Search Results

Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects,
Christina Anderl and Guglielmo Maria Caporale, from CESifo (2023)
Keywords: inflation expectations, term structure, real interest rates, functional shocks

Functional shocks to inflation expectations and real interest rates and their macroeconomic effects,
Christina Anderl and Guglielmo Maria Caporale, in Review of World Economics (Weltwirtschaftliches Archiv) (2024)
Keywords: Functional shocks, Inflation expectations, Real interest rates, Term structure

Markets Segmentation and the Real Interest Rate Response to Monetary Policy Shocks,
Filippo Occhino, from Rutgers University, Department of Economics (2004)
Keywords: limited participation, markets segmentation, monetary poliy shocks, real interest rate

The effects of permanent monetary shocks on exchange rates and uncovered interest rate differentials,
Stephanie Schmitt-Grohe and Martín Uribe, in Journal of International Economics (2022)
Keywords: Exchange rates; Permanent monetary shocks; Uncovered interest rate parity; Neo fisher effect; Portfolio adjustment costs;

MONETARY SHOCKS AND THE NOMINAL INTEREST RATE,
Giancarlo Marini, from Tilburg - Center for Economic Research (1989)
Keywords: interest rate ; economic models ; macroeconomics

Interest rate expectations and macroeconomic shocks affecting the yield curve,
Zoltán Reppa, in MNB Bulletin (discontinued) (2008)
Keywords: interest rate expectation, macroeconomic shock, yield curve, dynamic model, monetary policy shock.

International Interest Rate Shocks and Monetary Policy in a Small Open Economy,
Hangyu Lee, in Korean Economic Review (2014)
Keywords: Small Open Economy, International Interest Rate Shocks, Monetary Policy, Exchange Rate Regimes

Productivity shocks, investment, and the real interest rate,
Giovanni Olivei, from Federal Reserve Bank of Boston (1999)
Keywords: Productivity; Interest rates

Structural shocks and the comovements between output and interest rates,
Elmar Mertens, from Board of Governors of the Federal Reserve System (U.S.) (2010)
Keywords: Interest rates; Business cycles

News shocks and the slope of the term structure of interest rates,
André Kurmann and Christopher Otrok, from Federal Reserve Bank of St. Louis (2012)
Keywords: Interest rates; Vector autoregression

The relationship between oil prices and long-term interest rates,
Christopher Phillip Reicher and Johannes Friederich Utlaut, from Kiel Institute for the World Economy (IfW Kiel) (2010)
Keywords: Oil shocks, interest rates, inflation

Supply Shocks and the ‘Natural Rate of Interest': an Exploration,
Jagjit Chadha and Charles Nolan, from Faculty of Economics, University of Cambridge (2001)
Keywords: natural rate, productivity shocks, real rates

External Supply Shocks and the Optimal Interest Rate Rule in an Open Economy (in Korean),
Geun-Young Kim, in Economic Analysis (Quarterly) (2008)
Keywords: supply shock, open economy, New Keynesian model, optimal interest rate rule, monetary policy

The Effects of Energy Supply Shocks and Interest Rate Liberalization in China,
Yihao Xue, Qiayu Liang and Bing Tong, from Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China (2022)
Keywords: Interest rate liberalization, Energy supply shocks, Divisia Index, New Keynesian model

The impact of oil price shocks on the term structure of interest rates,
Christos Ioannidis and Kook Ka, in Energy Economics (2018)
Keywords: Oil prices shocks; Term structure of interest rates; Yield curve; Variance decomposition;

Uncertainty shocks, monetary policy and long-term interest rates,
Gianni Amisano and Oreste Tristani, from European Central Bank (2019)
Keywords: Bayesian estimation, monetary policy rules, regime switches, term structure of interest rates, uncertainty shocks

Interest Rate Liberalization, Permanent Technology Shocks, and Macroeconomic Volatility in China,
Qiaoyu Liang, Yihao Xue and Bing Tong, from Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China (2023)
Keywords: Technology Shock, Interest rate liberalization, Total factor productivity (TFP), Macroeconomic Volatility

