The U.S. Current Account Deficit and the Expected Share of World Output (JEL F32, F41) | by Charles Engel; John H. Rogers | 2006-856 ( Jun 856) | Abstract Full text |
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2008 |
The Fragility of Sensitivity Analysis: An Encompassing Perspective | by Neil R. Ericsson | 2008-959 (Nov 2008) | Abstract Full text |
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Home Computers and Educational Outcomes: Evidence from the NLSY97 and CPS (JEL C35, I20, O33) | by Daniel O. Beltran, Kuntal K. Das, and Robert W. Fairlie | 2008-958 (Nov 2008) | Abstract Full text |
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Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices (JEL C32, E37, Q43) | by Lutz Kilian and Clara Vega | 2008-957 (Nov 2008) | Abstract Full text |
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A Non-Random Walk Revisited: Short- and Long-Term Memory in Asset Prices (JEL E30, G14) | by Paul Eitelman and Justin Vitanza | 2008-956 (Nov 2008) | Abstract Full text |
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Estimating the Parameters of a Small Open Economy DSGE Model: Identifiability and Inferential Validity (JEL C11, C15, F41) | by Daniel O. Beltran and David Draper | 2008-955 (Nov 2008) | Abstract Full text |
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Housing Market Risks in the United Kingdom (JEL E21, E22, R21) | by Robert F. Martin | 2008-954 (Nov 2008) | Abstract Full text |
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Testing the Expectations Hypothesis When Interest Rates are Near Integrated (JEL C22, G12) | by Meredith Beechey, Erik Hjalmarsson, and Par Osterholm | 2008-953 (Oct 2008) | Abstract Full text |
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Do Fundamentals Explain the International Impact of U.S. Interest Rates? Evidence at the Firm Level (JEL E44, E52, G14, G15) | by John Ammer, Clara Vega, and Jon Wongswan | 2008-952 (Oct 2008) | Abstract Full text |
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Soft Information in Earnings Announcements: News or Noise? (JEL D82, G14, M41) | by Elizabeth Demers and Clara Vega | 2008-951 (Oct 2008) | Abstract Full text |
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Assessing the Potential for Further Foreign Demand for U.S. Assets: Has Financing U.S. Current Account Deficits Made Foreign Investors Overweight in U.S. Securities? (JEL F3, G11, G15) | by Carol C. Bertaut | 2008-950 (Oct 2008) | Abstract Full text |
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Expected Consumption Growth from Cross-Country Surveys: Implications for Assessing International Capital Markets (JEL E21, F32, F41) | by Charles Engel and John H. Rogers | 2008-949 (Sep 2008) | Abstract Full text |
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Exchange Rates and Fundamentals: A Generalization (JEL E31, E37, F41) | by James M. Nason and John H. Rogers | 2008-948 (Sep 2008) | Abstract Full text |
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Current Account Sustainability and Relative Reliability (JEL F3) | by Stephanie E. Curcuru, Charles P. Thomas, and Francis E. Warnock | 2008-947 (Sep 2008) | Abstract Full text |
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Emerging Market Business Cycles with Remittance Fluctuations (JEL E44, F32, F41) | by Ceyhun Bora Durdu and Serdar Sayan | 2008-946 (Sep 2008) | Abstract Full text |
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Escape From New York: The Market Impact of SEC Rule 12h-6 (JEL G14, G15, G38) | by Nuno Fernandes, Ugur Lel, and Darius P. Miller | 2008-945 (Sep 2008) | Abstract Full text |
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The Macroeconomic Effect of External Pressures on Monetary Policy (JEL E52, E58, E61) | by Davide Debortoli and Ricardo Nunes | 2008-944 (Sep 2008) | Abstract Full text |
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Constructive Data Mining: Modeling Argentine Broad Money Demand (JEL C52, E41) | by Neil R. Ericsson and Steven B. Kamin | 2008-943 (Sep 2008) | Abstract Full text |
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The Asian Financial Crisis, Uphill Flow of Capital, and Global Imbalances: Evidence from a Micro Study (JEL F21, F3) | by Brahima Coulibaly and Jonathan Millar | 2008-942 (Aug 2008) | Abstract Full text |
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Optimal Monetary Policy with Distinct Core and Headline Inflation Rates (JEL E32) | by Martin Bodenstein, Christopher J. Erceg, and Luca Guerrieri | 2008-941 (Aug 2008) | Abstract Full text |
