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This paper presents new empirical evidence on the effects of monetary policy shocks on U.S. exchange rates, both nominal and real. Three measures of monetary policy shocks are considered: orthogonalized shocks to the Federal Funds rate, the ratio of Non Borrowed to Total Reserves and the Romer...
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We study the effect of different types of macroeconomic impulses on the nominal yield curve. We employ two distinct approaches to identifying economic shocks in VARs. Our first approach uses a structural VAR due to Galí (1992). Our second strategy identifies fundamental impulses from...
Persistent link: https://www.econbiz.de/10005419944
We present a model embodying moderate amounts of nominal rigidities which accounts for the observed inertia in inflation and persistence in output. The key features of our model are those that prevent a sharp rise in marginal costs after an expansionary shock to monetary policy. Of these...
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Remarks by Charles L. Evans President and Chief Executive Officer Federal Reserve Bank of Chicago U.S. Monetary Policy Forum University Club of New York New York, New York
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Remarks by Charles L. Evans, President and Chief Executive Officer,Federal Reserve Bank of Chicago Chartered Financial Analysts Society of Chicago Lunch Mid-America Club 200 East Randolph Street Chicago, Illinois
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Remarks by Charles L. Evans, President and Chief Executive Officer, Federal Reserve Bank of Chicago Federal Reserve Bank of Chicago Chicago, IL
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Remarks by Charles L. Evans, President and Chief Executive Officer, Federal Reserve Bank of Chicago McLean County Chamber of Commerce, Bloomington, Illinois
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