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Modeling interest rate setting at the European Central Bank with bargaining models and counterfactuals. (2020). McNeil, James.
In: Working Papers.
RePEc:dal:wpaper:daleconwp2020-03.

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  1. Baum, C. F. and Barkoulas, J. (2006). Dynamics of intra-EMS interest rate linkages. Journal of Money, Credit and Banking, 38(2):469–482.

  2. Berger, H. and De Haan, J. (2002). Are small countries too powerful within the ECB? Atlantic Economic Journal, 30(3):263–282.

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  6. Christiano, L. J., Eichenbaum, M., and Evans, C. L. (1999). Monetary policy shocks: What have we learned and to what end? Handbook of macroeconomics, 1:65–148.

  7. Crowley, P. M. and Lee, J. (2009). Evaluating the stresses from ECB monetary policy in the euro area. Bank of Finland Research Discussion Paper, 11.

  8. Cushman, D. O. and Zha, T. (1997). Identifying monetary policy in a small open economy under flexible exchange rates. Journal of Monetary Economics, 39(3):433 – 488.

  9. Frömmel, M. and Kruse, R. (2015). Interest rate convergence in the EMS prior to European Monetary Union. Journal of Policy Modeling, 37:990–1004.

  10. Hayo, B. and Méon, P.-G. (2013). Behind closed doors: Revealing the ECB’s decision rule. Journal of International Money and Finance, 37:135–160.

  11. Heinemann, F. and Huefner, F. P. (2004). Is the view from the Eurotower purely European? National divergence and ECB interest rate policy. Scottish Journal of Political Economy, 51(4):544–558.

  12. Jarociński, M. (2010). Responses to monetary policy shocks in the east and the west of Europe: A comparison. Journal of Applied Econometrics, 25(5):833–868.
    Paper not yet in RePEc: Add citation now

  13. Reade, J. J. and Volz, U. (2011). Leader of the pack? German monetary dominance in Europe prior to EMU. Economic Modelling, 28(1):239–250.

  14. Riboni, A. and Ruge-Murcia, F. J. (2010). Monetary policy by committee: consensus, chairman dominance, or simple majority? The Quarterly Journal of Economics, 125(1):363– 416.

  15. Sims, C. (1980). Macroeconomics and reality. Econometrica, 48(1):1–48.

  16. von Hagen, J. and Brückner, M. (2003). Monetary policy in unknown territory: The European Central Bank in the early years. In D. E. Altig and B. D. Smith (Eds.), Evolution and Procedures in Central Banking, 95–126. Cambridge University Press.

  17. Zhou, S. (2003). Interest rate linkages within the European Monetary System: New evidence incorporating long-run trends. Journal of International Money and Finance, 22(4):571– 590.

Cocites

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    In: Finance Research Letters.
    RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003099.

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  2. A rank approach for studying cross-currency bases and the covered interest rate parity. (2020). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Ordoez-Callamand, Daniel ; Gomez-Malagon, Santiago .
    In: Empirical Economics.
    RePEc:spr:empeco:v:59:y:2020:i:1:d:10.1007_s00181-019-01633-4.

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  3. Modeling interest rate setting at the European Central Bank with bargaining models and counterfactuals. (2020). McNeil, James.
    In: Working Papers.
    RePEc:dal:wpaper:daleconwp2020-03.

    Full description at Econpapers || Download paper

  4. Explosive behaviour and long memory with an application to European bond yield spreads. (2019). Kruse, Robinson ; Wegener, Christoph.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:66:y:2019:i:1:p:139-153.

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  5. The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?. (2017). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Mohamad, Nurul Sima .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:50:y:2017:i:c:p:36-51.

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  6. Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area. (2017). GUPTA, RANGAN ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal ; Christou, Christina.
    In: Journal of International Financial Markets, Institutions and Money.
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  7. A rank approach for studying cross-currency bases and the covered interest rate parity. (2017). Ordoñez-Callamand, Daniel ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gomez-Malagon, Santiago ; Ordoez-Callamand, Daniel.
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  8. Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US. (2016). Miller, Stephen ; Canarella, Giorgio.
    In: Working papers.
    RePEc:uct:uconnp:2016-11.

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  9. Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area. (2016). GUPTA, RANGAN ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Christou, Christina ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:201616.

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  10. Interest rate convergence in the EMS prior to European Monetary Union. (2015). Kruse, Robinson ; Frömmel, Michael ; Frommel, Michael.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:37:y:2015:i:6:p:990-1004.

    Full description at Econpapers || Download paper

  11. Testing for a break in the persistence in yield spreads of EMU government bonds. (2014). Wegener, Christoph ; Sibbertsen, Philipp ; Basse, Tobias.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:41:y:2014:i:c:p:109-118.

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  12. Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds. (2013). Wegener, Christoph ; Sibbertsen, Philipp ; Basse, Tobias.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-517.

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  13. Interest linkages between the US, UK and German interest rates: should the UK join the European Monetary Union?. (2010). Joyeux, Roselyne ; Bryant, William .
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:24:y:2010:i:6:p:633-647.

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  14. Benchmark bonds interactions under regime shifts. (2009). Migiakis, Petros ; Georgoutsos, Dimitris.
    In: Working Papers.
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  15. Interest rate convergence in the EMS prior to European Monetary Union. (2009). Kruse, Robinson ; Frömmel, Michael ; Frommel, Michael.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-23.

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  16. Forecasting euro area variables with German pre-EMU data. (2008). Marcellino, Massimiliano ; Lütkepohl, Helmut ; Brüggemann, Ralf ; Lutkepohl, Helmut ; Bruggemann, Ralf .
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    RePEc:jof:jforec:v:27:y:2008:i:6:p:465-481.

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  17. An Investigation of the German Dominance Hypothesis in the Context of Eastern Enlargement of the EU. (2006). Feridun, Mete.
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2006:y:2006:i:2:id:283:p:172-182.

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  18. Forecasting Euro-Area Variables with German Pre-EMU Data. (2006). Marcellino, Massimiliano ; Lütkepohl, Helmut ; Brüggemann, Ralf ; Lutkepohl, Helmut ; Bruggemann, Ralf .
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  19. Forecasting Euro-Area Variables with German Pre-EMU Data. (2006). Marcellino, Massimiliano ; Lütkepohl, Helmut ; Brüggemann, Ralf ; Luetkepohl, Helmut .
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  20. Measuring exchange rate misalignment in Turkey. (2004). Yeldan, Erinc.
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  21. A new interpretation of the real exchange rate - yield differential nexus. (2004). Wood, Andrew ; Fuertes, Ana-Maria ; Coakley, Jerry.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.