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 2 5 5 102
A global model of international yield curves: no-arbitrage term structure approach 0 0 0 106 2 2 5 239
Bond Risk Premiums at the Zero Lower Bound 0 0 0 12 1 5 6 42
Dynamic term structure models: The best way to enforce the zero lower bound 0 0 0 48 3 7 7 87
Dynamic term structure models: the best way to enforce the zero lower bound in the United States 0 0 0 59 1 4 8 103
Evaluating the robustness of UK term structure decompositions using linear regression methods 0 0 2 50 1 3 7 143
Expectations about the Federal Funds Rate in the Long Run 0 0 0 19 1 2 2 27
Financial Stability Paper No 6: A Risk-Based Methodology for Payment Systems Oversight 0 1 1 6 4 6 6 47
High-Frequency Estimates of the Natural Real Rate and Inflation Expectations 0 0 1 39 0 0 4 43
Likelihood inference in non-linear term structure models: the importance of the lower bound 0 0 0 28 2 2 6 148
Long-run priors for term structure models 0 0 1 58 1 2 5 81
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 61
New Financial Market Measures of the Neutral Real Rate and Inflation Expectations 0 0 0 27 0 0 1 45
Predicting Recession Probabilities Using the Slope of the Yield Curve 0 0 0 215 1 5 12 402
Robustness of Long-Maturity Term Premium Estimates 0 0 2 80 2 2 5 162
The Effects of Volatility on Liquidity in the Treasury Market 0 0 0 14 1 3 10 26
The Relationship between Market Depth and Liquidity Fragility in the Treasury Market 0 0 9 9 11 18 31 31
The Treasury Market Flash Event of February 25, 2021 0 0 0 15 0 1 5 36
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 1 1 2 25
Total Working Papers 0 1 17 850 34 69 130 1,850


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 3 14 0 2 7 71
Evaluating the robustness of UK term structure decompositions using linear regression methods 0 0 1 57 3 4 22 172
Total Journal Articles 0 0 4 71 3 6 29 243


Statistics updated 2026-01-09