International Finance Discussion Papers

From Board of Governors of the Federal Reserve System (U.S.)
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713: Convergence in neoclassical vintage capital growth models

Brett Berger

712: Evidence uncovered: long-term interest rates, monetary policy, and the expectations theory

Jennifer E. Roush

711: The contribution of domestic and external factors to emerging market devaluation crises: an early warning systems approach

Steven B. Kamin, Shawna L. Samuel and John W. Schindler

710: Testing optimality in job search models

John W. Schindler

709: Exchange-rate exposure of multinationals: focusing on exchange-rate issues

Jane E. Ihrig

708: A Simple Measure of the Intensity of Capital Controls

Hali Edison and Francis Warnock

707: The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations

Chang-Jin Kim, Charles Nelson and Jeremy Piger

706: Interpreting the volatility smile: an examination of the information content of option prices

Steven A. Weinberg

705: An empirical comparison of Bundesbank and ECB monetary policy rules

Jon Faust, John Rogers and Jonathan Wright

704: Monetary policy and exchange rate pass-through

Joseph Gagnon and Jane E. Ihrig

703: Permanent and transitory components of business cycles: their relative importance and dynamic relationship

Chang-Jin Kim, Jeremy Piger and Richard Startz

702: Home bias and high turnover reconsidered

Francis Warnock

701: The use of cyclical indicators in estimating the output gap in Japan

Jane Haltmaier

700: A retrospective on J. Denis Sargan and his contributions to econometrics

Neil Ericsson, Esfandiar Maasoumi and Grayham Mizon

699: Price level convergence, relative prices, and inflation in Europe

John Rogers

698: Border effects within the NAFTA countries

John Rogers and Hayden P. Smith

697: Forecast uncertainty in economic modeling

Neil Ericsson

696: Patience, persistence and welfare costs of incomplete markets in open economies

Jinill Kim, Sunghyun Kim and Andrew Levin

695: Predictable uncertainty in economic forecasting

Neil Ericsson

694: Fiscal Federalism and European Integration: Implications for Fiscal and Monetary Policies

Edward Gramlich and Paul R. Wood

693: On the effect of the Internet on international trade

Caroline Freund and Diana Weinhold

692: Current account adjustment in industrialized countries

Caroline Freund

691: Information costs and home bias: an analysis of U.S. holdings of foreign equities

Alan Ahearne, William L. Griever and Francis Warnock

690: News and noise in G-7 GDP announcements

Jon Faust, John Rogers and Jonathan Wright

689: Size, charter value and risk in banking: an international perspective

Gianni De Nicolo

688: The geography of capital flows: what we can learn from benchmark surveys of foreign equity holdings

Molly Mason and Francis Warnock

687: Output and inflation in the long run

Neil Ericsson, John Irons and Ralph W. Tryon

686: Firms and their distressed banks: lessons from the Norwegian banking crisis (1988-1991)

Dag Michalsen, Steven Ongena and David C. Smith

685: Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns

Jonathan Wright

684: The use and abuse of \"real-time\" data in economic forecasting

Sheila Dolmas, Evan Koenig and Jeremy Piger

683: Markov regime-switching and unit root tests

Charles Nelson, Jeremy Piger and Eric Zivot

682: Exact confidence intervals for impulse responses in a Gaussian vector autoregression

Jonathan Wright

681: Common stochastic trends, common cycles, and asymmetry in economic fluctuations

Chang-Jin Kim and Jeremy Piger

680: Spaghetti regionalism

Caroline Freund

679: The impact of bank consolidation on commercial borrower welfare

Jason Karceski, Steven Ongena and David C. Smith

678: Modeling the IMF's statistical discrepancy in the global current account

Jaime R. Marquez and Lisa Workman

677: The declining volatility of U.S. employment: was Arthur Burns right?

Francis Warnock and Veronica Warnock

676: The expectations trap hypothesis

Lawrence Christiano and Christopher Gust

675: Do indicators of financial crises work? an evaluation of an early warning system

Hali Edison

674: Detecting lack of identification in GMM

Jonathan Wright

673: Time-to-build, time-to-plan, habit-persistence, and the liquidity effect

Rochelle Edge

672: The equivalence of wage and price staggering in monetary business cycle models

Rochelle Edge

671: The effect of monetary policy on residential and structures investment under differential project planning and completion times

Rochelle Edge

670: Finance and macroeconomic volatility

Cevdet Denizer, Murat F. Lyigun and Ann Owen

669: The impact of monetary policy on exchange rates during financial crises

David Gould and Steven B. Kamin

668: How consistent are credit ratings? a geographic and sectoral analysis of default risk

John Ammer and Frank Packer

667: Exchange rate dynamics and the welfare effects of monetary policy in a two-country model with home-product bias

Francis Warnock

666: Deviations from purchasing power parity: causes and welfare costs

Charles Engel and John Rogers

665: Monetary policy independence in the ERM: was there any?

Hali Edison and Ronald MacDonald

664: The dynamics of informal employment

Jane E. Ihrig and Karine Moe