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Inflation Risk Premia in the Euro Area and the United States. (2014). Tristani, Oreste ; Hördahl, Peter ; Hordahl, Peter.
In: International Journal of Central Banking.
RePEc:ijc:ijcjou:y:2014:q:3:a:1.

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  1. Navigating by Falling Stars:Monetary Policy with Fiscally Driven Natural Rates. (2024). Nuño Barrau, Galo ; Fernandez-Villaverde, Jesus ; Campos, Rodolfo ; Paz, Peter ; Nuno, Galo.
    In: PIER Working Paper Archive.
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  2. Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy. (2024). Zhang, Xin.
    In: Working Paper Series.
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  3. Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy. (2024). Zhang, Xin ; Christensen, Jens.
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  4. Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy. (2024). Zhang, Xin ; Christensen, Jens.
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  5. Monetary asmmetries without (and with) price stickiness. (2024). Jaccard, Ivan.
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  6. Quo vadis, r*? The natural rate of interest after the pandemic. (2024). Nuño Barrau, Galo ; Hofmann, Boris ; Benigno, Gianluca ; Sandri, Damiano.
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  7. Monetary policy spillover to small open economies: Is the transmission different under low interest rates?. (2023). Malovana, Simona ; Juelsrud, Ragnar ; Hodula, Martin ; Gric, Zuzana ; Gomez, Tomas ; Dinger, Valeriya ; Cao, Jin ; Terajima, Yaz ; Liaudinskas, Karolis ; Jara, Alejandro.
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  8. Term premia and short rate expectations in the euro area. (2023). Berardi, Andrea.
    In: Journal of Empirical Finance.
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  9. Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek.
    In: Oxford Bulletin of Economics and Statistics.
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  10. Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef.
    In: LIDAM Discussion Papers LFIN.
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  11. Changes in inflation compensation and oil prices: short-term and long-term dynamics. (2022). Ribeiro, Pedro Pires ; da Cunha, Ines ; Nicolau, Joo.
    In: Empirical Economics.
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  12. Dominant currency debt. (2022). Malamud, Semyon ; Eren, Egemen.
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  13. Dissecting the yield curve: The international evidence. (2022). Plazzi, Alberto ; Berardi, Andrea.
    In: Journal of Banking & Finance.
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  14. The Term Structure of Inflation at Risk: A Panel Quantile Regression Approach. (2022). Norimasa, Yoshihiko ; Makabe, Yoshibumi .
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  15. Relative pricing of French Treasury inflation-linked and nominal bonds: an empirical approach using arbitrage strategies. (2021). Fonseca, Jose S ; Severac, Beatrice.
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  16. Euro area inflation expectations during the COVID-19 pandemic. (2021). Gomes, Sandra ; Ribeiro, Pedro Pires ; Iskrev, Nikolay.
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  17. The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian.
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  18. Risk Premia at the ZLB: A Macroeconomic Interpretation. (2020). Ngo, Phuong ; Gourio, Francois.
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  19. Risk Premia at the ZLB: A Macroeconomic Interpretation. (2020). Gourio, Francois ; Ngo, Phuong.
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  20. The central banks’ ability to control variability of money market interest rates: The case of inflation targeting countries. (2020). Brůna, Karel ; van Tran, Quang ; Bruna, Karel .
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  21. The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian.
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  22. Bank intermediation activity in a low‐interest‐rate environment. (2020). Gambacorta, Leonardo ; Brei, Michael ; Borio, Claudio.
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  23. Break-even inflation rates: the Italian case. (2020). Fanari, Marco ; di Iorio, Alberto.
