Central Bank Research Hub - Series: Board of Governors of the Federal Reserve System International Financial Discussion Papers 2008

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Title Author(s)

The Fragility of Sensitivity Analysis: An Encompassing Perspective

Paper: 0959, 08.12.2008

Home Computers and Educational Outcomes: Evidence from the NLSY97 and CPS

Paper: 0958, 25.11.2008

JEL: C35, I20, O33

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

A Non-Random Walk Revisited: Short- and Long-Term Memory in Asset Prices

Paper: 0956, 25.11.2008

JEL: E30, G14

Estimating the Parameters of a Small Open Economy DSGE Model: Identifiability and Inferential Validity

Paper: 0955, 20.11.2008

JEL: C11, C15, F41

Housing Market Risks in the United Kingdom

Paper: 0954, 20.11.2008

JEL: E21, E22, R21

Testing the Expectations Hypothesis When Interest Rates are Near Integrated

Paper: 0953, 10.11.2008

JEL: C22, G12

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

Soft Information in Earnings Announcements: News or Noise?

Paper: 0951, 07.11.2008

JEL: D82, G14, M41

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

Expected Consumption Growth from Cross-Country Surveys: Implications for Assessing International Capital Markets

Paper: 0949, 29.09.2008

JEL: E21, F32, F41

Exchange Rates and Fundamentals: A Generalization

Paper: 0948, 29.09.2008

JEL: E31, E37, F41

Current Account Sustainability and Relative Reliability

Paper: 0947, 29.09.2008


Emerging Market Business Cycles with Remittance Fluctuations

Paper: 0946, 29.09.2008

JEL: E44, F32, F41

Escape From New York: The Market Impact of SEC Rule 12h-6

Paper: 0945, 29.09.2008

JEL: G14, G15, G38

The Macroeconomic Effect of External Pressures on Monetary Policy

Paper: 0944, 13.09.2008

JEL: E52, E58, E61

Constructive Data Mining: Modeling Argentine Broad Money Demand

Paper: 0943, 13.09.2008

JEL: C52, E41

The Asian Financial Crisis, Uphill Flow of Capital, and Global Imbalances: Evidence from a Micro Study

Paper: 0942, 04.09.2008

JEL: F21, F3

Optimal Monetary Policy with Distinct Core and Headline Inflation Rates

Paper: 0941, 20.08.2008

JEL: E32

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

Foreign Exposure to Asset-Backed Securities of U.S. Origin

Paper: 0939, 20.08.2008

JEL: G15, G20

Political Disagreement, Lack of Commitment and the Level of Debt

Paper: 0938, 30.07.2008

JEL: C61, E61, E62, P16

Simple Monetary Rules Under Fiscal Dominance

Paper: 0937, 30.07.2008

JEL: E61, E62

An Anatomy of Credit Booms: Evidence From Macro Aggregates and Micro Data

Paper: 0936, 30.07.2008

JEL: E32, E44, E51, G21

How Long Can the Unsustainable U.S. Current Account Deficit Be Sustained?

Paper: 0935, 09.07.2008

Trade Elasticity of Substitution and Equilibrium Dynamics

Paper: 0934, 09.07.2008

JEL: C68, F41

Predicting Global Stock Returns

Paper: 0933, 09.07.2008

JEL: C22, C23, G12, G15

Jackknifing Stock Return Predictions

Paper: 0932, 29.06.2008

Housing, Home Production, and the Equity and Value Premium Puzzles

Paper: 0931, 29.06.2008

Why Do U.S. Cross-Listings Matter?

Paper: 0930, 17.06.2008

Competitive Search Equilibrium in a DSGE Model

Paper: 0929, 23.04.2008

JEL: E10, E30, E32

Interpreting Long-Horizon Estimates in Predictive Regressions

Paper: 0928, 11.04.2008

JEL: C22, G1

Emerging Market Business Cycles Revisited: Learning about the Trend

Paper: 0927, 11.04.2008

JEL: E44, F32, F41

Predicting Cycles in Economic Activity

Paper: 0926, 09.04.2008

JEL: E37

Bank Integration and Financial Constraints: Evidence from U.S. Firms

Paper: 0925, 09.04.2008

JEL: G21, G28, G31

A Solution to the Default Risk-Business Cycle Disconnect

Paper: 0924, 09.04.2008

JEL: E32, E44, F32, F34

Do Differences in Financial Development Explain the Global Pattern of Current Account Imbalances?

Paper: 0923, 02.04.2008

Cross-border Bank Acquisitions: Is there a Performance Effect?

Paper: 0922, 02.04.2008

JEL: F21, F23, G21, G34

Cross-Border Returns Differentials

Paper: 0921, 02.04.2008


On the Application of Automatic Differentiation to the Likelihood Function for Dynamic General Equilibrium Models

Paper: 0920, 02.04.2008

JEL: C52, C61, C63

Optimal Fiscal and Monetary Policy in Customer Markets

Paper: 0919, 02.04.2008

JEL: E30, E50, E61, E63

International Competition and Inflation: A New Keynesian Perspective

Paper: 0918, 02.04.2008

JEL: E31, E32, F41

Measuring U.S. International Relative Prices: A WARP View of the World

Paper: 0917, 02.04.2008

JEL: C22, C82, F41

Loose Commitment

Paper: 0916, 21.01.2008

JEL: C61, C63, E61, E62

Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated

Paper: 0915, 17.01.2008

JEL: C12, C15, C32

The Stambaugh Bias in Panel Predictive Regressions

Paper: 0914, 17.01.2008

JEL: C22, C23, G1

India's Future: It's About Jobs

Paper: 0913, 17.01.2008

JEL: E20, F00

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