Andrew Meldrum : Citation Profile


Are you Andrew Meldrum?

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

6

H index

1

i10 index

69

Citations

RESEARCH PRODUCTION:

2

Articles

15

Papers

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 6
   Journals where Andrew Meldrum has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 5 (6.76 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pme699
   Updated: 2020-10-17    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:

Carriero, Andrea (6)

Mouabbi, Sarah (6)

Lemke, Wolfgang (4)

Renne, Jean-Paul (4)

McMahon, Michael (4)

Tong, Matthew (4)

Carvalho, Daniel (3)

Fidora, Michael (3)

Schupp, Fabian (3)

Roberts-Sklar, Matt (3)

Theodoridis, Konstantinos (3)

Cites to:

Rudebusch, Glenn (21)

Wu, Jing Cynthia (18)

Singleton, Kenneth (14)

Campbell, John (12)

Shiller, Robert (12)

Bauer, Michael (11)

Hamilton, James (10)

Leippold, Markus (8)

Wu, Liuren (8)

Moench, Emanuel (7)

Adrian, Tobias (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.)5
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Andrew Meldrum (2020 and 2019)


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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2020Equity Tail Risk in the Treasury Bond Market. (2020). Rubin, Mirco ; Ruzzi, Dario. In: Papers. RePEc:arx:papers:2007.05933.

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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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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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2020A shadow rate without a lower bound constraint. (2020). Ristiniemi, Annukka ; De Rezende, Rafael. In: Bank of England working papers. RePEc:boe:boeewp:0864.

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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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2019Modelling yields at the lower bound through regime shifts. (2019). Hördahl, Peter ; Tristani, Oreste ; Hordahl, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20192320.

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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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2020Predicting Recessions Using the Yield Curve: The Role of the Stance of Monetary Policy. (2020). Cooper, Daniel H ; Olivei, Giovanni P ; Fuhrer, Jeffrey C. In: Current Policy Perspectives. RePEc:fip:fedbcq:87522.

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2020Machine Learning, the Treasury Yield Curve and Recession Forecasting. (2020). Tucker, Adam ; Puglia, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-38.

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2019Pledged Collateral Markets Role in Transmission to Short-Term Market Rates. (2019). Goel, Rohit ; Singh, Manmohan. In: IMF Working Papers. RePEc:imf:imfwpa:19/106.

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2019Is a recession imminent? The signal of the yield curve. (2019). van Nieuwenhuyze, CH ; Deroose, M ; de Backer, B. In: Economic Review. RePEc:nbb:ecrart:y:2019:m:june:i:i:p:69-93.

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2020The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian. In: Discussion Papers. RePEc:zbw:bubdps:322020.

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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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paper18
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: 18
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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paper8
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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paper3
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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paper2
2018Predicting Recession Probabilities Using the Slope of the Yield Curve In: FEDS Notes.
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paper8
2019Expectations about the Federal Funds Rate in the Long Run In: FEDS Notes.
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paper0
2020New Financial Market Measures of the Neutral Real Rate and Inflation Expectations In: FEDS Notes.
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paper0
2020What 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.
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paper0

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