Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E43: Interest Rates: Determination, Term Structure, and Effects

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Forecasting Economic Activity Using Financial Variables
2. Monetary Theory

2026

• Hüseyin Yılmaz, 2026, "Türkiye’de Döviz Kuru, Enflasyon ve Faiz Arasındaki Asimetrik Nedensellik İlişkisi
  [The Asymmetric Causality Relationship Between Exchange Rate, Inflation, and Interest Rates in Türkiye]," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 17, issue 2, pages 221-245, April, DOI: 10.20409/berj.2026.496.
• Stefano Herzel & Marco Nicolosi, 2026, "Sensitivity of the Euro OIS Term Structure to ECB Policy Rate Surprises," CEIS Research Paper, Tor Vergata University, CEIS, number 619, Jan, revised 12 Jan 2026.
• Olfa El Aoun, 2026, "Market-specific connectedness behaviors across quantiles and frequencies connectedness patterns among G7 markets, commodities, bitcoin, and interest rate spread," Digital Finance, Springer, volume 8, issue 1, pages 1-45, March, DOI: 10.1007/s42521-025-00175-y.
• Francis Liu & Natalie Packham & Wolfgang Karl Härdle & Ramona Merkl, 2026, "Option-based pricing of secured lending in P2P crypto markets," Digital Finance, Springer, volume 8, issue 1, pages 1-23, March, DOI: 10.1007/s42521-026-00177-4.
• Christos Tzomakas, 2026, "Monetary policy transmission and the yield curve: the role of external market factors against the backdrop of Brexit," Empirical Economics, Springer, volume 70, issue 1, pages 1-42, January, DOI: 10.1007/s00181-025-02874-2.
• James Dean & Scott Schuh, 2026, "From Conventional to Unconventional Monetary Policy: Is the Taylor Rule an Adequate Representation in Macro Models?," Empirical Economics, Springer, volume 70, issue 2, pages 1-48, February, DOI: 10.1007/s00181-025-02868-0.
• Visa Kuntze & Henri Nyberg & Samuel Rauhala, 2026, "Similarity-based path forecasting of US recession periods," Empirical Economics, Springer, volume 70, issue 3, pages 1-18, March, DOI: 10.1007/s00181-026-02893-7.
• Faik Bilgili & Aweng Peter Majok Garang & Yacouba Kassouri & Sevda Kuşkaya, 2026, "Evaluating the transition to the east african monetary union through monetary transmission mechanisms," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-39, December, DOI: 10.1186/s40854-025-00857-x.
• Haydory Akbar Ahmed, 2026, "Dynamics among the term spread, stock market volatility forecast, financial market risk and oil price: an empirical analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-22, December, DOI: 10.1186/s40854-025-00862-0.
• Markus Baltzer & Kathi Schlepper & Christian Speck, 2026, "The Eurosystem’s asset purchase programmes, securities lending and bund specialness," Journal of Business Economics, Springer, volume 96, issue 1, pages 71-105, January, DOI: 10.1007/s11573-025-01243-w.
• Chieh-Jung Chan & Ping-Fang Yen & Hsin-Wen Wang & Yuan Chang, 2026, "ESG Performance and Bank Loan Interest Rates," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 16, issue 1, pages 1-4.
• Hofner D. Rusiana & Cesar L. Escalante, 2026, "Interest Rates and the Time-Varying Dynamics of Household Credit Growth," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 16, issue 3, pages 1-4.
• Bahman Peyravi & Mehmet Recai Uygur & Gediminas Blaževičius & Mehmet Emre Çamlıbel, 2026, "Turkey’s housing market: sales, prices, and their links to interest rates, exchange rates, and costs (2013–2023)," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 13, issue 4, pages 232-249, June, DOI: 10.9770/p7382684759.
• Sicco Kooiker & Janneke van Brummelen & Julia Schaumburg & Marcin Zamojski, 2026, "Self-driving neural networks for term structure modeling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-007/III, Feb.
• Jens H. E. Christensen & Daan Steenkamp, 2026, "A market-based assessment of the outlook for inflation: Expectations and monetary policy in South Africa," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2026-21.
• Luca Fornaro & Martin Wolf, 2026, "Macroeconomic policies for AI," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1943, Apr.
• Zhiwu Hong & Linlin Niu, 2026, "The Russia-Ukraine Conflict and Eurozone Sovereign Risk: A Yield Net Analysis," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2026-01-28, Jan.
• Mucai Lin & Zhiwu Hong & Linlin Niu, 2026, "Silent News in China's Monetary Policy Announcements: Dual-Shock Identification with Ordered Heteroskedasticity," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2026-02-01, Feb.
• Linlin Niu & Haoran Bai & Zhiwu Hong, 2026, "Geopolitical Risks, Inflation Pressure, and the U.S. Treasury Yield Curve," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2025-09-25, Feb.
• Grebe, Moritz & Tillmann, Peter, 2026, "Inflation expectations and a conservative central banker: Evidence from a natural experiment," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 234.
• Kirschenmann, Karolin & Koch, Felicitas & von Schickfus, Marie-Theres & Hainz, Christa, 2026, "Taxonomy talks, credit walks: The EU's climate disclosure framework and bank lending," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 26-004.
• Jonathan Hambur & Qazi Haque, 2026, "Perceived Monetary Policy Rules: Evidence from Professional Forecasters in Australia," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2026-02 Classification-E4, Feb.
• Brent Bundick & Nicolas Petrosky-Nadeau, 2026, "From Deviations to Shortfalls: The Effects of the FOMC's New Employment Objective," American Economic Journal: Macroeconomics, American Economic Association, volume 18, issue 1, pages 69-101, January, DOI: 10.1257/mac.20210381.
