Paul Schmelzing
Personal Details
First Name: | Paul |
Middle Name: | Ferdinand |
Last Name: | Schmelzing |
Suffix: | |
RePEc Short-ID: | psc893 |
[This author has chosen not to make the email address public] | |
https://www.pfschmelzing.me/home | |
Affiliation
(70%) Wallace E. Carroll School of Management
Boston College
Chestnut Hill, Massachusetts (United States)https://www.bc.edu/content/bc-web/schools/carroll-school.html
RePEc:edi:smbocus (more details at EDIRC)
(30%) Hoover Institution on War Revolution & Peace
Stanford, California (United States)https://www.hoover.org/
RePEc:edi:hostaus (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Kenneth S. Rogoff & Barbara Rossi & Paul Schmelzing, 2024. "Rethinking Short-Term Real Interest Rates and Term Spreads Using Very Long-Run Data," NBER Working Papers 33079, National Bureau of Economic Research, Inc.
- Andrew Metrick & Paul Schmelzing, 2023. "The March 2023 Bank Interventions in Long-Run Context – Silicon Valley Bank and beyond," NBER Working Papers 31066, National Bureau of Economic Research, Inc.
- Kenneth S. Rogoff & Barbara Rossi & Paul Schmelzing, 2022. "Long-Run Trends in Long-Maturity Real Rates 1311-2021," NBER Working Papers 30475, National Bureau of Economic Research, Inc.
- Andrew Metrick & Paul Schmelzing, 2021. "Banking-Crisis Interventions Across Time and Space," NBER Working Papers 29281, National Bureau of Economic Research, Inc.
- Schmelzing, Paul, 2020. "Eight centuries of global real interest rates, R-G, and the ‘suprasecular’ decline, 1311–2018," Bank of England working papers 845, Bank of England.
- Schmelzing, Paul, 2017. "Staff Working Paper No. 686: Eight centuries of the risk-free rate: bond market reversals from the Venetians to the ‘VaR shock’," Bank of England working papers 686, Bank of England.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Andrew Metrick & Paul Schmelzing, 2023.
"The March 2023 Bank Interventions in Long-Run Context – Silicon Valley Bank and beyond,"
NBER Working Papers
31066, National Bureau of Economic Research, Inc.
Cited by:
- D’Ercole, Francesco & Wagner, Alexander F., 2023. "The green energy transition and the 2023 Banking Crisis," Finance Research Letters, Elsevier, vol. 58(PC).
- Kenneth S. Rogoff & Barbara Rossi & Paul Schmelzing, 2022.
"Long-Run Trends in Long-Maturity Real Rates 1311-2021,"
NBER Working Papers
30475, National Bureau of Economic Research, Inc.
Cited by:
- Stewart, Kenneth G., 2024.
"The simple macroeconometrics of the quantity theory and the welfare cost of inflation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 162(C).
- Kenneth G. Stewart, 2023. "The Simple Macroeconometrics of the Quantity Theory And the Welfare Cost of Inflation," Department Discussion Papers 2301, Department of Economics, University of Victoria.
- Kathryn Holston & Thomas Laubach & John C. Williams, 2023. "Measuring the Natural Rate of Interest after COVID-19," Staff Reports 1063, Federal Reserve Bank of New York.
- Stewart, Kenneth G., 2024.
"The simple macroeconometrics of the quantity theory and the welfare cost of inflation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 162(C).
- Andrew Metrick & Paul Schmelzing, 2021.
"Banking-Crisis Interventions Across Time and Space,"
NBER Working Papers
29281, National Bureau of Economic Research, Inc.
Cited by:
- Sewon Hur & César Sosa-Padilla & Zeynep Yom, 2021.
"Optimal Bailouts in Banking and Sovereign Crises,"
Villanova School of Business Department of Economics and Statistics Working Paper Series
49, Villanova School of Business Department of Economics and Statistics.
- Sewon Hur & César Sosa-Padilla & Zeynep Yom, 2021. "Optimal Bailouts in Banking and Sovereign Crises," NBER Working Papers 28412, National Bureau of Economic Research, Inc.
