s7d8c8, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," CEPR Discussion Papers 4447, C.E.P.R. Discussion Papers.
  • Alan Auerbach & Maurice Obstfeld, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Macroeconomics 0407009, University Library of Munich, Germany.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt1dn4d9sr, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt84s7d8c8, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt4tm5h0s3, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt1dn4d9sr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
• von Hagen, Jurgen & Schuknecht, Ludger & Bernoth, Kerstin, 2004. "Sovereign Risk Premia in the European Bond Market," CEPR Discussion Papers 4465, C.E.P.R. Discussion Papers.
• Peter Kugler & Beatrice Weder, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 301-325, September.
  • Kugler, Peter & Weder, Beatrice, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," Working papers 2004/04, Faculty of Business and Economics - University of Basel.
  • Kugler, Peter & Weder di Mauro, Beatrice, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," CEPR Discussion Papers 4467, C.E.P.R. Discussion Papers.
• Andrew Ang & Geert Bekaert & Min Wei, 2008. "The Term Structure of Real Rates and Expected Inflation," Journal of Finance, American Finance Association, vol. 63(2), pages 797-849, April.
  • Andrew Ang & Geert Bekaert, 2004. "The term structure of real rates and expected inflation," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  • Bekaert, Geert & Ang, Andrew, 2004. "The Term Structure of Real Rates and Expected Inflation," CEPR Discussion Papers 4518, C.E.P.R. Discussion Papers.
  • Andrew Ang & Geert Bekaert & Min Wei, 2007. "The Term Structure of Real Rates and Expected Inflation," NBER Working Papers 12930, National Bureau of Economic Research, Inc.
• Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005. "Federal Funds Rate Prediction," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 449-471, June.
  • Sarno, Lucio & Daniel l Thornton & Giorgio Valente, 2003. "Federal Funds Rate Prediction," Royal Economic Society Annual Conference 2003 183, Royal Economic Society.
  • Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2004. "Federal Funds Rate Prediction," CEPR Discussion Papers 4587, C.E.P.R. Discussion Papers.
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• Gerlach, Stefan, 2004. "Interest Rate Setting by the ECB: Words and Deeds," CEPR Discussion Papers 4775, C.E.P.R. Discussion Papers.
• Thomas Quint & Martin Shubik, 2004. "A Consumable Money. An Elementary Discussion of Commodity Money, Fiat Money and Credit: Part I," Cowles Foundation Discussion Papers 1455, Cowles Foundation for Research in Economics, Yale University.
• Thomas Quint & Martin Shubik, 2004. "Gold, Fiat and Credit. An Elementary Discussion of Commodity Money, Fiat Money and Credit, Part II," Cowles Foundation Discussion Papers 1460, Cowles Foundation for Research in Economics, Yale University.
• Ehrmann, Michael & Fratzscher, Marcel, 2004. "Equal size, equal role? Interdependence between the euro area and the United States," Working Paper Series 342, European Central Bank.
• Bernoth, Kerstin & von Hagen, Jürgen & Schuknecht, Ludger, 2004. "Sovereign risk premia in the European government bond market," ZEI Working Papers B 26-2003, University of Bonn, ZEI - Center for European Integration Studies.
  • Schuknecht, Ludger & von Hagen, Jürgen & Bernoth, Kerstin, 2004. "Sovereign risk premia in the European government bond market," Working Paper Series 369, European Central Bank.
• Bindseil, Ulrich, 2004. "The operational target of monetary policy and the rise and fall of reserve position doctrine," Working Paper Series 372, European Central Bank.
• Moschitz, Julius, 2004. "The determinants of the overnight interest rate in the euro area," Working Paper Series 393, European Central Bank.
• Hordahl, Peter & Tristani, Oreste & Vestin, David, 2006. "A joint econometric model of macroeconomic and term-structure dynamics," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 405-444.
  • Peter Hoerdahl & Oreste Tristani, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Econometric Society 2004 North American Summer Meetings 379, Econometric Society.
  • Tristani, Oreste & Vestin, David & Hördahl, Peter, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Working Paper Series 405, European Central Bank.
  • Peter Hordahl & Oreste Tristani & David Vestin, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Money Macro and Finance (MMF) Research Group Conference 2003 48, Money Macro and Finance Research Group.
• Keith R. McLaren & H. Youn Kim & Russel J. Cooper, 2004. "Intertemporal Consumption and Consumer Demand," Econometric Society 2004 Australasian Meetings 152, Econometric Society.
• Thuy Duong To & Carl Chiarella, 2004. "Estimation of the Volatility Structure of the Fixed Income Market," Econometric Society 2004 Australasian Meetings 219, Econometric Society.
• Farshid Vahid & Lin Luo, 2004. "Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model," Econometric Society 2004 Australasian Meetings 232, Econometric Society.
• Dong Heon Kim, 2004. "Nonlinearity in the Term Structure," Econometric Society 2004 Far Eastern Meetings 440, Econometric Society.
  • Dong Heon Kim, 2005. "Nonlinearity in the Term Structure," Economics Discussion Paper Series 0528, Economics, The University of Manchester.
• Hibiki Ichiue, 2004. "Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with an Affine Term Structure Model," Bank of Japan Working Paper Series 04-E-11, Bank of Japan.
  • Hibiki Ichiue, 2004. "Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with Affine Term Structure Model," Econometric Society 2004 Far Eastern Meetings 581, Econometric Society.
• Luis Óscar Herrera & Rodrigo O. Valdés, 2004. "Dedollarization, Indexation and Nominalization: The Chilean Experience," Working Papers Central Bank of Chile 261, Central Bank of Chile.
  • R. Valdes & L.O. Herrera, 2004. "Dedollarization, Indexation and Nominalization: the Chilean experience," Econometric Society 2004 Latin American Meetings 183, Econometric Society.
• Eduardo Levy Yeyati, 2006. "Financial dollarization: evaluating the consequences [‘A simple model of monetary policy and currency crises’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 21(45), pages 62-118.
  • Eduardo Levy-Yeyati, 2004. "FINANCIAL DOLLARIZATION: Evaluating the consequences," Econometric Society 2004 Latin American Meetings 184, Econometric Society.
  • Eduardo Levy Yeyati, 2005. "Financial Dollarisation: Evaluating The Consequences," Business School Working Papers findollarisation, Universidad Torcuato Di Tella.
• Ricardo J Caballero & Kevin Cowan & Jonathan Kearns, 2004. "Fear of Sudden Stops: Lessons from Australia and Chile," RBA Research Discussion Papers rdp2004-03, Reserve Bank of Australia.
  • Ricardo J. Caballero & Kevin Cowan & Jonathan Kearns, 2005. "Fear of Sudden Stops: Lessons from Australia and Chile," Research Department Publications 4363, Inter-American Development Bank, Research Department.
  • Jonathan Kearns & Ricardo J. Caballero & Kevin Cowan, 2004. "Fear of Sudden Stops: lessons from Australia and Chile," Econometric Society 2004 Latin American Meetings 185, Econometric Society.
  • Ricardo Caballero & Kevin Cowan & Jonathan Kearns, 2004. "Fear of Sudden Stops: Lessons from Australia and Chile," NBER Working Papers 10519, National Bureau of Economic Research, Inc.
• Marcio Garcia & Alexandre Lowenkron, 2004. "Cousin Risks: The Extent and the Causes of Positive Correlation between Country and Currency Risks," Econometric Society 2004 Latin American Meetings 68, Econometric Society.
  • Marcio Gomes Pinto Garcia & Alexandre Lowenkron, 2005. "Cousin risks: the extent and the causes of positive correlation between country and currency risks," Textos para discussão 507, Department of Economics PUC-Rio (Brazil).
• Michael D. Bordo & Joseph G. Haubrich, 2004. "The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875-1997," NBER Working Papers 10431, National Bureau of Economic Research, Inc.
  • Michael Bordo & Joseph Haubrich, 2004. "The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997," Econometric Society 2004 North American Summer Meetings 165, Econometric Society.
  • Michael D. Bordo & Joseph G. Haubrich, 2004. "The yield curve, recessions, and the credibility of the monetary regime: long-run evidence, 1875-1997," Working Papers (Old Series) 0402, Federal Reserve Bank of Cleveland.
• Vladislav Kargin & Alexei Onatski, 2004. "Dynamics of Interest Rate Curve by Functional Auto-Regression," Macroeconomics 0404008, University Library of Munich, Germany, revised 28 Oct 2004.
  • Alexei Onatski & Slava Kargin, 2004. "Dynamics of Interest Rate Curve by Functional Auto-regression," Econometric Society 2004 North American Summer Meetings 229, Econometric Society.
• Tillmann, Peter, 2003. "Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates," Bonn Econ Discussion Papers 27/2003, University of Bonn, Bonn Graduate School of Economics (BGSE).
  • Peter Tillmann, 2004. "Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates," Econometric Society 2004 North American Summer Meetings 26, Econometric Society.
• Shu Wu & Yong Zeng, 2005. "A General Equilibrium Model Of The Term Structure Of Interest Rates Under Regime-Switching Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(07), pages 839-869.
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• Hordahl, Peter & Tristani, Oreste & Vestin, David, 2006. "A joint econometric model of macroeconomic and term-structure dynamics," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 405-444.
  • Peter Hordahl & Oreste Tristani & David Vestin, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Money Macro and Finance (MMF) Research Group Conference 2003 48, Money Macro and Finance Research Group.
  • Peter Hoerdahl & Oreste Tristani, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Econometric Society 2004 North American Summer Meetings 379, Econometric Society.
  • Tristani, Oreste & Vestin, David & Hördahl, Peter, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Working Paper Series 405, European Central Bank.
• Alexandre Cunha, 2004. "The Friedman Rule in a Two Sector Small Open Economy," Econometric Society 2004 North American Summer Meetings 530, Econometric Society.
• Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F., 2004. "Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Discussion Paper 2004-14, Tilburg University, Center for Economic Research.
  • Mewael Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2004. "Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Econometric Society 2004 North American Summer Meetings 78, Econometric Society.
  • Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F., 2004. "Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Other publications TiSEM e434b2ac-a7e4-4662-a688-2, Tilburg University, School of Economics and Management.
• Peter C. B. Phillips, 2005. "Jackknifing Bond Option Prices," The Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 707-742.
  • Yu, Jun & Phillips, Peter, 2002. "Jacknifing Bond Option Prices," Working Papers 187, Department of Economics, The University of Auckland.
  • Jun Yu & Peter Phillips, 2004. "Jackknifing Bond Option Prices," Econometric Society 2004 North American Winter Meetings 115, Econometric Society.
  • Peter C.B. Phillips & Jun Yu, 2003. "Jackknifing Bond Option Prices," Cowles Foundation Discussion Papers 1392, Cowles Foundation for Research in Economics, Yale University.
• Martin Barbie & Marcus Hagedorn, 2004. "On the Feasibility of Debt Ponzi Schemes - A Bond Portfolio Approach," Econometric Society 2004 North American Winter Meetings 541, Econometric Society.
• Giordani, Paolo & Soderlind, Paul, 2004. "Solution of macromodels with Hansen-Sargent robust policies: some extensions," Journal of Economic Dynamics and Control, Elsevier, vol. 28(12), pages 2367-2397, December.
  • Giordani, Paolo & Söderlind, Paul, 2002. "Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions," SSE/EFI Working Paper Series in Economics and Finance 499, Stockholm School of Economics, revised 15 May 2003.
• Valadkhani, Abbas, 2004. "Does the Term Structure Predict Australia's Future Output Growth?," Economic Analysis and Policy, Elsevier, vol. 34(2), pages 121-144, September.
• Repullo, Rafael & Suarez, Javier, 2004. "Loan pricing under Basel capital requirements," Journal of Financial Intermediation, Elsevier, vol. 13(4), pages 496-521, October.
  • Rafael Repullo & Javier Suarez, 2003. "Loan Pricing Under Basel Capital Requirements," Working Papers wp2003_0308, CEMFI.
  • Repullo, Rafael & Suarez, Javier, 2003. "Loan Pricing Under Basel Capital Requirements," CEPR Discussion Papers 3917, C.E.P.R. Discussion Papers.
• Vázquez Pérez, Jesús, 2004. "Does the Term Spread play a role in the FED's reaction function? An Empirical Investigation," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
• José Luís Oreiro & Luiz Fernando de Paula & Guilherme Jonas C. da Silva, 2004. "For a partially convertible currency: A critique to Arida and Bacha," Brazilian Journal of Political Economy, Center of Political Economy, vol. 24(2), pages 226-243.
• Willem Thorbecke & Hanjiang Zhang, 2009. "Monetary Policy Surprises and Interest Rates: Choosing between the Inflation‐Revelation and Excess Sensitivity Hypotheses," Southern Economic Journal, John Wiley & Sons, vol. 75(4), pages 1114-1122, April.
  • Willem THORBECKE & Hanjiang ZHANG, 2008. "Monetary Policy Surprises and Interest Rates: Choosing between the Inflation-Revelation and Excess Sensitivity Hypotheses," Discussion papers 08031, Research Institute of Economy, Trade and Industry (RIETI).
• Carlos Vieira, 2004. "The Deficit?Interest Rate Connection: an empirical assessment of the EU," Economics Working Papers 5_2004, University of Évora, Department of Economics (Portugal).
• Tomáš Holinka & Vladimír Stiller, 2004. "The Impact of the Regime-Shift Premium on Forward Interest Rates and Inflation Expectations in the Czech Republic (in Czech)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 54(5-6), pages 190-201, May.
• Michael D. Bordo & Joseph G. Haubrich, 2004. "The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875-1997," NBER Working Papers 10431, National Bureau of Economic Research, Inc.
  • Michael D. Bordo & Joseph G. Haubrich, 2004. "The yield curve, recessions, and the credibility of the monetary regime: long-run evidence, 1875-1997," Working Papers (Old Series) 0402, Federal Reserve Bank of Cleveland.
  • Michael Bordo & Joseph Haubrich, 2004. "The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997," Econometric Society 2004 North American Summer Meetings 165, Econometric Society.
• Andrew Ang & Geert Bekaert & Min Wei, 2008. "The Term Structure of Real Rates and Expected Inflation," Journal of Finance, American Finance Association, vol. 63(2), pages 797-849, April.
  • Andrew Ang & Geert Bekaert, 2004. "The term structure of real rates and expected inflation," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  • Bekaert, Geert & Ang, Andrew, 2004. "The Term Structure of Real Rates and Expected Inflation," CEPR Discussion Papers 4518, C.E.P.R. Discussion Papers.
  • Andrew Ang & Geert Bekaert & Min Wei, 2007. "The Term Structure of Real Rates and Expected Inflation," NBER Working Papers 12930, National Bureau of Economic Research, Inc.
• GlennD. Rudebusch & Tao Wu, 2008. "A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy," Economic Journal, Royal Economic Society, vol. 118(530), pages 906-926, July.
  • Glenn D. Rudebusch & Tao Wu, 2004. "A macro-finance model of the term structure, monetary policy, and the economy," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  • Glenn D. Rudebusch & Tao Wu, 2008. "A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy," Economic Journal, Royal Economic Society, vol. 118(530), pages 906-926, July.
  • Glenn D. Rudebusch & Tao Wu, 2003. "A macro-finance model of the term structure, monetary policy, and the economy," Working Paper Series 2003-17, Federal Reserve Bank of San Francisco.
  • Tao Wu & Glenn Rudebusch, 2004. "A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy," 2004 Meeting Papers 104, Society for Economic Dynamics.
• Kozicki, Sharon & Tinsley, P.A., 2005. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1985-2015, November.
  • Sharon Kozicki & Peter A. Tinsley, 2004. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  • Kozicki, Sharon & Tinsley, P. A., 2003. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," CFS Working Paper Series 2003/41, Center for Financial Studies (CFS).
  • Sharon Kozicki & Peter A. Tinsley, 2003. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Research Working Paper RWP 03-09, Federal Reserve Bank of Kansas City.
  • P.A. Tinsley & Sharon Kozicki, 2004. "Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information," Computing in Economics and Finance 2004 146, Society for Computational Economics.
• Glenn D. Rudebusch & Tao Wu, 2004. "The recent shift in term structure behavior from a no-arbitrage macro-finance perspective," Working Paper Series 2004-25, Federal Reserve Bank of San Francisco.
  • Tao Wu & Glenn Rudebusch, 2005. "The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective," Computing in Economics and Finance 2005 3, Society for Computational Economics.
• Refet S Gürkaynak & Brian Sack & Eric Swanson, 2005. "Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May.
  • Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2004. "Do actions speak louder than words? the response of asset prices to monetary policy actions and statements," Finance and Economics Discussion Series 2004-66, Board of Governors of the Federal Reserve System (U.S.).
  • Refet Gurkaynak & Brian Sack & Eric Swanson, 2005. "Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," Macroeconomics 0504013, University Library of Munich, Germany.
  • Refet Gürkaynak & Brian Sack, 2005. "Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements," Computing in Economics and Finance 2005 323, Society for Computational Economics.
  • Gurkaynak, Refet S & Sack, Brian & Swanson, Eric T, 2005. "Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," MPRA Paper 820, University Library of Munich, Germany.
• Michael Ehrmann & Marcel Fratzscher, 2005. "Equal Size, Equal Role? Interest Rate Interdependence Between the Euro Area and the United States," Economic Journal, Royal Economic Society, vol. 115(506), pages 928-948, October.
  • Ehrmann, Michael & Fratzscher, Marcel, 2003. "Equal size, equal role? Interest rate interdependence between the Euro area and the United States," CFS Working Paper Series 2003/46, Center for Financial Studies (CFS).
  • Michael Ehrmann & Marcel Fratzscher, 2004. "Equal size, equal role? interest rate interdependence between the euro area and the United States," International Finance Discussion Papers 800, Board of Governors of the Federal Reserve System (U.S.).
• Thornton, Daniel-L, 2004. "Testing the Expectations Hypothesis: Some New Evidence for Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(2), pages 45-69, May.
  • Daniel L. Thornton, 2004. "Testing the expectations hypothesis: some new evidence for Japan," Review, Federal Reserve Bank of St. Louis, vol. 86(Sep), pages 21-40.
  • Daniel L. Thornton, 2003. "Testing the expectations hypothesis: some new evidence for Japan," Working Papers 2003-033, Federal Reserve Bank of St. Louis.
• Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005. "Federal Funds Rate Prediction," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 449-471, June.
  • Sarno, Lucio & Daniel l Thornton & Giorgio Valente, 2003. "Federal Funds Rate Prediction," Royal Economic Society Annual Conference 2003 183, Royal Economic Society.
  • Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2004. "Federal funds rate prediction," Working Papers 2002-005, Federal Reserve Bank of St. Louis.
  • Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2004. "Federal Funds Rate Prediction," CEPR Discussion Papers 4587, C.E.P.R. Discussion Papers.
• Deschamps, Philippe J., 2006. "A flexible prior distribution for Markov switching autoregressions with Student-t errors," Journal of Econometrics, Elsevier, vol. 133(1), pages 153-190, July.
  • Deschamps, Philippe J., 2004. "A flexible prior distribution for Markov switching autoregressions with Student-t errors," DQE Working Papers 2, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 12 Nov 2011.
• Xavier Ragot, 2004. "Une théorie de l'inflation optimale fondée sur les contraintes de crédit," Revue économique, Presses de Sciences-Po, vol. 55(3), pages 469-478.
  • Xavier Ragot, 2004. "Une théorie de l'inflation optimales fondée sur les contraintes du crédit," SciencePo Working papers Main hal-03471769, HAL.
  • Xavier Ragot, 2004. "Une théorie de l'inflation optimales fondée sur les contraintes du crédit," Post-Print hal-03471769, HAL.
• Elyes Jouini & Clotilde Napp, 2004. "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 125-137.
  • Elyès Jouini & Clotilde Napp, 2004. "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Post-Print halshs-00176465, HAL.
  • Clotilde Napp & Elyès Jouini, 2004. "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Post-Print halshs-00151505, HAL.
• Elyes Jouini & Clotilde Napp, 2004. "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 125-137.
  • Elyès Jouini & Clotilde Napp, 2004. "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Post-Print halshs-00176465, HAL.
• Xavier Ragot, 2004. "Une théorie de l'inflation optimale fondée sur les contraintes de crédit," Revue économique, Presses de Sciences-Po, vol. 55(3), pages 469-478.
  • Xavier Ragot, 2004. "Une théorie de l'inflation optimales fondée sur les contraintes du crédit," Post-Print hal-03471769, HAL.
  • Xavier Ragot, 2004. "Une théorie de l'inflation optimales fondée sur les contraintes du crédit," SciencePo Working papers Main hal-03471769, HAL.
• Xavier Ragot, 2004. "Une théorie de l'inflation optimale fondée sur les contraintes de crédit," Revue économique, Presses de Sciences-Po, vol. 55(3), pages 469-478.
  • Xavier Ragot, 2004. "Une théorie de l'inflation optimales fondée sur les contraintes du crédit," Post-Print hal-03471769, HAL.
  • Xavier Ragot, 2004. "Une théorie de l'inflation optimales fondée sur les contraintes du crédit," SciencePo Working papers hal-03471769, HAL.
  • Xavier Ragot, 2004. "Une théorie de l'inflation optimales fondée sur les contraintes du crédit," Sciences Po publications info:hdl:2441/o6hce6db98d, Sciences Po.
• Gaspar, Raquel M., 2004. "General Quadratic Term Structures of Bond, Futures and Forward Prices," SSE/EFI Working Paper Series in Economics and Finance 559, Stockholm School of Economics.
• Gaspar, Raquel M., 2004. "On Finite Dimensional Realizations of Forward Price Term Structure Models," SSE/EFI Working Paper Series in Economics and Finance 569, Stockholm School of Economics.
• Ulf Soderstrom & Tore Ellingsen, 2004. "Why are long rates sensitive to monetary policy?," Computing in Economics and Finance 2004 31, Society for Computational Economics.
  • Ellingsen, Tore & Söderström, Ulf, 2004. "Why Are Long Rates Sensitive to Monetary Policy?," Working Paper Series 160, Sveriges Riksbank (Central Bank of Sweden).
  • Ellingsen, Tore & Söderström, Ulf, 2004. "Why are Long Rates Sensitive to Monetary Policy?," CEPR Discussion Papers 4360, C.E.P.R. Discussion Papers.
  • Tore Ellingsen & Ulf Soderstrom, 2004. "Why are Long Rates Sensitive to Monetary Policy," Working Papers 256, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Beechey, Meredith, 2004. "Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets," Working Paper Series 173, Sveriges Riksbank (Central Bank of Sweden).
• Alexius, Annika, 2004. "Far Out on the Yield Curve," Working Paper Series 2004:12, Uppsala University, Department of Economics.
• Richard J Cebula, 2004. "The Impact of the Federal Budget Deficit on the Nominal Interest Rate Yield on U.S. Treasury Notes, 1979-2001," The IUP Journal of Applied Economics, IUP Publications, vol. 0(2), pages 7-18, March.
  • Cebula, Richard, 2003. "The Impact of the Federal Budget Deficit on the Nominal Interest Rate Yield on US Treasury Notes, 1979-2001," MPRA Paper 49400, University Library of Munich, Germany.
• Gollier, Christian, 2004. "The Consumption-Based Determinants of the Term Structure of Discount Rates," IDEI Working Papers 296, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Christian Gollier, 2005. "The Consumption-Based Determinants of the Term Structure of Discount Rates," CESifo Working Paper Series 1375, CESifo.
• José Luis Fernández-Serrano & M. Dolores Robles Fernández, 2004. "Política monetaria y cambios de régimen en los tipos de interés del mercado interbancario español," Investigaciones Economicas, Fundación SEPI, vol. 28(2), pages 349-376, May.
• Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna, 2006. "Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 339-358.
  • Iryna Kaminska & Andrea Carriero & Carlo A. Favero, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," Computing in Economics and Finance 2004 76, Society for Computational Economics.
  • Andrea Carriero & Carlo Favero & Iryna Kaminska, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," Working Papers 253, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Favero, Carlo A. & Carriero, Andrea & Kaminska, Iryna, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," CEPR Discussion Papers 4301, C.E.P.R. Discussion Papers.
• Ulf Soderstrom & Tore Ellingsen, 2004. "Why are long rates sensitive to monetary policy?," Computing in Economics and Finance 2004 31, Society for Computational Economics.
  • Tore Ellingsen & Ulf Soderstrom, 2004. "Why are Long Rates Sensitive to Monetary Policy," Working Papers 256, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Ellingsen, Tore & Söderström, Ulf, 2004. "Why are Long Rates Sensitive to Monetary Policy?," CEPR Discussion Papers 4360, C.E.P.R. Discussion Papers.
  • Ellingsen, Tore & Söderström, Ulf, 2004. "Why Are Long Rates Sensitive to Monetary Policy?," Working Paper Series 160, Sveriges Riksbank (Central Bank of Sweden).
• Nagayasu, Jun, 2004. "The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(2), pages 19-43, May.
  • Mr. Jun Nagayasu, 2003. "The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period," IMF Working Papers 2003/208, International Monetary Fund.
• Daniel L. Thornton, 2004. "Testing the expectations hypothesis: some new evidence for Japan," Review, Federal Reserve Bank of St. Louis, vol. 86(Sep), pages 21-40.
  • Thornton, Daniel-L, 2004. "Testing the Expectations Hypothesis: Some New Evidence for Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(2), pages 45-69, May.
  • Daniel L. Thornton, 2003. "Testing the expectations hypothesis: some new evidence for Japan," Working Papers 2003-033, Federal Reserve Bank of St. Louis.
• Hetzel, Robert-L, 2004. "Price Stability and Japanese Monetary Policy," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(3), pages 1-23, October.
• Kitamura, Yukinobu, 2004. "Information Content of Inflation-Indexed Bond Prices: Evaluation of U.S. Treasury Inflation-Protection Securities," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(3), pages 115-143, October.
• Fujiki, Hiroshi & Okina, Kunio & Shiratsuka, Shigenori, 2004. "Comments on "Price Stability and Japanese Monetary Policy."," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(3), pages 25-36, October.
• Kuttner, Kenneth-N, 2004. "Comments on "Price Stability and Japanese Monetary Policy."," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(3), pages 37-46, October.
• Fujiki, Hiroshi & Watanabe, Kiyoshi, 2004. "Japanese Demand for M1 and Demand Deposits: Cross-Sectional and Time-Series Evidence from Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(3), pages 47-77, October.
• Reinhart, Vincent-R, 2004. "Securing the Peace after a Truce in the War on Inflation," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(S1), pages 179-201, December.
• Paulo M. M. Rodrigues & Antonio Rubia, 2004. "On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates," Econometrics 0405004, University Library of Munich, Germany.
  • Paulo M.M. Rodrigues & Antonio Rubia, 2004. "On The Small Sample Properties Of Dickey Fuller And Maximum Likelihood Unit Root Tests On Discrete-Sampled Short-Term Interest Rates," Working Papers. Serie AD 2004-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Andrew Hughes Hallett & Christian R. Richter, 2004. "Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure," Computational Economics, Springer;Society for Computational Economics, vol. 23(3), pages 271-288, April.
  • Andrew Hughes Hallett, Christian R Richter, 2001. "Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure," Computing in Economics and Finance 2001 127, Society for Computational Economics.
• Jesús Cuaresma & Ernest Gnan & Doris Ritzberger-Gruenwald, 2004. "Searching for the natural rate of interest: a euro area perspective," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 31(2), pages 185-204, June.
  • Jesus Crespo Cuaresma & Ernest Gnan & Doris Ritzberger-Grünwald, 2003. "Searching for the Natural Rate of Interest: a Euro-Area Perspective," Working Papers 84, Oesterreichische Nationalbank (Austrian Central Bank).
• Duarte, A. & Venetis, I. & Payá, I., 2004. "Curva de rendimientos y crecimiento de la producción real en la UEM: eficiencia y estabilidad predictiva./Yield Curve and Real Output Growth in the EMU: Efficiency and Predictive Stability," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 22, pages 1-21, Abril.
• Viktors Ajevskis & Armands Pogulis & Gunars Berzins, 2004. "Foreign Exchange and Money Markets in the Context of the Exchange Rate Target Zone," Working Papers 2004/01, Latvijas Banka.
• Ahmad, Yamin, 2005. "Money market rates and implied CCAPM rates: some international evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(4-5), pages 699-729, September.
  • Yamin Ahmad, 2002. "Money Market Rates and Implied CCAPM Rates: Some International Evidence," Working Papers gueconwpa~02-02-06, Georgetown University, Department of Economics.
  • Yamin Ahmad, 2004. "Money market rates and implied CCAPM rates: some international evidence," Money Macro and Finance (MMF) Research Group Conference 2003 1, Money Macro and Finance Research Group.
• Dewachter, Hans & Lyrio, Marco, 2006. "Macro Factors and the Term Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(1), pages 119-140, February.
  • Hans Dewachter & Marco Lyrio, 2002. "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series wpie007, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  • Hans Dewachter, 2004. "Macro factors and the term structure of interest rates," Money Macro and Finance (MMF) Research Group Conference 2003 25, Money Macro and Finance Research Group.
  • Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series ces0304, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  • Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," Working Papers of Department of Economics, Leuven ces0304, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Dewachter, H.D.R. & Lyrio, M., 2003. "Macro factors and the Term Structure of Interest Rates," ERIM Report Series Research in Management ERS-2003-037-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Hordahl, Peter & Tristani, Oreste & Vestin, David, 2006. "A joint econometric model of macroeconomic and term-structure dynamics," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 405-444.
  • Peter Hoerdahl & Oreste Tristani, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Econometric Society 2004 North American Summer Meetings 379, Econometric Society.
  • Peter Hordahl & Oreste Tristani & David Vestin, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Money Macro and Finance (MMF) Research Group Conference 2003 48, Money Macro and Finance Research Group.
  • Tristani, Oreste & Vestin, David & Hördahl, Peter, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Working Paper Series 405, European Central Bank.
• Andreas Reschreiter, 2004. "Risk factors of inflation-indexed and conventional government bonds and the APT," Money Macro and Finance (MMF) Research Group Conference 2003 79, Money Macro and Finance Research Group.
• Livio Stracca & Clara Martin Moss & Livio Stracca, 2004. "Demand and supply in the ECB's main refinancing operations," Money Macro and Finance (MMF) Research Group Conference 2003 94, Money Macro and Finance Research Group.
• Arnab Bhattacharjee & Sean Holly, 2004. "Inflation Targeting, committee Decision Making and Uncertainty: The case of the Bank of England's MPC," Money Macro and Finance (MMF) Research Group Conference 2004 63, Money Macro and Finance Research Group.
  • Bhattacharjee, A. & Holly, S., 2005. "Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England’s MPC," Cambridge Working Papers in Economics 0530, Faculty of Economics, University of Cambridge.
  • Sean Holly & Arnab Bhattacharjee, 2005. "Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England's MPC," Computing in Economics and Finance 2005 119, Society for Computational Economics.
• Csilla Horváth & Judit Krekó & Anna Naszódi, 2004. "Interest rate pass-through in Hungary," MNB Working Papers 2004/8, Magyar Nemzeti Bank (Central Bank of Hungary).
• Vincent Bouvatier, 2004. "Crise de change et politique monétaire optimale dans un modèle de troisième génération : le rôle de la prime de risque," Cahiers de la Maison des Sciences Economiques bla04089, Université Panthéon-Sorbonne (Paris 1).
• Andrew D. Sanford & Gael Martin, 2004. "Bayesian Analysis of Continuous Time Models of the Australian Short Rate," Monash Econometrics and Business Statistics Working Papers 11/04, Monash University, Department of Econometrics and Business Statistics.
• V. Baugnet & M. Hradisky, 2004. "Determinants of Belgian bank lending intrest rates," Economic Review, National Bank of Belgium, issue iii, pages 43-58, September.
• Ferre De Graeve & Olivier De Jonghe & Rudi Vander Vennet, 2004. "The Determinants of Pass-Through of Market Conditions to Bank Retail Interest Rates in Belgium," Working Paper Research 47, National Bank of Belgium.
• Alan J. Auerbach & Maurice Obstfeld, 2004. "Monetary and Fiscal Remedies for Deflation," American Economic Review, American Economic Association, vol. 94(2), pages 71-75, May.
  • Alan Auerbach & Maurice Obstfeld, 2004. "Monetary and Fiscal Remedies for Deflation," NBER Working Papers 10290, National Bureau of Economic Research, Inc.
• Michael D. Bordo & Joseph G. Haubrich, 2004. "The yield curve, recessions, and the credibility of the monetary regime: long-run evidence, 1875-1997," Working Papers (Old Series) 0402, Federal Reserve Bank of Cleveland.
  • Michael D. Bordo & Joseph G. Haubrich, 2004. "The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875-1997," NBER Working Papers 10431, National Bureau of Economic Research, Inc.
  • Michael Bordo & Joseph Haubrich, 2004. "The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997," Econometric Society 2004 North American Summer Meetings 165, Econometric Society.
• Olivier Basdevant & Nils Björksten & Özer Karagedikli, 2004. "Estimating a time varying neutral real interest rate for New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP 2004/01, Reserve Bank of New Zealand.
• Alois Geyer & Stephan Kossmeier & Stefan Pichler, 2004. "Measuring Systematic Risk in EMU Government Yield Spreads," Review of Finance, European Finance Association, vol. 8(2), pages 171-197.
• Ephraim W. Chirwa & Montfort Mlachila, 2004. "Financial Reforms and Interest Rate Spreads in the Commercial Banking System in Malawi," IMF Staff Papers, Palgrave Macmillan, vol. 51(1), pages 1-5.
• Gianfranco Tusset, 2004. "Money and Interest in an Atypical Neoclassical Economist: Gustavo Del Vecchio," Il Pensiero Economico Italiano, Fabrizio Serra Editore, Pisa - Roma, vol. 12(1), pages 99-112.
• Pagliacci, Carolina & Ruda, Mario, 2004. "¿Tienen Efectos las Acciones de Política Monetaria? Un análisis de Intencionalidad [Do monetary policy actions have an effect? An intentionality analysis]," MPRA Paper 106674, University Library of Munich, Germany.
• Hein, Eckhard, 2004. "Money, credit and the interest rate in Marx's economic. On the similarities of Marx's monetary analysis to Post-Keynesian economics," MPRA Paper 18608, University Library of Munich, Germany.
• González, Manuel, 2004. "La Curva de Retorno y el Modelo C-CAPM: Evidencia para Chile," MPRA Paper 309, University Library of Munich, Germany.
• Zdeněk Dvorný, 2004. "Efficiency of the Secondary T-Bill Market," Prague Economic Papers, Prague University of Economics and Business, vol. 2004(1), pages 17-25.
• Oldřich Dědek, 2004. "Čtyři zamyšlení nad cílováním inflace v České republice [Four reflections on practising inflation targeting in the Czech Republic]," Politická ekonomie, Prague University of Economics and Business, vol. 2004(2).
• Jaroslav Brada & Karel Brůna, 2004. "Analýza citlivosti referenčních úrokových sazeb PRIBOR na změny repo sazby České národní banky [An analysis of PRIBOR interest rates sensitivity to changes in Czech national bank repo rate]," Politická ekonomie, Prague University of Economics and Business, vol. 2004(5), pages 601-621.
• David Navrátil, 2004. "Systematická složka měnové politiky ČNB v režimu cílování inflace [Systematic part of CNB's monetary policy in inflation targeting regime]," Politická ekonomie, Prague University of Economics and Business, vol. 2004(5), pages 623-636.
• Elyes Jouini & Clotilde Napp, 2004. "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 125-137.
  • Elyès Jouini & Clotilde Napp, 2004. "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Post-Print halshs-00176465, HAL.
• Gianfranco A. Vento, 2004. "The Eurosystem operational framework, use of colleteral and liquidity distribution in the euro area: towards a single interbank market?," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 57(228), pages 71-100.
• Gianfranco A. Vento, 2004. "The Eurosystem operational framework, use of colleteral and liquidity distribution in the euro area: towards a single interbank market?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 57(228), pages 71-100.
• John Hatgioannides & Menelaos Karanasos & Marika Karanassou, 2004. "Modelling the Yield Curve: A Two Components Approach," Working Papers 519, Queen Mary University of London, School of Economics and Finance.
• John Hatgioannides & Menelaos Karanasos & Marika Karanassou, 2004. "Modelling the Yield Curve: A Two Components Approach," Working Papers 519, Queen Mary University of London, School of Economics and Finance.
• Glenn D. Rudebusch & Tao Wu, 2008. "A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy," Economic Journal, Royal Economic Society, vol. 118(530), pages 906-926, July.
  • Glenn D. Rudebusch & Tao Wu, 2004. "A macro-finance model of the term structure, monetary policy, and the economy," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  • GlennD. Rudebusch & Tao Wu, 2008. "A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy," Economic Journal, Royal Economic Society, vol. 118(530), pages 906-926, July.
  • Glenn D. Rudebusch & Tao Wu, 2003. "A macro-finance model of the term structure, monetary policy, and the economy," Working Paper Series 2003-17, Federal Reserve Bank of San Francisco.
  • Tao Wu & Glenn Rudebusch, 2004. "A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy," 2004 Meeting Papers 104, Society for Economic Dynamics.
• Jean‐Pascal Bénassy, 2006. "Liquidity Effects in Non‐Ricardian Economies," Scandinavian Journal of Economics, Wiley Blackwell, vol. 108(1), pages 65-80, March.
  • Jean-Pascal Benassy, 2004. "Liquidity Effects in non-Ricardian Economies," 2004 Meeting Papers 435, Society for Economic Dynamics.
  • Jean-Pascal Bénassy, 2005. "Liquidity effects in non Ricardian economies," Working Papers halshs-00590563, HAL.
  • Jean-Pascal Bénassy, 2006. "Liquidity effects in non-Ricardian economies," Post-Print halshs-00754156, HAL.
  • Jean-Pascal Bénassy, 2005. "Liquidity effects in non Ricardian economies," PSE Working Papers halshs-00590563, HAL.
• Konstantinou, Panagiotis, 2004. "Term Structure Dynamics: A Daily View from the Hungarian Foreign Currency Deposits Markets," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 57(3), pages 315-331.
• Sanchez-Fung, Jose R., 2004. "Daily interbank rate determination and volatility in a banking crisis," Economics Discussion Papers 2004-2, School of Economics, Kingston University London.