• Karthik A. Sastry, 2026, "Disagreement about Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, volume 18, issue 2, pages 486-522, April, DOI: 10.1257/mac.20220266.
• Gregory Casey & Stephie Fried & William B. Peterman, 2026, "Climate Policy and the Long-Run Interest Rate: Insights from a Simple Growth Model," AEA Papers and Proceedings, American Economic Association, volume 116, pages 517-521, May, DOI: 10.1257/pandp.20261026.
• Laura Castillo-Martinez & Ricardo Reis, 2026, "How Do Central Banks Control Inflation? A Guide for the Perplexed," Journal of Economic Literature, American Economic Association, volume 64, issue 1, pages 195-245, March, DOI: 10.1257/jel.20251429.
• Casoli, Chiara & Lucchetti, Riccardo, 2026, "A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 388985, Jan, DOI: 10.22004/ag.econ.388985.
• Lena Best & Benjamin Born & Manuel Menkhoff, 2026, "The Impact of Interest: Firms' Investment Sensitivity to Interest Rates," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 394, Mar.
• Chiara Casoli & Riccardo Lucchetti, 2026, "A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 503, Jan.
• Swayamshree Barik & Manish K. Singh & Harsh Vardhan, 2026, "Monetary policy transmission in primary and secondary markets: Evidence from Indian government securities," Working Papers, xKDR, number 48, Apr.
• Темиргалиев Куаныш // Temirgaliyev Kuanysh, 2026, "Проверка нового способа оценки нейтральной процентной ставки // Testing a new way to estimate a neutral interest rate," Working Papers, National Bank of Kazakhstan, number #2026-2.
• Anna Barbara Feruś, 2026, "Rozwój rynku kredytów hipotecznych w Polsce," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 1, pages 102-124.
• Andrés Fernández & Alejandro Vicondoa, 2026, "Capital Flows to Emerging Markets: Disentangling Quantities from Prices," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 393, Apr.
• Hanna Telnova & Serhii Smerichevskyi & Alla Ivashchenko & Olena Rybak, 2026, "Transmission of the Key Policy Rate To Commercial Bank Interest Rates: VAR-Based Evidence from Ukraine," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 114-130.
• Francisco González Rodríguez & Alberto Orts Torres & José María Serena Garralda & Miquel Tarí Sánchez, 2026, "Issuance yield of MREL-eligible bank debt: a benchmarking model," Occasional Papers, Banco de España, number 2607, Mar, DOI: https://doi.org/10.53479/42805.
• María Alejandra Amado, 2026, "Macroprudential FX Regulations and Small Firms: Unintended Consequences for Credit Growth," Working Papers, Banco de España, number 2604, Jan, DOI: https://doi.org/10.53479/42365.
• Kevin Pallara & Luca Rossi & Fabrizio Venditti, 2026, "Macroeconomic shocks and the term premium in the US," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1520, Mar.
• Stefano Pica, 2026, "Housing markets and the heterogeneous effects of monetary policy across the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1523, Mar.
• José Vicente Romero-Chamorro & Hernando Vargas-Herrera, 2026, "Deuda Pública, Expectativas sobre el Déficit Fiscal y su Transmisión al Componente Cíclico de las Tasas de Interés de Largo Plazo," Borradores de Economia, Banco de la Republica de Colombia, number 1355, May.
• Maxime Gueuder & Sébastien Ray, 2026, "Projecting the Interests of a Dynamic Debt Portfolio: a Financial Model," Working papers, Banque de France, number 1033.
• Fabrizio Zampolli, 2026, "Financial stability limits on fiscal space," BIS Working Papers, Bank for International Settlements, number 1339, Mar.
• Seiwan Kim & Resi Ong Olivares & Donghyun Park & Shu (Grace) Tian & Sunjoo Yang, 2026, "How Sovereign Sustainable Bond Issuance Shakes Up the Corporate Sustainable Bond Market?: Evidence From Asian Markets," Asian Economic Policy Review, Japan Center for Economic Research, volume 21, issue 1, pages 57-67, January, DOI: 10.1111/aepr.70008.
• Boris Hofmann & Anamaria Illes & Marco Lombardi & Paul Mizen, 2026, "The Impact of Unconventional Monetary Policies on Retail Lending and Deposit Rates in the Euro Area," International Finance, Wiley Blackwell, volume 29, issue 1, pages 29-43, April, DOI: 10.1111/infi.70012.
• Neil Bhutta & Andreas Fuster & Aurel Hizmo, 2026, "Paying Too Much? Borrower Sophistication and Overpayment in the U.S. Mortgage Market," Journal of Finance, American Finance Association, volume 81, issue 1, pages 49-90, February, DOI: 10.1111/jofi.70001.
• Tom Doan, 2026, "BJORNLANDLEITEMOJME2009: RATS programs to replicate Bjornland-Leitemo(2009) SVAR with short- and long-run restrictions," Statistical Software Components, Boston College Department of Economics, number RTJ00002, revised .
• Shunsuke Haba & Ryuichiro Hirano & Yuichiro Ito & Sohei Kaihatsu, 2026, "Changes in Perceptions about Monetary Policy: Estimating the Policy Reaction Function Using Market Survey Data," Bank of Japan Working Paper Series, Bank of Japan, number 26-E-5, Mar.
• Lea Best & Benjamin Born & Manuel Menkhof, 2026, "The Impact of Interest: Firms’ Investment Sensitivity to Interest Rates," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2025_737, Mar.
• Kugler, Peter, 2026, "Note on Currency Hedging of foreign assets of Swiss Investors 1974-2021," Working papers, Faculty of Business and Economics - University of Basel, number 2026/02, May.
• Chadha, J. S. & Macchiarelli, C. & Goel, S. & Hantzsche, A. & Mellina, S., 2026, "Deciphering Delphic Guidance: The Bank of England and Geopolitical Uncertainty," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2606, Feb.
