Central Bank Research Hub - Series: Board of Governors of the Federal Reserve System International Financial Discussion Papers

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

	Title	Author(s)
Abstract Full text	On the Solvency of Nations: Are Global Imbalances Consistent with Intertemporal Budget Constraints? Paper: 0975, 31.07.2009 JEL: E66, F32, F41	Ceyhun Bora Durdu Enrique G. Mendoza Marco E. Terrones
Abstract Full text	South Africa's Post-Apartheid Two-Step: Social Demands versus Macro Stability Paper: 0974, 24.06.2009 JEL: D6, E6, H1, I0, O2	Brahima Coulibaly Trevon D. Logan
Abstract Full text	The Impact of Macroeconomic Announcements on Real Time Foreign Exchange Rate in Emerging Markets Paper: 0973, 10.06.2009 JEL: F31, G14, G15	Zhiwei Zhang Hyunsoo Joo Fang Cai
Abstract Full text	Border Prices and Retail Prices Paper: 0972, 10.06.2009 JEL: F30	John H. Rogers Kai Steverson Jon Faust David Berger
Abstract Full text	Consumption Response to Expected Future Income Paper: 0971, 05.06.2009 JEL: D12, D13, D91	Laurie Pounder
Abstract Full text	Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks Paper: 0970, 05.06.2009 JEL: C32, E37, Q43	Lutz Kilian Robert Vigfusson
Abstract Full text	Exchange Rates Dependence: What Drives It? Paper: 0969, 21.05.2009	Chiara Scotti Sigridur Benediktsdottir
Abstract Full text	Markup Variation and Endogenous Fluctuations in the Price of Investment Goods Paper: 0968, 01.04.2009 JEL: E32, L11, L16	Nir Jaimovich Seth Pruitt Max Floetotto
Abstract	Biofuels Impact on Crop and Food Prices: Using an Interactive Spreadsheet Paper: 0967, 01.04.2009	Mark Clements Charles Griffiths Scott Baier Jane E. Ihrig
Abstract Full text	Currency Crashes in Industrial Countries: Much Ado About Nothing? Paper: 0966, 17.03.2009 JEL: F31, F32, F41	Joseph E. Gagnon
Abstract Full text	Tax Smoothing in Frictional Labor Markets Paper: 0965, 17.03.2009 JEL: E24, E50, E62, E63	Sanjay K. Chugh David M. Arseneau
Abstract Full text	The Demand for Youth: Implications for the Hours Volatility Puzzle Paper: 0964, 17.03.2009 JEL: E00, E32	Nir Jaimovich Henry E. Siu Seth Pruitt
Abstract Full text	The Taylor Rule and Interval Forecast for Exchange Rates Paper: 0963, 17.03.2009 JEL: C14, C53, F31	Jian Wang Jason J. Wu
Abstract Full text	Uncertainty Over Models and Data: The Rise and Fall of American Inflation Paper: 0962, 14.01.2009	Seth Pruitt
Abstract Full text	Fiscal Policy in the European Monetary Union Paper: 0961, 12.01.2009 JEL: C32, C33, E42, E62, F33	Betty C. Daniel Christos Shiamptanis
Abstract Full text	Sudden Stops, Financial Crises and Leverage: A Fisherian Deflation of Tobin's Q* Paper: 0960, 12.01.2009 JEL: D52, E44, F32, F41	Enrique G. Mendoza
Abstract Full text	The Fragility of Sensitivity Analysis: An Encompassing Perspective Paper: 0959, 08.12.2008	Neil R. Ericsson
Abstract Full text	Home Computers and Educational Outcomes: Evidence from the NLSY97 and CPS Paper: 0958, 25.11.2008 JEL: C35, I20, O33	Daniel O. Beltran Kuntal K. Das Robert W. Fairlie
Abstract Full text	Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices Paper: 0957, 25.11.2008 JEL: C32, E37, Q43	Clara Vega Lutz Kilian
Abstract Full text	A Non-Random Walk Revisited: Short- and Long-Term Memory in Asset Prices Paper: 0956, 25.11.2008 JEL: E30, G14	Paul Eitelman Justin Vitanza
Abstract Full text	Estimating the Parameters of a Small Open Economy DSGE Model: Identifiability and Inferential Validity Paper: 0955, 20.11.2008 JEL: C11, C15, F41	Daniel O. Beltran David Draper
Abstract Full text	Housing Market Risks in the United Kingdom Paper: 0954, 20.11.2008 JEL: E21, E22, R21	Robert F. Martin
Abstract Full text	Testing the Expectations Hypothesis When Interest Rates are Near Integrated Paper: 0953, 10.11.2008 JEL: C22, G12	Erik Hjalmarsson Meredith J. Beechey Pär Österholm
Abstract Full text	Do Fundamentals Explain the International Impact of U.S. Interest Rates? Evidence at the Firm Level Paper: 0952, 10.11.2008 JEL: E44, E52, G14, G15	Clara Vega Jon Wongswan John Ammer