Dynamic integration and transmission channels among interest rates and oil price shocks,
Christian Urom, Khaled Guesmi, Ilyes Abid and Leila Dagher, from University Library of Munich, Germany (2020)
Keywords: Integration Volatility spillovers; Interest rates; Oil-price shocks; Linkages; External exposure/segmentation

Dynamic integration and transmission channels among interest rates and oil price shocks,
Christian Urom, Khaled Guesmi, Ilyes Abid and Leila Dagher, in The Quarterly Review of Economics and Finance (2023)
Keywords: Integration Volatility spillovers; Interest rates; Oil-price shocks; Linkages; External exposure/segmentation;

Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates,
Gianni Amisano and Oreste Tristani, from Board of Governors of the Federal Reserve System (U.S.) (2019)
Keywords: Monetary policy rules; Uncertainty shocks; Term structure of interest rates; Regime switches; Bayesian estimation

Does interest rate shocks transmit from united states to Ghana? Evidence from vector auto-regression,
Chibuike R. Oguanobi*, Anthony A. Akamobi, Ogonna E. Ifebi and Anne C. Maduka, in Journal of Developing Areas (2015)
Keywords: Interest rate, shocks, International transmission, Ghana, U.S.A., VAR

Euler equations and money market interest rates: The role of monetary and risk premium shocks,
Johannes Gareis and Eric Mayer, from University of Würzburg, Department of Economics (2012)
Keywords: Euler Interest Rate, Monetary Policy, Risk Premium Shocks

Euler equations and money market interest rates: The role of monetary policy and risk premium shocks,
Johannes Gareis and Eric Mayer, in Economics Letters (2013)
Keywords: Euler interest rate; Monetary policy; Risk premium shocks;

Revisiting of Interest Rate Channel: Nonlinear transmission of Monetary Policy Shocks to the Turkish Economy,
Durmus Cagri Yildirim and Tugba Turan, in Journal of Central Banking Theory and Practice (2023)
Keywords: Turkish Economy, Monetary Policy Shocks, Nonlinear transmission, Interest Rate Channel.

Productivity shocks, capital intensities, and bank interest rates,
Enzo Dia and Lorenzo Menna, in Journal of Macroeconomics (2016)
Keywords: Productivity; Interest rates; Capital intensities;

Monetary policy shocks and long-term interest rates,
Wendy Edelberg and David Marshall, in Economic Perspectives (1996)
Keywords: Bonds; Interest rates; Monetary policy

Inflation shocks and interest rate rules,
Barbara Annicchiarico and Alessandro Piergallini, in Economics Bulletin (2006)
Keywords: Inflation Shocks

Money and Interest Rate Shocks: Some International Evidence,
M.S. Monadjemi and Hyeon-seung Huh, from New South Wales - School of Economics (1999)
Keywords: MONEY ; INTEREST RATE ; BUSINESS CYCLES ; MONETARY POLICY

Are there asymmetries in the response of bank interest rates monetary shocks?,
Leonardo Gambacorta and Simonetta Iannotti, from Bank of Italy, Economic Research and International Relations Area (2005)
Keywords: monetary policy transmission, interest rates, asymmetries, liberalization

Liquidity shocks, real interest rates, and global imbalances,
David Andolfatto, in Review (2012)
Keywords: International trade; Liquidity (Economics); Interest rates

Interpreting Money-Spply and Interest-Rate Sgocks as Monetary-Policy Shocks,
Marcel Kasumovich, from Bank of Canada (1996)
Keywords: MONETARY POLICY;INTEREST RATE

A Companion to "The Origin and Diffusion of Shocks to Regional Interest Rates in the United States, 1880-2002.",
Hugh Rockoff and John Landon-Lane, from Rutgers University, Department of Economics (2006)
Keywords: interest rates, monetary unions

Disentanglement of natural interest rate shocks and monetary policy shocks nexus,
Gleb Kurovskiy, in Applied Econometrics (2020)
Keywords: SVAR; monetary policy; natural interest rate; Russia

Disentanglement of natural interest rate shocks and monetary policy shocks nexus,
Gleb Kurovskiy, from University Library of Munich, Germany (2019)
Keywords: SVAR, monetary policy, natural interest rate, Russia

