6
H index
5
i10 index
109
Citations
Andrew Meldrum : Citation Profile
Federal Reserve Board (Board of Governors of the Federal Reserve System) | RESEARCH PRODUCTION: 1 Articles 18 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
14 years (2009 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Andrew Meldrum. | Is cited by:
| Cites to:
|
Main data
Where Andrew Meldrum has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| FEDS Notes / Board of Governors of the Federal Reserve System (U.S.) | 6 |
| Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.) | 4 |
Recent works citing Andrew Meldrum (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13. Full description at Econpapers || Download paper |
| 2023 | ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449. Full description at Econpapers || Download paper |
| 2023 | Term premia and short rate expectations in the euro area. (2023). Berardi, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000919. Full description at Econpapers || Download paper |
| 2023 | A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667. Full description at Econpapers || Download paper |
| 2023 | Banks, maturity transformation, and monetary policy. (2023). Paul, Pascal. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s104295732200064x. Full description at Econpapers || Download paper |
| 2023 | Decomposing the yield curve with linear regressions and survey information. (2023). Halberstadt, Arne. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:25-39. Full description at Econpapers || Download paper |
| 2023 | Why Does the Yield Curve Predict GDP Growth? The Role of Banks. (2023). Wei, Min ; Schneider, Andres ; Minoiu, Camelia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96648. Full description at Econpapers || Download paper |
| 2023 | Text-Based Recession Probabilities. (2023). Mezo, Helena ; Lebastard, Laura ; Minesso, Massimo Ferrari. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00177-5. Full description at Econpapers || Download paper |
| 2023 | Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!. (2023). Haque, Qazi ; Hambur, Jonathan. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2023-04. Full description at Econpapers || Download paper |
| 2023 | A tale of two recession-derivative indicators. (2023). Yang, Cheng ; Lahiri, Kajal. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02361-6. Full description at Econpapers || Download paper |
| 2023 | An investigation into the probability that this is the last year of the economic expansion. (2023). Li, Yao ; Leamer, Edward ; Keil, Manfred. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:5:p:1228-1244. Full description at Econpapers || Download paper |
| 2023 | Pricing the Bund term structure with linear regressions – without an observable short rate. (2023). Speck, Christian. In: Discussion Papers. RePEc:zbw:bubdps:082023. Full description at Econpapers || Download paper |
Works by Andrew Meldrum:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Dynamic term structure models: The best way to enforce the zero lower bound In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 10 |
| 2011 | A global model of international yield curves: no-arbitrage term structure approach In: Bank of England working papers. [Full Text][Citation analysis] | paper | 7 |
| 2013 | Likelihood inference in non-linear term structure models: the importance of the lower bound In: Bank of England working papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | Evaluating the robustness of UK term structure decompositions using linear regression methods In: Bank of England working papers. [Full Text][Citation analysis] | paper | 29 |
| 2016 | Evaluating the robustness of UK term structure decompositions using linear regression methods.(2016) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
| 2015 | Market beliefs about the UK monetary policy life-off horizon: a no-arbitrage shadow rate term structure model approach In: Bank of England working papers. [Full Text][Citation analysis] | paper | 11 |
| 2015 | Dynamic term structure models: the best way to enforce the zero lower bound in the United States In: Bank of England working papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Long-run priors for term structure models In: Bank of England working papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Financial Stability Paper No 6: A Risk-Based Methodology for Payment Systems Oversight In: Bank of England Financial Stability Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 5 |
| 2019 | Bond Risk Premiums at the Zero Lower Bound In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1 |
| 2021 | High-Frequency Estimates of the Natural Real Rate and Inflation Expectations In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | The Effects of Volatility on Liquidity in the Treasury Market In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Robustness of Long-Maturity Term Premium Estimates In: FEDS Notes. [Full Text][Citation analysis] | paper | 11 |
| 2018 | Predicting Recession Probabilities Using the Slope of the Yield Curve In: FEDS Notes. [Full Text][Citation analysis] | paper | 19 |
| 2019 | Expectations about the Federal Funds Rate in the Long Run In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
| 2020 | New Financial Market Measures of the Neutral Real Rate and Inflation Expectations In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
| 2020 | What Do Quoted Spreads Tell Us About Machine Trading at Times of Market Stress? Evidence from Treasury and FX Markets during the COVID-19-Related Market Turmoil in March 2020 In: FEDS Notes. [Full Text][Citation analysis] | paper | 3 |
| 2021 | The Treasury Market Flash Event of February 25, 2021 In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team