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Friends or Foes? The Stock Price Impact of Sovereign Wealth Fund Investments and the Price of Keeping Secrets (JEL G14, G15, G34, G38) | by Jason Kotter and Ugur Lel | 2008-940 (Aug 2008) | Abstract Full text |
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Foreign Exposure to Asset-Backed Securities of U.S. Origin (JEL G15, G20) | by Daniel O. Beltran, Laurie Pounder, and Charles Thomas | 2008-939 (Aug 2008) | Abstract Full text |
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Political Disagreement, Lack of Commitment and the Level of Debt (JEL C61, E61, E62, P16) | by Davide Debortoli and Ricardo Nunes | 2008-938 (Jul 2008) | Abstract Full text |
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Simple Monetary Rules Under Fiscal Dominance (JEL E61, E62) | by Michael Kumhof, Ricardo Nunes, and Irina Yakadina | 2008-937 (Jul 2008) | Abstract Full text |
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An Anatomy of Credit Booms: Evidence From Macro Aggregates and Micro Data (JEL E32, E44, E51, G21) | by Enrique G. Mendoza and Marco E. Terrones | 2008-936 (Jul 2008) | Abstract Full text |
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How Long Can the Unsustainable U.S. Current Account Deficit Be Sustained? | by Carol C. Bertaut, Steven B. Kamin, and Charles P. Thomas | 2008-935 (Jul 2008) | Abstract |
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Trade Elasticity of Substitution and Equilibrium Dynamics (JEL C68, F41) | by Martin Bodenstein | 2008-934 (Jun 2008) | Abstract Full text |
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Predicting Global Stock Returns (JEL C22, C23, G12, G15) | by Erik Hjalmarsson | 2008-933 (Jun 2008) | Abstract Full text |
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Jackknifing Stock Return Predictions | by Benjamin Chiquoine and Erik Hjalmarsson | 2008-932 (Jun 2008) | Abstract Full text |
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Housing, Home Production, and the Equity and Value Premium Puzzles | by Morris A. Davis and Robert F. Martin | 2008-931 (Jun 2008) | Abstract Full text |
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Why Do U.S. Cross-Listings Matter? | by John Ammer, Sara B. Holland, David C. Smith, and Francis E. Warnock | 2008-930 (May 2008) | Abstract Full text |
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Competitive Search Equilibrium in a DSGE Model (JEL E10, E30, E32) | by David M. Arseneau and Sanjay K. Chugh | 2008-929 (Apr 2008) | Abstract Full text |
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Interpreting Long-Horizon Estimates in Predictive Regressions (JEL C22, G1) | by Erik Hjalmarsson | 2008-928 (Apr 2008) | Abstract Full text |
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Emerging Market Business Cycles Revisited: Learning about the Trend (JEL E44, F32, F41) | by Emine Boz, Christian Daude, and Ceyhun Bora Durdu | 2008-927 (Apr 2008) | Abstract Full text |
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Predicting Cycles in Economic Activity (JEL E37) | by Jane Haltmaier | 2008-926 (Apr 2008) | Abstract Full text |
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Bank Integration and Financial Constraints: Evidence from U.S. Firms (JEL G21, G28, G31) | by Ricardo Correa | 2008-925 (Mar 2008) | Abstract Full text |
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A Solution to the Default Risk-Business Cycle Disconnect (JEL E32, E44, F32, F34) | by Enrique G. Mandoza and Vivian Z. Yue | 2008-924 (Mar 2008) | Abstract Full text |
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Do Differences in Financial Development Explain the Global Pattern of Current Account Imbalances? | by Joseph W. Gruber and Steven B. Kamin | 2008-923 (Mar 2008) | Abstract |
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Cross-border Bank Acquisitions: Is there a Performance Effect? (JEL F21, F23, G21, G34) | by Ricardo Correa | 2008-922 (Mar 2008) | Abstract Full text |
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Cross-Border Returns Differentials (JEL F3, W13768) | by Stephanie E. Curcuru, Tomas Dvorak, and Francis E. Warnock | 2008-921 (Feb 2008) | Abstract Full text |
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On the Application of Automatic Differentiation to the Likelihood Function for Dynamic General Equilibrium Models (JEL C52, C61, C63) | by Houtan Bastani and Luca Guerrieri | 2008-920 (Feb 2008) | Abstract Full text |