- Sewon Hur & Cesar Sosa-Padilla & Zeynep Yom, 2022. "Optimal Bailouts in Banking and Sovereign Crises," Working Papers 207, Red Nacional de Investigadores en Economía (RedNIE).
- Sewon Hur & César Sosa-Padilla & Zeynep Yom, 2024. "Optimal Bailouts in Banking and Sovereign Crises," Villanova School of Business Department of Economics and Statistics Working Paper Series 60, Villanova School of Business Department of Economics and Statistics.
- Sewon Hur & César Sosa-Padilla & Zeynep Yom, 2021. "Optimal bailouts in banking and sovereign crises," Working Papers 51, Red Nacional de Investigadores en Economía (RedNIE).
- Sewon Hur & César Sosa-Padilla & Zeynep Yom, 2021. "Optimal Bailouts in Banking and Sovereign Crises," Globalization Institute Working Papers 406, Federal Reserve Bank of Dallas, revised 27 Feb 2024.
- Sergio A. Correia & Stephan Luck & Emil Verner, 2024.
"Failing Banks,"
NBER Working Papers
32907, National Bureau of Economic Research, Inc.
- Sergio A. Correia & Stephan Luck & Emil Verner, 2024. "Failing Banks," Staff Reports 1117, Federal Reserve Bank of New York.
- Sewon Hur & César Sosa-Padilla & Zeynep Yom, 2021.
"Optimal Bailouts in Banking and Sovereign Crises,"
Villanova School of Business Department of Economics and Statistics Working Paper Series
49, Villanova School of Business Department of Economics and Statistics.
- Schmelzing, Paul, 2020.
"Eight centuries of global real interest rates, R-G, and the ‘suprasecular’ decline, 1311–2018,"
Bank of England working papers
845, Bank of England.
Cited by:
- Georgios Symeonidis & Platon Tinios & Panos Xenos, 2020. "Enhancing Pension Adequacy While Reducing the Fiscal Budget and Creating Essential Capital for Domestic Investments and Growth: Analysing the Risks and Outcomes in the Case of Greece," Risks, MDPI, vol. 9(1), pages 1-17, December.
- Olivier J Blanchard, 2019.
"Public Debt and Low Interest Rates,"
Working Paper Series
WP19-4, Peterson Institute for International Economics.
- Olivier J. Blanchard, 2019. "Public Debt and Low Interest Rates," NBER Working Papers 25621, National Bureau of Economic Research, Inc.
- Olivier Blanchard, 2019. "Public Debt and Low Interest Rates," American Economic Review, American Economic Association, vol. 109(4), pages 1197-1229, April.
- Ethan Ilzetzki & Carmen M. Reinhart & Kenneth S. Rogoff, 2020.
"Why Is the Euro Punching Below Its Weight?,"
NBER Working Papers
26760, National Bureau of Economic Research, Inc.
- Ilzetzki, Ethan & Reinhart, Carmen M. & Rogoff, Kenneth S., 2020. "Why is the Euro punching below it’s weight?," LSE Research Online Documents on Economics 104100, London School of Economics and Political Science, LSE Library.
- Ethan Ilzetzki & Carmen M. Reinhart & Kenneth S. Rogoff, 2020. "Why Is The Euro Punching Below Its Weight?," Discussion Papers 2022, Centre for Macroeconomics (CFM).
- Ethan Ilzetzki & Carmen M Reinhart & Kenneth S Rogoff, 2020. "Why is the euro punching below its weight?," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 35(103), pages 405-460.
- Ilzetzki, Ethan & Rogoff, Kenneth & Reinhart, Carmen, 2020. "Why is the Euro Punching Below its Weight," CEPR Discussion Papers 14315, C.E.P.R. Discussion Papers.
- Radoslaw Stefanski & Alex Trew, 2022. "Selection, Patience, and the Interest Rate (updated 2023)," Working Papers 2022_08, Business School - Economics, University of Glasgow.
- Job Boerma & Loukas Karabarbounis, 2022.
