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Documents are displayed in order of relevance.
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The Fed - Testing the Expectations Hypothesis When Interest Rates are Near Integrated
from eight developed and six emerging economies, we test the expectations...from those suggested by theory. We relate our findings to existing literature
URL: https://www.federalreserve.gov/econres/ifdp/testing-the-expectations-hypothesis-when-interest-rates-are-near-integrated.htm
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The Fed - Sharing Asymmetric Tail Risk: Smoothing, Asset Prices and Terms of Trade
from sharing (tail) risk. Riskier countries gain in smoother consumption...from higher wealth and better average terms of trade. Calibrated using
URL: https://www.federalreserve.gov/econres/ifdp/sharing-asymmetric-tail-risk-smoothing-asset-prices-and-terms-of-trade.htm
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The Fed - The rising tide lifts some interest rates: climate change, natural disasters, and loan pricing
from the effects of lenders updating their beliefs about the impact of...from disasters that are not aggravated by climate change. Keywords: Banks
URL: https://www.federalreserve.gov/econres/ifdp/the-rising-tide-lifts-some-interest-rates-climate-change-natural-disasters-and-loan-pricing.htm
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The Fed - Visible Hands: Professional Asset Managers' Expectations and the Stock Market in China
from more-cyclical stocks. We identify a strong short-run causal effect...from short-sale constraints. Finally, we find that an earnings-based measure
URL: https://www.federalreserve.gov/econres/ifdp/visible-hands-professional-asset-managers-expectations-and-the-stock-market-in-china.htm
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The Fed - Do Self-Insurance and Disability Insurance Prevent Consumption Loss on Disability?
from the UK to estimate the insurance provided by the government disability...from 2 percent to 4 percent. Reductions in the generosity of incapacity
URL: https://www.federalreserve.gov/econres/feds/do-self-insurance-and-disability-insurance-prevent-consumption-loss-on-disability.htm
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The Fed - Nonparametric Estimation of Multifactor Continuous-Time Interest Rate Models
from a hypothesis testing point of view. The performance of the estimator...from estimates obtained under a parametric model. The kernel regressions
URL: https://www.federalreserve.gov/econres/feds/nonparametric-estimation-of-multifactor-continuous-time-interest-rate-models.htm
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The Fed - Does Trading Frequency Affect Subordinated Debt Spreads?
from such bonds may be obscured. To examine the time-series effect of ...from observed bond prices. Using these indirect liquidity measures, we
URL: https://www.federalreserve.gov/econres/feds/does-trading-frequency-affect-subordinated-debt-spreads.htm
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The Fed - Boom Town Business Dynamics
from the expansion of existing establishments--accounts for a disproportionate...from the shale boom. Accessible materials (.zip) DOI: https://doi.org/
URL: https://www.federalreserve.gov/econres/feds/boom-town-business-dynamics.htm
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The Fed - Continuity and Change in the Federal Reserve’s Perspective on Price Stability
from price stability give rise to greater cyclical instability, and they...from price stability as indicating a policymaker belief in the desirability
URL: https://www.federalreserve.gov/econres/feds/continuity-and-change-in-the-federal-reserves-perspective-on-price-stability.htm
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The Fed - Interpreting the Significance of the Lagged Interest Rate in Estimated Monetary Policy Rules
from the omission of serially correlated variables from the policy rule...from this page represents the views of the authors and does not indicate
URL: https://www.federalreserve.gov/econres/feds/interpreting-the-significance-of-the-lagged-interest-rate-in-estimated-monetary-policy-rules.htm
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