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Heterogeneous Impacts of Market Integration: Evidence from Pakistan's Motorways

How Formal Property Rights Shape Social and Economic Networks: Evidence from a Land Tenure Reform Implemented as Randomized Control-Trial

Informality and the Cost of Children in Developing Countries

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Measuring Global Industrial Policy: Patterns and Structure of IP Across Developing Economies, 2008-2020

Persistence of Inequality after the Apartheid: Assessing the role of Geography and Skills

Quantifying the Gains from Eradicating Malaria using a Structural Model

The impact of climate change on human capital accumulation: A macroeconomic perspective

The Impact of Multinationals on Informality: Evidence from Mexico

The interaction of public and private sector employment in least developed countries

Unpacking Economic Development: Evidence from Cohort- and Region-Level Data

Selected filters

Expectations hypothesis

VoxEU Column

Sticky expectations: A unified explanation for bond and currency puzzles

Markus Sihvonen
Eleonora Granziera

26 Nov 2020

Exchange Rates
Monetary Policy

Discussion paper

DP8018 Macroeconomics and the Term Structure

Jonathan Wright
Refet Gürkaynak

23 Sep 2010

Financial Economics
International Macroeconomics
C32
E43
E44
E58
G12

Discussion paper

DP6570 Inertia in Taylor Rules

John Driffill
Zeno Rotondi

16 Nov 2007

International Macroeconomics
E52
E58

Discussion paper

DP5341 Term Structure Estimation with Survey Data on Interest Rate Forecasts

Athanasios Orphanides
Don H. Kim

4 Nov 2005

Financial Economics
International Macroeconomics
E43
E47
G12

Discussion paper

DP5259 The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields

Lucio Sarno
Daniel L Thornton
Giorgio Valente

23 Sep 2005

Financial Economics
International Macroeconomics
E43
G10

Discussion paper

DP4959 Time Variation in Term Premia: International Evidence

Christian Wolff
Willem F C Verschoor
Ron Jongen

23 Mar 2005

Financial Economics
E42
E43
G15

Discussion paper

DP3187 Interpreting the Term Structure of Interbank Rates in Hong Kong

Stefan Gerlach

20 Feb 2002

International Macroeconomics
E43

Discussion paper

DP2392 Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach

Christian Wolff
Dennis Bams

29 Feb 2000

Financial Economics
E43
G12

Discussion paper

DP1752 Exchange Rate Regimes and the Expectations Hypothesis of the Term Structure

Stefan Gerlach
Frank Smets

30 Nov 1997

International Macroeconomics
E4

Discussion paper

DP1258 The Term Structure of Euro-Rates: Some Evidence in Support of the Expectations Hypothesis

Stefan Gerlach
Frank Smets

31 Oct 1995

International Macroeconomics
E4

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