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 1 4 237
Bond Risk Premiums at the Zero Lower Bound 0 0 0 12 0 0 1 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 3 6 99
Evaluating the robustness of UK term structure decompositions using linear regression methods 0 0 2 50 1 2 5 140
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 1 39 0 1 4 42
Likelihood inference in non-linear term structure models: the importance of the lower bound 0 0 0 28 0 2 5 146
Long-run priors for term structure models 0 0 1 58 1 1 3 78
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 60
New Financial Market Measures of the Neutral Real Rate and Inflation Expectations 0 0 0 27 0 0 2 45
Predicting Recession Probabilities Using the Slope of the Yield Curve 0 0 1 215 1 1 8 395
Robustness of Long-Maturity Term Premium Estimates 0 1 3 80 0 1 6 160
The Effects of Volatility on Liquidity in the Treasury Market 0 0 0 14 0 0 5 19
The Relationship between Market Depth and Liquidity Fragility in the Treasury Market 1 1 9 9 2 5 12 12
The Treasury Market Flash Event of February 25, 2021 0 0 0 15 0 1 7 35
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 1 12 0 0 1 24
Total Working Papers 1 2 19 849 8 19 74 1,771


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 2 13 2 3 4 68
Evaluating the robustness of UK term structure decompositions using linear regression methods 0 0 1 57 1 2 19 167
Total Journal Articles 0 1 3 70 3 5 23 235


Statistics updated 2025-09-05