International Finance Discussion Papers

From Board of Governors of the Federal Reserve System (U.S.)
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919: Optimal fiscal and monetary policy in customer markets

David Arseneau and Sanjay Chugh

918: International competition and inflation: a New Keynesian perspective

Luca Guerrieri, Christopher Gust and David Lopez-Salido

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

Sean Fahle, Jaime R. Marquez and Charles Thomas

916: Loose commitment

Davide Debortoli and Ricardo 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

C. Bora Durdu, Enrique Mendoza and Marco 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

C. 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 Erceg, Christopher Gust and David Lopez-Salido

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

Alain P. Chaboud, Benjamin Chiquoine, Erik Hjalmarsson and Mico Loretan

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

Shaghil Ahmed, Brahima Coulibaly, Jane Haltmaier, 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 Wright

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

Joseph Gagnon, Nathan Sheets and Robert Vigfusson

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 Arseneau and Sanjay Chugh

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

Alain P. Chaboud and Joseph Gagnon

898: Three great American disinflations

Michael Bordo, Christopher Erceg, Andrew Levin and Ryan Michaels

897: Oil shocks and external adjustment

Martin Bodenstein, Christopher 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 Warnock

893: Optimal fiscal and monetary policy with costly wage bargaining

David Arseneau and Sanjay 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 E. Ihrig, Steven B. Kamin, Deborah J. Lindner and Jaime R. 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 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 Evans and Shane Sherlund

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

Alan 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

Jaime R. Marquez and Charles Thomas

882: Changes in job quality and trends in labor hours

Brahima Coulibaly

881: Predicting sharp depreciations in industrial country exchange rates

Joseph Gagnon and Jonathan Wright

880: Optimal fiscal and monetary policy when money is essential

S. Boragan Aruoba and Sanjay 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 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 Bauer and Clara Vega

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

Torben Andersen, Tim Bollerslev, Francis Diebold and Clara Vega

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

David Arseneau and Sanjay Chugh