2003

• Vázquez Pérez, Jesús, 2003. "The role of the term spread in an augmented Taylor rule: An empirical investigation," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
• Flávio Vieira & Márcio Holland, 2003. "Country risk endogeneity, capital flows and capital controls in Brazil," Brazilian Journal of Political Economy, Center of Political Economy, vol. 23(1), pages 12-38.
• Alicia García Herrero & César Martín Machuca, 2008. "La Política Monetaria En Japón: Lecciones A Extraer En La Comparación Con La De Los Eeuu," Observatorio Iberoamericano de la Economía y la Sociedad del Japón, Servicios Académicos Intercontinentales SL, issue 1, January.
  • Alicia Gacía Herrero & César Martín Machuca, 2003. "La política monetaria en Japón: lecciones a extraer en la comparación con la de los EE.UU," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 52(01), pages 26-53.
  • Alicia García Herrero & César Martín Machuca, 2003. "La Politica Monetaria En Japon: Lecciones A Extraer En La Comparacion Con La De Los Eeuu," Macroeconomics 0311005, University Library of Munich, Germany.
• Angel Ubide, 2003. "La trampa estructural de Japón. Lecciones para Europa y Estados Unidos," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 52(01), pages 54-73.
• David Cano Martínez, 2003. "Experiencias y herramientas para anticipar y curar la deflación. ¿Qué puede hacer un banco central?," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 52(01), pages 128-153.
• Castellanos, Sara Gabriela & Camero, Eduardo, 2003. "¿Qué información acerca de las tasas de interés spot futuras contiene la estructura temporal de tasas de interés en México?," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(278), pages 343-369, abril-jun.
• Dewachter, Hans & Lyrio, Marco, 2006. "Macro Factors and the Term Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(1), pages 119-140, February.
  • Hans Dewachter & Marco Lyrio, 2002. "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series wpie007, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
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  • Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series ces0304, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  • Hans Dewachter, 2004. "Macro factors and the term structure of interest rates," Money Macro and Finance (MMF) Research Group Conference 2003 25, Money Macro and Finance Research Group.
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• Annick Bruggeman & Marie Donnay, 2003. "A Monthly Monetary Model with Banking Intermediation for the Euro Area," Working Papers of Department of Economics, Leuven ces0309, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Eric M. Leeper & Jennifer E. Roush, 2003. "Putting \\"M\\" back in monetary policy," Proceedings, Federal Reserve Bank of Cleveland, pages 1217-1264.
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• Alan J. Auerbach & Maurice Obstfeld, 2005. "The Case for Open-Market Purchases in a Liquidity Trap," American Economic Review, American Economic Association, vol. 95(1), pages 110-137, March.
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  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt4tm5h0s3, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt1dn4d9sr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," CEPR Discussion Papers 4447, C.E.P.R. Discussion Papers.
• GlennD. Rudebusch & Tao Wu, 2008. "A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy," Economic Journal, Royal Economic Society, vol. 118(530), pages 906-926, July.
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• Eric M. Leeper & Jennifer E. Roush, 2003. "Putting \\"M\\" back in monetary policy," Proceedings, Federal Reserve Bank of Cleveland, pages 1217-1264.
  • Eric M. Leeper & Jennifer E. Roush, 2003. "Putting 'M' back in Monetary Policy," NBER Working Papers 9552, National Bureau of Economic Research, Inc.
  • Eric M. Leeper & Jennifer E. Roush, 2003. "Putting \"M\" back in monetary policy," International Finance Discussion Papers 761, Board of Governors of the Federal Reserve System (U.S.).
• Michael Ehrmann & Marcel Fratzscher, 2003. "Interdependence between the Euro area and the U.S.: what role for EMU?," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
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• Kozicki, Sharon & Tinsley, P.A., 2005. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1985-2015, November.
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• Daniel L. Thornton, 2004. "Testing the expectations hypothesis: some new evidence for Japan," Review, Federal Reserve Bank of St. Louis, vol. 86(Sep), pages 21-40.
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• Leonardo Bartolini & Alessandro Prati, 2003. "The execution of monetary policy: a tale of two central banks [‘Estimating continuous-time stochastic volatility models of the short-term interest rate’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 18(37), pages 435-467.
  • Leonardo Bartolini & Alessandro Prati, 2003. "The execution of monetary policy: a tale of two central banks," Staff Reports 165, Federal Reserve Bank of New York.
• Bartolini, Leonardo & Prati, Alessandro, 2006. "Cross-country differences in monetary policy execution and money market rates' volatility," European Economic Review, Elsevier, vol. 50(2), pages 349-376, February.
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• Grégory Levieuge, 2006. "Règle de Taylor vs Règle-icm. Application à la zone euro," Revue économique, Presses de Sciences-Po, vol. 57(1), pages 85-121.
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• Björk, Tomas, 2003. "On the Geometry of Interest Rate Models," SSE/EFI Working Paper Series in Economics and Finance 545, Stockholm School of Economics.
• Christian Gollier & Richard Zeckhauser, 2003. "Collective Investment Decision Making with Heterogeneous Time Preferences," NBER Working Papers 9629, National Bureau of Economic Research, Inc.
  • Gollier, Christian & Zeckhauser, Richard, 2003. "Collective Investment Decision Making with Heterogeneous Time Preferences," IDEI Working Papers 198, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Christian Gollier & Richard Zeckhauser, 2003. "Collective Investment Decision Making with Heterogeneous Time Preferences," CESifo Working Paper Series 915, CESifo.
• Magdalena Massot Perelló & Juan M. Nave Pineda, 2003. "La hipótesis de las expectativas en el largo plazo: evidencia en el mercado español de deuda pública," Investigaciones Economicas, Fundación SEPI, vol. 27(3), pages 533-564, September.
• Sara G. Castellanos & Eduardo Camero, 2003. "La estructura temporal de tasas de interés en México: ¿Puede predecir la actividad económica futura?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 18(2), pages 33-66, December.
• Nagayasu, Jun, 2004. "The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(2), pages 19-43, May.
  • Jun Nagayasu, 2003. "The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period," IMF Working Papers 03/208, International Monetary Fund.
• Nagayasu, Jun, 2004. "The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(2), pages 19-43, May.
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• Joaquín Tapia Maruri, 2003. "El Riesgo De Mercado Y La Estructura Intertemporal De Las Tasas De Interés," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 2(1), pages 49-80, Marzo 200.
• Javier Márquez Diez-Canedo & Carlos E. Nogués Nivón & Viviana Vélez Grajales, 2003. "Un Método Eficiente Para La Simulación De Curvas De Tasas De Interés," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 2(3), pages 257-291, Septiembr.
• Jürgen Wiemers & Ulrike Neyer, 2003. "Why do we have an interbank money market?," IWH Discussion Papers 182, Halle Institute for Economic Research.
• Johann Burgstaller, 2003. "Interest Rate Transmission to Commercial Credit Rates in Austria," Economics working papers 2003-06, Department of Economics, Johannes Kepler University Linz, Austria.
• Hakan Berument & Asli Günay, 2003. "Exchange Rate Risk and Interest Rate: A Case Study for Turkey," Open Economies Review, Springer, vol. 14(1), pages 19-27, January.
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• Schepp, Zoltán, 2003. "Befektetői horizont és a „forwardrejtély” [The investor horizon and the ‘forward puzzle’]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 939-963.
• Jakob B. Madsen, 2003. "The Dynamic Interaction between Equity Prices and Supply Shocks," EPRU Working Paper Series 03-12, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
• Katarina Juselius & Ronald MacDonald, 2000. "International Parity Relationships between Germany and the United States: A Joint Modelling Approach," Discussion Papers 00-10, University of Copenhagen. Department of Economics.
  • Katarina Juselius & Ronald MacDonald, 2003. "International Parity Relationships Between Germany and the United States: A Joint Modelling Approach," FRU Working Papers 2004/08, University of Copenhagen. Department of Economics. Finance Research Unit.
• Dewachter, Hans & Lyrio, Marco, 2006. "Macro Factors and the Term Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(1), pages 119-140, February.
  • Hans Dewachter & Marco Lyrio, 2002. "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series wpie007, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  • Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series ces0304, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  • Hans Dewachter, 2004. "Macro factors and the term structure of interest rates," Money Macro and Finance (MMF) Research Group Conference 2003 25, Money Macro and Finance Research Group.
  • Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," Working Papers of Department of Economics, Leuven ces0304, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Dewachter, H.D.R. & Lyrio, M., 2003. "Macro factors and the Term Structure of Interest Rates," ERIM Report Series Research in Management ERS-2003-037-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Morini,S., 2003. "Estimación de la curva de tipos cupón-cero con polinomios de Legendre," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 21, pages 363-375, Agosto.
• Jelena Zubkova, 2003. "Interest Rate Term Structure in Latvia in the Monetary Policy Context," Working Papers 2003/03, Latvijas Banka.
• Hakan Berument, 2003. "Public Sector Pricing Behavior and Inflation Risk Premium in Turkey," Eastern European Economics, Taylor & Francis Journals, vol. 41(1), pages 68-78, January.
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• Sanford, Andrew D. & Martin, Gael M., 2005. "Simulation-based Bayesian estimation of an affine term structure model," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 527-554, April.
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• Andrew Ang & Jun Liu, 2003. "How to Discount Cashflows with Time-Varying Expected Returns," NBER Working Papers 10042, National Bureau of Economic Research, Inc.
• Eric M. Leeper & Jennifer E. Roush, 2003. "Putting \"M\" back in monetary policy," International Finance Discussion Papers 761, Board of Governors of the Federal Reserve System (U.S.).
  • Eric M. Leeper & Jennifer E. Roush, 2003. "Putting 'M' back in Monetary Policy," NBER Working Papers 9552, National Bureau of Economic Research, Inc.
• Gollier, Christian & Zeckhauser, Richard, 2003. "Collective Investment Decision Making with Heterogeneous Time Preferences," IDEI Working Papers 198, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Christian Gollier & Richard Zeckhauser, 2003. "Collective Investment Decision Making with Heterogeneous Time Preferences," NBER Working Papers 9629, National Bureau of Economic Research, Inc.
  • Christian Gollier & Richard Zeckhauser, 2003. "Collective Investment Decision Making with Heterogeneous Time Preferences," CESifo Working Paper Series 915, CESifo.
• Alan J. Auerbach & Maurice Obstfeld, 2005. "The Case for Open-Market Purchases in a Liquidity Trap," American Economic Review, American Economic Association, vol. 95(1), pages 110-137, March.
  • Alan J. Auerbach & Maurice Obstfeld, 2003. "The case for open-market purchases in a liquidity trap," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  • Alan J. Auerbach & Maurice Obstfeld, 2003. "The Case for Open-Market Purchases in a Liquidity Trap," NBER Working Papers 9814, National Bureau of Economic Research, Inc.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt4tm5h0s3, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt84s7d8c8, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Alan Auerbach & Maurice Obstfeld, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Macroeconomics 0407009, University Library of Munich, Germany.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt1dn4d9sr, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt1dn4d9sr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt84s7d8c8, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt4tm5h0s3, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  • Auerbach, Alan & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," CEPR Discussion Papers 4447, C.E.P.R. Discussion Papers.
• Claudio Raddatz & Roberto Rigobon, 2003. "Monetary Policy and Sectoral Shocks: Did the FED react properly to the High-Tech Crisis?," NBER Working Papers 9835, National Bureau of Economic Research, Inc.
• Michael Gordon, 2003. "Estimates of time-varying term premia for New Zealand and Australia," Reserve Bank of New Zealand Discussion Paper Series DP2003/06, Reserve Bank of New Zealand.
• Anne-Marie Brook, 2003. "Recent and Prospective Trends in Real Long-Term Interest Rates: Fiscal Policy and other Drivers," OECD Economics Department Working Papers 367, OECD Publishing.
• Jesús Cuaresma & Ernest Gnan & Doris Ritzberger-Gruenwald, 2004. "Searching for the natural rate of interest: a euro area perspective," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 31(2), pages 185-204, June.
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• Leonardo Bartolini & Alessandro Prati, 2003. "The execution of monetary policy: a tale of two central banks [‘Estimating continuous-time stochastic volatility models of the short-term interest rate’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 18(37), pages 435-467.
  • Leonardo Bartolini & Alessandro Prati, 2003. "The execution of monetary policy: a tale of two central banks," Staff Reports 165, Federal Reserve Bank of New York.
• David Feldman, 2003. "The Term Structure of Interest Rates: Bounded or Falling?," Review of Finance, European Finance Association, vol. 7(1), pages 103-113.
• Markus Leippold & Liuren Wu, 2003. "Design and Estimation of Quadratic Term Structure Models," Review of Finance, European Finance Association, vol. 7(1), pages 47-73.
  • Markus Leippold & Liuren Wu, 2002. "Design and Estimation of Quadratic Term Structure Models," Finance 0207014, University Library of Munich, Germany.
• Fabio Canova & Gianni De Nicoló, 2003. "The Properties of the Equity Premium and the Risk-Free Rate: An Investigation Across Time and Countries," IMF Staff Papers, Palgrave Macmillan, vol. 50(2), pages 1-4.
• Dai, Meixing, 2003. "Une note sur la règle du taux d’intérêt et le rôle de la courbe LM [A note on the interest rate rule and the role of LM curve]," MPRA Paper 13779, University Library of Munich, Germany, revised Mar 2009.
• Palombini, Edgardo, 2003. "Volatility and liquidity in the Italian money market," MPRA Paper 42699, University Library of Munich, Germany.
• Cebula, Richard, 2003. "The Impact of the Federal Budget Deficit on the Nominal Interest Rate Yield on US Treasury Notes, 1979-2001," MPRA Paper 49400, University Library of Munich, Germany.
• Chmielewski, Tomasz, 2003. "Interest rate pass-through in the Polish banking sector and bank-specific financial disturbances," MPRA Paper 5133, University Library of Munich, Germany, revised 31 Jan 2004.
• Zdeněk Dvorný, 2003. "An institutional setup of the czech market for treasury securities," Prague Economic Papers, Prague University of Economics and Business, vol. 2003(2), pages 145-153.
• Valadkhani, Abbas, 2004. "Does the Term Structure Predict Australia's Future Output Growth?," Economic Analysis and Policy, Elsevier, vol. 34(2), pages 121-144, September.
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• Zbašnik, Dušan, 2003. "Financial Deindexation in Slovenia," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 56(1), pages 137-146.
• Emilio Barucci & Claudio Impenna & Roberto Reno, 2003. "The Italian overnight market: microstructure effects, the martingale hypothesis and the payment system," Temi di discussione (Economic working papers) 475, Bank of Italy, Economic Research and International Relations Area.
  • Emilio Barucci & Claudio Impenna & Roberto Reno, 2003. "The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System," CEIS Research Paper 24, Tor Vergata University, CEIS.
• Richard Taylor & David E. Giles, 2003. "Capturing Non-Linearity in the Term Structure of Interest Rates: A Fuzzy Logic to Approach Estimating the Yield Curve," Computing in Economics and Finance 2003 101, Society for Computational Economics.
• Christina Nikitopoulos-Sklibosios & Carl Chiarella, 2003. "An Implementation of the Shirakawa Jump-Diffusion Term Structure Model," Computing in Economics and Finance 2003 201, Society for Computational Economics.
• Tao Wu & Glenn Rudebusch, 2003. "Macroeconomics and the Yield Curve," Computing in Economics and Finance 2003 206, Society for Computational Economics.
• Kenc, Turalay & John Driffill & Martin Sola, 2003. "An Empirical Examination of Term Structure Models with Regime Shifts," Royal Economic Society Annual Conference 2003 119, Royal Economic Society.
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• Jamie Gascoigne & Paul Turner, 2004. "Asymmetries in Bank of England monetary policy," Applied Economics Letters, Taylor & Francis Journals, vol. 11(10), pages 615-618.
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• Nicolas Merener & Paul Glasserman, 2003. "Numerical solution of jump-diffusion LIBOR market models," Finance and Stochastics, Springer, vol. 7(1), pages 1-27.
• Eleanor Virag & Fima C. Klebaner & Konstantin Borovkov, 2003. "Random step functions model for interest rates," Finance and Stochastics, Springer, vol. 7(1), pages 123-143.
• Nuno Cassola & Jorge Barros Luis, 2003. "A two-factor model of the German term structure of interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 13(11), pages 783-806.
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• Winfried Hallerbach, 2003. "Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration," Applied Financial Economics, Taylor & Francis Journals, vol. 13(4), pages 287-294.
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• Schaling, E., 2003. "Learning, Inflation Reduction and Optimal Monetary Policy," Discussion Paper 2003-74, Tilburg University, Center for Economic Research.
• Fernando A. Broner & Guido Lorenzoni & Sergio L. Schmukler, 2013. "Why Do Emerging Economies Borrow Short Term?," Journal of the European Economic Association, European Economic Association, vol. 11, pages 67-100, January.
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  • Fernando Broner & Guido Lorenzoni & Sergio L. Schmukler, 2003. "Why do emerging economies borrow short term?," Economics Working Papers 838, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2011.
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• Gebhard Kirchgässner, 2003. "Die Wiederkehr des Zinsbonus - Neue empirische Ergebnisse zum Einfluss der europäischen und der amerikanischen auf die schweizerischen Euromarktzinsen," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 58(02), pages 249-274, June.
• Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler, 2003. "Output and the Term Structure of Interest Rates: Ways Out of th Jump-Variable Conundrum," Working Paper Series 125, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
• Carl Chiarella & Peter Flaschel & Willi Semmler, 2003. "Real-Financial Interaction: Implications of Budget Equations and Capital Accumulation," Working Paper Series 127, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
• Pilar Abad Romero, 2003. "Un Contraste Alternativo De La Hipótesis De Las Expectativas En Swaps De Tipos De Interés," Working Papers 0306, Universidade de Vigo, Departamento de Economía Aplicada.
• Leo Krippner, 2003. "Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation," Working Papers in Economics 03/01, University of Waikato.
• Leo Krippner, 2003. "Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach," Working Papers in Economics 03/02, University of Waikato.
• Kocenda, Evzen & Valachy, Juraj, 2006. "Exchange rate volatility and regime change: A Visegrad comparison," Journal of Comparative Economics, Elsevier, vol. 34(4), pages 727-753, December.
  • Juraj Valachy & Ev??en Ko?enda, 2003. "Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad," William Davidson Institute Working Papers Series 2003-622, William Davidson Institute at the University of Michigan.
• Manuel Moreno, 2003. "A two‐mean reverting‐factor model of the term structure of interest rates," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(11), pages 1075-1105, November.
  • Manuel Moreno, 1996. "A two-mean reverting-factor model of the term structure of interest rates," Economics Working Papers 193, Department of Economics and Business, Universitat Pompeu Fabra.
• Carl Chiarella & Thuy‐Duong Tô, 2003. "The jump component of the volatility structure of interest rate futures markets: An international comparison," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(12), pages 1125-1158, December.
  • To, Thuy Duong & Carl Chiarella, 2003. "The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison," Royal Economic Society Annual Conference 2003 205, Royal Economic Society.
• Marc Henrard, 2003. "Explicit bond option and swaption formula in Heath-Jarrow-Morton one factor model," Finance 0310009, University Library of Munich, Germany.
• Michał Brzoza-Brzezina, 2002. "Estimating the Natural Rate of Interest: A SVAR Approach," NBP Working Papers 27, Narodowy Bank Polski.
  • Michal Brzoza-Brzezina, 2003. "Estimating the Natural Rate of Interest: A SVAR Approach," Macroeconomics 0301008, University Library of Munich, Germany.
• Juan Carlos Cordoba & Marla Ripoll, 2004. "Collateral Constraints in a Monetary Economy," Journal of the European Economic Association, MIT Press, vol. 2(6), pages 1172-1205, December.
  • Cordoba, Juan & Ripoll, Marla, 2002. "Collateral Constraints in a Monetary Economy," Working Papers 2002-02, Rice University, Department of Economics.
  • Cordoba, Juan Carlos & Ripoll, Marla, 2010. "Collateral Constraints in a Monetary Economy," Staff General Research Papers Archive 32123, Iowa State University, Department of Economics.
  • Juan Carlos Cordoba & Marla Ripoll, 2003. "Collateral Constraints in a Monetary Economy," Macroeconomics 0309003, University Library of Munich, Germany.
• Schaling, Eric, 2003. "Learning, inflation expectations and optimal monetary policy," Bank of Finland Research Discussion Papers 20/2003, Bank of Finland.
• Tillmann, Peter, 2003. "Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates," Bonn Econ Discussion Papers 27/2003, University of Bonn, Bonn Graduate School of Economics (BGSE).
  • Peter Tillmann, 2004. "Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates," Econometric Society 2004 North American Summer Meetings 26, Econometric Society.
• Kozicki, Sharon & Tinsley, P.A., 2005. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1985-2015, November.
  • Sharon Kozicki & Peter A. Tinsley, 2004. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  • Sharon Kozicki & Peter A. Tinsley, 2003. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Research Working Paper RWP 03-09, Federal Reserve Bank of Kansas City.
  • Kozicki, Sharon & Tinsley, P. A., 2003. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," CFS Working Paper Series 2003/41, Center for Financial Studies (CFS).
  • P.A. Tinsley & Sharon Kozicki, 2004. "Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information," Computing in Economics and Finance 2004 146, Society for Computational Economics.
• Michael Ehrmann & Marcel Fratzscher, 2005. "Equal Size, Equal Role? Interest Rate Interdependence Between the Euro Area and the United States," Economic Journal, Royal Economic Society, vol. 115(506), pages 928-948, October.
  • Ehrmann, Michael & Fratzscher, Marcel, 2003. "Equal size, equal role? Interest rate interdependence between the Euro area and the United States," CFS Working Paper Series 2003/46, Center for Financial Studies (CFS).
  • Michael Ehrmann & Marcel Fratzscher, 2004. "Equal size, equal role? interest rate interdependence between the euro area and the United States," International Finance Discussion Papers 800, Board of Governors of the Federal Reserve System (U.S.).
• Antzoulatos, Angelos A. & Wilfling, Bernd, 2003. "Exchange and Interest Rates prior to EMU: The Case of Greece," Discussion Paper Series 26325, Hamburg Institute of International Economics.
  • Antzoulatos, Angelos A. & Wilfling, Bernd, 2003. "Exchange and Interest Rates prior to EMU: The Case of Greece," HWWA Discussion Papers 244, Hamburg Institute of International Economics (HWWA).
• Wiemers, Jürgen & Neyer, Ulrike, 2003. "Why do we have an interbank money market?," IWH Discussion Papers 182/2003, Halle Institute for Economic Research (IWH).
• Antzoulatos, Angelos A. & Wilfling, Bernd, 2003. "Exchange and Interest Rates prior to EMU: The Case of Greece," HWWA Discussion Papers 244, Hamburg Institute of International Economics (HWWA).
  • Antzoulatos, Angelos A. & Wilfling, Bernd, 2003. "Exchange and Interest Rates prior to EMU: The Case of Greece," Discussion Paper Series 26325, Hamburg Institute of International Economics.
• Emilio Barucci & Claudio Impenna & Roberto Reno, 2003. "The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System," CEIS Research Paper 24, Tor Vergata University, CEIS.
  • Emilio Barucci & Claudio Impenna & Roberto Reno, 2003. "The Italian overnight market: microstructure effects, the martingale hypothesis and the payment system," Temi di discussione (Economic working papers) 475, Bank of Italy, Economic Research and International Relations Area.
• Luis Eduardo Arango & Angélica María Arosemena, 2003. "El tramo Corto de la Estructura a Plazo como predictor de Expectativas de Inflación en Colombia," Borradores de Economia 2558, Banco de la Republica.
  • Luis Eduardo Arango & María Angélica Arosemena, 2003. "El Tramo Corto de la Estructura a Plazo como predictor de Expectativas de Inflación en Colombia," Borradores de Economia 264, Banco de la Republica de Colombia.
• Leonardo Bartolini & Alessandro Prati, 2003. "The execution of monetary policy: a tale of two central banks [‘Estimating continuous-time stochastic volatility models of the short-term interest rate’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 18(37), pages 435-467.
  • Leonardo Bartolini & Alessandro Prati, 2003. "The execution of monetary policy: a tale of two central banks," Economic Policy, CEPR;CES;MSH, vol. 18(37), pages 435-467, October.
  • Leonardo Bartolini & Alessandro Prati, 2003. "The execution of monetary policy: a tale of two central banks," Staff Reports 165, Federal Reserve Bank of New York.
• Wilfling Bernd, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes," German Economic Review, De Gruyter, vol. 4(4), pages 433-457, December.
  • Bernd Wilfling, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes," German Economic Review, Verein für Socialpolitik, vol. 4(4), pages 433-457, November.
  • Wilfling, Bernd, 2001. "Interest rate volatility prior to monetary union under alternative pre-switch regimes," HWWA Discussion Papers 143, Hamburg Institute of International Economics (HWWA).
  • Wilfling, Bernd, 2001. "Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes," Discussion Paper Series 26277, Hamburg Institute of International Economics.
• Bernd Wilfling, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes," German Economic Review, Verein für Socialpolitik, vol. 4, pages 433-457, November.
• Luis Fernando Escobar Patiño, 2003. "Efectos de las variaciones del tipo de cambio sobre las actividades de intermediación financiera de Bolivia 1990-2003," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 6(1), pages 73-121, June.
• Schaling, Eric, 2003. "Learning, inflation expectations and optimal monetary policy," Research Discussion Papers 20/2003, Bank of Finland.
  • Eric Schaling, 2004. "Learning, inflation expectations and optimal monetary policy," Macroeconomics 0404035, University Library of Munich, Germany.
• Thanasis N. Christodoulopoulos & Ioulia Grigoratou, 2003. "The Effect of Dynamic Hedging of Options Positions on Intermediate-Maturity Interest Rates," Working Papers 08, Bank of Greece.
• Peter Tillmann, 2003. "Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates," Bonn Econ Discussion Papers bgse27_2003, University of Bonn, Germany.
  • Peter Tillmann, 2004. "Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates," Econometric Society 2004 North American Summer Meetings 26, Econometric Society.
• Bernd Wilfling, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes," German Economic Review, Verein für Socialpolitik, vol. 4(4), pages 433-457, November.
  • Wilfling Bernd, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes," German Economic Review, De Gruyter, vol. 4(4), pages 433-457, December.
  • Wilfling, Bernd, 2001. "Interest rate volatility prior to monetary union under alternative pre-switch regimes," HWWA Discussion Papers 143, Hamburg Institute of International Economics (HWWA).
  • Wilfling, Bernd, 2001. "Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes," Discussion Paper Series 26277, Hamburg Institute of International Economics.
• Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2003. "Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates," Brazilian Review of Finance, Brazilian Society of Finance, vol. 1(1), pages 19-43.
  • Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2001. "Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates," Working Papers Series 30, Central Bank of Brazil, Research Department.
• O Bajo-Rubio & C Diaz-Roldan & V Esteve, 2010. "Testing the Fisher effect in the presence of structural change: A case study of the UK, 1966-2007," Economic Issues Journal Articles, Economic Issues, vol. 15(2), pages 1-16, September.
  • Oscar Bajo-Rubio & Carmen Díaz-Roldán & Vicente Esteve, 2003. "Testing the Fisher Effect in the Presence of Structural Change: A Case Study of the UK,1961-2001," Economic Working Papers at Centro de Estudios Andaluces E2003_22, Centro de Estudios Andaluces.
• Mathias Hoffmann & Ronald MacDonald, 2003. "A Re-examination of the Link between Real Exchange Rates and Real Interest Rate Differentials," CESifo Working Paper Series 894, CESifo.
  • Mathias Hoffmann & Ronald MacDonald, 2006. "A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials," Working Papers 2007_36, Business School - Economics, University of Glasgow.
• Repullo, Rafael & Suarez, Javier, 2004. "Loan pricing under Basel capital requirements," Journal of Financial Intermediation, Elsevier, vol. 13(4), pages 496-521, October.
  • Repullo, Rafael & Suarez, Javier, 2003. "Loan Pricing Under Basel Capital Requirements," CEPR Discussion Papers 3917, C.E.P.R. Discussion Papers.
  • Rafael Repullo & Javier Suarez, 2003. "Loan Pricing Under Basel Capital Requirements," Working Papers wp2003_0308, CEMFI.
• Luis Eduardo Arango & María Angélica Arosemena, 2003. "El Tramo Corto de la Estructura a Plazo como predictor de Expectativas de Inflación en Colombia," Borradores de Economia 264, Banco de la Republica de Colombia.
  • Luis Eduardo Arango & Angélica María Arosemena, 2003. "El tramo Corto de la Estructura a Plazo como predictor de Expectativas de Inflación en Colombia," Borradores de Economia 2558, Banco de la Republica.
• Luis E Arango & Luz Adriana Flórez & Angélica M Arosemena, 2005. "El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 42(125), pages 79-101.
  • Luis Eduardo Arango & Luz Adriana Flórez & Angélica María Arosemena, 2003. "El tramo corto de la estructura a plazo como predictor de expectativas de la actividad económica en Colombia," Borradores de Economia 2559, Banco de la Republica.
  • Luis Eduardo Arango & Luz Adriana Flórez & Angélica María Arosemena, 2004. "El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia," Borradores de Economia 279, Banco de la Republica de Colombia.
• Luis Eduardo Arango & Luis Fernando Melo & Diego Mauricio Vásquez, 2003. "Estimación de la estructura a plazo de las tasas de interés en Colombia," Coyuntura Económica, Fedesarrollo, vol. 33(1), pages 51-76, March.
  • Luis Eduardo Arango & Luis Fernando Melo, 2002. "Estimación de la Estructura a Plazo de las Tasas de Interés en Colombia," Borradores de Economia 2594, Banco de la Republica.
  • 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 196, Banco de la Republica de Colombia.
• W.H.J. Hassink & M. van Leuvensteijn, 2003. "Price-settings and Price Dispersion in the Dutch Mortgage Market," Working Papers 03-07, Utrecht School of Economics.
  • Michiel van Leuvensteijn & Wolter Hassink, 2003. "Price-setting and price dispersion in the Dutch mortgage market," CPB Discussion Paper 21, CPB Netherlands Bureau for Economic Policy Analysis.
• W.H.J. Hassink & M. van Leuvensteijn, 2003. "Price-settings and Price Dispersion in the Dutch Mortgage Market," Working Papers 03-07, Utrecht School of Economics.
  • Michiel van Leuvensteijn & Wolter Hassink, 2003. "Price-setting and price dispersion in the Dutch mortgage market," CPB Discussion Paper 21.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
• Repullo, Rafael & Suarez, Javier, 2004. "Loan pricing under Basel capital requirements," Journal of Financial Intermediation, Elsevier, vol. 13(4), pages 496-521, October.
  • Rafael Repullo & Javier Suarez, 2003. "Loan Pricing Under Basel Capital Requirements," Working Papers wp2003_0308, CEMFI.
  • Repullo, Rafael & Suarez, Javier, 2003. "Loan Pricing Under Basel Capital Requirements," CEPR Discussion Papers 3917, C.E.P.R. Discussion Papers.
• Beyer, Andreas & Farmer, Roger E. A., 2003. "Identifying the monetary transmission mechanism using structural breaks," Working Paper Series 275, European Central Bank.
  • Farmer, Roger & Beyer, Andreas, 2003. "Identifying the Monetary Transmission Mechanism Using Structural Breaks," CEPR Discussion Papers 4106, C.E.P.R. Discussion Papers.
• Voth, Hans-Joachim, 2003. "With a Bang, not a Whimper: Pricking Germany's “Stock Market Bubble” in 1927 and the Slide into Depression," The Journal of Economic History, Cambridge University Press, vol. 63(1), pages 65-99, March.
  • Hans Joachim Voth, 2000. "With a bang, not a whimper: Pricking Germany's "stock market bubble" in 1927 and the slide into depression," Economics Working Papers 516, Department of Economics and Business, Universitat Pompeu Fabra.
  • Voth, Hans-Joachim, 2002. "With a Bang, Not a Whimper: Pricking Germany's 'Stock Market Bubble' in 1927 and the Slide into Depression," CEPR Discussion Papers 3257, C.E.P.R. Discussion Papers.
• Driessen, Joost & Klaassen, Pieter & Melenberg, Bertrand, 2003. "The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(3), pages 635-672, September.
  • Driessen, J.J.A.G. & Klaassen, P. & Melenberg, B., 2000. "The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions," Discussion Paper 2000-93, Tilburg University, Center for Economic Research.
• Neiss, Katharine S. & Nelson, Edward, 2003. "The Real-Interest-Rate Gap As An Inflation Indicator," Macroeconomic Dynamics, Cambridge University Press, vol. 7(2), pages 239-262, April.
  • Katharine S. Neiss & Edward Nelson, 2001. "The real interest rate gap as an inflation indicator," Bank of England working papers 130, Bank of England.
  • Neiss, Katharine & Nelson, Edward, 2001. "The Real Interest rate Gap as an Inflation Indicator," CEPR Discussion Papers 2848, C.E.P.R. Discussion Papers.
  • Katharine S. Neiss and Edward Nelson, 2001. "The Real Interest Rate Gap as an Inflation Indicator," Computing in Economics and Finance 2001 145, Society for Computational Economics.
• Peter C. B. Phillips, 2005. "Jackknifing Bond Option Prices," The Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 707-742.
  • Yu, Jun & Phillips, Peter, 2002. "Jacknifing Bond Option Prices," Working Papers 187, Department of Economics, The University of Auckland.
  • Peter C.B. Phillips & Jun Yu, 2003. "Jackknifing Bond Option Prices," Cowles Foundation Discussion Papers 1392, Cowles Foundation for Research in Economics, Yale University.
  • Jun Yu & Peter Phillips, 2004. "Jackknifing Bond Option Prices," Econometric Society 2004 North American Winter Meetings 115, Econometric Society.
• John Geanakoplos, 2003. "The Ideal Inflation Indexed Bond and Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World," Cowles Foundation Discussion Papers 1429, Cowles Foundation for Research in Economics, Yale University.
• N R Bhanumurthy & Shashi Agarwal, 2003. "Interest - Rate Price Nexus in India," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 38(2), pages 189-203, July.
• Würtz, Flemming Reinhardt, 2003. "A comprehensive model on the euro overnight rate," Working Paper Series 207, European Central Bank.
• Durré, Alain & Evjen, Snorre & Pilegaard, Rasmus, 2003. "Estimating risk premia in money market rates," Working Paper Series 221, European Central Bank.
• Nuno Cassola & Claudio Morana, 2006. "Volatility of interest rates in the euro area: Evidence from high frequency data," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 513-528.
  • Cassola, Nuno & Morana, Claudio, 2003. "Volatility of interest rates in the euro area: evidence from high frequency data," Working Paper Series 235, European Central Bank.
• Ehrmann, Michael & Backé, Peter, 2003. "Monetary policy transmission in the euro area: any changes after EMU?," Working Paper Series 240, European Central Bank.
• Ejerskov, Steen & Martin Moss, Clara & Stracca, Livio, 2003. "How does the ECB allot liquidity in its weekly main refinancing operations? A look at the empirical evidence," Working Paper Series 244, European Central Bank.
• Bruggeman, Annick & Donnay, Marie, 2003. "A monthly monetary model with banking intermediation for the euro area," Working Paper Series 264, European Central Bank.
• Castelnuovo, Efrem & Rodriguez-Palenzuela, Diego & Nicoletti Altimari, Sergio, 2003. "Definition of price stability, range and point inflation targets: the anchoring of long-term inflation expectations," Working Paper Series 273, European Central Bank.
• Peter Hördahl & David Vestin, 2005. "Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia," Review of Finance, European Finance Association, vol. 9(1), pages 97-137.
  • Peter Hördahl & David Vestin, 2005. "Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia," Review of Finance, Springer, vol. 9(1), pages 97-137, March.
  • Vestin, David & Hördahl, Peter, 2003. "Interpreting implied risk-neutral densities: the role of risk premia," Working Paper Series 274, European Central Bank.
• Farmer, Roger & Beyer, Andreas, 2003. "Identifying the Monetary Transmission Mechanism Using Structural Breaks," CEPR Discussion Papers 4106, C.E.P.R. Discussion Papers.
  • Beyer, Andreas & Farmer, Roger E. A., 2003. "Identifying the monetary transmission mechanism using structural breaks," Working Paper Series 275, European Central Bank.
• Cassola, Nuno & Ejerskov, Steen & Ewerhart, Christian & Valla, Natacha, 2003. "Optimal allotment policy in the Eurosystem's main refinancing operations," Working Paper Series 295, European Central Bank.
• Martin Sola & John Driffil & Turalay Kenc, 2003. "An Empirical Examination of Term Structure Models with Regime Shifts," Computing in Economics and Finance 2003 65, Society for Computational Economics.
  • Kenc, Turalay & John Driffill & Martin Sola, 2003. "An Empirical Examination of Term Structure Models with Regime Shifts," Royal Economic Society Annual Conference 2003 119, Royal Economic Society.
• Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005. "Federal Funds Rate Prediction," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 449-471, June.
  • Sarno, Lucio & Daniel l Thornton & Giorgio Valente, 2003. "Federal Funds Rate Prediction," Royal Economic Society Annual Conference 2003 183, Royal Economic Society.
  • Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2004. "Federal funds rate prediction," Working Papers 2002-005, Federal Reserve Bank of St. Louis.
  • Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2004. "Federal Funds Rate Prediction," CEPR Discussion Papers 4587, C.E.P.R. Discussion Papers.
• Carl Chiarella & Thuy‐Duong Tô, 2003. "The jump component of the volatility structure of interest rate futures markets: An international comparison," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(12), pages 1125-1158, December.
  • To, Thuy Duong & Carl Chiarella, 2003. "The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison," Royal Economic Society Annual Conference 2003 205, Royal Economic Society.
• Martin D. D. Evans, 2003. "Real risk, inflation risk, and the term structure," Economic Journal, Royal Economic Society, vol. 113(487), pages 345-389, April.
  • Martin Evans, 2002. "Real Risk, Inflation Risk, and the Term Structure," Working Papers gueconwpa~02-02-10, Georgetown University, Department of Economics.
• Juan Ayuso & Rafael Repullo, 2003. "A Model of the Open Market Operations of the European Central Bank," Economic Journal, Royal Economic Society, vol. 113(490), pages 883-902, October.
  • Repullo, Rafael & Ayuso, Juan, 2000. "A Model of the Open Market Operations of the European Central Bank," CEPR Discussion Papers 2605, C.E.P.R. Discussion Papers.
  • Juan Ayuso & Rafael Repullo, 2000. "A Model of the Open Market Operations of the European Central Bank," Working Papers 0016, Banco de España.
  • Ayuso, J. & Repullo, R., 2000. "A Model of the Open Market Operations of the European Central Bank," Papers 0011, Centro de Estudios Monetarios Y Financieros-.
  • Juan Ayuso & Rafael Repullo, 2000. "A Model of the Open Market Operations of the European Central Bank," Working Papers wp2000_0011, CEMFI.
• Seo, Byeongseon, 2003. "Nonlinear mean reversion in the term structure of interest rates," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11), pages 2243-2265.
• Bams, Dennis & Wolff, Christian C. P., 2003. "Risk premia in the term structure of interest rates: a panel data approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(3), pages 211-236, July.
  • Bams, D. & Wolff, C., 1998. "Risk Premia in Term Structure of Interest Rates: A Panel Data Approach," Papers 98-50, Southern California - School of Business Administration.
  • Wolff, Christian & Bams, Dennis, 2000. "Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach," CEPR Discussion Papers 2392, C.E.P.R. Discussion Papers.
• Prati, Alessandro & Bartolini, Leonardo & Bertola, Giuseppe, 2003. "The overnight interbank market: Evidence from the G-7 and the Euro zone," Journal of Banking & Finance, Elsevier, vol. 27(10), pages 2045-2083, October.
  • Leonardo Bartolini & Giuseppe Bertola & Alessandro Prati, 2001. "The overnight interbank market: evidence from the G-7 and the Euro zone," Staff Reports 135, Federal Reserve Bank of New York.
  • Bertola, Giuseppe & Prati, Alessandro & Bartolini, Leonardo, 2002. "The Overnight Interbank Market: Evidence from the G7 and the Euro Zone," CEPR Discussion Papers 3090, C.E.P.R. Discussion Papers.
• Sarno, Lucio & Thornton, Daniel L., 2003. "The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation," Journal of Banking & Finance, Elsevier, vol. 27(6), pages 1079-1110, June.
  • Sarno, Lucio & Thornton, Daniel L, 2002. "The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation," CEPR Discussion Papers 3225, C.E.P.R. Discussion Papers.
  • Lucio Sarno & Daniel L. Thornton, 2002. "The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation," Working Papers 2000-032, Federal Reserve Bank of St. Louis.
• Driessen, Joost & Melenberg, Bertrand & Nijman, Theo, 2003. "Common factors in international bond returns," Journal of International Money and Finance, Elsevier, vol. 22(5), pages 629-656, October.
  • Driessen, J.J.A.G. & Melenberg, B. & Nijman, T.E., 2000. "Common Factors in International Bond Returns," Discussion Paper 2000-91, Tilburg University, Center for Economic Research.
• Gerlach, Stefan, 2003. "Interpreting the term structure of interbank rates in Hong Kong," Pacific-Basin Finance Journal, Elsevier, vol. 11(5), pages 593-609, November.
  • Stefan Gerlach, 2001. "Interpreting the Term Structure of Interbank Rates in Hong Kong," Working Papers 142001, Hong Kong Institute for Monetary Research.
  • Gerlach, Stefan, 2002. "Interpreting the Term Structure of Interbank Rates in Hong Kong," CEPR Discussion Papers 3187, C.E.P.R. Discussion Papers.
• T. Windsor Fields & William R. Hart, 2003. "Bridging the Gap between the Interest Rate and Price Level Approaches in the AD-AS Model: The Role of the Loanable Funds Market," Eastern Economic Journal, Eastern Economic Association, vol. 29(3), pages 377-390, Summer.
• Adrienne A. Kearney, 2003. "The Changing Probability of a Monetary Policy Response to Inflation and Employment Announcements," Eastern Economic Journal, Eastern Economic Association, vol. 29(4), pages 565-574, Fall.

