Notes, Comments and Preliminary results Sep 30 2024 Mardoqueo Arteaga   Credit market expectations and the business cycle: evidence from a textual analysis approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 30 2024 Phu Quang Tran , Anh Phan , Dung V. Tran and Mohamad H. Shahrour   The effect of capital empowerment on the lending competence of banks: Evidence from segmental analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 30 2024 Liliana Celedón-Cabriales , Alejandra E. Martínez-hidalgo , Abigahil Meléndez Kamila Sánchez , Patricia Kaory Tamez-González and Carlos A. Carrasco   Macroprudential policy, mortgage lending and economic activity in Mexico   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 30 2023 Ibrahim N Ouattara and Balakissa Kone   The effect of exchange rate on the money demand: evidence from ECOWAS countries   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2023 Zulal Denaux , Mert Topcu and Furkan Emirmahmutoglu   Revisiting the financial development and economic growth nexus: Evidence from south Korea   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 30 2023 Akira Sakai   Have lower interest rates tightened capital regulation? Empirical analysis using data of regional banks   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 30 2022 Huachen Li   Tether points, price stability, and arbitrage efficiency   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2022 Sy-Hoa Ho , Idir Hafrad and Viet Dung Tran   Asymmetric exchange rates pass-through in Vietnam   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 30 2022 Gabriel C Montes and Caio F Ferreira   Monetary policy opacity and disagreements in expectations about variables under central bank control   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 30 2022 Graziano Moramarco   Funding liquidity, credit risk and unconventional monetary policy in the Euro area: A GVAR approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   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