#bank

Related news

IFDP 2019-1267: Household Debt and the Heterogeneous Effects of Forward Guidance

Published: 27/11/2019

Francesco Ferrante and Matthias Paustian | We develop an incomplete-markets heterogeneous agent New-Keynesian (HANK) model in which households are allowed to lend and borrow, subject to a borrowing co ... Read more

Source: www.federalreserve.gov
Tell me why! Looking under the bonnet of machine learning models

Published: 26/11/2019

Carsten Jung and Philippe Bracke Whether in case of a breakup (Backstreet Boys), wondering why a relationship isn’t working (Mary J. Blige) or bad weather (Travis) – humans really care about explanati ... Read more

Source: bankunderground.co.uk
FEDS 2019-082: Strategic Liquidity Mismatch and Financial Sector Stability

Published: 25/11/2019

André F. Silva | This paper examines whether banks strategically incorporate their competitors' liquidity mismatch policies when determining their own and how these collective decisions impact ... Read more

Source: www.federalreserve.gov

IFDP 2019-1266: Value Added and Productivity Linkages Across Countries

Published: 22/11/2019

François de Soyres and Alexandre Gaillard | What is the relationship between international trade and business cycle synchronization? Using data from 40 countries, we find that GDP comovement is ... Read more

Source: www.federalreserve.gov
IFDP 2019-1265: The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets

Published: 22/11/2019

Emily Liu, Friederike Niepmann , and Tim Schmidt-Eisenlohr | This paper shows that monetary policy and prudential policies interact. U.S. banks issue more commercial and industrial loans to emerging m ... Read more

Source: www.federalreserve.gov
FEDS 2019-081: Does Intergenerational Mobility Increase Corporate Profits?

Published: 20/11/2019

James F. Albertus and Michael Smolyansky | We find that firms located in areas with higher intergenerational mobility are more profitable. Building off the work of Chetty and Hendren (2018a and 2018b) ... Read more

Source: www.federalreserve.gov

FEDS 2019-080: Local Ties in Spatial Equilibrium

Published: 18/11/2019

Mike Zabek | If someone lives in an economically depressed place, they were probably born there. The presence of people with local ties - a preference to live in their birthplace - leads to smaller mi ... Read more

Source: www.federalreserve.gov
IFDP 2019-1264: The Self-Employment Option in Rigid Labor Markets: An Empirical Investigation

Published: 18/11/2019

Joaquin Garcia-Cabo and Rocio Madera | This paper studies selection into and returns to self-employment in labor markets with stringent employment protection. Using Spanish administrative panel data, ... Read more

Source: www.federalreserve.gov
FEDS 2019-079: Intermediary Segmentation in the Commercial Real Estate Market

Published: 15/11/2019

David P. Glancy , John R. Krainer , Robert J. Kurtzman , and Joseph B. Nichols | Banks, life insurers, and commercial mortgage-backed securities (CMBS) lenders originate the vast majority of U.S. comm ... Read more

Source: www.federalreserve.gov

FEDS 2019-078: Learning and Misperception: Implications for Price-Level Targeting

Published: 13/11/2019

Martin Bodenstein , James Hebden, and Fabian Winkler | Monetary policy strategies that target the price level have been advocated as a more effective way to provide economic stimulus in a deep recessi ... Read more

Source: www.federalreserve.gov
IFDP 2019-1263: Oil Prices and Consumption across Countries and U.S. States

Published: 7/11/2019

Andrea De Michelis , Thiago R. T. Ferreira , and Matteo Iacoviello | We study the effects of oil prices on consumption across countries and U.S. states, by exploiting the time-series and cross-section ... Read more

Source: www.federalreserve.gov
IFDP 2019-1262: Dealer Leverage and Exchange Rates: Heterogeneity Across Intermediaries

Published: 6/11/2019

Ricardo Correa and Laurie P. DeMarco | In line with a growing literature on financial intermediary asset pricing, we find that changes in the leverage of primary dealers have predictive power in forec ... Read more

Source: www.federalreserve.gov

FEDS 2019-077: Effective Lower Bound Risk

Published: 4/11/2019

Timothy S. Hills, Taisuke Nakata, and Sebastian Schmidt | Even when the policy rate is currently not constrained by its effective lower bound (ELB), the possibility that the policy rate will become co ... Read more

Source: www.federalreserve.gov
FEDS 2019-076: The Global Equilibrium Real Interest Rate: Concepts, Estimates, and Challenges

Published: 1/11/2019

Michael T. Kiley | Real interest rates have been persistently below historical norms over the past decade, leading economists and policymakers to view the equilibrium real interest rate as likely to b ... Read more

Source: www.federalreserve.gov
FEDS 2019-075: In Search of Lost Time Aggregation

Published: 1/11/2019

Edmund Crawley | In 1960, Working noted that time aggregation of a random walk induces serial correlation in the first difference that is not present in the original series. This important contributio ... Read more

Source: www.federalreserve.gov

Related Hashtags

FACEBOOK

Facebook

Loading...