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Central Bank Research Hub Index - R: ratcheti-rational



A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | Y | Z
race - rapidly | ratcheti - rational | rationin - reading | ready - receivab | receivin - records | recourse - reflect | reflecti - regard | regime - region | regional - regulate | regulati - rejectio | related - renminbi | rent - requerim | required - reservat | reserve - responde | responds - restruct | result - retraini | retrospe - revealin | reveiw - revisión | revitali - riksbank | riots - rise | rising - rock | rocky - rtgs | rule - runs | rural - réel

Cyclical

  Ratcheting in Government Sp ending: Evidence from the OECD, by Strawczynski Michel, Hercowitz Zvi (Bank of Israel Research - Discussion Papers dp0109)Abstract
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A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange

  Rate , by Fousseni Chabi-Yo and Jun Yang (Bank of Canada Working papers 2007-21)Abstract
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An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest   Rate , by Ingrid Lo (Bank of Canada Working papers 2005-45)Abstract
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Real Return Bonds, Inflation Expectations, and the Break-Even Inflation   Rate , by Ian Christensen, Frédéric Dion, and Christopher Reid (Bank of Canada Working papers 2004-43)Abstract
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Hidden Predictability in Economics: The Case of the Chilean Exchange   Rate , by Pablo Pincheira B. (Central Bank of Chile Working Papers 435)Abstract
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Commodity Currencies and the Real Exchange   Rate , by Paul Cashin, Luis Felipe Céspedes, Ratna Sahay (Central Bank of Chile Working Papers 236)Abstract
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Inflation Targeting in Brazil, Chile, and Mexico: Performance, Credibility, and the Exchange   Rate , by Klaus Schmidt-Hebbel, Alejandro Werner. (Central Bank of Chile Working Papers 171)Abstract
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Monetary disequilibria and the Euro/Dollar exchange   rate , by Dieter Nautz, Karsten Ruth (Deutsche Bundesbank Discussion Papers 200518)Full text

(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest   rate , by Marco J. Lombardi and Silvia Sgherri (European Central Bank Working papers 794)Full text

Liquidity, information, and the overnight   rate , by Christian Ewerhart, Nuno Cassola (European Central Bank Working papers 378)Full text

A comprehensive model on the euro overnight   rate , by Flemming Reinhardt Würtz (European Central Bank Working papers No.207)Full text

Model uncertainty and the equilibrium value of the real effective euro exchange   rate , by C. Detken (European Central Bank Working papers No.160)Full text

Convergence, capital accumulation and the nominal exchange   rate , by Péter Benczúr-István Kónya (Magyar Nemzeti Bank Working papers 2007/02)Abstract
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Estimating the immediate impact of monetary policy shocks on the exchange   rate , by András Rezessy (Magyar Nemzeti Bank Occasional papers 2005/38)Abstract
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Small open economy model with domestic resource shocks:Monetary union vs. floating exchange   rate , by Tór Einarsson (Central Bank of Iceland Working Papers 18)Full text

The Optimal Asymptotic Income Tax   Rate , by Dahan Momi, Strawczynski Michel (Bank of Israel Research - Discussion Papers dp0415)Abstract
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Sources of Fluctuations of the Real Exchange Rate of Korea and Equilibrium Real Exchange   Rate , by Myoungchul Chung (The Bank of Korea Economic Papers 39)Abstract
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(Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest   Rate , by Marco Lombardi and Silvia Sgherri (Netherlands Bank DNB Working Papers 142)Full text

Estimating a Taylor Rule for New Zealand with a time-varying neutral real   rate , by L Christopher Plantier and Dean Scrimgeour (Reserve Bank of New Zealand Discussion Papers DP2002/06)Abstract
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Fertility & The Real Exchange   Rate , by Andrew K. Rose and Saktiandi Supaat (Monetary Authority of Singapore Staff Papers No. 46)Abstract
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Optimal and Simple Monetary Policy Rules with Zero Floor on the Nominal Interest   Rate , by Anton Nakov (Bank of Spain Working Papers 0637)Abstract
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Evaluation of Exchange Rate Forecasts for the Krona's Nominal Effective Exchange   Rate , by Henrik Degrér , Jan Hansen and Peter Sellin (Sveriges Riksbank Working Papers No133)Abstract
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The impact of transatlantic M&A activity on the dollar/euro exchange   rate , by Ingo Fender and Gabriele Galati (Bank for International Settlements Quarterly Review 0112g)Full text