Consumption Growth and the Real Interest Rate following a Monetary Policy Shock: Is the Habit Persistence Assumption Relevant?,
Stéphane Auray and Clémentine Gallès, from Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (2008)
Keywords: habit persistence, consumption growth, real interest rate, vector autoregressive, monetary policy shock

Consumption Growth and the Real Interest Rate following a Monetary Policy Shock: Is the Habit Persistence Assumption Relevant?,
Stéphane Auray and Clémentine Gallès, in Recherches économiques de Louvain (2008)
Keywords: habit persistence, consumption growth, real interest rate, vector autoregressive, monetary policy shock

INTEREST RATE SHOCKS AND STOCK MARKET VOLATILITY IN NIGERIA (1985-2014),
R.A. Omotunde (M.Sc.), Isaac Chii Nwaogwugwu (PhD) and N. I. Nwokoma (Professor), in West African Journal of Monetary and Economic Integration (2016)
Keywords: Monetary Policy, Interest Rate, Stock Market, Volatility, ARCH/GARCH

Measuring the Natural Rate of Interest: A Note on Transitory Shocks,
Kurt Lewis and Francisco Vazquez-Grande, from Board of Governors of the Federal Reserve System (U.S.) (2017)
Keywords: Kalman filter; Monetary policy; Natural rate of interest; Pileup; Trend growth

Interest Rate Shocks and the Composition of Sovereign Debt,
Eugenia Gonzalez-Aguado, from Toulouse School of Economics (TSE) (2022)
Keywords: Sovereign debt; Interest rates; International spillovers; Financial development

US shocks and the uncovered interest rate parity,
Mengheng Li and Bowen Fu, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)
Keywords: Time-varying parameter, Stochastic volatility, Model uncertainty, Exchange rate, Uncovered interest rate parity

The Effects of Exchange Rate and Interest Rate Shocks on Bank Lending in Indonesia,
Iwan J. Azis and Willem Thorbecke, in Economics and Finance in Indonesia (2004)
Keywords: Exchange rate-Interest rate-Loan supply-Indonesian economic crises

The Natural Rate of Interest Through a Hall of Mirrors,
Phurichai Rungcharoenkitkul and Fabian Winkler, from Board of Governors of the Federal Reserve System (U.S.) (2022)
Keywords: Natural rate of interest; Learning; Misperception; Overreaction; Dispersed information; Long-term rates; Demand shocks; Monetary policy shocks

The natural rate of interest through a hall of mirrors,
Phurichai Rungcharoenkitkul and Fabian Winkler, from Bank for International Settlements (2021)
Keywords: natural rate of interest, learning, misperception, overreaction, dispersed information, long-term rates, demand shocks, monetary policy shocks

The impact of SNB monetary policy on the Swiss franc and longer-term interest rates,
Fabian Fink, Lukas Frei, Thomas Maag and Tanja Zehnder, from Swiss National Bank (2020)
Keywords: Monetary policy shocks, interest rates, exchange rates, identification-through-heteroskedasticity

Evaluation of Banks' Interest Rate Risk: An Alternative Approach,
Jakob Lichtner, Marcus Riekeberg, Friedrich Thie?en, Thomas Maurer, in Applied Economics and Finance (2018)
Keywords: interest rate risk, one-time interest rate shocks, interest rate risk management, rise in interest rates, interest increase, maturity transformation, savings banks

Inflation Targeting and Interest Rate Dynamics in the Euro,
Anika Petkova, in Nauchni trudove (2024)
Keywords: inflation targeting, monetary policy, economic shock, interest rates, real GDP

Why are target interest rate changes so persistent?,
Olivier Coibion and Yuriy Gorodnichenko, from Department of Economics, College of William and Mary (2011)
Keywords: Taylor rules, interest rate smoothing, monetary policy shocks.

