Globalization Institute Working Papers

From Federal Reserve Bank of Dallas
Contact information at EDIRC.
Bibliographic data for series maintained by Amy Chapman ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

130: Market structure and exchange rate pass-through

Raphael Auer and Raphael Schoenle

129: Price equalization does not imply free trade

Piyusha Mutreja, B Ravikumar, Raymond Riezman and Michael Sposi

128: Does the IMF's official support affect sovereign bonds maturities?

Aitor Erce

127: Selective sovereign defaults

Aitor Erce

126: Ultra easy monetary policy and the law of unintended consequences

William R. White

125: Quality pricing-to-market

Raphael Auer, Thomas Chaney and Philip Sauré

124: Inflation dynamics: the role of public debt and policy regimes

Saroj Bhattarai, Jae Won Lee and Woong Yong Park

123: Global slack as a determinant of U.S. inflation

Enrique Martínez García and Mark Wynne

122: The between firm effect with multiproduct firms

Tuan Anh Luong

121: In the shadow of the United States: the international transmission effect of asset returns

Kuang-Liang Chang, Nan-Kuang Chen and Charles Leung

120: Global banks, financial shocks and international business cycles: evidence from an estimated model

Robert Kollmann

119: Modelling global trade flows: results from a GVAR model

Matthieu Bussiere, Alexander Chudik and Giulia Sestieri

118: Do good institutions promote counter-cyclical macroeconomic policies?

Cesar Calderon, Roberto Duncan and Klaus Schmidt-Hebbel

117: Central bank credibility and the persistence of inflation and inflation expectations

Jonathan Davis

116: The few leading the many: foreign affiliates and business cycle comovement

Joern Kleinert, Julien Martin and Farid Toubal

115: Does foreign exchange intervention volume matter?

Rasmus Fatum and Yohei Yamamoto

114: Are predictable improvements in TFP contractionary or expansionary? implications from sectoral TFP

Deokwoo Nam and Jian Wang

113: Hedging against the government: a solution to the home asset bias puzzle

Tiago Berriel and Saroj Bhattarai

112: A simple model of price dispersion

Alexander Chudik

111: The perils of aggregating foreign variables in panel data models

Michele Ca' Zorzi, Alexander Chudik and Alistair Dieppe

110: International reserves and gross capital flows: dynamics during financial stress

Enrique Alberola, Aitor Erce and Jose Maria Serena Garralda

109: Policy regimes, policy shifts, and U.S. business cycles

Saroj Bhattarai, Jae Won Lee and Woong Yong Park

108: Accounting for real exchange rates using micro-data

Mario Crucini and Anthony Landry

107: Liquidity, risk and the global transmission of the 2007–08 financial crisis and the 2010–11 sovereign debt crisis title

Alexander Chudik and Marcel Fratzscher

106: Financial markets forecasts revisited: are they rational, herding or bold?

Ippei Fujiwara, Hibiki Ichiue, Yoshiyuki Nakazono and Yosuke Shigemi

105: Bayesian estimation of NOEM models: identification and inference in small samples

Enrique Martínez García, Diego Vilán and Mark Wynne

104: Optimal monetary policy in a two country model with firm-level heterogeneity

Dudley Cooke

103: Size, openness, and macroeconomic interdependence

Alexander Chudik and Roland Straub

102: How have global shocks impacted the real effective exchange rates of individual Euro area countries since the Euro's creation?

Matthieu Bussiere, Alexander Chudik and Arnaud Mehl

101: Aggregation in large dynamic panels

Alexander Chudik and Mohammad Pesaran

100: Thousands of models, one story: current account imbalances in the global economy

Michele Ca' Zorzi, Alexander Chudik and Alistair Dieppe

99: A cross-country quarterly database of real house prices: a methodological note

Adrienne Mack and Enrique Martínez García

98: Do mood swings drive business cycles and is it rational?

Paul Beaudry, Deokwoo Nam and Jian Wang

97: Immigrant language barriers and house prices

Andreas Fischer

96: A real-time historical database for the OECD

Adriana Fernandez, Evan Koenig and Alex Nikolsko-Rzhevskyy

95: Borders and Big Macs

Anthony Landry

94: Product durability and trade volatility

Dimitra Petropoulou and Kwok Tong Soo

93: How much asymmetry is there in bond returns and exchange rates?

Ippei Fujiwara, Lena Mareen Korber and Daisuke Nagakura

92: Asian financial linkage: macro-finance dissonance

Ippei Fujiwara and Koji Takahashi

91: Indeterminacy and forecastability

Ippei Fujiwara and Yasuo Hirose

90: A sentiment-based explanation of the forward premium puzzle

Jianfeng Yu

89: Financial integration and international business cycle co-movement: the role of balance sheets

Jonathan Davis

88: Global asset pricing

Karen Lewis

87: Currency blocs in the 21st century

Christoph Fischer

86: Do banking shocks matter for the U.S. economy?

Naohisa Hirakata, Nao Sudo and Kozo Ueda

85: Optimal monetary policy under financial sector risk

Jonathan Davis and Kevin Huang

84: Sharing the burden: monetary and fiscal responses to a world liquidity trap

David Cook and Michael Devereux

83: Price setting in a leading Swiss online supermarket

Martin Berka, Michael Devereux and Thomas Rudolph

82: Oil shocks through international transport costs: evidence from U.S. business cycles

Hakan Yilmazkuday

81: Lessons for monetary policy: what should the consensus be?

Otmar Issing