6
H index
6
i10 index
122
Citations
Andrew Meldrum : Citation Profile
Federal Reserve Board (Board of Governors of the Federal Reserve System) | RESEARCH PRODUCTION: 2 Articles 19 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2009 - 2025). 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:
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Main data
Where Andrew Meldrum has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Bank of England working papers / Bank of England | 6 |
| 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.) | 5 |
Recent works citing Andrew Meldrum (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Can we Use High‐Frequency Data to Better Understand the Effects of Monetary Policy and its Communication? Yes and No!. (2024). Haque, Qazi ; Hambur, Jonathan. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:328:p:3-43. Full description at Econpapers || Download paper |
| 2025 | The term structure of macroeconomic risks at the effective lower bound. (2025). Roussellet, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623000143. Full description at Econpapers || Download paper |
| 2025 | Unspanned stochastic volatility in the linear-rational square-root model: Evidence from the Treasury market. (2025). Hansen, Jorge Wolfgang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002681. Full description at Econpapers || Download paper |
| 2025 | Yield drifts when issuance comes before macro news. (2025). Üslü, Semih ; Pinter, Gabor ; Lou, Dong ; Walker, Danny. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000017. 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 | 17 |
| 2013 | A GLOBAL MODEL OF INTERNATIONAL YIELD CURVES: NO‐ARBITRAGE TERM STRUCTURE APPROACH.(2013) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 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 | 30 |
| 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: 30 | 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. [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 | 6 |
| 2019 | Bond Risk Premiums at the Zero Lower Bound In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
| 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 |
| 2025 | The Relationship between Market Depth and Liquidity Fragility 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, 20 2025. Contact: CitEc Team