Andrew Meldrum : Citation Profile

Are you Andrew Meldrum?

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

6

H index

5

i10 index

109

Citations

RESEARCH PRODUCTION:

1

Articles

18

Papers

RESEARCH ACTIVITY:

   14 years (2009 - 2023). See details.
   Cites by year: 7
   Journals where Andrew Meldrum has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 6 (5.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme699
   Updated: 2024-11-04    RAS profile: 2023-02-24    
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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)

Schupp, Fabian (4)

Tong, Matthew (4)

Lemke, Wolfgang (4)

Hansen, Stephen (4)

McMahon, Michael (4)

Fidora, Michael (3)

Roberts-Sklar, Matt (3)

Lahiri, Kajal (3)

Carvalho, Daniel (3)

Cites to:

Rudebusch, Glenn (23)

Singleton, Kenneth (19)

Wu, Jing Cynthia (18)

Campbell, John (12)

Shiller, Robert (12)

Bauer, Michael (12)

Hamilton, James (10)

Moench, Emanuel (10)

Crump, Richard (9)

Adrian, Tobias (9)

Farmer, J. (9)

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)

YearTitle of citing document
2023The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13.

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2023.

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2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449.

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2023Term 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.

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2023A 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.

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2023Banks, maturity transformation, and monetary policy. (2023). Paul, Pascal. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s104295732200064x.

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2023Decomposing 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.

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2023Why 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.

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2023Text-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.

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2023Can 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.

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2023A 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.

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2023An 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.

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2023Pricing the Bund term structure with linear regressions – without an observable short rate. (2023). Speck, Christian. In: Discussion Papers. RePEc:zbw:bubdps:082023.

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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.
[Full Text][Citation analysis]		paper10
2011A global model of international yield curves: no-arbitrage term structure approach In: Bank of England working papers.
[Full Text][Citation analysis]		paper7
2013Likelihood inference in non-linear term structure models: the importance of the lower bound In: Bank of England working papers.
[Full Text][Citation analysis]		paper5
2014Evaluating the robustness of UK term structure decompositions using linear regression methods In: Bank of England working papers.
[Full Text][Citation analysis]		paper29
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 nother version. Agregated cites: 29		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.
[Full Text][Citation analysis]		paper11
2015Dynamic 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]		paper2
2015Long-run priors for term structure models In: Bank of England working papers.
[Full Text][Citation analysis]		paper3
2009Financial Stability Paper No 6: A Risk-Based Methodology for Payment Systems Oversight In: Bank of England Financial Stability Papers.
[Full Text][Citation analysis]		paper3
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.
[Full Text][Citation analysis]		paper5
2019Bond Risk Premiums at the Zero Lower Bound In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper1
2021High-Frequency Estimates of the Natural Real Rate and Inflation Expectations In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2023The Effects of Volatility on Liquidity in the Treasury Market In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2017Robustness of Long-Maturity Term Premium Estimates In: FEDS Notes.
[Full Text][Citation analysis]		paper11
2018Predicting Recession Probabilities Using the Slope of the Yield Curve In: FEDS Notes.
[Full Text][Citation analysis]		paper19
2019Expectations about the Federal Funds Rate in the Long Run In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2020New Financial Market Measures of the Neutral Real Rate and Inflation Expectations In: FEDS Notes.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper3
2021The Treasury Market Flash Event of February 25, 2021 In: FEDS Notes.
[Full Text][Citation analysis]		paper0

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