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Notes, Comments and Preliminary results

Feb 20 2022 Kenta Toyofuku
  Risk sharing and asset commonality in the financial sector
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 18 2021 Arnoldo López-Marmolejo , Carlos Vladimir Rodríguez-Caballero and Daniel Ventosa-Santaulària
  Remittances at record highs in Latin America: Time to revisit the Dutch disease
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 25 2020 Veundjua Muruko-Jaezuruka and Prashant Gupta
  Assessing Foreign Direct Investment Long-Run Contribution to Financial Development: Evidence from Namibia
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 18 2020 Daniel Groft
  Comparing shadow rates in monetary policy shock identification
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 05 2020 Edward N Gamber and Julie K Smith
  Monetary policy and the yield curve
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 05 2020 Masudul Hasan Adil , Shadab Danish , Sajad Ahmad Bhat and Bandi Kamaiah
  Fisher Effect: An Empirical Re-examination in Case of India
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 13 2019 Taoufik Bouraoui
  External debts, current account balance and exchange rates in emerging countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 20 2019 Joshua R Hendrickson
  There is no such thing as the zero lower bound
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 31 2019 Maria Pia Olivero
  Fiscal policy and credit spreads: Evidence from a SVAR
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 03 2019 Stefano Bosi , Thai Ha-Huy and Ngoc-Sang Pham
  Rational bubbles in altruistic economies: when Tirole meets Ramsey
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 28 2019 Jin-Kyu Jung , Michael Frenkel and Jan-Christoph Rülke
  On the consistency of central banks´ interest rate forecasts
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 02 2018 Juan Camilo Galvis Ciro and Guillermo David Hincapié Vélez
  Effect of Banking Concentration on the Lending Channel: evidence from Colombia
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 20 2018 Serdar Ongan and Ismet Gocer
  Interest Rates, Inflation and Partial Fisher Effects under Nonlinearity: Evidence from Canada
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 17 2018 Cleomar Gomes da Silva and Gilberto O. Boaretto
  Inflation and Relative Price Variability in Brazil: A Time-Varying Parameter Approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 12 2018 Yifei Cai
  Testing the Fisher Effect in the US
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 30 2018 Marcelo de C. Griebeler and Guilherme Stein
  Credibility is not enough: the importance of common knowledge to anchor expectations
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 01 2017 Artem Meshcheryakov and Stoyu I Ivanov
  Investor's sentiment in predicting the Effective Federal Funds Rate
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 16 2017 Yoshiko Suzuki
  Return of the Japan premium in the abenomics period
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 25 2017 Oguzhan Cepni and Doruk Kucuksarac
  Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 26 2017 Ulrich Fritsche and Christian Pierdzioch
  Animal spirits, the stock market, and the unemployment rate: Some evidence for German data
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 10 2016 Antoine Le Riche and Francesco Magris
  Decreasing Transaction Costs and Endogenous Fluctuations in a Monetary Model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 29 2016 Andrew Phiri
  Did the global financial crisis alter equilibrium adjustment dynamics between the US federal fund fund rates and stock price volatility in the SSA region?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 14 2016 Yoshiko Suzuki
  European banks' funding realignment during the European debt crisis: impact of counterparty risk and funding liquidity on FX swap pricing
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 17 2016 Riyad Abubaker
  Consumption and Money Uncertainty at the Zero Lower Bound
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 26 2015 Pauline Gandré
  Domestic creditors as last lenders in debt crises: a simple model with multiple equilibria
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 02 2015 Katsuhiro Sugita
  Bayesian analysis of the predictive power of the yield curve using a vector autoregressive model with multiple structural breaks
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 12 2015 Alex Luiz Ferreira
  The Simultaneity Bias of the Uncovered Interest Rate Parity: evidence using survey data for Brazil
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 09 2015 Alexander C. Jung
  Does liquidity matter for money demand in euro area countries?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 14 2015 Yuki Takahashi
  Did the TARP Expand or Contract Bank Lending? A Numerical Simulation Using a Financial Accelerator Model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 28 2015 Salim Ergene
  Growth, inflation, interest rate and informality: Panel VAR evidence from OECD Economies
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 22 2015 Thai-Ha Le
  Exchange rate determination in Vietnam
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 12 2015 Qichun He
  A Monetary Variety-Expanding Growth Model with a Cash-in-Advance Constraint on Manufacturing
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 11 2015 Mohsen Bahmani-Oskooee and Sahar Bahmani
  Nonlinear ARDL Approach and the Demand for Money in Iran
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 11 2015 Tuck Cheong Tang and Pei Pei Tan
  Real Interest Rate and House Prices in Malaysia: An Empirical Study
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 11 2015 Bidyut Talukdar
  Learning-by-doing and the optimal Ramsey interest rate
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 06 2014 Florian Huber
  Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 25 2014 Utku Akseki , Abdurrahman Nazif Çatık and Barış Gök
