Search Results
Documents are displayed in order of relevance.
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The Fed - Purchasing Power Parity: Three Stakes Through the Heart of the Unit Root Null
rate innovations. Second, we consider two tests based on a fixed-effects...rate stationary during the post-Bretton Woods era among relatively open
URL: https://www.federalreserve.gov/econres/feds/purchasing-power-parity-three-stakes-through-the-heart-of-the-unit-root-null.htm
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The Fed - Unemployment Insurance Experience Rating and Labor Market Dynamics
rates on firms that have laid off more workers in the past. To analyze...rate falls on average by .21 percentage points, the effect on tax revenues
URL: https://www.federalreserve.gov/econres/feds/unemployment-insurance-experience-rating-and-labor-market-dynamics.htm
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The Fed - US Monetary Policy and International Bond Markets
rates for a basket of currencies from the same set of risky countries;...rate channel. During the unconventional policy regime, yields on both
URL: https://www.federalreserve.gov/econres/feds/us-monetary-policy-and-international-bond-markets.htm
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The Fed - Estimating Dynamic Panel Data Models: A Practical Guide for Macroeconomists
rates and increases in savings rates precede declines in income growth
URL: https://www.federalreserve.gov/econres/feds/estimating-dynamic-panel-data-models-a-practical-guide-for-macroeconomists.htm
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The Fed - Shifting Trends in Semiconductor Prices and the Pace of Technological Progress
rate of price decline slowed since 2001, and to what extent are these ...rate of advance in semiconductor technology? We show that the price swings
URL: https://www.federalreserve.gov/econres/feds/shifting-trends-in-semiconductor-prices-and-the-pace-of-technological-progress.htm
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The Fed - Bond Risk Premia and Realized Jump Volatility
rates nearly doubles the R2 of the regression. Our market jump volatility...rates. Full Paper (Screen Reader Version) Keywords: Unspanned Stochastic
URL: https://www.federalreserve.gov/econres/feds/bond-risk-premia-and-realized-jump-volatility.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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