Macroeconomic news and the euro/dollar exchange   rate , by Gabriele Galati and Corrinne Ho (Bank for International Settlements Working papers 105)Abstract
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Optimal and Simple Monetary Policy Rules with Zero Floor on the Nominal Interest   Rate , by by Anton Nakov (IJCB International Journal of Central Banking 08q2a3)Abstract
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The Effect of the Term Auction Facilityon the London Inter-Bank Offered   Rate , by James McAndrews, Asani Sarkar, and Zhenyu Wang (New York Fed Staff reports 335)Abstract
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Accounting for Changes in the Homeownership   Rate , by Matthew Chambers, Carlos Garriga, and Don E. Schlagenhauf (Atlanta Fed Working papers 2007-21)Abstract
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Minding the Gap: Central Bank Estimates of the Unemployment Natural   Rate , by Sharon Kozicki and P.A. Tinsley (Kansas City Fed Working Papers RWP05-03)Abstract

Benchmark Revisions and the U.S. Personal Saving   Rate , by Leonard I. Nakamura and Tom Stark (Philadelphia Fed Working Papers wp05-06)Full text

The Dynamic Interaction of Order Flows and the CAD/USD Exchange   Rate , by Nikola Gradojevic, and Christopher J. Neely (St Louis Fed Working Papers 2008-006)Full text

Accounting for Changes in the Homeownership   Rate , by Matthew Chambers, Carlos Garriga, and Don Schlagenhauf (St Louis Fed Working Papers 2007-034)Full text

U.K. Inflation Targeting and the Exchange   Rate , by Christopher Allsopp, Amit Kara, and Edward Nelson (St Louis Fed Working Papers 2006-030)Full text

Open Market Operations and the Federal Funds   Rate , by Daniel L. Thornton (St Louis Fed Working Papers 2005-063)Full text

The equilibrium exchange   rate according to PPP and UIP, by Dominick Stephens (Reserve Bank of New Zealand Discussion Papers DP2004/03)Abstract
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External imbalances and the US current account: how supply-side changes affect an exchange   rate adjustment, by Philipp Engler (European Central Bank Working papers 761)Full text

Misalignment, liabilities dollarization and exchange   rate adjustment in Latin America, by Enrique Alberola (Bank of Spain Working Papers 0309)Abstract
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Market power and bank interest   rate adjustments., by Raquel Lago-González and Vicente Salas-Fumás (Bank of Spain Working Papers 0539)Abstract
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Exchange   Rate Analysis in Practice, by Rodrigo Caputo; Marco Núńez; Rodrigo Valdés. (Central Bank of Chile Working Papers 434)Abstract
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The Exchange   Rate and Canadian Inflation Targeting, by Christopher Ragan (Bank of Canada Working papers 2005-34)Abstract
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Real Exchange   Rate and Consumption Fluctuations following Trade Liberalization, by Kristian Jönsson (Sveriges Riksbank Working Papers No187)Abstract
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Real Exchange   Rate and Current Account Dynamics with Sticky Prices and Distortionary Taxes, by (DNB) (Netherlands Bank DNB Working Papers 056)Full text

Decrease in Household Savings   Rate and Effectiveness of Monetary Policy, by Chung, Kyuil (The Bank of Korea Economic Papers 89)Abstract
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The Relative Exchange   Rate and Export Price Rivalry, by Hee-ho Kim (The Bank of Korea Economic Papers 32)Abstract
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Real Exchange   Rate and Human Capital in the Empirics of Economic Growth, by Delfim Gomes Neto (Bank of Portugal Working papers 2004-02)Abstract
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Nonlinear dynamics of interest   rate and inflation, by Markku Lanne (Bank of Finland Discussion Papers 2002/21)Abstract
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Monetary Policy, Exchange   Rate and Inflation Inertia in Chile: a Structural Approach, by Rodrigo Caputo, Felipe Liendo (Central Bank of Chile Working Papers 352)Abstract
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Incomplete Markets and Households' Exposure to Interest   Rate and Inflation Risk: Implications for the Monetary Policy Maker, by Andrea Pescatori (Cleveland Fed Working papers WP07-09)Full text

