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 5 18 115
A global model of international yield curves: no-arbitrage term structure approach 0 0 1 107 0 4 12 248
Bond Risk Premiums at the Zero Lower Bound 0 0 0 12 0 2 13 49
Dynamic term structure models: The best way to enforce the zero lower bound 0 0 0 48 1 2 10 90
Dynamic term structure models: the best way to enforce the zero lower bound in the United States 0 0 0 59 0 1 10 106
Evaluating the robustness of UK term structure decompositions using linear regression methods 0 0 0 50 0 4 14 152
Expectations about the Federal Funds Rate in the Long Run 0 0 0 19 0 0 5 30
Financial Stability Paper No 6: A Risk-Based Methodology for Payment Systems Oversight 0 0 2 7 0 3 16 57
High-Frequency Estimates of the Natural Real Rate and Inflation Expectations 0 0 0 39 1 5 13 54
Likelihood inference in non-linear term structure models: the importance of the lower bound 0 0 0 28 0 2 10 154
Long-run priors for term structure models 0 0 0 58 0 2 7 84
Market beliefs about the UK monetary policy life-off horizon: a no-arbitrage shadow rate term structure model approach 0 0 0 35 0 1 4 63
New Financial Market Measures of the Neutral Real Rate and Inflation Expectations 0 0 0 27 0 3 6 51
Predicting Recession Probabilities Using the Slope of the Yield Curve 1 1 2 217 2 4 17 411
Robustness of Long-Maturity Term Premium Estimates 0 0 2 81 0 1 10 169
The Effects of Volatility on Liquidity in the Treasury Market 0 0 0 14 2 5 17 36
The Relationship between Market Depth and Liquidity Fragility in the Treasury Market 0 0 1 9 3 26 65 72
The Treasury Market Flash Event of February 25, 2021 0 0 0 15 0 6 11 45
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 1 1 1 13 2 2 10 34
Total Working Papers 2 2 9 856 11 78 268 2,020


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 2 14 0 3 13 78
Evaluating the robustness of UK term structure decompositions using linear regression methods 0 0 1 58 2 3 17 182
Total Journal Articles 0 0 3 72 2 6 30 260


Statistics updated 2026-06-04