International Finance Discussion Papers

from Board of Governors of the Federal Reserve System (U.S.)
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979: Did easy money in the dollar bloc fuel the global commodity boom?

Christopher John Erceg, Luca Guerrieri and Steven B. Kamin

978: The power of long-run structural VARs

Christopher James Gust and Robert John Vigfusson

977: Decomposing the U.S. external returns differential

Stephanie Curcuru, Tomas Dvorak and Francis E. Warnock

976: The puzzling peso

Carlos Arteta, Steven B. Kamin and Justin Vitanza

975: On the solvency of nations: are global imbalances consistent with intertemporal budget constraints?

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

974: South Africa's post-apartheid two-step: social demands versus macro stability

Brahima Coulibaly and Trevon D. Logan

973: The impact of macroeconomic announcements on real time foreign exchange rates in emerging markets

Fang Cai, Hyunsoo Joo and Zhiwei Zhang

972: Border prices and retail prices

David Berger, Jon Faust, John H. Rogers and Kai Steverson

971: Consumption response to expected future income

Laurie Pounder

970: Pitfalls in estimating asymmetric effects of energy price shocks

Lutz Kilian and Robert John Vigfusson

969: Exchange rates dependence: what drives it?

Sigridur Benediktsdottir and Chiara Scotti

968: Markup variation and endogenous fluctuations in the price of investment goods

Max Floetotto, Nir Jaimovich and Seth Pruitt

967: Biofuels impact on crop and food prices: using an interactive spreadsheet

Scott L. Baier, Mark Clements, Charles Griffiths and Jane Ihrig

966: Currency crashes in industrial countries: much ado about nothing?

Joseph E. Gagnon

965: Tax smoothing in frictional labor markets

David M. Arseneau and Sanjay K. Chugh

964: The demand for youth: implications for the hours volatility puzzle

Nir Jaimovich, Seth Pruitt and Henry E. Siu

963: The Taylor rule and forecast intervals for exchange rates

Jian Wang and Jason J. Wu

962: Uncertainty over models and data: the rise and fall of American inflation

Seth Pruitt

961: Fiscal policy in the European Monetary Union

Betty C. Daniel and Christos Shiamptanis

960: Sudden stops, financial crises and leverage: a Fisherian deflation of Tobin's Q*

Enrique G. Mendoza

959: The fragility of sensitivity analysis: an encompassing perspective

Neil R. Ericsson

958: Home computers and educational outcomes: evidence from the NLSY97 and CPS

Daniel O. Beltran, Kuntal K. Das and Robert W. Fairlie

957: Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices

Lutz Kilian and Clara Vega

956: A non-random walk revisited: short- and long-term memory in asset prices

Paul Eitelman and Justin Vitanza

955: Estimating the parameters of a small open economy DSGE model: identifiability and inferential validity

Daniel O. Beltran and David Draper

954: Housing market risks in the United Kingdom

Robert F. Martin

953: Testing the expectations hypothesis when interest rates are near integrated

Meredith Beechey, Erik Hjalmarsson and Pär Österholm

952: Do fundamentals explain the international impact of U.S. interest rates? evidence at the firm level

John Ammer, Clara Vega and Jon Wongswan

951: Soft information in earnings announcements: news or noise?

Elizabeth Anne Demers and Clara Vega

950: 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?

Carol C. Bertaut

949: Expected consumption growth from cross-country surveys: implications for assessing international capital markets

Charles Engel and John H. Rogers

948: Exchange rates and fundamentals: a generalization

James M. Nason and John H. Rogers

947: Current account sustainability and relative reliability

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

946: Emerging market business cycles with remittance fluctuations

C. Bora Durdu and Serdar Sayan

945: Escape from New York: the market impact of SEC Rule 12h-6

Nuno Fernandes, Ugur Lel and Darius P. Miller

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 John 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 Nunes

937: Simple monetary rules under fiscal dominance

Michael Kumhof, Ricardo 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 A. 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