Abstract Full text	Soft Information in Earnings Announcements: News or Noise? Paper: 0951, 07.11.2008 JEL: D82, G14, M41	Clara Vega Elizabeth Demers
Abstract Full text	Assessing the Potential for Further Foreign Demand for U.S. Assets: Has Financing U.S. Current Account Deficits Made Foreign Investors Overweight in U.S. Securities? Paper: 0950, 30.10.2008 JEL: F3, G11, G15	Carol C. Bertaut
Abstract Full text	Expected Consumption Growth from Cross-Country Surveys: Implications for Assessing International Capital Markets Paper: 0949, 29.09.2008 JEL: E21, F32, F41	John H. Rogers Charles Engel
Abstract Full text	Exchange Rates and Fundamentals: A Generalization Paper: 0948, 29.09.2008 JEL: E31, E37, F41	John H. Rogers James M. Nason
Abstract Full text	Current Account Sustainability and Relative Reliability Paper: 0947, 29.09.2008 JEL: F3	Stephanie E. Curcuru Francis E. Warnock Charles P. Thomas
Abstract Full text	Emerging Market Business Cycles with Remittance Fluctuations Paper: 0946, 29.09.2008 JEL: E44, F32, F41	Ceyhun Bora Durdu Serdar Sayan
Abstract Full text	Escape From New York: The Market Impact of SEC Rule 12h-6 Paper: 0945, 29.09.2008 JEL: G14, G15, G38	Nuno Fernandes Darius P. Miller Ugur Lel
Abstract Full text	The Macroeconomic Effect of External Pressures on Monetary Policy Paper: 0944, 13.09.2008 JEL: E52, E58, E61	Davide Debortoli Ricardo Nunes
Abstract Full text	Constructive Data Mining: Modeling Argentine Broad Money Demand Paper: 0943, 13.09.2008 JEL: C52, E41	Neil R. Ericsson Steven B. Kamin
Abstract Full text	The Asian Financial Crisis, Uphill Flow of Capital, and Global Imbalances: Evidence from a Micro Study Paper: 0942, 04.09.2008 JEL: F21, F3	Brahima Coulibaly Jonathan N. Millar
Abstract Full text	Optimal Monetary Policy with Distinct Core and Headline Inflation Rates Paper: 0941, 20.08.2008 JEL: E32	Martin Bodenstein Christopher J. Erceg Luca Guerrieri
Abstract Full text	Friends or Foes? The Stock Price Impact of Sovereign Wealth Fund Investments and the Price of Keeping Secrets Paper: 0940, 20.08.2008 JEL: G14, G15, G34, G38	Ugur Lel Jason Kotter
Abstract Full text	Foreign Exposure to Asset-Backed Securities of U.S. Origin Paper: 0939, 20.08.2008 JEL: G15, G20	Daniel O. Beltran Charles Thomas Laurie Pounder
Abstract Full text	Political Disagreement, Lack of Commitment and the Level of Debt Paper: 0938, 30.07.2008 JEL: C61, E61, E62, P16	Davide Debortoli Ricardo Nunes
Abstract Full text	Simple Monetary Rules Under Fiscal Dominance Paper: 0937, 30.07.2008 JEL: E61, E62	Irina Yakadina Ricardo Nunes Michael Kumhof
Abstract Full text	An Anatomy of Credit Booms: Evidence From Macro Aggregates and Micro Data Paper: 0936, 30.07.2008 JEL: E32, E44, E51, G21	Enrique G. Mendoza Marco E. Terrones
Abstract	How Long Can the Unsustainable U.S. Current Account Deficit Be Sustained? Paper: 0935, 09.07.2008	Carol C. Bertaut Charles P. Thomas Steven B. Kamin
Abstract Full text	Trade Elasticity of Substitution and Equilibrium Dynamics Paper: 0934, 09.07.2008 JEL: C68, F41	Martin Bodenstein
Abstract Full text	Predicting Global Stock Returns Paper: 0933, 09.07.2008 JEL: C22, C23, G12, G15	Erik Hjalmarsson
Abstract Full text	Jackknifing Stock Return Predictions Paper: 0932, 29.06.2008	Erik Hjalmarsson Benjamin Chiquoine
Abstract Full text	Housing, Home Production, and the Equity and Value Premium Puzzles Paper: 0931, 29.06.2008	Robert F. Martin Morris A. Davis
Abstract Full text	Why Do U.S. Cross-Listings Matter? Paper: 0930, 17.06.2008	Francis E. Warnock John Ammer David C. Smith Sara B. Holland
Abstract Full text	Competitive Search Equilibrium in a DSGE Model Paper: 0929, 23.04.2008 JEL: E10, E30, E32	Sanjay K. Chugh David M. Arseneau
Abstract Full text	Interpreting Long-Horizon Estimates in Predictive Regressions Paper: 0928, 11.04.2008 JEL: C22, G1	Erik Hjalmarsson
Abstract Full text	Emerging Market Business Cycles Revisited: Learning about the Trend Paper: 0927, 11.04.2008 JEL: E44, F32, F41	Ceyhun Bora Durdu Christian Daude Emine Boz
Abstract Full text	Predicting Cycles in Economic Activity Paper: 0926, 09.04.2008 JEL: E37	Jane Haltmaier

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003