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Documents are displayed in order of relevance.
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The Fed - Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
approach to identify the realized jumps of individual equities from high...policy community, and the broader public are important to sharpening our
URL: https://www.federalreserve.gov/econres/feds/explaining-credit-default-swap-spreads-with-the-equity-volatility-and-jump-risks-of-individual-firms.htm
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Explaining World Savings
Board of Governors of the Federal Reserve System International Finance Discussion Papers ISSN 1073-2500 (Print) ISSN 2767-4509 (Online) Number
URL: https://www.federalreserve.gov/econres/ifdp/files/ifdp1416.pdf
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The Fed - Global Versus Country-Specific Productivity Shocks and the Current Account
approach. We show analytically, however, that the theoretically-predicted...policy community, and the broader public are important to sharpening our
URL: https://www.federalreserve.gov/econres/ifdp/global-versus-country-specific-productivity-shocks-and-the-current-account.htm
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The Fed - The Declining Volatility of U.S. Employment: Was Arthur Burns Right?
approach on monthly employment data for the 1946-1996 period to highlight...policy community, and the broader public are important to sharpening our
URL: https://www.federalreserve.gov/econres/ifdp/the-declining-volatility-of-us-employment-was-arthur-burns-right.htm
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The Fed - The Econometrics of Elasticities or the Elasticity of Econometrics: An Empirical Analysis of the Behavior of U.S. Imports
approach and uses bilateral price data for 1965-1987. According to the...policy community, and the broader public are important to sharpening our
URL: https://www.federalreserve.gov/econres/ifdp/the-econometrics-of-elasticities-or-the-elasticity-of-econometrics-an-empirical-analysis-of-the-behavior-of-us-imports.htm
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The Fed - Real Shocks and Real Exchange Rates in Really Long-Term Data
approach, in which I identify various types of real and nominal shocks...policy community, and the broader public are important to sharpening our
URL: https://www.federalreserve.gov/econres/ifdp/real-shocks-and-real-exchange-rates-in-really-long-term-data.htm
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The Fed - The Autonomy of Trade Elasticities: Choice and Consequences
approach and uses bilateral price data for 1965-1987. According to the...policy community, and the broader public are important to sharpening our
URL: https://www.federalreserve.gov/econres/ifdp/the-autonomy-of-trade-elasticities-choice-and-consequences.htm
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The Fed - An Analogue Model of Phase-Averaging Procedures
approach. PDF: Full Paper Disclaimer: The economic research that is linked...policy community, and the broader public are important to sharpening our
URL: https://www.federalreserve.gov/econres/ifdp/an-analogue-model-of-phase-averaging-procedures.htm
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The Fed - Credit Default Swaps
approach to mark to market existing CDS positions. The discussion highlights...and briefly examine their behavior during periods of acute financial or
URL: https://www.federalreserve.gov/econres/feds/credit-default-swaps.htm
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The Fed - An Alternative Theory of the Plant Size Distribution With an Application to Trade
approaches. In particular, the predictions of the model for the impacts...policy community, and the broader public are important to sharpening our
URL: https://www.federalreserve.gov/econres/feds/an-alternative-theory-of-the-plant-size-distribution-with-an-application-to-trade.htm
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