• Sugata Marjit & Suryaprakash Mishra & Sanghita Mandal & Mayukh Basu, 2026, "Monetary Policy and Interest rate Volatility – The Role of Inequality and Imperfect Credit Market," CESifo Working Paper Series, CESifo, number 12556.
• Kris James Mitchener & Goncalo Pina, 2026, "The State-Contingent Debt Premium: Evidence from French Public Bonds," CESifo Working Paper Series, CESifo, number 12630.
• Juan Diego Cafferata Salazar & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2026, "Persistence and Long-Run Linkages Between US Stock Market Prices and Bond Yields," CESifo Working Paper Series, CESifo, number 12649.
• Jorge Abad & Saki Bigio & Salomon Garcia-Villegas & Joël Marbet & Galo Nuño, 2026, "The Heterogeneous Bank Lending Channel of Monetary Policy," CESifo Working Paper Series, CESifo, number 12676.
• Mitchener, Kris James & Pina, Gonçalo, 2026, "The State-Contingent Debt Premium: Evidence from French Public Bonds," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 801.
• Nicolas Camenzind & Damir Filipović, 2026, "Transfer Learning of Discount Curves between Bonds and Swaps: An Empirical Study," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-15, Feb.
• Gabriele Fiorentini & Alessandro Galesi & Rodrigo Peña & Gabriel Pérez Quirós & Enrique Sentana, 2026, "Unobservable no more: estimating the natural rate of interest under flat IS and Phillips curves," Working Papers, CEMFI, number wp2026_2603, Mar.
• Acosta, Miguel & Ajello, Andrea & Bauer, Michael & Loria, Francesca & Miranda-Agrippino, Silvia, 2026, "Financial Market Effects of FOMC Communication: Evidence from a New Event-Study Database," CEPR Discussion Papers, Centre for Economic Policy Research, number 21003, Jan.
• Agarwal, Sumit & Mayordomo, Sergio & Rodriguez Moreno, Maria & Tarantino, Emanuele, 2026, "Mortgage Liquidity Shocks and Corporate Lending: Evidence from Household-Initiated Bank Balance Sheet Adjustment," CEPR Discussion Papers, Centre for Economic Policy Research, number 21039, Jan.
• Jansen, Kristy & Li, Wenhao & Schmid, Lukas, 2026, "Granular Treasury Demand with Arbitrageurs," CEPR Discussion Papers, Centre for Economic Policy Research, number 21079, Jan.
• Jansen, Kristy & Klingler, Sven & Ranaldo, Angelo & Duijm, Patty, 2026, "Pension Liquidity Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 21095, Jan.
• Stuart, Rebecca & Kaufmann, Daniel, 2026, "Private Money and Money Market Integration: The Role of Payments Infrastructure in 19th Century Switzerland," CEPR Discussion Papers, Centre for Economic Policy Research, number 21151, Feb.
• Giannetti, Mariassunta & Jasova, Martina & Mendicino, Caterina & Supera, Dominik, 2026, "Securities Losses and the Bank Collateral Channel of Monetary Transmission," CEPR Discussion Papers, Centre for Economic Policy Research, number 21254, Mar.
• Fiorentini, Gabriele & Galesi, Alessandro & Peña, Rodrigo & Pérez Quirós, Gabriel & Sentana, Enrique, 2026, "Unobservable No More: Estimating the Natural Rate of Interest under Flat IS and Phillips Curves," CEPR Discussion Papers, Centre for Economic Policy Research, number 21256, Mar.
• Cocco, João F. & Naaraayanan, Lakshmi & Tripathy, Jagdish, 2026, "Interest-Rate Fee Substitution: Credit Facilitation in Segmented Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 21347, Mar.
• Fornaro, Luca & Wolf, Martin, 2026, "Macroeconomic Policies for AI," CEPR Discussion Papers, Centre for Economic Policy Research, number 21412, Apr.
• Mitchener, Kris & Pina, Gonçalo, 2026, "The State-Contingent Debt Premium: Evidence from French Public Bonds," CEPR Discussion Papers, Centre for Economic Policy Research, number 21425, Apr.
• Hördahl, Peter & KısacıkoÄŸlu, Burçin & Xia, Fan Dora, 2026, "Bond Yield Responses to Macro News: The Role of Macro Forecast Disagreement and Monetary Policy Uncertainty," CEPR Discussion Papers, Centre for Economic Policy Research, number 21501, May.
• Abad, Jorge & Bigio, Saki & García, Salomón & Marbet, Joël & Nuño, Galo, 2026, "The Heterogeneous Bank Lending Channel of Monetary Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 21519, May.
• Anev Janse, Kalin & Beetsma, Roel & Li, Andy, 2026, "Determinants of Spreads on European Supranational Debt: Towards a Genuine European Safe Asset?," CEPR Discussion Papers, Centre for Economic Policy Research, number 21545, May.
• Sami Alpanda & Serdar Kabaca & Kostas Mavromatis, 2026, "Optimal Conventional and Unconventional Monetary Policy Mix," Working Papers, DNB, number 853, Jan.
• Gareis, Johannes, 2026, "The fundamental drivers of recent developments in euro area housing investment," Economic Bulletin Boxes, European Central Bank, volume 1.
• Ungarelli, Flavia & Kostka, Thomas, 2026, "Estimating the time-varying reserve elasticity of money market rates in the euro area," Economic Bulletin Boxes, European Central Bank, volume 1.
• Bletzinger, Tilman & Boilini, Ambra & Kaufmann, Christoph & Nicoletti, Giulio & Papoutsi, Melina & Pöschl, Johannes, 2026, "Financial and macroeconomic implications of the rise in very long-term yields," Economic Bulletin Boxes, European Central Bank, volume 2.
