Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E47: Forecasting and Simulation: Models and Applications

---

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

1. Forecasting with DSGE Models
2. Forecasting Economic Activity Using Financial Variables

2007

• José D. Liquitaya, 2007, "La demanda de saldos monetarios en México: pruebas de homogeneidad, estabilidad y sensibilidad a la tasa de interés," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 1, pages 53-74.
• Petri Mäki-Fränti, 2007, "The information content of the divisia monetary aggregates in forecasting inflation in the euro area," Empirical Economics, Springer, volume 33, issue 1, pages 151-176, July, DOI: 10.1007/s00181-006-0097-y.
• 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, Tinbergen Institute, number 07-028/4, Mar.
• Paul Pichler, 2007, "Forecasting with estimated dynamic stochastic general equilibrium models: The role of nonlinearities," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0702, Mar.
• 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, volume 40, issue 2, pages 561-583, May, DOI: 10.1111/j.1540-5982.2007.00421.x.
• Ramkishen S. Rajan, 2007, "Managing new-style currency crises: the swan diagram approach revisited," Journal of International Development, John Wiley & Sons, Ltd., volume 19, issue 5, pages 583-606, DOI: 10.1002/jid.1341.
• Herrala, Risto & Kauko, Karlo, 2007, "Household loan loss risk in Finland: estimations and simulations with micro data," Bank of Finland Research Discussion Papers, Bank of Finland, number 5/2007.
• Bandholz, Harm & Clostermann, Jörg & Seitz, Franz, 2007, "Explaining the US bond yield conundrum," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 2.
• Carstensen, Kai, 2007, "Is core money growth a good and stable inflation predictor in the euro area?," Kiel Working Papers, Kiel Institute for the World Economy, number 1318.
• Knedlik, Tobias & Scheufele, Rolf, 2007, "Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 17/2007.

