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Discussion Paper
Inertial Taylor rules: the benefit of signaling future policy
Fuerst, Timothy S.; Carlstrom, Charles T.
(2007-04)
We trace the consequences of an energy shock on the economy under two different monetary policy rules: a standard Taylor rule where the Fed responds to inflation and the output gap; and a Taylor rule with inertia where the Fed moves slowly to the rate predicted by the standard rule. We show that with both sticky wages and sticky prices, the outcome of an inertial Taylor rule is superior to that of the standard rule, in the sense that inflation is lower and output is higher following an adverse energy shock. However, if prices alone are sticky, things are less clear and the standard rule ...
Policy Discussion Papers
, Issue Apr
Working Paper
Pricing interest rate swaps in an options pricing framework
Whittaker, J. Gregg
(1987)
Research Working Paper
, Paper 87-02
Working Paper
Term structure views of monetary policy
Tinsley, Peter A.; Kozicki, Sharon
(1998)
Term structure models and many descriptions of the transmission of monetary policy rest on the empirical relevance of the expectations hypothesis. Small differences in the perceived policy reaction function in VAR models of agent expectations strongly influence the relevance in the transmission mechanism of the expected short rate component of bond yields. Mean-reverting or difference-stationary characterizations of interest rates require large and volatile term premiums to match the observable term structure. However, short rate descriptions that capture shifting perceptions of long-horizon ...
Research Working Paper
, Paper 98-07
Report
How and why do small firms manage interest rate risk? Evidence from commercial loans
Vickery, James
(2005)
Although small firms are most sensitive to interest rate and other shocks, empirical work on corporate risk management has focused instead on large public companies. This paper studies fixed-rate and adjustable-rate loans to see how small firms manage their exposure to interest rate risk. The cross-sectional findings are as follows: credit-constrained firms consistently favor fixed-rate loans, minimizing their exposure to rising interest rates; firms adjust their exposure depending on how interest rate shocks covary with industry output; and "fixed versus adjustable" outcomes are correlated ...
Staff Reports
, Paper 215
Journal Article
Interest rate swaps: a new tool for managing risk
Loeys, Jan
(1985-05)
Business Review
, Issue May/Jun
, Pages 17-25
Journal Article
Domestic gloom and foreign optimism?
Keran, Michael W.
(1981)
FRBSF Economic Letter
Journal Article
Interest rates during economic expansion
anonymous
(1956-09)
Federal Reserve Bulletin
, Issue Sep
Working Paper
The high-frequency impact of news on long-term yields and forward rates: Is it real?
Wright, Jonathan H.; Beechey, Meredith J.
(2008)
This paper uses high-frequency intradaily data to estimate the effects of macroeconomic news announcements on yields and forward rates on nominal and index-linked bonds, and on inflation compensation. To our knowledge, it is the first study in the macro announcements literature to use intradaily real yield data, which allow us to parse the effects of news announcements on real rates and inflation compensation far more precisely than we can using daily data. Long-term nominal yields and forward rates are very sensitive to macroeconomic news announcements. We find that inflation compensation is ...
Finance and Economics Discussion Series
, Paper 2008-39
Journal Article
Real interest rates: what accounts for their recent rise?
Holland, A. Steven
(1984-12)
Review
, Volume 66
, Issue Dec
, Pages 18-29
Journal Article
Capital requirements for interest-rate and foreign-exchange hedges
Wall, Larry D.; Pringle, John J.; McNulty, James E.
(1990-05)
Economic Review
, Issue May
, Pages 14-28
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