Does the world real interest rate affect the real exchange rate? The South East Asian experience,
Karine Gente and Miguel Leon-Ledesma, in The Journal of International Trade & Economic Development (2006)
Keywords: Real exchange rate, overlapping generations, world interest rate shock,

Does the World Real Interest Rate Affect the Real Exchange Rate? The South East Asian Experience,
Karine Gente and Miguel Leon-Ledesma, from School of Economics, University of Kent (2004)
Keywords: Real exchange rate; overlapping generations; world interest rate shock

Interest rate shocks, competition and bank liquidity creation,
Thomas Kick, from Deutsche Bundesbank (2022)
Keywords: bank liquidity creation, unexpected monetary policy, low interest rate environment, financial crisis, financial markets regulation, banking market competition, dynamic GMM

Interest rate shocks, competition and bank liquidity creation,
Thomas Kick, in Financial Markets and Portfolio Management (2022)
Keywords: Bank liquidity creation, Unexpected monetary policy, Low interest rate environment, Financial crisis, Financial markets regulation, Banking market competition, Dynamic GMM

Shocking Interest Rate Floors,
Fabio Canetg and Daniel Kaufmann, from Universitaet Bern, Departement Volkswirtschaft (2019)
Keywords: Exit strategies, interest rate floors, central bank debt securities, interest on reserves, monetary policy shocks, identification through heteroscedasticity

Shocking Interest Rate Floors,
Fabio Canetg and Daniel Kaufmann, from IRENE Institute of Economic Research (2019)
Keywords: Exit strategies, interest rate floors, central bank debt securities, interest on reserves, monetary policy shocks, identification through heteroscedasticity

Liquidity premia and interest rate parity,
Ludger Linnemann and Andreas Schabert, in Journal of International Economics (2015)
Keywords: Exchange rate dynamics; Uncovered interest rate parity; Monetary policy shocks; Liquidity premia;

Liquidity Premia and Interest Rate Parity,
Ludger Linnemann and Andreas Schabert, from University of Cologne, Department of Economics (2014)
Keywords: Exchange rate dynamics, uncovered interest rate parity, monetary policy shocks, liquidity premia

The long and short of interest rates,
Raymond Owens, in Cross Sections (1994)
Keywords: Interest rates

The Many Interest Rates in 2022,
Samuel Jordan-Wood and Julian Kozlowski, from Federal Reserve Bank of St. Louis (2023)
Keywords: interest rates

Measuring the natural rate of interest,
Thomas Laubach and John Williams, from Board of Governors of the Federal Reserve System (U.S.) (2001)
Keywords: Interest rates

Is there a world real interest rate?,
Joseph Gagnon and Mark D. Unferth, from Board of Governors of the Federal Reserve System (U.S.) (1993)
Keywords: Interest rates

A case for market interest rates,
James M. O'Brien, in Business Review (1977)
Keywords: Interest rates

Are interest rates comparable?,
Jack H. Beebe and Elaine Foppiano, in FRBSF Economic Letter (1982)
Keywords: Interest rates

Interest rates in leading countries,
Anonymous, in Federal Reserve Bulletin (1959)
Keywords: Interest rates

Interest rates in leading countries,
Anonymous, in Federal Reserve Bulletin (1957)
Keywords: Interest rates

ECB interest-rate smoothing,
Miguel Casares, in International Economic Trends (2006)
Keywords: Interest rates

International interest rate linkages,
Christopher Neely, in International Economic Trends (2001)
Keywords: Interest rates

Rise and fall of interest rates,
Norman N. Bowsher, in Review (1980)
Keywords: Interest rates

Interest rates and economic announcements,
Gerald Dwyer and Rik Hafer, in Review (1989)
Keywords: Interest rates

Recent interest rate developments,
Anonymous, in Review (1969)
Keywords: Interest rates

Changing structure of interest rates,
Anonymous, in Review (1967)
Keywords: Interest rates

The Impact of Foreign Interest Rateson the Economy: The Role of the Exchange Rate Regime,
Julian di Giovanni and Jay Shambaugh, from International Monetary Fund (2006)
Keywords: WP;country interest rates;output-interest rate relationship;base interest rate effect;base country interest rates;less developed country; Exchange rate regime; international transmission; interest rates; interest rate channel; base country interest rate; interest rate movement; gap channel; country interest rate shock; interest rate coefficient; interest rate gap; Exchange rate arrangements; Production growth; Real interest rates; Exchange rate adjustments; Personal income; Global; Middle East

Real exchange rates and target interest rates in a simple VAR model,
Andre Mollick, in Portuguese Economic Journal (2003)
Keywords: Fixed versus flexible rates, Monetary and real shocks, Real exchange rates, Target interest rates, Vector autoregressions

Macroeconomic Determinants of Interest Rate Volatility in Indonesia: A Structural VAR Analysis,
Agus Salim, in International Journal of Applied Economics, Finance and Accounting (2019)
Keywords: Interest rate, Macroeconomic, SVAR, Risk premium shock, Indonesia.