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  24. Is a recession imminent? The signal of the yield curve. (2019). van Nieuwenhuyze, CH ; Deroose, M ; de Backer, B.
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  25. Inflation risk premia and risk-adjusted expectations of inflation. (2019). Miccoli, Marcello ; Casiraghi, Marco.
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  26. Interest Rate Spillovers from the United States: Expectations, Term Premia and Macro-Financial Vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Shu, Chang.
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  27. Interest rate spillovers from the United States : expectations, term premia and macro-financial vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Shu, Chang.
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  28. Interest rate spillovers from the United States: expectations, term premia and macro-financial vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Author, Chang Shu.
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  29. An assessment of recent trends in market-based expected iflation in the euro area. (2019). Pericoli, Marcello.
    In: Questioni di Economia e Finanza (Occasional Papers).
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  30. How do zero-coupon inflation swaps predict inflation rates in the euro area? Evidence of efficiency and accuracy on 1-year contracts. (2018). Curto, Jose Dias ; Ribeiro, Pedro Pires.
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  31. Effects of asset purchases and financial stability measures on term premia in the euro area. (2018). Moessner, Richhild.
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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  32. Emerging market local currency sovereign bond yields: The role of exchange rate risk. (2018). Miyajima, Ken ; Gadanecz, Blaise ; Shu, Chang.
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  33. Stochastic discounting and the transmission of money supply shocks. (2018). Jaccard, Ivan.
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  34. Term premia: models and some stylised facts. (2018). Hördahl, Peter ; Cohen, Benjamin ; Xia, Dora ; Hordahl, Peter.
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  35. The Role of Inflation-Linked Bonds. Increasing, but Still Modest. (2017). Ciocyte, Ona ; Westerhout, ED.
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  36. The Role of Inflation-Linked Bonds. Increasing, but Still Modest. (2017). Ciocyte, Ona ; Westerhout, ED.
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  37. An empirical method of calculating the term premium. (2017). James, Jessica ; Rieger, Christoph ; Leister, Michael.
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  38. The interest rate effects of government debt maturity. (2017). Turner, Philip ; Chadha, Jagjit ; Zampolli, Fabrizio .
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  39. The role of inflation-linked bonds. (2017). Ciocyte, Ona ; Westerhout, ED.
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  40. The role of inflation-linked bonds. (2017). Ciocyte, Ona ; Westerhout, ED.
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  41. Compensación inflacionaria y premios por riesgo: evidencia para Chile. (2017). Ceballos, Luis ; Beyzaga, Camilo.
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  42. Market volatility, monetary policy and the term premium. (2017). Mohanty, Madhusudan ; Mallick, Sushanta ; Zampolli, Fabrizio .
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  43. Monetary policy in a low interest rate environment. (2017). Neri, Stefano ; Ferrero, Giuseppe.
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  45. Media Coverage and ECB Policy-Making: Evidence from a New Index. (2016). Bennani, Hamza.
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  48. Financial intermediation and monetary policy transmission in EMEs: What has changed post-2008 crisis?. (2016). Rishabh, Kumar ; Mohanty, Madhusudan.
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  53. Risk-adjusted expectations of inflation. (2015). Miccoli, Marcello ; Casiraghi, Marco.
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  54. Are US Inflation Expectations Re-Anchored?. (2014). Nautz, Dieter ; Strohsal, Till.
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  55. The exit from non-conventional monetary policy: what challenges?. (2014). Turner, Philip.
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    RePEc:nbr:nberwo:15375.

