International Finance Discussion Papers

from Board of Governors of the Federal Reserve System (U.S.)
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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

894: The stability of large external imbalances: the role of returns differentials

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

893: Optimal fiscal and monetary policy with costly wage bargaining

David M. Arseneau and Sanjay K. Chugh

892: U.S. external adjustment: is it disorderly? Is it unique? Will it disrupt the rest of the world?

Steven B. Kamin, Trevor A. Reeve and Nathan Sheets

891: Some simple tests of the globalization and inflation hypothesis

Jane Ihrig, Steven B. Kamin, Deborah Lindner and Jaime Marquez

890: Dollarization and financial integration

Cristina Arellano and Jonathan Heathcote

889: Markov switching GARCH models of currency turmoil in southeast Asia

Celso Brunetti, Roberto S. Mariano, Chiara Scotti and Augustine H.H. Tan

888: Are antidumping duties for sale? case-level evidence on the Grossman-Helpman protection for sale model

Carolyn L. Evans and Shane M. Sherlund

887: Flying geese or sitting ducks: China’s impact on the trading fortunes of other Asian economies

Alan G. Ahearne, John Fernald, Prakash Loungani and John W. Schindler

886: Global asset prices and FOMC announcements

Joshua Hausman and Jon Wongswan

885: Of nutters and doves

Roc Armenter and Martin Bodenstein

884: International asset markets and real exchange rate volatility

Martin Bodenstein

883: Measurement matters for modeling U.S. import prices

Charles P. Thomas and Jaime Marquez

882: Changes in job quality and trends in labor hours

Brahima Coulibaly

881: Predicting sharp depreciations in industrial country exchange rates

Jonathan H. Wright and Joseph E. Gagnon

880: Optimal fiscal and monetary policy when money is essential

S. Boragan Aruoba and Sanjay K. Chugh

879: Efficiency in housing markets: do home buyers know how to discount?

Erik Hjalmarsson and Randi Hjalmarsson

878: Sovereign debt crises and credit to the private sector

Carlos O. Arteta and Galina Hale

877: International cross-listing, firm performance and top management turnover: a test of the bonding hypothesis

Ugur Lel and Darius P. Miller

876: An empirical analysis of specialist trading behavior at the New York Stock Exchange

Sigridur Benediktsdottir

875: A bivariate model of Fed and ECB main policy rates

Chiara Scotti

874: Informed and strategic order flow in the bond markets

Paolo Pasquariello and Clara Vega

873: Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility

Sylvain Leduc and Keith Sill

872: The monetary origins of asymmetric information in international equity markets

Gregory H. Bauer and Clara Vega

871: Real-time price discovery in global stock, bond and foreign exchange markets

Torben G. Andersen, Tim Bollerslev, Francis Diebold and Clara Vega

870: Ramsey meets Hosios: the optimal capital tax and labor market efficiency

David M. Arseneau and Sanjay K. Chugh

869: Predictive regressions with panel data

Erik Hjalmarsson

868: How do FOMC actions and U.S. macroeconomic data announcements move Brazilian sovereign yield spreads and stock prices?

Patrice Robitaille and Jennifer E. Roush

867: Closing open economy models

Martin Bodenstein

866: Assessing structural VARs

Lawrence J. Christiano, Martin Eichenbaum and Robert John Vigfusson

865: Does the time inconsistency problem make flexible exchange rates look worse than you think?

Roc Armenter and Martin Bodenstein

864: Trade integration, competition, and the decline in exchange-rate pass-through

Christopher Gust, Sylvain Leduc and Robert John Vigfusson

863: Transmission of volatility and trading activity in the global interdealer foreign exchange market: evidence from electronic broking services (EBS) data

Fang Cai, Edward Howorka and Jon Wongswan

862: What drives volatility persistence in the foreign exchange market?

David Berger, Alain Chaboud, Erik Hjalmarsson and Edward Howorka

861: Exchange-rate effects on China’s trade: an interim report

Jaime Marquez and John W. Schindler

860: Can the U.S. monetary policy fall (again) in an expectation trap?

Roc Armenter and Martin Bodenstein

859: Trade adjustment and the composition of trade

Christopher John Erceg, Luca Guerrieri and Christopher Gust

858: Currency hedging and corporate governance: a cross-country analysis

Ugur Lel

857: Modeling direct investment valuation adjustments and estimating quarterly positions

Jane Ihrig and Jaime Marquez

856: The U.S. current account deficit and the expected share of world output

Charles Engel and John H. Rogers

855: Should we expect significant out-of-sample results when predicting stock returns?

Erik Hjalmarsson

854: Fully modified estimation with nearly integrated regressors

Erik Hjalmarsson

853: New methods for inference in long-run predictive regressions

Erik Hjalmarsson

852: Estimation of average local-to-unity roots in heterogenous panels

Erik Hjalmarsson

851: Exchange-rate pass-through in the G-7 countries

Jane E. Ihrig, Mario Marazzi and Alexander D. Rothenberg