Search Results
Documents are displayed in order of relevance.
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The Fed - In Search of Dominant Drivers of the Real Exchange Rate
rate variances. Dominant drivers of the real exchange rate are orthogonal...rate. Keywords: international business cycles, real exchange rate, uncovered
URL: https://www.federalreserve.gov/econres/ifdp/in-search-of-dominant-drivers-of-the-real-exchange-rate.htm
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The Fed - Macroeconomic Effects of Capital Tax Rate Changes
Rate Changes Saroj Bhattarai, Jae Won Lee, Woong Yong Park, and Choongryul...rate in a quantitative model with capital-skill complementarity and household
URL: https://www.federalreserve.gov/econres/feds/macroeconomic-effects-of-capital-tax-rate-changes.htm
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The Fed - The Natural Rate of Interest Through a Hall of Mirrors
rates appeal to a secular decline in the natural interest rate, or r-star...rates, Misperception, Monetary policy shocks, Natural rate of interest
URL: https://www.federalreserve.gov/econres/feds/the-natural-rate-of-interest-through-a-hall-of-mirrors.htm
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The Fed - Term Structure of Interest Rates with Regime Shifts
Rates with Regime Shifts Ravi Bansal and Hao Zhou Abstract: We develop...rate and the market price of risks are subject to discrete regime shifts
URL: https://www.federalreserve.gov/econres/feds/term-structure-of-interest-rates-with-regime-shifts.htm
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The Fed - The Pavlovian Response of Term Rates to Fed Announcements
rate via public disclosures of the new level of the federal funds rate...rate movements associated with public statements on interest rate targets
URL: https://www.federalreserve.gov/econres/feds/the-pavlovian-response-of-term-rates-to-fed-announcements.htm
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The Fed - Macro Risks and the Term Structure of Interest Rates
Rates Geert Bekaert, Eric Engstrom, and Andrey Ermolov Abstract: We use
URL: https://www.federalreserve.gov/econres/feds/macro-risks-and-the-term-structure-of-interest-rates.htm
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The Fed - A Structural Measure of the Shadow Federal Funds Rate
zero-interest-rate policy are expansionary and decrease the shadow rate...rate based only on the term structure of interest rates. DOI: https://
URL: https://www.federalreserve.gov/econres/feds/a-structural-measure-of-the-shadow-federal-funds-rate.htm
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The Fed - Intermeeting Rate Cuts as a Response to Rare Disasters
Rate Cuts as a Response to Rare Disasters David S. Miller Abstract: This...rate cuts they provoke. Differentiating between months with Federal Open
URL: https://www.federalreserve.gov/econres/feds/intermeeting-rate-cuts-as-a-response-to-rare-disasters.htm
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The Fed - The Optimal Inflation Rate with Discount Factor Heterogeneity
Rate with Discount Factor Heterogeneity Antoine Lepetit Abstract: This...rate. In that case, a monetary authority acting under commitment will
URL: https://www.federalreserve.gov/econres/feds/the-optimal-inflation-rate-with-discount-factor-heterogeneity.htm
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The Fed - GSEs, Mortgage Rates, and Secondary Market Activities
Rates, and Secondary Market Activities Andreas Lehnert, Wayne Passmore...rate spreads. Further, we examine GSE activities and mortgage rate spreads
URL: https://www.federalreserve.gov/econres/feds/gses-mortgage-rates-and-secondary-market-activities-200630.htm
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