Search Results
Documents are displayed in order of relevance.
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The Fed - Credit Scoring and Mortgage Securitization: Do They Lower Mortgage Rates?
Rates? Andrea Heuson, Wayne Passmore, and Roger Sparks Abstract: This ...rates. First, we analyze whether a portion of the liquidity premium gets
URL: https://www.federalreserve.gov/econres/feds/credit-scoring-and-mortgage-securitization-do-they-lower-mortgage-rates.htm
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The Fed - Time Series Model of Interest Rates With the Effective Lower Bound
rate''---a notional rate that is less than the ELB during the period in...rates as well as expected future interest rates in recent years. Accessible
URL: https://www.federalreserve.gov/econres/feds/time-series-model-of-interest-rates-with-the-effective-lower-bound.htm
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The Fed - What Drives Movements in the Unemployment Rate? A Decomposition of the Beveridge Curve
Rate? A Decomposition of the Beveridge Curve Regis Barnichon and Andrew...rate into three main components: (1) a component driven by changes in
URL: https://www.federalreserve.gov/econres/feds/what-drives-movements-in-the-unemployment-rate-a-decomposition-of-the-beveridge-curve.htm
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The Fed - The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation
Adjustable-Rate Subprime Mortgage Default: A Structural Estimation Hanming...adjustable-rate mortgage (ARM) borrowers making payment decisions taking
URL: https://www.federalreserve.gov/econres/feds/the-dynamics-of-adjustable-rate-subprime-mortgage-default-a-structural-estimation.htm
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The Fed - Bank Positions and Forecasts of Exchange Rate Movements
Rate Movements Michael P. Leahy Abstract: Using data on the foreign exchange...rate movements. Overall, the position data provide evidence that the performances
URL: https://www.federalreserve.gov/econres/ifdp/bank-positions-and-forecasts-of-exchange-rate-movements.htm
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The Fed - Savings Rates and Output Variability in Industrial Countries
Rates and Output Variability in Industrial Countries Garry J. Schinasi...rates and output variability. This paper examines data for eight industrial
URL: https://www.federalreserve.gov/econres/ifdp/savings-rates-and-output-variability-in-industrial-countries.htm
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The Fed - The Forward Exchange Rate Bias: A New Explanation
Rate Bias: A New Explanation Ross Levine Abstract: Although the literature...rates is fully explained by the anticipated rate of change in the real
URL: https://www.federalreserve.gov/econres/ifdp/the-forward-exchange-rate-bias-a-new-explanation.htm
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The Fed - Real Exchange Rate Targeting and Macroeconomic Instability
Rate Targeting and Macroeconomic Instability Martin Uribe Abstract: This...rate when the real exchange rate is below its long-run level and reduces
URL: https://www.federalreserve.gov/econres/ifdp/real-exchange-rate-targeting-and-macroeconomic-instability.htm
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The Fed - GSEs, Mortgage Rates, and Secondary Market Activities
Rates, and Secondary Market Activities Andreas Lehnert, Wayne Passmore...rates paid by mortgage borrowers. We find that both portfolio purchases
URL: https://www.federalreserve.gov/econres/feds/gses-mortgage-rates-and-secondary-market-activities.htm
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The Fed - Options on Interbank Rates and Implied Disaster Risk
Rates and Implied Disaster Risk Hitesh Doshi, Hyung Joo Kim, Sang Byung...rate options, interbank rates, maximum likelihood estimation, time-varying
URL: https://www.federalreserve.gov/econres/feds/options-on-interbank-rates-and-implied-disaster-risk.htm
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