Results 1-10 of 245.
|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.
|2006 ||The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the term spread||Offermanns, Christian J. / Nautz, Dieter
|2003 ||Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates||Tillmann, Peter
|2005 ||Does it Pay to Watch Central Bankers' Lips? The Information Content of ECB Wording||Heinemann, Friedrich / Ullrich, Katrin
|2006 ||Mean variance optimization of non-linear systems and worst-case analysis||Parpas, Panos / Rustem, Berc / Wieland, Volker / Zakovic, Stan
|2009 ||US-euro area monetary policy interdependence: new evidence from Taylor Rule based VECMs||Belke, Ansgar / Cui, Yuhua