2006

• Christopher A. Sims & Tao Zha, 2006, "Were There Regime Switches in U.S. Monetary Policy?," American Economic Review, American Economic Association, volume 96, issue 1, pages 54-81, March.
• Neville Arjani, 2006, "Examining the Trade-Off between Settlement Delay and Intraday Liquidity in Canada's LVTS: A Simulation Approach," Staff Working Papers, Bank of Canada, number 06-20, DOI: 10.34989/swp-2006-20.
• Horacio Aguirre & Tamara Burdisso & Federico Grillo, 2006, "Towards an Estimation of Money Demand with Forecasting Purposes: Argentina, 1993-2005," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 45, pages 7-44, October.
• Verónica Balzarotti, 2006, "Real Interest Rate Risk in the Argentine Banking System. A Measuring Model," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200606, Dec.
• Horacio Aguirre & Tamara Burdisso & Federico Grillo, 2006, "Towards an Estimation of Money Demand with Forecasting Purposes," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200611, Nov.
• Martha López, 2006, "House Prices and Monetary Policy in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 372, Feb, DOI: 10.32468/be.372.
• Martha López, 2006, "House Prices and Monetary Policy in Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 24, issue 50, pages 212-241, June, DOI: 10.32468/Espe.5005.
• Rangan Gupta & Moses M. Sichei, 2006, "A Bvar Model For The South African Economy," South African Journal of Economics, Economic Society of South Africa, volume 74, issue 3, pages 391-409, September, DOI: 10.1111/j.1813-6982.2006.00077.x.
• Rangan Gupta, 2006, "FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs," South African Journal of Economics, Economic Society of South Africa, volume 74, issue 4, pages 611-628, December, DOI: 10.1111/j.1813-6982.2006.00090.x.
• Q. Farooq Akram & Øyvind Eitrheim, 2006, "Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output?," Working Paper, Norges Bank, number 2006/07, Aug.
• Q. Farooq Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist, 2006, "Pursuing financial stability under an inflation-targeting regime," Working Paper, Norges Bank, number 2006/08, Sep.
• Grégory Levieuge, 2006, "Règle de Taylor vs Règle-icm. Application à la zone euro," Revue économique, Presses de Sciences-Po, volume 57, issue 1, pages 85-121.
• Chadha, J.S. & Holly, S., 2006, "Macroeconomic Models and the Yield Curve: An assessment of the Fit," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0640, May.
• D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo, 2006, "(Un)Predictability and Macroeconomic Stability," Research Technical Papers, Central Bank of Ireland, number 5/RT/06, Jun.
• Martha L�pez Pi�eros, 2006, "House Prices and Monetary Policy in Colombia," Borradores de Economia, Banco de la Republica, number 2794, Mar.
• Martha López, 2006, "House Prices and Monetary Policy in Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 24, issue 50, pages 212-241, DOI: 10.32468/Espe.5005.
• Canova, Fabio & Gambetti, Luca, 2006, "Structural Changes in the US Economy: Bad Luck or Bad Policy?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5457, Jan.
• Canova, Fabio, 2006, "Monetary Policy and the Evolution of the US Economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5467, Jan.
• 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, volume 6, issue 1.
• Surico, Paolo & Giannone, Domenico & D'Agostino, Antonello, 2006, "(Un)Predictability and macroeconomic stability," Working Paper Series, European Central Bank, number 605, Apr.
• Andres Vesilind, 2006, "Profitability of simple trading strategies exploiting the forward premium bias in foreign exchange markets and the time premium in yield curves," Bank of Estonia Working Papers, Bank of Estonia, number 2006-04, Oct, revised 12 Oct 2006.
• Leitemo, Kai, 2006, "Targeting inflation by forecast feedback rules in small open economies," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 3, pages 393-413, March.
• 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, volume 131, issue 1-2, pages 339-358.
• Hordahl, Peter & Tristani, Oreste & Vestin, David, 2006, "A joint econometric model of macroeconomic and term-structure dynamics," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 405-444.
• Boivin, Jean & Ng, Serena, 2006, "Are more data always better for factor analysis?," Journal of Econometrics, Elsevier, volume 132, issue 1, pages 169-194, May.
• Marcellino, Massimiliano & Stock, James H. & Watson, Mark W., 2006, "A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series," Journal of Econometrics, Elsevier, volume 135, issue 1-2, pages 499-526.
• Francis X. Diebold & Lei Ji & Canlin Li, 2006, "A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources and Generalized Duration," Chapters, Edward Elgar Publishing, chapter 9, in: Lawrence R. Klein, "Long-run Growth and Short-run Stabilization".
• J. Kilponen & Marc-Alexandre Sénégas & J. Vilmunen, 2006, "Bayesian versus robust control approach towards parameter uncertainty in monetary policymaking: how close are the outcomes? Some illustrating evidence from the EMU economies," Post-Print, HAL, number hal-00150522, Sep.
