Search Results
Journal Article
A new approach to gauging inflation expectations
Haubrich, Joseph G.
(2009-08)
This Economic Commentary explains a relatively new method of uncovering inflation expectations, real interest rates, and an inflation-risk premium. It provides estimates of expected inflation from one month to 30 years, an estimate of the inflation-risk premium, and a measure of real interest rates, particularly a short (one-month) rate, which is not readily available from the TIPS market. Calculations using the method suggest that longer-term inflation expectations remain near historic lows. Furthermore, the inflation-risk premium is also low, which in the model means that inflation is not ...
Economic Commentary
, Volume 2009
, Issue Aug
, Pages 4
Working Paper
Search, switching costs, and the stickiness of credit card interest rates
Mester, Loretta J.; Calem, Paul S.
(1992)
Working Papers
, Paper 92-24
Working Paper
Nonlinear adventures at the zero lower bound
Rubio-Ramirez, Juan F.; Gordon, Grey; Guerron-Quintana, Pablo; Fernández-Villaverde, Jesús
(2012)
Motivated by the recent experience of the U.S. and the Eurozone, the authors describe the quantitative properties of a New Keynesian model with a zero lower bound (ZLB) on nominal interest rates, explicitly accounting for the nonlinearities that the bound brings. Besides showing how such a model can be efficiently computed, the authors found that the behavior of the economy is substantially affected by the presence of the ZLB. In particular, the authors document 1) the unconditional and conditional probabilities of hitting the ZLB; 2) the unconditional and conditional probabilty distributions ...
Working Papers
, Paper 12-10
Conference Paper
Backward-looking interest-rate rules, interest-rate smoothing, and macroeconomic instability
Uribe, Martin; Benhabib, Jess; Schmitt-Grohe, Stephanie
(2003)
The existing literature on the stabilizing properties of interest-rate feedback rules has stressed the perils of linking interest rates to forecasts of future inflation. Such rules have been found to give rise to aggregate fluctuations due to self-fulfilling expectations. In response to this concern, a growing literature has focused on the stabilizing properties of interest-rate rules whereby the central bank responds to a measure of past inflation. The consensus view that has emerged is that backward-looking rules contribute to protecting the economy from embarking on expectations-driven ...
Proceedings
Working Paper
Linear cointegration of nonlinear time series with an application to interest rate dynamics
Jones, Barry E.; Nesmith, Travis D.
(2006)
We derive a definition of linear cointegration for nonlinear stochastic processes using a martingale representation theorem. The result shows that stationary linear cointegrations can exhibit nonlinear dynamics, in contrast with the normal assumption of linearity. We propose a sequential nonparametric method to test first for cointegration and second for nonlinear dynamics in the cointegrated system. We apply this method to weekly US interest rates constructed using a multirate filter rather than averaging. The Treasury Bill, Commercial Paper and Federal Funds rates are cointegrated, with two ...
Finance and Economics Discussion Series
, Paper 2007-03
Journal Article
Movements in the term structure of interest rates
Bliss, Robert R.
(1997-10-04)
Bond prices tend to move together. Stocks tend to go their own way. This distinction requires completely different approaches to managing risks for these securities. For equities the emphasis is on reducing idiosyncratic risk through portfolio diversification. For interest rate-sensitive securities it is on precisely balancing a portfolio to achieve the desired exposure to systematic risk factors. ; Hedging to reduce or eliminate the common factors influencing an interest rate-sensitive portfolio's value requires a model of interest rate behavior. This article reviews and extends previous ...
Economic Review
, Volume 82
, Issue Q 4
, Pages 16-33
Journal Article
Do interest rates help predict inflation?
Emery, Kenneth M.; Koenig, Evan F.
(1992-10)
Accurate forecasts of inflation are important to policymakers and to individuals who must make decisions on the basis of expectations about the future purchasing power of the dollar. ; Recent research on forecasting inflation has shown that interest rates, by themselves, may provide useful information about future inflation. In this article, Kenneth M. Emery and Evan F. Koenig investigate whether interest rates contain information about future inflation beyond that found in traditional inflation-forecasting models. In other words, does adding interest rates to traditional inflation models ...
Economic and Financial Policy Review
, Issue Q IV
, Pages 1-17
Working Paper
Financing Affordable and Sustainable Homeownership with Fixed-COFI Mortgages
Passmore, Wayne; von Hafften, Alexander H.
(2018-02-05)
The 30-year fixed-rate fully amortizing mortgage (or ?traditional fixed-rate mortgage?) was a substantial innovation when first developed during the Great Depression. However, it has three major flaws. First, because homeowner equity accumulates slowly during the first decade, homeowners are essentially renting their homes from lenders. With this sluggish equity accumulation, many lenders require large down payments. Second, in each monthly mortgage payment, homeowners substantially compensate capital markets investors for the ability to prepay. The homeowners might have better uses for this ...
Finance and Economics Discussion Series
, Paper 2018-009
Journal Article
Interest rates and economic announcements
Hafer, Rik; Dwyer, Gerald P.
(1989-03)
Review
, Issue Mar
, Pages 34-46
Working Paper
Inflation uncertainty and the nominal term structure: a survey
Abken, Peter A.
(1994)
FRB Atlanta Working Paper
, Paper 94-7
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