2002

• Peter Kugler & Beatrice Weder, 2002. "The Puzzle of the Swiss Interest Rate Island: Stylized Facts and a New Interpretation," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 57(01), pages 49-64, March.
  • Kugler, Peter & Weder, Beatrice, 2002. "The puzzle of the Swiss interest rate island: Stylized facts and a new interpretation," HWWA Discussion Papers 168, Hamburg Institute of International Economics (HWWA).
  • Kugler, Peter & Weder, Beatrice, 2002. "The Puzzle of the Swiss Interest Rate Island: Stylized Facts and a New Interpretation," Discussion Paper Series 26190, Hamburg Institute of International Economics.
• Peter C. B. Phillips, 2005. "Jackknifing Bond Option Prices," The Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 707-742.
  • Yu, Jun & Phillips, Peter, 2002. "Jacknifing Bond Option Prices," Working Papers 187, Department of Economics, The University of Auckland.
  • Jun Yu & Peter Phillips, 2004. "Jackknifing Bond Option Prices," Econometric Society 2004 North American Winter Meetings 115, Econometric Society.
  • Peter C.B. Phillips & Jun Yu, 2003. "Jackknifing Bond Option Prices," Cowles Foundation Discussion Papers 1392, Cowles Foundation for Research in Economics, Yale University.
• Sergio Zúñiga, 1999. "Modelos de Tasas de Interés en Chile: Una Revisión," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 36(108), pages 875-893.
  • Sergio Zúñiga, 1999. "Modelos de Tasas de Interés en Chile: Una Revisión," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 36(108), pages 875-893.
  • Hortensia Fontanals Albiol & Sergio Zuniga, 2002. "Modelos de tasas de interes en Chile: una revision," Working Papers in Economics 87, Universitat de Barcelona. Espai de Recerca en Economia.
• Marina Azzimonti and Nirvana Mitra, "undated". "Sovereign Default and Tax-smoothing in the Shadow of Corruption and Institutional Weakness," Working Papers 0001, Centre for Advanced Financial Research and Learning (CAFRAL).
• Ulf Söderström, 2002. "Monetary Policy with Uncertain Parameters," Scandinavian Journal of Economics, Wiley Blackwell, vol. 104(1), pages 125-145, March.
  • Söderström, Ulf, 1999. "Monetary policy with uncertain parameters," Working Paper Series 83, Sveriges Riksbank (Central Bank of Sweden).
  • Söderström, Ulf, 2000. "Monetary policy with uncertain parameters," Working Paper Series 13, European Central Bank.
  • Söderström, Ulf, 1999. "Monetary policy with uncertain parameters," SSE/EFI Working Paper Series in Economics and Finance 308, Stockholm School of Economics.
• Soderstrom, Ulf, 2002. "Monetary Policy with Uncertain Parameters," Scandinavian Journal of Economics, Wiley Blackwell, vol. 104(1), pages 125-145.
• Alberto Alesina & Silvia Ardagna & Giuseppe Nicoletti & Fabio Schiantarelli, 2005. "Regulation And Investment," Journal of the European Economic Association, MIT Press, vol. 3(4), pages 791-825, June.
  • Alberto Alesina & Silvia Ardagna & Giuseppe Nicoletti & Fabio Schiantarelli, 2002. "Regulation and Investment," Boston College Working Papers in Economics 549, Boston College Department of Economics.
  • Nicoletti, Giuseppe & Ardagna, Silvia & Alesina, Alberto & Schiantarelli, Fabio, 2005. "Regulation and Investment," Scholarly Articles 2579825, Harvard University Department of Economics.
  • Alesina, Alberto & Schiantarelli, Fabio & Ardagna, Silvia & Nicoletti, Giorgio, 2003. "Regulation and Investment," CEPR Discussion Papers 3851, C.E.P.R. Discussion Papers.
  • Alberto Alesina & Silvia Ardagna & Giuseppe Nicoletti & Fabio Schiantarelli, 2003. "Regulation and Investment," NBER Working Papers 9560, National Bureau of Economic Research, Inc.
  • Alberto Alesina & Silvia Ardagna & Giuseppe Nicoletti & Fabio Schiantarelli, 2003. "Regulation and Investment," OECD Economics Department Working Papers 352, OECD Publishing.
• Markku Lanne, 2006. "Nonlinear dynamics of interest rate and inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1157-1168, December.
  • Markku Lanne, 2006. "Nonlinear dynamics of interest rate and inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1157-1168.
  • Lanne, Markku, 2002. "Nonlinear dynamics of interest rate and inflation," Research Discussion Papers 21/2002, Bank of Finland.
  • Markku Lanne, 2004. "Nonlinear dynamics of interest rate and inflation," Macroeconomics 0405014, University Library of Munich, Germany.
• Antje Dudenhausen & Lutz Schlögl, 2002. "An Examination of the Effects of Parameter Misspecification," Bonn Econ Discussion Papers bgse22_2002, University of Bonn, Germany.
• Christian Zühlsdorff, 2002. "Extended Libor Market Models with Affine and Quadratic Volatility," Bonn Econ Discussion Papers bgse6_2002, University of Bonn, Germany.
• 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, vol. 6(3), pages 1-21, November.
  • Ana María Iregui & Costas Milas & Jesús Otero, 2001. "On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach," Borradores de Investigación 3297, Universidad del Rosario.
  • Ana María Iregui & Costas Milas & Jesus Otero, 2002. "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Economics and Finance Discussion Papers 02-29, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Ana María Iregui & Costas Milas & Jesus Otero, 2002. "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Public Policy Discussion Papers 02-29, Economics and Finance Section, School of Social Sciences, Brunel University.
• 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, vol. 6(3), pages 1-21, November.
  • Ana María Iregui & Costas Milas & Jesús Otero, 2001. "On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach," Borradores de Investigación 3297, Universidad del Rosario.
  • Ana María Iregui & Costas Milas & Jesus Otero, 2002. "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Public Policy Discussion Papers 02-29, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Ana María Iregui & Costas Milas & Jesus Otero, 2002. "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Economics and Finance Discussion Papers 02-29, Economics and Finance Section, School of Social Sciences, Brunel University.
• Éric Dor & Alain Durré, 2002. "Monetary Policy and the New Economy. Between Supply Shock and Financial Bubble," Recherches économiques de Louvain, De Boeck Université, vol. 68(1), pages 221-237.
  • Eric DOR & Alain DURRE, 2002. "Monetary Policy and the New Economy : Between Supply Shock and Financial Bubble," Discussion Papers (REL - Recherches Economiques de Louvain) 2002028, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Martin Hlusek, 2002. "Estimating Market Probabilities of Future Interest Rate Changes," Working Papers 2002/02, Czech National Bank.
• Luis Eduardo Arango & Luis Fernando Melo & Diego Mauricio Vásquez, 2003. "Estimación de la estructura a plazo de las tasas de interés en Colombia," Coyuntura Económica, Fedesarrollo, vol. 33(1), pages 51-76, March.
  • 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 196, Banco de la Republica de Colombia.
  • Luis Eduardo Arango & Luis Fernando Melo, 2002. "Estimación de la Estructura a Plazo de las Tasas de Interés en Colombia," Borradores de Economia 2594, Banco de la Republica.
• Prati, Alessandro & Bartolini, Leonardo & Bertola, Giuseppe, 2003. "The overnight interbank market: Evidence from the G-7 and the Euro zone," Journal of Banking & Finance, Elsevier, vol. 27(10), pages 2045-2083, October.
  • Leonardo Bartolini & Giuseppe Bertola & Alessandro Prati, 2001. "The overnight interbank market: evidence from the G-7 and the Euro zone," Staff Reports 135, Federal Reserve Bank of New York.
  • Bertola, Giuseppe & Prati, Alessandro & Bartolini, Leonardo, 2002. "The Overnight Interbank Market: Evidence from the G7 and the Euro Zone," CEPR Discussion Papers 3090, C.E.P.R. Discussion Papers.
• Gerlach, Stefan, 2003. "Interpreting the term structure of interbank rates in Hong Kong," Pacific-Basin Finance Journal, Elsevier, vol. 11(5), pages 593-609, November.
  • Stefan Gerlach, 2001. "Interpreting the Term Structure of Interbank Rates in Hong Kong," Working Papers 142001, Hong Kong Institute for Monetary Research.
  • Gerlach, Stefan, 2002. "Interpreting the Term Structure of Interbank Rates in Hong Kong," CEPR Discussion Papers 3187, C.E.P.R. Discussion Papers.
• Sarno, Lucio & Thornton, Daniel L., 2003. "The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation," Journal of Banking & Finance, Elsevier, vol. 27(6), pages 1079-1110, June.
  • Lucio Sarno & Daniel L. Thornton, 2002. "The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation," Working Papers 2000-032, Federal Reserve Bank of St. Louis.
  • Sarno, Lucio & Thornton, Daniel L, 2002. "The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation," CEPR Discussion Papers 3225, C.E.P.R. Discussion Papers.
• Voth, Hans-Joachim, 2003. "With a Bang, not a Whimper: Pricking Germany's “Stock Market Bubble” in 1927 and the Slide into Depression," The Journal of Economic History, Cambridge University Press, vol. 63(1), pages 65-99, March.
  • Hans Joachim Voth, 2000. "With a bang, not a whimper: Pricking Germany's "stock market bubble" in 1927 and the slide into depression," Economics Working Papers 516, Department of Economics and Business, Universitat Pompeu Fabra.
  • Voth, Hans-Joachim, 2002. "With a Bang, Not a Whimper: Pricking Germany's 'Stock Market Bubble' in 1927 and the Slide into Depression," CEPR Discussion Papers 3257, C.E.P.R. Discussion Papers.
• Éric Dor & Alain Durré, 2002. "Monetary Policy and the New Economy. Between Supply Shock and Financial Bubble," Recherches économiques de Louvain, De Boeck Université, vol. 68(1), pages 221-237.
  • Eric DOR & Alain DURRE, 2002. "Monetary Policy and the New Economy : Between Supply Shock and Financial Bubble," Discussion Papers (REL - Recherches Economiques de Louvain) 2002028, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Leippold, Markus & Wu, Liuren, 2002. "Asset Pricing under the Quadratic Class," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 37(2), pages 271-295, June.
  • Markus Leippold & Liuren Wu, 2002. "Asset Pricing Under The Quadratic Class," Finance 0207015, University Library of Munich, Germany.
• Ling Hu & Peter C.B. Phillips, 2002. "Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach," Cowles Foundation Discussion Papers 1365, Cowles Foundation for Research in Economics, Yale University.
• Author-Name: John Geanakoplos & Michael Magill & Martine Quinzii, 2004. "Demography and the Long-Run Predictability of the Stock Market," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 35(1), pages 241-326.
  • John Geanakoplos & Michael Magill & Martine Quinzii, 2002. "Demography and the Long-run Predictability of the Stock Market," Cowles Foundation Discussion Papers 1380R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2004.
  • John Geanakoplos & Michael Magill & Martine Quinzii, 2002. "Demography and the Long-run Predictability of the Stock Market," Cowles Foundation Discussion Papers 1380, Cowles Foundation for Research in Economics, Yale University.
• Author-Name: John Geanakoplos & Michael Magill & Martine Quinzii, 2004. "Demography and the Long-Run Predictability of the Stock Market," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 35(1), pages 241-326.
  • John Geanakoplos & Michael Magill & Martine Quinzii, 2002. "Demography and the Long-run Predictability of the Stock Market," Cowles Foundation Discussion Papers 1380, Cowles Foundation for Research in Economics, Yale University.
  • John Geanakoplos & Michael Magill & Martine Quinzii, 2002. "Demography and the Long-run Predictability of the Stock Market," Cowles Foundation Discussion Papers 1380R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2004.
• Beyer, Andreas & Farmer, Roger E.A., 2007. "Natural rate doubts," Journal of Economic Dynamics and Control, Elsevier, vol. 31(3), pages 797-825, March.
  • Farmer, Roger, 2000. "Natural Rate Doubts," CEPR Discussion Papers 2426, C.E.P.R. Discussion Papers.
  • Beyer, Andreas & Farmer, Roger E. A., 2002. "Natural rate doubts," Working Paper Series 121, European Central Bank.
• de Bondt, Gabe, 2002. "Retail bank interest rate pass-through: new evidence at the euro area level," Working Paper Series 136, European Central Bank.
• Bindseil, Ulrich, 2002. "Equilibrium bidding in the Eurosystem's open market operations," Working Paper Series 137, European Central Bank.
• Silver, Mick & Heravi, Saeed, 2005. "A Failure in the Measurement of Inflation: Results From a Hedonic and Matched Experiment Using Scanner Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 269-281, July.
  • Heravi, Saeed & Silver, Mick, 2002. "A failure in the measurement of inflation: results from a hedonic and matched experiment using scanner data," Working Paper Series 144, European Central Bank.
• Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2002. "Bidding and performance in repo auctions: evidence from ECB open market operations," Working Paper Series 157, European Central Bank.
  • Nyborg, Kjell & Strebulaev, Ilya & Bindseil, Ulrich, 2004. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," CEPR Discussion Papers 4367, C.E.P.R. Discussion Papers.
  • Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2005. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," Discussion Papers 2005/13, Norwegian School of Economics, Department of Business and Management Science.
  • Kjell G. Nyborg & Ulrich Bindseil & Ilya A. Strebulaev, 2005. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," Working Papers 2005.92, Fondazione Eni Enrico Mattei.
  • Bindseil, Ulrich & Nyborg, Kjell G. & Strebulaev, Ilya A., 2004. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," University of California at Los Angeles, Anderson Graduate School of Management qt9878h0kn, Anderson Graduate School of Management, UCLA.
• Michael Ehrmann & Marcel Fratzscher, 2003. "Interdependence between the Euro area and the U.S.: what role for EMU?," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  • Ehrmann, Michael & Fratzscher, Marcel, 2002. "Interdependence between the euro area and the US: what role for EMU?," Working Paper Series 200, European Central Bank.
• A. G. Malliaris, 2005. "Global monetary instability: The role of the IMF, the EU and NAFTA," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 20, pages 323-343, World Scientific Publishing Co. Pte. Ltd..
  • Malliaris, A. G., 2002. "Global monetary instability: The role of the IMF, the EU and NAFTA," The North American Journal of Economics and Finance, Elsevier, vol. 13(1), pages 72-92, May.
• Godbout, Lise & Storer, Paul & Zimmermann, Christian, 2002. "The Canadian treasury bill auction and the term structure of interest rates," Journal of Banking & Finance, Elsevier, vol. 26(6), pages 1165-1179, June.
  • Lise Godbout & Paul Storer & Christian Zimmermann, 1999. "The Canadian Treasury Bill Auction and the Term Structure of Interest Rates," Cahiers de recherche CREFE / CREFE Working Papers 75, CREFE, Université du Québec à Montréal.
• Gutiérrez Huerta, María José & Vázquez Pérez, Jesús, 2002. "Markov Switching Risk Premium and the term structure of interest rates. Empirical evidence from US post-war interest rates," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
• Gutiérrez Huerta, María José & Vázquez Pérez, Jesús, 2002. "The changing behaviour of the term structure of post-war US," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
• Vázquez Pérez, Jesús, 2002. "Switching Regimes in the Term Structure of Interest Rates During U.S. Post-War: A case for the Lucas proof equilibrium?," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
• João Sicsú, 2002. "Theory and Evidence of the Inflationary Targets Regime," Brazilian Journal of Political Economy, Center of Political Economy, vol. 22(1), pages 24-35.
• Persio Arida, 2002. "Multiple Balances," Brazilian Journal of Political Economy, Center of Political Economy, vol. 22(3), pages 508-517.
• Joaquim Elói Cirne de Toledo, 2002. "Risco-Brasil: The Lula Effect and the Central Bank Effects," Brazilian Journal of Political Economy, Center of Political Economy, vol. 22(3), pages 524-532.
• Venegas-Martinez, Francisco & Bernardo González-Aréchiga, 2002. "Cobertura de tasas de interés con futuros del mercado mexicano de derivados. Modelo estocástico de duración y convexidad," El Trimestre Económico, Fondo de Cultura Económica, vol. 69(274), pages 227-250, abril-jun.
• Ibarra, Carlos A., 2002. "Límites de la flotación mexicana," El Trimestre Económico, Fondo de Cultura Económica, vol. 69(276), pages 513-542, octubre-d.
• Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2004. "The Effect of Monetary Unification on German Bond Markets," European Financial Management, European Financial Management Association, vol. 10(3), pages 487-509, September.
  • Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "The Effect of Monetary Unification on German Bond Markets," International Economics Working Papers Series ces0205, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  • Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2002. "The Effect of Monetary Unification on German Bond Markets," Working Papers of Department of Economics, Leuven ces0205, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "The Effect of Monetary Unification on German Bond Markets," International Economics Working Papers Series wpie005, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
• Sarno, Lucio & Thornton, Daniel L., 2003. "The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation," Journal of Banking & Finance, Elsevier, vol. 27(6), pages 1079-1110, June.
  • Sarno, Lucio & Thornton, Daniel L, 2002. "The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation," CEPR Discussion Papers 3225, C.E.P.R. Discussion Papers.
  • Lucio Sarno & Daniel L. Thornton, 2002. "The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation," Working Papers 2000-032, Federal Reserve Bank of St. Louis.
• Ahmad, Yamin, 2005. "Money market rates and implied CCAPM rates: some international evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(4-5), pages 699-729, September.
  • Yamin Ahmad, 2002. "Money Market Rates and Implied CCAPM Rates: Some International Evidence," Working Papers gueconwpa~02-02-06, Georgetown University, Department of Economics.
  • Yamin Ahmad, 2004. "Money market rates and implied CCAPM rates: some international evidence," Money Macro and Finance (MMF) Research Group Conference 2003 1, Money Macro and Finance Research Group.
• Martin D. D. Evans, 2003. "Real risk, inflation risk, and the term structure," Economic Journal, Royal Economic Society, vol. 113(487), pages 345-389, April.
  • Martin Evans, 2002. "Real Risk, Inflation Risk, and the Term Structure," Working Papers gueconwpa~02-02-10, Georgetown University, Department of Economics.
• Grégory Levieuge, 2006. "Règle de Taylor vs Règle-icm. Application à la zone euro," Revue économique, Presses de Sciences-Po, vol. 57(1), pages 85-121.
  • Grégory Levieuge, 2002. "Règle de Taylor vs Règle-ICM : Application à la Zone Euro," Post-Print halshs-00258403, HAL.
  • Grégory Levieuge, 2003. "Règle de Taylor vs Règle-ICM : Application à la Zone Euro," Post-Print halshs-00258312, HAL.
  • Grégory Levieuge, 2006. "Règle de Taylor vs Règle-ICM : Applications à la zone euro," Post-Print halshs-00204035, HAL.
• Björk, Tomas & Landén, Camilla & Svensson, Lars, 2002. "Finite dimensional Markovian realizations for stochastic volatility forward rate models," SSE/EFI Working Paper Series in Economics and Finance 498, Stockholm School of Economics, revised 07 May 2002.
• Giordani, Paolo & Soderlind, Paul, 2004. "Solution of macromodels with Hansen-Sargent robust policies: some extensions," Journal of Economic Dynamics and Control, Elsevier, vol. 28(12), pages 2367-2397, December.
  • Giordani, Paolo & Söderlind, Paul, 2002. "Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions," SSE/EFI Working Paper Series in Economics and Finance 499, Stockholm School of Economics, revised 15 May 2003.
• Erlandsson, Ulf, 2002. "Regime Switches in Swedish Interest Rates," Working Papers 2002:5, Lund University, Department of Economics, revised 04 Mar 2005.
• M. Isabel Martínez-Serna & Eliseo Navarro-Arribas, 2002. "El modelo de McCallum. Evidencia empírica en la estructura temporal de los tipos de interés española," Investigaciones Economicas, Fundación SEPI, vol. 26(2), pages 323-357, May.
• Jumah, Adusei & Kunst, Robert M., 2002. "On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation," Economics Series 109, Institute for Advanced Studies.
• Elias D. Belessakos & Christos I. Giannikos, 2002. "The "Lack" of Volatility Trade-Offs in Exchange Rate Zones with Sticky Prices," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 1(1), pages 69-78, April.
• Fujiki, Hiroshi & Shiratsuka, Shigenori, 2002. "Policy Duration Effect under the Zero Interest Rate Policy in 1999-2000: Evidence from Japan's Money Market Data," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(1), pages 1-31, January.
• Wojciech Szatzschneider, 2002. "The Cox, Ingersoll And Ross Extended Model," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 1(4), pages 319-322, Diciembre.
• Francisco Rosende, 2002. "Introducción al Debate Acerca de los Efectos de la Nominalización de la Política Monetaria," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 39(117), pages 235-236.
• Felipe Morandé, 2002. "Nominalización de la Tasa de Política Monetaria. Debate y Consecuencias," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 39(117), pages 239-252.
• Juan Andrés Fontaine, 2002. "Consecuencias de la Nominalización de la Política Monetaria," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 39(117), pages 253-275.
• Gloria M. Soto Pacheco & Mª Asunción Prats Albentosa, 2002. "La Inmunización Financiera: Evaluación De Diferentes Estructuras De Cartera," Working Papers. Serie EC 2002-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Gloria M. Soto Pacheco, 2002. "Modelos De Duración Y Gestión Del Riesgo De Interés: ¿Un Problema De Dimensión?," Working Papers. Serie EC 2002-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Ángel León & Juan Nave, 2002. "Modelización De La Volatilidad Del Tipo De Interés A Corto Plazo," Working Papers. Serie EC 2002-28, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Christopher Otrok & B. Ravikumar & Charles H. Whiteman, 2002. "Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 149-174.
  • Otrok, Christopher & Ravikumar, B. & Whiteman, Charles H., 1998. "Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation," Working Papers 99-01, University of Iowa, Department of Economics, revised Jan 1999.
  • Christopher Otrok & B. Ravikumar & Charles H. Whiteman, 2000. "Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation," Virginia Economics Online Papers 350, University of Virginia, Department of Economics.
• Dewachter, Hans & Lyrio, Marco, 2006. "Macro Factors and the Term Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(1), pages 119-140, February.
  • Hans Dewachter & Marco Lyrio, 2002. "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series wpie007, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  • Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series ces0304, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  • Hans Dewachter, 2004. "Macro factors and the term structure of interest rates," Money Macro and Finance (MMF) Research Group Conference 2003 25, Money Macro and Finance Research Group.
  • Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," Working Papers of Department of Economics, Leuven ces0304, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Dewachter, H.D.R. & Lyrio, M., 2003. "Macro factors and the Term Structure of Interest Rates," ERIM Report Series Research in Management ERS-2003-037-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Marco Corazza & A. G. Malliaris, 2005. "Multi-Fractality in Foreign Currency Markets," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 11, pages 151-184, World Scientific Publishing Co. Pte. Ltd..
  • Marco Corazza & A. G. Malliaris, 2002. "Multi-Fractality in Foreign Currency Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 6(2), pages 65-98, June.
• Giuseppe Tattara, 2002. "Un margine di arbitraggio non sfruttato sulla Rendita Italiana a Parigi?," Rivista di storia economica, Società editrice il Mulino, issue 1, pages 51-64.
  • Tattara, Giuseppe, 2002. "Un margine di arbitraggio non sfruttato sulla Rendita Italiana a Parigi ? [An Unexploited Arbitrage Margin on the Italian Rendita in Paris?]," MPRA Paper 10778, University Library of Munich, Germany.
• Michał Brzoza-Brzezina, 2002. "Estimating the Natural Rate of Interest: A SVAR Approach," NBP Working Papers 27, Narodowy Bank Polski.
  • Michal Brzoza-Brzezina, 2003. "Estimating the Natural Rate of Interest: A SVAR Approach," Macroeconomics 0301008, University Library of Munich, Germany.
• Leo Krippner, 2002. "Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve," Reserve Bank of New Zealand Discussion Paper Series DP2002/01, Reserve Bank of New Zealand.
• David Feldman, 2002. "Production and the Real Rate of Interest: A Sample Path Equilibrium," Review of Finance, European Finance Association, vol. 6(2), pages 247-275.
• Woon Gyu Choi, 2002. "The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution," IMF Staff Papers, Palgrave Macmillan, vol. 49(2), pages 1-4.
  • Woon Gyu Choi, 2000. "The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution"," IMF Working Papers 2000/194, International Monetary Fund.
• Augusto Rodríguez & Julio Villavicencio, 2002. "La formación de la curva de rendimientos en nuevos soles en el Peru," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, issue 50, pages 173-204.
• Giuseppe Tattara, 2002. "Un margine di arbitraggio non sfruttato sulla Rendita Italiana a Parigi?," Rivista di storia economica, Società editrice il Mulino, issue 1, pages 51-64.
  • Tattara, Giuseppe, 2002. "Un margine di arbitraggio non sfruttato sulla Rendita Italiana a Parigi ? [An Unexploited Arbitrage Margin on the Italian Rendita in Paris?]," MPRA Paper 10778, University Library of Munich, Germany.
• Kitchen, John, 2002. "A Note on Interest Rates and Structural Federal Budget Deficits," MPRA Paper 21069, University Library of Munich, Germany, revised Oct 2002.
• Cebula, Richard & Merrick, Shelley, 2002. "The Real Interest Rate Yield on Long Term Municipals: What is the Role of Budget Deficits?," MPRA Paper 58477, University Library of Munich, Germany.
• Novak, Branko & Matić, Branko, 2002. "Strukturelle Veränderungen In Der Wirtschaft Der Republiken Kraoatien Und Bundesrepublik Deutschland [Structural Changes In The Economies Of Croatia And Germany]," MPRA Paper 6156, University Library of Munich, Germany.
• Patrick Artus, 2002. "La trop faible intégration des marchés obligataires publics de la zone euro," Revue d'Économie Financière, Programme National Persée, vol. 65(1), pages 113-125.
• Ulrich Bindseil, 2002. "Central bank forecasts of liquidity factors and the control of short term interest rates," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 55(220), pages 13-37.
• Richard J. Cebula, 2002. "A contemporary investigation of causality between the primary government budget deficit and the ex ante real long term interest rate in the US," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 55(223), pages 417-435.
  • Richard J. Cebula, 2002. "A contemporary investigation of causality between the primary government budget deficit and the ex ante real long term interest rate in the US," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 55(223), pages 417-435.
• Ulrich Bindseil, 2002. "Central bank forecasts of liquidity factors and the control of short term interest rates," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 55(220), pages 13-37.
• Richard J. Cebula, 2002. "A contemporary investigation of causality between the primary government budget deficit and the ex ante real long term interest rate in the US," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 55(223), pages 417-435.
  • Richard J. Cebula, 2002. "A contemporary investigation of causality between the primary government budget deficit and the ex ante real long term interest rate in the US," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 55(223), pages 417-435.
• Giacomo Vaciago, 2002. "LÕeuro, una moneta completa," Moneta e Credito, Economia civile, vol. 55(219), pages 221-236.
• Jaime Reis, 2002. "An "Art", not a "Science"? Central Bank Management in Portugal under the Gold Standard, 1854-1891," Working Papers w200206, Banco de Portugal, Economics and Research Department.
• Drakos, Konstantinos, 2002. "Common Factors in Eurocurrency Rates: A Dynamic Analysis," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 17, pages 164-184.
• Baum, Christopher F. & Barkoulas, John, 2006. "Dynamics of Intra-EMS Interest Rate Linkages," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(2), pages 469-482, March.
  • Christopher F. Baum & John Barkoulas, 2001. "Dynamics of Intra-EMS Interest Rate Linkages," Boston College Working Papers in Economics 492, Boston College Department of Economics, revised 04 May 2004.
  • Christopher F Baum & John Barkoulas, 2002. "Dynamics of Intra-EMS Interest Rate Linkages," Computing in Economics and Finance 2002 13, Society for Computational Economics.
• Vassil A. Konstantinov, 2002. "Fed Funds Rate Targeting, Monetary Regimes and the Term Structure of Interbank Rates: Explaining the Predictability Smile," Computing in Economics and Finance 2002 132, Society for Computational Economics.
• Gadea Maria-Dolores & Antonio Montanes & Marcelo Reyes, 2002. "Level shifts, unit roots and the purchasing power parity," Computing in Economics and Finance 2002 208, Society for Computational Economics.
• Carl Chiarella & Silvana Musti, 2002. "Numerical Investigations of the Heath Jarrow Morton Model with Forward Rate Dependent Volatility," Computing in Economics and Finance 2002 84, Society for Computational Economics.
• Erik Schlögl, 2002. "A multicurrency extension of the lognormal interest rate Market Models," Finance and Stochastics, Springer, vol. 6(2), pages 173-196.
  • Erik Schlögl, 1999. "A Multicurrency Extension of the Lognormal Interest Rate Market Models," Research Paper Series 20, Quantitative Finance Research Centre, University of Technology, Sydney.
• Philip S. Griffin, 2002. "The expectations hypothesis with non-negative rates," Finance and Stochastics, Springer, vol. 6(2), pages 265-271.
• Camilla Landén & Tomas Björk, 2002. "On the construction of finite dimensional realizations for nonlinear forward rate models," Finance and Stochastics, Springer, vol. 6(3), pages 303-331.
  • Björk, Tomas & Landen, Camilla, 2000. "On the construction of finite dimensional realizations for nonlinear forward rate models," SSE/EFI Working Paper Series in Economics and Finance 420, Stockholm School of Economics.
• Simon H. Babbs, 2002. "Conditional Gaussian models of the term structure of interest rates," Finance and Stochastics, Springer, vol. 6(3), pages 333-353.
• Emilio Dominguez & Alfonso Novales, 2002. "A factor model of term structure slopes in Eurocurrency markets," Applied Economics Letters, Taylor & Francis Journals, vol. 9(9), pages 585-593.
  • Alfonso Novales & Emilio Domínguez, 2002. "A factor model of term structure slopes in eurocurrency markets," Documentos de Trabajo del ICAE 0224, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Emilio Dominguez & Alfonso Novales, 2002. "Can forward rates be used to improve interest rate forecasts?," Applied Financial Economics, Taylor & Francis Journals, vol. 12(7), pages 493-504.
  • Alfonso Novales & Emilio Domínguez, 2002. "Can forward rates be used to improve interest rate forecasts?"," Documentos de Trabajo del ICAE 0225, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Pilar Abad & Alfonso Novales, 2004. "Volatility transmission across the term structure of swap markets: international evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 14(14), pages 1045-1058.
  • Pilar Abad & Alfonso Novales, 2002. "Volatility Transmission acros the Term Structure of Swap Markets: International Evidence," Documentos de Trabajo del ICAE 0220, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Pilar Abad & Alfonso Novales, 2002. "The Forecasting Ability of Factor Models of the Term Structure of IRS Markets," Documentos de Trabajo del ICAE 0221, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Pilar Abad & Alfonso Novales, 2002. "An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets," Documentos de Trabajo del ICAE 0222, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Emilio Dominguez & Alfonso Novales, 2002. "A factor model of term structure slopes in Eurocurrency markets," Applied Economics Letters, Taylor & Francis Journals, vol. 9(9), pages 585-593.
  • Alfonso Novales & Emilio Domínguez, 2002. "A factor model of term structure slopes in eurocurrency markets," Documentos de Trabajo del ICAE 0224, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Emilio Dominguez & Alfonso Novales, 2002. "Can forward rates be used to improve interest rate forecasts?," Applied Financial Economics, Taylor & Francis Journals, vol. 12(7), pages 493-504.
  • Alfonso Novales & Emilio Domínguez, 2002. "Can forward rates be used to improve interest rate forecasts?"," Documentos de Trabajo del ICAE 0225, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Alfonso Novales & Emilio Domínguez, 2002. "Dynamic correlations and forecasting of term structure slopes in eurocurrency market," Documentos de Trabajo del ICAE 0226, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Peter Kugler & Beatrice Weder, 2002. "The Puzzle of the Swiss Interest Rate Island: Stylized Facts and a New Interpretation," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 57(01), pages 49-64, March.
  • Kugler, Peter & Weder, Beatrice, 2002. "The Puzzle of the Swiss Interest Rate Island: Stylized Facts and a New Interpretation," Discussion Paper Series 26190, Hamburg Institute of International Economics.
  • Kugler, Peter & Weder, Beatrice, 2002. "The puzzle of the Swiss interest rate island: Stylized facts and a new interpretation," HWWA Discussion Papers 168, Hamburg Institute of International Economics (HWWA).
• Antje Dudenhausen & Erik Schlögl & Lutz Schlögl, 1999. "Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives," Research Paper Series 19, Quantitative Finance Research Centre, University of Technology, Sydney.
• Erik Schlögl, 2002. "A multicurrency extension of the lognormal interest rate Market Models," Finance and Stochastics, Springer, vol. 6(2), pages 173-196.
  • Erik Schlögl, 1999. "A Multicurrency Extension of the Lognormal Interest Rate Market Models," Research Paper Series 20, Quantitative Finance Research Centre, University of Technology, Sydney.
• Carl Chiarella & Oh Kang Kwon, 2001. "Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model," Finance and Stochastics, Springer, vol. 5(2), pages 237-257.
  • Carl Chiarella & Oh-Kang Kwon, 1999. "Forward Rate Dependent Markovian Transformations of the Heath-Jarrow-Morton Term Structure Model," Research Paper Series 5, Quantitative Finance Research Centre, University of Technology, Sydney.
• Ram Bhar & Carl Chiarella & Thuy Duong To, 2002. "A Maximum Likelihood Approach to Estimation of Heath-Jarrow-Morton Models," Research Paper Series 80, Quantitative Finance Research Centre, University of Technology, Sydney.
• Massoud Heidari & Liuren Wu, 2002. "Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives," Finance 0207010, University Library of Munich, Germany, revised 10 Sep 2002.
• Massoud Heidari & Liuren WU, 2002. "Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?," Finance 0207013, University Library of Munich, Germany.
• Markus Leippold & Liuren Wu, 2003. "Design and Estimation of Quadratic Term Structure Models," Review of Finance, European Finance Association, vol. 7(1), pages 47-73.
  • Markus Leippold & Liuren Wu, 2002. "Design and Estimation of Quadratic Term Structure Models," Finance 0207014, University Library of Munich, Germany.
• Leippold, Markus & Wu, Liuren, 2002. "Asset Pricing under the Quadratic Class," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 37(2), pages 271-295, June.
  • Markus Leippold & Liuren Wu, 2002. "Asset Pricing Under The Quadratic Class," Finance 0207015, University Library of Munich, Germany.
• David Backus & Liuren Wu & Stanley Zin, 2002. "Markov Chain Approximations For Term Structure Models," Finance 0207018, University Library of Munich, Germany.
• Arman Mansoorian & Mohammed Mohsin, 2004. "Monetary policy in a cash-in-advance economy: employment, capital accumulation, and the term structure of interest rates," Canadian Journal of Economics, Canadian Economics Association, vol. 37(2), pages 336-352, May.
  • Arman Mansoorian & Mohammed Mohsin, 2002. "Monetary Policy in a Cash-in-Advance Economy Employment, Capital Accumulation and the Term Structure of Interest Rates," Working Papers 2002_02, York University, Department of Economics.
• Markku Lanne, 2006. "Nonlinear dynamics of interest rate and inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1157-1168, December.
  • Markku Lanne, 2006. "Nonlinear dynamics of interest rate and inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1157-1168.
  • Lanne, Markku, 2002. "Nonlinear dynamics of interest rate and inflation," Bank of Finland Research Discussion Papers 21/2002, Bank of Finland.
  • Markku Lanne, 2004. "Nonlinear dynamics of interest rate and inflation," Macroeconomics 0405014, University Library of Munich, Germany.
• Dudenhausen, Antje & Schlögl, Lutz, 2002. "An Examination of the Effects of Parameter Misspecification," Bonn Econ Discussion Papers 22/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
• Zühlsdorff, Christian, 2002. "Extended Libor Market Models with Affine and Quadratic Volatility," Bonn Econ Discussion Papers 6/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
• von Kalckreuth, Ulf & Schröder, Jürgen, 2002. "Monetary Transmission in the New Economy: Service Life of Capital, Transmission Channels and the Speed of Adjustment," Discussion Paper Series 1: Economic Studies 2002,16, Deutsche Bundesbank.
• Peter Kugler & Beatrice Weder, 2002. "The Puzzle of the Swiss Interest Rate Island: Stylized Facts and a New Interpretation," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 57(01), pages 49-64, March.
  • Kugler, Peter & Weder, Beatrice, 2002. "The Puzzle of the Swiss Interest Rate Island: Stylized Facts and a New Interpretation," Discussion Paper Series 26190, Hamburg Institute of International Economics.
  • Kugler, Peter & Weder, Beatrice, 2002. "The puzzle of the Swiss interest rate island: Stylized facts and a new interpretation," HWWA Discussion Papers 168, Hamburg Institute of International Economics (HWWA).
• Antzoulatos, Angelos A., 2002. "Benchmark yield undershooting in the E.M.U," HWWA Discussion Papers 191, Hamburg Institute of International Economics (HWWA).
• Heinemann, Friedrich & Schüler, Martin, 2002. "Integration benefits on EU retail credit markets: evidence from interest rate pass-through," ZEW Discussion Papers 02-26, ZEW - Leibniz Centre for European Economic Research.

