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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.
2006 The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the term spreadOffermanns, Christian J. / Nautz, Dieter
2003 Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest RatesTillmann, Peter
2005 Does it Pay to Watch Central Bankers' Lips? The Information Content of ECB WordingHeinemann, Friedrich / Ullrich, Katrin
2006 Mean variance optimization of non-linear systems and worst-case analysisParpas, Panos / Rustem, Berc / Wieland, Volker / Zakovic, Stan
2009 US-euro area monetary policy interdependence: new evidence from Taylor Rule based VECMsBelke, Ansgar / Cui, Yuhua

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