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International Finance Discussion Papers
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2012 IFDPs

IFDP ordering information

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2012-1071 (December 2012)
Institutional Herding in the Corporate Bond Market
Fang Cai, Song Han, and Dan Li
Abstract and related information | Full paper (846 KB PDF) | Full paper (screen reader version)

2012-1070 (December 2012)
Firm Characteristics and Empirical Factor Models: A Data-Mining Experiment
Leonid Kogan and Mary Tian
Abstract and related information | Full paper (610 KB PDF) | Full paper (screen reader version)

2012-1069 (December 2012)
Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns Around the World
Ricardo Correa, Kuan-Hui Lee, Horacio Sapriza, and Gustavo Suarez
Abstract and related information | Full paper (289 KB PDF) | Full paper (screen reader version)

2012-1068 (December 2012)
Variance Risk Premiums and the Forward Premium Puzzle
Juan M. Londono and Hao Zhou
Abstract and related information | Full paper (421 KB PDF) | Full paper (screen reader version)

2012-1067 (December 2012)
Banks, Sovereign Debt and the International Transmission of Business Cycles
Luca Guerrieri, Matteo Iacoviello, and Raoul Minetti
Abstract and related information | Full paper (225 KB PDF) | Full paper (screen reader version)

2012-1066 (December 2012)
Do Recessions Affect Potential Output?
Jane Haltmaier
Abstract and related information | Full paper (257 KB PDF) | Full paper (screen reader version)

2012-1065 (November 2012, latest version January 2013)
Interest Rates and the Volatility and Correlation of Commodity Prices
Joseph W. Gruber and Robert J. Vigfusson
Abstract and related information | Full paper, latest version (319 KB PDF) | Full paper (screen reader version)

2012-1064 (November 2012, latest version December 2012)
Foreign Banks in the U.S.: A Primer
William Goulding and Daniel E. Nolle
Abstract and related information | Full paper, latest version (1156 KB PDF) | Full paper (screen reader version)

2012-1063 (November 2012)
Fiscal Consolidation in a Currency Union: Spending Cuts vs. Tax Hikes
Christopher J. Erceg and Jesper Linde
Abstract and related information | Full paper (482 KB PDF) | Full paper (screen reader version)

2012-1062 (November 2012)
A State-Dependent Model for Inflation Forecasting
Andrea Stella and James H. Stock
Abstract and related information | Full paper, latest version (272 KB PDF) | Full paper (screen reader version)

2012-1061 (November 2012)
Gauging The Effects of Fiscal Stimulus Packages In The Euro Area
Gunter Coenen, Roland Straub, and Mathias Trabandt
Abstract and related information | Full paper (510 KB PDF) | Full paper (screen reader version)

2012-1060 (November 2012)
Nonparametric HAC Estimation for Time Series Data with Missing Observations
Deepa Dhume Datta and Wenxin Du
Abstract and related information | Full paper (660 KB PDF) | Full paper (screen reader version)

2012-1059 (November 2012, latest version July 2013)
Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel During the European Sovereign Crisis
Ricardo Correa, Horacio Sapriza, and Andrei Zlate
Abstract and related information | Full paper, latest version (654 KB PDF) | Full paper (screen reader version)

2012-1058 (November 2012)
Crisis and Calm: Demand for U.S. Currency at Home and Abroad From the Fall of the Berlin Wall to 2011
Ruth Judson
Abstract and related information | Full paper (396 KB PDF) | Full paper (screen reader version)

2012-1057 (October 2012)
The Return on U.S. Direct Investment at Home and Abroad
Stephanie E. Curcuru and Charles P. Thomas
Abstract and related information | Full paper (312 KB PDF) | Full paper (screen reader version)

2012-1056 (October 2012)
Evaluating a Global Vector Autoregression for Forecasting
Neil R. Ericsson and Erica L. Reisman
Abstract and related information | Full paper (92 KB PDF) | Full paper (screen reader version)

2012-1055 (August 2012)
International Relative Price Levels: A Look Under the Hood
Jaime Marquez, Charles Thomas, and Corinne Land
Abstract and related information | Full paper (597 KB PDF) | Full paper (screen reader version)

2012-1054 (August 2012)
Commodity Price Movements in a General Equilibrium Model of Storage
David M. Arseneau and Sylvain Leduc
Abstract and related information | Full paper (811 KB PDF) | Full paper (screen reader version)

2012-1053 (August 2012)
Heterogeneous Workers, Optimal Job Seeking, and Aggregate Labor Market Dynamics
Brendan Epstein
Abstract and related information | Full paper (565 KB PDF) | Full paper (screen reader version)

2012-1052 (August 2012)
Individual Price Adjustment Along the Extensive Margin
Etienne Gagnon, David López-Salido, and Nicholas Vincent
Abstract and related information | Full paper (464 KB PDF) | Full paper (screen reader version)

2012-1051 (August 2012)
U.S. Real Interest Rates and Default Risk in Emerging Economies
Nathan Foley-Fisher and Bernardo Guimaraes
Abstract and related information | Full paper (1242 KB PDF) | Full paper (screen reader version)

2012-1050 (June 2012)
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries
Lutz Kilian and Robert J. Vigfusson
Abstract and related information | Full paper (158 KB PDF) | Full paper (screen reader version)

2012-1049 (June 2012)
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries
Samir Jahjah, Bin Wei, and Vivian Zhanwei Yue
Abstract and related information | Full paper (200 KB PDF) | Full paper (screen reader version)

2012-1048 (May 2012)
How Do Laffer Curves Differ Across Countries?
Mathias Trabandt and Harald Uhlig
Abstract and related information | Full paper (280 KB PDF) | Full paper (screen reader version)

2012-1047 (May 2012)
The Timing of Sovereign Defaults Over Electoral Terms
Nathan Foley-Fisher
Abstract and related information | Full paper (242 KB PDF) | Full paper (screen reader version)

2012-1046 (April 2012)
Fiscal Consolidation in an Open Economy
Christopher J. Erceg and Jesper Lindé
Abstract and related information | Full paper (145 KB PDF) | Full paper (screen reader version)

2012-1045 (March 2012)
When Good Investments Go Bad: The Contraction in Community Bank Lending After the 2008 GSE Takeover
Tara Rice and Jonathan Rose
Abstract and related information | Full paper (395 KB PDF) | Full paper (screen reader version)

2012-1044 (March 2012)
U.S. International Equity Investment
John Ammer, Sara B. Holland, David C. Smith, and Francis E. Warnock
Abstract and related information | Full paper (298 KB PDF) | Full paper (screen reader version)

2012-1043 (March 2012)
The Effect of TARP on Bank Risk-Taking
Lamont Black and Lieu Hazelwood
Abstract and related information | Full paper (666 KB PDF) | Full paper (screen reader version)

2012-1042 (February 2012)
Monetary Policy in Emerging Market Economies: What Lessons From the Global Financial Crisis?
Brahima Coulibaly
Abstract and related information | Full paper (173 KB PDF) | Full paper (screen reader version)

2012-1041 (January 2012)
Foreign Holdings of U.S. Treasuries and U.S. Treasury Yields
Daniel O. Beltran, Maxwell Kretchmer, Jaime Marquez, and Charles P. Thomas
Abstract and related information | Full paper (393 KB PDF) | Full paper (screen reader version)

2012-1040 (January 2012, latest version June 2012)
Missing Import Price Changes and Low Exchange Rate Pass-Through
Etienne Gagnon, Benjamin R. Mandel, and Robert J. Vigfusson
Abstract and related information | Full paper, latest version (581 KB PDF) | Full paper (screen reader version)

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Last update: December 5, 2013