  A regime-dependent investigation of the impact of macroeconomic variables on the housing market activity in Turkey
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 03 2014 Cleomar Gomes da Silva and Flávio Vilela Vieira
  BRICS countries: real interest rates and long memory
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 28 2014 Nguena Christian Lambert and Tsafack Nanfosso Roger
  On the Sensitivity of Banking Activity Shocks: Evidence from the CEMAC Sub-region
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 20 2014 Makram El-shagi and Logan J Kelly
  Liquidity in the liquidity crisis: evidence from Divisia monetary aggregates in Germany and the European crisis countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 22 2013 Hamza Bennani
  Does the ECB consider the persistence of inflation differentials?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 02 2013 Tatyana Zhuravleva
  Financial sector: does size matter?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 11 2013 Dirk Bleich , Ralf Fendel and Jan-Christoph Rülke
  Monetary Policy and Stock Market Volatility
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 25 2013 Jui-Chuan Della Chang
  Identifying the bank lending channel in a small open economy
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 27 2013 José R Sánchez-Fung
  Examining the role of monetary aggregates in China
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 18 2013 Michael R Frenkel and Jan C Rülke
  Is the ECB's monetary benchmark still alive?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 12 2013 Lilia Karnizova
  Letting the speculative and the news views of the Japanese business cycle compete
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 29 2013 Periklis Gogas , Theophilos Papadimitriou and Elvira Takli
  Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 11 2013 Christophe Blot and Fabien Labondance
  Business lending rate pass-through in the Eurozone: monetary policy transmission before and after the financial crash
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 14 2013 Florian Verheyen
  Interest rate pass-through in the EMU – new evidence using the nonlinear ARDL framework
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 04 2013 Meichi Huang
  Housing bubble implications: The perspective of housing price predictability
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 15 2013 Claudiu T Albulescu , Daniel Goyeau and Dominique Pépin
  Financial instability and ECB monetary policy
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 14 2013 Hwa-taek Lee , Venus khim-sen Liew and Gawon Yoon
  Is there a nonlinear long-run relation in the U.S. interest rate and inflation?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 16 2012 Youssouf Kiendrebeogo
  The effects of financial development on trade performance and the role of institutions
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 21 2012 Daisuke Ida
  Optimal monetary policy in an economy with real rigidity
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 21 2011 Muhammad Nasir , Qasim Jan and Muhammad Javid
  Cointegrated money in production function: evidence from a developing country
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 21 2011 JaeJoon Han
  Adequate Liquid Provision for a Run Preventing Contract
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 16 2011 Yuki Toyoshima and Shigeyuki Hamori
  Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 09 2011 Edward W. Sun , Daniel Tenengauzer , Ali Bastani and Omid Rezania
  Identification of Driving Factors for Emerging Markets Sovereign Spreads
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 20 2011 Ozlem Goktas and Aycan Hepsag
  Do stock returns lead real economic activity? Evidence from seasonal cointegration analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 30 2011 A. M. M. Jamal and Yu Hsing
  The Demand for Money in a Simultaneous-Equation Framework
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 12 2011 Nikolay Nenovsky , Amine Lahiani and Petar Chobanov
  Empirical Investigation of Systemic Risk in the New EU States
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 12 2011 João Caldeira and Luiz Furlani
  Break-even inflation rate and the risk premium: an alternative approach to the VAR models in forecasting the CPI
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 17 2011 Yu Hsing
  Impacts of Macroeconomic Variables on the U.S. Stock Market Index and Policy Implications
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 04 2011 Fredrik NG Andersson
  Monetary Policy, Asset Price Inflation and Consumer Price Inflation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 16 2010 Yi-ni Hsieh and Wea-in Wang
  Credit risk, trade credit and finance: evidence from Taiwanese manufacturing firms
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 08 2010 Prakash Singh and Manoj Kumar Pandey
  Financial Innovation and Stability of Money Demand Function in Post–reform period in India
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 21 2010 Riccardo Lo Conte
  Debt and interest rates: lessons from european monetary union
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 02 2010 Shabbir Ahmad
  Fisher effect in nonlinear STAR framework: some evidence from Asia
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 28 2010 Jean-michel Sahut
  A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 22 2010 Joseph P Byrne , Giorgio Fazio and Norbert Fiess
  Domestic vs. International Correlations of Interest Rate Maturities
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 18 2010 Meixing Dai
  Financial volatility and optimal instrument choice: A revisit to Poole's analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 19 2009 Ioanna Konstantakopoulou , Eftymios Tsionas and Tryphon Kollintzas
  Stylized Facts of Prices and Interest Rates over the Business Cycle
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 28 2009 Reginaldo Pinto Nogueira Jr.
