Andrew Meldrum : Citation Profile


Are you Andrew Meldrum?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

5

H index

1

i10 index

49

Citations

RESEARCH PRODUCTION:

2

Articles

8

Papers

RESEARCH ACTIVITY:

   7 years (2009 - 2016). See details.
   Cites by year: 7
   Journals where Andrew Meldrum has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 4 (7.55 %)

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   Permalink: http://citec.repec.org/pme699
   Updated: 2019-10-15    RAS profile: 2016-12-15    
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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:

Mouabbi, Sarah (6)

Carriero, Andrea (6)

Lemke, Wolfgang (4)

Renne, Jean-Paul (4)

Theodoridis, Konstantinos (3)

Carvalho, Daniel (3)

Roberts-Sklar, Matt (3)

Fidora, Michael (3)

Spencer, Peter (2)

Pericoli, Marcello (2)

Lloyd, Simon (2)

Cites to:

Rudebusch, Glenn (13)

Wu, Jing Cynthia (12)

Singleton, Kenneth (8)

Shiller, Robert (8)

Hamilton, James (8)

Campbell, John (8)

Bauer, Michael (7)

Leippold, Markus (6)

Moench, Emanuel (6)

Wu, Liuren (6)

Joyce, Michael (5)

Main data


Where Andrew Meldrum has published?


Recent works citing Andrew Meldrum (2018 and 2017)


YearTitle of citing document
2018Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models. (2018). Taboga, Marco ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1189_18.

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2018Estimating nominal interest rate expectations: overnight indexed swaps and the term structure. (2018). Lloyd, Simon. In: Bank of England working papers. RePEc:boe:boeewp:0763.

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2018The information in the joint term structures of bond yields. (2018). Meldrum, Andrew ; Spencer, Peter ; Raczko, Marek. In: Bank of England working papers. RePEc:boe:boeewp:0772.

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2017A model of the euro-area yield curve with discrete policy rates. (2017). Renne, Jean-Paul ; Jean-Paul, Renne . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:99-116:n:1.

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2017Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure. (2017). Lloyd, Simon. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1734.

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2018International yield curves and currency puzzles. (2018). Chernov, Mikhail ; Creal, Drew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13252.

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2017Below the zero lower bound: a shadow-rate term structure model for the euro area. (2017). Lemke, Wolfgang ; Vladu, Andreea Liliana . In: Working Paper Series. RePEc:ecb:ecbwps:20171991.

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2017Term-structure modelling at the zero lower bound: Implications for estimating the forward term premium. (2017). Chung, Tsz-Kin ; Li, Ka-Fai ; Hui, Cho-Hoi. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:100-106.

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2017Financial literacy, present bias and alternative mortgage products. (2017). Weber, Jörg ; Gathergood, John. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:58-83.

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2018Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias. (2018). Juneja, Januj. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:3:d:10.1007_s11156-017-0643-z.

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2018Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia. (2018). Finlay, Richard ; Hambur, Jonathan. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2018-02.

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2018Globalization and monetary policy rule in West African Monetary Zone: A generalized method of moment approach. (2018). Eregha, Perekunah ; Egwaikhide, Festus O. In: Applied Econometrics. RePEc:ris:apltrx:0337.

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2018With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound. (2018). Schupp, Fabian ; Geiger, Felix. In: Discussion Papers. RePEc:zbw:bubdps:272018.

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2018With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound. (2018). Schupp, Fabian ; Geiger, Felix. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181529.

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Works by Andrew Meldrum:


YearTitleTypeCited
2014Dynamic term structure models: The best way to enforce the zero lower bound In: CREATES Research Papers.
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paper9
2011A global model of international yield curves: no-arbitrage term structure approach In: Bank of England working papers.
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paper8
2013A GLOBAL MODEL OF INTERNATIONAL YIELD CURVES: NO‐ARBITRAGE TERM STRUCTURE APPROACH.(2013) In: International Journal of Finance & Economics.
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This paper has another version. Agregated cites: 8
article
2013Likelihood inference in non-linear term structure models: the importance of the lower bound In: Bank of England working papers.
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paper7
2014Evaluating the robustness of UK term structure decompositions using linear regression methods In: Bank of England working papers.
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paper14
2016Evaluating the robustness of UK term structure decompositions using linear regression methods.(2016) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
2015Market beliefs about the UK monetary policy life-off horizon: a no-arbitrage shadow rate term structure model approach In: Bank of England working papers.
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paper6
2015Dynamic term structure models: the best way to enforce the zero lower bound in the United States In: Bank of England working papers.
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paper2
2015Long-run priors for term structure models In: Bank of England working papers.
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paper2
2009Financial Stability Paper No 6: A Risk-Based Methodology for Payment Systems Oversight In: Bank of England Financial Stability Papers.
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paper1

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