Board of Governors of the Federal Reserve System

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• The Fed - Is there a World Real Interest Rate?

  data techniques to estimate a common component to the ex post real interest

  URL: https://www.federalreserve.gov/econres/ifdp/is-there-a-world-real-interest-rate.htm
  



• The Fed - Predictability of Growth in Emerging Markets: Information in Financial Aggregates

  data methods that control for endogeneity and persistence in the predictor

  URL: https://www.federalreserve.gov/econres/ifdp/predictability-of-growth-in-emerging-markets-information-in-financial-aggregates.htm
  



• The Fed - What Happens After A Technology Shock?

  data, that per capita hours worked fall after a positive technology shock

  URL: https://www.federalreserve.gov/econres/ifdp/what-happens-after-a-technology-shock.htm
  



• The Fed - Expected and Predicted Realignments: The FF/DM Exchange Rate During the EMS

  data during the European Monetary System. The behavior of estimated expected

  URL: https://www.federalreserve.gov/econres/ifdp/expected-and-predicted-realignments-the-ffdm-exchange-rate-during-the-ems.htm
  



• The Fed - Finance and Macroeconomic Volatility

  data from 70 countries covering the years 1956 through 1998. Keywords:

  URL: https://www.federalreserve.gov/econres/ifdp/finance-and-macroeconomic-volatility.htm
  



• The Fed - Modelling Inflation in Australia

  data-coherent, error correction model for inflation in Australia. The

  URL: https://www.federalreserve.gov/econres/ifdp/modelling-inflation-in-australia.htm
  



• The Fed - Real-Time Measurement of Business Conditions

  data observed at mixed frequencies. Specifically, we propose a dynamic

  URL: https://www.federalreserve.gov/econres/ifdp/real-time-measurement-of-business-conditions.htm
  



• The Fed - Value Added and Productivity Linkages Across Countries

  data from 40 countries, we find that GDP comovement is significantly associated

  URL: https://www.federalreserve.gov/econres/ifdp/value-added-and-productivity-linkages-across-countries.htm
  



• The Fed - An Econometric Analysis of UK Money Demand In Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna J. Schwartz

  data, we obtain a better-fitting, constant, dynamic error-correction (

  URL: https://www.federalreserve.gov/econres/ifdp/an-econometric-analysis-of-uk-money-demand-in-monetary-trends-in-the-united-states-and-the-united-kingdom-by-milton-friedma.htm
  



• The Fed - The Profitability of U.S. Intervention

  data. Finally I consider the effects profitable intervention may have

  URL: https://www.federalreserve.gov/econres/ifdp/the-profitability-of-us-intervention.htm
  

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