2001

• Andrew Hughes Hallett & Christian R. Richter, 2004. "Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure," Computational Economics, Springer;Society for Computational Economics, vol. 23(3), pages 271-288, April.
  • Andrew Hughes Hallett, Christian R Richter, 2001. "Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure," Computing in Economics and Finance 2001 127, Society for Computational Economics.
• B. Rustem, V. W. Wieland and S. Zakovic, 2001. "A Worst--Case Approach to Inflation Zone Targeting," Computing in Economics and Finance 2001 15, Society for Computational Economics.
• Rómulo Chumacero, 2001. "Testing for unit roots using economics," Working Papers Central Bank of Chile 102, Central Bank of Chile.
  • Romulo Chumacero, 2001. "Testing For Unit Roots Using Economics," Computing in Economics and Finance 2001 2, Society for Computational Economics.
• J. Huston McCulloch, 2001. "The Inflation Premium implicit in the US Real and Nominal," Computing in Economics and Finance 2001 210, Society for Computational Economics.
• Grace C.H. Kuan and Nick Webber, 2001. "Pricing Barrier Bond Options with One-factor Interest Rate Models," Computing in Economics and Finance 2001 245, Society for Computational Economics.
• Rita L.D'Ecclesia, Marida Bertocchi, Jozsef Abaffy, 2001. "Modeling an Indexed Portfolio for the Italian Market," Computing in Economics and Finance 2001 28, Society for Computational Economics.
• Javier Giner & Sandra Morini, 2001. "Improving the Quality of the Input in the Term Structure Consistent Models," CSEF Working Papers 70, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Luisa Malaguti & Costanza Torricelli, 2001. "The rational expectation dynamics of a model for the term structure and monetary policy," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 24(2), pages 137-152, November.
• Carl Chiarella & Oh Kang Kwon, 2001. "Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model," Finance and Stochastics, Springer, vol. 5(2), pages 237-257.
  • Carl Chiarella & Oh-Kang Kwon, 1999. "Forward Rate Dependent Markovian Transformations of the Heath-Jarrow-Morton Term Structure Model," Research Paper Series 5, Quantitative Finance Research Centre, University of Technology, Sydney.
• Damir Filipovic, 2001. "A general characterization of one factor affine term structure models," Finance and Stochastics, Springer, vol. 5(3), pages 389-412.
• Marcello D'Amato & Barbara Pistoresi, 2001. "Interest rate spreads between Italy and Germany: 1995-1997," Applied Financial Economics, Taylor & Francis Journals, vol. 11(6), pages 603-612.
  • D'Amato, M. & Pistoresi, B., 1999. "Interest Rate Spreads between Italy and Germany 1995-1997," Economics Working Papers eco99/8, European University Institute.
• Julio Nogués & Martín Grandes, 2001. "COUNTRY RISK: Economic Policy, Contagion Effect or Political noise?," Journal of Applied Economics, Universidad del CEMA, vol. 4, pages 125-162, May.
  • Julio Nogués & Martín Grandes, 2001. "Country Risk: Economic Policy, Contagion Effect or Political Noise?," Journal of Applied Economics, Taylor & Francis Journals, vol. 4(1), pages 125-162, May.
• Frank de Jong & Jacco Wielhouwer, 2001. "The Valuation and Hedging of Variable Rate Savings Account," Tinbergen Institute Discussion Papers 01-112/2, Tinbergen Institute.
• Pilar Abad Romero, 2001. "Transmisión De Volatilidad A Lo Largo De La Estructura Temporal De Swaps: Evidencia Internacional," Working Papers 0105, Universidade de Vigo, Departamento de Economía Aplicada.
• Peter A. G. Van Bergeijk & Jan Marc Berk, 2001. "European Monetary Union, the Term Structure, and the Lucas Critique," Kyklos, Wiley Blackwell, vol. 54(4), pages 547-556, November.
  • Vanbergeijk, Peter A.G. & Berk, Jan Marc, 2001. "European Monetary Union, the term structure, and the Lucas Critique," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
• Butter, Frank A.G. den & Jansen, Pieter W., 2001. "An empirical analysis of the German long-term interest rate," Serie Research Memoranda 0029, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
• Yoshiyasu Ono & Akihisa Shibata, 2001. "Government spending, interest rates, and capital accumulation in a two-sector model," Canadian Journal of Economics, Canadian Economics Association, vol. 34(4), pages 903-920, November.
  • Yoshiyasu Ono & Akihisa Shibata, 2001. "Government spending, interest rates, and capital accumulation in a two‐sector model," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 34(4), pages 903-920, November.
• Wilfling, Bernd, 2001. "The Convergence of International Interest Rates Prior to Monetary Union," Discussion Paper Series 26165, Hamburg Institute of International Economics.
  • Wilfling, Bernd, 2001. "The convergence of international interest rates prior to Monetary Union," HWWA Discussion Papers 127, Hamburg Institute of International Economics (HWWA).
• Wilfling Bernd, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes," German Economic Review, De Gruyter, vol. 4(4), pages 433-457, December.
  • Bernd Wilfling, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes," German Economic Review, Verein für Socialpolitik, vol. 4(4), pages 433-457, November.
  • Wilfling, Bernd, 2001. "Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes," Discussion Paper Series 26277, Hamburg Institute of International Economics.
  • Wilfling, Bernd, 2001. "Interest rate volatility prior to monetary union under alternative pre-switch regimes," HWWA Discussion Papers 143, Hamburg Institute of International Economics (HWWA).
• Tore Ellingsen & Ulf Soderstrom, 2001. "Monetary Policy and Market Interest Rates," American Economic Review, American Economic Association, vol. 91(5), pages 1594-1607, December.
  • Ellingsen, Tore & Söderström, Ulf, 1998. "Monetary Policy and Market Interest Rates," SSE/EFI Working Paper Series in Economics and Finance 242, Stockholm School of Economics, revised 08 Mar 1999.
• María José Gutiérrez & Jesús Vázquez, "undated". "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 01-03, FEDEA.
  • María-José Gutiérrez & Jesús Vázquez, 2001. "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 01-03, Asociación Española de Economía y Finanzas Internacionales.
• Wilfling, Bernd, 2001. "The convergence of international interest rates prior to Monetary Union," HWWA Discussion Papers 127, Hamburg Institute of International Economics (HWWA).
  • Wilfling, Bernd, 2001. "The Convergence of International Interest Rates Prior to Monetary Union," Discussion Paper Series 26165, Hamburg Institute of International Economics.
• Wilfling Bernd, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes," German Economic Review, De Gruyter, vol. 4(4), pages 433-457, December.
  • Bernd Wilfling, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes," German Economic Review, Verein für Socialpolitik, vol. 4(4), pages 433-457, November.
  • Wilfling, Bernd, 2001. "Interest rate volatility prior to monetary union under alternative pre-switch regimes," HWWA Discussion Papers 143, Hamburg Institute of International Economics (HWWA).
  • Wilfling, Bernd, 2001. "Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes," Discussion Paper Series 26277, Hamburg Institute of International Economics.
• Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2003. "Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates," Brazilian Review of Finance, Brazilian Society of Finance, vol. 1(1), pages 19-43.
  • Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2001. "Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates," Working Papers Series 30, Central Bank of Brazil, Research Department.
• Fabio Fornari & Antonio Mele, 2001. "A Simple Approach to the Estimation of Continuous Time CEV Stochastic Volatility Models of the Short-Term Rate," Temi di discussione (Economic working papers) 397, Bank of Italy, Economic Research and International Relations Area.
• Hakan Berument, 2003. "Public Sector Pricing Behavior and Inflation Risk Premium in Turkey," Eastern European Economics, Taylor & Francis Journals, vol. 41(1), pages 68-78, January.
  • Hakan Berument, 2001. "Public Sector Pricing Behavior And Inflation Risk Premium In Turkey," Working Papers 0109, Department of Economics, Bilkent University.
• Hakan Berument & Asli Günay, 2003. "Exchange Rate Risk and Interest Rate: A Case Study for Turkey," Open Economies Review, Springer, vol. 14(1), pages 19-27, January.
  • Hakan Berument & Asli GŸnay, 2001. "Exchange Rate Risk and Interest Rate : A Case Study for Turkey," Working Papers 0110, Department of Economics, Bilkent University.
• Peter Hördahl & Oreste Tristani, 2012. "Inflation Risk Premia In The Term Structure Of Interest Rates," Journal of the European Economic Association, European Economic Association, vol. 10(3), pages 634-657, May.
  • Peter Hördahl, 2008. "The inflation risk premium in the term structure of interest rates," BIS Quarterly Review, Bank for International Settlements, September.
  • Hördahl, Peter & Tristani, Oreste, 2007. "Inflation risk premia in the term structure of interest rates," Working Paper Series 734, European Central Bank.
  • Peter Hoerdahl & Oreste Tristani, 2007. "Inflation risk premia in the term structure of interest rates," BIS Working Papers 228, Bank for International Settlements.
• Gerlach, Stefan, 1997. "The Information Content of the Term Structure: Evidence for Germany," Empirical Economics, Springer, vol. 22(2), pages 161-179.
  • Gerlach, Stefan, 1995. "The Information Content of the Term Structure: Evidence for Germany," CEPR Discussion Papers 1264, C.E.P.R. Discussion Papers.
  • Stefan Gerlach, 1995. "The information content of the term structure: evidence for Germany," BIS Working Papers 29, Bank for International Settlements.
• Petra Gerlach & Barbara Rudolf, 2010. "Macroeconomic and interest rate volatility under alternative monetary operating procedures," Working Papers 2010-12, Swiss National Bank.
  • Petra Gerlach-Kristen & Barbara Rudolf, 2010. "Macroeconomic and interest rate volatility under alternative monetary operating procedures," BIS Working Papers 319, Bank for International Settlements.
• Tristani, Oreste & Hördahl, Peter, 2010. "Inflation risk premia in the US and the euro area," Working Paper Series 1270, European Central Bank.
  • Peter Hördahl & Oreste Tristani, 2010. "Inflation risk premia in the US and the euro area," BIS Working Papers 325, Bank for International Settlements.
• Bernard, Henri & Gerlach, Stefan, 1998. "Does the Term Structure Predict Recessions? The International Evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(3), pages 195-215, July.
  • Henri Bernard & Stefan Gerlach, 1996. "Does the term structure predict recessions? The international evidence," BIS Working Papers 37, Bank for International Settlements.
  • Bernard, Henri J & Gerlach, Stefan, 1998. "Does the Term Structure Predict Recessions? The International Evidence," CEPR Discussion Papers 1892, C.E.P.R. Discussion Papers.
• 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 1758, C.E.P.R. Discussion Papers.
  • Kostas Tsatsaronis & Frank Smets, 1997. "Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States," BIS Working Papers 49, Bank for International Settlements.
• Peter A. G. Van Bergeijk & Jan Marc Berk, 2001. "European Monetary Union, the Term Structure, and the Lucas Critique," Kyklos, Wiley Blackwell, vol. 54(4), pages 547-556, November.
  • Vanbergeijk, Peter A.G. & Berk, Jan Marc, 2001. "European Monetary Union, the term structure, and the Lucas Critique," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
• Van Bergeijk, Peter A G & Berk, Jan Marc, 2001. "European Monetary Union, the Term Structure, and the Lucas Critique," Kyklos, Wiley Blackwell, vol. 54(4), pages 547-556.
• Tomas Björk & Lars Svensson, 2001. "On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models," Mathematical Finance, Wiley Blackwell, vol. 11(2), pages 205-243, April.
  • Björk, Tomas & Svensson, Lars, 1999. "On the Existence of Finite Dimensional Realizations for Nonlinear Forward Rate Models," SSE/EFI Working Paper Series in Economics and Finance 338, Stockholm School of Economics.
• Baum, Christopher F. & Barkoulas, John, 2006. "Dynamics of Intra-EMS Interest Rate Linkages," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(2), pages 469-482, March.
  • Christopher F. Baum & John Barkoulas, 2001. "Dynamics of Intra-EMS Interest Rate Linkages," Boston College Working Papers in Economics 492, Boston College Department of Economics, revised 04 May 2004.
  • Christopher F Baum & John Barkoulas, 2002. "Dynamics of Intra-EMS Interest Rate Linkages," Computing in Economics and Finance 2002 13, Society for Computational Economics.
• Neiss, Katharine S. & Nelson, Edward, 2003. "The Real-Interest-Rate Gap As An Inflation Indicator," Macroeconomic Dynamics, Cambridge University Press, vol. 7(2), pages 239-262, April.
  • Katharine S. Neiss and Edward Nelson, 2001. "The Real Interest Rate Gap as an Inflation Indicator," Computing in Economics and Finance 2001 145, Society for Computational Economics.
  • Katharine S. Neiss & Edward Nelson, 2001. "The real interest rate gap as an inflation indicator," Bank of England working papers 130, Bank of England.
  • Neiss, Katharine & Nelson, Edward, 2001. "The Real Interest rate Gap as an Inflation Indicator," CEPR Discussion Papers 2848, C.E.P.R. Discussion Papers.
• Tkacz Greg, 2001. "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(1), pages 1-15, April.
  • Greg Tkacz, 2000. "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Staff Working Papers 00-5, Bank of Canada.
• Pami Dua & B.L. Pandit, 2001. "Interest Rate Determination in India: The Role of Domestic and External Factors," Working papers 92, Centre for Development Economics, Delhi School of Economics.
• Julio Nogués & Martín Grandes, 2001. "Country Risk: Economic Policy, Contagion Effect or Political Noise?," Journal of Applied Economics, Taylor & Francis Journals, vol. 4(1), pages 125-162, May.
  • Julio Nogués & Martín Grandes, 2001. "COUNTRY RISK: Economic Policy, Contagion Effect or Political noise?," Journal of Applied Economics, Universidad del CEMA, vol. 4, pages 125-162, May.
• Romulo Chumacero, 2001. "Testing For Unit Roots Using Economics," Computing in Economics and Finance 2001 2, Society for Computational Economics.
  • Rómulo Chumacero, 2001. "Testing for unit roots using economics," Working Papers Central Bank of Chile 102, Central Bank of Chile.
• Yoshiyasu Ono & Akihisa Shibata, 2001. "Government spending, interest rates, and capital accumulation in a two‐sector model," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 34(4), pages 903-920, November.
  • Yoshiyasu Ono & Akihisa Shibata, 2001. "Government spending, interest rates, and capital accumulation in a two-sector model," Canadian Journal of Economics, Canadian Economics Association, vol. 34(4), pages 903-920, November.
• 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, vol. 6(3), pages 1-21, November.
  • Ana María Iregui & Costas Milas & Jesús Otero, 2001. "On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach," Borradores de Investigación 3297, Universidad del Rosario.
  • Ana María Iregui & Costas Milas & Jesus Otero, 2002. "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Economics and Finance Discussion Papers 02-29, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Ana María Iregui & Costas Milas & Jesus Otero, 2002. "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Public Policy Discussion Papers 02-29, Economics and Finance Section, School of Social Sciences, Brunel University.
• Mónica Lylián Parra T., 2001. "Evidencia de contagio en la volatilidad de la tasa de interés en Colombia," Coyuntura Económica, Fedesarrollo, June.
• Neiss, Katharine S. & Nelson, Edward, 2003. "The Real-Interest-Rate Gap As An Inflation Indicator," Macroeconomic Dynamics, Cambridge University Press, vol. 7(2), pages 239-262, April.
  • Katharine S. Neiss & Edward Nelson, 2001. "The real interest rate gap as an inflation indicator," Bank of England working papers 130, Bank of England.
  • Neiss, Katharine & Nelson, Edward, 2001. "The Real Interest rate Gap as an Inflation Indicator," CEPR Discussion Papers 2848, C.E.P.R. Discussion Papers.
  • Katharine S. Neiss and Edward Nelson, 2001. "The Real Interest Rate Gap as an Inflation Indicator," Computing in Economics and Finance 2001 145, Society for Computational Economics.
• Buiter, Willem, 2001. "The Liquidity Trap in an Open Economy," CEPR Discussion Papers 2923, C.E.P.R. Discussion Papers.
• Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The microstructure of the euro money market," Journal of International Money and Finance, Elsevier, vol. 20(6), pages 895-948, November.
  • Hartmann, Philipp & Manna, Michele & Manzanares, Andrés, 2001. "The microstructure of the euro money market," Working Paper Series 80, European Central Bank.
  • Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The Microstructure of the Euro Money Market," CEPR Discussion Papers 3081, C.E.P.R. Discussion Papers.
• Gil-Bazo Javier & Rubio Gonzalo, 2004. "A Nonparametric Dimension Test of the Term Structure," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(3), pages 1-28, September.
  • Gil-Bazo, Javier & Rubio, Gonzalo, 2001. "A nonparametric dimension test of the term structure," DEE - Working Papers. Business Economics. WB wb012106, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Prakash G Apte, 2001. "The Dynamics of Short-term Interest Rates: An Econometric Analysis," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 36(2), pages 341-357, July.
• Nuno Cassola & Jorge Barros Luis, 2003. "A two-factor model of the German term structure of interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 13(11), pages 783-806.
  • Cassola, N. & Luis, J.B., 2001. "A Two-Factor Model of the German Term Structure of Interest Rates," Papers 46, Quebec a Montreal - Recherche en gestion.
  • Barros Luís, Jorge & Cassola, Nuno, 2001. "A two-factor model of the German term structure of interest rates," Working Paper Series 46, European Central Bank.
• Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The microstructure of the euro money market," Journal of International Money and Finance, Elsevier, vol. 20(6), pages 895-948, November.
  • Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The Microstructure of the Euro Money Market," CEPR Discussion Papers 3081, C.E.P.R. Discussion Papers.
  • Hartmann, Philipp & Manna, Michele & Manzanares, Andrés, 2001. "The microstructure of the euro money market," Working Paper Series 80, European Central Bank.
• Beeby, Mike & Hall, Stephan George & Henry, Brian S., 2001. "Rational expectations and near rational alternatives: How best to form expectations," Working Paper Series 86, European Central Bank.
• Fernando Alvarez & Urban J. Jermann, 2001. "The Size of the Permanent Component of Asset Pricing Kernels," NBER Working Papers 8360, National Bureau of Economic Research, Inc.
  • Alvarez, Fernando & Jermann, Urban J., 2001. "The Size of the Permanent Component of Asset Pricing Kernels," Working Papers 01-4, University of Pennsylvania, Wharton School, Weiss Center.
• Candelon, Bertrand & Lutkepohl, Helmut, 2001. "On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models," Economics Letters, Elsevier, vol. 73(2), pages 155-160, November.
  • Candelon, Bertrand & Lütkepohl, Helmut, 2000. "On the reliability of chow type test for parameter constancy in multivariate dynamic models," SFB 373 Discussion Papers 2000,95, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Bajo-Rubio, Oscar & Sosvilla-Rivero, Simon & Fernandez-Rodriguez, Fernando, 2001. "Asymmetry in the EMS: New evidence based on non-linear forecasts," European Economic Review, Elsevier, vol. 45(3), pages 451-473, March.
  • Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernado Fernández-Rodríguez, "undated". "Asymmetry in the EMS: New evidence based on non-linear forecasts," Working Papers 97-24, FEDEA.
  • Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez, 2000. "Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0001, Departamento de Economía - Universidad Pública de Navarra.
• Herrera, Luis Oscar & Valdes, Rodrigo O., 2001. "The effect of capital controls on interest rate differentials," Journal of International Economics, Elsevier, vol. 53(2), pages 385-398, April.
  • Luis Oscar Herrera & Rodrigo Valdés, 1999. "The Effect of Capital Controls on Interest Rate Differentials," Working Papers Central Bank of Chile 50, Central Bank of Chile.
  • Herrera, L.O. & Valdes, R., 1999. "The Effect of Capital Controls on Interest Rate Differentials," Papers 50, Cambridge - Risk, Information & Quantity Signals.
• Backus, David & Foresi, Silverio & Mozumdar, Abon & Wu, Liuren, 2001. "Predictable changes in yields and forward rates," Journal of Financial Economics, Elsevier, vol. 59(3), pages 281-311, March.
  • David Backus & Silverio Foresi & Abon Mozumdar & Liuren Wu, 1998. "Predictable Changes in Yields and Forward Rates," NBER Working Papers 6379, National Bureau of Economic Research, Inc.
• Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The microstructure of the euro money market," Journal of International Money and Finance, Elsevier, vol. 20(6), pages 895-948, November.
  • Hartmann, Philipp & Manna, Michele & Manzanares, Andrés, 2001. "The microstructure of the euro money market," Working Paper Series 80, European Central Bank.
  • Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The Microstructure of the Euro Money Market," CEPR Discussion Papers 3081, C.E.P.R. Discussion Papers.
• Chadha, Jagjit S. & Nolan, Charles, 2001. "Inflation Targeting, Transparency and Interest Rate Volatility: Ditching Monetary Mystique in the U.K," Journal of Macroeconomics, Elsevier, vol. 23(3), pages 349-366, July.
  • Nolan, C. & Chadha, J.S., 1999. "Inflation Targeting, Transparency and Interest Rate Volatility: Ditching 'Monetary Mystique' in the UK," Cambridge Working Papers in Economics 9921, Faculty of Economics, University of Cambridge.
• Soderlind, Paul, 2001. "Monetary policy and the Fisher effect," Journal of Policy Modeling, Elsevier, vol. 23(5), pages 491-495, July.
  • Söderlind, Paul, 1997. "Monetary Policy and the Fisher Effect," SSE/EFI Working Paper Series in Economics and Finance 159, Stockholm School of Economics, revised 04 Mar 1999.
  • Söderlind, Paul, 1997. "Monetary Policy and the Fisher Effect," CEPR Discussion Papers 1610, C.E.P.R. Discussion Papers.
• Vidal Fernadez Montoro, 2001. "Expectations and Behaviour of the Spanish Treasury Bill Rates Patterns in Neighboring Areas," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 5(1), pages 61-83, Summer.
• Marie Donnay & Hans Degryse, 2001. "Bank Lending Rate Pass-Through and Differences in the Transmission of a Single EMU Monetary Policy," Working Papers of Department of Economics, Leuven ces0117, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Michal Slavík, 2001. "Interest Rates Time Structure and Domestic Bond Prices," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 51(10), pages 591-607, October.
• Michael J. Fleming, 2001. "Financial market implications of the federal debt paydown," Staff Reports 120, Federal Reserve Bank of New York.
• Prati, Alessandro & Bartolini, Leonardo & Bertola, Giuseppe, 2003. "The overnight interbank market: Evidence from the G-7 and the Euro zone," Journal of Banking & Finance, Elsevier, vol. 27(10), pages 2045-2083, October.
  • Leonardo Bartolini & Giuseppe Bertola & Alessandro Prati, 2001. "The overnight interbank market: evidence from the G-7 and the Euro zone," Staff Reports 135, Federal Reserve Bank of New York.
  • Bertola, Giuseppe & Prati, Alessandro & Bartolini, Leonardo, 2002. "The Overnight Interbank Market: Evidence from the G7 and the Euro Zone," CEPR Discussion Papers 3090, C.E.P.R. Discussion Papers.
• Goodfriend, Marvin, 2001. "Financial Stability, Deflation, and Monetary Policy," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(S1), pages 143-167, February.
  • Marvin Goodfriend, 2001. "Financial stability, deflation, and monetary policy," Working Paper 01-01, Federal Reserve Bank of Richmond.
• Nuno Cassola & Jorge Barros Luis, 2003. "A two-factor model of the German term structure of interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 13(11), pages 783-806.
  • Barros Luís, Jorge & Cassola, Nuno, 2001. "A two-factor model of the German term structure of interest rates," Working Paper Series 46, European Central Bank.
  • Cassola, N. & Luis, J.B., 2001. "A Two-Factor Model of the German Term Structure of Interest Rates," Papers 46, Quebec a Montreal - Recherche en gestion.
• Paul Soderlind, 2004. "What if the Fed had been an inflation nutter?," Applied Economics, Taylor & Francis Journals, vol. 36(13), pages 1471-1473.
  • Söderlind, Paul, 2001. "What if the Fed Had Been an Inflation Nutter?," SSE/EFI Working Paper Series in Economics and Finance 0443, Stockholm School of Economics.
• Amilon, Henrik & Bermin, Hans-Peter, 2001. "Welfare Effects of Controlling Labor Supply? An Application of the Stochastic Ramsey Model," Working Papers 2001:9, Lund University, Department of Economics, revised 11 Mar 2002.
• Andersson, Malin & Dillén, Hans & Sellin, Peter, 2001. "Monetary Policy Signaling and Movements in the Swedish Term Structure of Interest Rates," Working Paper Series 132, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jan 2004.
• Gerlach, Stefan, 2003. "Interpreting the term structure of interbank rates in Hong Kong," Pacific-Basin Finance Journal, Elsevier, vol. 11(5), pages 593-609, November.
  • Stefan Gerlach, 2001. "Interpreting the Term Structure of Interbank Rates in Hong Kong," Working Papers 142001, Hong Kong Institute for Monetary Research.
  • Gerlach, Stefan, 2002. "Interpreting the Term Structure of Interbank Rates in Hong Kong," CEPR Discussion Papers 3187, C.E.P.R. Discussion Papers.
• Fujiki, Hiroshi & Okina, Kunio & Shiratsuka, Shigenori, 2001. "Monetary Policy under Zero Interest Rate: Viewpoints of Central Bank Economists," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(1), pages 89-130, February.
• Goodfriend, Marvin, 2001. "Financial Stability, Deflation, and Monetary Policy," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(S1), pages 143-167, February.
  • Marvin Goodfriend, 2001. "Financial stability, deflation, and monetary policy," Working Paper 01-01, Federal Reserve Bank of Richmond.
• Saito, Makoto & Shiratsuka, Shigenori, 2001. "Financial Crises As the Failure of Arbitrage: Implications for Monetary Policy," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(S1), pages 239-270, February.
• Svensson, Lars-E-O, 2001. "The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(S1), pages 277-312, February.
  • Svensson, Lars, 2000. "The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap," Seminar Papers 687, Stockholm University, Institute for International Economic Studies.
  • Svensson, Lars E.O., 2000. "The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap," CEPR Discussion Papers 2566, C.E.P.R. Discussion Papers.
  • Lars E.O. Svensson, 2000. "The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap," NBER Working Papers 7957, National Bureau of Economic Research, Inc.
• Oda, Nobuyuki & Okina, Kunio, 2001. "Further Monetary Easing Policies under the Non-negativity Constraints of Nominal Interest Rates: Summary of the Discussion Based on Japan's Experience," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(S1), pages 323-360, February.
• Taylor, John-B, 2001. "Low Inflation, Deflation, and Policies for Future Price Stability," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(S1), pages 35-51, February.
• Okina, Kunio & Shirakawa, Masaaki & Shiratsuka, Shigenori, 2001. "The Asset Price Bubble and Monetary Policy: Japan's Experience in the Late 1980s and the Lessons: Background Paper," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(S1), pages 395-450, February.
• Mori, Naruki & Shiratsuka, Shigenori & Taguchi, Hiroo, 2001. "Policy Responses to the Post-bubble Adjustments in Japan: A Tentative Review," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(S1), pages 53-102, February.
• Barbie, Martin & Hagedorn, Marcus & Kaul, Ashok, 2001. "Government Debt as Insurance against Macroeconomic Risk," IZA Discussion Papers 412, Institute of Labor Economics (IZA).
• Tarafás, Imre, 2001. "A kamat, az árfolyam és a forint hátralévő évei [Interest, exchange rates and the remaining years of the forint]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 480-497.
• Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy," International Economics Working Papers Series ces0118, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
• Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2004. "The Effect of Monetary Unification on German Bond Markets," European Financial Management, European Financial Management Association, vol. 10(3), pages 487-509, September.
  • Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "The Effect of Monetary Unification on German Bond Markets," International Economics Working Papers Series wpie005, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  • Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2002. "The Effect of Monetary Unification on German Bond Markets," Working Papers of Department of Economics, Leuven ces0205, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "The Effect of Monetary Unification on German Bond Markets," International Economics Working Papers Series ces0205, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
• Marco Lyrio & Hans Dewachter & Konstantijn Maes, 2006. "A joint model for the term structure of interest rates and the macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 439-462.
  • Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2006. "A joint model for the term structure of interest rates and the macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 439-462, May.
  • Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "A Joint Model for the Term Structure of Interest Rates and the Macroeconomy," International Economics Working Papers Series wpie002, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
• Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2004. "The Effect of Monetary Unification on German Bond Markets," European Financial Management, European Financial Management Association, vol. 10(3), pages 487-509, September.
  • Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "The Effect of Monetary Unification on German Bond Markets," International Economics Working Papers Series ces0205, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  • Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2002. "The Effect of Monetary Unification on German Bond Markets," Working Papers of Department of Economics, Leuven ces0205, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "The Effect of Monetary Unification on German Bond Markets," International Economics Working Papers Series wpie005, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
• Roselyne Joyeux, 2001. "How to Deal with Structural Breaks in Practical Cointegration Analysis," Research Papers 0112, Macquarie University, Department of Economics.
• Alvarez, Fernando & Jermann, Urban J., 2001. "The Size of the Permanent Component of Asset Pricing Kernels," Working Papers 01-4, University of Pennsylvania, Wharton School, Weiss Center.
  • Fernando Alvarez & Urban J. Jermann, 2001. "The Size of the Permanent Component of Asset Pricing Kernels," NBER Working Papers 8360, National Bureau of Economic Research, Inc.
• Michael D. Bordo & William G. Dewald, 2001. "Bond Market Inflation Expectations in Industrial Countries: Historical Comparisons," NBER Working Papers 8582, National Bureau of Economic Research, Inc.
• Frank De Jong & Joost Driessen & Antoon Pelsser, 2001. "Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis," Review of Finance, European Finance Association, vol. 5(3), pages 201-237.
• David Feldman, 2001. "Production and the Real Rate of Interest: A Sample Path Equilibrium," Review of Finance, European Finance Association, vol. 5(3), pages 239-267.
• Vivek Arora & Martin Cerisola, 2001. "How Does U.S. Monetary Policy Influence Sovereign Spreads in Emerging Markets?," IMF Staff Papers, Palgrave Macmillan, vol. 48(3), pages 1-3.
• Douch, Mohamed, 2001. "Déterminants empiriques du taux de change Canada/´Etats-Unis dans une perspective de court et de long terme [Empirical determination of exchange rate USA/Canada]," MPRA Paper 6172, University Library of Munich, Germany.
• Bilgili, Faik, 2001. "ARIMA ve VAR Modellerinin Tahmin Başarılarının Karşılaştırılması [A comparison of VAR and ARIMA Models’ forecasting accuracies]," MPRA Paper 75609, University Library of Munich, Germany.
• Grum, Andraž & Dolenc, Primož, 2001. "The analysis of factors that determine the level of interest rates paid on treasury bills in Slovenia," MPRA Paper 7585, University Library of Munich, Germany.
• Carrera, Jorge Eduardo & Cusolito, Ana Paula & Féliz, Mariano & Panigo, Demian, 2001. "An econometric approach to macroeconomic risk. A cross country study," MPRA Paper 7846, University Library of Munich, Germany, revised 2001.
• Heinz-Peter Spahn, 2001. "On the theory of interest rate policy," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 54(219), pages 355-380.
  • Heinz-Peter Spahn, 2001. "On the theory of interest rate policy," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 54(219), pages 355-380.
• Heinz-Peter Spahn, 2001. "On the theory of interest rate policy," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 54(219), pages 355-380.
  • Heinz-Peter Spahn, 2001. "On the theory of interest rate policy," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 54(219), pages 355-380.
• Drakos, Kostantinos, 2001. "The Expectations Hypothesis of the Term Structure: The Greek Interbank Market," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 54(4), pages 477-489.