• Grégory Levieuge, 2006, "Règle de Taylor vs Règle-ICM : Applications à la zone euro," Post-Print, HAL, number halshs-00204035.
• Kjellberg, David, 2006, "Measuring Expectations," Working Paper Series, Uppsala University, Department of Economics, number 2006:9, Feb.
• Troy D. Matheson, 2006, "Factor Model Forecasts for New Zealand," International Journal of Central Banking, International Journal of Central Banking, volume 2, issue 2, May.
• Q. Farooq Akram & Gunnar Bärdsen & Øyvind Eitrheim, 2006, "Monetary policy and asset prices: to respond or not?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 11, issue 3, pages 279-292, DOI: 10.1002/ijfe.298.
• Viktors Ajevskis & Kristine Vitola, 2006, "A Factor Model of the Term Structure of Interest Rates and Risk Premium Estimation for Latvia's Money Market," Working Papers, Latvijas Banka, number 2006/01, Feb.
• Péter Gábriel & Klára Pintér, 2006, "Whom should we believe? Information content of the yield curve and analysts’ expectations," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 1, issue 2, pages 6-13, December.
• Joseph Engelberg & Charles F. Manski & Jared Williams, 2006, "Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters," NBER Working Papers, National Bureau of Economic Research, Inc, number 11978, Jan.
• Roberto Rigobon & Brian Sack, 2006, "Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 12420, Aug.
• Pablo A. Guerron, 2006, "Time-Dependent Portfolio Adjustment: Yet Another Look at the Dynamics," Working Paper Series, North Carolina State University, Department of Economics, number 006, Jan, revised Aug 2006.
• Tae-Hwan Kim & Paul Mizen & Alan Thanaset, 2006, "Forecasting changes in UK interest rates," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 06/06, Nov.
• Clive Bowsher & Roland Meeks, 2006, "High Dimensional Yield Curves: Models and Forecasting," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W12, Oct.
• Clive Bowsher & Roland Meeks, 2006, "High Dimensional Yield Curves: Models and Forecasting," Economics Series Working Papers, University of Oxford, Department of Economics, number 2006-FE-11, Oct.
• 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, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-017, Mar.
• Mandler, Martin, 2006, "Are there gains from including monetary aggregates and stock market indices in the monetary policy reaction function? A simulation study of recent U.S. monetary policy," MPRA Paper, University Library of Munich, Germany, number 2318.
• 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, University Library of Munich, Germany, number 2512, Nov, revised 03 Mar 2007.
• Cotter, John & Dowd, Kevin, 2006, "U.S. Core Inflation: A Wavelet Analysis," MPRA Paper, University Library of Munich, Germany, number 3520.
• Rangan Gupta & Moses M. Sichei, 2006, "A BVAR Model for the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200612, Jun.
• Rangan Gupta, 2006, "Forecasting the South African Economy with VARs and VECMs," Working Papers, University of Pretoria, Department of Economics, number 200618, Aug.
• Guangling (Dave) Liu & Rangan Gupta, 2006, "A Small-Scale DSGE Model for Forecasting the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200621, Oct.
• Paul Castillo & Carlos Montoro & Vicente Tuesta, 2006, "Measuring the Natural Interest Rate for the Peruvian Economy," Working Papers, Banco Central de Reserva del Perú, number 2006-003, Jun.
• Mario Mesía & Eduardo Costa & Oscar Graham & Robert Soto & Alejandro Rabanal, 2006, "El costo del crédito en el Perú, revisión de la evolución reciente," Working Papers, Banco Central de Reserva del Perú, number 2006-004, Jun.
• Kevin Dowd & John Cotter, 2006, "U.S. core inflation : a wavelet analysis," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1159, Sep.
• Clive G. Bowsher & Roland Meeks, 2006, "High Dimensional Yield Curves: Models and Forecasting," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe11.
• Jagjit Chadha & Sean Holly, 2006, "Macroeconomic Models and the Yield Curve," Computing in Economics and Finance 2006, Society for Computational Economics, number 105, Jul.
• Massimiliano Marzo & Ulf Sodestrom & Paolo Zagaglia, 2006, "Monetary Policy and the Term Structure: A Fully Structural DSGE approach," Computing in Economics and Finance 2006, Society for Computational Economics, number 352, Jul.
• Marco Vega, 2006, "Skewed policy responses and IT in Latin America," Computing in Economics and Finance 2006, Society for Computational Economics, number 61, Jul.
• Dino Martellato, 2006, "Growth and Inflation Disparities in Corridor V," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 13, issue 2, pages 299-310, July, DOI: 10.1007/s11300-006-0108-x.
• 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, volume 79, issue 3, pages 1193-1224, May, DOI: 10.1086/500674.
• Dino Martellato, 2006, "Growth and Inflation Disparities in Corridor V," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_19.
• Weißbach, Rafael & Ponyatovskyy, Vladyslav & Zimmermann, Guido, 2006, "The Yield of Ten-Year T-Bonds: Stumbling Towards a 'Good' Forecast," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2006,50.