• Budnik, Katarzyna, 2026, "Digital banking and the evolving monetary policy transmission," Working Paper Series, European Central Bank, number 3206, Mar.
• Giannetti, Mariassunta & Jasova, Martina & Mendicino, Caterina & Supera, Dominik, 2026, "Securities losses and the bank collateral channel of monetary transmission," Working Paper Series, European Central Bank, number 3209, Mar.
• Hong, Yi & Xu, Maochun & Wen, Conghua, 2026, "On the dynamics of treasury bond yields: From term structure modelling to economic scenario generation," The British Accounting Review, Elsevier, volume 58, issue 2, DOI: 10.1016/j.bar.2024.101542.
• Lian, Lili & Zhang, Jingyi, 2026, "Allocative implications of government investment in private sector," Journal of Development Economics, Elsevier, volume 179, issue C, DOI: 10.1016/j.jdeveco.2025.103616.
• Bousselmi, Wael & Peia, Oana & Vranceanu, Radu, 2026, "Rollover and insolvency risk in sovereign debt pricing: An experimental study," Journal of Economic Dynamics and Control, Elsevier, volume 185, issue C, DOI: 10.1016/j.jedc.2026.105295.
• Caldeira, João F. & Cordeiro, Werley C., 2026, "Decomposing nominal and real yield curves and inflation forecasting: Evidence from Brazil," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112712.
• Wang, Zhuo & Liu, Tong & Chen, Mizhou, 2026, "Current stance vs. future guidance: LLM evidence on how PBC communication shapes the yield curve," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112781.
• Huang, Zixuan, 2026, "Effects of US macroeconomic news on emerging market sovereign yields," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112987.
• Gillman, Max & Cevik, Emrah I. & Dibooglu, Sel, 2026, "The evolving impact of U.S. monetary policy on real oil prices: A time-varying Granger predictability and local projections approach," Energy Policy, Elsevier, volume 210, issue C, DOI: 10.1016/j.enpol.2025.115052.
• Klinkowska, Olga & Zadorozhna, Olha, 2026, "The yield curve strikes back: New evidence of its predictive power for economic activity and inflation," International Review of Financial Analysis, Elsevier, volume 113, issue C, DOI: 10.1016/j.irfa.2026.105128.
• Chen, Mo & Wei, Xiaosha, 2026, "Does interest rate liberalization promote the credit behavior of commercial banks: From the perspectives of capital regulation and business innovation," Finance Research Letters, Elsevier, volume 100, issue C, DOI: 10.1016/j.frl.2026.109954.
• You, Jaeweon & Noh, Yoocheol, 2026, "Deposit pricing under credit stress: Business-model heterogeneity and threshold effects," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.108998.
• Ozocak, Onem, 2026, "Adjustment of U.S. Treasury yields to the cointegrating relationship amid high intrapersonal uncertainty," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109681.
• Liang, Jiaochen, 2026, "How fast does the Fed reach DeFi? Pass-through and settlement lags in stablecoin yields," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109979.
• Gaglianone, Wagner Piazza & Marins, Jaqueline Terra Moura & Vicente, José Valentim Machado, 2026, "When low rates speak loud: Exchange rate dynamics under different interest rate regimes," International Economics, Elsevier, volume 186, issue C, DOI: 10.1016/j.inteco.2026.100697.
• Vural-Yavaş, Çiğdem & Bilyay-Erdogan, Seda, 2026, "Navigating uncertainty: How do interest rate fluctuations affect ESG performance?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2025.102282.
• van der Wel, Michel & Zhang, Yaoyuan, 2026, "Global evidence on unspanned macro risks in dynamic term structure models," Journal of Banking & Finance, Elsevier, volume 185, issue C, DOI: 10.1016/j.jbankfin.2026.107656.
• Gao, Xin & Hu, Guanglian & Li, Bingxin & Liu, Rui, 2026, "Risk premiums in the U.S. Treasury futures," Journal of Banking & Finance, Elsevier, volume 186, issue C, DOI: 10.1016/j.jbankfin.2026.107669.
• Jiang, Fuwei & Meng, Lingchao & Xue, Bowen & Yu, Jiasheng, 2026, "Interest rate skewness and stock market returns," Journal of Banking & Finance, Elsevier, volume 187, issue C, DOI: 10.1016/j.jbankfin.2026.107675.
• Sarto, Andrés & Wang, Olivier, 2026, "The secular decline in interest rates and the rise of shadow banks," Journal of Financial Economics, Elsevier, volume 177, issue C, DOI: 10.1016/j.jfineco.2025.104228.
• Rice, Jonathan & Guerrini, Giulia Maria, 2026, "Riding the rate wave: Interest rate and run risks in euro area banks during the 2022–2023 monetary cycle," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103444.
• Chadha, Jagjit S. & Macchiarelli, Corrado & Goel, Satyam & Hantzsche, Arno & Mellina, Sathya, 2026, "Deciphering Delphic guidance: The Bank of England and geopolitical uncertainty," Journal of International Money and Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jimonfin.2026.103530.
• Kempa, Bernd & Zou, Feina, 2026, "Estimation of the natural interest rate under monetary policy smoothing," Journal of Macroeconomics, Elsevier, volume 88, issue C, DOI: 10.1016/j.jmacro.2026.103761.
• Nose, Manabu, 2026, "Fiscal expectations, the sovereign–bank nexus, and bond yields in emerging and developing economies," Journal of Macroeconomics, Elsevier, volume 88, issue C, DOI: 10.1016/j.jmacro.2026.103762.
• Bettendorf, Timo, 2026, "Disentangling supply-side and demand-side effects of uncertainty shocks on U.S. financial markets: Identification using prices of gold and oil," Journal of Macroeconomics, Elsevier, volume 88, issue C, DOI: 10.1016/j.jmacro.2026.103763.