2000

• José Luís Oreiro, 2000. "The Debate between Keynes and the “Classics” on Interest Rate Determinants: A Big Waste of Time?," Brazilian Journal of Political Economy, Center of Political Economy, vol. 20(2), pages 287-311.
• Artus, P., 2000. "Politique monetaire et credibilite dans les pays finances a taux fixe," Papers 2000-56/ma, Caisse des Depots et Consignations - Cahiers de recherche.
• Sergey Drobyshevsky, 2000. "Modelling Spot Rate Process in the Russian Treasury Bills Market," Working Papers 0018, Gaidar Institute for Economic Policy, revised 2000.
• Anne Frémont & Jacques Mélitz & Frédéric Zumer, 2000. "Discrimination par le marché entre les dettes des États membres de l'UEM," Revue de l'OFCE, Programme National Persée, vol. 72(1), pages 39-69.
  • Anne Frémont & Jacques Mélitz & Frédéric Zumer, 2000. "Discrimination par le marché entre les dettes des États membres de l'UEM," Post-Print hal-03389356, HAL.
• O. Scaillet & J.-L. Prigent & J.-P. Lesne, 2000. "Convergence of discrete time option pricing models under stochastic interest rates," Finance and Stochastics, Springer, vol. 4(1), pages 81-93.
  • Jean-Philippe Lesne & Jean-Luc Prigent & Olivier Scaillet, 1998. "Convergence of Discrete Time Option Pricing Models Under Stochastic Interest Rates," Working Papers 98-51, Center for Research in Economics and Statistics.
  • J.-P. Lesne & Jean-Luc Prigent & O. Scaillet, 2000. "Convergence of discrete time option pricing models under stochastic interest rates," Post-Print hal-03679673, HAL.
• Thierry Baudassé & Anne Lavigne, 2000. "Pourquoi et comment légiférer sur l’usure ?," Revue d'Économie Financière, Programme National Persée, vol. 58(3), pages 163-184.
  • Thierry Baudassé & Anne Lavigne, 2000. "Pourquoi et comment légifirer sur l'usure?," Post-Print halshs-00258502, HAL.
• Raphaelle Bellando & Servane Pfister & Jean-Paul Pollin, 2000. "Évolution et déterminants de la crédibilité de l’Union Monétaire Européenne durant la phase de transition : une étude comparative France, Italie et Grande-Bretagne," Revue d'Économie Financière, Programme National Persée, vol. 56(1), pages 165-194.
  • Raphaëlle Bellando & S. Pfister & Jean-Paul Pollin, 2000. "Evolution et déterminants de la crédibilité de l'Union Monétaire Européenne durant la phase de transition : une étude comparative France, Italie et Grande Bretagne," Post-Print halshs-00287977, HAL.
  • Raphaëlle Bellando & Servane Pfister & Jean-Paul Pollin, 2000. "Evolution et déterminants de la crédibilité de l'union monétaire européenne durant la phase de transition. Une étude comparative France, Italie, Grande-Bretagne," Post-Print halshs-00280867, HAL.
• Raphaelle Bellando & Servane Pfister & Jean-Paul Pollin, 2000. "Évolution et déterminants de la crédibilité de l’Union Monétaire Européenne durant la phase de transition : une étude comparative France, Italie et Grande-Bretagne," Revue d'Économie Financière, Programme National Persée, vol. 56(1), pages 165-194.
  • Raphaëlle Bellando & Servane Pfister & Jean-Paul Pollin, 2000. "Evolution et déterminants de la crédibilité de l'union monétaire européenne durant la phase de transition. Une étude comparative France, Italie, Grande-Bretagne," Post-Print halshs-00280867, HAL.
  • Raphaëlle Bellando & S. Pfister & Jean-Paul Pollin, 2000. "Evolution et déterminants de la crédibilité de l'Union Monétaire Européenne durant la phase de transition : une étude comparative France, Italie et Grande Bretagne," Post-Print halshs-00287977, HAL.
• Björk, Tomas & Landen, Camilla, 2000. "On the Term Structure of Futures and Forward Prices," SSE/EFI Working Paper Series in Economics and Finance 0417, Stockholm School of Economics, revised 20 Dec 2000.
• Björk, Tomas, 2000. "A Geometric View of Interest Rate Theory," SSE/EFI Working Paper Series in Economics and Finance 419, Stockholm School of Economics, revised 21 Dec 2000.
• Camilla Landén & Tomas Björk, 2002. "On the construction of finite dimensional realizations for nonlinear forward rate models," Finance and Stochastics, Springer, vol. 6(3), pages 303-331.
  • Björk, Tomas & Landen, Camilla, 2000. "On the construction of finite dimensional realizations for nonlinear forward rate models," SSE/EFI Working Paper Series in Economics and Finance 420, Stockholm School of Economics.
• Siklos, Pierre L, 2000. "Inflation Targets and the Yield Curve: New Zealand and Australia versus the US," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(1), pages 15-32, February.
  • Pierre Siklos, 1999. "Inflation Targets and the Yield Curve: New Zealand and Australia vs. the US," Research Paper Series 25, Quantitative Finance Research Centre, University of Technology, Sydney.
• Woon Gyu Choi, 2002. "The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution," IMF Staff Papers, Palgrave Macmillan, vol. 49(2), pages 1-4.
  • Woon Gyu Choi, 2000. "The Inverted Fisher Hypothesis; Inflation Forecastability and Asset Substitution"," IMF Working Papers 00/194, International Monetary Fund.
• Woon Gyu Choi, 2002. "The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution," IMF Staff Papers, Palgrave Macmillan, vol. 49(2), pages 1-4.
  • Woon Gyu Choi, 2000. "The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution"," IMF Working Papers 2000/194, International Monetary Fund.
• Viviana Fernández, 2000. "Estructura de Tasas de Interés en Chile: ¿Qué tan Buen Predictor de Crecimiento e Inflación?," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 37(111), pages 373-404.
  • Viviana Fernández, 2000. "Estructura de tasas de interés en Chile: ¿Qué tan buen predictor de crecimiento e inflación?," Documentos de Trabajo 89, Centro de Economía Aplicada, Universidad de Chile.
• Ignacio Mauleón & Mª Mar Sánchez, 2000. "Fundamentals Of The Us And The Uk Interest Rates Under The Rational Expectation Scheme," Working Papers. Serie AD 2000-20, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Francisco J. Ruge-Murcia, 2000. "Uncovering financial markets' beliefs about inflation targets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 483-512.
  • Ruge-Murcia, F.J., 1998. "Uncovering Financial Markets Beliefs About Inflation Targets," Cahiers de recherche 9803, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • RUGE-MURCIA, Francisco J., 1998. "Uncovering Financial Markets Beliefs About Inflation Targets," Cahiers de recherche 9803, Universite de Montreal, Departement de sciences economiques.
• Imho Kang, 2000. "An Analysis of the Reserve Market: Interpreting Vector Autoregressions Using a Theoretical Model," Korean Economic Review, Korean Economic Association, vol. 16, pages 339-367.
• Katarina Juselius & Ronald MacDonald, 2000. "International Parity Relationships between Germany and the United States: A Joint Modelling Approach," Discussion Papers 00-10, University of Copenhagen. Department of Economics.
  • Katarina Juselius & Ronald MacDonald, 2003. "International Parity Relationships Between Germany and the United States: A Joint Modelling Approach," FRU Working Papers 2004/08, University of Copenhagen. Department of Economics. Finance Research Unit.
• Katarina Juselius & Ronald MacDonald, 2000. "Interest Rate and Price Linkages between the USA and Japan: Evidence from the Post-Bretton Woods Period," Discussion Papers 00-13, University of Copenhagen. Department of Economics.
• Faig, Miquel, 2000. "The Optimal Structure of Liquidity Provided by a Self-Financed Central Bank," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(4), pages 746-765, November.
  • Miquel Faig, 1999. "The Optimal structure of Liquidity Provided by a Self Financed Central Bank," Working Papers faig-99-01, University of Toronto, Department of Economics.
• Bajo-Rubio, Oscar & Sosvilla-Rivero, Simon & Fernandez-Rodriguez, Fernando, 2001. "Asymmetry in the EMS: New evidence based on non-linear forecasts," European Economic Review, Elsevier, vol. 45(3), pages 451-473, March.
  • Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernado Fernández-Rodríguez, "undated". "Asymmetry in the EMS: New evidence based on non-linear forecasts," Working Papers 97-24, FEDEA.
  • Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez, 2000. "Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0001, Departamento de Economía - Universidad Pública de Navarra.
• Sebastian Schich, 2000. "What the Yield Curves say About Inflation: Does it Change Over Time?," OECD Economics Department Working Papers 227, OECD Publishing.
• Cebula, Richard, 2000. "Determinants of the Rate of Return on Commercial Bank Assets in the United States, 1959-1998," MPRA Paper 60006, University Library of Munich, Germany.
• Al-Jarhi, Mabid, 2000. "السياسات النقدية في إطار إسلامي [Monetary Policy in an Islamic Framework]," MPRA Paper 67547, University Library of Munich, Germany, revised 2002.
• Raphaelle Bellando & Servane Pfister & Jean-Paul Pollin, 2000. "Évolution et déterminants de la crédibilité de l’Union Monétaire Européenne durant la phase de transition : une étude comparative France, Italie et Grande-Bretagne," Revue d'Économie Financière, Programme National Persée, vol. 56(1), pages 165-194.
  • Raphaëlle Bellando & Servane Pfister & Jean-Paul Pollin, 2000. "Evolution et déterminants de la crédibilité de l'union monétaire européenne durant la phase de transition. Une étude comparative France, Italie, Grande-Bretagne," Post-Print halshs-00280867, HAL.
  • Raphaëlle Bellando & S. Pfister & Jean-Paul Pollin, 2000. "Evolution et déterminants de la crédibilité de l'Union Monétaire Européenne durant la phase de transition : une étude comparative France, Italie et Grande Bretagne," Post-Print halshs-00287977, HAL.
• Thierry Baudassé & Anne Lavigne, 2000. "Pourquoi et comment légiférer sur l’usure ?," Revue d'Économie Financière, Programme National Persée, vol. 58(3), pages 163-184.
  • Thierry Baudassé & Anne Lavigne, 2000. "Pourquoi et comment légifirer sur l'usure?," Post-Print halshs-00258502, HAL.
• Anne Frémont & Jacques Mélitz & Frédéric Zumer, 2000. "Discrimination par le marché entre les dettes des États membres de l'UEM," Revue de l'OFCE, Programme National Persée, vol. 72(1), pages 39-69.
  • Anne Frémont & Jacques Mélitz & Frédéric Zumer, 2000. "Discrimination par le marché entre les dettes des États membres de l'UEM," Post-Print hal-03389356, HAL.
• Koutsobinas, Theodore T., 2000. "Liquidity Preference, Expected Profitability and Investment," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 53(1), pages 69-83.
• Anne Frémont & Jacques Mélitz & Frédéric Zumer, 2000. "Discrimination par le marché entre les dettes des États membres de l'UEM," Revue de l'OFCE, Programme National Persée, vol. 72(1), pages 39-69.
  • Anne Frémont & Jacques Mélitz & Frédéric Zumer, 2000. "Discrimination par le marché entre les dettes des États membres de l'UEM," Post-Print hal-03389356, HAL.
  • Anne Frémont & Jacques Mélitz & Frédéric Zumer, 2000. "Discrimination par le marché entre les dettes des États membres de l'UEM," Sciences Po publications info:hdl:2441/763, Sciences Po.
• Tom Engsted & Ken Nyholm, 2000. "Regime shifts in the Danish term structure of interest rates," Empirical Economics, Springer, vol. 25(1), pages 1-13.
• O. Renault & O. Scaillet & B. Leblanc, 2000. "A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary," Finance and Stochastics, Springer, vol. 4(1), pages 109-111.
• Xiaoliang Zhao & Paul Glasserman, 2000. "Arbitrage-free discretization of lognormal forward Libor and swap rate models," Finance and Stochastics, Springer, vol. 4(1), pages 35-68.
• O. Scaillet & J.-L. Prigent & J.-P. Lesne, 2000. "Convergence of discrete time option pricing models under stochastic interest rates," Finance and Stochastics, Springer, vol. 4(1), pages 81-93.
  • Jean-Philippe Lesne & Jean-Luc Prigent & Olivier Scaillet, 1998. "Convergence of Discrete Time Option Pricing Models Under Stochastic Interest Rates," Working Papers 98-51, Center for Research in Economics and Statistics.
  • J.-P. Lesne & Jean-Luc Prigent & O. Scaillet, 2000. "Convergence of discrete time option pricing models under stochastic interest rates," Post-Print hal-03679673, HAL.
• Camilla LandÊn, 2000. "Bond pricing in a hidden Markov model of the short rate," Finance and Stochastics, Springer, vol. 4(4), pages 371-389.
• Joanne Kennedy & Phil Hunt & Antoon Pelsser, 2000. "Markov-functional interest rate models," Finance and Stochastics, Springer, vol. 4(4), pages 391-408.
• Asbjørn T. Hansen & Rolf Poulsen, 2000. "A simple regime switching term structure model," Finance and Stochastics, Springer, vol. 4(4), pages 409-429.
• Ingunn LØnning, 2000. "Default premia on European government debt," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 136(2), pages 259-283, June.
• Winfried Hallerbach, 2003. "Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration," Applied Financial Economics, Taylor & Francis Journals, vol. 13(4), pages 287-294.
  • Winfried G. Hallerbach, 2000. "Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration," Tinbergen Institute Discussion Papers 00-064/2, Tinbergen Institute.
• de Jong, F.C.J.M. & Driessen, J.J.A.G. & Pelsser, A., 2000. "Libor and Swap Market Models for the Pricing of Interest Rate Derivatives : An Empirical Analysis," Other publications TiSEM 1fc274a2-9ac0-4d04-9386-7, Tilburg University, School of Economics and Management.
  • de Jong, F.C.J.M. & Driessen, J.J.A.G. & Pelsser, A., 2000. "Libor and Swap Market Models for the Pricing of Interest Rate Derivatives : An Empirical Analysis," Discussion Paper 2000-35, Tilburg University, Center for Economic Research.
• Driessen, Joost & Melenberg, Bertrand & Nijman, Theo, 2003. "Common factors in international bond returns," Journal of International Money and Finance, Elsevier, vol. 22(5), pages 629-656, October.
  • Driessen, J.J.A.G. & Melenberg, B. & Nijman, T.E., 2000. "Common Factors in International Bond Returns," Discussion Paper 2000-91, Tilburg University, Center for Economic Research.
• Driessen, Joost & Klaassen, Pieter & Melenberg, Bertrand, 2003. "The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(3), pages 635-672, September.
  • Driessen, J.J.A.G. & Klaassen, P. & Melenberg, B., 2000. "The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions," Discussion Paper 2000-93, Tilburg University, Center for Economic Research.
• Oriana Bandiera & Gerard Caprio & Patrick Honohan & Fabio Schiantarelli, 2000. "Does Financial Reform Raise or Reduce Saving?," The Review of Economics and Statistics, MIT Press, vol. 82(2), pages 239-263, May.
  • Oriana Bandiera & Gerard Caprio Jr. & Patrick Honohan & Fabio Schiantarelli, 1998. "Does Financial Reform Raise or Reduce Savings?," Boston College Working Papers in Economics 413, Boston College Department of Economics.
• Josefá Ramoni Perazzi & Giampaolo Orlandoni Merli, 2000. "Money demand in Venezuela: A cointegration analysis (1968-1996)," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 25(16), pages 91-109, January-D.
• Voth, Hans-Joachim, 2003. "With a Bang, not a Whimper: Pricking Germany's “Stock Market Bubble” in 1927 and the Slide into Depression," The Journal of Economic History, Cambridge University Press, vol. 63(1), pages 65-99, March.
  • Hans Joachim Voth, 2000. "With a bang, not a whimper: Pricking Germany's "stock market bubble" in 1927 and the slide into depression," Economics Working Papers 516, Department of Economics and Business, Universitat Pompeu Fabra.
  • Voth, Hans-Joachim, 2002. "With a Bang, Not a Whimper: Pricking Germany's 'Stock Market Bubble' in 1927 and the Slide into Depression," CEPR Discussion Papers 3257, C.E.P.R. Discussion Papers.
• Walid Hejazi & Huiwen Lai & Xian Yang, 2000. "The expectations hypothesis, term premia, and the Canadian term structure of interest rates," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 33(1), pages 133-148, February.
• Eduardo Pozo, 2000. "Government Financing and Interest Rates in a Three Assets Sidrauski-based Model," Macroeconomics 0004017, University Library of Munich, Germany.
• Candelon, Bertrand & Lutkepohl, Helmut, 2001. "On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models," Economics Letters, Elsevier, vol. 73(2), pages 155-160, November.
  • Candelon, Bertrand & Lütkepohl, Helmut, 2000. "On the reliability of chow type test for parameter constancy in multivariate dynamic models," SFB 373 Discussion Papers 2000,95, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Jeffrey C. Fuhrer, 2000. "Habit Formation in Consumption and Its Implications for Monetary-Policy Models," American Economic Review, American Economic Association, vol. 90(3), pages 367-390, June.
• David H. Romer & Christina D. Romer, 2000. "Federal Reserve Information and the Behavior of Interest Rates," American Economic Review, American Economic Association, vol. 90(3), pages 429-457, June.
• Tkacz Greg, 2001. "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(1), pages 1-15, April.
  • Greg Tkacz, 2000. "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Staff Working Papers 00-5, Bank of Canada.
• Bover, Olympia & Watson, Nadine, 2005. "Are there economies of scale in the demand for money by firms? Some panel data estimates," Journal of Monetary Economics, Elsevier, vol. 52(8), pages 1569-1589, November.
  • Olympia Bover & Nadine Watson, 2000. "Are there Economies of Scale in the Demand for Money by Firms? some Panel Data Estimates," Working Papers 0008, Banco de España.
  • Bover, Olympia & Watson, Nadine, 2001. "Are there Economies of Scale in the Demand for Money by Firms? Some Panel Data Estimates," CEPR Discussion Papers 2818, C.E.P.R. Discussion Papers.
• Juan Ayuso & Rafael Repullo, 2003. "A Model of the Open Market Operations of the European Central Bank," Economic Journal, Royal Economic Society, vol. 113(490), pages 883-902, October.
  • Ayuso, J. & Repullo, R., 2000. "A Model of the Open Market Operations of the European Central Bank," Papers 0011, Centro de Estudios Monetarios Y Financieros-.
  • Juan Ayuso & Rafael Repullo, 2000. "A Model of the Open Market Operations of the European Central Bank," Working Papers 0016, Banco de España.
  • Juan Ayuso & Rafael Repullo, 2000. "A Model of the Open Market Operations of the European Central Bank," Working Papers wp2000_0011, CEMFI.
  • Repullo, Rafael & Ayuso, Juan, 2000. "A Model of the Open Market Operations of the European Central Bank," CEPR Discussion Papers 2605, C.E.P.R. Discussion Papers.
• de Jong, Frank, 2000. "Time Series and Cross-Section Information in Affine Term-Structure Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 300-314, July.
  • de Jong, Frank, 1999. "Time-series and Cross-section Information in Affine Term Structure Models," CEPR Discussion Papers 2065, C.E.P.R. Discussion Papers.
• Paul Söderlin, 2000. "Market Expectations in the UK Before and After the ERM Crisis," Economica, London School of Economics and Political Science, vol. 67(265), pages 1-18, February.
• Basma Bekdache & Christopher F. Baum, 1999. "A re-evaluation of empirical tests of the Fisher hypothesis," Computing in Economics and Finance 1999 944, Society for Computational Economics, revised 18 Sep 2000.
  • Basma Bekdache & Christopher F. Baum, 2000. "A re-evaluation of empirical tests of the Fisher hypothesis," Boston College Working Papers in Economics 472, Boston College Department of Economics.
• Walid Hejazi & Huiwen Lai & Xian Yang, 2000. "The expectations hypothesis, term premia, and the Canadian term structure of interest rates," Canadian Journal of Economics, Canadian Economics Association, vol. 33(1), pages 133-148, February.
• Fedesarrollo, 2000. "Análisis Coyuntural. I. La inversión privada en la década de los noventa según la EOE. II. El impuesto a las transacciones financieras," Coyuntura Económica, Fedesarrollo, June.
• LUBRANO, Michel, 2000. "Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools," LIDAM Discussion Papers CORE 2000038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Eijffinger, S.C.W. & Schaling, E. & Verhagen, W.H., 1998. "The Term Structure of Interest Rates and Inflation Forecast Targeting," Other publications TiSEM 55e1f73a-746b-49ef-9d24-0, Tilburg University, School of Economics and Management.
  • Schaling, Eric & Eijffinger, Sylvester & Verhagen, Willem, 2000. "The Term Structure of Interest Rates and Inflation Forecast Targeting," CEPR Discussion Papers 2375, C.E.P.R. Discussion Papers.
  • Eijffinger, S.C.W. & Schaling, E. & Verhagen, W.H., 1998. "The Term Structure of Interest Rates and Inflation Forecast Targeting," Discussion Paper 1998-85, Tilburg University, Center for Economic Research.
• Bams, Dennis & Wolff, Christian C. P., 2003. "Risk premia in the term structure of interest rates: a panel data approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(3), pages 211-236, July.
  • Bams, D. & Wolff, C., 1998. "Risk Premia in Term Structure of Interest Rates: A Panel Data Approach," Papers 98-50, Southern California - School of Business Administration.
  • Wolff, Christian & Bams, Dennis, 2000. "Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach," CEPR Discussion Papers 2392, C.E.P.R. Discussion Papers.
• Christian Calmes & Frederic Dufourt, 2000. "Nominal Dynamics in Expected Market-Clearing Models," Cahiers de recherche CREFE / CREFE Working Papers 126, CREFE, Université du Québec à Montréal.
• Canova, Fabio & Nicoló, Gianni De, 2000. "Stock Returns, Term Structure, Inflation, And Real Activity: An International Perspective," Macroeconomic Dynamics, Cambridge University Press, vol. 4(3), pages 343-372, September.
  • Canova, Fabio & de Nicolò, Gianni, 1997. "Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective," CEPR Discussion Papers 1614, C.E.P.R. Discussion Papers.
  • Fabio Canova & Gianni de Nicolo, 1997. "Stock returns, term structure, inflation and real activity: An international perspective," Economics Working Papers 203, Department of Economics and Business, Universitat Pompeu Fabra.
• Jozsef Abaffy & Marida Bertocchi & Jitka Dupačová & Vittorio Moriggia, 2000. "On Generating Scenarios For Bond Portfolios," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 7(11).
• Lautier, Delphine, 2000. "La structure par terme des prix des commodités : analyse théorique et applications au marché pétrolier," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/126 edited by Giraud, Pierre-Noël.
• Kirstin Hubrich & Peter J. G. Vlaar, 2000. "Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy," Econometric Society World Congress 2000 Contributed Papers 1802, Econometric Society, revised 08 Nov 2000.
  • K.S.E.M. Hubrich & P.J.G. Vlaar, 2000. "Germany and the euro area: differences in the transmission process of monetary policy," WO Research Memoranda (discontinued) 613, Netherlands Central Bank, Research Department.
• van Bergeijk, Peter A. G. & Berk, Jan Marc, 2000. "Is the yield curve a useful Information variable for the Eurosystem?," Working Paper Series 11, European Central Bank.
• Ulf Söderström, 2002. "Monetary Policy with Uncertain Parameters," Scandinavian Journal of Economics, Wiley Blackwell, vol. 104(1), pages 125-145, March.
  • Söderström, Ulf, 1999. "Monetary policy with uncertain parameters," Working Paper Series 83, Sveriges Riksbank (Central Bank of Sweden).
  • Söderström, Ulf, 2000. "Monetary policy with uncertain parameters," Working Paper Series 13, European Central Bank.
  • Söderström, Ulf, 1999. "Monetary policy with uncertain parameters," SSE/EFI Working Paper Series in Economics and Finance 308, Stockholm School of Economics.
• Hördahl, Peter, 2000. "Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model," Working Paper Series 111, Sveriges Riksbank (Central Bank of Sweden).
  • Hördahl, Peter, 2000. "Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model," Working Paper Series 16, European Central Bank.
• Mojon, Benoît, 2000. "Financial structure and the interest rate channel of ECB monetary policy," Working Paper Series 40, European Central Bank.
• Günter Coenen, 2005. "Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models," Empirical Economics, Springer, vol. 30(1), pages 65-75, January.
  • Coenen, Günter, 2000. "Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models," Working Paper Series 9, European Central Bank.
• Driessen, Joost & Melenberg, Bertrand & Nijman, Theo, 2005. "Testing affine term structure models in case of transaction costs," Journal of Econometrics, Elsevier, vol. 126(1), pages 201-232, May.
  • Driessen, J.J.A.G. & Melenberg, B. & Nijman, T.E., 1999. "Testing Affine Term Structure Models in Case of Transaction Costs," Discussion Paper 1999-84, Tilburg University, Center for Economic Research.
  • Joost Driessen & Bertrand Melenberg & Theo Nijman, 2000. "Testing Affine Term Structure Models in Case of Transaction Costs," Econometric Society World Congress 2000 Contributed Papers 0553, Econometric Society.
• Kirstin Hubrich & Peter J. G. Vlaar, 2000. "Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy," Econometric Society World Congress 2000 Contributed Papers 1802, Econometric Society, revised 08 Nov 2000.
• Viviana Fernández, 2000. "Estructura de Tasas de Interés en Chile: ¿Qué tan Buen Predictor de Crecimiento e Inflación?," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 37(111), pages 373-404.
  • Viviana Fernández, 2000. "Estructura de tasas de interés en Chile: ¿Qué tan buen predictor de crecimiento e inflación?," Documentos de Trabajo 89, Centro de Economía Aplicada, Universidad de Chile.
• Favero, Carlo A. & Giavazzi, Francesco & Iacone, Fabrizio & Guido Tabellini, 2000. "Extracting information from asset prices: The methodology of EMU calculators," European Economic Review, Elsevier, vol. 44(9), pages 1607-1632, October.
  • Carlo A. Favero & Francesco Giavazzi & Fabrizio Iacone & Guido Tabellini, "undated". "Extracting Information from Asset Prices: the Methodology of EMU Calculators," Working Papers 113, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Favero, Carlo A. & Giavazzi, Francesco & Iacone, Fabrizio & Tabellini, Guido, 1997. "Extracting Information from Asset Prices: The Methodology of EMU Calculators," CEPR Discussion Papers 1676, C.E.P.R. Discussion Papers.
• Kim, Suk-Joong & Sheen, Jeffrey, 2000. "International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US," Pacific-Basin Finance Journal, Elsevier, vol. 8(1), pages 85-113, March.
  • Kim, Suk-Joong & Sheen, Jeffrey, 1998. "International Linkages and Macroeconomic News Effects on Interest Rate Volatility - Australia and the US'," Working Papers 11, University of Sydney, School of Economics.
• Deirdre N. McCloskey, 2000. "Other Things Equal: Alan Greenspan Doesn't Influence Interest Rates," Eastern Economic Journal, Eastern Economic Association, vol. 26(1), pages 99-101, Winter.

1999

• Ron Lange, 1999. "The Expectations Hypothesis for the Longer End of the Term Structure: Some Evidence for Canada," Staff Working Papers 99-20, Bank of Canada.
• Ben Fung & Scott Mitnick & Eli Remolona, 1999. "Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets," Staff Working Papers 99-6, Bank of Canada.
• Avouyi-Dovi, S. & Jondeau, E., 1999. "Interest Rate Transmission and Volatility Transmission along the Yield Curve," Working papers 57, Banque de France.
• Jondeau, E., 1999. "La mesure du ratio rendement-risque a partir du marche des euro-devises," Working papers 59, Banque de France.
• Jondeau, E. & Ricart, R., 1999. "The Information Content of the French and German Government Bond Tield Curves: Why Such Differences?," Working papers 61, Banque de France.
• Tomas Björk & Bent Jesper Christensen, 1999. "Interest Rate Dynamics and Consistent Forward Rate Curves," Mathematical Finance, Wiley Blackwell, vol. 9(4), pages 323-348, October.
  • Björk, Tomas & Christensen, Bent Jesper, 1997. "Interest Rate Dynamics and Consistent Forward Rate Curves," SSE/EFI Working Paper Series in Economics and Finance 209, Stockholm School of Economics.
• Antje Dudenhausen & Erik Schlögl & Lutz Schlögl, 1999. "Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives," Research Paper Series 19, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Dudenhausen, Antje & Erik Schloegl & Lutz Schloegl, 1999. "Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives," Discussion Paper Serie B 422, University of Bonn, Germany, revised Apr 1999.
• Chadha, Jagjit S. & Nolan, Charles, 2001. "Inflation Targeting, Transparency and Interest Rate Volatility: Ditching Monetary Mystique in the U.K," Journal of Macroeconomics, Elsevier, vol. 23(3), pages 349-366, July.
  • Nolan, C. & Chadha, J.S., 1999. "Inflation Targeting, Transparency and Interest Rate Volatility: Ditching 'Monetary Mystique' in the UK," Cambridge Working Papers in Economics 9921, Faculty of Economics, University of Cambridge.
• Herrera, Luis Oscar & Valdes, Rodrigo O., 2001. "The effect of capital controls on interest rate differentials," Journal of International Economics, Elsevier, vol. 53(2), pages 385-398, April.
  • Herrera, L.O. & Valdes, R., 1999. "The Effect of Capital Controls on Interest Rate Differentials," Papers 50, Cambridge - Risk, Information & Quantity Signals.
  • Luis Oscar Herrera & Rodrigo Valdés, 1999. "The Effect of Capital Controls on Interest Rate Differentials," Working Papers Central Bank of Chile 50, Central Bank of Chile.
• Fedesarrollo, 1999. "Análisis Coyuntural. I. La economía en 1999. II. Del UPAC a la UVR," Coyuntura Económica, Fedesarrollo, December.
• Arturo José Galindo, 1999. "a credibilidad de la banda cambiaria en Colombia: implicaciones sobre el diferencial de tasas de interés," Coyuntura Económica, Fedesarrollo, June.
• de Jong, Frank, 2000. "Time Series and Cross-Section Information in Affine Term-Structure Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 300-314, July.
  • de Jong, Frank, 1999. "Time-series and Cross-section Information in Affine Term Structure Models," CEPR Discussion Papers 2065, C.E.P.R. Discussion Papers.
• Demirguc-Kunt, Asl1 & Huizinga, Harry, 1999. "Market discipline and financial safety net design," Policy Research Working Paper Series 2183, The World Bank.
  • Demirguc-Kunt, Asli & Huizinga, Harry, 1999. "Market Discipline and Financial Safety Net Design," CEPR Discussion Papers 2311, C.E.P.R. Discussion Papers.
• Godbout, Lise & Storer, Paul & Zimmermann, Christian, 2002. "The Canadian treasury bill auction and the term structure of interest rates," Journal of Banking & Finance, Elsevier, vol. 26(6), pages 1165-1179, June.
  • Lise Godbout & Paul Storer & Christian Zimmermann, 1999. "The Canadian Treasury Bill Auction and the Term Structure of Interest Rates," Cahiers de recherche CREFE / CREFE Working Papers 75, CREFE, Université du Québec à Montréal.
• Yvon Fauvel & Alain Paquet & Christian Zimmermann, 1999. "A Survey on Interest Rate Forecasting," Cahiers de recherche CREFE / CREFE Working Papers 87, CREFE, Université du Québec à Montréal.
• Dor, Eric & Durré, Alain, 1999. "Stock Prices, Exchange Rates and Monetary Policy," LIDAM Discussion Papers IRES 2000001, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Georges Prat, 1999. "Temps psychologique, oubli et intérêt chez Maurice Allais," Post-Print halshs-00173013, HAL.
  • Georges PRAT, 1999. "Temps psychologique, oubli et intérêt chez Maurice Allais," Discussion Papers (REL - Recherches Economiques de Louvain) 1999022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Hautcoeur, Pierre-Cyrille & Sicsic, Pierre, 1999. "Threat of a capital levy, expected devaluation and interest rates in France during the interwar period," European Review of Economic History, Cambridge University Press, vol. 3(1), pages 25-56, April.
  • Hautcoeur, P-C. & Sicsic, P., 1998. "Threat of a Capital Levy, Expected Devaluation and Interest Rates in France during the Interwar Period," Working papers 50, Banque de France.
  • 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 98-01, DELTA (Ecole normale supérieure).
• J.M. Berk & K.H.W. Knot, 1999. "Co-Movements in Long-Term Interest Rates and the Role of PPP-BasedExchange Rate Expectations," DNB Staff Reports (discontinued) 37, Netherlands Central Bank.
• Hawtrey, K. M., 1999. "Thrift, Productivity and the Real Rate of Interest in Australia," Economic Analysis and Policy, Elsevier, vol. 29(2), pages 151-171, September.
• A. G. Malliaris & Jerome L. Stein, 2005. "Methodological issues in asset pricing: Random walk or chaotic dynamics," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 8, pages 85-115, World Scientific Publishing Co. Pte. Ltd..
  • Malliaris, A. G. & Stein, Jerome L., 1999. "Methodological issues in asset pricing: Random walk or chaotic dynamics," Journal of Banking & Finance, Elsevier, vol. 23(11), pages 1605-1635, November.
• Rebelo, Sergio & Xie, Danyang, 1999. "On the optimality of interest rate smoothing," Journal of Monetary Economics, Elsevier, vol. 43(2), pages 263-282, April.
  • Rebelo, S. & Xie, D., 1996. "On the Optimality of Interest Rate Smoothing," RCER Working Papers 427, University of Rochester - Center for Economic Research (RCER).
  • Sergio Rebelo & Danyang Xie, 1997. "On the Optimality of Interest Rate Smoothing," NBER Working Papers 5947, National Bureau of Economic Research, Inc.
• Taylor, John B., 1999. "The robustness and efficiency of monetary policy rules as guidelines for interest rate setting by the European central bank," Journal of Monetary Economics, Elsevier, vol. 43(3), pages 655-679, June.
  • Taylor, J.B., 1998. "The Robustness and Efficiency of Monetary Policy Rules as Guidelines for Interest Rate Setting by European Central Bank," Papers 649, Stockholm - International Economic Studies.
  • Taylor, John B., 1998. "The Robustness and Efficiency of Monetary Policy Rules as Guidelines for Interest Rate Setting by the European Central Bank," Seminar Papers 649, Stockholm University, Institute for International Economic Studies.
• Jan J.G. Lemmen & Charles A.E. Goodhart, 1999. "Credit Risks and European Government Bond Markets: A Panel Data Econometric Analysis," Eastern Economic Journal, Eastern Economic Association, vol. 25(1), pages 77-107, Winter.
• Yosuke Takeda, 1999. "Interest Rate Smoothing and Time-Varying Premium: Another Look at Debt Management in Japan," Working Papers 800, Economic Growth Center, Yale University.
• Francisco Rigolon & Fabio Giambiagi, 1999. "Central Bank performance in a stable economy: is it desirable to adopt inflation targets in Brazil?," Brazilian Journal of Political Economy, Center of Political Economy, vol. 19(3), pages 405-425.
• Frédérique Bec & Mélika Ben Salem & Ronald MacDonald, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Recherches économiques de Louvain, De Boeck Université, vol. 72(2), pages 177-194.
  • Bec, F. & Salem, M.B. & MacDonald, R., 1999. "Real Exchange Rates and Real Interest Rates: a nonlinear Perspective," Papers 99-17, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  • F. Bec & M. Ben Salem & R. MacDonald, 1999. "Real exchange rates and real interest rates : A nonlinear perspective," THEMA Working Papers 99-17, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Frédérique Bec & Mélika Ben Salem & Ronald Macdonald, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Post-Print hal-04176239, HAL.
  • Frédérique BEC & Mélika BEN SALEM & Ronald MACDONALD, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Discussion Papers (REL - Recherches Economiques de Louvain) 2006024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Marcello D'Amato & Barbara Pistoresi, 2001. "Interest rate spreads between Italy and Germany: 1995-1997," Applied Financial Economics, Taylor & Francis Journals, vol. 11(6), pages 603-612.
  • D'Amato, M. & Pistoresi, B., 1999. "Interest Rate Spreads between Italy and Germany 1995-1997," Economics Working Papers eco99/8, European University Institute.
• Viktor Kotlán, 1999. "Výnosová køivka v teorii a praxi èeského mezibankovního trhu (The Yield Curve in Theory and in Practice of the CZech Interbank Market)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 49(7), pages 407-426, July.
• Kilian, Lutz & Zha, Tao, 1999. "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," CEPR Discussion Papers 2334, C.E.P.R. Discussion Papers.
  • Lutz Kilian & Tao Zha, 1999. "Quantifying the half-life of deviations from PPP: The role of economic priors," FRB Atlanta Working Paper 99-21, Federal Reserve Bank of Atlanta.
  • Kilian, L. & Zha, T., 1999. "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," Papers 99-08, Michigan - Center for Research on Economic & Social Theory.
  • Kilian, L. & Zha, T., 1999. "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," Working Papers 450, Research Seminar in International Economics, University of Michigan.
• Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 1999. "Money and Interest Rates with Endogeneously Segmented Markets," NBER Working Papers 7060, National Bureau of Economic Research, Inc.
  • Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 1999. "Money and interest rates with endogeneously segmented markets," Staff Report 260, Federal Reserve Bank of Minneapolis.
• Artus, P., 1999. "Une hausse forte des taux d'interet pour eviter une crise de change peut-elle se justifier?," Papers 1999-35/ei, Caisse des Depots et Consignations - Cahiers de recherche.
• Herrera, Luis Oscar & Valdes, Rodrigo O., 2001. "The effect of capital controls on interest rate differentials," Journal of International Economics, Elsevier, vol. 53(2), pages 385-398, April.
  • Luis Oscar Herrera & Rodrigo Valdés, 1999. "The Effect of Capital Controls on Interest Rate Differentials," Working Papers Central Bank of Chile 50, Central Bank of Chile.
  • Herrera, L.O. & Valdes, R., 1999. "The Effect of Capital Controls on Interest Rate Differentials," Papers 50, Cambridge - Risk, Information & Quantity Signals.
• Bobadilla, G.F., 1999. "Choosing the Right Error in Term Structure Models," Papers 9904, Centro de Estudios Monetarios Y Financieros-.
• Garcia-Iglesias, C., 1999. "Interest Rate Risk and Monetary Union in the European Periphery: Lessons from the Gold Standard, 1880-1914," Papers 99/5, European Institute - History.
• Michel, L., 1999. "Mesures et gestion du risque. Le taux d'interet au budget communal. Application a un panel de 859 villes francaises," Papers 1999-5, Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2.
• Kilian, Lutz & Zha, Tao, 1999. "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," CEPR Discussion Papers 2334, C.E.P.R. Discussion Papers.
  • Kilian, L. & Zha, T., 1999. "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," Papers 99-08, Michigan - Center for Research on Economic & Social Theory.
  • Lutz Kilian & Tao Zha, 1999. "Quantifying the half-life of deviations from PPP: The role of economic priors," FRB Atlanta Working Paper 99-21, Federal Reserve Bank of Atlanta.
  • Kilian, L. & Zha, T., 1999. "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," Working Papers 450, Research Seminar in International Economics, University of Michigan.
• Monadjemi, M.S. & Huh, H.-S., 1999. "Money and Interest Rate Shocks: Some International Evidence," Papers 99/10, New South Wales - School of Economics.
• Frédérique Bec & Mélika Ben Salem & Ronald MacDonald, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Recherches économiques de Louvain, De Boeck Université, vol. 72(2), pages 177-194.
  • F. Bec & M. Ben Salem & R. MacDonald, 1999. "Real exchange rates and real interest rates : A nonlinear perspective," THEMA Working Papers 99-17, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Bec, F. & Salem, M.B. & MacDonald, R., 1999. "Real Exchange Rates and Real Interest Rates: a nonlinear Perspective," Papers 99-17, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  • Frédérique Bec & Mélika Ben Salem & Ronald Macdonald, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Post-Print hal-04176239, HAL.
  • Frédérique BEC & Mélika BEN SALEM & Ronald MACDONALD, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Discussion Papers (REL - Recherches Economiques de Louvain) 2006024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Takeya, Y., 1999. "Interest Rate Smoothing and Game-Varying Premium: Another Look at Debt Management in Japan," Papers 800, Yale - Economic Growth Center.
• Georges PRAT, 1999. "Temps psychologique, oubli et intérêt chez Maurice Allais," Discussion Papers (REL - Recherches Economiques de Louvain) 1999022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Georges Prat, 1999. "Temps psychologique, oubli et intérêt chez Maurice Allais," Post-Print halshs-00173013, HAL.
• Ulf Söderström, 2002. "Monetary Policy with Uncertain Parameters," Scandinavian Journal of Economics, Wiley Blackwell, vol. 104(1), pages 125-145, March.
  • Söderström, Ulf, 1999. "Monetary policy with uncertain parameters," Working Paper Series 83, Sveriges Riksbank (Central Bank of Sweden).
  • Söderström, Ulf, 2000. "Monetary policy with uncertain parameters," Working Paper Series 13, European Central Bank.
  • Söderström, Ulf, 1999. "Monetary policy with uncertain parameters," SSE/EFI Working Paper Series in Economics and Finance 308, Stockholm School of Economics.
• Tomas Björk & Lars Svensson, 2001. "On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models," Mathematical Finance, Wiley Blackwell, vol. 11(2), pages 205-243, April.
  • Björk, Tomas & Svensson, Lars, 1999. "On the Existence of Finite Dimensional Realizations for Nonlinear Forward Rate Models," SSE/EFI Working Paper Series in Economics and Finance 338, Stockholm School of Economics.
• Ulf Söderström, 2002. "Monetary Policy with Uncertain Parameters," Scandinavian Journal of Economics, Wiley Blackwell, vol. 104(1), pages 125-145, March.
  • Söderström, Ulf, 1999. "Monetary policy with uncertain parameters," SSE/EFI Working Paper Series in Economics and Finance 308, Stockholm School of Economics.
  • Söderström, Ulf, 1999. "Monetary policy with uncertain parameters," Working Paper Series 83, Sveriges Riksbank (Central Bank of Sweden).
  • Söderström, Ulf, 2000. "Monetary policy with uncertain parameters," Working Paper Series 13, European Central Bank.
• Säfvenblad, Patrik, 1999. "The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market," Working Paper Series 86, Sveriges Riksbank (Central Bank of Sweden).
• Alexius, Annika & Sellin, Peter, 1999. "A Latent Factor Model of European Exchange Rate Risk Premia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 4(3), pages 217-227, July.
  • Alexius, Annika & Sellin, Peter, 1997. "A Latent Factor Model of European Exchange Rate Risk Premia," SSE/EFI Working Paper Series in Economics and Finance 156, Stockholm School of Economics.
• J.M. Berk & K.H.W. Knot, 1999. "Co-Movements in Long-Term Interest Rates and the Role of PPP-BasedExchange Rate Expectations," DNB Staff Reports (discontinued) 37, Netherlands Central Bank.
  • Klaas Knot & Jan Marc Berk, 1999. "Co-Movements in Long-Term Interest Rates and the Role of PPP-Based Exchange Rate Expectations," IMF Working Papers 99/81, International Monetary Fund.
• Sergio Zúñiga, 1999. "Modelos de Tasas de Interés en Chile: Una Revisión," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 36(108), pages 875-893.
  • Sergio Zúñiga, 1999. "Modelos de Tasas de Interés en Chile: Una Revisión," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 36(108), pages 875-893.
  • Hortensia Fontanals Albiol & Sergio Zuniga, 2002. "Modelos de tasas de interes en Chile: una revision," Working Papers in Economics 87, Universitat de Barcelona. Espai de Recerca en Economia.
• Viviana Fernández, 1999. "Estructura de Tasas de Interés en Chile: La Vía No Paramétrica," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 36(109), pages 1005-1034.
• Sergio Zúñiga, 1999. "Modelos de Tasas de Interés en Chile: Una Revisión," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 36(108), pages 875-893.
  • Sergio Zúñiga, 1999. "Modelos de Tasas de Interés en Chile: Una Revisión," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 36(108), pages 875-893.
  • Hortensia Fontanals Albiol & Sergio Zuniga, 2002. "Modelos de tasas de interes en Chile: una revision," Working Papers in Economics 87, Universitat de Barcelona. Espai de Recerca en Economia.
• Brannolte Cord & Kim Jeong-Ryeol & Hansen Gerd, 1999. "Nonlinear Error Correction Modeling in German Interest Rates / Ein nichtlineares Fehlerkorrekturmodell für die deutsche Zinsstruktur," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 219(3-4), pages 271-283, June.
• Gottschalk Jan, 1999. "On the Monetary Transmission Mechanism in Europe / Zum Transmissionsmechanismus in Europa: Results from a Cointegration Analysis of a Money Demand System / Ergebnisse einer Kointegrationsanalyse eines," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 219(3-4), pages 357-374, June.
• Bródy, András, 1999. "A kétszáz éves ciklus és az Egyesült Államok II. A kamatráták alakulása [The two-hundred-year cycle and the United States, Part II. Changes in rates of interest]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 35-44.
• Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 1999. "Money and interest rates with endogeneously segmented markets," Staff Report 260, Federal Reserve Bank of Minneapolis.
  • Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 1999. "Money and Interest Rates with Endogeneously Segmented Markets," NBER Working Papers 7060, National Bureau of Economic Research, Inc.
• Adolfo Barajas & Roberto Steiner & Natalia Salazar, 1999. "Interest Spreads in Banking in Colombia, 1974-96," IMF Staff Papers, Palgrave Macmillan, vol. 46(2), pages 1-4.
• Éric Jondeau & Roland Ricart, 1999. "Le contenu en information de la pente des taux : application au cas des titres publics français," Économie et Prévision, Programme National Persée, vol. 140(4), pages 1-20.
  • Jondeau, E. & Ricart, R., 1997. "Le contenu en information de la pente des taux : application au cas des titres publics fran ais," Working papers 43, Banque de France.
• Paleologos, John M. & Georgantelis, Spyros E., 1999. "Does the Fisher Effect Apply in Greece? A Cointegration Analysis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 52(2), pages 229-243.
• J. Holmes, Mark & J. Pentecost, Eric, 1999. "A New Test of International Financial Integration with Application to the European Union," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 14, pages 1-12.
• Basma Bekdache & Christopher F. Baum, 1999. "A re-evaluation of empirical tests of the Fisher hypothesis," Computing in Economics and Finance 1999 944, Society for Computational Economics, revised 18 Sep 2000.
  • Basma Bekdache & Christopher F. Baum, 2000. "A re-evaluation of empirical tests of the Fisher hypothesis," Boston College Working Papers in Economics 472, Boston College Department of Economics.
• Kirstin Hubrich, 1999. "Estimation of a German money demand system - a long-run analysis," Empirical Economics, Springer, vol. 24(1), pages 77-99.
• Tomas BjÃrk & Andrea Gombani, 1999. "Minimal realizations of interest rate models," Finance and Stochastics, Springer, vol. 3(4), pages 413-432.
• Tiziano Vargiolu, 1999. "Invariant measures for the Musiela equation with deterministic diffusion term," Finance and Stochastics, Springer, vol. 3(4), pages 483-492.
• Richard C. Stapleton, 1999. "Some recent developments in capital market theory: A survey," Spanish Economic Review, Springer;Spanish Economic Association, vol. 1(1), pages 1-20.
• Eric Jondeau & Franck Sédillot, 1999. "Forecasting French and German long-term rates using a rational expectations model," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 135(3), pages 413-436, September.
• Iwan Meier, 1999. "Estimating The Term Structure of Interest Rates: The Swiss Case," Working Papers 99.06, Swiss National Bank, Study Center Gerzensee.
• Olan Henry, 1999. "The volatility of US term structure term premia 1952 - 1991," Applied Financial Economics, Taylor & Francis Journals, vol. 9(3), pages 263-271.
  • Henry, O.T., 1998. "The Volatility of U.S. Term Structure Term Premia 1952-1991," Department of Economics - Working Papers Series 620, The University of Melbourne.
• Driessen, Joost & Melenberg, Bertrand & Nijman, Theo, 2005. "Testing affine term structure models in case of transaction costs," Journal of Econometrics, Elsevier, vol. 126(1), pages 201-232, May.
  • Driessen, J.J.A.G. & Melenberg, B. & Nijman, T.E., 1999. "Testing Affine Term Structure Models in Case of Transaction Costs," Discussion Paper 1999-84, Tilburg University, Center for Economic Research.
  • Joost Driessen & Bertrand Melenberg & Theo Nijman, 2000. "Testing Affine Term Structure Models in Case of Transaction Costs," Econometric Society World Congress 2000 Contributed Papers 0553, Econometric Society.
• Faig, Miquel, 2000. "The Optimal Structure of Liquidity Provided by a Self-Financed Central Bank," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(4), pages 746-765, November.
  • Miquel Faig, 1999. "The Optimal structure of Liquidity Provided by a Self Financed Central Bank," Working Papers faig-99-01, University of Toronto, Department of Economics.
• Fernando Broner, 1999. "On the timing of balance of payments crises: Disaggregated information and interest rate policy," Economics Working Papers 840, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2002.
• Siklos, Pierre L, 2000. "Inflation Targets and the Yield Curve: New Zealand and Australia versus the US," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(1), pages 15-32, February.
  • Pierre Siklos, 1999. "Inflation Targets and the Yield Curve: New Zealand and Australia vs. the US," Research Paper Series 25, Quantitative Finance Research Centre, University of Technology, Sydney.
• Christopher Otrok & B. Ravikumar & Charles H. Whiteman, 2002. "Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 149-174.
  • Otrok, Christopher & Ravikumar, B. & Whiteman, Charles H., 1998. "Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation," Working Papers 99-01, University of Iowa, Department of Economics, revised Jan 1999.
  • Christopher Otrok & B. Ravikumar & Charles H. Whiteman, 2000. "Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation," Virginia Economics Online Papers 350, University of Virginia, Department of Economics.
• Demirguc-Kunt, Asli & Huizinga, Harry, 1999. "Market Discipline and Financial Safety Net Design," CEPR Discussion Papers 2311, C.E.P.R. Discussion Papers.
  • Demirguc-Kunt, Asl1 & Huizinga, Harry, 1999. "Market discipline and financial safety net design," Policy Research Working Paper Series 2183, The World Bank.
• Frank Riedel, 2004. "Heterogeneous time preferences and interest rates—the preferred habitat theory revisited," The European Journal of Finance, Taylor & Francis Journals, vol. 10(1), pages 3-22.
  • Riedel, Frank, 1999. "Heterogeneous time preferences and interest rates: The preferred habitat theory revisited," SFB 373 Discussion Papers 1999,23, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  • Frank Riedel, 1999. "Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited," Finance 9903001, University Library of Munich, Germany.
• Markus Leippold & Liuren Wu, 1999. "The Potential Approach to Bond and Currency Pricing," Finance 9903004, University Library of Munich, Germany.
• Ahrens, Ralf, 1999. "Improving market-based forecasts of short-term interest rates: Time-varying stationarity and the predictive content of switching regime-expectations," CFS Working Paper Series 1999/14, Center for Financial Studies (CFS).
• Frank Riedel, 2004. "Heterogeneous time preferences and interest rates—the preferred habitat theory revisited," The European Journal of Finance, Taylor & Francis Journals, vol. 10(1), pages 3-22.
  • Frank Riedel, 1999. "Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited," Finance 9903001, University Library of Munich, Germany.
  • Riedel, Frank, 1999. "Heterogeneous time preferences and interest rates: The preferred habitat theory revisited," SFB 373 Discussion Papers 1999,23, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1998

