Search Results
Documents are displayed in order of relevance.
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The Fed - An agency problem in the MBS market and the solicited refinancing channel of large-scale asset purchases
rates than MBS held by the rest of the market. Next, we show that this...rates DOI: http://dx.doi.org/10.17016/FEDS.2015.027 PDF: Full Paper
URL: https://www.federalreserve.gov/econres/feds/an-agency-problem-in-the-mbs-market-and-the-solicited-refinancing-channel-of-large-scale-asset-purchases.htm
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Federal Reserve Board - Industrial Production and Capacity Utilization - G.17
rate are published in Table 3 of the G.17 release. The Federal Reserve
URL: https://www.federalreserve.gov/Releases/g17/other_data.htm
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The Fed - Capital Mobility and the Output-Inflation Tradeoff
rate should be associated with smaller movements in output. To measure...Rate Arrangements and Exchange Restrictions. The estimates of the output-inflation
URL: https://www.federalreserve.gov/econres/ifdp/capital-mobility-and-the-output-inflation-tradeoff.htm
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The Fed - An International Arbitrage Pricing Model with PPP Deviations
rates and stochastic Purchasing Power Parity deviations (PPP). The model...rate volatility, and the forward exchange market's risk premium. Mechanically
URL: https://www.federalreserve.gov/econres/ifdp/an-international-arbitrage-pricing-model-with-ppp-deviations.htm
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The Fed - International Comparisons of Fiscal Policy: The OECD and the IMF Measures of Fiscal Impulse
rates from a structural model whereas the IMF assumes unit income-elasticity...rates; and (4) each agency uses different estimates of potential output
URL: https://www.federalreserve.gov/econres/ifdp/international-comparisons-of-fiscal-policy-the-oecd-and-the-imf-measures-of-fiscal-impulse.htm
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The Fed - Inflation Dynamics and International Linkages: A Model of the United States, the Euro Area, and Japan
rate for monetary policy. Preliminary results, which are similar across...rate. Keywords: Macroeconomic modelling, nominal rigidities, inflation
URL: https://www.federalreserve.gov/econres/ifdp/inflation-dynamics-and-international-linkages-a-model-of-the-united-states-the-euro-area-and-japan.htm
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The Fed - Modeling Direct Investment Valuation Adjustments and Estimating Quarterly Positions
exchange-rate changes, changes in the price of products, and changes in...rates, stock markets PDF: Full Paper Disclaimer: The economic research
URL: https://www.federalreserve.gov/econres/ifdp/modeling-direct-investment-valuation-adjustments-and-estimating-quarterly-positions.htm
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The Fed - U.S. External Adjustment: Progress and Prospects
rates and income growth rates held unchanged. Our model, as well as those
URL: https://www.federalreserve.gov/econres/ifdp/us-external-adjustment-progress-and-prospects.htm
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The Fed - An Assessment of the Impact of Japanese Foreign Exchange Intervention: 1991-2004
rate will move in a direction consistent with the operations. Interventions...rate movements on intervention days from that of all the days in that
URL: https://www.federalreserve.gov/econres/ifdp/an-assessment-of-the-impact-of-japanese-foreign-exchange-intervention-1991-2004.htm
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The Fed - Monetary Policy and Homeownership: Empirical Evidence, Theory, and Policy Implications
rate and that monetary policy affects households' housing tenure choices...rates and housing rents. We find that the calibrated model provides an
URL: https://www.federalreserve.gov/econres/ifdp/monetary-policy-and-homeownership-empirical-evidence-theory-policy-implications.htm
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