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 1 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 0 3 5 98
Evaluating the robustness of UK term structure decompositions using linear regression methods 0 1 2 50 0 2 4 139
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 1 1 39 1 2 5 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 1 1 58 0 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 2 59
New Financial Market Measures of the Neutral Real Rate and Inflation Expectations 0 0 0 27 0 1 2 45
Predicting Recession Probabilities Using the Slope of the Yield Curve 0 0 1 215 0 0 7 394
Robustness of Long-Maturity Term Premium Estimates 1 1 3 80 1 1 7 160
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 0 6 8 8 1 8 10 10
The Treasury Market Flash Event of February 25, 2021 0 0 0 15 1 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 10 18 848 4 22 70 1,763


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 1 1 2 13 1 1 2 66
Evaluating the robustness of UK term structure decompositions using linear regression methods 0 1 1 57 1 5 18 166
Total Journal Articles 1 2 3 70 2 6 20 232


Statistics updated 2025-08-05