"Reparations and Persistent Racial Wealth Gaps,"
NBER Chapters, in: NBER Macroeconomics Annual 2022, volume 37, pages 171-221,
National Bureau of Economic Research, Inc.
- Boerma, Job & Karabarbounis, Loukas, 2022. "Reparations and Persistent Racial Wealth Gaps," CEPR Discussion Papers 15796, C.E.P.R. Discussion Papers.
- Job Boerma & Loukas Karabarbounis, 2021. "Reparations and Persistent Racial Wealth Gaps," Working Papers 776, Federal Reserve Bank of Minneapolis.
- Job Boerma & Loukas Karabarbounis, 2021. "Reparations and Persistent Racial Wealth Gaps," NBER Working Papers 28468, National Bureau of Economic Research, Inc.
- Job Boerma & Loukas Karabarbounis, 2023. "Reparations and Persistent Racial Wealth Gaps," NBER Macroeconomics Annual, University of Chicago Press, vol. 37(1), pages 171-221.
- Westerhout, Ed & Meijdam, Lex & Ponds, Eduard & Bonenkamp, Jan, 2022.
"Should we revive PAYG? On the optimal pension system in view of current economic trends,"
European Economic Review, Elsevier, vol. 148(C).
- Westerhout, Ed & Meijdam, Lex & Ponds, Eduard & Bonenkamp, Jan, 2021. "Should we Revive PAYG? On the Optimal Pension System in View of Current Economic Trends," Other publications TiSEM 63418f60-e248-4dc9-aac8-f, Tilburg University, School of Economics and Management.
- Westerhout, Ed & Meijdam, Lex & Ponds, Eduard & Bonenkamp, Jan, 2021. "Should we Revive PAYG? On the Optimal Pension System in View of Current Economic Trends," Discussion Paper 2021-013, Tilburg University, Center for Economic Research.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2022.
"Globalization, long memory, and real interest rate convergence: a historical perspective,"
Empirical Economics, Springer, vol. 63(5), pages 2331-2355, November.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective," Working Papers 2020106, University of Pretoria, Department of Economics.
- Michael D. Bauer & Glenn D. Rudebusch, 2020.
"The Rising Cost of Climate Change: Evidence from the Bond Market,"
Working Paper Series
2020-25, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Glenn D. Rudebusch, 2023. "The Rising Cost of Climate Change: Evidence from the Bond Market," The Review of Economics and Statistics, MIT Press, vol. 105(5), pages 1255-1270, September.
- Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021.
"Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty,"
Working Papers
202133, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali, 2022. "Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty," Resources Policy, Elsevier, vol. 75(C).
- Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021. "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," GRU Working Paper Series GRU_2021_017, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Kose, M. Ayhan & Sugawara, Naotaka & E. Terrones, Marco, 2020.
"Global Recessions,"
CEPR Discussion Papers
14397, C.E.P.R. Discussion Papers.
- Kose, M. Ayhan & Sugawara, Naotaka & Terrones, Marco E., 2020. "Global Recessions," MPRA Paper 98608, University Library of Munich, Germany.
- M. Ayhan Kose & Naotaka Sugawara & Marco E. Terrones, 2020. "Global recessions," CAMA Working Papers 2020-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kose,Ayhan & Sugawara,Naotaka & Terrones,Marco E., 2020. "Global Recessions," Policy Research Working Paper Series 9172, The World Bank.
- M. Ayhan Kose & Naotaka Sugawara & Marco E. Terrones, 2020. "Global Recessions," Koç University-TUSIAD Economic Research Forum Working Papers 2002, Koc University-TUSIAD Economic Research Forum.
- M. Ayhan Kose & Naotaka Sugawara & Marco E. Terrones, 2020. "Global Recessions," Working Papers 162, Peruvian Economic Association.
- Koyama, Mark & Johnson, Noel & Jedwab, Remi, 2020.
"The Economic Impact of the Black Death,"
CEPR Discussion Papers
15132, C.E.P.R. Discussion Papers.
