Search Results
Documents are displayed in order of relevance.
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The Fed - Measuring the Natural Rate of Interest: International Trends and Determinants
Rate of Interest: International Trends and Determinants Kathryn Holston...rate of interest ? the real short-term interest rate that would prevail
URL: https://www.federalreserve.gov/econres/feds/measuring-the-natural-rate-of-interest-international-trends-and-determinants.htm
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The Fed - The Risky Steady State and the Interest Rate Lower Bound
Rate Lower Bound Timothy S. Hills, Taisuke Nakata, and Sebastian Schmidt...rate is currently not constrained by its effective lower bound (ELB),
URL: https://www.federalreserve.gov/econres/feds/the-risky-steady-state-and-the-interest-rate-lower-bound.htm
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The Fed - Measuring the Natural Rate of Interest: The Role of Inflation Expectations
rate provides a description of the real interest rate path consistent ...rate, $$r^*_t$$, as the sum of two components, the trend growth rate of
URL: https://www.federalreserve.gov/econres/notes/feds-notes/measuring-the-natural-rate-of-interest-the-role-of-inflation-expectations-20200619.html
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The Fed - Monetary Policy, Employment Shortfalls, and the Natural Rate Hypothesis
Rate Hypothesis Michael T. Kiley Abstract: Activity shortfalls are more...rate hypothesis. The asymmetric loss function and resulting optimal monetary
URL: https://www.federalreserve.gov/econres/feds/monetary-policy-employment-shortfalls-and-the-natural-rate-hypothesis.htm
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The Fed - Country Risk, International Lending, and Exchange Rate Determination
Rate Determination Michael P. Dooley and Peter Isard PDF: Full Paper Disclaimer
URL: https://www.federalreserve.gov/econres/ifdp/country-risk-international-lending-and-exchange-rate-determination.htm
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The Fed - Scarcity of Safe Assets and Global Neutral Interest Rates
Rates Thiago Ferreira and Samer Shousha Abstract: We quantitatively evaluate...rates. Using an empirical cross-country state-space model, we find that
URL: https://www.federalreserve.gov/econres/ifdp/scarcity-of-safe-assets-and-global-neutral-interest-rates.htm
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The Fed - The Dynamics of Interest Rate and Tax Rules in a Stochastic Model
Rate and Tax Rules in a Stochastic Model Eric M. Leeper Abstract: A simple...rate reverses the usual Granger-causal ordering between deficits and monetization
URL: https://www.federalreserve.gov/econres/ifdp/the-dynamics-of-interest-rate-and-tax-rules-in-a-stochastic-model.htm
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The Fed - The Effect of Markups on the Exchange Rate Exposure of Stock Returns
Rate Exposure of Stock Returns George Allayannis and Jane Ihrig Abstract...exchange-rate exposure of stock returns. We develop a theoretical model
URL: https://www.federalreserve.gov/econres/ifdp/the-effect-of-markups-on-the-exchange-rate-exposure-of-stock-returns.htm
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The Fed - The Use of Interest Rate Policies as a Stimulus to Economic Growth
Rate Policies as a Stimulus to Economic Growth Robert F. Emery PDF: Full
URL: https://www.federalreserve.gov/econres/ifdp/the-use-of-interest-rate-policies-as-a-stimulus-to-economic-growth.htm
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The Fed - A Bivariate Model of Fed and ECB Main Policy Rates
Rates Chiara Scotti Abstract: This paper studies when and by how much ...rates. I develop a new nonlinear bivariate framework, which allows for
URL: https://www.federalreserve.gov/econres/ifdp/a-bivariate-model-of-fed-and-ecb-main-policy-rates.htm
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