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Exchange rates and wages
Goldberg, Linda S. (contributor);  … - 2001 - [Elektronische Ressource]. - Revised January 20 2001
Persistent link: https://www.econbiz.de/10001589683
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Has monetary policy become less powerful?
Boivin, Jean (contributor); Giannoni, Marc Paolo (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656395
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Markov switching in disaggregate unemployment rates
Chauvet, Marcelle (contributor); Juhn, Chinhui (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001590063
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Trading risk and volatility in interest rate swap spreads
Kambhu, John (contributor) - 2004 - [Elektronische Ressource]
This paper examines how risk in trading activity can affect the volatility of asset prices. We look for this … swap spread tends to converge to a long-run level, although trading risk can sometimes cause the spread to diverge from … that level. -- convergence trading ; interest rate swaps ; swap spread ; repurchase contracts ; trading risk ; volatility …
Persistent link: https://www.econbiz.de/10001936329
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The economic outlook and implications for monetary policy
Dudley, William - Federal Reserve Bank of New York - 2014
Remarks before the New York Association for Business Economics, New York City.
Persistent link: https://www.econbiz.de/10010884921
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What kind of jobs have been created during the recovery?
Dudley, William - Federal Reserve Bank of New York - 2014
Remarks at the Regional Economic Press Briefing, New York City.
Persistent link: https://www.econbiz.de/10010884922
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Update on economic and fiscal conditions in Puerto Rico
Dudley, William - Federal Reserve Bank of New York - 2014
Remarks to the Association of Certified Public Accountants of Puerto Rico, San Juan, Puerto Rico.
Persistent link: https://www.econbiz.de/10010884923
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Costly information, planning complementarities and the Phillips Curve
Acharya, Sushant - Federal Reserve Bank of New York - 2014
Standard sticky information pricing models successfully capture the sluggish movement of aggregate prices in response to monetary policy shocks but fail at matching the magnitude and frequency of price changes at the micro level. This paper shows that in a setting where firms choose when to...
Persistent link: https://www.econbiz.de/10010942921
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An empirical analysis of stock and bond market liquidity
Chordia, Tarun (contributor); Sarkar, Asani (contributor);  … - 2003 - [Elektronische Ressource]
-ask spreads and depth), returns, volatility, and order flow in the stock and bond markets. We find that a shock to quoted spreads …
Persistent link: https://www.econbiz.de/10001752003
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Recent changes in the US business cycle
Chauvet, Marcelle (contributor);  … - 2001 - [Elektronische Ressource]
The U.S. business cycle expansion that started in March 1991 is the longest on record. This paper uses statistical techniques to examine whether this expansion is a onetime unique event or whether its length is a result of a change in the stability of the U.S. economy. Bayesian methods are used...
Persistent link: https://www.econbiz.de/10001591424