Board of Governors of the Federal Reserve System

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• The Fed - Simulating Exchange Rate Shocks in the MPS and MCM Models: An Evaluation

  Rate Shocks in the MPS and MCM Models: An Evaluation Arnold S. Kling Abstract

  URL: https://www.federalreserve.gov/econres/ifdp/simulating-exchange-rate-shocks-in-the-mps-and-mcm-models-an-evaluation.htm
  



• The Fed - Output and the Real Exchange Rate in Developing Countries: An Application to Mexico

  Rate in Developing Countries: An Application to Mexico Steven B. Kamin...rate highly competitive in order to promote exports and output growth.

  URL: https://www.federalreserve.gov/econres/ifdp/output-and-the-real-exchange-rate-in-developing-countries-an-application-to-mexico.htm
  



• 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
  



• The Fed - GSEs, Mortgage Rates, and the Long-Run Effects of Mortgage Securitization

  Rates, and the Long-Run Effects of Mortgage Securitization Wayne Passmore...rates. We find that GSEs generally--but not always--lower mortgage rates

  URL: https://www.federalreserve.gov/econres/feds/gses-mortgage-rates-and-the-long-run-effects-of-mortgage-securitization.htm
  



• 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
  



• 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
  



• 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
  



• 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
  



• 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
  



• The Fed - The Aggregate Demand Effects of Short- and Long-Term Interest Rates

  Rates Michael T. Kiley Abstract: I develop empirical models of the U.S...rates-one with clear "microfoundations" and one more loosely motivated

  URL: https://www.federalreserve.gov/econres/feds/the-aggregate-demand-effects-of-short-and-long-term-interest-rates.htm
  

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