Board of Governors of the Federal Reserve System

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• The Fed - A Portfolio-Balance Rational-Expectations Model of the Dollar-Mark Rate: May 1973 - June 1977

  Rate: May 1973 - June 1977 Michael P. Dooley and Peter Isard PDF: Full

  URL: https://www.federalreserve.gov/econres/ifdp/a-portfolio-balance-rational-expectations-model-of-the-dollar-mark-rate.htm
  



• The Fed - Expectations and the Adjustment of Trade Flows Under Floating Exchange Rates: Leads, Lags and the J-Curve

  Rates: Leads, Lags and the J-Curve John F. Wilson and Wendy E. Takacs

  URL: https://www.federalreserve.gov/econres/ifdp/expectations-and-the-adjustment-of-trade-flows-under-floating-exchange-rates-leads-lags-and-the-j-curve.htm
  



• The Fed - The rising tide lifts some interest rates: climate change, natural disasters, and loan pricing

  rates: climate change, natural disasters, and loan pricing Ricardo Correa

  URL: https://www.federalreserve.gov/econres/ifdp/the-rising-tide-lifts-some-interest-rates-climate-change-natural-disasters-and-loan-pricing.htm
  



• The Fed - Does Monetary Policy Keep Up with the Joneses? Optimal Interest-Rate Smoothing with Consumption Externalities

  Interest-Rate Smoothing with Consumption Externalities Sanjay K. Chugh...interest-rate smoothing. We propose the explanation that time-non-separable

  URL: https://www.federalreserve.gov/econres/ifdp/does-monetary-policy-keep-up-with-the-joneses-optimal-interest-rate-smoothing-with-consumption-externalities.htm
  



• The Fed - Equal Size, Equal Role? Interest Rate Interdependence Between the Euro Area and the United States

  Rate Interdependence Between the Euro Area and the United States Michael...rates in the United States and the euro area. First, the paper finds that

  URL: https://www.federalreserve.gov/econres/ifdp/equal-size-equal-role-interest-rate-interdependence-between-the-euro-area-and-the-united-states.htm
  



• The Fed - "Low-For-Long" Interest Rates and Banks' Interest Margins and Profitability: Cross-Country Evidence

  Rates and Banks' Interest Margins and Profitability: Cross-Country Evidence...rates. Low rates also adversely affect bank profitability, but with more

  URL: https://www.federalreserve.gov/econres/ifdp/quotlow-for-longquot-interest-rates-and-banks-interest-margins-and-profitability-cross-country-evidence.htm
  



• The Fed - The Out-of-Sample Forecasting Performance of Exchange Rate Models when Coefficients are Allowed to Change

  Rate Models when Coefficients are Allowed to Change Garry J. Schinasi ...rate determination without imposing the restriction that coefficients

  URL: https://www.federalreserve.gov/econres/ifdp/the-out-of-sample-forecasting-performance-of-exchange-rate-models-when-coefficients-are-allowed-to-change.htm
  



• The Fed - Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow-Rate Term Structure Models

  Shadow-Rate Term Structure Models Marcel A. Priebsch Abstract: This paper...rate follows a Gaussian process censored at zero (a "shadow-rate model

  URL: https://www.federalreserve.gov/econres/feds/computing-arbitrage-free-yields-in-multi-factor-gaussian-shadow-rate-term-structure-models.htm
  



• The Fed - Assessing the Effects of the Zero-Interest-Rate Policy through the Lens of a Regime-Switching DSGE Model

  Zero-Interest-Rate Policy through the Lens of a Regime-Switching DSGE ...rates immediately after the 2007-2009 economic recession given the predicted

  URL: https://www.federalreserve.gov/econres/feds/assessing-the-effects-of-the-zero-interest-rate-policy-through-the-lens-of-a-regime-switching-dsge-model.htm
  



• The Fed - A New Daily Federal Funds Rate Series and History of the Federal Funds Market, 1928-1954

  rate with other money market interest rates and the Federal Reserve discount...rate. Our federal funds rate series will enhance the ability of researchers

  URL: https://www.federalreserve.gov/econres/feds/new-daily-federal-funds-rate-series-history-of-federal-funds-market-1928-1954.htm
  

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