Search Results

Your search found 18 documents


A U.S. Financial Conditions Index : Putting Credit Where Credit is Due

Author/Editor: Andrew Swiston.

Release Date:June, 2008

This paper uses vector autoregressions and impulse-response functions to construct a U.S. financial conditions index (FCI). Credit availability—proxied by survey results on lending more...



Price: $18.00
Spillovers Across NAFTA

Author/Editor: Tamim Bayoumi, Andrew Swiston.

Release Date:January, 2008

This paper examines linkages across North America by estimating the size of spillovers from the major regions of the world-the United States, euro area, Japan, and the rest of the world-to Canada and more...



Price: $18.00
Foreign Entanglements : Estimating the Source and Size of Spillovers Across Industrial Countries

Author/Editor: Tamim Bayoumi, Andrew Swiston.

Release Date:July, 2007

VARs of real growth since 1970 are used to estimate spillovers between the U.S., euro area, Japan, and an aggregate of small industrial countries, which proxies for global shocks. U.S. and global more...



Price: $18.00
Where Have the Monetary Surprises Gone? The Effects of FOMC Statements

Author/Editor: Andrew Swiston.

Release Date:July, 2007

This paper examines the impact of central bank communication on market expectations of monetary policy and long-term interest rates by comparing Federal Open Market Committee (FOMC) action dates when more...



Price: $18.00
The Ties that Bind : Measuring International Bond Spillovers Using Inflation-Indexed Bond Yields

Author/Editor: Andrew Swiston, Tamim Bayoumi.

Release Date:June, 2007

This paper explores international bond spillovers using daily and intra-day data on yields on inflation-indexed bonds and associated inflation expectations for the United States, Australia, Canada, more...



Price: $18.00
U.S. Revenue Surprises : Are Happy Days Here to Stay?

Author/Editor: Koshy Mathai, Andrew Swiston, Martin Mühleisen.

Release Date:June, 2007

A key question for U.S. policymakers is whether the recent strength in federal revenue is likely to continue. This question is addressed through an econometric analysis of the determinants of tax more...



Price: $18.00
What Explains Private Saving in Mexico?

Author/Editor: Andrew Swiston, Ales Bulir.

Release Date:August, 2006

This paper examines the factors influencing Mexico's private saving rate. Cross-country analysis finds that Mexico's private saving is somewhat higher than could be explained by its fundamentals, but more...



Price: $15.00
Shocking Aspects of Canadian Labor Markets

Author/Editor: Bennett Sutton, Tamim Bayoumi, Andrew Swiston.

Release Date:March, 2006

We analyze the flexibility of the Canadian labor market across provinces in both an interand intra-national context using macroeconomic data on employment, unemployment, participation, and (for more...



Price: $15.00
Prev 1 2