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The Fed - What Did the Credit Market Expect of Argentina Default? Evidence from Default Swap Data
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URL: https://www.federalreserve.gov/econres/feds/what-did-the-credit-market-expect-of-argentina-default-evidence-from-default-swap-data.htm
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The Fed - An Empirical Test of Auction Efficiency: Evidence from MBS Auctions of the Federal Reserve
uniform-price, discriminatory-price, and Vickrey auctions. We empirically...uniform-price nor Vickrey auctions outperform discriminatory-price auctions
URL: https://www.federalreserve.gov/econres/feds/an-empirical-test-of-auction-efficiency-evidence-from-mbs-auctions-of-the-federal-reserve.htm
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Measuring the Natural Rate of Interest: International Trends and Determinants
2For earlier studies on the natural rate of interest in the Euro Area,...key results. First, we find evidence of time-variation in the natural
URL: https://www.federalreserve.gov/econresdata/feds/2016/files/2016073pap.pdf
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The Fed - The Modern Theory of Forward Foreign Exchange: Some New Consistent Estimates Under Rational Expectations
Skip to main content An official website of the United States Government Here's how you know Official websites use .gov A .gov website belongs
URL: https://www.federalreserve.gov/econres/ifdp/the-modern-theory-of-forward-foreign-exchange-some-new-consistent-estimates-under-rational-expectations.htm
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The Fed - The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?
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URL: https://www.federalreserve.gov/econres/ifdp/the-out-of-sample-failure-of-empirical-exchange-rate-models-sampling-error-or-misspecification.htm
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The Fed - Why Hasn't Trade Grown Faster Than Income? Inter-Industry Trade Over the Past Century
Skip to main content An official website of the United States Government Here's how you know Official websites use .gov A .gov website belongs
URL: https://www.federalreserve.gov/econres/ifdp/why-hasn39t-trade-grown-faster-than-income-inter-industry-trade-over-the-past-century.htm
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The Fed - Assertion without Empirical Basis: An Econometric Appraisal of Monetary Trends in ... The United Kingdom
prices, and interest rates; and their use of phase-average data. They ...the-wisp" model of velocity as a random walk. As constructive evidence
URL: https://www.federalreserve.gov/econres/ifdp/assertion-without-empirical-basis-an-econometric-appraisal-of-monetary-trends-in-the-united-kingdom.htm
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The Fed - Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data
prices of Fed Funds futures contracts, we measure the impact of the surprise
URL: https://www.federalreserve.gov/econres/ifdp/identifying-the-effects-of-monetary-policy-shocks-on-exchange-rates-using-high-frequency-data.htm
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The Fed - The Impact of Macroeconomic Announcements on Real Time Foreign Exchange Rates in Emerging Markets
Skip to main content An official website of the United States Government Here's how you know Official websites use .gov A .gov website belongs
URL: https://www.federalreserve.gov/econres/ifdp/the-impact-of-macroeconomic-announcements-on-real-time-foreign-exchange-rates-in-emerging-markets.htm
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The Fed - A Monetary Model of Exchange Market Pressure Applied to the Post-War Canadian Experience
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URL: https://www.federalreserve.gov/econres/ifdp/a-monetary-model-of-exchange-market-pressure-applied-to-the-post-war-canadian-experience.htm
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