International Finance Discussion Papers
		2012 IFDPs IFDP ordering information

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) - forthcoming

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) - forthcoming

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) - forthcoming

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) - forthcoming

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) - forthcoming

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) - forthcoming

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) - forthcoming

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) - forthcoming

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) - forthcoming

2012-1062 (November 2012)
A State-Dependent Model for Inflation Forecasting
Andrea Stella and James H. Stock
Abstract and related information | Full paper (253 KB PDF) | Full paper (screen reader version) - forthcoming

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) - forthcoming

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) - forthcoming

2012-1059 (November 2012)
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 (435 KB PDF) | Full paper (screen reader version) - forthcoming

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) - forthcoming

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) - forthcoming

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) - forthcoming

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) - forthcoming

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) - forthcoming

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) - forthcoming

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) - forthcoming

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) - forthcoming

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) - forthcoming

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) - forthcoming

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) - forthcoming

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) - forthcoming

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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