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International Finance Discussion Papers
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2000 IFDPs

IFDP ordering information

2000-695 (December 2000)
Predictable Uncertainty in Economic Forecasting
Neil R. Ericsson
Abstract and related information | Full paper (200 KB PDF) | Full paper (1411 KB Postscript)

2000-694 (December 2000)
Fiscal Federalism and European Integration: Implications for Fiscal and Monetary Policies
Edward M. Gramlich; Paul R. Wood
Abstract and related information | Full paper (62 KB PDF)

2000-693 (December 2000)
On the Effect of the Internet on International Trade
Caroline L. Freund; Diana Weinhold
Abstract and related information | Full paper (95 KB PDF)

2000-692 (December 2000)
Current Account Adjustment in Industrialized Countries
Caroline L. Freund
Abstract and related information | Full paper (60 KB PDF)

2000-691 (December 2000, latest version May 2002)
Information Costs and Home Bias: An Analysis of U.S. Holdings of Foreign Equities
Alan G. Ahearne; William L. Griever; Francis E. Warnock
Abstract and related information | Full paper, latest version (185 KB PDF)

2000-690 (December 2000)
News and Noise in G-7 GDP Announcements
Jon Faust; John H. Rogers; Jonathan H. Wright
Abstract and related information | Full paper (123 KB PDF)

2000-689 (December 2000)
Size, Charter Value and Risk in Banking: An International Perspective
Gianni De Nicoló
Abstract and related information | Full paper (308 KB PDF)

2000-688 (December 2000, latest version April 2001)
The Geography of Capital Flows: What We Can Learn from Benchmark Surveys of Foreign Equity Holdings
Francis E. Warnock; Molly Mason
Abstract and related information | Full paper, latest version (81 KB PDF)

2000-687 (November 2000)
Output and Inflation in the Long Run
Neil R. Ericsson; John S. Irons; Ralph W. Tryon
Abstract and related information | Full paper (240 KB PDF) | Full paper (1456 KB Postscript)

2000-686 (November 2000)
Firms and Their Distressed Banks: Lessons from the Norwegian Banking Crisis (1988-1991)
Steven Ongena; David C. Smith; Dag Michalsen
Abstract and related information | Full paper (232 KB PDF)

2000-685 (November 2000)
Log-Periodogram Estimation of Long Memory Volatility Dependencies with Conditionally Heavy Tailed Returns
Jonathan H. Wright
Abstract and related information | Full paper (170 KB PDF)

2000-684 (November 2000)
The Use and Abuse of "Real-Time" Data in Economic Forecasting
Evan Koenig; Sheila Dolmas; Jeremy Piger
Abstract and related information | Full paper (80 KB PDF)

2000-683 (September 2000)
Markov Regime-Switching and Unit Root Tests
Charles R. Nelson; Jeremy Piger; Eric Zivot
Abstract and related information | Full paper (91 KB PDF)

2000-682 (September 2000, latest version August 2001)
Exact Confidence Intervals for Impulse Responses in a Gaussian Vector Autoregression
Jonathan H. Wright
Abstract and related information | Full paper, latest version (200 KB PDF)

2000-681 (September 2000)
Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations
Chang-Jin Kim; Jeremy Piger
Abstract and related information | Full paper (106 KB PDF)

2000-680 (September 2000)
Spaghetti Regionalism
Caroline L. Freund
Abstract and related information | Full paper (152 KB PDF)

2000-679 (September 2000, latest version February 2004)
The Impact of Bank Consolidation on Commercial Borrower Welfare
Jason Karceski; Steven Ongena; David C. Smith
Abstract and related information | Full paper, latest version (407 KB PDF)

2000-678 (September 2000)
Modeling the IMF's Statistical Discrepancy in the Global Current Account
Jaime Marquez; Lisa Workman
Abstract and related information | Full paper (303 KB PDF)

2000-677 (August 2000)
The Declining Volatility of U.S. Employment: Was Arthur Burns Right?
M. V. Cacdac Warnock; Francis E. Warnock
Abstract and related information | Full paper (384 KB PDF)

