International Finance Discussion Papers

From Board of Governors of the Federal Reserve System (U.S.)
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853: Inference in Long-Horizon 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 Rothenberg

850: The Adjustment of Global External Imbalances: Does Partial Exchange Rate Pass-Through to Trade Prices Matter?

Christopher Gust and Nathan Sheets

849: Interest rate rules, endogenous cycles, and chaotic dynamics in open economies

Marco Airaudo and Luis-Felipe Zanna

848: Fighting against currency depreciation, macroeconomic instability and sudden stops

Luis-Felipe Zanna

847: The baby boom: predictability in house prices and interest rates

Robert Martin

846: Explaining the global pattern of current account imbalances

Joseph Gruber and Steven B. Kamin

845: DSGE models of high exchange-rate volatility and low pass-through

Giancarlo Corsetti, Luca Dedola and Sylvain Leduc

844: The response of global equity indexes to U.S. monetary policy announcements

Jon Wongswan

843: Accounting standards and information: inferences from cross-listed financial firms

John Ammer, Nathanael Clinton and Gregory P. Nini

842: Alternative procedures for estimating vector autoregressions identified with long-run restrictions

Lawrence Christiano, Martin Eichenbaum and Robert Vigfusson

841: Monetary policy and house prices: a cross-country study

Alan Ahearne, John Ammer, Brian Doyle, Linda S. Kole and Robert Martin

840: International capital flows and U.S. interest rates

Francis Warnock and Veronica Warnock

839: Effects of financial autarky and integration: the case of the South Africa embargo

Brahima Coulibaly

838: General-to-specific modeling: an overview and selected bibliography

Julia Campos, Neil Ericsson and David Hendry

837: Currency Crashes and Bond Yields in Industrial Countries

Joseph Gagnon

836: Estimating elasticities for U.S. trade in services

Jaime R. Marquez

835: SIGMA: A New Open Economy Model for Policy Analysis

Christopher Erceg, Luca Guerrieri and Christopher Gust

834: Optimal fiscal and monetary policy with sticky wages and sticky prices

Sanjay Chugh

833: Exchange rate pass-through to U.S. import prices: some new evidence

Jon Faust, Joseph Gagnon, Mario Marazzi, Jaime R. Marquez, Robert Martin, Trevor A. Reeve, John Rogers, Nathan Sheets and Robert Vigfusson

832: A Flexible Finite-Horizon Identification of Technology Shocks

Neville Francis, Michael Owyang and Jennifer E. Roush

831: Adjusting Chinese bilateral trade data: how big is China's trade surplus

Dustin H. Beckett and John W. Schindler

830: Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data

David Berger, Alain P. Chaboud, Sergey V. Chernenko, Edward Howorka and Jonathan Wright

829: Optimal inflation persistence: Ramsey taxation with capital and habits

Sanjay Chugh

828: Investment-specific and multifactor productivity in multi-sector open economies: data and analysis

Luca Guerrieri, Dale Henderson and Jinill Kim

827: Financial market developments and economic activity during current account adjustments in industrial economies

Hilary Croke, Steven B. Kamin and Sylvain Leduc

826: International risk-sharing and the transmission of productivity shocks

Giancarlo Corsetti, Luca Dedola and Sylvain Leduc

825: Expansionary fiscal shocks and the trade deficit

Christopher Erceg, Luca Guerrieri and Christopher Gust

824: An assessment of the impact of Japanese foreign exchange intervention: 1991-2004

Alain P. Chaboud and Owen Humpage

823: The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market

Alain P. Chaboud, Sergey V. Chernenko, Edward Howorka, Raj S. Krishnasami Iyer, David Liu and Jonathan Wright

822: Growth-led exports: is variety the spice of trade?

Joseph Gagnon

821: Global financial integration: a collection of new research

Mark Carey

820: The value of financial intermediaries: empirical evidence from syndicated loans to emerging market borrowers

Gregory P. Nini

819: What makes investors over or underweight? explaining international appetites for foreign equities

Carol C. Bertaut and Linda S. Kole

818: Cash flows and discount rates, industry and country effects, and co-movement in stock returns

John Ammer and Jon Wongswan

817: The Performance of International Equity Portfolios

Charles Thomas, Francis Warnock and Jon Wongswan

816: Corporate governance and the shareholder base

Karl Lins and Francis Warnock

815: Look at me now: the role of cross-listing in attracting U.S. investors

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

814: PPP rules, macroeconomic (In)stability and learning

Luis-Felipe Zanna

813: Is the corporate loan market globally integrated? a pricing puzzle

Mark Carey and Gregory P. Nini

812: Does monetary policy keep up with the Joneses? Optimal interest-rate smoothing with consumption externalities

Sanjay Chugh

811: The ET interview: professor David F. Hendry

Neil Ericsson

810: The delayed response to a technology shock: a flexible price explanation

Robert Vigfusson

809: Good news is no news? The impact of credit rating changes on the pricing of asset-backed securities

John Ammer and Nathanael Clinton

808: The information content of forward and futures prices: market expectations and the price of risk

Sergey V. Chernenko

807: Is inflation targeting best-practice monetary policy?

Jon Faust and Dale Henderson

806: Optimal monetary and fiscal policy: a linear-quadratic approach

Pierpaolo Benigno and Michael Woodford

805: Understanding the effects of government spending on consumption

Jordi Galí, David Lopez-Salido and Javier Valles

804: The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations

Athanasios Orphanides and John Williams