International Finance Discussion Papers

from Board of Governors of the Federal Reserve System (U.S.)
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1079: Taxation, match quality and social welfare

Brendan Epstein and Ryan Nunn

1078: A robust neighborhood truncation approach to estimation of integrated quarticity

Torben G. Andersen, Dobrislav Dobrev and Ernst Schaumburg

1077: On returns differentials

Stephanie E. Curcuru, Charles P. Thomas and Francis E. Warnock

1076: Revenge of the steamroller: ABCP as a window on risk choices

Carlos Arteta, Mark Carey, Ricardo Correa and Jason Kotter

1075: Asymmetric information and the death of ABS CDOs

Daniel O. Beltran, Larry Cordell and Charles P. Thomas

1074: The cyclicality of job-to-job transitions and its implications for aggregate productivity

Toshihiko Mukoyama

1073: A theory of rollover risk, sudden stops, and foreign reserves

Sewon Hur and Illenin Onyadouh Kondo

1072: Challenges for the future of Chinese economic growth

Jane Haltmaier

1071: Institutional herding in the corporate bond market

Fang Cai, Song Han and Dan Li

1070: Firm characteristics and empirical factor models: a data-mining experiment

Leonid Kogan and Mary Tian

1069: Sovereign credit risk, banks' government support, and bank stock returns around the world

Ricardo Correa, Kuan-Hui Lee, Horacio Sapriza and Gustavo Suarez

1068: Variance risk premiums and the forward premium puzzle

Juan M. Londono and Hao Zhou

1067: Banks, sovereign debt and the international transmission of business cycles

Luca Guerrieri, Matteo Iacoviello and Raoul Minetti

1066: Do recessions affect potential output?

Jane Haltmaier

1065: Interest rates and the volatility and correlation of commodity prices

Joseph W. Gruber and Robert John Vigfusson

1064: Foreign banks in the U.S.: a primer

William Goulding and Daniel E. Nolle

1063: Fiscal consolidation in a currency union: spending cuts vs. tax hikes

Christopher John Erceg and Jesper Lindé

1062: A state-dependent model for inflation forecasting

Andrea Stella and James H. Stock

1061: Gauging the effects of fiscal stimulus packages in the Euro area

Günter Coenen, Roland Straub and Mathias Trabandt

1060: Nonparametric HAC estimation for time series data with missing observations

Deepa Dhume Datta and Wenxin Du

1059: Liquidity shocks, dollar funding costs, and the bank lending channel during the European sovereign crisis

Ricardo Correa, Horacio Sapriza and Andrei Zlate

1058: Crisis and calm: Demand for U.S. currency at home and abroad from the fall of the Berlin Wall to 2011

Ruth Judson

1057: The return on U.S. direct investment at home and abroad

Stephanie E. Curcuru and Charles P. Thomas

1056: Evaluating a global vector autoregression for forecasting

Neil R. Ericsson and Erica L. Reisman

1055: International relative price levels: a look under the hood

Jaime Marquez, Charles Thomas and Corinne Land

1054: Commodity price movements in a general equilibrium model of storage

David M. Arseneau and Sylvain Leduc

1053: Heterogeneous workers, optimal job seeking, and aggregate labor market dynamics

Brendan Epstein

1052: Individual price adjustment along the extensive margin

Etienne Gagnon, David Lopez-Salido and Nicholas Vincent

1051: U.S. real interest rates and default risk in emerging economies

Nathan Foley-Fisher and Bernardo Guimaraes

1050: Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries

Lutz Kilian and Robert John Vigfusson

1049: Exchange rate policy and sovereign bond spreads in developing countries

Samir Jahjah, Bin Wei and Vivian Zhanwei Yue

1048: How do Laffer curves differ across countries?

Mathias Trabandt and Harald Uhlig

1047: The timing of sovereign defaults over electoral terms

Nathan Foley-Fisher

1046: Fiscal consolidation in an open economy

Christopher John Erceg and Jesper Lindé

1045: When good investments go bad: the contraction in community bank lending after the 2008 GSE takeover

Tara Rice and Jonathan Rose

1044: U.S. international equity investment

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

1043: The effect of TARP on bank risk-taking

Lamont Black and Lieu Hazelwood

1042: Monetary policy in emerging market economies: what lessons from the global financial crisis?

Brahima Coulibaly

1041: Foreign holdings of U.S. Treasuries and U.S. Treasury yields

Daniel O. Beltran, Maxwell Kretchmer, Jaime Marquez and Charles P. Thomas

1040: The hitchhiker's guide to missing import price changes and pass-through

Etienne Gagnon, Benjamin R. Mandel and Robert John Vigfusson

1039: Aggregate hours worked in OECD countries: new measurement and implications for business cycles

Lee Edward Ohanian and Andrea Raffo

1038: Exports versus multinational production under nominal uncertainty

Logan T. Lewis

1037: Are recoveries from banking and financial crises really so different?

Greg Howard, Robert Martin and Beth Anne Wilson

1036: Monetary regime switches and unstable objectives

Davide Debortoli and Ricardo Nunes

1035: The variance risk premium around the world

Juan M. Londono

1034: Loose commitment in medium-scale macroeconomic models: theory and applications

Davide Debortoli, Junior Maih and Ricardo Nunes

1033: The growth of Chinese exports: an examination of the detailed trade data

Brett Berger and Robert F. Martin

1032: Housing and debt over the life cycle and over the business cycle

Matteo Iacoviello and Marina Pavan

1031: Oil efficiency, demand, and prices: a tale of ups and downs

Martin Bodenstein and Luca Guerrieri

1030: Empirical estimation of trend and cyclical export elasticities

Jane Haltmaier