Interest Rate Policy and the Price Puzzle in a Quantitative Business Cycle Model,
Andreas Schabert, from Institute for Advanced Studies (2001)
Keywords: Monetary transmission, Interest rate shocks, Open market operations, Price puzzle

Monetary News, U.S. Interest Rate and Business Cycles in Emerging Economies,
Alejandro Vicondoa, from European University Institute (2016)
Keywords: International business cycle, Interest rate, News shocks, Small open economy

Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds,
Yasmeen Bayaa and Mahmoud Qadan, in Eurasian Economic Review (2024)
Keywords: Interest rate uncertainty, Monetary surprises, Monetary shocks, Uncertainty, Term structure

On new immunization strategies under random shocks on the term structure of interest rates,
Alina Kondratiuk-Janyska and Marek Kaluszka, in Operations Research and Decisions (2009)
Keywords: portfolio, immunization, duration, term structure of interest rates, random field

Fiscal shocks, public debt, and long-term interest rate dynamics,
Luigi Marattin, Paolo Paesani and Simone Salotti, from Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE) (2011)
Keywords: Public debt; long-term interest rates; cointegration; common trends.

Corporate Finance and Interest Rate Policy,
Alessandro Piergallini, from University Library of Munich, Germany (2024)
Keywords: Corporate Finance; Firm Financial Structure; Corporate and Personal Taxation; Interest Rate Policy; Equilibrium Dynamics; Monetary Policy Shocks.

The Prime Rate-Deposit Rate Spread and Macroeconomic Shocks,
Bradley Ewing and Jamie Brown Kruse, from World Scientific Publishing Co. Pte. Ltd. (2007)
Keywords: Monte Carlo Simulations, REIT, IPO, Fractional Integration, Seasonality, Long Memory, Macroeconomic Shocks, VAR, Interest Rates,

Backward-looking interest-rate rules, interest-rate smoothing, and macroeconomic instability,
Jess Benhabib, Stephanie Schmitt-Grohe and Martín Uribe, from Federal Reserve Bank of Philadelphia (2003)
Keywords: Interest rates

Oil shocks and the zero bound on nominal interest rates,
Martin Bodenstein, Luca Guerrieri and Christopher J. Gust, in Journal of International Money and Finance (2013)
Keywords: Oil shocks; Zero lower bound; DSGE models;

The influence of global uncertainty and financial shocks, and sovereign risk shock on the Brazilian term structure of interest rate,
Mauro Ferreira and Joice Figueiredo, from Cedeplar, Universidade Federal de Minas Gerais (2024)
Keywords: Term structure of interest rate, inflation risk premium, sovereign risk, uncertainty, US interest rate, SVAR.

Models of the term structure of interest rates,
John Campbell, Andrew Lo and A. Craig MacKinlay, from Federal Reserve Bank of Philadelphia (1994)
Keywords: Interest rates

Limits on interest rate rules in the IS model,
William Kerr and Robert King, in Economic Quarterly (1996)
Keywords: Interest rates

An empirical measure of the real rate of interest,
Robert Darin and Robert L. Hetzel, in Economic Quarterly (1995)
Keywords: Interest rates

Interest rate rules and nominal determinacy,
John Boyd and Michael Dotsey, from Federal Reserve Bank of Richmond (1990)
Keywords: Interest rates

The shifting term structure of interest rates,
Carl Palash and Charles Steindel, from Federal Reserve Bank of New York (1986)
Keywords: Interest rates

Interest rates during economic expansion,
Anonymous, in Federal Reserve Bulletin (1956)
Keywords: Interest rates

Monetary policy's third interest rate,
Richard Anderson, in Monetary Trends (2008)
Keywords: Interest rates

Are real interest rates too high?,
William Poole, from Federal Reserve Bank of St. Louis (1999)
Keywords: Interest rates