Results 71-80 of 416.
|2010 ||Forecast uncertainty and the Bank of England interest rate decisions||Schultefrankenfeld, Guido
|2004 ||Interest rate reaction functions for the euro area Evidence from panel data analysis||Ruth, Karsten
|2004 ||How the Bundesbank really conducted monetary policy: An analysis based on real-time data||Gerberding, Christina / Worms, Andreas / Seitz, Franz
|2004 ||Towards a Joint Characterization of Monetary Policy and the Dynamics of the Term Structure of Interest Rates||Fendel, Ralf
|2014 ||Does the foreign interest rate matter for monetary policy? Evidence from nonlinear Taylor rules||Belke, Ansgar / Beckmann, Joscha / Dreger, Christian
|2010 ||Monetary transmission right from the start: The (dis)connection between the money market and the ECB's main refinancing rates||Abbassi, Puriya / Nautz, Dieter
|2011 ||Cointegrated VARMA models and forecasting US interest rates||Kascha, Christian / Trenkler, Carsten
|2004 ||Expected budget deficits and interest rate swap spreads - Evidence for France, Germany and Italy||Heppke-Falk, Kirsten H. / Hüfner, Felix P.
|2009 ||Modeling Monetary Policy||Reynard, Samuel / Schabert, Andreas
|2008 ||Adaptive forecasting of the EURIBOR swap term structure||Blaskowitz, Oliver J. / Herwartz, Helmut