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International Finance Discussion Papers
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2007 IFDPs

IFDP ordering information

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2007-916 (December 2007)
Loose Commitment
Davide Debortoli and Ricardo Nunes
Abstract and related information | Full paper (369 KB PDF) | Full paper (screen reader version)

2007-915 (December 2007)
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated
Erik Hjalmarsson and Par Osterholm
Abstract and related information | Full paper (220 KB PDF) | Full paper (screen reader version)

2007-914 (November 2007)
The Stambaugh Bias in Panel Predictive Regressions
Erik Hjalmarsson
Abstract and related information | Full paper (304 KB PDF) | Full paper (screen reader version)

2007-913 (November 2007)
India's Future: It's About Jobs
Geoffrey N. Keim and Beth Anne Wilson
Abstract and related information | Full paper (265 KB PDF) | Full paper (screen reader version)

2007-912 (December 2007)
Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter?
John Ammer and Fang Cai
Abstract and related information | Full paper (441 KB PDF) | Full paper (screen reader version)

2007-911 (December 2007)
Precautionary Demand for Foreign Assets in Sudden Stop Economies: An Assessment of the New Mercantilism
Ceyhun Bora Durdu, Enrique G. Mendoza, and Marco E. Terrones
Abstract and related information | Full paper (703 KB PDF) | Full paper (screen reader version)

2007-910 (November 2007)
Monthly Estimates of U.S. Cross-Border Securities Positions
Carol C. Bertaut and Ralph W. Tryon
Abstract and related information | Full paper (1461 KB PDF) | Full paper (screen reader version)

2007-909 (November 2007)
Quantitative Implications of Indexed Bonds in Small Open Economies
Ceyhun Bora Durdu
Abstract and related information | Full paper (673 KB PDF) | Full paper (screen reader version)

2007-908 (November 2007)
External Governance and Debt Agency Costs of Family Firms
Andrew Ellul, Levent Guntay, and Ugur Lel
Abstract and related information | Full paper (242 KB PDF) | Full paper (screen reader version)

2007-907 (October 2007)
A Residual-Based Cointegration Test for Near Unit Root Variables
Erik Hjalmarsson and Par Osterholm
Abstract and related information | Full paper (322 KB PDF) | Full paper (screen reader version)

2007-906 (November 2007)
The Transmission of Domestic Shocks in the Open Economy
Christopher J. Erceg, Christopher Gust, and David Lopez-Salido
Abstract and related information | Full paper (404 KB PDF) | Full paper (screen reader version)

2007-905 (First Version, September 2007, latest version Current Version, August 2009)
Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Financial Markets
Alain P. Chaboud, Benjamin Chiquoine, Erik Hjalmarsson, and Mico Loretan
Abstract and related information | Full paper, latest version (907 KB PDF) | Full paper (screen reader version)

2007-904 (September 2007)
The Role of China in Asia: Engine, Conduit, or Steamroller?
Jane T. Haltmaier, Shaghil Ahmed, Brahima Coulibaly, Ross Knippenberg, Sylvain Leduc, Mario Marazzi, and Beth Anne Wilson
Abstract and related information | Full paper (978 KB PDF) | Full paper (screen reader version)

2007-903 (September 2007)
Trading Activity and Exchange Rates in High-Frequency EBS Data
Alain P. Chaboud, Sergey V. Chernenko, and Jonathan H. Wright
Abstract and related information | Full paper (352 KB PDF) | Full paper (screen reader version)

2007-902 (September 2007)
Exchange Rate Pass-Through to Export Prices: Assessing Some Cross-Country Evidence
Robert J. Vigfusson, Nathan Sheets, and Joseph Gagnon
Abstract and related information | Full paper (396 KB PDF) | Full paper (screen reader version)

2007-901 (August 2007)
Real-Time Measurement of Business Conditions
S. Boragan Aruoba, Francis X. Diebold, and Chiara Scotti
Abstract and related information | Full paper (891 KB PDF) | Full paper (screen reader version)

2007-900 (July 2007)
Bargaining, Fairness, and Price Rigidity in a DSGE Environment
David M. Arseneau and Sanjay K. Chugh
Abstract and related information | Full paper (638 KB PDF) | Full paper (screen reader version)

2007-899 (July 2007)
What Can the Data Tell Us about Carry Trades in Japanese Yen?
Joseph E. Gagnon and Alain P. Chaboud
Abstract and related information | Full paper (432 KB PDF) | Full paper (screen reader version)

2007-898 (June 2007)
Three Great American Disinflations
Michael Bordo, Christopher Erceg, Andrew Levin, and Ryan Michaels
Abstract and related information | Full paper (299 KB PDF) | Full paper (screen reader version)

2007-897 (June 2007, latest version May 2010)
Oil Shocks and External Adjustment
Martin Bodenstein, Christopher J. Erceg, and Luca Guerrieri
Abstract and related information | Full paper, latest version (311 KB PDF) | Full paper (screen reader version)

2007-896 (May 2007)
Price Setting during Low and High Inflation: Evidence from Mexico
Etienne Gagnon
Abstract and related information | Full paper (610 KB PDF) | Full paper (screen reader version)

2007-895 (May 2007)
A Note on the Coefficient of Determination in Models with Infinite Variance Variables
Jeong-Ryeol Kurz-Kim and Mico Loretan
Abstract and related information | Full paper (444 KB PDF) | Full paper (screen reader version)

2007-894 (April 2007)
The Stability of Large External Imbalances: The Role of Returns Differentials
Stephanie E. Curcuru, Tomas Dvorak, and Francis E. Warnock
Abstract and related information | Full paper (171 KB PDF) | Full paper (screen reader version)

2007-893 (April 2007)
Optimal Fiscal and Monetary Policy with Costly Wage Bargaining
David M. Arseneau and Sanjay K. Chugh
Abstract and related information | Full paper (469 KB PDF) | Full paper (screen reader version)

2007-892 (April 2007)
U.S. External Adjustment: Is It Disorderly? Is It Unique? Will It Disrupt the Rest of the World?
Steven B. Kamin, Trevor A. Reeve, and Nathan Sheets
Abstract and related information | Full paper (186 KB PDF) | Full paper (screen reader version)

2007-891 (April 2007)
Some Simple Tests of the Globalization and Inflation Hypothesis
Jane Ihrig, Steven B. Kamin, Deborah Lindner, and Jaime Marquez
Abstract and related information | Full paper (664 KB PDF) | Full paper (screen reader version)

2007-890 (February 2007)
Dollarization and Financial Integration
Cristina Arellano and Jonathan Heathcote
Abstract and related information | Full paper (418 KB PDF) | Full paper (screen reader version)

2007-889 (January 2007)
Markov Switching GARCH Models of Currency Turmoil in Southeast Asia
Celso Brunetti, Roberto S. Mariano, Chiara Scotti, and Augustine H.H. Tan
Abstract and related information | Full paper (352 KB PDF) | Full paper (screen reader version)

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Last update: September 26, 2013