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  22. DSGE Model-Based Forecasting of Non-modelled Variables. (2009). Sill, Keith ; Schorfheide, Frank ; Kryshko, Maxym .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14872.

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  23. Land of addicts? an empirical investigation of habit-based asset pricing models. (2009). Ludvigson, Sydney ; Chen, Xiaohong.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:7:p:1057-1093.

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  24. Estimating a search and matching model of the aggregate labor market. (2009). Lubik, Thomas.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2009:i:spr:p:101-120:n:v.95no.2.

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  25. Yield curve in an estimated nonlinear macro model. (2009). Doh, Taeyoung.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp09-04.

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  26. Remittances and the Dutch disease. (2009). Mandelman, Federico ; Lartey, Emmanuel ; Acosta, Pablo ; Lartey, Emmanuel K. K., .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:79:y:2009:i:1:p:102-116.

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  27. Inflation Target Shocks and Monetary Policy Inertia in the Euro Area. (2009). Sahuc, Jean-Guillaume ; Matheron, Julien ; Fève, Patrick ; Materon, J. ; Sahuc,J-G., ; Sahuc, J-G., ; Feve, P..
    In: Working papers.
    RePEc:bfr:banfra:243.

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  28. DSGE Models and Central Banks. (2008). Tovar, Camilo.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:7406.

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  29. Forecasting Romanian GDP Using a Small DSGE Model. (2008). Caraiani, Petre.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v:5:y:2008:i:1:p:182-192.

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  30. Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model. (2008). Kolasa, Marcin.
    In: MPRA Paper.
    RePEc:pra:mprapa:8750.

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  31. Inflation-Gap Persistence in the U.S.. (2008). Sargent, Thomas ; Primiceri, Giorgio ; Cogley, Timothy.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13749.

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  32. Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities). (2008). Schorfheide, Frank ; Del Negro, Marco.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13741.

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  33. Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model. (2008). Kolasa, Marcin.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:49.

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  34. Learning about the Interdependence between the Macroeconomy and the Stock Market. (2008). Milani, Fabio.
    In: Working Papers.
    RePEc:irv:wpaper:070819.

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  35. DSGE model-based estimation of the New Keynesian Phillips curve. (2008). Schorfheide, Frank.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2008:i:fall:p:397-433:n:v.94no.4.

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  36. DSGE model-based forecasting of non-modelled variables. (2008). Sill, Keith ; Schorfheide, Frank ; Kryshko, Maxym .
    In: Working Papers.
    RePEc:fip:fedpwp:08-17.

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  37. Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile. (2008). Schorfheide, Frank ; Del Negro, Marco.
    In: Staff Reports.
    RePEc:fip:fednsr:329.

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  38. Investment shocks and business cycles. (2008). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
    In: Staff Reports.
    RePEc:fip:fednsr:322.

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  39. Monetary policy analysis with potentially misspecified models. (2008). Schorfheide, Frank ; Del Negro, Marco.
    In: Staff Reports.
    RePEc:fip:fednsr:321.

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  40. Forming priors for DSGE models (and how it affects the assessment of nominal rigidities). (2008). Schorfheide, Frank ; Del Negro, Marco.
    In: Staff Reports.
    RePEc:fip:fednsr:320.

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  41. Exchange rates and fundamentals: a generalization. (2008). Rogers, John ; Nason, James.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:948.

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  42. Exchange rates and fundamentals: a generalization. (2008). Rogers, John ; Nason, James.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2008-16.

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  43. Monetary Policy Under Uncertainty in an Estimated Model with Labour Market Frictions. (2008). Trigari, Antonella ; Söderström, Ulf ; Sala, Luca ; Soderstrom, Ulf .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6826.

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  44. How much structure in empirical models?. (2008). Canova, Fabio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6791.

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  45. DSGE models and central banks. (2008). Tovar, Camilo.
    In: BIS Working Papers.
    RePEc:bis:biswps:258.

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  46. Classical and Bayesian Methods for the VAR Analysis: International Comparisons. (2007). Keller, Elisa.
    In: Rivista di Politica Economica.
    RePEc:rpo:ripoec:v:97:y:2007:i:6:p:149-202.

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  47. Monetary Policy Analysis with Potentially Misspecified Models. (2007). Schorfheide, Frank ; Del Negro, Marco.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13099.

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  48. Political Business Cycles in the New Keynesian Model. (2007). Milani, Fabio.
    In: Working Papers.
    RePEc:irv:wpaper:070805.

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  49. Monetary and Fiscal Policies in a Sudden Stop: Is Tighter Brighter?. (2007). Sturzenegger, Federico ; Ottonello, Pablo ; Ortiz, Alberto ; Pablo, Ottonello ; Talvi, Ernesto .
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp07-057.

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  50. Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model. (2007). Tristani, Oreste ; amisano, gianni.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6373.

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