Testing Nonlinearities Between Brazilian Exchange   Rate and Inflation Volatilities, by Christiane R. Albuquerque and Marcelo S. Portugal (Central Bank of Brazil Working Papers 106)Abstract
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Persistence and the Role of Exchange   Rate and Interest Rate Inertia in Monetary Policy, by Rodrigo Caputo (Central Bank of Chile Working Papers 300)Abstract
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The Concept of the Employment   Rate and Its Empirical Usefulness, by Ki-Ho Kim and Dongkoo Chang (The Bank of Korea Economic Papers 66)Abstract
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On the Implementation of Markov-Perfect Interest   Rate and Money Supply Rules: Global and Local Uniqueness, by Michael Dotsey (Philadelphia Fed Working Papers 08-30)Full text

The Yen Exchange   Rate and Net Foreign Assets, by Wensheng Peng, Chang Shu and Kevin Chow (Hong Kong Monetary Authority Working Papers RM2003-02)Full text

The informational content of empirical measures of real interest   rate and output gaps for the United Kingdom, by Jens D J Larsen and Jack McKeown (Bank of England Working papers 224)Abstract
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The Default   Rate and Price of Capital in a Costly External Finance Model, by Juan Pablo Medina (Central Bank of Chile Working Papers 297)Abstract
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The real exchange   rate and quality improvements, by Karen Dury and Özlem Oomen (Bank of England Working papers 320)Abstract
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Inflation Expectations, Real Interest   Rate and Risk Premiums—Evidence from Bond Market and Consumer Survey Data, by Dong Fu (Dallas Fed Working Papers wp0705)Full text

The Real Exchange   Rate and the Balassa-Samuelson Hypothesis: An Appraisal of Israel's Case Since 1986, by Romanov Dmitri (Bank of Israel Research - Discussion Papers dp0309)Abstract
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What explains the spread between the euro overnight   rate and the ECB's policy rate?, by Tobias Linzert and Sandra Schmidt (European Central Bank Working papers 983)Full text

Model misspecification, the equilibrium natural interest   rate and the equity premium, by Oreste Tristani (European Central Bank Working papers 808)Full text

The natural real interest   rate and the output gap in the euro area: a joint estimation, by Julien Garnier and Bjřrn-Roger Wilhelmsen (European Central Bank Working papers 546)Full text

The natural real interest   rate and the output gap in the euro area: A joint estimation, by Julien Garnier and Bjřrn-Roger Wilhelmsen (Central Bank of Norway Working Papers 2005/14)Full text

The dynamic relationship between the Euro overnight rate, the ECB´s policy   rate and the term spread, by Dieter Nautz, Christian J. Offermanns (Deutsche Bundesbank Discussion Papers 200601)Full text

The Empirical Study on Long-Memory Properties of Korean Won/Dollar Exchange   Rate and Volatility, by Ha-Hyun Jo and Seungkook Lee (The Bank of Korea Economic Papers 30)Abstract
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Are Average Growth   Rate and Volatility Related?, by Partha Chatterjee and Malik Shukayev (Bank of Canada Working papers 2006-24)Abstract
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Some Empirical Observations on the Forward Exchange   Rate Anomaly, by Derek Bond, Michael J (Central Bank of Ireland Research Technical Papers 06/RT/03)Abstract
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On the consumption-real exchange   rate anomaly, by Gianluca Benigno and Christoph Thoenissen (Bank of England Working papers 254)Abstract
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Net Foreign Assets and Imperfect Pass-through: The Consumption Real Exchange   Rate Anomaly, by Jorge Selaive; Vicente Tuesta (Federal Reserve Board International Financial Discussion Papers 2003-764)Abstract
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The Consumption-Real Exchange   Rate Anomaly: Non-Traded Goods, Incomplete Markets and Distribution Services., by Jorge Selaive, Vicente Tuesta (Central Bank of Chile Working Papers 359)Abstract
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Sectoral productivity and real exchange   rate appreciation: much ado about nothing?, by Vladislav Flek, Lenka Marková, Jirí Podpiera (Czech National Bank Working papers 2002/04)Abstract