• Garcia, Piero & Quineche, Ricardo & Zapata, Juan, 2026, "Temporal asymmetries in monetary transmission: Implications for interest rate policies," Journal of Policy Modeling, Elsevier, volume 48, issue 3, DOI: 10.1016/j.jpolmod.2026.107045.
• Zeng, Ming & Zhao, Guihai, 2026, "Expectation-driven term structure of equity and bond yields," Journal of Monetary Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jmoneco.2025.103881.
• Hernández-Román, Luis G., 2026, "Monetary policy trade-offs amid global supply chain disruptions," Journal of Monetary Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.jmoneco.2026.103934.
• Lai, Huating & Sun, Weihong & Liu, Ding, 2026, "Crossing the Pacific: Spillover effects of US monetary policy on Chinese corporate investment," Pacific-Basin Finance Journal, Elsevier, volume 97, issue C, DOI: 10.1016/j.pacfin.2026.103078.
• Loeffler, Hannah, 2026, "What happens to renters? Increased financing costs and government support," European Journal of Political Economy, Elsevier, volume 92, issue C, DOI: 10.1016/j.ejpoleco.2025.102714.
• Cepni, Oguzhan & Gupta, Rangan & Karahan, Cenk C. & Lucey, Brian, 2026, "Retraction notice to “Oil price shocks and yield curve dynamics in emerging markets” [International Review of Economics and Finance 80 (2022) 613–623]," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2026.104888.
• Sen, Aariya & Sensarma, Rudra & Saggar, Mridul Kumar, 2026, "Navigating through the unknown: The uncertainty channel in monetary policy transmission," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.104943.
• Sun, Lixin, 2026, "Measuring the natural rate of real interest for the Chinese economy," International Review of Economics & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.iref.2026.105150.
• Bragaglia, Erika & Curcio, Domenico & Galloppo, Giuseppe & Guida, Roberto, 2026, "Funding liquidity regulation, ultra-expansionary monetary policy and European banks’ profitability," Research in International Business and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.ribaf.2025.103246.
• Jonathan Hambur & Qazi Haque, 2026, "Perceived Monetary Policy Rules: Evidence from Professional Forecasters in Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-09, Feb.
• James Morley & Jing Tian & Ben Zhe Wang, 2026, "Disagreement over the Nature of Macroeconomic Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-21, Mar.
• Jonathan Benchimol & Sathya Mellina, 2026, "Narratives and the Term Structure of Inflation Expectations," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-29, May.
• Jaqueson K. Galimberti, 2026, "The Role of Initial States in Estimates of the Natural Rate of Interest," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-38, May.
• Castillo Martinez, Laura & Reis, Ricardo, 2026, "How do central banks control inflation? A guide for the perplexed," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128408, Mar.
• Davies, Richard & McEvoy, Finn, 2026, "Markets, birth-rates, watchdogs: the evolving fiscal constraint in advanced economies," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 136955, Mar.
• Makram El-Shagi & Florian Gerth & Paul Lukuliko Philemon, 2026, "Rules vs. Discretion and the Role of the Central Bank," CFDS Discussion Paper Series, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China, number 2026/2, Mar.
• Chiara Casoli & Riccardo Lucchetti, 2026, "A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters," Working Papers, Fondazione Eni Enrico Mattei, number 2026.03, Jan.
• Falk Bräuning & Joanna Stavins, 2026, "How Interest Rate Changes Affect Credit Card Spending," Current Policy Perspectives, Federal Reserve Bank of Boston, number 26-2, Mar.
• Paul S. Willen, 2026, "Why Mortgage Rates Exceed Treasury Yields," Current Policy Perspectives, Federal Reserve Bank of Boston, number 26-3, May.
• Hugo De Vere & Ipek Ozil & Srini Ramaswamy & Seth Searls, 2026, "Term Funding Premium—Time Is Money After All," Working Papers, Federal Reserve Bank of Dallas, number 2613, May, DOI: 10.24149/wp2613.
• Jens H. E. Christensen & Daan Steenkamp, 2026, "A Market-Based Assessment of the Outlook for Inflation Expectations and Monetary Policy in South Africa," Working Paper Series, Federal Reserve Bank of San Francisco, number 2026-03, Feb, DOI: 10.24148/wp2026-03.
• Miguel Faria-e-Castro & Pascal Paul & Juan M. Sanchez, 2026, "Stabilization vs. Growth," Working Paper Series, Federal Reserve Bank of San Francisco, number 2026-09, Apr, DOI: 10.24148/wp2026-09.
• Eric Engstrom, 2026, "Anchored to the Dot Plot: Central Bank Projections and Interest Rate Expectations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-026, May, DOI: 10.17016/FEDS.2026.026.
• Abhik Bhatt & Anthony M. Diercks & Benjamin Eyal & Arsenios Skaperdas, 2026, "The Causal Effect of Debt on Interest Rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-031, May, DOI: 10.17016/FEDS.2026.031.
• Ketan B. Patel, 2026, "How the U.S. Treasury Futures Market and the Basis Trade Could Be Affected by the Treasury Clearing Mandate: Part 1—A Primer," Chicago Fed Letter, Federal Reserve Bank of Chicago, volume 516, pages 1-8, January, DOI: 10.21033/cfl-2026-516.
• Ketan B. Patel, 2026, "How the U.S. Treasury Futures Market and the Basis Trade Could Be Affected by the Treasury Clearing Mandate: Part 2—The Possible Role of Cross-Margining," Chicago Fed Letter, Federal Reserve Bank of Chicago, volume 517, pages 1-8, January, DOI: 10.21033/cfl-2026-517.
• Ketan B. Patel, 2026, "Will Central Clearing Change the Market Structure of U.S. Treasury Repo to Become More Standardized and Trade on an All-to-All Basis?," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2026-02, Apr, DOI: 10.21033/wp-2026-02.
