Andrew Meldrum
Names
first: | Andrew |
last: | Meldrum |
Affiliations
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
- website
- location: Washington, District of Columbia (United States)
Research profile
author of:
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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