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Documents are displayed in order of relevance.
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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
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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
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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
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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
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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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Speech by Vice Chairman Fischer on the low level of global real interest rates - Federal Reserve Board
rates so low? And why has the decline in interest rates been so widespread...rates. Longer-term interest rates reflect market participants' expectations
URL: https://www.federalreserve.gov/newsevents/speech/fischer20170731a.htm
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Why Are Yield Curves So Flat and Long Rates So Low Globally? - Federal Reserve Board
rate.1 Long-term interest rates had remained low and stable despite a ...rate and a relatively stable long rate has led to a very flat yield curve
URL: https://www.federalreserve.gov/newsevents/speech/kroszner20060616a.htm
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Why Are Yield Curves So Flat and Long Rates So Low Globally? - Federal Reserve Board
rate.1 Long-term interest rates had remained low and stable despite a ...rate and a relatively stable long rate has led to a very flat yield curve
URL: https://www.federalreserve.gov/newsevents/speech/kroszner20060615a.htm
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Remarks by Vice Chair for Supervision Quarles on progress on the transition to risk-free rates - Federal Reserve Board
Rates Vice Chair for Supervision and Chair of the Financial Stability ...Rate, or SOFR, and the risk-free rates identified in other jurisdictions
URL: https://www.federalreserve.gov/newsevents/speech/quarles20190410a.htm
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Speech by Vice Chairman Fischer on the transmission of exchange rate changes to output and inflation - Federal Reserve Board
rate.1 The exchange rate is a primary focus of central bankers in small...rate may well matter as much for output and inflation as do interest rates
URL: https://www.federalreserve.gov/newsevents/speech/fischer20151112a.htm
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