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 4 10 13 110
A global model of international yield curves: no-arbitrage term structure approach 0 1 1 107 0 7 10 244
Bond Risk Premiums at the Zero Lower Bound 0 0 0 12 0 6 11 47
Dynamic term structure models: The best way to enforce the zero lower bound 0 0 0 48 0 4 8 88
Dynamic term structure models: the best way to enforce the zero lower bound in the United States 0 0 0 59 0 3 10 105
Evaluating the robustness of UK term structure decompositions using linear regression methods 0 0 1 50 1 6 11 148
Expectations about the Federal Funds Rate in the Long Run 0 0 0 19 2 4 5 30
Financial Stability Paper No 6: A Risk-Based Methodology for Payment Systems Oversight 0 1 2 7 1 11 13 54
High-Frequency Estimates of the Natural Real Rate and Inflation Expectations 0 0 1 39 2 6 9 49
Likelihood inference in non-linear term structure models: the importance of the lower bound 0 0 0 28 0 6 9 152
Long-run priors for term structure models 0 0 1 58 0 2 6 82
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 2 6 15 407
Robustness of Long-Maturity Term Premium Estimates 0 1 2 81 5 8 9 168
The Effects of Volatility on Liquidity in the Treasury Market 0 0 0 14 2 6 14 31
The Relationship between Market Depth and Liquidity Fragility in the Treasury Market 0 0 9 9 8 26 46 46
The Treasury Market Flash Event of February 25, 2021 0 0 0 15 0 3 6 39
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 2 8 9 32
Total Working Papers 0 4 19 854 29 126 211 1,942


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 4 10 75
Evaluating the robustness of UK term structure decompositions using linear regression methods 1 1 2 58 5 10 22 179
Total Journal Articles 1 1 4 72 6 14 32 254


Statistics updated 2026-03-04