Search Results
Documents are displayed in order of relevance.
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The Fed - US Monetary Policy and International Bond Markets
rates for a basket of currencies from the same set of risky countries;...rate channel. During the unconventional policy regime, yields on both
URL: https://www.federalreserve.gov/econres/feds/us-monetary-policy-and-international-bond-markets.htm
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The Fed - Shifting Trends in Semiconductor Prices and the Pace of Technological Progress
rate of price decline slowed since 2001, and to what extent are these ...rate of advance in semiconductor technology? We show that the price swings
URL: https://www.federalreserve.gov/econres/feds/shifting-trends-in-semiconductor-prices-and-the-pace-of-technological-progress.htm
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The Fed - Estimating Dynamic Panel Data Models: A Practical Guide for Macroeconomists
rates and increases in savings rates precede declines in income growth
URL: https://www.federalreserve.gov/econres/feds/estimating-dynamic-panel-data-models-a-practical-guide-for-macroeconomists.htm
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The Fed - Bond Risk Premia and Realized Jump Volatility
rates nearly doubles the R2 of the regression. Our market jump volatility...rates. Full Paper (Screen Reader Version) Keywords: Unspanned Stochastic
URL: https://www.federalreserve.gov/econres/feds/bond-risk-premia-and-realized-jump-volatility.htm
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The Fed - An agency problem in the MBS market and the solicited refinancing channel of large-scale asset purchases
rates than MBS held by the rest of the market. Next, we show that this...rates DOI: http://dx.doi.org/10.17016/FEDS.2015.027 PDF: Full Paper
URL: https://www.federalreserve.gov/econres/feds/an-agency-problem-in-the-mbs-market-and-the-solicited-refinancing-channel-of-large-scale-asset-purchases.htm
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The Fed - Inflation Disagreement Weakens the Power of Monetary Policy
rate and thus borrows more to finance consumption, subject to borrowing...rates. This mechanism also provides a microeconomic foundation for Euler
URL: https://www.federalreserve.gov/econres/feds/inflation-disagreement-weakens-the-power-of-monetary-policy.htm
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The Fed - Capital Mobility and the Output-Inflation Tradeoff
rate should be associated with smaller movements in output. To measure...Rate Arrangements and Exchange Restrictions. The estimates of the output-inflation
URL: https://www.federalreserve.gov/econres/ifdp/capital-mobility-and-the-output-inflation-tradeoff.htm
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The Fed - Constructive Data Mining: Modeling Argentine Broad Money Demand
rate, and exchange rate depreciation depends on the inclusion of a "ratchet
URL: https://www.federalreserve.gov/econres/ifdp/constructive-data-mining-modeling-argentine-broad-money-demand.htm
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The Fed - An International Arbitrage Pricing Model with PPP Deviations
rates and stochastic Purchasing Power Parity deviations (PPP). The model...rate volatility, and the forward exchange market's risk premium. Mechanically
URL: https://www.federalreserve.gov/econres/ifdp/an-international-arbitrage-pricing-model-with-ppp-deviations.htm
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The Fed - International Comparisons of Fiscal Policy: The OECD and the IMF Measures of Fiscal Impulse
rates from a structural model whereas the IMF assumes unit income-elasticity...rates; and (4) each agency uses different estimates of potential output
URL: https://www.federalreserve.gov/econres/ifdp/international-comparisons-of-fiscal-policy-the-oecd-and-the-imf-measures-of-fiscal-impulse.htm
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