2000-676 (August 2000)
The Expectations Trap Hypothesis
Lawrence J. Christiano; Christopher Gust
Abstract and related information | Full paper (2907 KB PDF)

2000-675 (July 2000)
Do Indicators of Financial Crises Work? An Evaluation of an Early Warning System
Hali J. Edison
Abstract and related information | Full paper (463 KB PDF) | Full paper (3866 KB Postscript)

2000-674 (July 2000)
Detecting Lack of Identification in GMM
Jonathan H. Wright
Abstract and related information | Full paper (239 KB PDF)

2000-673 (July 2000)
Time-to-Build, Time-to-Plan, Habit-Persistence, and the Liquidity Effect
Rochelle Edge
Abstract and related information | Full paper (428 KB PDF)

2000-672 (July 2000)
The Equivalence of Wage and Price Staggering in Monetary Business Cycle Models
Rochelle Edge
Abstract and related information | Full paper (249 KB PDF)

2000-671 (July 2000)
The Effect of Monetary Policy on Residential and Structures Investment Under Differential Project Planning and Completion Times
Rochelle Edge
Abstract and related information | Full paper (484 KB PDF)

2000-670 (June 2000)
Finance and Macroeconomic Volatility
Cevdet Denizer; Murat F. Iyigun; Ann L. Owen
Abstract and related information | Full paper (334 KB PDF)

2000-669 (June 2000)
The Impact of Monetary Policy on Exchange Rates During Financial Crises
David Gould; Steven B. Kamin
Abstract and related information | Full paper (157 KB PDF)

2000-668 (June 2000)
How Consistent Are Credit Ratings? A Geographic and Sectoral Analysis of Default Risk
John Ammer; Frank Packer
Abstract and related information | Full paper (73 KB PDF)

2000-667 (April 2000)
Exchange Rate Dynamics and the Welfare Effects of Monetary Policy in a Two-Country Model with Home-Product Bias
Francis E. Warnock
Abstract and related information | Full paper (257 KB PDF)

2000-666 (May 2000)
Deviations from Purchasing Power Parity: Causes and Welfare Costs
Charles M. Engel; John H. Rogers
Abstract and related information | Full paper (245 KB PDF)

2000-665 (April 2000)
Monetary Policy Independence in the ERM: Was There Any?
Hali J. Edison; Ronald MacDonald
Abstract and related information | Full paper (352 KB PDF) | Full paper (3264 KB Postscript)

2000-664 (April 2000, May 2003, latest version May 2003)
The Dynamics of Informal Employment
Jane Ihrig; Karine Moe
Abstract and related information | Full paper, latest version (355 KB PDF)

2000-663 (April 2000)
Constructive Data Mining: Modeling Consumers' Expenditure in Venezuela
Julia Campos; Neil R. Ericsson
Abstract and related information | Full paper (1529 KB Postscript) | Full paper (227 KB PDF)

2000-662 (March 2000)
Capital Controls During Financial Crises: The Case of Malaysia and Thailand
Hali J. Edison; Carmen M. Reinhart
Abstract and related information | Full paper (1039 KB Postscript) | Full paper (103 KB PDF)

2000-661 (February 2000)
The Effect of Markups on the Exchange Rate Exposure of Stock Returns
George Allayannis; Jane Ihrig
Abstract and related information | Full paper (1591 KB PDF)

2000-660 (February 2000)
Monetary Disturbances Matter for Business Fluctuations in the G-7
Fabio Canova; Gianni De Nicoló
Abstract and related information | Full paper (498 KB PDF)

2000-659 (February 2000)
Human Capital, Unemployment, and Relative Wages in a Global Economy
Donald Davis; Trevor A. Reeve
Abstract and related information | Full paper (207 KB PDF) | Full paper (1273 KB Postscript)

2000-658 (February 2000)
Evaluating Correlation Breakdowns during Periods of Market Volatility
Mico Loretan; William B. English
Abstract and related information | Full paper (624 KB PDF)

2000-657 (January 2000)
'Here, Dollars, Dollars...' -- Estimating Currency Demand and Worldwide Currency Substitution
Brian M. Doyle
Abstract and related information | Full paper (461 KB PDF)

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Last update: April 27, 2005