2005

• Darcey McVanel, 2005, "The Impact of Unanticipated Defaults in Canada's Large Value Transfer System," Staff Working Papers, Bank of Canada, number 05-25, DOI: 10.34989/swp-2005-25.
• René Garcia & Richard Luger, 2005, "The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach," Staff Working Papers, Bank of Canada, number 05-36, DOI: 10.34989/swp-2005-36.
• Elizabeth Bucacos, 2005, "Acerca de la estacionalidad estocástica. Una aplicación para la demanda real de dinero en Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2005001, Jun.
• Wh Boshoff, 2005, "The Properties Of Cycles In South African Financial Variables And Their Relation To The Business Cycle," South African Journal of Economics, Economic Society of South Africa, volume 73, issue 4, pages 694-709, December, DOI: 10.1111/j.1813-6982.2005.00047.x.
• Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim, 2005, "Monetary policy and asset prices: To respond or not?," Working Paper, Norges Bank, number 2005/9, Oct.
• Martha López, 2005, "House Prices and Monetary Policy in Colombia," Working Papers Central Bank of Chile, Central Bank of Chile, number 349, Dec.
• Vit Barta, 2005, "Fulfilment of the Maastricht Inflation Criterion by the Czech Republic: Potential Costs and Policy Options," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2005/04, Dec.
• Taylor, Mark & Clarida, Richard & Sarno, Lucio & Valente, Giorgio, 2005, "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4835, Jan.
• Stock, James & Watson, Mark & Marcellino, Massimiliano, 2005, "A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4976, Mar.
• Orphanides, Athanasios & Kim, Don H., 2005, "Term Structure Estimation with Survey Data on Interest Rate Forecasts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5341, Nov.
• West, L.k. & Agbola, W.F., 2005, "Causality Links Between Asset Prices And Cash Rate In Australia," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 3, pages 69-86.
• Dilip M. Nachane & Jose G. Clavel, 2005, "Forecasting Interest Rates - A Comparative Assessment Of Some Second Generation Non-Linear Models," Finance Working Papers, East Asian Bureau of Economic Research, number 22359, Jan.
• Ramkishen S. Rajan, 2005, "Managing New-Style Currency Crises : The Swan Diagram Approach Revisited," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22574, Jan.
• Andres Vesilind & Toivo Kuus, 2005, "Application of investment models in foreign exchange reserve management in Eesti Pank," Bank of Estonia Working Papers, Bank of Estonia, number 2005-6, Oct, revised 10 Oct 2005.
• Kraussl, Roman, 2005, "Do credit rating agencies add to the dynamics of emerging market crises?," Journal of Financial Stability, Elsevier, volume 1, issue 3, pages 355-385, April.
• Warwick J McKibbin & Andrew B Stoeckel, 2011, "Global Fiscal Consolidation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-09, May.
• Don H. Kim & Athanasios Orphanides, 2005, "Term structure estimation with survey data on interest rate forecasts," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-48.
• Nymoen, Ragnar, 2005, "Evaluating a Central Bank’s Recent Forecast Failure," Memorandum, Oslo University, Department of Economics, number 22/2005, Aug.
• Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2005, "Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 179, Mar.
• Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2005, "Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 180, Mar.
