International Finance Discussion Papers

from Board of Governors of the Federal Reserve System (U.S.)
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944: The macroeconomic effect of external pressures on monetary policy

Davide Debortoli and Ricardo Nunes

943: Constructive data mining: modeling argentine broad money demand

Neil R. Ericsson and Steven B. Kamin

942: The Asian financial crisis, uphill flow of capital, and global imbalances: evidence from a micro study

Brahima Coulibaly and Jonathan Millar

941: Optimal monetary policy with distinct core and headline inflation rates

Martin Bodenstein, Christopher J. Erceg and Luca Guerrieri

940: Friends or foes? The stock price impact of sovereign wealth fund investments and the price of keeping secrets

Jason Kotter and Ugur Lel

939: Foreign exposure to asset-backed securities of U.S. origin

Daniel O. Beltran, Laurie Pounder and Charles Thomas

938: Political disagreement, lack of commitment and the level of debt

Davide Debortoli and Ricardo Cavaco Nunes

937: Simple monetary rules under fiscal dominance

Michael Kumhof, Ricardo Cavaco Nunes and Irina Yakadina

936: An anatomy of credit booms: evidence from macro aggregates and micro data

Enrique G. Mendoza and Marco E. Terrones

935: How long can the unsustainable U.S. current account deficit be sustained?

Carol C. Bertaut, Steven B. Kamin and Charles P. Thomas

934: Trade elasticity of substitution and equilibrium dynamics

Martin Bodenstein

933: Predicting global stock returns

Erik Hjalmarsson

932: Jackknifing stock return predictions

Benjamin Chiquoine and Erik Hjalmarsson

931: Housing, home production, and the equity and value premium puzzles

Morris Davis and Robert F. Martin

930: Why do U.S. cross-listings matter?

John Ammer, Sara B. Holland, David C. Smith and Francis E. Warnock

929: Competitive search equilibrium in a DSGE model

David M. Arseneau and Sanjay K. Chugh

928: Interpreting long-horizon estimates in predictive regressions

Erik Hjalmarsson

927: Emerging market business cycles revisited: learning about the trend

Emine Boz, Christian Daude and Ceyhun Bora Durdu

926: Predicting cycles in economic activity

Jane Haltmaier

925: Bank integration and financial constraints: evidence from U.S. firms

Ricardo Correa

924: A solution to the default risk-business cycle disconnect

Enrique G. Mandoza and Vivian Z. Yue

923: Do differences in financial development explain the global pattern of current account imbalances?

Joseph W. Gruber and Steven B. Kamin

922: Cross-border bank acquisitions: Is there a performance effect?

Ricardo Correa

921: Cross-border returns differentials

Stephanie E. Curcuru, Tomas Dvorak and Francis E. Warnock

920: On the application of automatic differentiation to the likelihood function for dynamic general equilibrium models

Houtan Bastani and Luca Guerrieri

919: Optimal fiscal and monetary policy in customer markets

David M. Arseneau and Sanjay K. Chugh

918: International competition and inflation: a New Keynesian perspective

Luca Guerrieri, Christopher Gust and David López-Salido

917: Measuring U.S. international relative prices: a WARP view of the world

Charles P. Thomas, Jaime Marquez and Sean Fahle

916: Loose commitment

Davide Debortoli and Ricardo Cavaco Nunes

915: Testing for cointegration using the Johansen methodology when variables are near-integrated

Erik Hjalmarsson and Pär Österholm

914: The Stambaugh bias in panel predictive regressions

Erik Hjalmarsson

913: India's future: it's about jobs

Geoffrey N. Keim and Beth Anne Wilson

912: Sovereign CDS and bond pricing dynamics in emerging markets: does the cheapest-to-deliver option matter?

John Ammer and Fang Cai

911: Precautionary demand for foreign assets in sudden stop economies: an assessment of the new mercantilism

Ceyhun Bora Durdu, Enrique G. Mendoza and Marco E. Terrones

910: Monthly estimates of U.S. cross-border securities positions

Carol C. Bertaut and Ralph W. Tryon

909: Quantitative implications of indexed bonds in small open economies

Ceyhun Bora Durdu

908: External governance and debt agency costs of family firms

Andrew Ellul, Levent Guntay and Ugur Lel

907: A residual-based cointegration test for near unit root variables

Erik Hjalmarsson and Pär Österholm

906: The transmission of domestic shocks in the open economy

Christopher John Erceg, Christopher Gust and David López-Salido

905: Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets

Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson and Mico Loretan

904: The role of China in Asia: engine, conduit, or steamroller?

Jane T. Haltmaier, Shaghil Ahmed, Brahima Coulibaly, Ross Knippenberg, Sylvain Leduc, Mario Marazzi and Beth Anne Wilson

903: Trading activity and exchange rates in high-frequency EBS data

Alain P. Chaboud, Sergey V. Chernenko and Jonathan H. Wright

902: Exchange rate pass-through to export prices: assessing some cross-country evidence

Robert John Vigfusson, Nathan Sheets and Joseph Gagnon

901: Real-time measurement of business conditions

S. Boragan Aruoba, Francis Diebold and Chiara Scotti

900: Bargaining, fairness, and price rigidity in a DSGE environment

David M. Arseneau and Sanjay K. Chugh

899: What can the data tell us about carry trades in Japanese yen?

Joseph E. Gagnon and Alain P. Chaboud

898: Three great American disinflations

Michael Bordo, Christopher John Erceg, Andrew Theo Levin and Ryan Michaels

897: Oil shocks and external adjustment

Martin Bodenstein, Christopher John Erceg and Luca Guerrieri

896: Price setting during low and high inflation: evidence from Mexico

Etienne Gagnon

895: A note on the coefficient of determination in models with infinite variance variables

Jeong-Ryeol Kurz-Kim and Mico Loretan