• Peter E. Kennedy, 2000. "Eight Reasons Why Real versus Nominal Interest Rates Is the Most Important Concept in Macroeconomics Principles Courses," American Economic Review, American Economic Association, vol. 90(2), pages 81-84, May.
  • Kennedy, P., 1998. "Eight Reasons Why Real Versus Nominal Interest Rates is the Most Important Concept in Macroeconomic Principles Courses," Discussion Papers dp98-09, Department of Economics, Simon Fraser University.
• Lisa R. Goldberg, 1998. "Volatility of the short rate in the rational lognormal model," Finance and Stochastics, Springer, vol. 2(2), pages 199-211.
• J.E. Kennedy & P.J. Hunt, 1998. "Implied interest rate pricing models," Finance and Stochastics, Springer, vol. 2(3), pages 275-293.
• Olivier Scaillet & Boris Leblanc, 1998. "Path dependent options on yields in the affine term structure model," Finance and Stochastics, Springer, vol. 2(4), pages 349-367.
• Juan-Manuel Renero, 1998. "Unstable and stable steady-states in the Kiyotaki-Wright model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(2), pages 275-294.
• Guido Tabellini & Scott Freeman, 1998. "The optimality of nominal contracts," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(3), pages 545-562.
  • Scott Freeman & Guido Tabellini, 1991. "The optimality of nominal contracts," Working Papers 9114, Federal Reserve Bank of Dallas.
  • Scott Freeman & Guido Tabellini, 1991. "The Optimality of Nominal Contracts," NBER Technical Working Papers 0110, National Bureau of Economic Research, Inc.
• Kim, Suk-Joong & Sheen, Jeffrey, 2000. "International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US," Pacific-Basin Finance Journal, Elsevier, vol. 8(1), pages 85-113, March.
  • Kim, Suk-Joong & Sheen, Jeffrey, 1998. "International Linkages and Macroeconomic News Effects on Interest Rate Volatility - Australia and the US'," Working Papers 11, University of Sydney, School of Economics.
• Eijffinger, S.C.W. & Schaling, E. & Verhagen, W.H., 1998. "The Term Structure of Interest Rates and Inflation Forecast Targeting," Other publications TiSEM 55e1f73a-746b-49ef-9d24-0, Tilburg University, School of Economics and Management.
  • Schaling, Eric & Eijffinger, Sylvester & Verhagen, Willem, 2000. "The Term Structure of Interest Rates and Inflation Forecast Targeting," CEPR Discussion Papers 2375, C.E.P.R. Discussion Papers.
  • Eijffinger, S.C.W. & Schaling, E. & Verhagen, W.H., 1998. "The Term Structure of Interest Rates and Inflation Forecast Targeting," Discussion Paper 1998-85, Tilburg University, Center for Economic Research.
• Eijffinger, S.C.W. & Schaling, E. & Verhagen, W.H., 1998. "The Term Structure of Interest Rates and Inflation Forecast Targeting," Discussion Paper 1998-85, Tilburg University, Center for Economic Research.
  • Eijffinger, S.C.W. & Schaling, E. & Verhagen, W.H., 1998. "The Term Structure of Interest Rates and Inflation Forecast Targeting," Other publications TiSEM 55e1f73a-746b-49ef-9d24-0, Tilburg University, School of Economics and Management.
  • Schaling, Eric & Eijffinger, Sylvester & Verhagen, Willem, 2000. "The Term Structure of Interest Rates and Inflation Forecast Targeting," CEPR Discussion Papers 2375, C.E.P.R. Discussion Papers.
• Christopher Otrok & B. Ravikumar & Charles H. Whiteman, 2002. "Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 149-174.
  • Otrok, Christopher & Ravikumar, B. & Whiteman, Charles H., 1998. "Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation," Working Papers 99-01, University of Iowa, Department of Economics, revised Jan 1999.
  • Christopher Otrok & B. Ravikumar & Charles H. Whiteman, 2000. "Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation," Virginia Economics Online Papers 350, University of Virginia, Department of Economics.
• Josefa Ramoni Perazzi, 1998. "Interest rate parity: Is it alternative for the computation of the equilibrium exchange rate in Venezuela?," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 23(14), pages 151-174, January-D.
• Hans Joachim Voth, 1998. "Inflationary expectations during Germany's great slump," Economics Working Papers 333, Department of Economics and Business, Universitat Pompeu Fabra.
• Koning, Camiel de & Straetmans, Stefan, 1998. "Time varying forex market inefficiency," Serie Research Memoranda 0063, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
• Cebula, Richard J., 1998. "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," Review of Financial Economics, Elsevier, vol. 7(1), pages 55-64.
  • Richard J. Cebula, 1998. "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," Review of Financial Economics, John Wiley & Sons, vol. 7(1), pages 55-64.
  • 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 50976, University Library of Munich, Germany.
• Martin Evans, 1998. "Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation?," Finance 9809001, University Library of Munich, Germany.
• Alexei Krouglov, 1998. "Continuous-Time Model of Business Fluctuations, and Optimal Behavior of an Interest Rate," Macroeconomics 9802023, University Library of Munich, Germany.
• Boero, Gianna & Torricelli, Costanza, 1998. "Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: some comparative evidence," Economic Research Papers 268794, University of Warwick - Department of Economics.
  • Boero, G. & Torricelli, C., 1998. "Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: Some Comparative Evidence," The Warwick Economics Research Paper Series (TWERPS) 512, University of Warwick, Department of Economics.
• David Miles, 1998. "An International Study of Efficiency and Risk in Money Markets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 1(03), pages 389-424.
• Kim, Dong-heon, 1998. "Another look at yield spreads: Monetary policy and the term structure of interest rates," Research Notes 98-3, Deutsche Bank Research.
• Stehle, Richard & Jaschke, Stefan R. & Wernicke, S., 1998. "Tax clientele effects in the German bond market," SFB 373 Discussion Papers 1998,11, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Jaschke, Stefan R., 1998. "Higher order forward rate agreements and the smoothness of the term structure," SFB 373 Discussion Papers 1999,13, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Éric Jondeau & Roland Ricart, 1998. "La théorie des anticipations de la structure par terme : test à partir de titres publics français," Annals of Economics and Statistics, GENES, issue 52, pages 1-22.
• Boero, G. & Torricelli, C., 1998. "Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: Some Comparative Evidence," The Warwick Economics Research Paper Series (TWERPS) 512, University of Warwick, Department of Economics.
  • Boero, Gianna & Torricelli, Costanza, 1998. "Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: some comparative evidence," Economic Research Papers 268794, University of Warwick - Department of Economics.
• Joseph Atta-Mensah & Greg Tkacz, 1998. "Predicting Canadian Recessions Using Financial Variables: A Probit Approach," Staff Working Papers 98-5, Bank of Canada.
• María C. Manzano & Isabel Sánchez, 1998. "Indicators of Short-Term Interest Rate Expectations. The Information Contained in the Options Market," Working Papers 9816, Banco de España.
• Fornari, F. & Violi, R., 1998. "The Probability Density Function of Interest Rates Implied in the Price of Options," Papers 339, Banca Italia - Servizio di Studi.
  • Fabio Fornari & Roberto Violi, 1998. "The Probability Density Function of Interest Rates Implied in the Price of Options," Temi di discussione (Economic working papers) 339, Bank of Italy, Economic Research and International Relations Area.
• Backus, David & Foresi, Silverio & Zin, Stanley, 1998. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(1), pages 13-26, January.
  • Backus, D.K. & Foresi, S. & Zin, S.E., 1994. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Papers 95-02, Columbia - Graduate School of Business.
  • David Backus & Silverio Foresi & Stanley Zin, 1996. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," NBER Working Papers 5638, National Bureau of Economic Research, Inc.
  • David K. Backus & Silverio Foresi & Stanley E. Zin, 1994. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Working Papers 94-28, New York University, Leonard N. Stern School of Business, Department of Economics.
  • 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 96-8, New York University, Leonard N. Stern School of Business-.
• Hautcoeur, Pierre-Cyrille & Sicsic, Pierre, 1999. "Threat of a capital levy, expected devaluation and interest rates in France during the interwar period," European Review of Economic History, Cambridge University Press, vol. 3(1), pages 25-56, April.
  • 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 98-01, DELTA (Ecole normale supérieure).
  • Hautcoeur, P-C. & Sicsic, P., 1998. "Threat of a Capital Levy, Expected Devaluation and Interest Rates in France during the Interwar Period," Working papers 50, Banque de France.
• Michael Rockinger & S. Coutant & Eric Jondeau, 1998. "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working Papers hal-00601499, HAL.
  • Coutant, S. & Jondeau, E. & Rockinger, M., 1998. "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working papers 54, Banque de France.
• Jondeau, E. & Sedillot, F., 1998. "La prevision des taux longs fran ais et allemands a partir d'un modele a anticipations rationnelles," Working papers 55, Banque de France.
• Ford, J.L. & Cadle, P.J. & Kataoka, Y., 1998. "Yield Spreads and Short-Term Interest Rate Movements in the Tokyo Money Market and the Actions of the Bank of Japan: November 1993 to March 1996," Discussion Papers 98-11, Department of Economics, University of Birmingham.
• Basma Bekdache & Christopher F. Baum, 1998. "Modeling fixed income excess returns," Boston College Working Papers in Economics 409, Boston College Department of Economics, revised 14 Apr 2000.
• Oriana Bandiera & Gerard Caprio & Patrick Honohan & Fabio Schiantarelli, 2000. "Does Financial Reform Raise or Reduce Saving?," The Review of Economics and Statistics, MIT Press, vol. 82(2), pages 239-263, May.
  • Oriana Bandiera & Gerard Caprio Jr. & Patrick Honohan & Fabio Schiantarelli, 1998. "Does Financial Reform Raise or Reduce Savings?," Boston College Working Papers in Economics 413, Boston College Department of Economics.
• Mauricio Cárdenas & Zeinab Partow, 1998. "¿Importa la independencia? el caso del Banco Central colombiano," Coyuntura Económica, Fedesarrollo, June.
• Söderlind, Paul, 1998. "Extracting Expectations about 1992 UK Monetary Policy from Option Prices," CEPR Discussion Papers 1823, C.E.P.R. Discussion Papers.
• Sicsic, Pierre, 1998. "Threat of a Capital Levy, Expected Devaluation and Interest Rates in Inter-War France," CEPR Discussion Papers 1824, C.E.P.R. Discussion Papers.
• Bernard, Henri & Gerlach, Stefan, 1998. "Does the Term Structure Predict Recessions? The International Evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(3), pages 195-215, July.
  • Henri Bernard & Stefan Gerlach, 1996. "Does the term structure predict recessions? The international evidence," BIS Working Papers 37, Bank for International Settlements.
  • Bernard, Henri J & Gerlach, Stefan, 1998. "Does the Term Structure Predict Recessions? The International Evidence," CEPR Discussion Papers 1892, C.E.P.R. Discussion Papers.
• Coutant, Sophie & Jondeau, Eric & Rockinger, Michael, 1998. "Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election," CEPR Discussion Papers 2010, C.E.P.R. Discussion Papers.
• Frank F. Gong & Eli M. Remolona & Michael Wickens, 1998. "What was the market's view of U.K. monetary policy? Estimating inflation risk and expected inflation with indexed bonds," Staff Reports 57, Federal Reserve Bank of New York.
  • 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 2022, C.E.P.R. Discussion Papers.
• O. Scaillet & J.-L. Prigent & J.-P. Lesne, 2000. "Convergence of discrete time option pricing models under stochastic interest rates," Finance and Stochastics, Springer, vol. 4(1), pages 81-93.
  • Jean-Philippe Lesne & Jean-Luc Prigent & Olivier Scaillet, 1998. "Convergence of Discrete Time Option Pricing Models Under Stochastic Interest Rates," Working Papers 98-51, Center for Research in Economics and Statistics.
  • J.-P. Lesne & Jean-Luc Prigent & O. Scaillet, 2000. "Convergence of discrete time option pricing models under stochastic interest rates," Post-Print hal-03679673, HAL.
• Jovanovic, Boyan & Ueda, Masako, 1998. "Stock-Returns and Inflation in a Principal-Agent Economy," Journal of Economic Theory, Elsevier, vol. 82(1), pages 223-247, September.
  • Jovanovic, B. & Ueda, M., 1998. "Stock-Returns and Inflation in a Principal-Agent Economy," Working Papers 98-15, C.V. Starr Center for Applied Economics, New York University.
• Hautcoeur, Pierre-Cyrille & Sicsic, Pierre, 1999. "Threat of a capital levy, expected devaluation and interest rates in France during the interwar period," European Review of Economic History, Cambridge University Press, vol. 3(1), pages 25-56, April.
  • Hautcoeur, P-C. & Sicsic, P., 1998. "Threat of a Capital Levy, Expected Devaluation and Interest Rates in France during the Interwar Period," Working papers 50, Banque de France.
  • 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 98-01, DELTA (Ecole normale supérieure).
• Jovanovic, Boyan & Ueda, Masako, 1998. "Stock-Returns and Inflation in a Principal-Agent Economy," Journal of Economic Theory, Elsevier, vol. 82(1), pages 223-247, September.
  • Jovanovic, B. & Ueda, M., 1998. "Stock-Returns and Inflation in a Principal-Agent Economy," Working Papers 98-15, C.V. Starr Center for Applied Economics, New York University.
• Canzoneri, Matthew B. & Dellas, Harris, 1998. "Real interest rates and central bank operating procedures," Journal of Monetary Economics, Elsevier, vol. 42(3), pages 471-494, October.
  • Canzoneri, Matthew B & Dellas, Harris, 1995. "Real Interest Rates and Central Bank Operating Procedures," CEPR Discussion Papers 1099, C.E.P.R. Discussion Papers.
• Richard J. Cebula, 1998. "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," Review of Financial Economics, John Wiley & Sons, vol. 7(1), pages 55-64.
  • Cebula, Richard J., 1998. "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," Review of Financial Economics, Elsevier, vol. 7(1), pages 55-64.
  • 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 50976, University Library of Munich, Germany.
• João Marcus M. Nunes, 1998. "The U.S. economy: are analysts missing the point?," Brazilian Journal of Political Economy, Center of Political Economy, vol. 18(1), pages 43-56.
• Täppinen, Jan, 1998. "Interest Rate Forecasting with Neural Networks," Discussion Papers 170, VATT Institute for Economic Research.
• Jeffrey C. Fuhrer, 1998. "An Optimising Model for Monetary Policy Analysis: Can Habit Formation Help?," RBA Research Discussion Papers rdp9812, Reserve Bank of Australia.
  • Jeffrey C. Fuhrer, 1998. "An optimizing model for monetary policy analysis: can habit formation help?," Working Papers 98-1, Federal Reserve Bank of Boston.
• 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 2022, C.E.P.R. Discussion Papers.
  • Frank F. Gong & Eli M. Remolona & Michael Wickens, 1998. "What was the market's view of U.K. monetary policy? Estimating inflation risk and expected inflation with indexed bonds," Staff Reports 57, Federal Reserve Bank of New York.
• Ngugi, R.W. & Kabubo, J.W., 1998. "Financial Sector Reforms and Interest Rate Liberalization: The Kenya Experience," Papers 72, African Economic Research Consortium.
• Fabio Fornari & Roberto Violi, 1998. "The Probability Density Function of Interest Rates Implied in the Price of Options," Temi di discussione (Economic working papers) 339, Bank of Italy, Economic Research and International Relations Area.
  • Fornari, F. & Violi, R., 1998. "The Probability Density Function of Interest Rates Implied in the Price of Options," Papers 339, Banca Italia - Servizio di Studi.
• Glasserman, P. & Zhao, X., 1998. "Arbitrage-Free Discretization of Lognormal Forward Libor and Swap Rate Models," Papers 98-09, Columbia - Graduate School of Business.
• Martin L. Weitzman, 2001. "Gamma Discounting," American Economic Review, American Economic Association, vol. 91(1), pages 260-271, March.
  • Martin L. Weitzman, 1998. "Gamma Discounting," Harvard Institute of Economic Research Working Papers 1843, Harvard - Institute of Economic Research.
• Shearer, P.R., 1998. "Yield Gap Momentum as a Leading Indicator to Predict Turning Points in Industrial Production Growth," Papers 1998:21, University of Hertfordshire - Business Schoool.
• Podevin, M., 1998. "Interaction entre taux d'interet allemands et francais: Un reexamen de l'hypothese de dominance allemande," Papiers d'Economie Mathématique et Applications 98.27, Université Panthéon-Sorbonne (Paris 1).
• Taylor, John B., 1999. "The robustness and efficiency of monetary policy rules as guidelines for interest rate setting by the European central bank," Journal of Monetary Economics, Elsevier, vol. 43(3), pages 655-679, June.
  • Taylor, John B., 1998. "The Robustness and Efficiency of Monetary Policy Rules as Guidelines for Interest Rate Setting by the European Central Bank," Seminar Papers 649, Stockholm University, Institute for International Economic Studies.
  • Taylor, J.B., 1998. "The Robustness and Efficiency of Monetary Policy Rules as Guidelines for Interest Rate Setting by European Central Bank," Papers 649, Stockholm - International Economic Studies.
• Coutant, S. & Jondeau, E. & Rockinger, M., 1998. "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working papers 54, Banque de France.
  • Michael Rockinger & S. Coutant & Eric Jondeau, 1998. "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working Papers hal-00601499, HAL.
• Säfvenblad, Patrik, 1998. "The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market," SSE/EFI Working Paper Series in Economics and Finance 240, Stockholm School of Economics.
• Tore Ellingsen & Ulf Soderstrom, 2001. "Monetary Policy and Market Interest Rates," American Economic Review, American Economic Association, vol. 91(5), pages 1594-1607, December.
  • Ellingsen, Tore & Söderström, Ulf, 1998. "Monetary Policy and Market Interest Rates," SSE/EFI Working Paper Series in Economics and Finance 242, Stockholm School of Economics, revised 08 Mar 1999.
• Bernard, Henri & Gerlach, Stefan, 1998. "Does the Term Structure Predict Recessions? The International Evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(3), pages 195-215, July.
  • Henri Bernard & Stefan Gerlach, 1996. "Does the term structure predict recessions? The international evidence," BIS Working Papers 37, Bank for International Settlements.
  • Bernard, Henri J & Gerlach, Stefan, 1998. "Does the Term Structure Predict Recessions? The International Evidence," CEPR Discussion Papers 1892, C.E.P.R. Discussion Papers.
• Franco Parisi, 1998. "Tasas de Interés Nominal de Corto Plazo en Chile: Una Comparación Empírica de sus Modelos," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 35(105), pages 161-182.
• Ryuzo Miyao, 1998. "Note on the Stability of Long-Run Money Demand: Is the Interest Elasticity Really Constant?," Discussion Paper Series 94, Research Institute for Economics & Business Administration, Kobe University.
• Payeras Llodrá, M., 1998. "La internacionalización de la estructura temporal de tipos de interés española," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 10, pages 89-120, Diciembre.
• Balduzzi, Pierluigi, et al, 1998. "Interest Rate Targeting and the Dynamics of Short-Term Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 30(1), pages 26-50, February.
  • Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi & Leora Klapper, 1997. "Interest Rate Targeting and the Dynamics of Short-Term Rates," NBER Working Papers 5944, National Bureau of Economic Research, Inc.
• Olan Henry, 1999. "The volatility of US term structure term premia 1952 - 1991," Applied Financial Economics, Taylor & Francis Journals, vol. 9(3), pages 263-271.
  • Henry, O.T., 1998. "The Volatility of U.S. Term Structure Term Premia 1952-1991," Department of Economics - Working Papers Series 620, The University of Melbourne.
• Guest, R.G. & McDonald, I.M., 1998. "Simulating Optimal Consumption Paths in a Small Open Economy with Uzawa Preferences," Department of Economics - Working Papers Series 639, The University of Melbourne.
• Marie Podevin, 1998. "Interaction entre taux d'intérêt allemands et français : un réexamen de l'hypothèse de dominance allemande," Cahiers de la Maison des Sciences Economiques 98027, Université Panthéon-Sorbonne (Paris 1).
• Francisco J. Ruge-Murcia, 2000. "Uncovering financial markets' beliefs about inflation targets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 483-512.
  • Ruge-Murcia, F.J., 1998. "Uncovering Financial Markets Beliefs About Inflation Targets," Cahiers de recherche 9803, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • RUGE-MURCIA, Francisco J., 1998. "Uncovering Financial Markets Beliefs About Inflation Targets," Cahiers de recherche 9803, Universite de Montreal, Departement de sciences economiques.
• Francisco J. Ruge-Murcia, 2000. "Uncovering financial markets' beliefs about inflation targets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 483-512.
  • RUGE-MURCIA, Francisco J., 1998. "Uncovering Financial Markets Beliefs About Inflation Targets," Cahiers de recherche 9803, Universite de Montreal, Departement de sciences economiques.
  • Ruge-Murcia, F.J., 1998. "Uncovering Financial Markets Beliefs About Inflation Targets," Cahiers de recherche 9803, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Oscar Bajo & Vicente Esteve, 1998. "¿Existe un efecto Fisher en el largo plazo? Evidencia para la economía española, 1962-1996," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 9810, Departamento de Economía - Universidad Pública de Navarra.
• Backus, David & Foresi, Silverio & Mozumdar, Abon & Wu, Liuren, 2001. "Predictable changes in yields and forward rates," Journal of Financial Economics, Elsevier, vol. 59(3), pages 281-311, March.
  • David Backus & Silverio Foresi & Abon Mozumdar & Liuren Wu, 1998. "Predictable Changes in Yields and Forward Rates," NBER Working Papers 6379, National Bureau of Economic Research, Inc.
• David K. Backus & Silverio Foresi & Chris Telmer, "undated". "Discrete time models of bond pricing," GSIA Working Papers 251, Carnegie Mellon University, Tepper School of Business.
  • David Backus & Silverio Foresi & Chris I. Telmer, 1998. "Discrete-Time Models of Bond Pricing," NBER Working Papers 6736, National Bureau of Economic Research, Inc.
• Leo Krippner, 1998. "Testing the predictive power of New Zealand bank bill futures rates," Reserve Bank of New Zealand Discussion Paper Series G98/8, Reserve Bank of New Zealand.
• Daniel C. Hardy, 1998. "Anticipation and Surprises in Central Bank Interest Rate Policy: The Case of the Bundesbank," IMF Staff Papers, Palgrave Macmillan, vol. 45(4), pages 647-671, December.
• Jeffrey C. Fuhrer, 1998. "An optimizing model for monetary policy analysis: can habit formation help?," Working Papers 98-1, Federal Reserve Bank of Boston.
  • Jeffrey C. Fuhrer, 1998. "An Optimising Model for Monetary Policy Analysis: Can Habit Formation Help?," RBA Research Discussion Papers rdp9812, Reserve Bank of Australia.