• Adolfson, Malin & Andersson, Michael K. & Lindé, Jesper & Villani, Mattias & Vredin, Anders, 2005, "Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 188, Sep, revised 01 Jun 2006.
• Adolfson, Malin & Lindé, Jesper & Villani, Mattias, 2005, "Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 190, Sep, revised 01 Jun 2006.
• Tsutomu Miyagawa & Yukie Sakuragawa & Miho Takizawa, 2005, "Productivity and the Business Cycle in Japan: Evidence from Japanese Industry Data," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-108, Jul.
• Massimiliano Marcellino & James Stock & Mark Watson, 2005, "A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 285.
• Jean Boivin & Serena Ng, 2005, "Understanding and Comparing Factor-Based Forecasts," International Journal of Central Banking, International Journal of Central Banking, volume 1, issue 3, December.
• Dilip M. Nachane & Jose G. Clavel, 2005, "Forecasting interest rates: A Comparative assessment of some second generation non-linear model," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2005-009.
• Ali al-Nowaihi & Sanjit Dhami, 2005, "Non-Linearities, Large Forecasters And Evidential Reasoning Under Rational Expectations," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 05/22, Aug.
• Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005, "Federal Funds Rate Prediction," Journal of Money, Credit and Banking, Blackwell Publishing, volume 37, issue 3, pages 449-471, June.
• Mattias Villani & Malin Adolfson & Jesper Linde, 2005, "Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 32, Sep.
• Jean Boivin & Serena Ng, 2005, "Understanding and Comparing Factor-Based Forecasts," NBER Working Papers, National Bureau of Economic Research, Inc, number 11285, May.
• Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim, 2005, "Monetary policy and asset prices: To respond or not?," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 5405, Sep.
• Troy Matheson, 2005, "Factor model forecasts for New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2005/01, May.
• Carretta, Alessandro & Mattarocci, Gianluca, 2005, "The performance evaluation of hedge funds: a comparison of different approaches using European data," MPRA Paper, University Library of Munich, Germany, number 4294, Jun, revised Jan 2007.
• Christopher A. Sims & Tao Zha, 2005, "Were There Regime Switches in U.S. Monetary Policy?," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 92, May.
• Carlos A. Rodriguez Ramos, 2005, "La estabilidad de la demanda real de dinero en Puerto Rico," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 1, issue 2, pages 39-56, Enero-Jun.
• Yamin Ahmad, 2005, "Reconciling The Effects of Monetary Policy Actions on Consumption Within A Heterogeneous Agent Framework," Computing in Economics and Finance 2005, Society for Computational Economics, number 121, Nov.
• Willem Boshoff, 2005, "The properties of cycles in South African financial variables and their relation to the business cycle," Working Papers, Stellenbosch University, Department of Economics, number 02/2005.
• Shengzu Wang & Shen Guo, 2005, "Optimal Monetary Policy Rules in A Simple Stochastic Macro Model: China's Evidence," Macroeconomics, University Library of Munich, Germany, number 0510009, Oct.
• Antonello D'Agostino & Domenico Giannone & Paolo Surico, 2005, "(Un)Predictability and Macroeconomic Stability," Macroeconomics, University Library of Munich, Germany, number 0510024, Oct.
• Clostermann, Jörg & Seitz, Franz, 2005, "Are bond markets really overpriced: The case of the US," Arbeitsberichte – Working Papers, Technische Hochschule Ingolstadt (THI), number 11.