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Optimal Fiscal and Monetary Policy in Customer Markets (JEL E30, E50, E61, E63) | by David M. Arseneau and Sanjay K. Chugh | 2008-919 (Jan 2008) | Abstract Full text |
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International Competition and Inflation: A New Keynesian Perspective (JEL E31, E32, F41) | by Luca Guerrieri, Christopher Gust, and David Lopez-Salido | 2008-918 (Jan 2008) | Abstract Full text |
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Measuring U.S. International Relative Prices: A WARP View of the World (JEL C22, C82, F41) | by Charles P. Thomas, Jaime Marquez, and Sean Fahle | 2008-917 (Jan 2008) | Abstract Full text |
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2007 |
Loose Commitment (JEL C61, C63, E61, E62) | by Davide Debortoli and Ricardo Nunes | 2007-916 (Dec 2007) | Abstract Full text |
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Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated (JEL C12, C15, C32) | by Erik Hjalmarsson and Par Osterholm | 2007-915 (Dec 2007) | Abstract Full text |
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Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter? (JEL G10, G14, G15) | by John Ammer and Fang Cai | 2007-912 (Dec 2007) | Abstract Full text |
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Precautionary Demand for Foreign Assets in Sudden Stop Economies: An Assessment of the New Mercantilism (JEL D52, E44, F32, F41) | by Ceyhun Bora Durdu, Enrique G. Mendoza, and Marco E. Terrones | 2007-911 (Dec 2007) | Abstract Full text |
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The Stambaugh Bias in Panel Predictive Regressions (JEL C22, C23, G1) | by Erik Hjalmarsson | 2007-914 (Nov 2007) | Abstract Full text |
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India's Future: It's About Jobs (JEL E20, F00) | by Geoffrey N. Keim and Beth Anne Wilson | 2007-913 (Nov 2007) | Abstract Full text |
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Monthly Estimates of U.S. Cross-Border Securities Positions (JEL C80, F30) | by Carol C. Bertaut and Ralph W. Tryon | 2007-910 (Nov 2007) | Abstract Full text |
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Quantitative Implications of Indexed Bonds in Small Open Economies (JEL E44, F32, F41) | by Ceyhun Bora Durdu | 2007-909 (Nov 2007) | Abstract Full text |
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External Governance and Debt Agency Costs of Family Firms (JEL F30, G30, G32) | by Andrew Ellul, Levent Guntay, and Ugur Lel | 2007-908 (Nov 2007) | Abstract Full text |
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The Transmission of Domestic Shocks in the Open Economy (JEL E52, F41, F47) | by Christopher J. Erceg, Christopher Gust, and David Lopez-Salido | 2007-906 (Nov 2007) | Abstract Full text |
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A Residual-Based Cointegration Test for Near Unit Root Variables (JEL C12, C22) | by Erik Hjalmarsson and Par Osterholm | 2007-907 (Oct 2007) | Abstract Full text |
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Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Financial Markets (JEL C22, G12) | by Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson, and Mico Loretan | 2007-905 (Sep 2007) | Abstract Full text |
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The Role of China in Asia: Engine, Conduit, or Steamroller? (JEL E32, F10, F40) | by Jane T. Haltmaier, Shaghil Ahmed, Brahima Coulibaly, Ross Knippenberg, Sylvain Leduc, Mario Marazzi, and Beth Anne Wilson | 2007-904 (Sep 2007) | Abstract Full text |
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Trading Activity and Exchange Rates in High-Frequency EBS Data (JEL F31, G14) | by Alain P. Chaboud, Sergey V. Chernenko, and Jonathan H. Wright | 2007-903 (Sep 2007) | Abstract Full text |
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Exchange Rate Pass-Through to Export Prices: Assessing Some Cross-Country Evidence (JEL E31, F30, F41) | by Robert J. Vigfusson, Nathan Sheets, and Joseph Gagnon | 2007-902 (Sep 2007) | Abstract Full text |
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Real-Time Measurement of Business Conditions (JEL C01, C22, E32, E37) | by S. Boragan Aruoba, Francis X. Diebold, and Chiara Scotti | 2007-901 (Aug 2007) | Abstract Full text |
