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 1 2 3 236
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 1 1 3 96
Evaluating the robustness of UK term structure decompositions using linear regression methods 1 1 2 50 1 1 4 138
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 1 1 1 39 1 1 4 41
Likelihood inference in non-linear term structure models: the importance of the lower bound 0 0 0 28 0 1 4 144
Long-run priors for term structure models 1 1 1 58 1 1 2 77
Market beliefs about the UK monetary policy life-off horizon: a no-arbitrage shadow rate term structure model approach 0 0 0 35 0 0 3 59
New Financial Market Measures of the Neutral Real Rate and Inflation Expectations 0 0 0 27 1 1 2 45
Predicting Recession Probabilities Using the Slope of the Yield Curve 0 0 2 215 0 2 8 394
Robustness of Long-Maturity Term Premium Estimates 0 0 2 79 0 0 6 159
The Effects of Volatility on Liquidity in the Treasury Market 0 0 0 14 0 2 5 19
The Relationship between Market Depth and Liquidity Fragility in the Treasury Market 6 8 8 8 5 7 7 7
The Treasury Market Flash Event of February 25, 2021 0 0 0 15 0 1 8 34
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 1 1 12 0 1 1 24
Total Working Papers 9 12 18 847 11 21 65 1,752


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 0 1 12 0 0 1 65
Evaluating the robustness of UK term structure decompositions using linear regression methods 1 1 1 57 4 8 17 165
Total Journal Articles 1 1 2 69 4 8 18 230


Statistics updated 2025-06-06