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Results 1-10 of 246.
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| Date | Title |
Authors |
| 2006 | Fisher's theory of interest rates and the notion of real: a critique | Tymoigne, Éric |
| 2008 | Monetary policy surprises and the expectations hyothesis at the short of the yield curve | Demiralp, Selva |
| 2009 | Does the ECB rely on a Taylor rule? Comparing ex-post with real time data | Belke, Ansgar / Klose, Jens |
| 2009 | The Fed's perceived Phillips curve: vidence from individual FOMC forecasts | Tillmann, Peter |
| 2010 | Fractional cointegration in US term spreads | Caporale, Guglielmo Maria / Gil-Alana, Luis A. |
| 2003 | Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates | Tillmann, Peter |
| 2009 | US-euro area monetary policy interdependence: new evidence from Taylor Rule based VECMs | Belke, Ansgar / Cui, Yuhua |
| 2009 | Does the ECB rely on a Taylor rule? Comparing ex-post with real time data | Belke, Ansgar / Klose, Jens |
| 2007 | Interest rate linkages in EMU countries: a rolling threshold vector error-correction approach | Poghosyan, Tigran / de Haan, Jakob / Holmås, Tor Helge |
| 2012 | A variance decomposition of index-linked bond returns | Breedon, Francis |
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