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International Finance Discussion Papers
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2006 IFDPs

IFDP ordering information

Other Years Available:  

2006-888 (December 2006)
Are Antidumping Duties for Sale? Case-Level Evidence on the Grossman-Helpman Protection for Sale Model
Carolyn L. Evans and Shane M. Sherlund
Abstract and related information | Full paper (354 KB PDF) | Full paper (screen reader version)

2006-887 (December 2006)
Flying Geese or Sitting Ducks: China’s Impact on the Trading Fortunes of other Asian Economies
Alan G. Ahearne, John G. Fernald, Prakash Loungani, and John W. Schindler
Abstract and related information | Full paper (401 KB PDF) | Full paper (screen reader version)

2006-886 (November 2006)
Global Asset Prices and FOMC Announcements
Joshua Hausman and Jon Wongswan
Abstract and related information | Full paper (505 KB PDF) | Full paper (screen reader version)

2006-885 (November 2006)
Of Nutters And Doves
Roc Armenter and Martin Bodenstein
Abstract and related information | Full paper (267 KB PDF) | Full paper (screen reader version)

2006-884 (November 2006, latest version July 2008)
International Asset Markets And Real Exchange Rate Volatility
Martin Bodenstein
Abstract and related information | Full paper, latest version (252 KB PDF) | Full paper (screen reader version)

2006-883 (December 2006)
Measurement Matters for Modeling U.S. Import Prices
Charles P. Thomas and Jaime Marquez
Abstract and related information | Full paper (629 KB PDF) | Full paper (screen reader version)

2006-882 (October 2006)
Changes in Job Quality and Trends in Labor Hours
Brahima Coulibaly
Abstract and related information | Full paper (207 KB PDF) | Full paper (screen reader version)

2006-881 (November 2006)
Predicting Sharp Depreciations in Industrial Country Exchange Rates
Jonathan H. Wright and Joseph E. Gagnon
Abstract and related information | Full paper (272 KB PDF) | Full paper (screen reader version)

2006-880 (October 2006)
Optimal Fiscal and Monetary Policy When Money is Essential
Boragan Aruoba and Sanjay K. Chugh
Abstract and related information | Full paper (462 KB PDF) | Full paper (screen reader version)

2006-879 (September 2006, latest version October 2008)
Efficiency in Housing Markets: Do Home Buyers Know how to Discount?
Erik Hjalmarsson and Randi Hjalmarsson
Abstract and related information | Full paper, latest version (354 KB PDF) | Full paper (screen reader version)

2006-878 (November 2006)
Sovereign Debt Crises and Credit to the Private Sector
Carlos Arteta and Galina Hale
Abstract and related information | Full paper (315 KB PDF) | Full paper (screen reader version)

2006-877 (September 2006)
International Cross-listing, Firm Performance and Top Management Turnover: A Test of the Bonding Hypothesis
Ugur Lel and Darius P. Miller
Abstract and related information | Full paper (531 KB PDF) | Full paper (screen reader version)

2006-876 (September 2006)
An Empirical Analysis of Specialist Trading Behavior at the New York Stock Exchange
Sigriour Benediktsdottir
Abstract and related information | Full paper (169 KB PDF) | Full paper (screen reader version)

2006-875 (September 2006)
A Bivariate Model of Fed and ECB Main Policy Rates
Chiara Scotti
Abstract and related information | Full paper (457 KB PDF) | Full paper (screen reader version)

2006-874 (September 2006)
Informed and Strategic Order Flow in the Bond Markets
Paolo Pasquariello and Clara Vega
Abstract and related information | Full paper (546 KB PDF) | Full paper (screen reader version)

2006-873 (August 2006)
Monetary Policy, Oil Shocks, and TFP: Accounting for the Decline in U.S. Volatility
Sylvain Leduc and Keith Sill
Abstract and related information | Full paper (464 KB PDF) | Full paper (screen reader version)

2006-872 (September 2006)
The Monetary Origins of Asymmetric Information in International Equity Markets
Gregory H. Bauer and Clara Vega
Abstract and related information | Full paper (424 KB PDF) | Full paper (screen reader version)

2006-871 (September 2006)
Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold and Clara Vega
Abstract and related information | Full paper (477 KB PDF) | Full paper (screen reader version)

2006-870 (September 2006)
Ramsey Meets Hosios: The Optimal Capital Tax and Labor Market Efficiency
David M. Arseneau; Sanjay K. Chugh
Abstract and related information | Full paper (331 KB PDF) | Full paper (screen reader version)

2006-869 (August 2006)
Predictive Regressions with Panel Data
Erik Hjalmarsson
Abstract and related information | Full paper (652 KB PDF) | Full paper (screen reader version)

