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Documents are displayed in order of relevance.
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The Fed - Interpreting the Significance of the Lagged Interest Rate in Estimated Monetary Policy Rules
Rate in Estimated Monetary Policy Rules William B. English, William R....rate. Keywords: Monetary policy rules, interest rate smoothing PDF: Full
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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The Fed - Nonparametric Density Estimation and Tests of Continuous Time Interest Rate Models
Rate Models Matt Pritsker Abstract: A number of recent papers have used...rate, and to test term structure models. However, little is known about
URL: https://www.federalreserve.gov/econres/feds/nonparametric-density-estimation-and-tests-of-continuous-time-interest-rate-models.htm
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The Fed - Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy
rate, overshooting, and predictability reversal puzzles in an emerging...rates or realized exchange rates are used. Second, caution is necessary
URL: https://www.federalreserve.gov/econres/feds/uncovered-interest-rate-overshooting-and-predictability-reversal-puzzles-in-an-emerging-economy.htm
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The Fed - Declining Required Reserves, Funds Rate Volatility, and Open Market Operations
Rate Volatility, and Open Market Operations Selva Demiralp and Dennis ...rate by controlling the reserve supply. In the 1990s, there was a significant
URL: https://www.federalreserve.gov/econres/feds/declining-required-reserves-funds-rate-volatility-and-open-market-operations.htm
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The Fed - Does Mortgage Hedging Amplify Movements in Long-term Interest Rates?
Rates? Roberto Perli and Brian Sack Abstract: The growth of the mortgage...rates. This paper finds that the volatility of the ten-year swap rate
URL: https://www.federalreserve.gov/econres/feds/does-mortgage-hedging-amplify-movements-in-long-term-interest-rates.htm
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The Fed - An Empirical Analysis of Bond Recovery Rates: Exploring a Structural View of Default
Rates: Exploring a Structural View of Default Daniel Covitz and Song Han...rates on bonds, measured at default, should be close to 100 percent. This
URL: https://www.federalreserve.gov/econres/feds/an-empirical-analysis-of-bond-recovery-rates-exploring-a-structural-view-of-default.htm
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The Fed - Deficit-Savings Ratios as Indicators of Interest-Rate Pressure: A Collection of Notes
Interest-Rate Pressure: A Collection of Notes Gerard Caprio, Dale W. Henderson
URL: https://www.federalreserve.gov/econres/ifdp/deficit-savings-ratios-as-indicators-of-interest-rate-pressure-a-collection-of-notes.htm
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The Fed - Is the EMS the Perfect Fix? An Empirical Exploration of Exchange Rate Target Zones
Rate Target Zones Robert P. Flood, Andrew K. Rose, and Donald J. Mathieson...rate model and the assumption of uncovered interest parity, we obtain
URL: https://www.federalreserve.gov/econres/ifdp/is-the-ems-the-perfect-fix-an-empirical-exploration-of-exchange-rate-target-zones.htm
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The Fed - Market Share and Exchange Rate Pass-Through in World Automobile Trade
Rate Pass-Through in World Automobile Trade Robert C. Feenstra, Joseph...rate pass-through and market share for monopolistically competitive exporters
URL: https://www.federalreserve.gov/econres/ifdp/market-share-and-exchange-rate-pass-through-in-world-automobile-trade.htm
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The Fed - Purchasing Power Parity and Real After Tax Interest Rate Arbitrage
Rate Arbitrage David H. Howard and Karen H. Johnson PDF: Full Paper Disclaimer
URL: https://www.federalreserve.gov/econres/ifdp/purchasing-power-parity-and-real-after-tax-interest-rate-arbitrage.htm
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