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

58

Citations

RESEARCH PRODUCTION:

2

Articles

13

Papers

RESEARCH ACTIVITY:

   10 years (2009 - 2019). See details.
   Cites by year: 5
   Journals where Andrew Meldrum has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 5 (7.94 %)

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   Permalink: http://citec.repec.org/pme699
   Updated: 2020-05-23    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)

McMahon, Michael (4)

Renne, Jean-Paul (4)

Tong, Matthew (4)

Carvalho, Daniel (3)

Theodoridis, Konstantinos (3)

Roberts-Sklar, Matt (3)

Fidora, Michael (3)

HALDANE, ANDREW (2)

Cites to:

Rudebusch, Glenn (21)

Wu, Jing Cynthia (18)

Singleton, Kenneth (14)

Campbell, John (12)

Shiller, Robert (12)

Bauer, Michael (11)

Hamilton, James (10)

Wu, Liuren (8)

Leippold, Markus (8)

Moench, Emanuel (7)

Christensen, Bent Jesper (6)

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.)3
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Andrew Meldrum (2019 and 2018)


YearTitle of citing document
2019Bond Risk Premiums at the Zero Lower Bound. (2019). Meldrum, Andrew ; Jorgensen, Kasper ; Andreasen, Martin Moller. In: CREATES Research Papers. RePEc:aah:create:2019-10.

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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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2019Modelling yields at the lower bound through regime shifts. (2019). Tristani, Oreste ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:813.

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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). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Bank of England working papers. RePEc:boe:boeewp:0772.

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2019Back to the real economy: the effects of risk perception shocks on the term premium and bank lending. (2019). Yung, Julieta ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0806.

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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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2019Predicting Recessions in the Euro Area: A Factor Approach. (2019). Parle, Conor ; Goodhead, Robert. In: Economic Letters. RePEc:cbi:ecolet:2/el/19.

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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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2020The long-run information effect of central bank communication. (2020). Tong, Matthew ; McMahon, Michael ; Hansen, Stephen. In: Working Paper Series. RePEc:ecb:ecbwps:20202363.

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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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2018What will happen when interest rates go up?. (2018). de Walque, Grégory ; Deroose, M ; de Sola, M ; Boeckx, J ; van Nieuwenhuyse, CH ; Lejeune, TH. In: Economic Review. RePEc:nbb:ecrart:y:2017:m:september:i:iii:p:35-56.

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2018What will happen when interest rates go up?. (2018). de Walque, Grégory ; van Nieuwenhuyse, CH ; Lejeune, TH ; Deroose, M ; de Sola, M ; Boeckx, J. In: Economic Review. RePEc:nbb:ecrart:y:2018:m:september:i:iii:p:35-56.

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2018International Yield Curves and Currency Puzzles. (2018). Creal, Drew ; Chernov, Mikhail. In: NBER Working Papers. RePEc:nbr:nberwo:25206.

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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). Geiger, Felix ; Schupp, Fabian. 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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paper9
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: 9
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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paper15
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: 15
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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paper7
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
2018A 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.
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paper2
2019Bond Risk Premiums at the Zero Lower Bound In: Finance and Economics Discussion Series.
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paper0
2017Robustness of Long-Maturity Term Premium Estimates In: FEDS Notes.
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paper1
2018Predicting Recession Probabilities Using the Slope of the Yield Curve In: FEDS Notes.
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paper3
2019Expectations about the Federal Funds Rate in the Long Run In: FEDS Notes.
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paper0

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