International Finance Discussion Papers
From Board of Governors of the Federal Reserve System (U.S.)
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- 963: The Taylor rule and forecast intervals for exchange rates

- Jian Wang and Jason Wu
- 962: Uncertainty over models and data: the rise and fall of American inflation

- Seth Pruitt
- 961: Fiscal policy in the European Monetary Union

- Betty Daniel and Christos Shiamptanis
- 960: Sudden stops, financial crises and leverage: a Fisherian deflation of Tobin's Q*

- Enrique Mendoza
- 959: The fragility of sensitivity analysis: an encompassing perspective

- Neil Ericsson
- 958: Home computers and educational outcomes: evidence from the NLSY97 and CPS

- Daniel Beltran, Kuntal Das and Robert Fairlie
- 957: Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices

- Lutz Kilian and Clara Vega
- 956: A non-random walk revisited: short- and long-term memory in asset prices

- Paul Eitelman and Justin Vitanza
- 955: Estimating the parameters of a small open economy DSGE model: identifiability and inferential validity

- Daniel Beltran and David Draper
- 954: Housing market risks in the United Kingdom

- Robert Martin
- 953: Testing the expectations hypothesis when interest rates are near integrated

- Meredith Beechey, Erik Hjalmarsson and Pär Österholm
- 952: Do fundamentals explain the international impact of U.S. interest rates? evidence at the firm level

- John Ammer, Clara Vega and Jon Wongswan
- 951: Soft information in earnings announcements: news or noise?

- Elizabeth Demers and Clara Vega
- 950: Assessing the potential for further foreign demand for U.S. assets: Has financing U.S. current account deficits made foreign investors overweight in U.S. securities?

- Carol C. Bertaut
- 949: Expected consumption growth from cross-country surveys: implications for assessing international capital markets

- Charles Engel and John Rogers
- 948: Exchange rates and fundamentals: a generalization

- James Nason and John Rogers
- 947: Current account sustainability and relative reliability

- Stephanie E. Curcuru, Charles Thomas and Francis Warnock
- 946: Emerging market business cycles with remittance fluctuations

- C. Bora Durdu and Serdar Sayan
- 945: Escape from New York: the market impact of SEC Rule 12h-6

- Nuno Fernandes, Ugur Lel and Darius P. Miller
- 944: The macroeconomic effect of external pressures on monetary policy

- Davide Debortoli and Ricardo Nunes
- 943: Constructive data mining: modeling Argentine broad money demand

- Neil Ericsson and Steven B. Kamin
- 942: The Asian financial crisis, uphill flow of capital, and global imbalances: evidence from a micro study

- Brahima Coulibaly and Jonathan N. Millar
- 941: Optimal monetary policy with distinct core and headline inflation rates

- Martin Bodenstein, Christopher Erceg and Luca Guerrieri
- 940: Friends or foes? The stock price impact of sovereign wealth fund investments and the price of keeping secrets

- Jason Kotter and Ugur Lel
- 939: Foreign exposure to asset-backed securities of U.S. origin

- Daniel Beltran, Laurie DeMarco and Charles Thomas
- 938: Political disagreement, lack of commitment and the level of debt

- Davide Debortoli and Ricardo Nunes
- 937: Simple monetary rules under fiscal dominance

- Michael Kumhof, Ricardo Nunes and Irina Yakadina
- 936: An anatomy of credit booms: evidence from macro aggregates and micro data

- Enrique Mendoza and Marco Terrones
- 935: How long can the unsustainable U.S. current account deficit be sustained?

- Carol C. Bertaut, Steven B. Kamin and Charles Thomas
- 934: Trade elasticity of substitution and equilibrium dynamics

- Martin Bodenstein
- 933: Predicting global stock returns

- Erik Hjalmarsson
- 932: Jackknifing stock return predictions

- Benjamin Chiquoine and Erik Hjalmarsson
- 931: Housing, home production, and the equity and value premium puzzles

- Morris Davis and Robert Martin
- 930: Why do U.S. cross-listings matter?

- John Ammer, Sara B. Holland, David C. Smith and Francis Warnock
- 929: Competitive search equilibrium in a DSGE model

- David Arseneau and Sanjay Chugh
- 928: Interpreting long-horizon estimates in predictive regressions

- Erik Hjalmarsson
- 927: Emerging market business cycles revisited: learning about the trend

- Emine Boz, Christian Daude and C. Bora Durdu
- 926: Predicting cycles in economic activity

- Jane Haltmaier
- 925: Bank integration and financial constraints: evidence from U.S. firms

- Ricardo Correa
- 924: A solution to the default risk-business cycle disconnect

- Enrique G. Mandoza and Vivian Yue
- 923: Do differences in financial development explain the global pattern of current account imbalances?

- Joseph Gruber and Steven B. Kamin
- 922: Cross-border bank acquisitions: Is there a performance effect?

- Ricardo Correa
- 921: Cross-border returns differentials

- Stephanie E. Curcuru, Tomas Dvorak and Francis Warnock
- 920: On the application of automatic differentiation to the likelihood function for dynamic general equilibrium models

- Houtan Bastani and Luca Guerrieri
- 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