International Finance Discussion Papers
From Board of Governors of the Federal Reserve System (U.S.)
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- 213: Alternative approaches to general equilibrium modeling of exchange rates and capital flows: the MCM experience

- Richard D. Haas, Peter Hooper, Lois E. Stekler and Steven A. Symansky
- 212: Wage contracting, exchange rate volatility, and exchange intervention policy

- Matthew Canzoneri and John M. Underwood
- 211: The risk premium in the market for forward foreign exchange

- Anne Sibert
- 210: The demand for Swiss monetary assets

- Karen H. Johnson
- 209: The Canadian sector of the multi-country model

- Howard Howe
- 208: Formulation and estimation of a dynamic model of exchange rate determination: an application of general method of moments techniques

- Thomas C. Glaessner
- 207: The behavior of monetary aggregates in major industrialized countries

- David H. Howard and Karen H. Johnson
- 206: The modern theory of forward foreign exchange: some new consistent estimates under rational expectations

- Thomas C. Glaessner
- 205: The Swedish economy in the 1970's: the lessons of accommodative policies

- Gerard Caprio
- 204: The out-of-sample failure of empirical exchange rate models: sampling error or misspecification?

- Richard Meese and Kenneth Rogoff
- 203: How to borrow reasonably

- Yves Maroni
- 202: The role of intervention policy in open economy financial policy: a macroeconomic perspective

- Dale Henderson
- 201: A model of stochastic process switching

- Robert Flood and Peter Garber
- 200: An accounting framework and some issues for modelling how exchange rates respond to the news

- Peter Isard
- 199: Structural lags and stability in international macromodels

- Richard Freeman
- 198: J-curves and stability of the foreign-exchange market

- Richard Freeman
- 197: Dynamic instability in rational expectations models: an attempt to clarify

- Jo Gray
- 196: Estimating the hedging effectiveness of Treasury bill futures: an alternative approach

- Patrick M. Parkinson
- 195: Speculative hyperinflations in a maximizing models: can we rule them out?

- Maurice Obstfeld and Kenneth Rogoff
- 194: Transitory terms-of-trade shocks and the current account: the case of constant time preference

- Maurice Obstfeld
- 193: Exchange-rate regimes in transition: Italy 1974

- Robert Flood and Nancy Marion
- 192: The information content of the interest rate and optimal monetary policy

- Matthew Canzoneri, Dale Henderson and Kenneth Rogoff
- 191: The role of the current account in exchange rate determination: a comment on Rodriquez

- Michael Dooley and Peter Isard
- 190: Gold monetization and gold discipline

- Robert Flood and Peter Garber
- 189: Primary energy demand and its allocation among energy sector shares

- Laurence R. Jacobson, Alice Loftin and Stephan S. Thurman
- 188: Estimation of portfolio-balance functions that are mean-variance optimizing: the mark and the dollar

- Jeffrey Frankel
- 187: Capital mobility and the scope for sterilization: Mexico in the 1970s

- Robert Cumby and Maurice Obstfeld
- 186: The vicious circle argument and its relevance for the Italian economy

- Raymond Lubitz
- 185: Inflation, indexation, and the oil-price shock: the British experience

- David H. Howard
- 184: Empirical exchange rate models of the seventies: are any fit to survive?

- Richard Meese and Kenneth Rogoff
- 183: Reserve requirements on Eurocurrency deposits: implications for the stabilization of real outputs

- Dale Henderson and Douglas G. Waldo
- 182: The impact of an oil price increase on aggregate supply

- Karen H. Johnson
- 181: Oil price shocks in a portfolio-balance model

- Gerard Caprio and Peter B. Clark
- 180: Oil price indexing versus large price shocks: macroeconomic impacts

- Laurence R. Jacobson and Stephan S. Thurman
- 179: Some consequences of U.S. taxation of foreign banks

- Allen B. Frankel
- 178: New foreign asset positions and stability in a world portfolio balance model

- Dale Henderson and Kenneth Rogoff
- 177: The implications of the internationalization of banking for the definition and measurement of U.S. credit and monetary aggregates

- Michael Dooley
- 176: The British banking system's demand for cash reserves

- David H. Howard
- 175: International portfolio disturbances and domestic monetary policy

- Jeffrey R. Shafer and Edwin Truman
- 174: Exchange intervention policy in a multiple country world

- Matthew Canzoneri
- 173: The implications of a floating exchange rate regime: a survey of Federal Reserve Systems papers

- Jo Gray and Jeffrey R. Shafer
- 172: Transversality conditions in infinite horizon models

- Jo Gray and Stephen Salant
- 171: Factors determining exchange rates: the roles of relative price levels, balances of payments, interest rates and risk

- Peter Isard
- 170: Three roles of the forward foreign exchange market

- Masahiro Kawai
- 169: A cross country study of the relationship between discount rate changes and exchange rate movements

- Kathleen H. Brown
- 168: Fluctuations in the dollar: a model of nominal and real exchange rate determination

- Peter Hooper and John E. Morton
- 167: Endogenous technological change and international technology transfer in a Ricardian trade model

- Thomas A. Pugel
- 166: Foreign assistance programs and policies of the United States

- David P. Dod and Henry C. Wallich
- 165: Rational expectations, risk premia, and the market for spot and forward exchange

- Richard Meese and Kenneth Singleton
- 164: Reserve requirements on Eurocurrency deposits: implications for Eurodeposit multipliers, control of a monetary aggregate, and avoidance of redenomination incentives

- Dale Henderson and Douglas G. Waldo