1997

• Prigent, J.L., 1997. "Incomplete Markets: Convergence of Options Values under the Minimal Martingale Measure. The Multidimensional Case," Papers 9735, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  • J. L. Prigent, 1997. "Incomplete markets : Convergence of options values under the minimal martingale measure. The multidimensional case," THEMA Working Papers 97-35, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• 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 9711, University of Exeter, Department of Economics.
• Angeloni, I. & Violi, R., 1997. "Long-Term Interest Rate Convergence in Europe and the Probability of EMU," Papers 322, Banca Italia - Servizio di Studi.
• Balmaseda, M. & Braun, R.A. & Nieto, E., 1997. "Monetary Policy and the Term Structure of Interest Rates," Papers 9720, Centro de Estudios Monetarios Y Financieros-.
• 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 97/11, College Dublin, Department of Political Economy-.
• Lesne, J.P. & Prigent, J.L. & Scaillet, O., 1997. "Convergence of Discrete Time Options Pricing Models under Stochastic Rates," Papers 9734, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
• J. L. Prigent, 1997. "Incomplete markets : Convergence of options values under the minimal martingale measure. The multidimensional case," THEMA Working Papers 97-35, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Prigent, J.L., 1997. "Incomplete Markets: Convergence of Options Values under the Minimal Martingale Measure. The Multidimensional Case," Papers 9735, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
• Elvezio Ronchetti & Fabio Trojani, 1997. "Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 97.02, Institut d'Economie et Econométrie, Université de Genève.
• Roszbach, Kasper, 1997. "Reaction Function Estimation when Central Banks Face Adjustment Costs," SSE/EFI Working Paper Series in Economics and Finance 155, Stockholm School of Economics.
• Alexius, Annika & Sellin, Peter, 1999. "A Latent Factor Model of European Exchange Rate Risk Premia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 4(3), pages 217-227, July.
  • Alexius, Annika & Sellin, Peter, 1997. "A Latent Factor Model of European Exchange Rate Risk Premia," SSE/EFI Working Paper Series in Economics and Finance 156, Stockholm School of Economics.
• Soderlind, Paul, 2001. "Monetary policy and the Fisher effect," Journal of Policy Modeling, Elsevier, vol. 23(5), pages 491-495, July.
  • Söderlind, Paul, 1997. "Monetary Policy and the Fisher Effect," CEPR Discussion Papers 1610, C.E.P.R. Discussion Papers.
  • Söderlind, Paul, 1997. "Monetary Policy and the Fisher Effect," SSE/EFI Working Paper Series in Economics and Finance 159, Stockholm School of Economics, revised 04 Mar 1999.
• Björk, Tomas & Gombani, Andrea, 1997. "Minimal Realizations of Forward Rates," SSE/EFI Working Paper Series in Economics and Finance 182, Stockholm School of Economics.
• Tomas Björk & Bent Jesper Christensen, 1999. "Interest Rate Dynamics and Consistent Forward Rate Curves," Mathematical Finance, Wiley Blackwell, vol. 9(4), pages 323-348, October.
  • Björk, Tomas & Christensen, Bent Jesper, 1997. "Interest Rate Dynamics and Consistent Forward Rate Curves," SSE/EFI Working Paper Series in Economics and Finance 209, Stockholm School of Economics.
• Söderlind, Paul, 1997. "Market Expectations in the UK Before and After the ERM Crisis," SSE/EFI Working Paper Series in Economics and Finance 210, Stockholm School of Economics, revised 19 Mar 1999.
• Söderlind, Paul, 1995. "Forward Interest Rates as Indicators of Inflation Expectations," CEPR Discussion Papers 1313, C.E.P.R. Discussion Papers.
  • Söderlind, Paul, 1997. "Forward Interest Rates as Indicators of Inflation Expectations," Seminar Papers 594, Stockholm University, Institute for International Economic Studies.
  • Soderlind, P., 1995. "Forward Interest Rates as Indicators of Inflation Expectations," Papers 594, Stockholm - International Economic Studies.
• Soderlind, Paul & Svensson, Lars, 1997. "New techniques to extract market expectations from financial instruments," Journal of Monetary Economics, Elsevier, vol. 40(2), pages 383-429, October.
  • 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 142, Stockholm School of Economics.
  • Söderlind, Paul & Svensson, Lars E.O., 1997. "New Techniques to Extract Market Expectations from Financial Instruments," Seminar Papers 621, Stockholm University, Institute for International Economic Studies.
  • Söderlind, Paul & Svensson, Lars E O, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," CEPR Discussion Papers 1556, C.E.P.R. Discussion Papers.
  • Soderlind, P & Svensson, L-E-O, 1996. "New Techniques to Extract Market Expectations from Financial Instruments," Papers 621, Stockholm - International Economic Studies.
  • Paul Soderlind & Lars E. O. Svensson, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," NBER Working Papers 5877, National Bureau of Economic Research, Inc.
• David Barr & John Campbell, "undated". "Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices," CERF Discussion Paper Series 95-09, Economics and Finance Section, School of Social Sciences, Brunel University.
  • 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 3163261, Harvard University Department of Economics.
  • 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 5821, National Bureau of Economic Research, Inc.
• 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, vol. 15(1), pages 1-25, May.
• Paul Klemperer & Jeremy Bulow, 1999. "The Generalized War of Attrition," American Economic Review, American Economic Association, vol. 89(1), pages 175-189, March.
  • Jeremy I. Bulow & Paul Klemperer, 1996. "The Generalized War of Attrition," Cowles Foundation Discussion Papers 1142, Cowles Foundation for Research in Economics, Yale University.
  • Jeremy Bulow & Paul Klemperer, 1997. "The Generalized War of Attrition," NBER Working Papers 5872, National Bureau of Economic Research, Inc.
  • Paul Klemperer & Jeremy Bulow, 1999. "The Generalized War of Attrition," Game Theory and Information 9901004, University Library of Munich, Germany.
  • Bulow, Jeremy I. & Klemperer, Paul, 1997. "The Generalized War of Attrition," CEPR Discussion Papers 1564, C.E.P.R. Discussion Papers.
• Soderlind, Paul & Svensson, Lars, 1997. "New techniques to extract market expectations from financial instruments," Journal of Monetary Economics, Elsevier, vol. 40(2), pages 383-429, October.
  • 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 142, Stockholm School of Economics.
  • Paul Soderlind & Lars E. O. Svensson, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," NBER Working Papers 5877, National Bureau of Economic Research, Inc.
  • Söderlind, Paul & Svensson, Lars E O, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," CEPR Discussion Papers 1556, C.E.P.R. Discussion Papers.
  • Soderlind, P & Svensson, L-E-O, 1996. "New Techniques to Extract Market Expectations from Financial Instruments," Papers 621, Stockholm - International Economic Studies.
  • Söderlind, Paul & Svensson, Lars E.O., 1997. "New Techniques to Extract Market Expectations from Financial Instruments," Seminar Papers 621, Stockholm University, Institute for International Economic Studies.
• Balduzzi, Pierluigi, et al, 1998. "Interest Rate Targeting and the Dynamics of Short-Term Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 30(1), pages 26-50, February.
  • Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi & Leora Klapper, 1997. "Interest Rate Targeting and the Dynamics of Short-Term Rates," NBER Working Papers 5944, National Bureau of Economic Research, Inc.
• Rebelo, Sergio & Xie, Danyang, 1999. "On the optimality of interest rate smoothing," Journal of Monetary Economics, Elsevier, vol. 43(2), pages 263-282, April.
  • Rebelo, S. & Xie, D., 1996. "On the Optimality of Interest Rate Smoothing," RCER Working Papers 427, University of Rochester - Center for Economic Research (RCER).
  • Sergio Rebelo & Danyang Xie, 1997. "On the Optimality of Interest Rate Smoothing," NBER Working Papers 5947, National Bureau of Economic Research, Inc.
• Menzie D. Chinn & Michael P. Dooley, 1997. "Monetary Policy in Japan, Germany and the United States: Does One Size Fit All?," NBER Working Papers 6092, National Bureau of Economic Research, Inc.
• Richard J. Cebula, 1998. "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," Review of Financial Economics, John Wiley & Sons, vol. 7(1), pages 55-64.
  • Cebula, Richard J., 1998. "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," Review of Financial Economics, Elsevier, vol. 7(1), pages 55-64.
  • 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 50976, University Library of Munich, Germany.
• 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, vol. 50(202), pages 325-336.
  • R.J. Cebula, 1997. "Government deficit, ex post real long-term interest rates and causality," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 50(202), pages 325-336.
• R.J. Cebula, 1997. "Government deficit, ex post real long-term interest rates and causality," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 50(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, vol. 50(202), pages 325-336.
• Hosek, William R. & Zahn, Frank, 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, vol. 50(3), pages 427-436.
• Gerlach, Stefan, 1997. "The Information Content of the Term Structure: Evidence for Germany," Empirical Economics, Springer, vol. 22(2), pages 161-179.
  • Gerlach, Stefan, 1995. "The Information Content of the Term Structure: Evidence for Germany," CEPR Discussion Papers 1264, C.E.P.R. Discussion Papers.
  • Stefan Gerlach, 1995. "The information content of the term structure: evidence for Germany," BIS Working Papers 29, Bank for International Settlements.
• Giovanni Di Masi & Tomas Björk & Wolfgang Runggaldier & Yuri Kabanov, 1997. "Towards a general theory of bond markets (*)," Finance and Stochastics, Springer, vol. 1(2), pages 141-174.
  • Björk, Tomas & di Masi, Giovanni & Kabanov, Yuri & Runggaldier, Wolfgang, 1996. "Towards a General Theory of Bond Markets," SSE/EFI Working Paper Series in Economics and Finance 143, Stockholm School of Economics.
• Marek Rutkowski & Marek Musiela, 1997. "Continuous-time term structure models: Forward measure approach (*)," Finance and Stochastics, Springer, vol. 1(4), pages 261-291.
• Farshid Jamshidian, 1997. "LIBOR and swap market models and measures (*)," Finance and Stochastics, Springer, vol. 1(4), pages 293-330.
• Beniamin Goldys, 1997. "A note on pricing interest rate derivatives when forward LIBOR rates are lognormal," Finance and Stochastics, Springer, vol. 1(4), pages 345-352.
• Stefan R. Jaschke, 1997. "Arbitrage bounds for the term structure of interest rates," Finance and Stochastics, Springer, vol. 2(1), pages 29-40.
• Canova, Fabio & Nicoló, Gianni De, 2000. "Stock Returns, Term Structure, Inflation, And Real Activity: An International Perspective," Macroeconomic Dynamics, Cambridge University Press, vol. 4(3), pages 343-372, September.
  • Canova, Fabio & de Nicolò, Gianni, 1997. "Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective," CEPR Discussion Papers 1614, C.E.P.R. Discussion Papers.
  • Fabio Canova & Gianni de Nicolo, 1997. "Stock returns, term structure, inflation and real activity: An international perspective," Economics Working Papers 203, Department of Economics and Business, Universitat Pompeu Fabra.
• Manuel Moreno, 1997. "Risk management under a two-factor model of the term structure of interest rates," Economics Working Papers 254, Department of Economics and Business, Universitat Pompeu Fabra.
• Manuel Moreno, 1997. "On the relevance of modeling volatility for pricing purposes," Economics Working Papers 431, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 1999.
• Laidler, David, 1997. "The Wicksell Connection, The Quantity Theory and Keynes," University of Western Ontario, Departmental Research Report Series 9708, University of Western Ontario, Department of Economics.
• Border, Kim C. & Segal, Uzi, 1997. "Coherent Odds and Subjective Probability," University of Western Ontario, Departmental Research Report Series 9717, University of Western Ontario, Department of Economics.
  • Kim C. Border & Uzi Segal, 2001. "Coherent Odds and Subjective Probability," Boston College Working Papers in Economics 513, Boston College Department of Economics.
• Siklos, Pierre L. & Granger, Clive W.J., 1997. "Regime-Sensitive Cointegration With An Application To Interest-Rate Parity," Macroeconomic Dynamics, Cambridge University Press, vol. 1(3), pages 640-657, September.
  • Siklos, P.L. & Granger, C.W.J., 1997. "Regime Sensitive Cointegration with an Application to Interest rate Parity," Working Papers 97-5, Wilfrid Laurier University, Department of Economics.
• Jean-Philippe BOUCHAUD & Rama CONT & Nicole EL KAROUI & Marc POTTERS & Nicolas SAGNA, 1997. "Phenomenology of the interest curve," Finance 9712009, University Library of Munich, Germany.
• Jens Weidmann, 1997. "New Hope for the Fisher Effect? A Re-Examination Using Threshold Cointegration," Macroeconomics 9705005, University Library of Munich, Germany.
• Manfred J.M. Neumann & Jens Weidmann, 1997. "The Information Content of German Discount Rate Changes," Macroeconomics 9706006, University Library of Munich, Germany.
• Riedel, Frank, 1997. "A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds," SFB 373 Discussion Papers 1997,19, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Jim Day & Ron Lange, 1997. "The Structure of Interest Rates in Canada: Information Content about Medium-Term Inflation," Staff Working Papers 97-10, Bank of Canada.
• 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 97-18, Bank of Canada.
• 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 9710, Banco de España.
• Éric Jondeau & Roland Ricart, 1999. "Le contenu en information de la pente des taux : application au cas des titres publics français," Économie et Prévision, Programme National Persée, vol. 140(4), pages 1-20.
  • Jondeau, E. & Ricart, R., 1997. "Le contenu en information de la pente des taux : application au cas des titres publics fran ais," Working papers 43, Banque de France.
• Jondeau, E. & Ricart, R., 1997. "La Théorie des anticipations de la structure par terme : test partir des titres publics fran ais," Working papers 45, Banque de France.
• 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, vol. 20(3), pages 355-372, September.
  • John Barkoulas & Christopher F. Baum, 1996. "Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates," Boston College Working Papers in Economics 317., Boston College Department of Economics.
• 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, vol. 20(3), pages 355-372, September.
  • Barkoulas, John T & Baum, Christopher F, 1997. "Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(3), pages 355-372, Fall.
  • John Barkoulas & Christopher F. Baum, 1996. "Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates," Boston College Working Papers in Economics 317., Boston College Department of Economics.
• Basma Bekdache & Christopher F. Baum, "undated". "The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates," Computing in Economics and Finance 1997 72, Society for Computational Economics.
  • 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 372, Boston College Department of Economics.
• Sommer, Daniel, 1997. "Pricing and Hedging of Contingent Claims in Term Structure Models with Exogenous Issuing of New Bonds," Discussion Paper Serie B 397, University of Bonn, Germany.
• Park, S.B., 1997. "Cointegration and Market Efficiency: An Application to the Canadian Treasury Bill Market," Carleton Economic Papers 97-06, Carleton University, Department of Economics.
• Fedesarrollo, 1997. "Análisis Coyuntural. I. Petróleo. II. evolución reciente de la tasa de cambio en Colombia," Coyuntura Económica, Fedesarrollo, December.
• Soderlind, Paul & Svensson, Lars, 1997. "New techniques to extract market expectations from financial instruments," Journal of Monetary Economics, Elsevier, vol. 40(2), pages 383-429, October.
  • 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 142, Stockholm School of Economics.
  • Söderlind, Paul & Svensson, Lars E O, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," CEPR Discussion Papers 1556, C.E.P.R. Discussion Papers.
  • Soderlind, P & Svensson, L-E-O, 1996. "New Techniques to Extract Market Expectations from Financial Instruments," Papers 621, Stockholm - International Economic Studies.
  • Paul Soderlind & Lars E. O. Svensson, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," NBER Working Papers 5877, National Bureau of Economic Research, Inc.
  • Söderlind, Paul & Svensson, Lars E.O., 1997. "New Techniques to Extract Market Expectations from Financial Instruments," Seminar Papers 621, Stockholm University, Institute for International Economic Studies.
• Soderlind, Paul, 2001. "Monetary policy and the Fisher effect," Journal of Policy Modeling, Elsevier, vol. 23(5), pages 491-495, July.
  • Söderlind, Paul, 1997. "Monetary Policy and the Fisher Effect," SSE/EFI Working Paper Series in Economics and Finance 159, Stockholm School of Economics, revised 04 Mar 1999.
  • Söderlind, Paul, 1997. "Monetary Policy and the Fisher Effect," CEPR Discussion Papers 1610, C.E.P.R. Discussion Papers.
• Canova, Fabio & Nicoló, Gianni De, 2000. "Stock Returns, Term Structure, Inflation, And Real Activity: An International Perspective," Macroeconomic Dynamics, Cambridge University Press, vol. 4(3), pages 343-372, September.
  • Fabio Canova & Gianni de Nicolo, 1997. "Stock returns, term structure, inflation and real activity: An international perspective," Economics Working Papers 203, Department of Economics and Business, Universitat Pompeu Fabra.
  • Canova, Fabio & de Nicolò, Gianni, 1997. "Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective," CEPR Discussion Papers 1614, C.E.P.R. Discussion Papers.
• Driffill, John, 1997. "Real Interest Rates, Nominal Shocks, and Real Shocks," CEPR Discussion Papers 1647, C.E.P.R. Discussion Papers.
• Favero, Carlo A. & Giavazzi, Francesco & Iacone, Fabrizio & Guido Tabellini, 2000. "Extracting information from asset prices: The methodology of EMU calculators," European Economic Review, Elsevier, vol. 44(9), pages 1607-1632, October.
  • Carlo A. Favero & Francesco Giavazzi & Fabrizio Iacone & Guido Tabellini, "undated". "Extracting Information from Asset Prices: the Methodology of EMU Calculators," Working Papers 113, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Favero, Carlo A. & Giavazzi, Francesco & Iacone, Fabrizio & Tabellini, Guido, 1997. "Extracting Information from Asset Prices: The Methodology of EMU Calculators," CEPR Discussion Papers 1676, C.E.P.R. Discussion Papers.
• Kostas Tsatsaronis & Frank Smets, 1997. "Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States," BIS Working Papers 49, Bank for International Settlements.
  • 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 1758, C.E.P.R. Discussion Papers.
• Aprahamian, F. & Fiori, G. & Michel, P., 1995. "Structure des taux d'interet et consommation," G.R.E.Q.A.M. 95a42, Universite Aix-Marseille III.
  • Frédéric APRAHAMIAN & Georges FIORI & Philippe MICHEL, 1997. "Structure des taux d’intérêt et consommation," Discussion Papers (REL - Recherches Economiques de Louvain) 1997024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Siklos, Pierre L. & Granger, Clive W.J., 1997. "Regime-Sensitive Cointegration With An Application To Interest-Rate Parity," Macroeconomic Dynamics, Cambridge University Press, vol. 1(3), pages 640-657, September.
  • Siklos, P.L. & Granger, C.W.J., 1997. "Regime Sensitive Cointegration with an Application to Interest rate Parity," Working Papers 97-5, Wilfrid Laurier University, Department of Economics.
• Balduzzi, Pierluigi & Bertola, Giuseppe & Foresi, Silverio, 1997. "A model of target changes and the term structure of interest rates," Journal of Monetary Economics, Elsevier, vol. 39(2), pages 223-249, July.
  • Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi, 1993. "A Model of Target Changes and the Term Structure of Interest Rates," NBER Working Papers 4347, National Bureau of Economic Research, Inc.
• Soderlind, Paul & Svensson, Lars, 1997. "New techniques to extract market expectations from financial instruments," Journal of Monetary Economics, Elsevier, vol. 40(2), pages 383-429, October.
  • 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 142, Stockholm School of Economics.
  • Söderlind, Paul & Svensson, Lars E O, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," CEPR Discussion Papers 1556, C.E.P.R. Discussion Papers.
  • Soderlind, P & Svensson, L-E-O, 1996. "New Techniques to Extract Market Expectations from Financial Instruments," Papers 621, Stockholm - International Economic Studies.
  • Paul Soderlind & Lars E. O. Svensson, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," NBER Working Papers 5877, National Bureau of Economic Research, Inc.
  • Söderlind, Paul & Svensson, Lars E.O., 1997. "New Techniques to Extract Market Expectations from Financial Instruments," Seminar Papers 621, Stockholm University, Institute for International Economic Studies.

1996

• Nicholas Ricketts, 1996. "Real short-term interest rates and expected inflation: Measurement and interpretation," Bank of Canada Review, Bank of Canada, vol. 1996(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, vol. 1996(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 9633, Banco de España.
• Jondeau, E. & Ricart, R., 1996. "The Expectation Theory: Tests on French, German, and American Euro-Rates," Working papers 35, Banque de France.
• Christopher F. Baum & John Barkoulas, 1996. "Time‐varying risk premia in the foreign currency futures basis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(7), pages 735-755, October.
  • John Barkoulas & Christopher F. Baum, 1996. "Time-Varying Risk Premia in the Foreign Currency Futures Basis," Boston College Working Papers in Economics 281., Boston College Department of Economics.
• John Barkoulas & Christopher F. Baum & Atreya Chakraborty, 1996. "Nearest-Neighbor Forecasts of U.S. Interest Rates," Boston College Working Papers in Economics 313., Boston College Department of Economics, 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 315., Boston College Department of Economics.
• 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, vol. 20(3), pages 355-372, September.
  • John Barkoulas & Christopher F. Baum, 1996. "Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates," Boston College Working Papers in Economics 317., Boston College Department of Economics.
• John Barkoulas & Christopher F. Baum & Joseph Onochie, 1996. "Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate," Boston College Working Papers in Economics 320., Boston College Department of Economics.
• Axel Cron, Jens Weidmann, 1996. "German Unification and the EMS: A Non-Parametric Approach to the Asymmetry Question," Discussion Paper Serie B 353, University of Bonn, Germany.
• Christopeit, Norbert, 1996. "Optimal Control of Linear Systems with Time Varying Drift Parameters: the Gaussian Case," Discussion Paper Serie B 358, University of Bonn, Germany.
• Manfred J. M Neumann & Jens Weidmann, 1996. "The Information Content of German Discount Rate Changes," Discussion Paper Serie B 367, University of Bonn, Germany.
• Cron, Axel & Jens Weidmann, 1996. "Puzzling Integratedness of Interest Rates: A Case for Nonparametric Threshold Cointegration?," Discussion Paper Serie B 371, University of Bonn, Germany.
• Goldys, B. & M. Musiela & D. Sondermann, 1996. "Lognormality of Rates and Term Structure Models," Discussion Paper Serie B 394, University of Bonn, Germany.
• Darvas, Zsolt, 1996. "Exchange Rate Premia and the Credibility of the Crawling Target Zone in Hungary," CEPR Discussion Papers 1307, C.E.P.R. Discussion Papers.
• 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 1456, C.E.P.R. Discussion Papers.
• Willem Naudé, 1996. "Financial liberalisation and interest rate risk management in sub-Saharan Africa," CSAE Working Paper Series 1996-12, Centre for the Study of African Economies, University of Oxford.
• Tzavalis, Elias & Wickens, M. R., 1996. "Forecasting inflation from the term structure," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 103-122, May.
  • Tzavalis, E. & Wickens, M.R., 1995. "Forecasting Inflation from the Term Structure," Discussion Papers 9519, University of Exeter, Department of Economics.
• Artus, P., 1996. "Taux d'interet reels et inflation," Papers 1996-04/f, Caisse des Depots et Consignations - Cahiers de recherche.
• Beim, D-O, 1996. "The Prime Premium : Is Relationship Banking Too Costly for Some?," Papers 96-22, Columbia - Graduate School of Business.
• Fell, J.P.C., 1996. "The Role of Short Rates and Foreign Long Rates in the Determination of Long-Term Interest Rates," Papers 4, European Monetary Institute.
• Fell, J.P.C. & Levy, A., 1996. "Issues in the ECU Markets and Some Tentative Explanations fro Some Apparent Puzzles," Papers 6, European Monetary Institute.
• Pierre-Olivier Gourinchas & Aaron Tornell, 1996. "Exchange Rate Dynamics and Learning," NBER Working Papers 5530, National Bureau of Economic Research, Inc.
  • Pierre-Olivier Gourinchas & Aaron Tornell, 1996. "Exchange Rate Dynamics and Learning," Harvard Institute of Economic Research Working Papers 1771, Harvard - Institute of Economic Research.
• Weitzman, Martin L., 1998. "On the welfare significance of national product under interest-rate uncertainty," European Economic Review, Elsevier, vol. 42(8), pages 1581-1594, September.
  • Martin L. Weitzman, 1996. "On the Welfare Significance of National Product Under Interest-Rate Uncertainty," Harvard Institute of Economic Research Working Papers 1776, Harvard - Institute of Economic Research.
• Monadjemi, M.S., 1996. "International Interest Rates Linkage: Evidence from OCDE Countries," Papers 96/24, New South Wales - School of Economics.
• Joyeux, R. & Worner, W.E., 1996. "Price and Change Rate determination Between Laos and Thailand," Papers 96/29, New South Wales - School of Economics.
• Backus, David & Foresi, Silverio & Zin, Stanley, 1998. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(1), pages 13-26, January.
  • Backus, D.K. & Foresi, S. & Zin, S.E., 1994. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Papers 95-02, Columbia - Graduate School of Business.
  • 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 96-8, New York University, Leonard N. Stern School of Business-.
  • David Backus & Silverio Foresi & Stanley Zin, 1996. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," NBER Working Papers 5638, National Bureau of Economic Research, Inc.
  • David K. Backus & Silverio Foresi & Stanley E. Zin, 1994. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Working Papers 94-28, New York University, Leonard N. Stern School of Business, Department of Economics.
• 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 96-12, Department of Economics at the University of Washington.
• Soderlind, Paul & Svensson, Lars, 1997. "New techniques to extract market expectations from financial instruments," Journal of Monetary Economics, Elsevier, vol. 40(2), pages 383-429, October.
  • Soderlind, P & Svensson, L-E-O, 1996. "New Techniques to Extract Market Expectations from Financial Instruments," Papers 621, Stockholm - International Economic Studies.
  • 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 142, Stockholm School of Economics.
  • Söderlind, Paul & Svensson, Lars E O, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," CEPR Discussion Papers 1556, C.E.P.R. Discussion Papers.
  • Paul Soderlind & Lars E. O. Svensson, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," NBER Working Papers 5877, National Bureau of Economic Research, Inc.
  • Söderlind, Paul & Svensson, Lars E.O., 1997. "New Techniques to Extract Market Expectations from Financial Instruments," Seminar Papers 621, Stockholm University, Institute for International Economic Studies.
• Ignazio Angeloni & Alessandro Prati, 1996. "The identification of liquidity effects in the EMS: Italy 1991–1992," Open Economies Review, Springer, vol. 7(3), pages 275-293, July.
• Krämer, Jörg W., 1996. "Determinants of the expected real long-term interest rates in the G7-countries," Kiel Working Papers 751, Kiel Institute for the World Economy.
• 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), vol. 0(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), vol. 0(11), pages 972-994.
• Ghysels, E. & Ng, S., 1996. "A Semi-Parametric Factor Model for Interest Rates," Cahiers de recherche 9612, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Ghysels, E. & Ng, S., 1996. "A Semi-Parametric Factor Model for Interest Rates," Cahiers de recherche 9612, Universite de Montreal, Departement de sciences economiques.
  • Eric Ghysels & Serena Ng, 1996. "A Semi-Parametric Factor Model for Interest Rates," CIRANO Working Papers 96s-18, CIRANO.
• Eric Ghysels & Serena Ng, 1996. "A Semi-Parametric Factor Model for Interest Rates," CIRANO Working Papers 96s-18, CIRANO.
  • Ghysels, E. & Ng, S., 1996. "A Semi-Parametric Factor Model for Interest Rates," Cahiers de recherche 9612, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Ghysels, E. & Ng, S., 1996. "A Semi-Parametric Factor Model for Interest Rates," Cahiers de recherche 9612, Universite de Montreal, Departement de sciences economiques.
• Backus, David & Foresi, Silverio & Zin, Stanley, 1998. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(1), pages 13-26, January.
  • Backus, D.K. & Foresi, S. & Zin, S.E., 1994. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Papers 95-02, Columbia - Graduate School of Business.
  • David Backus & Silverio Foresi & Stanley Zin, 1996. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," NBER Working Papers 5638, National Bureau of Economic Research, Inc.
  • David K. Backus & Silverio Foresi & Stanley E. Zin, 1994. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Working Papers 94-28, New York University, Leonard N. Stern School of Business, Department of Economics.
  • 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 96-8, New York University, Leonard N. Stern School of Business-.
• Wouter J. Den Haan, 1996. "Understanding Equilibrium Models with a Small and a Large Number of Agents," NBER Working Papers 5792, National Bureau of Economic Research, Inc.
• David Barr & John Campbell, "undated". "Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices," CERF Discussion Paper Series 95-09, Economics and Finance Section, School of Social Sciences, Brunel University.
  • 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 3163261, Harvard University Department of Economics.
  • 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 5821, National Bureau of Economic Research, Inc.
• Deriet, M. & Seccareccia, M., 1996. "Bank Markups, Horizontalism and the Significance of Banks's Liquidity Preference: An Empirical Assessment," Working Papers 9601e, University of Ottawa, Department of Economics.
• 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 51414, University Library of Munich, Germany.
• Lara D. Shore-Sheppard, 1996. "The Precision of Instrumental Variables Estimates With Grouped Data," Working Papers 753, Princeton University, Department of Economics, Industrial Relations Section..
• Lara Shore-Sheppard, 1996. "The Precision of Instrumental Variables Estimates With Grouped Data," Working Papers 753, Princeton University, Department of Economics, Industrial Relations Section..
• Alison Tarditi, 1996. "Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations," RBA Research Discussion Papers rdp9608, Reserve Bank of Australia.
• Rebelo, Sergio & Xie, Danyang, 1999. "On the optimality of interest rate smoothing," Journal of Monetary Economics, Elsevier, vol. 43(2), pages 263-282, April.
  • Rebelo, S. & Xie, D., 1996. "On the Optimality of Interest Rate Smoothing," RCER Working Papers 427, University of Rochester - Center for Economic Research (RCER).
  • Sergio Rebelo & Danyang Xie, 1997. "On the Optimality of Interest Rate Smoothing," NBER Working Papers 5947, National Bureau of Economic Research, Inc.
• 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), vol. 132(4), pages 675-689, December.
• Lemmen, J.J.G. & Eijffinger, S.C.W., 1995. "The fundamental determinants of financial integration in the European Union," Other publications TiSEM 0090a2e9-4071-45da-9fca-b, Tilburg University, School of Economics and Management.
  • Lemmen, J.J.G. & Eijffinger, S.C.W., 1996. "The Fundamental Determinants of Financial Integration in the European Union," Other publications TiSEM b994dede-d928-4b3b-bf51-7, Tilburg University, School of Economics and Management.
  • Lemmen, J.J.G. & Eijffinger, S.C.W., 1995. "The fundamental determinants of financial integration in the European Union," Discussion Paper 1995-117, Tilburg University, Center for Economic Research.
• Garcia, Rene & Perron, Pierre, 1996. "An Analysis of the Real Interest Rate under Regime Shifts," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 111-125, February.
  • Garcia, R. & Perron, P., 1990. "An Anlysis Of The Real Interest Rate Under Regime Shifts," Papers 353, Princeton, Department of Economics - Econometric Research Program.
  • Garcia, R. & Perron, P., 1991. "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche 9125, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Garcia, R. & Perron, P., 1994. "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche 9428, Universite de Montreal, Departement de sciences economiques.
  • Garcia, R. & Perron, P., 1994. "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche 9428, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • René Garcia & Pierre Perron, 1995. "An Analysis of the Real Interest Rate Under Regime Shifts," CIRANO Working Papers 95s-05, CIRANO.
  • Garcia, R. & Perron, P., 1991. "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche 9125, Universite de Montreal, Departement de sciences economiques.
• Brock, P.L., 1996. "High Real Interest rates and Banking Crisis in an Open Economy: A Case Study of Chile, 1975-1983," Working Papers 96-12, University of Washington, Department of Economics.
• Moreno, Manuel, 1995. "On the term structure of Interbank interest rates: jump-diffusion processes and option pricing," DES - Working Papers. Statistics and Econometrics. WS 7074, Universidad Carlos III de Madrid. Departamento de Estadística.
  • Manuel Moreno & Juan I. Peña, 1996. "On the term structure of Interbank interest rates: Jump-diffusion processes and option pricing," Economics Working Papers 191, Department of Economics and Business, Universitat Pompeu Fabra.
• Manuel Moreno, 2003. "A two‐mean reverting‐factor model of the term structure of interest rates," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(11), pages 1075-1105, November.
  • Manuel Moreno, 1996. "A two-mean reverting-factor model of the term structure of interest rates," Economics Working Papers 193, Department of Economics and Business, Universitat Pompeu Fabra.
• Christopher F. Baum & John Barkoulas, 1996. "Time‐varying risk premia in the foreign currency futures basis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(7), pages 735-755, October.
  • John Barkoulas & Christopher F. Baum, 1996. "Time-Varying Risk Premia in the Foreign Currency Futures Basis," Boston College Working Papers in Economics 281., Boston College Department of Economics.
• Krämer, Jörg W., 1996. "Determinants of the expected real long-term interest rates in the G7-countries," Kiel Working Papers 751, Kiel Institute for the World Economy (IfW Kiel).

1995

• Lemmen, J.J.G. & Eijffinger, S.C.W., 1995. "The fundamental determinants of financial integration in the European Union," Other publications TiSEM 0090a2e9-4071-45da-9fca-b, Tilburg University, School of Economics and Management.
  • Lemmen, J.J.G. & Eijffinger, S.C.W., 1996. "The Fundamental Determinants of Financial Integration in the European Union," Other publications TiSEM b994dede-d928-4b3b-bf51-7, Tilburg University, School of Economics and Management.
  • Lemmen, J.J.G. & Eijffinger, S.C.W., 1995. "The fundamental determinants of financial integration in the European Union," Discussion Paper 1995-117, Tilburg University, Center for Economic Research.
• Lemmen, J.J.G. & Eijffinger, S.C.W., 1995. "The fundamental determinants of financial integration in the European Union," Discussion Paper 1995-117, Tilburg University, Center for Economic Research.
  • Lemmen, J.J.G. & Eijffinger, S.C.W., 1995. "The fundamental determinants of financial integration in the European Union," Other publications TiSEM 0090a2e9-4071-45da-9fca-b, Tilburg University, School of Economics and Management.
  • Lemmen, J.J.G. & Eijffinger, S.C.W., 1996. "The Fundamental Determinants of Financial Integration in the European Union," Other publications TiSEM b994dede-d928-4b3b-bf51-7, Tilburg University, School of Economics and Management.
• Canova, Fabio & de Nicolò, Gianni, 1995. "The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination," CEPR Discussion Papers 1119, C.E.P.R. Discussion Papers.
  • Fabio Canova & Gianni De Nicolo, 1995. "The equity premium and the risk free rate: A cross country, cross maturity examination," Economics Working Papers 136, Department of Economics and Business, Universitat Pompeu Fabra.
• 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 ysm46, Yale School of Management.
• 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, vol. 9(3), pages 129-152, Summer.
  • John Y. Campbell, 1995. "Some Lessons from the Yield Curve," Harvard Institute of Economic Research Working Papers 1713, Harvard - Institute of Economic Research.
  • Campbell, John, 1995. "Some Lessons from the Yield Curve," Scholarly Articles 3163264, Harvard University Department of Economics.
  • John Y. Campbell, 1995. "Some Lessons from the Yield Curve," NBER Working Papers 5031, National Bureau of Economic Research, Inc.
• John B. Taylor, 1995. "The Monetary Transmission Mechanism: An Empirical Framework," Journal of Economic Perspectives, American Economic Association, vol. 9(4), pages 11-26, Fall.
  • John B. Taylor, 1995. "The monetary transmission mechanism: an empirical framework," Working Papers in Applied Economic Theory 95-07, Federal Reserve Bank of San Francisco.
• Calcagnini, G. & Hester, D.D., 1995. "Regulatory Change and Bank Profitability in Italy," Working papers 9515, Wisconsin Madison - Social Systems.
• 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, vol. 1994(Winter), pages 23-40.
• Christopeit, N. & V. L. Girko, 1995. "Minimax Estimator for linear models with nonrandom disturbances," Discussion Paper Serie B 359, University of Bonn, Germany.
• Garcia, Rene & Perron, Pierre, 1996. "An Analysis of the Real Interest Rate under Regime Shifts," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 111-125, February.
  • Garcia, R. & Perron, P., 1990. "An Anlysis Of The Real Interest Rate Under Regime Shifts," Papers 353, Princeton, Department of Economics - Econometric Research Program.
  • René Garcia & Pierre Perron, 1995. "An Analysis of the Real Interest Rate Under Regime Shifts," CIRANO Working Papers 95s-05, CIRANO.
  • Garcia, R. & Perron, P., 1991. "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche 9125, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Garcia, R. & Perron, P., 1994. "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche 9428, Universite de Montreal, Departement de sciences economiques.
  • Garcia, R. & Perron, P., 1994. "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche 9428, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Garcia, R. & Perron, P., 1991. "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche 9125, Universite de Montreal, Departement de sciences economiques.
• Allan W. Gregory & David G. Watt, 1995. "Sources of Variation in International Real Interest Rates," Canadian Journal of Economics, Canadian Economics Association, vol. 28(s1), pages 120-140, November.
  • Allan Gregory & David G. Watt, 1995. "Sources Of Variation In International Real Interest Rates," Working Paper 923, Economics Department, Queen's University.
• María Ripoll & Martha Misas & Enrique López, 1995. "Una Descripción del Ciclo Industrial en Colombia," Borradores de Economia 033, Banco de la Republica de Colombia.
  • Martha Misas A. & Marla Ripoll N. & Enrique López E., 1995. "Una Descripción Del Ciclo Industrial En Colombia," Borradores de Economia 3707, Banco de la Republica.
• Alejandro López M. & Juana Patricia Téllez, 1995. "Una Historia De Los Años Veinte Para Los Noventa," Borradores de Economia 3711, Banco de la Republica.
• Canzoneri, Matthew B. & Dellas, Harris, 1998. "Real interest rates and central bank operating procedures," Journal of Monetary Economics, Elsevier, vol. 42(3), pages 471-494, October.
  • Canzoneri, Matthew B & Dellas, Harris, 1995. "Real Interest Rates and Central Bank Operating Procedures," CEPR Discussion Papers 1099, C.E.P.R. Discussion Papers.
• Fabio Canova & Gianni De Nicolo, 1995. "The equity premium and the risk free rate: A cross country, cross maturity examination," Economics Working Papers 136, Department of Economics and Business, Universitat Pompeu Fabra.
  • Canova, Fabio & de Nicolò, Gianni, 1995. "The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination," CEPR Discussion Papers 1119, C.E.P.R. Discussion Papers.
• Gerlach, Stefan, 1997. "The Information Content of the Term Structure: Evidence for Germany," Empirical Economics, Springer, vol. 22(2), pages 161-179.
  • Stefan Gerlach, 1995. "The information content of the term structure: evidence for Germany," BIS Working Papers 29, Bank for International Settlements.
  • Gerlach, Stefan, 1995. "The Information Content of the Term Structure: Evidence for Germany," CEPR Discussion Papers 1264, C.E.P.R. Discussion Papers.
• Soderlind, P., 1995. "Forward Interest Rates as Indicators of Inflation Expectations," Papers 594, Stockholm - International Economic Studies.
  • Söderlind, Paul, 1995. "Forward Interest Rates as Indicators of Inflation Expectations," CEPR Discussion Papers 1313, C.E.P.R. Discussion Papers.
  • Söderlind, Paul, 1997. "Forward Interest Rates as Indicators of Inflation Expectations," Seminar Papers 594, Stockholm University, Institute for International Economic Studies.
• 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 7074, Universidad Carlos III de Madrid. Departamento de Estadística.
  • Manuel Moreno & Juan I. Peña, 1996. "On the term structure of Interbank interest rates: Jump-diffusion processes and option pricing," Economics Working Papers 191, Department of Economics and Business, Universitat Pompeu Fabra.
• 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, vol. 21(1), pages 67-81, Winter.
• Tzavalis, Elias & Wickens, M. R., 1996. "Forecasting inflation from the term structure," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 103-122, May.
  • Tzavalis, E. & Wickens, M.R., 1995. "Forecasting Inflation from the Term Structure," Discussion Papers 9519, University of Exeter, Department of Economics.
• Markku Lanne, 1995. "Co-integration and the term structure of Finnish short-term interest rates," Finnish Economic Papers, Finnish Economic Association, vol. 8(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, vol. 8(2), pages 108-115, Autumn.
• Ulf Söderström & Alexis Stenfors, 1995. "Explaining devaluation expectations in the EMS," Finnish Economic Papers, Finnish Economic Association, vol. 8(2), pages 63-81, Autumn.
  • Stenfors, Alexis & Söderström, Ulf, 1994. "Explaining Devaluation Expectations in the EMS," SSE/EFI Working Paper Series in Economics and Finance 20, Stockholm School of Economics.
• John B. Taylor, 1995. "The Monetary Transmission Mechanism: An Empirical Framework," Journal of Economic Perspectives, American Economic Association, vol. 9(4), pages 11-26, Fall.
  • John B. Taylor, 1995. "The monetary transmission mechanism: an empirical framework," Working Papers in Applied Economic Theory 95-07, Federal Reserve Bank of San Francisco.
• John Y. Campbell, 1995. "Some Lessons from the Yield Curve," Journal of Economic Perspectives, American Economic Association, vol. 9(3), pages 129-152, Summer.
  • John Y. Campbell, 1995. "Some Lessons from the Yield Curve," NBER Working Papers 5031, National Bureau of Economic Research, Inc.
  • John Y. Campbell, 1995. "Some Lessons from the Yield Curve," Harvard Institute of Economic Research Working Papers 1713, Harvard - Institute of Economic Research.
  • Campbell, John, 1995. "Some Lessons from the Yield Curve," Scholarly Articles 3163264, Harvard University Department of Economics.
• Lynch, G-J & Ewing, B-T, 1995. "Money Growth Variability and the Term Structure of Interest in Japan," Papers 95-005, Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).
• Söderlind, Paul, 1995. "Forward Interest Rates as Indicators of Inflation Expectations," CEPR Discussion Papers 1313, C.E.P.R. Discussion Papers.
  • Söderlind, Paul, 1997. "Forward Interest Rates as Indicators of Inflation Expectations," Seminar Papers 594, Stockholm University, Institute for International Economic Studies.
  • Soderlind, P., 1995. "Forward Interest Rates as Indicators of Inflation Expectations," Papers 594, Stockholm - International Economic Studies.
• John Y. Campbell, 1995. "Some Lessons from the Yield Curve," Journal of Economic Perspectives, American Economic Association, vol. 9(3), pages 129-152, Summer.
  • John Y. Campbell, 1995. "Some Lessons from the Yield Curve," Harvard Institute of Economic Research Working Papers 1713, Harvard - Institute of Economic Research.
  • Campbell, John, 1995. "Some Lessons from the Yield Curve," Scholarly Articles 3163264, Harvard University Department of Economics.
  • John Y. Campbell, 1995. "Some Lessons from the Yield Curve," NBER Working Papers 5031, National Bureau of Economic Research, Inc.
• Carlo Cottarelli & Giovanni Ferri & Andrea Generale, 1995. "Bank Lending Rates and Financial Structure in Italy: A Case Study," IMF Staff Papers, Palgrave Macmillan, vol. 42(3), pages 670-700, September.
  • Giovanni Ferri & Carlo Cottarelli & Andrea Generale, 1995. "Bank Lending Rates and Financial Structure in Italy; A Case Study," IMF Working Papers 95/38, International Monetary Fund.
• A. G. Malliaris & Mary E. Malliaris, 2005. "Decomposition of Inflation and its Volatility: A Stochastic Approach," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 5, pages 29-39, World Scientific Publishing Co. Pte. Ltd..
  • Malliaris, A G & Malliaris, Mary E, 1995. "Decomposition of Inflation and Its Volatility: A Stochastic Approach," Review of Quantitative Finance and Accounting, Springer, vol. 5(1), pages 93-103, March.
• John Y. Campbell, 1995. "Some Lessons from the Yield Curve," Journal of Economic Perspectives, American Economic Association, vol. 9(3), pages 129-152, Summer.
  • John Y. Campbell, 1995. "Some Lessons from the Yield Curve," Harvard Institute of Economic Research Working Papers 1713, Harvard - Institute of Economic Research.
  • John Y. Campbell, 1995. "Some Lessons from the Yield Curve," NBER Working Papers 5031, National Bureau of Economic Research, Inc.
  • Campbell, John, 1995. "Some Lessons from the Yield Curve," Scholarly Articles 3163264, Harvard University Department of Economics.
• 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, vol. 42(1), pages 134-157, March.
  • 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 1994/072, International Monetary Fund.
• Carlo Cottarelli & Giovanni Ferri & Andrea Generale, 1995. "Bank Lending Rates and Financial Structure in Italy: A Case Study," IMF Staff Papers, Palgrave Macmillan, vol. 42(3), pages 670-700, September.
  • Giovanni Ferri & Mr. Carlo Cottarelli & Andrea Generale, 1995. "Bank Lending Rates and Financial Structure in Italy: A Case Study," IMF Working Papers 1995/038, International Monetary Fund.
• Allan W. Gregory & David G. Watt, 1995. "Sources of Variation in International Real Interest Rates," Canadian Journal of Economics, Canadian Economics Association, vol. 28(s1), pages 120-140, November.
  • Allan Gregory & David G. Watt, 1995. "Sources Of Variation In International Real Interest Rates," Working Paper 923, Economics Department, Queen's University.