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Bargaining, Fairness, and Price Rigidity in a DSGE Environment (JEL E20, E30, E31, E32) | by David M. Arseneau and Sanjay K. Chugh | 2007-900 (Jul 2007) | Abstract Full text |
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What Can the Data Tell Us about Carry Trades in Japanese Yen? (JEL F31, F32) | by Joseph E. Gagnon and Alain P. Chaboud | 2007-899 (Jul 2007) | Abstract Full text |
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Three Great American Disinflations (JEL E32, E42, E52, E58) | by Michael Bordo, Christopher Erceg, Andrew Levin, and Ryan Michaels | 2007-898 (Jun 2007) | Abstract Full text |
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Oil Shocks and External Adjustment (JEL F32, F41) | by Martin Bodenstein, Christopher J. Erceg, and Luca Guerrieri | 2007-897 (Jun 2007) | Abstract Full text |
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Price Setting during Low and High Inflation: Evidence from Mexico (JEL C23, D40, E31) | by Etienne Gagnon | 2007-896 (May 2007) | Abstract Full text |
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A Note on the Coefficient of Determination in Models with Infinite Variance Variables (JEL C12, C13, C21, G12) | by Jeong-Ryeol Kurz-Kim and Mico Loretan | 2007-895 (May 2007) | Abstract Full text |
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The Stability of Large External Imbalances: The Role of Returns Differentials (JEL F3, W13074) | by Stephanie E. Curcuru, Tomas Dvorak, and Francis E. Warnock | 2007-894 (Apr 2007) | Abstract Full text |
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Optimal Fiscal and Monetary Policy with Costly Wage Bargaining (JEL E24, E50, E62, E63) | by David M. Arseneau and Sanjay K. Chugh | 2007-893 (Apr 2007) | Abstract Full text |
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U.S. External Adjustment: Is It Disorderly? Is It Unique? Will It Disrupt the Rest of the World? (JEL F32, F41) | by Steven B. Kamin, Trevor A. Reeve, and Nathan Sheets | 2007-892 (Apr 2007) | Abstract Full text |
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Some Simple Tests of the Globalization and Inflation Hypothesis (JEL C22, E31, F41) | by Jane Ihrig, Steven B. Kamin, Deborah Lindner, and Jaime Marquez | 2007-891 (Apr 2007) | Abstract Full text |
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Dollarization and Financial Integration (JEL F33, F34, F36) | by Cristina Arellano and Jonathan Heathcote | 2007-890 (Feb 2007) | Abstract Full text |
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Markov Switching GARCH Models of Currency Turmoil in Southeast Asia (JEL C13, C22, C52, F31, F34) | by Celso Brunetti, Roberto S. Mariano, Chiara Scotti, and Augustine H.H. Tan | 2007-889 (Jan 2007) | Abstract Full text |
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2006 |
Are Antidumping Duties for Sale? Case-Level Evidence on the Grossman-Helpman Protection for Sale Model (JEL F13) | by Carolyn L. Evans and Shane M. Sherlund | 2006-888 (Dec 2006) | Abstract Full text |
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Flying Geese or Sitting Ducks: China's Impact on the Trading Fortunes of other Asian Economies (JEL F10, F31, O53) | by Alan G. Ahearne, John G. Fernald, Prakash Loungani, and John W. Schindler | 2006-887 (Dec 2006) | Abstract Full text |
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Measurement Matters for Modeling U.S. Import Prices (JEL C51, C53, F17, F41) | by Charles P. Thomas and Jaime Marquez | 2006-883 (Dec 2006) | Abstract Full text |
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Global Asset Prices and FOMC Announcements (JEL E44, E52, G14, G15) | by Joshua Hausman and Jon Wongswan | 2006-886 (Nov 2006) | Abstract Full text |
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Of Nutters And Doves (JEL E52, E58) | by Roc Armenter and Martin Bodenstein | 2006-885 (Nov 2006) | Abstract Full text |
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International Asset Markets And Real Exchange Rate Volatility | by Martin Bodenstein | 2006-884 (Nov 2006) | Abstract Full text |
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Predicting Sharp Depreciations in Industrial Country Exchange Rates (JEL C22, F31) | by Jonathan H. Wright and Joseph E. Gagnon | 2006-881 (Nov 2006) | Abstract Full text |
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Sovereign Debt Crises and Credit to the Private Sector (JEL F32, F34, G32) | by Carlos Arteta and Galina Hale | 2006-878 (Nov 2006) | Abstract |