Access Statistics for Andrew Meldrum

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States 0 0 0 18 0 0 0 97
A global model of international yield curves: no-arbitrage term structure approach 0 0 0 106 0 0 1 234
Bond Risk Premiums at the Zero Lower Bound 0 0 0 12 0 0 3 36
Dynamic term structure models: The best way to enforce the zero lower bound 0 0 0 48 0 0 1 80
Dynamic term structure models: the best way to enforce the zero lower bound in the United States 0 0 0 59 0 0 2 95
Evaluating the robustness of UK term structure decompositions using linear regression methods 1 1 2 49 1 1 4 137
Expectations about the Federal Funds Rate in the Long Run 0 0 1 19 0 0 1 25
Financial Stability Paper No 6: A Risk-Based Methodology for Payment Systems Oversight 0 0 0 5 0 0 0 41
High-Frequency Estimates of the Natural Real Rate and Inflation Expectations 0 0 0 38 1 1 4 40
Likelihood inference in non-linear term structure models: the importance of the lower bound 0 0 0 28 1 1 3 143
Long-run priors for term structure models 0 0 0 57 0 0 1 76
Market beliefs about the UK monetary policy life-off horizon: a no-arbitrage shadow rate term structure model approach 0 0 0 35 1 1 3 59
New Financial Market Measures of the Neutral Real Rate and Inflation Expectations 0 0 0 27 0 0 1 44
Predicting Recession Probabilities Using the Slope of the Yield Curve 0 0 3 215 0 2 7 392
Robustness of Long-Maturity Term Premium Estimates 0 2 2 79 1 3 6 159
The Effects of Volatility on Liquidity in the Treasury Market 0 0 0 14 0 1 3 17
The Treasury Market Flash Event of February 25, 2021 0 0 0 15 2 2 8 33
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 0 0 0 11 0 0 0 23
Total Working Papers 1 3 8 835 7 12 48 1,731


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GLOBAL MODEL OF INTERNATIONAL YIELD CURVES: NO‐ARBITRAGE TERM STRUCTURE APPROACH 0 1 1 12 0 1 2 65
Evaluating the robustness of UK term structure decompositions using linear regression methods 0 0 0 56 7 8 9 157
Total Journal Articles 0 1 1 68 7 9 11 222


Statistics updated 2025-03-03