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731 Results

Modelling Risk Premiums in Equity and Foreign Exchange Markets

Staff Working Paper 2000-9 René Garcia, Maral Kichian
The observed predictability of excess returns in equity and foreign exchange markets has largely been attributed to the presence of time-varying risk premiums in these markets. For example, excess equity returns were found to be explained by various financial and economic variables.
Content Type(s): Staff research, Staff working papers Research Topic(s): Exchange rates, Financial markets, Market structure and pricing JEL Code(s): E, E4, E44, F, F3, F31, G, G1, G12, G15

Understanding Post-COVID Inflation Dynamics

Staff Working Paper 2022-50 Martin Harding, Jesper Lindé, Mathias Trabandt
We propose a macroeconomic model with a nonlinear Phillips curve that has a flat slope when inflationary pressures are subdued and steepens when inflationary pressures are elevated. Our model can generate more sizable inflation surges due to cost-push and demand shocks than a standard linearized model when inflation is high.

Human Capital Risk and the Firmsize Wage Premium

Staff Working Paper 2008-33 Danny Leung, Alexander Ueberfeldt
Why do employed persons in large firms earn more than employed persons in small firms, even after controlling for observable characteristics? Complementary to previous results, this paper proposes a mechanism that gives an answer to this question.
Content Type(s): Staff research, Staff working papers Research Topic(s): Economic models, Labour markets, Productivity JEL Code(s): J, J2, J24, J3, J31

Supply Drivers of US Inflation Since the COVID-19 Pandemic

Staff Working Paper 2023-19 Serdar Kabaca, Kerem Tuzcuoglu
This paper examines the contribution of several supply factors to US headline inflation since the start of the COVID-19 pandemic. We identify six supply shocks using a structural VAR model: labor supply, labor productivity, global supply chain, oil price, price mark-up and wage mark-up shocks.

Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals

Staff Working Paper 2017-22 Lorenzo Pozzi, Barbara Sadaba
This paper presents a new testing method for the scapegoat model of exchange rates that aims to tighten the link between the theory on scapegoats and its empirical implementation. This new testing method consists of a number of steps.

Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit

Staff Working Paper 2009-19 Jean-Marie Dufour, Lynda Khalaf, Maral Kichian
Weak identification is likely to be prevalent in multi-equation macroeconomic models such as in dynamic stochastic general equilibrium setups. Identification difficulties cause the breakdown of standard asymptotic procedures, making inference unreliable.
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