Board of Governors of the Federal Reserve System

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• The Fed - High Frequency Data, Frequency Domain Inference and Volatility Forecasting

  H. Wright and Tim Bollerslev Abstract: While it is clear that the volatility

  URL: https://www.federalreserve.gov/econres/ifdp/high-frequency-data-frequency-domain-inference-and-volatility-forecasting.htm
  



• Federal Reserve Board - Federal Reserve Board announces it will begin its Survey of Finance Companies this month as part of the Board’s continuing effort to improve its understanding of credit availability to households and businesses in the United States

  H. Powell in a letter to prospective survey participants. The survey collects

  URL: https://www.federalreserve.gov/newsevents/pressreleases/other20211021a.htm
  



• The Fed - Inflation and the Great Ratios: Long-Term Evidence from the U.S.

  H. Rogers Abstract: Using more than 100 years of data from the United

  URL: https://www.federalreserve.gov/econres/ifdp/inflation-and-the-great-ratios-long-term-evidence-from-the-us.htm
  



• The Fed - Monetary Shocks and Real Exchange Rates

  H. Rogers Abstract: Many explanations of the stylized facts concerning

  URL: https://www.federalreserve.gov/econres/ifdp/monetary-shocks-and-real-exchange-rates.htm
  



• The Fed - Predicting Sharp Depreciations in Industrial Country Exchange Rates

  H. Wright and Joseph E. Gagnon Abstract: This paper considers the prediction

  URL: https://www.federalreserve.gov/econres/ifdp/predicting-sharp-depreciations-in-industrial-country-exchange-rates.htm
  



• The Fed - The Monetary Origins of Asymmetric Information in International Equity Markets

  H. Bauer and Clara Vega Abstract: Existing studies using low-frequency

  URL: https://www.federalreserve.gov/econres/ifdp/the-monetary-origins-of-asymmetric-information-in-international-equity-markets.htm
  



• The Fed - Uncovered Interest Parity: It Works, But Not For Long

  H. Wright Abstract: If an investor borrows in a low interest currency

  URL: https://www.federalreserve.gov/econres/ifdp/uncovered-interest-parity-it-works-but-not-for-long.htm
  



• The Fed - Market Effects of Central Bank Credit Markets Support Programs in Europe

  H. Wright Abstract: Using responses of credit default swap indexes to

  URL: https://www.federalreserve.gov/econres/ifdp/market-effects-of-central-bank-credit-markets-support-programs-in-europe.htm
  



• The Fed - Modern Pandemics: Recession and Recovery

  H1N1 (2009), MERS (2012), Ebola (2014), and Zika (2016). Time-series models

  URL: https://www.federalreserve.gov/econres/ifdp/modern-pandemics-recession-and-recovery.htm
  



• The Fed - Deviations from Purchasing Power Parity: Causes and Welfare Costs

  H. Rogers Abstract: We explore deviations from short-run purchasing power

  URL: https://www.federalreserve.gov/econres/ifdp/deviations-from-purchasing-power-parity-causes-and-welfare-costs.htm
  

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