Exchange-   Rate Arrangements an Financial Integration in East Asia: On a Collision Course?, by Hans Genberg (comments by Jim Dorn and Eiji Ogawa) (Austrian National Bank Working Papers WP122)Abstract
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Using a Long-Term Interest   Rate as the Monetary Policy Instrument, by Bruce McGough, Glenn Rudebusch and John C. Williams (San Francisco Fed Working Papers 2004-22)Full text

The behavior of the nominal exchange   rate at the beginning of disinflations, by Péter Benczúr (Magyar Nemzeti Bank Working papers 2003/01)Abstract
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Reserve Levels and Intraday Federal Funds   Rate Behavior, by Spence Hilton and Warren B. Hrung (New York Fed Staff reports 284)Abstract
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Target zone rearrangements and exchange   rate behavior in an options-based model, by Anna Naszódi (Magyar Nemzeti Bank Working papers 2004/02)Abstract
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The zero-interest-   rate bound and the role of the exchange rate for monetary policy in Japan, by Günter Coenen and Volker Wieland (European Central Bank Working papers No.218)Full text

Incorporating Insurance Rate Estimates and Differential Mortality into Net Marginal Social Security Tax   Rate Calculations, by Brian S. Armour and M. Melinda Pitts (Atlanta Fed Working papers 2002-29)Abstract
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Restricting Consumer Credit Access: Household Survey Evidence on Effects Around the Oregon   Rate Cap, by Jonathan Zinman (Philadelphia Fed Working Papers 08-32)Full text

Socially Excessive Bankruptcy Costs and the Benefits of Interest   Rate Ceilings on Loans, by Marco A. Espinosa-Vega and Bruce D. Smith (Atlanta Fed Working papers 2001-27)Abstract
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Estimating market probabilities of future interest   rate changes, by Martin Hlušek (Czech National Bank Working papers 2002/02)Abstract

International Policy   Rate Changes and Dublin Interbank Offer Rates, by Don Bredin, Caroline Gavin and Gerard O'Reilly (Central Bank of Ireland Research Technical Papers 03/RT/08)Abstract
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Exchange   Rate Changes and Net Positions of Speculators in the Futures Market, by Thomas Klitgaard and Laura Weir (New York Fed Economic policy review 0405klit)Abstract
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Modelling Mortgage   Rate Changes with a Smooth Transition Error-Correction Model, by Liu, Ying (Bank of Canada Working papers 2001-23)Abstract
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Recovering Market Expectations of FOMC   Rate Changes with Options on Federal Funds Futures, by John B. Carlson, Ben R. Craig, and William R. Melick (Cleveland Fed Working papers WP05-07)Full text

Degree of Competition and Export-Production Relative Prices when the Exchange   Rate Changes: Evidence from a Panel of Czech Exporting Companies, by Jirí Podpiera, Marie Raková (Czech National Bank Working papers 2006/10)Abstract
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Alternative Targeting Regimes, Transmission Lags, and the Exchange   Rate Channel, by Jean-Paul Lam (Bank of Canada Working papers 2003-39)Abstract
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Exchange and interest   rate channels during a deflationary era - Evidence from Japan, Hong Kong and China, by Aaron Mehrotra (Bank of Finland BOFIT Discussion Papers 2005/17)Abstract
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How successful are exchange   rate communication and interventions? Evidence from time-series and event-study approaches, by Marcel Fratzscher (European Central Bank Working papers 528)Full text

US shocks and global exchange   rate configurations, by Marcel Fratzscher (European Central Bank Working papers 835)Full text

Understanding the real   rate conundrum: an application of no-arbitrage finance models to the UK real yield curve, by Michael Joyce, Iryna Kaminska and Peter Lildholdt (Bank of England Working papers 358)Abstract
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Spill-over effects of monetary policy - a progress report on interest   rate convergence in Europe, by Michael Flad (Deutsche Bundesbank Discussion Papers 200727)Full text

Monetary Policy Implementation Without Averaging or   Rate Corridors, by William Whitesell (Federal Reserve Board FEDS series 2006-22)Abstract
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Evaluating Interest   Rate Covariance Models within a Value-at-Risk Framework, by Miguel A. Ferreira and Jose A. Lopez (San Francisco Fed Working Papers 2004-03)Full text

