Board of Governors of the Federal Reserve System

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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
  



• The Fed - Interest Rate Rules and Multiple Equilibria in the Small Open Economy

  Rate Rules and Multiple Equilibria in the Small Open Economy Luis-Felipe...rate and the nominal depreciation rate or governments that implement "

  URL: https://www.federalreserve.gov/econres/ifdp/interest-rate-rules-and-multiple-equilibria-in-the-small-open-economy.htm
  



• The Fed - Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries

  Rate Policy and Sovereign Bond Spreads in Developing Countries Samir Jahjah...rate policy affects the issuance and pricing of international bonds for

  URL: https://www.federalreserve.gov/econres/ifdp/exchange-rate-policy-and-sovereign-bond-spreads-in-developing-countries.htm
  



• The Fed - The Analysis of Exchange Rate Movements: Neutrality Results and the Role of Expectations

  Rate Movements: Neutrality Results and the Role of Expectations Peter

  URL: https://www.federalreserve.gov/econres/ifdp/the-analysis-of-exchange-rate-movements-neutrality-results-and-the-role-of-expectations.htm
  



• The Fed - The Effect of Exchange Rate Changes Upon International Price Discrimination

  Rate Changes Upon International Price Discrimination Eliot R.J. Kalter

  URL: https://www.federalreserve.gov/econres/ifdp/the-effect-of-exchange-rate-changes-upon-international-price-discrimination.htm
  



• 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
  



• The Fed - Trading Activity and Exchange Rates in High-Frequency EBS Data

  Rates in High-Frequency EBS Data Alain P. Chaboud, Sergey V. Chernenko

  URL: https://www.federalreserve.gov/econres/ifdp/trading-activity-and-exchange-rates-in-high-frequency-ebs-data.htm
  



• The Fed - Exchange Rate Rules in Support of Disinflation Programs in Developing Countries

  Rate Rules in Support of Disinflation Programs in Developing Countries...rate policies can best support the sustainability of disinflation programs

  URL: https://www.federalreserve.gov/econres/ifdp/exchange-rate-rules-in-support-of-disinflation-programs-in-developing-countries.htm
  



• The Fed - Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984

  rate models forecast major dollar exchange rates no better than a naive...rates, and to real exchange rates. Finally, we test to see if real exchange

  URL: https://www.federalreserve.gov/econres/ifdp/was-it-real-the-exchange-rate-interest-differential-relation-1973-1984.htm
  



• The Fed - An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination

  Rate Determination Richard A. Meese and Andrew K. Rose Abstract: This ...rates and macroeconomic fundamentals for five major OECD countries. Five

  URL: https://www.federalreserve.gov/econres/ifdp/an-empirical-assessment-of-non-linearities-in-models-of-exchange-rate-determination.htm
  

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