1994

• Clovis de Faro, 1994. "The Constitution, interest and the economy," Brazilian Journal of Political Economy, Center of Political Economy, vol. 14(1), pages 45-56.
• Ricardo Laiseca Asla, 1994. "Riesgos bancarios y tipo de interés," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 28(01), pages 30-43.
• Backus, David & Foresi, Silverio & Zin, Stanley, 1998. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(1), pages 13-26, January.
  • David K. Backus & Silverio Foresi & Stanley E. Zin, 1994. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Working Papers 94-28, New York University, Leonard N. Stern School of Business, Department of Economics.
  • David Backus & Silverio Foresi & Stanley Zin, 1996. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," NBER Working Papers 5638, National Bureau of Economic Research, Inc.
  • Backus, D.K. & Foresi, S. & Zin, S.E., 1994. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Papers 95-02, Columbia - Graduate School of Business.
  • 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 96-8, New York University, Leonard N. Stern School of Business-.
• Ulf Söderström & Alexis Stenfors, 1995. "Explaining devaluation expectations in the EMS," Finnish Economic Papers, Finnish Economic Association, vol. 8(2), pages 63-81, Autumn.
  • Stenfors, Alexis & Söderström, Ulf, 1994. "Explaining Devaluation Expectations in the EMS," SSE/EFI Working Paper Series in Economics and Finance 20, Stockholm School of Economics.
• 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, vol. 42(1), pages 134-157, March.
  • 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 1994/072, International Monetary Fund.
• Masson, Paul R, 1994. "The Credibility of the United Kingdom's Commitment to the ERM : Intentions versus Actions," The Warwick Economics Research Paper Series (TWERPS) 430, University of Warwick, Department of Economics.
  • Mr. Paul R Masson, 1994. "The Credibility of the United Kingdom's Commitment to the Erm: Intentions Versus Actions," IMF Working Papers 1994/147, International Monetary Fund.
  • Masson, Paul R., 1994. "The Credibility Of The United Kingdom'S Commitment To The Erm: Intentions Versus Actions," Economic Research Papers 268648, University of Warwick - Department of Economics.
• Masson, Paul R, 1994. "The Credibility of the United Kingdom's Commitment to the ERM : Intentions versus Actions," The Warwick Economics Research Paper Series (TWERPS) 430, University of Warwick, Department of Economics.
  • Paul R Masson, 1994. "The Credibility of the United Kingdom's Commitment to the Erm; Intentions Versus Actions," IMF Working Papers 94/147, International Monetary Fund.
  • Masson, Paul R., 1994. "The Credibility Of The United Kingdom'S Commitment To The Erm: Intentions Versus Actions," Economic Research Papers 268648, University of Warwick - Department of Economics.
• 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, vol. 42(1), pages 134-157, March.
  • D. F. I. Folkerts-Landau & 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 94/72, International Monetary Fund.
• Garcia, Rene & Perron, Pierre, 1996. "An Analysis of the Real Interest Rate under Regime Shifts," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 111-125, February.
  • Garcia, R. & Perron, P., 1990. "An Anlysis Of The Real Interest Rate Under Regime Shifts," Papers 353, Princeton, Department of Economics - Econometric Research Program.
  • Garcia, R. & Perron, P., 1994. "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche 9428, Universite de Montreal, Departement de sciences economiques.
  • Garcia, R. & Perron, P., 1991. "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche 9125, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Garcia, R. & Perron, P., 1994. "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche 9428, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • René Garcia & Pierre Perron, 1995. "An Analysis of the Real Interest Rate Under Regime Shifts," CIRANO Working Papers 95s-05, CIRANO.
  • Garcia, R. & Perron, P., 1991. "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche 9125, Universite de Montreal, Departement de sciences economiques.
• Garcia, Rene & Perron, Pierre, 1996. "An Analysis of the Real Interest Rate under Regime Shifts," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 111-125, February.
  • Garcia, R. & Perron, P., 1990. "An Anlysis Of The Real Interest Rate Under Regime Shifts," Papers 353, Princeton, Department of Economics - Econometric Research Program.
  • Garcia, R. & Perron, P., 1994. "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche 9428, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Garcia, R. & Perron, P., 1991. "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche 9125, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Garcia, R. & Perron, P., 1994. "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche 9428, Universite de Montreal, Departement de sciences economiques.
  • René Garcia & Pierre Perron, 1995. "An Analysis of the Real Interest Rate Under Regime Shifts," CIRANO Working Papers 95s-05, CIRANO.
  • Garcia, R. & Perron, P., 1991. "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche 9125, Universite de Montreal, Departement de sciences economiques.
• David K. Backus & Stanley E. Zin, 1994. "Reverse Engineering the Yield Curve," Working Papers 94-09, New York University, Leonard N. Stern School of Business, Department of Economics.
  • David K. Backus & Stanley E. Zin, 1994. "Reverse Engineering the Yield Curve," NBER Working Papers 4676, National Bureau of Economic Research, Inc.
• Bennett T. McCallum, 2005. "Monetary policy and the term structure of interest rates," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 91(Fall), pages 1-21.
  • Bennett T. McCallum, 1994. "Monetary Policy and the Term Structure of Interest Rates," NBER Working Papers 4938, National Bureau of Economic Research, Inc.
• Ioannis Halikias, 1994. "Testing the Credibility of Belgium's Exchange Rate Policy," IMF Staff Papers, Palgrave Macmillan, vol. 41(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, vol. 41(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-Robe," MPRA Paper 19322, University Library of Munich, Germany.
• Kees Koedijk & Clemens Kool & Tjerk Kroes, 1994. "Changes in world real interest rates and inflationary expectations," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 130(4), pages 712-729, December.
• David K. Backus & Stanley E. Zin, 1994. "Reverse Engineering the Yield Curve," NBER Working Papers 4676, National Bureau of Economic Research, Inc.
  • David K. Backus & Stanley E. Zin, 1994. "Reverse Engineering the Yield Curve," Working Papers 94-09, New York University, Leonard N. Stern School of Business, Department of Economics.
• Backus, David & Foresi, Silverio & Zin, Stanley, 1998. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(1), pages 13-26, January.
  • Backus, D.K. & Foresi, S. & Zin, S.E., 1994. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Papers 95-02, Columbia - Graduate School of Business.
  • David Backus & Silverio Foresi & Stanley Zin, 1996. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," NBER Working Papers 5638, National Bureau of Economic Research, Inc.
  • David K. Backus & Silverio Foresi & Stanley E. Zin, 1994. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Working Papers 94-28, New York University, Leonard N. Stern School of Business, Department of Economics.
  • 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 96-8, New York University, Leonard N. Stern School of Business-.
• Shelagh Heffernan, 1994. "Competition in the Canadian Personal Finance Sector," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 1(3), pages 323-338.
• Mr. Paul R Masson, 1994. "The Credibility of the United Kingdom's Commitment to the Erm: Intentions Versus Actions," IMF Working Papers 1994/147, International Monetary Fund.
  • Masson, Paul R, 1994. "The Credibility of the United Kingdom's Commitment to the ERM : Intentions versus Actions," The Warwick Economics Research Paper Series (TWERPS) 430, University of Warwick, Department of Economics.
  • Masson, Paul R., 1994. "The Credibility Of The United Kingdom'S Commitment To The Erm: Intentions Versus Actions," Economic Research Papers 268648, University of Warwick - Department of Economics.
• Masson, Paul R, 1994. "The Credibility of the United Kingdom's Commitment to the ERM : Intentions versus Actions," The Warwick Economics Research Paper Series (TWERPS) 430, University of Warwick, Department of Economics.
  • Masson, Paul R., 1994. "The Credibility Of The United Kingdom'S Commitment To The Erm: Intentions Versus Actions," Economic Research Papers 268648, University of Warwick - Department of Economics.
  • Mr. Paul R Masson, 1994. "The Credibility of the United Kingdom's Commitment to the Erm: Intentions Versus Actions," IMF Working Papers 1994/147, International Monetary Fund.
• Basma Bekdache & Christopher F. Baum, 1994. "Comparing Alternative Models of the Term Structure of Interest Rates," Boston College Working Papers in Economics 271, Boston College Department of Economics.
• 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 275, Boston College Department of Economics.
• 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.
  • Henry, Jerome & Jens Weidmann, 1994. "Asymmetry in the EMS revisited: Evidence from the causality analysis of daily Eurorates," Discussion Paper Serie B 280, University of Bonn, Germany.
• Weber, Axel, 1994. "Testing Long-run Neutrality: Empirical Evidence for G7-Countries with Special Emphasis on Germany," Discussion Paper Serie B 281, University of Bonn, Germany, revised Jun 1994.
• Henry, Jerome & Jens Weidmann, 1994. "The French-German Interest Rate Differential since German Unification: The Impact of the 1992 and 1993 EMS Crisis," Discussion Paper Serie B 295, University of Bonn, Germany.
• Javier Fernández Riva, 1994. "La economía venezolana," Coyuntura Económica, Fedesarrollo, September.
• Weber, Axel A, 1994. "Testing Long-run Neutrality: Empirical Evidence for G7 Countries with Special Emphasis on Germany," CEPR Discussion Papers 1042, C.E.P.R. Discussion Papers.
• Lars E.O. Svensson, 1993. "The Simplest Test of Inflation Target Credibility," NBER Working Papers 4604, National Bureau of Economic Research, Inc.
  • Svensson, Lars E O, 1994. "The Simplest Test of Inflation Target Credibility," CEPR Discussion Papers 940, C.E.P.R. Discussion Papers.
  • Svensson, L.E.O., 1993. "The Simplest Test of Inflation Target Credibility," Papers 560, Stockholm - International Economic Studies.

1993

• Blanca Amalia Llorente & Lucía Victoria Beltrán, 1993. "Economía Ecuatoriana," Coyuntura Económica, Fedesarrollo, vol. 23(3), pages 89-102, October.
• Nohora Isabel Vargas, 1993. "Economía mexicana," Coyuntura Económica, Fedesarrollo, vol. 23(3), pages 103-114, October.
• Santiago Herrera A. & Juan Manuel Julio, 1993. "La demanda de dinero en el corto y en el largo plazo en Colombia," Coyuntura Económica, Fedesarrollo, vol. 23(1), pages 91-107, April.
• Dutta, J. & Kapur, S., 1993. "Liquidity and Financial Intermediation," Papers 188, Cambridge - Risk, Information & Quantity Signals.
  • DUTTA, Jayasri & KAPUR, Sandeep, 1993. "Liquidity and Financial Intermediation," LIDAM Discussion Papers CORE 1993030, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Drudi, Francesco & Prati, Alessandro, 1993. "Signalling Debt Sustainability," CEPR Discussion Papers 787, C.E.P.R. Discussion Papers.
• Angeloni, Ignazio & Prati, Alessandro, 1993. "Liquidity Effects and the Determinants of Short-term Interest Rates in Italy (1991-92)," CEPR Discussion Papers 788, C.E.P.R. Discussion Papers.
• Christodoulakis, Nikos & Karamouzis, Nick, 1993. "Financial Openness and the Effectiveness of Capital Controls in Greece," CEPR Discussion Papers 804, C.E.P.R. Discussion Papers.
• Hamid Baghestani, 1993. "Covered Interest Parity: Evidence from the U.S.- Canadian Money Markets," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 28(1), pages 101-109, January.
• Reisen, Helmut & Yeches, Helene, 1993. "Time-varying estimates on the openness of the capital account in Korea and Taiwan," Journal of Development Economics, Elsevier, vol. 41(2), pages 285-305, August.
  • Helmut Reisen & Hélène Yèches, 1991. "Time-Varying Estimates on the Openness of the Capital Account in Korea and Taiwan," OECD Development Centre Working Papers 42, OECD Publishing.
• DUTTA, Jayasri & KAPUR, Sandeep, 1993. "Liquidity and Financial Intermediation," LIDAM Discussion Papers CORE 1993030, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Dutta, J. & Kapur, S., 1993. "Liquidity and Financial Intermediation," Papers 188, Cambridge - Risk, Information & Quantity Signals.
• Lars E.O. Svensson, 1993. "Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment," NBER Working Papers 4544, National Bureau of Economic Research, Inc.
  • Svensson, L.E.O., 1993. "Term, Inflation and Foreign Exchange Risk Premia: A Unified Treatment," Papers 548, Stockholm - International Economic Studies.
• Lars E.O. Svensson, 1993. "The Simplest Test of Inflation Target Credibility," NBER Working Papers 4604, National Bureau of Economic Research, Inc.
  • Svensson, Lars E O, 1994. "The Simplest Test of Inflation Target Credibility," CEPR Discussion Papers 940, C.E.P.R. Discussion Papers.
  • Svensson, L.E.O., 1993. "The Simplest Test of Inflation Target Credibility," Papers 560, Stockholm - International Economic Studies.
• Alberto Giovannini, 1993. "Bretton Woods and Its Precursors: Rules versus Discretion in the History of International Monetary Regimes," NBER Chapters, in: A Retrospective on the Bretton Woods System: Lessons for International Monetary Reform, pages 109-154, National Bureau of Economic Research, Inc.
• Balduzzi, Pierluigi & Bertola, Giuseppe & Foresi, Silverio, 1997. "A model of target changes and the term structure of interest rates," Journal of Monetary Economics, Elsevier, vol. 39(2), pages 223-249, July.
  • Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi, 1993. "A Model of Target Changes and the Term Structure of Interest Rates," NBER Working Papers 4347, National Bureau of Economic Research, Inc.
• Svensson, L.E.O., 1993. "Term, Inflation and Foreign Exchange Risk Premia: A Unified Treatment," Papers 548, Stockholm - International Economic Studies.
  • Lars E.O. Svensson, 1993. "Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment," NBER Working Papers 4544, National Bureau of Economic Research, Inc.
• Svensson, L.E.O., 1993. "The Simplest Test of Inflation Target Credibility," Papers 560, Stockholm - International Economic Studies.
  • Lars E.O. Svensson, 1993. "The Simplest Test of Inflation Target Credibility," NBER Working Papers 4604, National Bureau of Economic Research, Inc.
  • Svensson, Lars E O, 1994. "The Simplest Test of Inflation Target Credibility," CEPR Discussion Papers 940, C.E.P.R. Discussion Papers.
• Edward H. Gardner & William R. M. Perraudin, 1993. "Asymmetry in the ERM: A Case Study of French and German Interest Rates Before and After German Unification," IMF Staff Papers, Palgrave Macmillan, vol. 40(2), pages 427-450, June.
• Francesco Caramazza, 1993. "French-German Interest Rate Differentials and Time-Varying Realignment Risk," IMF Staff Papers, Palgrave Macmillan, vol. 40(3), pages 567-583, September.

1992

• Thomas Piketty, 1992. "Imperfect Capital Markets and Persistence of Initial Wealth Inequalities," STICERD - Theoretical Economics Paper Series 255, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Piketty, Thomas, 1992. "Imperfect capital markets and persistence of initial wealth inequalities," LSE Research Online Documents on Economics 19371, London School of Economics and Political Science, LSE Library.
• Antonio Argandoña, 1992. "La política monetaria en españa: la historia reciente y la crisis en 1992," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 24(03), pages 32-47.
• Enrique G. Mendoza, 1992. "Fisherian Transmission and Efficient Arbitrage under Partial Financial Indexation: The Case of Chile," IMF Staff Papers, Palgrave Macmillan, vol. 39(1), pages 121-147, March.
• Hamid Faruqee, 1992. "Dynamic Capital Mobility in Pacific Basin Developing Countries: Estimation and Policy Implications," IMF Staff Papers, Palgrave Macmillan, vol. 39(3), pages 706-717, September.
• Cebula, Richard, 1992. "The Impact of Federal Deposit Insurance on Savings and Loan Failures," MPRA Paper 51540, University Library of Munich, Germany.
• Cebula, Richard, 1992. "The Reform of Federal Deposit Insurance," MPRA Paper 57865, University Library of Munich, Germany.
• Emmanuel Farhi & Xavier Gabaix, "undated". "Rare Disasters and Exchange Rates," Working Paper 71001, Harvard University OpenScholar.
  • Gabaix, Xavier & Farhi, Emmanuel, 2015. "Rare Disasters and Exchange Rates," CEPR Discussion Papers 10334, C.E.P.R. Discussion Papers.
  • Emmanuel Farhi, 2008. "Rare Disasters and Exchange Rates," 2008 Meeting Papers 47, Society for Economic Dynamics.
  • Emmanuel Farhi & Xavier Gabaix, 2008. "Rare Disasters and Exchange Rates," NBER Working Papers 13805, National Bureau of Economic Research, Inc.
• Piketty, Thomas, 1992. "Imperfect capital markets and persistence of initial wealth inequalities," LSE Research Online Documents on Economics 19371, London School of Economics and Political Science, LSE Library.
  • Thomas Piketty, 1992. "Imperfect Capital Markets and Persistence of Initial Wealth Inequalities," STICERD - Theoretical Economics Paper Series 255, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Patricia Correa, 1992. "Paridad entre la tasa de interés real interna y externa: Notas sobre el caso colombiano," Coyuntura Económica, Fedesarrollo, vol. 22(1), pages 139-149, April.
• Giovannini, Alberto, 1992. "Bretton Woods and its Precursors: Rules versus Discretion in the History of International Monetary Regimes," CEPR Discussion Papers 661, C.E.P.R. Discussion Papers.
• Giovannini, Alberto & Piga, Gustavo, 1992. "Understanding the High Interest Rates on Italian Government Securities," CEPR Discussion Papers 720, C.E.P.R. Discussion Papers.
• A. G. Malliaris & Jorge L. Urrutia, 2005. "The International Crash of October 1987: Causality Tests," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 16, pages 251-262, World Scientific Publishing Co. Pte. Ltd..
  • Malliaris, A. G. & Urrutia, Jorge L., 1992. "The International Crash of October 1987: Causality Tests," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(3), pages 353-364, September.
• Maria Zhecheva & Roumen Avramov & Valentin Chavdarov, 1992. "Инфлацията И Лихвения Процент През 1991 Г," Working paper series 31992bg, Agency for Economic Analysis and Forecasting.
• Maria Zhecheva & Roumen Avramov & Valentin Chavdarov, 1992. "Inflation and the Interest Rate in 1991," Working paper series 41992en, Agency for Economic Analysis and Forecasting.
• A. G. Malliaris, 2005. "Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 6, pages 41-57, World Scientific Publishing Co. Pte. Ltd..
  • Malliaris, A. G., 1992. "Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975," International Review of Financial Analysis, Elsevier, vol. 1(1), pages 77-93.

1991

• Clark, Gregory, 1991. "The Long-term Decline in Real Interest Rates: Comment," Journal of Economic Perspectives, American Economic Association, vol. 5(1), pages 213-215, Winter.
• Simon, Julian L, 1991. "Response [Great and Almost-Great Magnitudes for Economists]," Journal of Economic Perspectives, American Economic Association, vol. 5(1), pages 215-216, Winter.
• A. G. Malliaris & Jorge L. Urrutia, 2005. "An empirical investigation among real, monetary and financial variables," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 3, pages 13-20, World Scientific Publishing Co. Pte. Ltd..
  • Malliaris, A. G. & Urrutia, Jorge L., 1991. "An empirical investigation among real, monetary and financial variables," Economics Letters, Elsevier, vol. 37(2), pages 151-158, October.
• A. G. Malliaris & Walter F. Mullady & M. E. Malliaris, 2005. "Interest rates and inflation: A continuous time stochastic approach," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 4, pages 23-28, World Scientific Publishing Co. Pte. Ltd..
  • Malliaris, A. G. & Mullady, Walter Sr. & Malliaris, M. E., 1991. "Interest rates and inflation : A continuous time stochastic approach," Economics Letters, Elsevier, vol. 37(4), pages 351-356, December.
• A. G. Malliaris & Silvana Stefani, 2005. "Money, inflation and interest rates: Illustrations from twelve European economies," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 7, pages 59-82, World Scientific Publishing Co. Pte. Ltd..
  • Malliaris, A. G. & Stefani, Silvana, 1991. "Money, inflation and interest rates: Illustrations from twelve European economies," European Journal of Political Economy, Elsevier, vol. 7(3), pages 275-298, October.
• Philip Arestis & Peter Howells, 1991. "Financial Innovations and the Distributional Effects of Interest Rate Changes in the UK," Eastern Economic Journal, Eastern Economic Association, vol. 17(3), pages 263-271, Jul-Sep.
• Guido Tabellini & Scott Freeman, 1998. "The optimality of nominal contracts," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(3), pages 545-562.
  • Scott Freeman & Guido Tabellini, 1991. "The Optimality of Nominal Contracts," NBER Technical Working Papers 0110, National Bureau of Economic Research, Inc.
  • Scott Freeman & Guido Tabellini, 1991. "The optimality of nominal contracts," Working Papers 9114, Federal Reserve Bank of Dallas.
• Hamid Faruqee, 1992. "Dynamic Capital Mobility in Pacific Basin Developing Countries: Estimation and Policy Implications," IMF Staff Papers, Palgrave Macmillan, vol. 39(3), pages 706-717, September.
  • Hamid Faruqee, 1991. "Dynamic Capital Mobility in Pacific Basin Developing Countries; Estimation and Policy Implications," IMF Working Papers 91/115, International Monetary Fund.
• Garcia, Rene & Perron, Pierre, 1996. "An Analysis of the Real Interest Rate under Regime Shifts," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 111-125, February.
  • Garcia, R. & Perron, P., 1990. "An Anlysis Of The Real Interest Rate Under Regime Shifts," Papers 353, Princeton, Department of Economics - Econometric Research Program.
  • Garcia, R. & Perron, P., 1991. "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche 9125, Universite de Montreal, Departement de sciences economiques.
  • Garcia, R. & Perron, P., 1991. "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche 9125, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Garcia, R. & Perron, P., 1994. "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche 9428, Universite de Montreal, Departement de sciences economiques.
  • Garcia, R. & Perron, P., 1994. "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche 9428, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • René Garcia & Pierre Perron, 1995. "An Analysis of the Real Interest Rate Under Regime Shifts," CIRANO Working Papers 95s-05, CIRANO.
• Garcia, Rene & Perron, Pierre, 1996. "An Analysis of the Real Interest Rate under Regime Shifts," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 111-125, February.
  • Garcia, R. & Perron, P., 1990. "An Anlysis Of The Real Interest Rate Under Regime Shifts," Papers 353, Princeton, Department of Economics - Econometric Research Program.
  • Garcia, R. & Perron, P., 1991. "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche 9125, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Garcia, R. & Perron, P., 1994. "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche 9428, Universite de Montreal, Departement de sciences economiques.
  • Garcia, R. & Perron, P., 1994. "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche 9428, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • René Garcia & Pierre Perron, 1995. "An Analysis of the Real Interest Rate Under Regime Shifts," CIRANO Working Papers 95s-05, CIRANO.
  • Garcia, R. & Perron, P., 1991. "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche 9125, Universite de Montreal, Departement de sciences economiques.
• Guido Tabellini & Scott Freeman, 1998. "The optimality of nominal contracts," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(3), pages 545-562.
  • Scott Freeman & Guido Tabellini, 1991. "The optimality of nominal contracts," Working Papers 9114, Federal Reserve Bank of Dallas.
  • Scott Freeman & Guido Tabellini, 1991. "The Optimality of Nominal Contracts," NBER Technical Working Papers 0110, National Bureau of Economic Research, Inc.
• Reisen, Helmut & Yeches, Helene, 1993. "Time-varying estimates on the openness of the capital account in Korea and Taiwan," Journal of Development Economics, Elsevier, vol. 41(2), pages 285-305, August.
  • Helmut Reisen & Hélène Yèches, 1991. "Time-Varying Estimates on the Openness of the Capital Account in Korea and Taiwan," OECD Development Centre Working Papers 42, OECD Publishing.

1990

• Garcia, Rene & Perron, Pierre, 1996. "An Analysis of the Real Interest Rate under Regime Shifts," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 111-125, February.
  • Garcia, R. & Perron, P., 1990. "An Anlysis Of The Real Interest Rate Under Regime Shifts," Papers 353, Princeton, Department of Economics - Econometric Research Program.
  • Garcia, R. & Perron, P., 1991. "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche 9125, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Garcia, R. & Perron, P., 1994. "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche 9428, Universite de Montreal, Departement de sciences economiques.
  • Garcia, R. & Perron, P., 1994. "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche 9428, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • René Garcia & Pierre Perron, 1995. "An Analysis of the Real Interest Rate Under Regime Shifts," CIRANO Working Papers 95s-05, CIRANO.
  • Garcia, R. & Perron, P., 1991. "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche 9125, Universite de Montreal, Departement de sciences economiques.
• Søren Johansen & Katarina Juselius, 1990. "Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK," Discussion Papers 90-05, University of Copenhagen. Department of Economics.
• Cebula, Richard, 1990. "A Note on Federal Budget Deficits and the Term Structure of Real Interest Rates in the United States," MPRA Paper 50238, University Library of Munich, Germany.
• Cebula, Richard & Scott, Gerald, 1990. "Deficits and Real Interest Rates: A Note Extending the Hoelscher Model," MPRA Paper 54608, University Library of Munich, Germany.
• Cebula, Richard & Schwartzburt, Mark & Scott, Gerald, 1990. "Large Deficits Produce High Interest Rates," MPRA Paper 56486, University Library of Munich, Germany.
• Martin Shubik & D.P. Tsomocos, 1990. "A Strategic Market Game with a Mutual Bank with Fractional Reserves and Redemption in Gold (A Continuum of Traders)," Cowles Foundation Discussion Papers 964, Cowles Foundation for Research in Economics, Yale University.
• A. G. Malliaris & Jorge L. Urrutia, 2005. "How big is the random walk in macroeconomic time series: Variance ratio tests," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 2, pages 9-12, World Scientific Publishing Co. Pte. Ltd..
  • Malliaris, A. G. & Urrutia, Jorge L., 1990. "How big is the random walks in macroeconomic time series : Variance ratio tests," Economics Letters, Elsevier, vol. 34(2), pages 113-116, October.

1989

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

1988

• Cebula, Richard & Koch, James, 1988. "An Empirical Note on Deficits, Interest Rates, and International Capital Flows," MPRA Paper 50165, University Library of Munich, Germany.
• Stephan Schulmeister, 1988. "Currency speculation and dollar fluctuations," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 41(167), pages 343-365.
  • Stephan Schulmeister, 1988. "Currency speculation and dollar fluctuations," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 41(167), pages 343-365.
• Stephan Schulmeister, 1988. "Currency speculation and dollar fluctuations," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 41(167), pages 343-365.
  • Stephan Schulmeister, 1988. "Currency speculation and dollar fluctuations," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 41(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, vol. 13(3), pages 75-80, January-D.

1987

• Eduardo Lora Torres, 1987. "Macroeconomía del sistema bancario : Un modelo aplicado a Colombia," Coyuntura Económica, Fedesarrollo, vol. 17(4), pages 165-203, December.
• Fwu-Ranq Chang & A. G. Malliaris, 2005. "Asymptotic Growth under Uncertainty: Existence and Uniqueness," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 1, pages 3-8, World Scientific Publishing Co. Pte. Ltd..
  • Fwu-Ranq Chang & A. G. Malliaris, 1987. "Asymptotic Growth under Uncertainty: Existence and Uniqueness," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 54(1), pages 169-174.
• Cebula, Richard, 1987. "Federal Government Budget Deficits and Interest Rates: A Brief Note," MPRA Paper 49829, University Library of Munich, Germany.

1986

• Rother, Philipp & Schuknecht, Ludger & Stark , Jürgen, 2010. "The benefits of fiscal consolidation in uncharted waters," Occasional Paper Series 121, European Central Bank.
• IRC Expert Group of the ESCB, 2012. "Financial stability challenges for EU acceding and candidate countries: making financial systems more resilient in a challenging environment," Occasional Paper Series 136, European Central Bank.
• Schmiedel, Heiko & Kostova, Gergana & Ruttenberg, Wiebe, 2012. "The social and private costs of retail payment instruments: a European perspective," Occasional Paper Series 137, European Central Bank.
• Mongelli, Francesco Paolo, 2013. "The mutating euro area crisis: is the balance between "sceptics" and "advocates" shifting?," Occasional Paper Series 144, European Central Bank.

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, vol. 2(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 1981-01, JDI Executive Programs.

1979

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

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 1973-01, JDI Executive Programs.
• Luis Rául Seyffert, 1973. "Análisis del mercado de eurodólares: origen, desarrollo y consecuencias," Premio de Banca Central Rodrigo Gómez / Central Banking Award "Rodrigo Gómez", Centro de Estudios Monetarios Latinoamericanos, CEMLA, number prg1973, July-Dece.

1971

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

1970

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

0

• Zsolt Darvas & Zoltán Schepp, 2007. "Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates," Working Papers 0705, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest.
  • Darvas, Zsolt & Schepp, Zoltán, 2020. "Forecasting exchange rates of major currencies with long maturity forward rates," Corvinus Economics Working Papers (CEWP) 2020/01, Corvinus University of Budapest.
  • Zsolt DARVAS & Zoltán SCHEPP, 2008. "Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates," EcoMod2008 23800026, EcoMod.
  • Zsolt Darvas & Zoltán Schepp, 2020. "Forecasting exchange rates of major currencies with long maturity forward rates," Bruegel Working Papers 35829, Bruegel.
• Chiara Peroni, 2012. "Testing linearity in term structures," Applied Financial Economics, Taylor & Francis Journals, vol. 22(8), pages 651-666, April.
  • Peroni, Chiara, 2009. "Testing Linearity in Term Structures," MPRA Paper 16471, University Library of Munich, Germany.
  • Chiara PERONI, 2010. "Testing Linearity in Term Structures," EcoMod2010 259600130, EcoMod.
• Dewachter, Hans & Lyrio, Marco, 2006. "Macro Factors and the Term Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(1), pages 119-140, February.
  • Hans Dewachter & Marco Lyrio, 2002. "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series wpie007, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  • Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," Working Papers of Department of Economics, Leuven ces0304, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Hans Dewachter, 2004. "Macro factors and the term structure of interest rates," Money Macro and Finance (MMF) Research Group Conference 2003 25, Money Macro and Finance Research Group.
  • Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series ces0304, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  • Dewachter, H.D.R. & Lyrio, M., 2003. "Macro factors and the Term Structure of Interest Rates," ERIM Report Series Research in Management ERS-2003-037-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Petr Hanzlik & Petr Teply, 2019. "Key Determinants of the Net Interest Margin of EU Banks in the Zero Lower Bound of Interest Rates," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(5), pages 416-439, October.
  • 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 2019/2, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2019.
• Bajo-Rubio, Oscar & Sosvilla-Rivero, Simon & Fernandez-Rodriguez, Fernando, 2001. "Asymmetry in the EMS: New evidence based on non-linear forecasts," European Economic Review, Elsevier, vol. 45(3), pages 451-473, March.
  • Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernado Fernández-Rodríguez, "undated". "Asymmetry in the EMS: New evidence based on non-linear forecasts," Working Papers 97-24, FEDEA.
  • Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez, 2000. "Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0001, Departamento de Economía - Universidad Pública de Navarra.
• María José Gutiérrez & Jesús Vázquez, "undated". "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 01-03, FEDEA.
  • María-José Gutiérrez & Jesús Vázquez, 2001. "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 01-03, Asociación Española de Economía y Finanzas Internacionales.
• Makram El-Shagi & Lunan Jiang, 2019. "Efficient Dynamic Yield Curve Estimation in Emerging Financial Markets," CFDS Discussion Paper Series 2019/4, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
• 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 87522, Federal Reserve Bank of Boston.
• Benjamin Garcia & Arsenios Skaperdas, 2017. "Inferring the Shadow Rate from Real Activity," Finance and Economics Discussion Series 2017-106, Board of Governors of the Federal Reserve System (U.S.).
• Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros, 2014. "Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 97-117.
  • Chris Florackis & Alexandros Kontonikas & Alexandros Kostakis‌, "undated". "Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis," Working Papers 2013_13, Business School - Economics, University of Glasgow.
  • Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros, 2013. "Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis," SIRE Discussion Papers 2013-58, Scottish Institute for Research in Economics (SIRE).
• Bosshardt, Joshua & Di Maggio, Marco & Kakhbod, Ali & Kermani, Amir, 2024. "The credit supply channel of monetary policy tightening and its distributional impacts," Journal of Financial Economics, Elsevier, vol. 160(C).
  • Joshua Bosshardt & Marco Di Maggio & Ali Kakhbod & Amir Kermani, 2023. "The Credit Supply Channel of Monetary Policy Tightening and its Distributional Impacts," NBER Working Papers 31464, National Bureau of Economic Research, Inc.
  • 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 23-03, Federal Housing Finance Agency.
• Shi Chen & Wolfgang Karl Härdle & Weining Wang, "undated". "Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach," SFB 649 Discussion Papers SFB649DP2015-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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