• Miguel Faria-e-Castro & Pascal Paul & Juan M. Sanchez, 2026, "Stabilization vs. Growth," Working Papers, Federal Reserve Bank of St. Louis, number 2026-006, Apr, DOI: 10.20955/wp.2026.006.
• Marco Del Negro & Elena Elbarmi & Michael Pham, 2026, "The Post‑Pandemic Global R," Liberty Street Economics, Federal Reserve Bank of New York, number 20260225, Feb, DOI: 10.59576/lse.20260225.
• Sophia Cho & John C. Williams, 2026, "The R*–Labor Share Nexus," Liberty Street Economics, Federal Reserve Bank of New York, number 20260415, Apr, DOI: 10.59576/lse.20260415.
• Stefania D'Amico & Max Gillet & Sam Schulhofer-Wohl & Tim Seida, 2026, "Open-Ended Treasury Purchases: From Market Functioning to Financial Easing," Staff Reports, Federal Reserve Bank of New York, number 1183, Feb, DOI: 10.59576/sr.1183.
• Borel Ahonon & Guillaume Roussellet, 2026, "When Long-Run Trends Are Unknown: Bond Pricing Implications," Staff Reports, Federal Reserve Bank of New York, number 1187, Mar, DOI: 10.59576/sr.1187.
• Michael J. Fleming & Weiling Liu & Giang Nguyen, 2026, "Intraday Price Pressure and Order Flow Around U.S. Treasury Auctions," Staff Reports, Federal Reserve Bank of New York, number 1188, Mar, DOI: 10.59576/sr.1188.
• Marina Azzimonti & Nirvana Mitra, 2026, "Clientelism, Institutions and Sovereign Default," Working Paper, Federal Reserve Bank of Richmond, number 26-06, Mar, DOI: 10.21144/wp26-06.
• Marcin Dec, 2026, "Extracting Risk Free Interest Rate Expectations in a Less Liquid Government Bond Markets," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 113.
• Chaimae Lazzarou, 2026, "Measuring Natural Interest Rate in Morocco," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 01-2026, Feb.
• Pierre De Leo & Lorena Keller & Giuliano Simoncelli & Mauricio Villamizar Villegas & Tomas Williams, 2026, "Foreign Investors in Local-Currency Bond Markets: Implications for Bond Yields and Exchange Rates," Working Papers, The George Washington University, The Center for Economic Research, number 2026-007, Apr.
• Patrick Fève & Alban Moura & Olivier Pierrard, 2026, "Predetermined Interest Rates in a Analytical RBC model," Working Papers, HAL, number hal-05528454, Feb.
• Raymond L. Aor & Afees A. Salisu, 2026, "Disaggregated Economic Complexity and Inflation in OECD Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 29, issue 1, pages 53-76, February, DOI: https://doi.org/10.59091/2460-9196..
• Kārlis Vilerts & Sofia Anyfantaki & Konstantīns Beņkovskis & Sebastian Bredl & Massimo Giovannini & Florian Matthias Horky & Vanessa Kunzmann & Tibor Lalinský & Athanasios Lampousis & Elizaveta Lukman, 2026, "Details Matter: Loan Pricing and Transmission of Monetary Policy in the Euro Area," International Journal of Central Banking, International Journal of Central Banking, volume 22, issue 2, pages 1-89, April.
• Hiroyuki Oi & Shigenori Shiratsuka & Shunichi Yoneyama, 2026, "Revisiting Shadow Short-term Interest Rate Models: Evidence from the Ultra-Low Interest Rate Environment in Japan," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 26-E-06, Mar.
• Andres Fernandez & Alejandro Vicondoa, 2026, "Capital Flows to Emerging Markets: Disentangling Quantities from Prices," IMF Working Papers, International Monetary Fund, number 2026/060, Mar.
• Vaishali Garga & Benjamin Gryzb & Rajeswari Sengupata, 2026, "Do actions match words? Reassessing the Taylor rule in an emerging-market context," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2026-003, Mar.
• Frederico Silva Leal, 2026, "New evidence on the macroeconomic, fiscal and political drivers of sovereign bond spreads in the EMU," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2026/0402, Jan.
• Alessio Capriotti & Silvia Muzzioli, 2026, "Sovereign bond spreads and climate risk: An empirical analysis in the Euro Area," International Economics and Economic Policy, Springer, volume 23, issue 2, pages 1-38, May, DOI: 10.1007/s10368-026-00741-8.
• Hiroyuki Oi & Shigenori SHIRATSUKA & Shunichi Yoneyama, 2026, "Revisiting Shadow Short-term Interest Rate Models: Evidence from the Ultra-Low Interest Rate Environment in Japan," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number DP2026-007, Mar.
• Asker Lau Andersen & Andreas Jakobsen & Mads Rahbek Joergensen & Niels Johannesen, 2026, "Consumption responses to rising mortgage rates: Unpacking the cash-flow channel of monetary policy," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 26-04, May.
• Linas Jurksas & Rokas Kaminskas & Vita Akstinaite, 2026, "Every Signal Counts: Effects of ECB Presidents’ Textual and Voice Sentiments on Financial Markets," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 45, Feb.
• Aariya Sen, 2026, "Does Perception Matter? The Role of Monetary Policy Uncertainty in Policy Transmission," Working Papers, Madras School of Economics,Chennai,India, number 2026-297, Apr.
• Paweł Kowalewski, 2026, "The perspective of Fed’s unconventional policies through the analysis of quantitative tightening," Bank i Kredyt, Narodowy Bank Polski, volume 57, issue 1, pages 39-64.
• Łukasz Markowski, 2026, "Adekwatność polityki pieniężnej w Polsce na poziomie regionalnym," Bank i Kredyt, Narodowy Bank Polski, volume 57, issue 2, pages 203-226.