2004

• Mariana Lopes & Erica Domingos, 2004, "Composição Ótima Para A Dívida Pública: Uma Análise Macro-Estrutural," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 036.
• Martha A. Misas A. & Enrique López E. & Carlos A. Arango A. & Juan Nicolás Hernández A., 2004, "No-linealidades en la demanda de efectivo en Colombia: las redes neuronales como herramienta de pronóstico," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 22, issue 45, pages 10-57, June, DOI: 10.32468/Espe.4501.
• Martha López P., 2004, "Efficient Policy Rule for Inflation Targeting in Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 22, issue 45, pages 80-115, June, DOI: 10.32468/Espe.4503.
• Oscar Jorda, 2004, "Model-Free Impulse Responses," Working Papers, University of California, Davis, Department of Economics, number 87, Jun.
• Matías Tapia & Andrea Tokman, 2004, "Effects of Foreign Exchange Intervention Under Public Information: the Chilean Case," Working Papers Central Bank of Chile, Central Bank of Chile, number 255, Jan.
• Martha López P., 2004, "Efficient Policy Rule for Inflation Targeting in Colombia," Money Affairs, CEMLA, volume 0, issue 1, pages 1-24, January-J.
• Martha López P., 2004, "Efficient policy rule for inflation targeting in Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 22, issue 45, pages 80-115, DOI: 10.32468/Espe.4503.
• Matías Tapia & Andrea Tokman, 2004, "Effects of Foreign Exchange Intervention under Public Information: The Chilean Case," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 215-256.
• Pablo E. Guidotti & Federico Sturzenegger & Agust�n Villar, 2004, "On the Consequences of Sudden Stops," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 171-214.
• Laura Alfaro & Andr�s Rodriguez-Clare, 2004, "Multinationals and Linkages: An Empirical Investigation," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 113-169.
• Albert Chong & Florencio L�pez-de-Silanes, 2004, "Privatization in Latin America: What Does the Evidence Say?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 37-111.
• Tristani, Oreste & Vestin, David & Hördahl, Peter, 2004, "A joint econometric model of macroeconomic and term structure dynamics," Working Paper Series, European Central Bank, number 405, Nov.
• Peter Hoerdahl & Oreste Tristani, 2004, "A joint econometric model of macroeconomic and term structure dynamics," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 379, Aug.
• Svensson, Lars E. O. & Woodford, Michael, 2004, "Indicator variables for optimal policy under asymmetric information," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 4, pages 661-690, January.
• Rigobon, Roberto & Sack, Brian, 2004, "The impact of monetary policy on asset prices," Journal of Monetary Economics, Elsevier, volume 51, issue 8, pages 1553-1575, November.
• Christopher A. Sims & Tao Zha, 2004, "Were there regime switches in U.S. monetary policy?," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-14.
• Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2004, "Federal funds rate prediction," Working Papers, Federal Reserve Bank of St. Louis, number 2002-005, DOI: 10.20955/wp.2002.005.
• Stefan Gerlach & Matthew S. Yiu, 2004, "A Dynamic Factor Model for Current-Quarter Estimates of Economic Activity in Hong Kong," Working Papers, Hong Kong Institute for Monetary Research, number 162004, Aug.
• Andrea Carriero & Carlo Favero & Iryna Kaminska, 2004, "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 253.
• 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, volume 22, issue 3, pages 115-143, October.
• 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, Money Macro and Finance Research Group, number 48, Sep.
• Karlyn Mitchell & Douglas K. Pearce, 2004, "Professional Forecasts of Interest Rates and Exchange Rates: Evidence from the Wall Street Journal's Panel of Economists," Working Paper Series, North Carolina State University, Department of Economics, number 004, Oct.
• Kevin Dowd, 2004, "Too Good to be True? The (In)credibility of the UK Inflation Fan Charts," Occasional Papers, Industrial Economics Division, number 11, 09, revised 11 Jan 2004.
• Kevin Dowd, 2004, "FOMC Forecasts of Macroeconomic Risks," Occasional Papers, Industrial Economics Division, number 12, 09, revised 10 Jan 2004.
• 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, volume 2004, issue 2, DOI: 10.18267/j.polek.454.
• Kai Leitemo, 2004, "Targeting Inflation by Forecast Feedback Rules in Small Open Economies," Computing in Economics and Finance 2004, Society for Computational Economics, number 18, Aug.
• S. Zakovic & V. Wieland & B. Rustem, 2004, "Stochastic Optimisation and Worst Case Analysis in Monetary Policy Design," Computing in Economics and Finance 2004, Society for Computational Economics, number 213, Aug.
• Stefan Fink & Janette F. Walde, 2004, "Money makes the world go round ... about the necessity of nonlinear techniques in interest rate forecasting," Computing in Economics and Finance 2004, Society for Computational Economics, number 344, Aug.
• 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, Society for Computational Economics, number 76, Aug.
• Fabio Canova, 2004, "What explains the Great Moderation in the US? A structural analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 919, Mar, revised Dec 2007.
• Yamin Ahmad, 2004, "Reconciling the Effects of Monetary Policy Actions on Consumption Within a Heterogeneous Agent Framework," Working Papers, UW-Whitewater, Department of Economics, number 05-02, Jul, revised Jul 2006.
• Oscar Jorda, 2004, "Model-Free Impulse Responses," Macroeconomics, University Library of Munich, Germany, number 0403016, Mar.
• Lauri Kajanoja, 2004, "Money as an indicator variable for monetary policy when money demand is forward looking," Macroeconomics, University Library of Munich, Germany, number 0405003, May.
• Jonathan B. Hill, 2004, "Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship," Macroeconomics, University Library of Munich, Germany, number 0407013, Jul, revised 15 Feb 2006.

