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3040 Results

Do Low Interest Rates Sow the Seeds of Financial Crises?

Staff Working Paper 2011-31 Simona Cociuba, Malik Shukayev, Alexander Ueberfeldt
A view advanced in the aftermath of the late-2000s financial crisis is that lower than optimal interest rates lead to excessive risk taking by financial intermediaries.

Gaining Credibility for Inflation Targets

Staff Working Paper 2001-11 James Yetman
In this paper, I consider a simple model in which agents learn about the inflation target of a central bank over time by observing the policy instrument or inflation outcomes. Measuring credibility as the distance between the perceived target and the actual target, an increase in credibility is beneficial to the central bank because it brings the policy consistent with attaining the inflation target closer to that required to attain the output target.
Content Type(s): Staff research, Staff working papers Research Topic(s): Credibility, Inflation targets JEL Code(s): E, E5, E52

From Micro to Macro Hysteresis: Long-Run Effects of Monetary Policy

Staff Working Paper 2024-39 Felipe Alves, Giovanni L. Violante
We explore the long-run effects of a monetary policy shock in a Heterogeneous Agent New Keynesian model built on the micro evidence that job losses lead to persistently lower individual earnings through a combination of skill decay and abandonment of the labour force.
Content Type(s): Staff research, Staff working papers Research Topic(s): Labour markets, Monetary policy transmission JEL Code(s): E, E2, E21, E24, E3, E31, E32, E5, E52, J, J2, J24, J6, J64

GAUSS™ Programs for the Estimation of State-Space Models with ARCH Errors: A User's Guide

Staff Working Paper 2000-2 Maral Kichian
State-space models have long been popular in explaining the evolution of various economic variables. This is mainly because they generally have more economic content than do others in their class of parsimonious models (for example, VARs). Yet, in spite of their advantages, use of these models until recently was limited by the assumption that all […]
Content Type(s): Staff research, Staff working papers Research Topic(s): Econometric and statistical methods JEL Code(s): C, C3, C32, C8, C82, C87, C89

Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound

Staff Working Paper 2012-21 Christiane Baumeister, Luca Benati
We explore the macroeconomic effects of a compression in the long-term bond yield spread within the context of the Great Recession of 2007-2009 via a time-varying parameter structural VAR model.

Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples

Staff Working Paper 1997-1 Marie-Josée Godbout, Simon van Norden
This paper reconsiders several recently published but controversial results about the behaviour of exchange rates. In particular, it explores finite-sample problems in the application of cointegration tests and shows how these may have affected the conclusions of recent research.
Content Type(s): Staff research, Staff working papers Research Topic(s): Econometric and statistical methods JEL Code(s): C, C1, C15, C2, C22, C3, C32, F, F3, F31
May 19, 2011

Understanding and Measuring Liquidity Risk: A Selection of Recent Research

During the recent financial crisis, one of the forces set in motion by the initial losses on subprime-mortgage loans was a significant decline in the market liquidity of assets and in the ability of financial institutions to obtain funding in wholesale markets. In this article, the authors summarize recent research that clarifies the role of liquidity in destabilizing the financial system and examine the implications of this research for the recently announced financial system reforms, including Basel III.
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