Is a Word to the Wise Indeed Enough? ECB Statements and the Predictibility of Interest   Rate Decisions, by David-Jan Jansen and Jakob de Haan (Netherlands Bank DNB Working Papers 075)Full text

Policy   rate decisions and unbiased parameter estimation in conventionally estimated monetary policy rules, by Jirí Podpiera (Czech National Bank Working papers 2008/02)Abstract

Policy   rate decisions and unbiased parameter estimation in typical monetary policy rules, by Jiri Podpiera (European Central Bank Working papers 771)Full text

Forecasting Exchange   Rate Density using Parametric Models: The Case of Brazil, by Marcos M. Abe, Eui J. Chang and Benjamin M. Tabak (Central Bank of Brazil Working Papers 138)Abstract
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Assessing the compensation for volatility risk implicit in interest   rate derivatives, by Fabio Fornari (European Central Bank Working papers 859)Full text

Do Nonfinancial Firms Use Interest   Rate Derivatives to Hedge?, by Daniel Covitz and Steven A. Sharpe (Federal Reserve Board FEDS series 2005-39)Abstract
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Interest   rate determination in the interbank market, by Vítor Gaspar, Gabriel Pérez Quirós and Hugo Rodriguez Mendizábal (European Central Bank Working papers 351)Full text

Interest   rate determination in the interbank market, by Vítor Gaspar, Gabriel Pérez Quirós and Hugo Rodríguez Mendizábal (Bank of Spain Working Papers 0407)Abstract
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An Analysis of Foreclosure   Rate Differentials in Soft Markets, by Francisca G-C Richter (Cleveland Fed Working papers 0811)Full text

Home Bias, Exchange   Rate Disconnect, and Optimal Exchange Rate Policy, by Jian Wang (Dallas Fed Working Papers wp0701)Full text

Interest   rate dispersion in deposit and loan markets, by Alfredo Martín, Jesús Saurina and Vicente Salas (Bank of Spain Working Papers 0506)Abstract
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Mortgage interest   rate dispersion in the euro area, by Christoffer Kok Sřrensen and Jung-Duk Lichtenberger (European Central Bank Working papers 733)Full text

Natural   rate doubts, by Andreas Beyer and Roger E. A. Farmer (European Central Bank Working papers No.121)Full text

The Effects of Nominal and Real Shocks on the Chilean Real Exchange   Rate During the Nineties, by Claudio Soto (Central Bank of Chile Working Papers 220)Abstract
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End-user order flow and exchange   rate dynamics, by Stefan Reitz, Markus A. Schmidt, Mark P. Taylor (Deutsche Bundesbank Discussion Papers 200705)Full text

Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange   rate dynamics, by Fabrizio Zampolli (Bank of England Working papers 297)Abstract
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Linear Cointegration of Nonlinear Time Series with an Application to Interest   Rate Dynamics, by Barry E. Jones and Travis D. Nesmith (Federal Reserve Board FEDS series 2007-03)Abstract
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Exchange   Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions, by Eduardo José Araújo Lima and Benjamin Miranda Tabak (Central Bank of Brazil Working Papers 173)Abstract

Exchange   rate dynamics in a target zone - a heterogeneous expectations approach, by Christian Bauer, Paul De Grauwe, Stefan Reitz (Deutsche Bundesbank Discussion Papers 200711)Full text

Exchange   rate dynamics in economies with portfolio rigidities ., by Beatriz de-Blas-Pérez (Bank of Spain Working Papers 0532)Abstract
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Order Flow and Exchange   Rate Dynamics in Electronic Brokerage System Data, by David W. Berger; Alain P. Chaboud; Sergey V. Chernenko; Edward Howorka; Raj S. Krishnasami Iyer; David Liu; Jonathan H. Wright (Federal Reserve Board International Financial Discussion Papers 2005-830)Abstract
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International investment positions and exchange   rate dynamics: a dynamic panel analysis, by Michael Binder, Christian J. Offermanns (Deutsche Bundesbank Discussion Papers 200723)Full text

Expectations and Exchange   Rate Dynamics: A State-Dependent Pricing Approach, by Anthony E. Landry (Dallas Fed Working Papers wp0604)Full text

