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Documents are displayed in order of relevance.
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The Fed - Testing the Expectations Hypothesis When Interest Rates are Near Integrated
Rates are Near Integrated Meredith Beechey, Erik Hjalmarsson, and Par ...rates are unlikely to be generated by unit-root processes. Using data
URL: https://www.federalreserve.gov/econres/ifdp/testing-the-expectations-hypothesis-when-interest-rates-are-near-integrated.htm
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The Fed - Exchange Rate Forecasting: The Errors We've Really Made
Rate Forecasting: The Errors We've Really Made Jon Faust, John H. Rogers...rates in real time, using dozens of different vintages of the OECD's Main
URL: https://www.federalreserve.gov/econres/ifdp/exchange-rate-forecasting-the-errors-we39ve-really-made.htm
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The Fed - GSEs, Mortgage Rates, and the Long-Run Effects of Mortgage Securitization
Rates, and the Long-Run Effects of Mortgage Securitization Wayne Passmore...rates. We find that GSEs generally--but not always--lower mortgage rates
URL: https://www.federalreserve.gov/econres/feds/gses-mortgage-rates-and-the-long-run-effects-of-mortgage-securitization.htm
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The Fed - Are Shadow Rate Models of the Treasury Yield Curve Structurally Stable?
Rate Models of the Treasury Yield Curve Structurally Stable? Don H. Kim...rate term structure models of Treasury yields over a sample that includes
URL: https://www.federalreserve.gov/econres/feds/are-shadow-rate-models-of-the-treasury-yield-curve-structurally-stable.htm
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The Fed - Interest Rates and M2 in an Error-Correction Macro Model
Rates and M2 in an Error-Correction Macro Model William Whitesell Abstract
URL: https://www.federalreserve.gov/econres/feds/interest-rates-and-m2-in-an-error-correction-macro-model.htm
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The Fed - Itô Conditional Moment Generator and the Estimation of Short Rate Processes
Rate Processes Hao Zhou Abstract: This paper exploits the Itô's formula...rate models that allow for nonlinear volatility and flexible jump specifications
URL: https://www.federalreserve.gov/econres/feds/ito-conditional-moment-generator-and-the-estimation-of-short-rate-processes.htm
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The Fed - The Global Equilibrium Real Interest Rate: Concepts, Estimates, and Challenges
Rate: Concepts, Estimates, and Challenges Michael T. Kiley Abstract: Real...Rate, World Interest Rate DOI: https://doi.org/10.17016/FEDS.2019.076
URL: https://www.federalreserve.gov/econres/feds/the-global-equilibrium-real-interest-rate-concepts-estimates-and-challenges.htm
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The Fed - The Effect of Interest-Rate Changes on Household Saving and Consumption: A Survey
Interest-Rate Changes on Household Saving and Consumption: A Survey Douglas...interest-rate changes on the consumption and saving of people who follow
URL: https://www.federalreserve.gov/econres/feds/the-effect-of-interest-rate-changes-on-household-saving-and-consumption-a-survey.htm
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The Fed - The Impact of Monetary Policy on Exchange Rates During Financial Crises
rates with respect to exchange rates and investor expectations, it is ...rates during financial crises, but interest rates still are not estimated
URL: https://www.federalreserve.gov/econres/ifdp/the-impact-of-monetary-policy-on-exchange-rates-during-financial-crises.htm
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Impact of Debt Limit Concerns on Financial Market Conditions
Funding Markets • Overnight Treasury GC repo rates increased up to 18 ...funding market rates remained relatively stable. Implied rates on front-end
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20131011memo03.pdf
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