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DateTitle Authors
2006 Fisher's theory of interest rates and the notion of real: a critiqueTymoigne, Éric
2008 Monetary policy surprises and the expectations hyothesis at the short of the yield curveDemiralp, Selva
2009 Does the ECB rely on a Taylor rule? Comparing ex-post with real time dataBelke, Ansgar / Klose, Jens
2009 The Fed's perceived Phillips curve: vidence from individual FOMC forecastsTillmann, Peter
2010 Fractional cointegration in US term spreadsCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2003 Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest RatesTillmann, Peter
2009 US-euro area monetary policy interdependence: new evidence from Taylor Rule based VECMsBelke, Ansgar / Cui, Yuhua
2009 Does the ECB rely on a Taylor rule? Comparing ex-post with real time dataBelke, Ansgar / Klose, Jens
2007 Interest rate linkages in EMU countries: a rolling threshold vector error-correction approachPoghosyan, Tigran / de Haan, Jakob / Holmås, Tor Helge
2012 A variance decomposition of index-linked bond returnsBreedon, Francis

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