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Recent developments in monetary macroeconomics and U.S. dollar policy

Gavin, William T. (contributor) - 2005

explains what these developments mean for U.S. dollar policy. There is no conflict between what is appropriate U.S. monetary … policy at home or abroad because the dollar is the world's key currency country. Both at home and abroad, the main problem … for U.S. policymakers is to provide an anchor for the dollar. Recent experience in other countries suggests that a …

Persistent link: https://www.econbiz.de/10003139110

Predicting exchange rate volatility : genetic programming vs. GARCH and RiskMetrics

Neely, Christopher J. (contributor); … - 2001 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001941461

The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited

Neely, Christopher; Lahaye, Jerome - Federal Reserve Bank of St. Louis - 2014

We investigate the role of jumps in transmitting volatility between foreign exchange markets (Engle, Ito, and Lin, 1990; Melvin and Peiers Melvin, 2003; Cai, Howorka, and Wongswan, 2008). We show that recently developed estimators have very different implications for the impact of jumps on exchange rate...

Persistent link: https://www.econbiz.de/10010951615

Will a weaker dollar mean a stronger economy?

Tatom, Jack A. - Federal Reserve Bank of St. Louis - 1987

Persistent link: https://www.econbiz.de/10005352784

The domestic adjusted monetary base

Anderson, Richard G.; Rasche, Robert H. - Federal Reserve Bank of St. Louis - 2000

This paper provides a consistent, monthly measure of the amount of the U.S. adjusted monetary base that is domestically held, and of the amount held abroad. Most macroeconomic models that address the role of outside money as a determinant of the economy's aggregate price level are closed economy...

Persistent link: https://www.econbiz.de/10005352832

To chain or not to chain trade-weighted exchange rate indexes

Coughlin, Cletus C.; Pollard, Patricia S.; Betts, Jerram C. - Federal Reserve Bank of St. Louis - 1997

Dallas index, which uses a Paasche index. The choice of base year alters the behavior ofthe dollar in these two indexes. We … contrast this result with the behavior of the dollar in comparable chain TWEXs, where the base year sensitivity is absent. Our …

Persistent link: https://www.econbiz.de/10005352839

Construction of an estimated domestic monetary base using new estimates of foreign holdings of U.S. currency

Anderson, Richard G.; Rasche, Robert H. - Federal Reserve Bank of St. Louis - 1997

This paper presents a new method to estimate the amount of U.S. currency held abroad. The method exploits the fact the Federal Reserve System is the major processor of currency for depository institutions. The method exploits differentials across denominations in the ratios of shipments to...

Persistent link: https://www.econbiz.de/10005352909

Exchange rate movements and external imbalance

Batten, Dallas S. - Federal Reserve Bank of St. Louis - 1986

Persistent link: https://www.econbiz.de/10005353018

Recent developments in monetary macroeconomics and U.S. dollar policy

Gavin, William T. - Federal Reserve Bank of St. Louis - 2005

explains what these developments mean for United States dollar policy. There is no conflict between what is appropriate U ….S. monetary policy at home or abroad because the dollar is the world's key currency. Both at home and abroad, the main problem for … U.S. policymakers is to provide an anchor for the dollar. Recent experience in other countries suggests that a solution …

Persistent link: https://www.econbiz.de/10005490999

The multiplier : a general equilibrium analysis of multi-stage-fabrication economy with inventories

Wen, Yi (contributor) - 2005

Persistent link: https://www.econbiz.de/10003344532