• Bronson Argyle & Benjamin Iverson & Jason D. Kotter & Taylor D. Nadauld & Christopher Palmer, 2026, "The Dynamics of Retail Deposit Balances," NBER Working Papers, National Bureau of Economic Research, Inc, number 34742, Jan.
• Viral V. Acharya & Guillaume Plantin & Olivier Wang, 2026, "Indebted Supply and Monetary Policy: A Theory of Financial Dominance," NBER Working Papers, National Bureau of Economic Research, Inc, number 34798, Feb.
• Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2026, "Are Government Bonds Safe in Times of War and Pandemic?," NBER Working Papers, National Bureau of Economic Research, Inc, number 34820, Feb.
• Juliane Begenau & Vadim Elenev & Tim Landvoigt, 2026, "Interest Rate Risk and Cross-Sectional Effects of Micro-Prudential Regulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 34892, Feb.
• Ali Kakhbod & Amir Kermani & Bernardo L.R. Maciel, 2026, "In the Fed’s Mind," NBER Working Papers, National Bureau of Economic Research, Inc, number 35016, Mar.
• Kris James Mitchener & Gonçalo A. Pina, 2026, "The State-Contingent Debt Premium: Evidence from French Public Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 35136, Apr.
• Anikeev, K., 2026, "Deposit channel of monetary policy transmission: The impact of uniform and local pricing strategies," Journal of the New Economic Association, New Economic Association, volume 70, issue 1, pages 262-278, DOI: 10.31737/22212264_2026_1_262-278.
• Ben Conigrave & Young-Hyun Shin, 2026, "Fiscal and macroeconomic impacts of defence spending," OECD Economics Department Working Papers, OECD Publishing, number 1861, Mar, DOI: 10.1787/b4860378-en.
• Camelia Mihai & Norina Popovici & Dorinela Nancu, 2026, "Monetary Policy in Romania: Trends and Implications," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 666-671, February.
• Furukawa, Yoko, 2026, "Disequilibrium Inflation," MPRA Paper, University Library of Munich, Germany, number 127878, Jan.
• Sam, Rainsy, 2026, "From Volatility to Time: Toward a New Theory of Risk Based on Capital Recovery," MPRA Paper, University Library of Munich, Germany, number 128710, Apr.
• Vienneau, Robert, 2026, "The Production of Commodities and the Structure of Production," MPRA Paper, University Library of Munich, Germany, number 128751, Apr.
• Tehulu, Tilahun Aemiro, 2026, "Firm-specific Characteristics and Microcredit Pricing: Evidence from Sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 129046, Apr.
• ZENAGUI, Sid Ahmed, 2026, "Advanced Monetary Theory and Policy: New Keynesian Economics, DSGE Models, and Central Banking," MPRA Paper, University Library of Munich, Germany, number 129218, May.
• Lee, Sunwoo, 2026, "When Does ESG Lose Value Relevance? A Discount-Rate Threshold in Korea," MPRA Paper, University Library of Munich, Germany, number 129220, Apr.
• Nolla, Edgar, 2026, "Integración monetaria sin unión monetaria inmediata: pagos regionales, reglas fiscales, supervisión bancaria y unidad de cuenta en Centroamérica y República Dominicana
  [Monetary Integration without Immediate Monetary Union: Regional Payments, Fisc," MPRA Paper, University Library of Munich, Germany, number 129252, May.

2025

• Constantine, Collin, 2025, "Fiscal dominance and the financial resource curse: The Paradoxes of Plenty and Banking," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 6, issue 2, DOI: 10.1016/j.latcb.2024.100131.
• Tanaka, Hiroatsu, 2025, "Equilibrium yield curves with imperfect information," Journal of Monetary Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.jmoneco.2024.103621.
• Braun, Robin & Miranda-Agrippino, Silvia & Saha, Tuli, 2025, "Measuring monetary policy in the UK: The UK monetary policy event-study database," Journal of Monetary Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.jmoneco.2024.103645.
• Barth, Daniel & Kahn, R. Jay, 2025, "Hedge funds and the Treasury cash-futures basis trade," Journal of Monetary Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jmoneco.2025.103823.
• Ma, Yunbiao & Shao, Jingcong & Shi, Beibei, 2025, "How air pollution influences corporate credit spreads: A pre-registered report," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102868.
• Grebe, Moritz & Tillmann, Peter, 2025, "Household expectations and dissent among policymakers," European Journal of Political Economy, Elsevier, volume 86, issue C, DOI: 10.1016/j.ejpoleco.2024.102638.
• Cordeiro, Werley & Caldeira, João F. & Moura, Guilherme V., 2025, "Forecasting the Brazilian yield curve using macroeconomics expectations and time-varying volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.qref.2025.102072.
• Serdavaa, Batkhurel, 2025, "Cross-country panel analysis justifying tighter control over short-term interest rates," International Review of Economics & Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.iref.2025.103868.
• Chen, Ruoyu & Wang, Guoqing & Jamil, Nabiha & Iqbal, Najaf, 2025, "The green premium of unconventional monetary policy: Evidence from the enlarged collateral framework by the People's Bank of China," Research in International Business and Finance, Elsevier, volume 73, issue PB, DOI: 10.1016/j.ribaf.2024.102655.
• Li, Hongjin & Su, Naifang & Liu, Xiangyu, 2025, "The hybrid monetary policy rule in China’s transition period," Research in International Business and Finance, Elsevier, volume 77, issue PA, DOI: 10.1016/j.ribaf.2025.102846.
• Crespi, Fabrizio & Mandas, Marco & Migliavacca, Milena, 2025, "European banks’ interest margins and monetary policy: Evidence of a stickiness phenomenon," Research in International Business and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.ribaf.2025.103073.
