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682 Results

Real and Nominal Frictions within the Firm: How Lumpy Investment Matters for Price Adjustment

Staff Working Paper 2009-36 Michael K. Johnston
Real rigidities are an important feature of modern sticky price models and are policy-relevant because of their welfare consequences, but cannot be structurally identified from time series. I evaluate the plausibility of capital specificity as a source of real rigidities using a two-dimensional generalized (s,S) model calibrated to micro evidence.
Content Type(s): Staff research, Staff working papers Research Topic(s): Monetary policy transmission JEL Code(s): E, E1, E12, E2, E22, E3, E31

Persistent Debt and Business Cycles in an Economy with Production Heterogeneity

Staff Working Paper 2023-17 Aubhik Khan, Soyoung Lee
We examine the role of debt in amplifying and propagating recessions. Firms’ debt adjustment makes recessions deeper but makes expansions gradual. In particular, when the aggregate business leverage is ten percentage points above average, the half-life of the recovery doubles.

Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility

Staff Working Paper 2013-37 Bo Young Chang, Bruno Feunou
We measure uncertainty surrounding the central bank’s future policy rates using implied volatility computed from interest rate option prices and realized volatility computed from intraday prices of interest rate futures.

Differentiable, Filter Free Bayesian Estimation of DSGE Models Using Mixture Density Networks

Staff Working Paper 2025-3 Chris Naubert
I develop a method for Bayesian estimation of globally solved, non-linear macroeconomic models. The method uses a mixture density network to approximate the initial state distribution. The mixture density network results in more reliable posterior inference compared with the case when the initial states are set to their steady-state values.
Content Type(s): Staff research, Staff working papers Research Topic(s): Business fluctuations and cycles, Economic models JEL Code(s): C, C6, C61, C63, E, E3, E37, E4, E47

Affine Term-Structure Models: Theory and Implementation

Staff Working Paper 2001-15 David Bolder
Affine models describe the stylized time-series properties of the term structure of interest rates in a reasonable manner, they generalize relatively easily to higher dimensions, and a vast academic literature exists relating to their implementation. This combination of characteristics makes the affine class a natural introductory point for modelling interest rate dynamics.

Consumer Search, Productivity Heterogeneity, Prices, Markups, and Pass-through: Theory and Estimation

Staff Working Paper 2024-50 Alex Chernoff, Allen Head, Beverly Lapham
We develop and estimate a search model in which identical consumers trade with price-setting firms that differ in productivity. We use the estimated model to characterize the qualitative and quantitative differences in prices and markups across firms. We explore how individual firms respond to changes in cost and demand and how they pass these through to their prices and markup.
Content Type(s): Staff research, Staff working papers Research Topic(s): Inflation and prices, Service sector JEL Code(s): E, E3, E31, L, L1, L16

Countercyclical Bank Capital Requirement and Optimized Monetary Policy Rules

Using BoC-GEM-Fin, a large-scale DSGE model with real, nominal and financial frictions featuring a banking sector, we explore the macroeconomic implications of various types of countercyclical bank capital regulations. Results suggest that countercyclical capital requirements have a significant stabilizing effect on key macroeconomic variables, but mostly after financial shocks.

Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings

Staff Working Paper 2014-51 Sermin Gungor, Richard Luger
We propose double bootstrap methods to test the mean-variance efficiency hypothesis when multiple portfolio groupings of the test assets are considered jointly rather than individually.
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