Supply Shocks and Real Exchange   Rate Dynamics: Canadian Evidence, by Gauthier, Céline and David Tessier (Bank of Canada Working papers 2002-31)Abstract
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Multilateral Adjustment and Exchange   Rate Dynamics: The Case of Three Commodity Currencies, by Jeannine Bailliu, Ali Dib, Takashi Kano, and Lawrence Schembri (Bank of Canada Working papers 2007-41)Abstract
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Explaining exchange   rate dynamics: the uncovered equity return parity condition, by Lorenzo Cappiello and Roberto A. De Santis (European Central Bank Working papers 529)Full text

Long-run money demand in the new EU Member States with exchange   rate effects, by Christian Dreger (European Central Bank Working papers 628)Full text

New Evidence on the Interest   Rate Effects of Budget Deficits and Debt, by Thomas Laubach (Federal Reserve Board FEDS series 2003-12)Abstract
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Short-Term Exchange-   Rate Effects of Capital Flows in a Small Open Economy With Pure Exhange-Rate Targeting, by Abildgren, Kim (Danmarks Nationalbank Working papers WP45/2007)Abstract
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Exchange-   Rate Effects on China's Trade: An Interim Report, by Jaime Marquez and John W. Schindler (Federal Reserve Board International Financial Discussion Papers 2006-861)Abstract
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Exchange-   Rate Effects on China's Trade: An Interim Report, by Marquez, Schindler (San Francisco Fed Working Papers 2006-41)Full text

Incorporating Insurance   Rate Estimates and Differential Mortality into Net Marginal Social Security Tax Rate Calculations, by Brian S. Armour and M. Melinda Pitts (Atlanta Fed Working papers 2002-29)Abstract
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Why the marginal MRO   rate exceeds the ECB policy rate?, by Tuomas Välimäki (Bank of Finland Discussion Papers 2006/20)Abstract
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Extraction of US Dollar Interest   Rate Expectations from Derivative Prices, by Ip-wing Yu, Rex Tang and Angela Sze (Hong Kong Monetary Authority Working Papers RM2002-06)Full text

Measuring Interest   Rate Expectations in Canada, by Johnson, Grahame (Bank of Canada Working papers 2003-26)Abstract
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News and Interest   Rate Expectations: A Study of Six Central Banks, by Ellis Connolly and Marion Kohler (Reserve Bank of Australia Research Discussion Papers RDP2004-10)Abstract
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Interbank   rate fixings during the recent turmoil, by Jacob Gyntelberg and Philip Wooldridge (Bank for International Settlements Quarterly Review 0803g)Abstract

How Valuable Is Exchange   Rate Flexibility? Optimal Monetary Policy under Sectoral Shocks, by Cédric Tille (New York Fed Staff reports 147)Abstract
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Endogenous Financial Constraints: Persistence and Interest   Rate Fluctuations, by Juan Pablo Medina (Central Bank of Chile Working Papers 290)Abstract
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Financial Integration and the Wealth Effect of Exchange   Rate Fluctuations, by Cédric Tille (New York Fed Staff reports 226)Abstract
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On the Distributional Effects of Exchange   Rate Fluctuations, by Cédric Tille (New York Fed Staff reports 146)Abstract
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Real Exchange   Rate Fluctuations and the Dynamics of Retail Trade Industries on the U.S.-Canada Border, by Jeffrey R. Campbell , Beverly Lapham (Chicago Fed Working papers WP-2002-17)Abstract
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The Effect of Exchange   Rate Fluctuations on Multinationals' Returns, by Jane Ihrig; David Prior (Federal Reserve Board International Financial Discussion Papers 2003-782)Abstract
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Labour Market Adjustments to Exchange   Rate Fluctuations: Evidence from Canadian Manufacturing Industries, by Danny Leung and Terence Yuen (Bank of Canada Working papers 2005-14)Abstract
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Bond pricing when the short term interest   rate follows a threshold process, by Wolfgang Lemke, Theofanis Archontakis (Deutsche Bundesbank Discussion Papers 200606)Full text

The role of the exchange   rate for adjustment in Boom and Bust episodes., by Reiner Martin (European Central Bank Working papers 813)Full text