2003

• Yildirim, Julide, 2003, "Currency Substitution and the Demand for Money in Five European Union Countries," Journal of Applied Economics, Universidad del CEMA, volume 6, issue 2, pages 1-23, November, DOI: 10.22004/ag.econ.43999.
• Elizabeth Bucacos, 2003, "El financiamiento inflacionario del déficit fiscal," Documentos de trabajo, Banco Central del Uruguay, number 2003001, May.
• Oscar Jorda, 2003, "Model-Free Impulse Responses," Working Papers, University of California, Davis, Department of Economics, number 305, Aug.
• Julide Yildirim, 2003, "Currency Substitution and the Demand for Money in Five European Union Countries," Journal of Applied Economics, Universidad del CEMA, volume 6, pages 361-383, November.
• Martha L�pez P., 2003, "Efficient Policy Rule For Inflation Targeting In Colombia," Borradores de Economia, Banco de la Republica, number 2437, Apr.
• Roman Kraeussl, 2003, "Sovereign Credit Ratings and Their Impact on Recent Financial Crises," Working Papers, University of Crete, Department of Economics, number 0313, Jun.
• Barrell, Ray & Ian Hurst & Tatiana Kirsanova, 2003, "Choosing the Regime in an Uncertain World, the UK and Monetary Union," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 16, Jun.
• Sarno, Lucio & Daniel l Thornton & Giorgio Valente, 2003, "Federal Funds Rate Prediction," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 183, Jun.
• d'Amico, Stefania & Mira Farka, 2003, "The Fed and Stock Market: A Proxy and Instrumental Variable Identification," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 52, Jun.
• Svensson, Lars E. O. & Woodford, Michael, 2003, "Indicator variables for optimal policy," Journal of Monetary Economics, Elsevier, volume 50, issue 3, pages 691-720, April.
• Leeper, Eric M. & Zha, Tao, 2003, "Modest policy interventions," Journal of Monetary Economics, Elsevier, volume 50, issue 8, pages 1673-1700, November.
• Ilene Grabel, 2003, "Predicting Financial Crisis in Developing Economies: Astronomy or Astrology?," Eastern Economic Journal, Eastern Economic Association, volume 29, issue 2, pages 243-258, Spring.
• Warwick J. McKibbin & Kanhaiya Singh, 2003, "Issues in the Choice of a Monetary Regime for India," Chapters, Edward Elgar Publishing, chapter 10, in: Kaliappa Kalirajan & Ulaganathan Sankar, "Economic Reform and the Liberalisation of the Indian Economy".
• Kristoffer P. NIMARK, 2003, "Monetary Policy Performance and the Accuracy of Observations," Economics Working Papers, European University Institute, number ECO2003/08.
• Eric M. Leeper & Tao Zha, 2003, "Modest policy interventions," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-24.
• Roberto Rigobon & Brian P. Sack, 2003, "Spillovers across U.S. financial markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2003-13.
• Jean-Pierre Allégret & Jean-François Goux, 2003, "Trois essais sur les anticipations d'inflation - Three essays on inflation expectation," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0301, Jan.
• Grégory Levieuge, 2003, "Règle de Taylor vs Règle-ICM : Application à la Zone Euro," Post-Print, HAL, number halshs-00258312.
• Nimark, Kristoffer P., 2003, "Indicator Accuracy and Monetary Policy: Is Ignorance Bliss?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 157, Dec.
• Hyung-Sik Harris Kim, 2003, "Macro Forecasts by Use of a Nonparametric Monetary Aggregate," Korean Economic Review, Korean Economic Association, volume 19, pages 169-190.
• Jelena Zubkova, 2003, "Interest Rate Term Structure in Latvia in the Monetary Policy Context," Working Papers, Latvijas Banka, number 2003/03, Dec.
• Lars E. O. Svensson & Michael Woodford, 2003, "Optimal Policy with Partial Information in a Forward-Looking Model: Certainty-Equivalence Redux," NBER Working Papers, National Bureau of Economic Research, Inc, number 9430, Jan.
• Roberto Rigobon & Brian Sack, 2003, "Spillovers Across U.S. Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 9640, Apr.
• Jean Boivin & Serena Ng, 2003, "Are More Data Always Better for Factor Analysis?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9829, Jul.
• Ray Barrell & Dr Ian Hurst, 2003, "Choosing the Regime in an Uncertain World: The UK and Monetary Union," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 209, May.
• Roberto Rigobon & Brian Sack, 2003, "Measuring The Reaction of Monetary Policy to the Stock Market," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 118, issue 2, pages 639-669.
• John C. Williams & Athanasios Orphanides, 2003, "Inflation Scares and Monetary Policy," Computing in Economics and Finance 2003, Society for Computational Economics, number 125, Aug.
• Lukas, L., 2003, "Variety of Agent-based Models for Computer Simulation of FX Rate," Computing in Economics and Finance 2003, Society for Computational Economics, number 276, Aug.
• Fabio Canova & Luca Gambetti, 2003, "Structural changes in the US economy: is there a role for monetary policy?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 918, May, revised Apr 2008.
• Roman Kraeussl, 2003, "Sovereign Credit Ratings and Their Impact on Recent Financial Crises," International Finance, University Library of Munich, Germany, number 0311013, Nov.
• Kajanoja, Lauri, 2003, "Money as an indicator variable for monetary policy when money demand is forward looking," Bank of Finland Research Discussion Papers, Bank of Finland, number 9/2003.
• Kraeussl, Roman, 2003, "Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/18.
• Kraeussl, Roman, 2003, "Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/22.
• Kraeussl, Roman, 2003, "A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/23.

2002

• David Andolfatto & Scott Hendry & Kevin Moran, 2002, "Inflation Expectations and Learning about Monetary Policy," Staff Working Papers, Bank of Canada, number 02-30, DOI: 10.34989/swp-2002-30.
• Adam Cagliarini & Guy Debelle, 2002, "The Effect of Uncertainty on Monetary Policy: How Good are the Brakes?," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 7, in: Norman Loayza & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series , "Monetary Policy: Rules and Transmission Mechanisms".