• Hilde C. Bjornland & Jamie L. Cross & Jonas Holz, 2025, "Re-visiting the Relationship Between Oil Prices and Monetary Policy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-19, Apr.
• Piyali Das & Chetan Ghate & Subhadeep Halder, 2025, "Fiscal Dominance and the Maturity Structure of Debt," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-29, May.
• Kristin Forbes & Jongrim Ha & M. Ayhan Kose, 2025, "Tradeoffs over Rate Cycles: Activity, Inflation and the Price Level," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-30, May.
• Benetton, Matteo & Gavazza, Alessandro & Surico, Paolo, 2025, "Mortgage pricing and monetary policy," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126188, Mar.
• Gourinchas, Pierre-Olivier & Ray, Walker & Vayanos, Dimitri, 2025, "A preferred-habitat model of term premia, exchange rates, and monetary policy spillovers," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 127783, Nov.
• Zico Dasgupta, 2025, "Interest rate and endogenous money under capital mobility and fixed exchange rate: alternative closures and implications," Review of Keynesian Economics, Edward Elgar Publishing, volume 13, issue 1, pages 71-93, January.
• Eladio Febrero & Jorge Uxó & Óscar Dejuán, 2025, "Unconventional monetary policy; Central bank reserves; Overnight interest rate; European Central Bank; Germany; Great Financial Crisis," Review of Keynesian Economics, Edward Elgar Publishing, volume 13, issue 3, pages 404–416-4, July.
• Novelo U., Federico, 2025, "En el Banco de México: autonomía, ¿para qué?," El Trimestre Económico, Fondo de Cultura Económica, volume 92, issue 368, pages 959-987, October-D, DOI: https://doi.org/10.20430/ete.v92i36.
• Peter Claeys & Bettina Bökemeier & Benjamin Owusu & Juan Equiza Goñi & Michael Stierle & Andreea Stoian, 2025, "European Governments’ Fiscal Behaviour and Public Debt Holders: What Is the Financial Connection?," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 218, Jan.
• Milda Valentinaite & Egle Ceponyte & Ingars Zustrups, 2025, "Taxation of Bank Windfall Profits in the Baltics," European Economy - Economic Briefs, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 086, Oct.
• Alessandro Stringhi & Sara Gil-Gallen & Andrea Albertazzi, 2025, "The Enemy of my Enemy," Working Papers, Fondazione Eni Enrico Mattei, number 2025.03, Jan.
• Andres Blanco, 2025, "Labor Market Dynamics During the 2021-24 Inflation Surge," Policy Hub, Federal Reserve Bank of Atlanta, volume 2025, issue 3, June, DOI: 10.29338/ph2025-03.
• Falk Bräuning & Joanna Stavins, 2025, "The Credit Card Spending Channel of Monetary Policy: Micro Evidence from Account-level Data," Working Papers, Federal Reserve Bank of Boston, number 25-10, Sep, DOI: 10.29412/res.wp.2025.10.
• Christopher D. Cotton, 2025, "The Predictability of Global Monetary Policy Surprises," Working Papers, Federal Reserve Bank of Boston, number 25-14, Nov, DOI: 10.29412/res.wp.2025.14.
• Nicholas Fritsch, 2025, "Tail Sensitivity of US Bank Net Interest Margins: A Bayesian Penalized Quantile Regression Approach," Working Papers, Federal Reserve Bank of Cleveland, number 25-09, Mar, DOI: 10.26509/frbc-wp-202509.
• Michael D. Plante & Alexander W. Richter & Sarah Zubairy, 2025, "Revisiting the Interest Rate Effects of Federal Debt," Working Papers, Federal Reserve Bank of Dallas, number 2513, Apr, revised 09 Jul 2025, DOI: 10.24149/wp2513r1.
• Haoyang Liu & W. Ben McCartney & Rodney Ramcharan & Calvin Zhang & Xiaohan Zhang, 2025, "Household Finance Shapes Political Participation: Evidence from Mortgage Refinancing," Working Papers, Federal Reserve Bank of Dallas, number 2517, May, revised 03 Mar 2026, DOI: 10.24149/wp2517r1.
• Vasco Curdia, 2025, "Monetary Policy and The Medium-Run Natural Rate," Working Paper Series, Federal Reserve Bank of San Francisco, number 2025-24, Oct, DOI: 10.24148/wp2025-24.
• Miguel Acosta & Andrea Ajello & Michael D. Bauer & Francesca Loria & Silvia Miranda-Agrippino, 2025, "Financial Market Effects of FOMC Communication: Evidence from a New Event-Study Database," Working Paper Series, Federal Reserve Bank of San Francisco, number 2025-30, Dec, DOI: 10.24148/wp2025-30.
• Thomas M. Mertens & Tony Zhang, 2025, "A New Keynesian Model for Financial Markets," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-35, Apr, DOI: 10.24148/wp2023-35.
• Jens H. E. Christensen & Sarah Mouabbi & Caroline M. Paulson, 2025, "German Inflation-Linked Bonds: Overpriced, Yet Undervalued," Working Paper Series, Federal Reserve Bank of San Francisco, number 2025-03, Apr, DOI: 10.24148/wp2025-03.
• Luca Benzoni & Marisa Wernick, 2025, "The 2025 U.S. Debt Limit Through the Lens of Financial Markets," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2025-07, May, DOI: 10.21033/wp-2025-07.
• Phillip An & Karlye Dilts Stedman & Amaze Lusompa, 2025, "How High Does High Frequency Need to Be? A Comparison of Daily and Intradaily Monetary Policy Surprises," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 25-03, May.
• Jonathan Adams & Philip Barrett, 2025, "What Are Empirical Monetary Policy Shocks? Estimating the Term Structure of Policy News," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 25-06, Jul, DOI: 10.18651/RWP2025-06.