The zero-interest-rate bound and the role of the exchange   rate for monetary policy in Japan, by Günter Coenen and Volker Wieland (European Central Bank Working papers No.218)Full text

Estimating a time varying neutral real interest   rate for New Zealand, by Olivier Basdevant, Nils Björksten and Özer Karagedikli (Reserve Bank of New Zealand Discussion Papers DP2004/01)Abstract
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A Time-Varying Natural   Rate for the Euro Area, by Jean-Stéphane Mésonnier and Jean-Paul Renne (Bank of France Working Papers Nr 115)Abstract

Exchange   rate forecasting, order flow and macroeconomic information, by Dagfinn Rime, Lucio Sarno and Elvira Sojli (Central Bank of Norway Working Papers 2007/02)Abstract
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Combining Canadian Interest-   Rate Forecasts, by David Jamieson Bolder and Yuliya Romanyuk (Bank of Canada Working papers 2008-34)Abstract
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Using a New Open Economy Macroeconomics model to make real nominal exchange   rate forecasts, by Peter Sellin (Sveriges Riksbank Working Papers No213)Abstract
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Term Structure Estimation with Survey Data on Interest   Rate Forecasts, by Don H. Kim and Athanasios Orphanides (Federal Reserve Board FEDS series 2005-48)Abstract
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Bayesian Model Averaging and Exchange   Rate Forecasts, by Jonathan H. Wright (Federal Reserve Board International Financial Discussion Papers 2003-779)Abstract
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Evaluation of Exchange   Rate Forecasts for the Krona's Nominal Effective Exchange Rate, by Henrik Degrér , Jan Hansen and Peter Sellin (Sveriges Riksbank Working Papers No133)Abstract
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Are Constant Interest   Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area, by Malin Adolfson , Stefan Laséen , Jesper Lindé and Mattias Villani (Sveriges Riksbank Working Papers No180)Abstract
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FOREX microstructure, invisible price determinants, and the central bank's understanding of exchange   rate formation, by Alexis Derviz (Czech National Bank Working papers 2003/06)Abstract

Extracting expectations of New Zealand's Official Cash   Rate from the bank-risk yield curve, by Leo Krippner (Reserve Bank of New Zealand Discussion Papers DP2002/01)Abstract
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The Reliability of Macroeconomic Forecasts based on Real Interest   Rate Gap Estimates in Real Time: an Assessment for the Euro Area, by Jean-Stéphane Mésonnier (Bank of France Working Papers Nr 157)Abstract
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The Real Interest   Rate Gap: Measurement and Application, by Christensen, Anders Mřller (Danmarks Nationalbank Working papers WP06/2002)Abstract
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Central bank policy   rate guidance and financial market functioning, by Richhild Moessner and William Nelson (Bank for International Settlements Working papers 246)Abstract
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Central Bank Policy   Rate Guidance and Financial Market Functioning, by by Richhild Moessner and William R. Nelson (IJCB International Journal of Central Banking 08q4a6)Abstract
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Sticky-Price Models and the Natural   Rate Hypothesis, by Javier Andrés, J. David López-Salido and Edward Nelson (Bank of Spain Working Papers 0521)Abstract
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Sticky-Price Models and the Natural   Rate Hypothesis, by Javier Andrés, J. David López-Salido, and Edward Nelson (St Louis Fed Working Papers 2005-018)Full text

Long swings and chaos in the exchange   rate in a DSGE model with a Taylor rule, by Mikael Bask (Bank of Finland Discussion Papers 2007/19)Abstract
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The changing role of the exchange   rate in a globalised economy, by Filippo di Mauro, Rasmus Rüffer and Irina Bunda (European Central Bank Occasional papers 94)Full text

The Optimal Euro Conversion   Rate in a Stochastic Dynamic General Equilibrium Model, by Balázs Világi (Magyar Nemzeti Bank Working papers 2003/11)Abstract
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Real exchange   rate in an inter-temporal n-country-model with incomplete markets, by Benoît Mercereau (European Central Bank Working papers No.205)Full text

High Frequency Dynamics of the Exchange   Rate in Chile, by Kevin Cowan, David Rappoport , Jorge Selaive (Central Bank of Chile Working Papers 433)Abstract