- Remi Jedwab & Noel D. Johnson & Mark Koyama, 2020. "The Economic Impact of the Black Death," Working Papers 2020-14, The George Washington University, Institute for International Economic Policy.
- Remi Jedwab & Noel D. Johnson & Mark Koyama, 2022. "The Economic Impact of the Black Death," Journal of Economic Literature, American Economic Association, vol. 60(1), pages 132-178, March.
- Robert Barro, 2023.
"r Minus g,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 48, pages 1-17, April.
- Robert Barro, 2022. "Data files for "r Minus g"," Computer Codes 22-139, Review of Economic Dynamics.
- Robert J. Barro, 2020. "r Minus g," NBER Working Papers 28002, National Bureau of Economic Research, Inc.
- Robert J. Barro, 2020. "r Minus g," CESifo Working Paper Series 8661, CESifo.
- Oscar Jorda & Sanjay R. Singh & Alan M. Taylor, 2022.
"Longer-Run Economic Consequences of Pandemics,"
The Review of Economics and Statistics, MIT Press, vol. 104(1), pages 166-175, March.
- Òscar Jordà & Sanjay R. Singh & Alan M. Taylor, 2020. "Longer-run Economic Consequences of Pandemics," NBER Working Papers 26934, National Bureau of Economic Research, Inc.
- Taylor, Alan M. & Jordà , Òscar & Singh, Sanjay, 2020. "Longer-run economic consequences of pandemics," CEPR Discussion Papers 14543, C.E.P.R. Discussion Papers.
- Òscar Jordà & Sanjay R. Singh & Alan M. Taylor, 2020. "Longer-Run Economic Consequences of Pandemics," Working Paper Series 2020-09, Federal Reserve Bank of San Francisco.
- Radoslaw (Radek) Stefanski & Alex Trew, 2021. "Selection, Patience, and the Interest Rate (updated 2023 2023_01)," Working Papers 2020_03, Business School - Economics, University of Glasgow.
- Samuel Forbes & Stefan Grosskinsky, 2021. "A Study of UK Household Wealth through Empirical Analysis and a Non-linear Kesten Process," Papers 2107.02169, arXiv.org.
- Nan Li & Chris Papageorgiou & Tao Zha, 2021.
"The S-curve: Understanding the Dynamics of Worldwide Financial Liberalization,"
FRB Atlanta Working Paper
2021-19, Federal Reserve Bank of Atlanta.
- Nan Li & Chris Papageorgiou & Tong Xu & Tao Zha, 2021. "The S-curve: Understanding the Dynamics of Worldwide Financial Liberalization," NBER Working Papers 28994, National Bureau of Economic Research, Inc.
- Teplova, Tamara V. & Rodina, Victoria A., 2021. "The reinvestment risk premium in the valuation of British and Russian government bonds," Research in International Business and Finance, Elsevier, vol. 55(C).
- Barry Eichengreen, 2020. "Keynesian economics: can it return if it never died?," Review of Keynesian Economics, Edward Elgar Publishing, vol. 8(1), pages 23-35, January.
- Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2022. "On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data," Working Papers 202212, University of Pretoria, Department of Economics.
- Knolle, Julia, 2020. "Prosperity in a Low Interest Environment," MPRA Paper 104332, University Library of Munich, Germany.
- Amariei, Cosmina, 2020. "Asset Allocation in Europe: Reality vs. Expectations," ECMI Papers 27304, Centre for European Policy Studies.
- van der Kwaak, Christiaan & Madeira, João & Palma, Nuno, 2023.
"The long-run effects of risk: an equilibrium approach,"
European Economic Review, Elsevier, vol. 153(C).
- van der Kwaak, Christiaan & Madeira, João & Palma, Nuno, 2022. "The long-run effects of risk: an equilibrium approach," CEPR Discussion Papers 15841, C.E.P.R. Discussion Papers.
- Christiaan van der Kwaak & Joao Madeira & Nuno Palma, 2021. "The Long-Run Effects of Risk: An Equilibrium Approach," Economics Discussion Paper Series 2104, Economics, The University of Manchester, revised Jan 2023.
