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3037 Results

Explaining and Forecasting Inflation in Emerging Markets: The Case of Mexico

The authors apply existing inflation models that have worked well in industrialized countries to Mexico, an emerging market that has recently moved to adopt an inflation-targeting framework for monetary policy. They compare the performance of these models with a mark-up model that has been used extensively to analyze inflation in Mexico.
Content Type(s): Staff research, Staff working papers Research Topic(s): Inflation and prices, International topics JEL Code(s): E, E3, E31, E37

Does Exchange Rate Policy Matter for Growth?

Previous studies on whether the nature of the exchange rate regime influences a country's medium-term growth performance have been based on a tripartite classification scheme that distinguishes between pegged, intermediate, and flexible exchange rate regimes.

High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market

Staff Working Paper 2014-56 George Jiang, Ingrid Lo, Giorgio Valente
This paper investigates high-frequency (HF) market and limit orders in the U.S. Treasury market around major macroeconomic news announcements. BrokerTec introduced i- Cross at the end of 2007 and we use this exogenous event as an instrument to analyze the impact of HF activities on liquidity and price efficiency.
Content Type(s): Staff research, Staff working papers Research Topic(s): Financial markets JEL Code(s): G, G1, G10, G12, G14

Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada

Staff Working Paper 2002-29 David Bolder, Scott Gusba
This paper continues the work started by Bolder and Stréliski (1999) and considers two alternative classes of models for extracting zero-coupon and forward rates from a set of observed Government of Canada bond and treasury-bill prices.

Towards a More Complete Debt Strategy Simulation Framework

Staff Working Paper 2002-13 David Bolder
An effective technique governments use to evaluate the desirability of different financing strategies involves stochastic simulation. This approach requires the postulation of the future dynamics of key macroeconomic variables and the use of those variables in the construction of a debt charge distribution for each individual financing strategy.
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