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The Fed - Interest Rates and M2 in an Error-Correction Macro Model
Rates and M2 in an Error-Correction Macro Model William Whitesell Abstract
URL: https://www.federalreserve.gov/econres/feds/interest-rates-and-m2-in-an-error-correction-macro-model.htm
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The Fed - Itô Conditional Moment Generator and the Estimation of Short Rate Processes
Rate Processes Hao Zhou Abstract: This paper exploits the Itô's formula...rate models that allow for nonlinear volatility and flexible jump specifications
URL: https://www.federalreserve.gov/econres/feds/ito-conditional-moment-generator-and-the-estimation-of-short-rate-processes.htm
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The Fed - The Global Equilibrium Real Interest Rate: Concepts, Estimates, and Challenges
Rate: Concepts, Estimates, and Challenges Michael T. Kiley Abstract: Real...Rate, World Interest Rate DOI: https://doi.org/10.17016/FEDS.2019.076
URL: https://www.federalreserve.gov/econres/feds/the-global-equilibrium-real-interest-rate-concepts-estimates-and-challenges.htm
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FRB: The Cleared Bilateral Repo Market and Proposed Repo Benchmark Rates
rates similar to other comparable GC rates if the counterparties are largely...rate is significantly lower than a GC rate. But because all bilateral
URL: https://www.federalreserve.gov/econresdata/notes/feds-notes/2017/cleared-bilateral-repo-market-and-proposed-repo-benchmark-rates-20170227.html
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The Fed - The Effect of Interest-Rate Changes on Household Saving and Consumption: A Survey
Interest-Rate Changes on Household Saving and Consumption: A Survey Douglas...interest-rate changes on the consumption and saving of people who follow
URL: https://www.federalreserve.gov/econres/feds/the-effect-of-interest-rate-changes-on-household-saving-and-consumption-a-survey.htm
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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
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The Fed - Monetary Policy's Role in Exchange Rate Behavior
Rate Behavior Jon Faust and John H. Rogers Abstract: While much empirical...rate volatility. Keywords: Exchange rates, overshooting, forward premium
URL: https://www.federalreserve.gov/econres/ifdp/monetary-policy39s-role-in-exchange-rate-behavior.htm
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The Fed - Menu Costs, Trade Flows, and Exchange Rate Volatility
Rate Volatility Logan T. Lewis Abstract: U.S. imports and exports respond...rate changes in the short run. Pricing behavior has long been thought
URL: https://www.federalreserve.gov/econres/ifdp/menu-costs-trade-flows-and-exchange-rate-volatility.htm
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The Fed - Wage Contracting, Exchange Rate Volatility, and Exchange Intervention Policy
Rate Volatility, and Exchange Intervention Policy Matthew B. Canzoneri
URL: https://www.federalreserve.gov/econres/ifdp/wage-contracting-exchange-rate-volatility-and-exchange-intervention-policy.htm
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The Fed - The interaction of bank leverage, interest rate risk, and runnable funding
rate risk, and runnable funding Shawn Kimble and Matthew P. Seay1 Summary...rate risk. The mismanagement of these vulnerabilities ultimately contributed
URL: https://www.federalreserve.gov/econres/notes/feds-notes/the-interaction-of-bank-leverage-interest-rate-risk-and-runnable-funding-20240830.html
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