- Kuvshinov, Dmitry & Zimmermann, Kaspar, 2022. "The big bang: Stock market capitalization in the long run," Journal of Financial Economics, Elsevier, vol. 145(2), pages 527-552.
- Julia M. Puaschunder & Martin Gelter & Siegfried Sharma, 2020. "COVID-19-Shock: Considerations on Socio-Technological, Legal, Corporate, Economic and Governance Changes and Trends," Proceedings of the 18th International RAIS Conference, August 17-18, 2020 011jpb, Research Association for Interdisciplinary Studies.
- Olivier J. Blanchard, 2021. "The Mayekawa Lecture: Fiscal Policy under Low Rates: Taking Stock," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 39, pages 23-34, November.
- Adam S. Posen, 2021. "Fiscal Success During COVID-19 Says Believe the Good News," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 56(4), pages 190-193, July.
- Julia M. Puaschunder, 2020. "Value at COVID-19: Digitalized Healthcare, Luxury Consumption and Global Education," ConScienS Conference Proceedings 006pj, Research Association for Interdisciplinary Studies.
- Timothy Anderson & John Hawkins, 2021. "Modelling the Reserve Bank of Australia's Policy Decisions and the Case for a Negative Cash Rate," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 54(2), pages 179-189, June.
- Makoto Yano & Yuichi Furukawa, 2021. "Two-Dimensional Constrained Chaos and Industrial Revolution Cycles with Mathemetical Appendices," KIER Working Papers 1057, Kyoto University, Institute of Economic Research.
- Osband, Kent & Filoso, Valerio & Capasso, Salvatore, 2024.
"The limits of limitless debt,"
Journal of Macroeconomics, Elsevier, vol. 79(C).
- Kent Osband Valerio Filoso & Capasso Salvatore & Valerio Filoso, 2022. "The Limits of Limitless Debt," CSEF Working Papers 662, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Paolo Mauro & Jing Zhou, 2021. "$$r-g," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(1), pages 197-229, March.
- Giorgio Canarella & Luis A. Gil‐Alana & Rangan Gupta & Stephen M. Miller, 2022. "The behaviour of real interest rates: New evidence from a 'suprasecular' perspective," International Finance, Wiley Blackwell, vol. 25(1), pages 46-64, April.
- Schmelzing, Paul, 2017.
"Staff Working Paper No. 686: Eight centuries of the risk-free rate: bond market reversals from the Venetians to the ‘VaR shock’,"
Bank of England working papers
686, Bank of England.
Cited by:
- Radoslaw (Radek) Stefanski & Alex Trew, 2021. "Selection, Patience, and the Interest Rate (updated 2023 2023_01)," Working Papers 2020_03, Business School - Economics, University of Glasgow.
- Magomet Yandiev, 2021. "Risk-Free Rate in the Covid-19 Pandemic: Application Mistakes and Conclusions for Traders," Papers 2111.07075, arXiv.org.
- Probst, Julius, 2019. "Global real interest rate dynamics from the late 19th century to today," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 522-547.
- Acocella, Nicola, 2021. "Stagnation," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 74(2), pages 121-140.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-HIS: Business, Economic and Financial History (5) 2017-11-12 2020-02-03 2021-10-04 2022-10-17 2023-04-24. Author is listed
- NEP-FDG: Financial Development and Growth (3) 2021-10-04 2022-10-17 2023-04-24. Author is listed
- NEP-BAN: Banking (2) 2021-10-04 2023-04-24. Author is listed
- NEP-CBA: Central Banking (2) 2021-10-04 2023-04-24. Author is listed
- NEP-IFN: International Finance (2) 2021-10-04 2022-10-17. Author is listed
- NEP-MAC: Macroeconomics (2) 2020-02-03 2023-04-24. Author is listed
- NEP-MON: Monetary Economics (2) 2021-10-04 2023-04-24. Author is listed
- NEP-OPM: Open Economy Macroeconomics (1) 2022-10-17
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