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 18 115
A global model of international yield curves: no-arbitrage term structure approach 0 0 1 107 1 1 12 249
Bond Risk Premiums at the Zero Lower Bound 0 0 0 12 1 2 15 51
Dynamic term structure models: The best way to enforce the zero lower bound 0 0 0 48 0 1 11 91
Dynamic term structure models: the best way to enforce the zero lower bound in the United States 0 0 0 59 1 1 8 107
Evaluating the robustness of UK term structure decompositions using linear regression methods 1 1 1 51 5 5 17 157
Expectations about the Federal Funds Rate in the Long Run 0 0 0 19 1 1 6 31
Financial Stability Paper No 6: A Risk-Based Methodology for Payment Systems Oversight 0 0 2 7 0 0 16 57
High-Frequency Estimates of the Natural Real Rate and Inflation Expectations 0 0 0 39 0 2 14 56
Likelihood inference in non-linear term structure models: the importance of the lower bound 0 0 0 28 0 1 9 155
Long-run priors for term structure models 0 0 0 58 0 2 8 86
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 3 63
New Financial Market Measures of the Neutral Real Rate and Inflation Expectations 0 0 0 27 0 0 6 51
Predicting Recession Probabilities Using the Slope of the Yield Curve 0 0 2 217 1 2 18 413
Robustness of Long-Maturity Term Premium Estimates 1 1 2 82 5 5 14 174
The Effects of Volatility on Liquidity in the Treasury Market 0 0 0 14 0 1 18 37
The Relationship between Market Depth and Liquidity Fragility in the Treasury Market 0 0 0 9 1 8 68 80
The Treasury Market Flash Event of February 25, 2021 0 0 0 15 0 0 10 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 0 0 1 13 0 0 10 34
Total Working Papers 2 2 9 858 16 32 281 2,052


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 1 14 0 0 10 78
Evaluating the robustness of UK term structure decompositions using linear regression methods 0 0 1 58 1 1 16 183
Total Journal Articles 0 0 2 72 1 1 26 261


Statistics updated 2026-09-10