Search Results
Documents are displayed in order of relevance.
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The Fed - Scarcity of Safe Assets and Global Neutral Interest Rates
Rates Thiago Ferreira and Samer Shousha Abstract: We quantitatively evaluate...rates. Using an empirical cross-country state-space model, we find that
URL: https://www.federalreserve.gov/econres/ifdp/scarcity-of-safe-assets-and-global-neutral-interest-rates.htm
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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
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The Fed - The Role of the Current Account in Exchange Rate Determination: A Comment on Rodriguez
Rate Determination: A Comment on Rodriguez Michael P. Dooley and Peter
URL: https://www.federalreserve.gov/econres/ifdp/the-role-of-the-current-account-in-exchange-rate-determination-a-comment-on-rodriguez.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 - Expectations about the Federal Funds Rate in the Long Run
rate may understate the decline in the average federal funds rate in the...rate to be modestly above the current federal funds rate: the central
URL: https://www.federalreserve.gov/econres/notes/feds-notes/expectations-about-the-federal-funds-rate-in-the-long-run-20191009.html
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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
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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
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The Fed - Term Structure Estimation with Survey Data on Interest Rate Forecasts
Rate Forecasts Don H. Kim and Athanasios Orphanides Abstract: The estimation...rates. We propose using survey forecasts of a short-term interest rate
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
rates Gianni Amisano and Oreste Tristani Abstract: We study the relationship...rates. Through changes in both risk-premia and expected future real rates
URL: https://www.federalreserve.gov/econres/feds/uncertainty-shocks-monetary-policy-and-long-term-interest-rates.htm
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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
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