  Is monetary policy really neutral in the long-run? Evidence for some emerging and developed economies
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 01 2009 Joaquim Pina
  Do international spillovers matter for long run neutrality?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 03 2009 Takeshi Inoue and Shigeyuki Hamori
  An Empirical Analysis of the Money Demand Function in India
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 17 2008 Marielle de Jong and Gilbert Cette
  The rocky ride of break-even inflation rates
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 10 2008 Ching-Chun Wei
  The analysis of interest rate mean and volatility spillover to the industrial production index and stock markets: The case of China
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 30 2008 Jan Tin
  The Life-Cycle Motive and Money Demand: Further Evidence
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 25 2008 Benoit Julien and Richard Dutu
  Ex-ante production, directed search and indivisible money
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 05 2008 Sergio Da Silva , Roberto Meurer and Caio Guttler
  Is the Brazilian stockmarket efficient?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 23 2007 Kristin Van Gaasbeck and Kevin Salyer
  Taking the Monetary Implications of a Monetary Model Seriously
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 03 2007 sunanda roy
  On price uncertainty, nominal assets and uninsurable idiosyncratic risks
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 02 2007 Antonio Doblas-Madrid
  Implications of within-period timing in models of speculative attack
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 21 2007 Vincent Bouvatier
  Are International Interest Rate Differentials Driven by the Risk Premium? The Case of Asian Countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 12 2006 Paolo Zagaglia
  How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 10 2006 Jamie Emerson
  The Quantity Theory of Money: Evidence from the United States
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 21 2005 Gary Shelley and Frederick Wallace
  The relation between U.S. money growth and inflation: evidence from a band-pass filter
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 23 2005 Daiki Maki
  Asymmetric adjustment of the equilibrium relationship between the nominal interest rate and inflation rate
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 05 2005 Daiki Maki
  The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 10 2005 R. Vijay Krishna
  Non-robustness of the cash-in-advance equilibrium in the trading post model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 13 2004 Burkhard Heer
  Nonsuperneutrality of Money in the Sidrauski Model with Heterogenous Agents
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 26 2004 José R. Sánchez-Fung and Peter A. Prazmowski
  PPP, RANDOM WALKS, AND UIP AFTER INTEREST RATE LIBERALISATION IN A SMALL DEVELOPING ECONOMY
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 02 2003 Valerie Mignon and Sandrine Lardic
  Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 28 2003 Keiichi Tanaka
  Indeterminacy of equilibrium price of money, market price of risk and interest rates
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 30 2003 Eric Kam and Paul Missios
  Wealth effects in a cash-in-advance economy
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 29 2002 Patrick Fève , Fabrice Collard and Stéphane Auray
  Habit Persistence and Beliefs Based Liquidity Effect
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 10 2002 GODWIN NWAOBI
  A vector error correction and nonnested modeling of money demand function in Nigeria
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 24 2002 Patrick Fève and Stéphane Auray
  Interest Rate and Inflation in Monetary Models with Exogenous Money Growth Rule
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result