International Finance Discussion Papers

From Board of Governors of the Federal Reserve System (U.S.)
Contact information at EDIRC.
Bibliographic data for series maintained by Ryan Wolfslayer ; Keisha Fournillier ().

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.

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

663: Constructive data mining: modeling consumers' expenditure in Venezuela

Julia Campos and Neil Ericsson

662: Capital controls during financial crises: the case of Malaysia and Thailand

Hali Edison and Carmen Reinhart

661: The effect of markups on the exchange rate exposure of stock returns

George Allayannis and Jane E. Ihrig

660: Monetary disturbances matter for business fluctuations in the G-7

Fabio Canova and Gianni De Nicolo

659: Human capital, unemployment, and relative wages in a global economy

Donald Davis and Trevor A. Reeve

658: Evaluating \"correlation breakdowns\" during periods of market volatility

William B. English and Mico Loretan

657: \"Here, dollars, dollars...\"estimating currency demand and worldwide currency substitution

Brian Doyle

656: Sources of economic fluctuations in Latin America and implications for choice of exchange rate regimes

Shaghil Ahmed

655: Distributions of error correction tests for cointegration

Neil Ericsson and James MacKinnon

654: A simple approach to robust inference in a cointegrating system

Jonathan Wright