... Quantile regression E43 E31 G14 D72 This work was supported and funded by the Deanship of Scientific Research at Imam Mohammad Ibn Saud Islamic University (IMSIU) (grant number IMSIU-DDRSP2504) IMSIU-DDRSP2504 Funding: This work was supported and funded by the Deanship...

... E43 G15 Economic decision-making by individuals, businesses, and governments involves both financial and non-financial considerations (Ahmad and Rangaraju, 2019). To better understand such behavior and improve predictive accuracy, economic analysis increasingly incorporates psychological...

... + ∅ ′ X i , t − 1 + ε i , t Economic policy uncertainty Corporate bond yields Emerging markets Asset markets F38 E43 E52 The relationship between economic policy uncertainty (EPU) and corporate bond yields is complex and varies depending on the market context...

.... Bank competition Recapitalizations Net interest rate margin Dynamic panel analysis Local projections G21 E43 E52 D4 L1 We opt for the model developed by Ho and Saunders (1981) that shows that the bank sets loan, R_L, and deposit rates...

... Central bank credibility Monetary policy interest rate Interest rate expectations Professional forecasters' expectations Consumers' expectations E31 E43 E52 This paper contributes to the analysis concerning how inflation forecasts from different economic agents lead to varying levels...

... Inflation uncertainty Economic policy uncertainty E43 E52 E58 E65 In the wake of the 2008–2009 Global Financial Crisis (GFC), central banks of several advanced countries lowered their nominal policy interest rates to near-zero levels, reaching the so-called zero lower bound (ZLB...

... Publishing Limited Licensed re-use rights only Public debt management Debt maturity Monetary policy DSGE C02 E43 E52 E61 The households are subdivided into two categories: Ricardian and non-Ricardian. Those of the first type supply labor, physical capital, consume and invest...

... Demand and supply shocks SVAR model C23 E43 G12 In particular, the four aforementioned structural shocks are classified as follows: ε 1 t denotes total factor productivity shocks, ε 2 t represents tax revenue shocks, ε 3 t   captures government...

... Market power Qatar Retail interest rate Volatility C32 E40 E43 E44 E58 The banking sector market structure and the banks’ specific decisions on the spread between their assets and liabilities play a significant role in attaining the goals of monetary policy. As dispatchers...

... of all state variables: Financial markets Monetary policy Macroeconomic factors Affine term structure models Risk premia Yield curve C13 C32 E43 E44 E52 G12 The recent financial and economic crisis revealed the close feedback between the real economy and financial conditions...

...; the central bank transparency index that is used has never been utilized in this sort of analysis; and the study uses panel data methodology, and compares the results between different samples. E42 E43 E52 E58 According to Geraats et al. (2006) , central banks have become increasingly...

... of interest State-space models E43 E52 C22 In recent years, an increasing number of papers have been published analyzing the neutral real interest rate of many countries around the world. This includes Brazil, especially after the adoption of the inflation-targeting regime, in 1999, which...