2006-868 (September 2006)
How Do FOMC Actions and U.S. Macroeconomic Data Announcements Move Brazilian Sovereign Yield Spreads and Stock Prices?
Patrice Robitaille; Jennifer E. Roush
Abstract and related information | Full paper (560 KB PDF) | Full paper (screen reader version)

2006-867 (August 2006, latest version March 2011)
Closing Large Open Economy Models
Martin Bodenstein
Abstract and related information | Full paper, latest version (690 KB PDF) | Full paper (screen reader version)

2006-866 (August 2006)
Assessing Structural VARs
Lawrence J. Christiano; Martin Eichenbaum; Robert Vigfusson
Abstract and related information | Full paper (693 KB PDF) | Full paper (screen reader version)

2006-865 (September 2006)
Does The Time Inconsistency Problem Make Flexible Exchange Rates Look Worse Than You Think?
Roc Armenter Martin Bodenstein
Abstract and related information | Full paper (331 KB PDF) | Full paper (screen reader version)

2006-864 (August 2006)
Trade Integration, Competition, and the Decline in Exchange-Rate Pass-Through
Christopher Gust Sylvain Leduc Robert J. Vigfusson
Abstract and related information | Full paper (479 KB PDF) | Full paper (screen reader version)

2006-863 (June 2006)
Transmission of Volatility and Trading Activity in the Global Interdealer Foreign Exchange Market: Evidence from Electronic Broking Services (EBS) Data
Fang Cai, Edward Howorka, and Jon Wongswan
Abstract and related information | Full paper (691 KB PDF) | Full paper (screen reader version)

2006-862 (May 2006)
What Drives Volatility Persistence in the Foreign Exchange Market?
David Berger, Alain Chaboud, Erik Hjalmarsson, and Edward Howorka
Abstract and related information | Full paper (696 KB PDF) | Full paper (screen reader version)

2006-861 (May 2006)
Exchange-Rate Effects on China’s Trade: An Interim Report
Jaime Marquez John W. Schindler
Abstract and related information | Full paper (805 KB PDF) | Full paper (screen reader version)

2006-860 (May 2006)
Can the U.S. Monetary Policy Fall (Again) in an Expectation Trap?
Roc Armenter, Martin Bodenstein
Abstract and related information | Full paper (2332 KB PDF) | Full paper (screen reader version)

2006-859 (April 2006)
Trade Adjustment and the Composition of Trade
Christopher Erceg Luca Guerrieri Christopher Gust
Abstract and related information | Full paper (296 KB PDF) | Full paper (screen reader version)

2006-858 (May 2006)
Currency Hedging and Corporate Governance: A Cross-country Analysis
Ugur Lel
Abstract and related information | Full paper (1300 KB PDF) | Full paper (screen reader version)

2006-857 (April 2006)
Modeling Direct Investment Valuation Adjustments and Estimating Quarterly Positions
Jane Ihrig, Jaime Marquez
Abstract and related information | Full paper (565 KB PDF) | Full paper (screen reader version)

2006-856
The U.S. Current Account Deficit and the Expected Share of World Output
Charles Engel; John H. Rogers
Abstract and related information | Full paper (477 KB PDF) | Full paper (screen reader version)

2006-855 (February 2006)
Should We Expect Significant Out-of-Sample Results When Predicting Stock Returns?
Erik Hjalmarsson
Abstract and related information | Full paper (716 KB PDF) | Full paper (screen reader version)

2006-854 (January 2006)
Fully Modified Estimation With Nearly Integrated Regressors
Erik Hjalmarsson
Abstract and related information | Full paper (472 KB PDF) | Full paper (screen reader version)

2006-853 (January 2006, latest version October 2008)
Inference in Long-Horizon Regressions
Erik Hjalmarsson
Abstract and related information | Full paper, latest version (983 KB PDF) | Full paper (screen reader version)

2006-852 (December 2005)
Estimation of Average Local-to-Unity Roots in Heterogenous Panels
Erik Hjalmarsson
Abstract and related information | Full paper (833 KB PDF) | Full paper (screen reader version)

2006-851 (January 2006)
Exchange-Rate Pass-Through in the G-7 Countries
Jane E. Ihrig; Mario Marazzi; Alexander D. Rothenberg
Abstract and related information | Full paper (617 KB PDF) | Full paper (screen reader version)

2006-850 (January 2006, latest version February 2007)
The Adjustment of Global External Imbalances: Does Partial Exchange Rate Pass-Through to Trade Prices Matter?
Christopher Gust and Nathan Sheets
Abstract and related information | Full paper, latest version (299 KB PDF) | Full paper (screen reader version)

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Last update: September 26, 2013