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 1 9 14 111
A global model of international yield curves: no-arbitrage term structure approach 0 1 1 107 1 6 11 245
Bond Risk Premiums at the Zero Lower Bound 0 0 0 12 0 5 11 47
Dynamic term structure models: The best way to enforce the zero lower bound 0 0 0 48 1 2 9 89
Dynamic term structure models: the best way to enforce the zero lower bound in the United States 0 0 0 59 0 2 10 105
Evaluating the robustness of UK term structure decompositions using linear regression methods 0 0 1 50 1 6 12 149
Expectations about the Federal Funds Rate in the Long Run 0 0 0 19 0 3 5 30
Financial Stability Paper No 6: A Risk-Based Methodology for Payment Systems Oversight 0 1 2 7 0 7 13 54
High-Frequency Estimates of the Natural Real Rate and Inflation Expectations 0 0 1 39 0 6 9 49
Likelihood inference in non-linear term structure models: the importance of the lower bound 0 0 0 28 0 4 8 152
Long-run priors for term structure models 0 0 1 58 2 3 8 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 3 62
New Financial Market Measures of the Neutral Real Rate and Inflation Expectations 0 0 0 27 0 3 4 48
Predicting Recession Probabilities Using the Slope of the Yield Curve 0 1 1 216 0 5 15 407
Robustness of Long-Maturity Term Premium Estimates 0 1 2 81 0 6 9 168
The Effects of Volatility on Liquidity in the Treasury Market 0 0 0 14 1 6 14 32
The Relationship between Market Depth and Liquidity Fragility in the Treasury Market 0 0 9 9 15 30 61 61
The Treasury Market Flash Event of February 25, 2021 0 0 0 15 1 4 6 40
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 12 0 7 8 32
Total Working Papers 0 4 18 854 23 115 230 1,965


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 1 5 11 76
Evaluating the robustness of UK term structure decompositions using linear regression methods 0 1 2 58 0 7 18 179
Total Journal Articles 0 1 4 72 1 12 29 255


Statistics updated 2026-04-09