Search Results
Documents are displayed in order of relevance.
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The Fed - Testing the Expectations Hypothesis When Interest Rates are Near Integrated
Interest Rates are Near Integrated Meredith Beechey, Erik Hjalmarsson,...interest rates are unlikely to be generated by unit-root processes. Using
URL: https://www.federalreserve.gov/econres/ifdp/testing-the-expectations-hypothesis-when-interest-rates-are-near-integrated.htm
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The Fed - Interest Rate Rules and Multiple Equilibria in the Small Open Economy
Interest Rate Rules and Multiple Equilibria in the Small Open Economy ...interest rate rules induce aggregate instability by generating multiple
URL: https://www.federalreserve.gov/econres/ifdp/interest-rate-rules-and-multiple-equilibria-in-the-small-open-economy.htm
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The Fed - Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984
Rate-Interest Differential Relation, 1973-1984 Richard Meese and Kenneth...rates and real interest differentials can be represented as a cointegrated
URL: https://www.federalreserve.gov/econres/ifdp/was-it-real-the-exchange-rate-interest-differential-relation-1973-1984.htm
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The Fed - High Real Interest Rates in the Aftermath of Disinflation: Is It a Lack of Credibility?
Interest Rates in the Aftermath of Disinflation: Is It a Lack of Credibility...interest rates have been observed in many countries for several months
URL: https://www.federalreserve.gov/econres/ifdp/high-real-interest-rates-in-the-aftermath-of-disinflation-is-it-a-lack-of-credibility.htm
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The Fed - Real Interest Rates During the Disinflation Process in Developing Countries
rates of inflation: a rise in the ex post real interest rate following...interest rates, so the real interest rate rises; this effect derives from
URL: https://www.federalreserve.gov/econres/ifdp/real-interest-rates-during-the-disinflation-process-in-developing-countries.htm
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The Fed - Asset Markets and Interest Rate Detemination in the Multi-Country Model
Interest Rate Detemination in the Multi-Country Model Peter Clark and
URL: https://www.federalreserve.gov/econres/ifdp/asset-markets-and-interest-rate-detemination-in-the-multi-country-model.htm
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The Fed - Term Structure Estimation with Survey Data on Interest Rate Forecasts
Interest Rate Forecasts Don H. Kim and Athanasios Orphanides Abstract:...interest rates. We propose using survey forecasts of a short-term interest
URL: https://www.federalreserve.gov/econres/feds/term-structure-estimation-with-survey-data-on-interest-rate-forecasts.htm
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The Fed - Uncertainty shocks, monetary policy and long-term interest rates
interest rates Gianni Amisano and Oreste Tristani Abstract: We study the...Interest Rates, Uncertainty Shocks DOI: https://doi.org/10.17016/FEDS.2019.024
URL: https://www.federalreserve.gov/econres/feds/uncertainty-shocks-monetary-policy-and-long-term-interest-rates.htm
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The Fed - Imperfect Credibility and the Zero Lower Bound on the Nominal Interest Rate
Interest Rate Martin Bodenstein, James Hebden, and Ricardo Nunes Abstract...interest rate below zero. In our model, an announcement of a low interest
URL: https://www.federalreserve.gov/econres/ifdp/imperfect-credibility-and-the-zero-lower-bound-on-the-nominal-interest-rate.htm
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The Fed - Time Series Model of Interest Rates With the Effective Lower Bound
rates as well as expected future interest rates in recent years. Accessible...Rate, State-Space Model, Term Structure of Interest Rates DOI: http://
URL: https://www.federalreserve.gov/econres/feds/time-series-model-of-interest-rates-with-the-effective-lower-bound.htm
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