Andrew Meldrum

Names

Affiliations

• Federal Reserve Board (Board of Governors of the Federal Reserve System)
  • website
  • location: Washington, District of Columbia (United States)

Research profile

author of:

• Dynamic term structure models: The best way to enforce the zero lower bound
  by Martin M. Andreasen & Andrew Meldrum
• Financial Stability Paper No 6: A Risk-Based Methodology for Payment Systems Oversight
  by Norman, Ben & Brierley, Peter & Gibbard, Peter & Mason, Andrew & Meldrum, Andrew
• Market beliefs about the UK monetary policy life-off horizon: a no-arbitrage shadow rate term structure model approach
  by Andreasen, Martin M. & Meldrum, Andrew
• A GLOBAL MODEL OF INTERNATIONAL YIELD CURVES: NO‐ARBITRAGE TERM STRUCTURE APPROACH
  by Iryna Kaminska & Andrew Meldrum & James Smith
• A global model of international yield curves: no-arbitrage term structure approach
  by Kaminska, Iryna & Meldrum, Andrew & Smith, James
• Likelihood inference in non-linear term structure models: the importance of the lower bound
  by Andreasen, Martin & Meldrum, Andrew
• Dynamic term structure models: the best way to enforce the zero lower bound in the United States
  by Andreasen, Martin M. & Meldrum, Andrew
• Evaluating the robustness of UK term structure decompositions using linear regression methods
  by Malik, Sheheryar & Meldrum, Andrew
• Long-run priors for term structure models
  by Meldrum, Andrew & Roberts-Sklar, Matt
• Evaluating the robustness of UK term structure decompositions using linear regression methods
  by Malik, Sheheryar & Meldrum, Andrew
• A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States
  by Martin M. Andreasen & Andrew C. Meldrum
• Bond Risk Premiums at the Zero Lower Bound
  by Martin M. Andreasen & Kasper Joergensen & Andrew C. Meldrum
• Robustness of Long-Maturity Term Premium Estimates
  by Canlin Li & Andrew C. Meldrum & Marius del Giudice Rodriguez
• Predicting Recession Probabilities Using the Slope of the Yield Curve
  by Peter Johansson & Andrew C. Meldrum
• Expectations about the Federal Funds Rate in the Long Run
  by Kasper Joergensen & Andrew C. Meldrum
• New Financial Market Measures of the Neutral Real Rate and Inflation Expectations
  by Alex Aronovich & Andrew C. Meldrum
• 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
  by Dobrislav Dobrev & Andrew C. Meldrum
• The Treasury Market Flash Event of February 25, 2021
  by Alex Aronovich & Dobrislav Dobrev & Andrew C. Meldrum
• High-Frequency Estimates of the Natural Real Rate and Inflation Expectations
  by Alex Aronovich & Andrew C. Meldrum