Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 11 of 11 for “"Federal Funds Rate"”.
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Endogenous Money and the Structure of Interest Rates
… examines the empirical patterns of interest rates in the United States in the period from 1992 to 2019. Looking into the patterns of interest rates, the spread between the Federal Funds rate and long-term interest rate is widening in the post-1990s period with the remarkable acceleration of …
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Two Essays on Monetary Policy and Exchange Rates in Thailand
… on monetary policy determination and exchange rate forecasting in Thailand. Thailand is a small open economy using an inflation-targeting framework with a managed floating exchange rate. The Bank of Thailand uses the policy interest rate as the main monetary policy instrument and intervenes in …
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Macroeconomic consequences of accounting : the effect of accounting conservatism on macroeconomic indicators and the money supply
… extending to the aggregate level, I demonstrate that annual estimates of aggregate corporate profits and gross domestic product from 1929 to 2007 compiled by the U.S. Bureau of Economic Analysis are more sensitive to negative aggregate cash flow news than to positive aggregate cash flow …
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Forecasting failure : a systems perspective on the fall of Countrywide Financial
… in the preceding few years and an oscillating federal funds rate. Using publically available data from Countrywide Financial, prices of individual mortgage backed securities will be calculated using the standard pricing models and an author-developed simple pricing model that utilizes actual …
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Fomc Dissenting: Is the Chairman Conducting the Music?
<p>It has been suggested that dissenting in Federal Open Market Committee (FOMC) meetings may be limited. This question was explored in a paper written by Petra Gerlach-Kristen and Ellen Meade where the authors examined voting behavior under Chairman Greenspan's term of service. The authors find …
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Different Aspects of Market Liquidity
… premium in the inflation adjusted growth rates of narrow money, broad money and the money multiplier. The Democratic premium remains statistically significant and economically meaningful in the M1 and M2 growth rates after controlling for autoregressive components and the distributed lags …
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Opportunist to risk manager: reverse engineering the Taylor rule
… (1993) advocated that the short term policy rate should respond linearly to the inflation rate and to the output gap. The Taylor Rule also seemed to track the federal funds rate over the formative years of the Greenspan regime, then considered to have experienced a number of early successes. …
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Three Essays on Leverage and the Macroeconomy
In recent years the Federal Reserve has set very low policy interest rates in response to the global financial crisis and Great Recession. But as the federal funds rate has become almost constant since the first quarter of 2009, it partially has lost its appeal to affect the major macroeconomic and …
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Essays On The Impacts Of Quantitative Easing On Financial Markets
… severity of the financial crisis of 2008, the Federal Reserve had attempted a variety of unconventional monetary policy to support the U.S. financial markets at the verge of collapse. The most well-known of the Fed's unconventional monetary policy is quantitative easing, in which it purchased a …
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The effectiveness of monetary policy in a regime-switching environment
… a linear time-series model. This thesis demonstrates that the business cycle is inherently nonlinear and that this nonlinearity can be captured by regime-switching models and, in particular, by STAR models. STAR models applied to the logarithm of the U.S. real GNP have, however, not produced …
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Prospective Reappointment and the Monetary Policy Preferences of the Federal Open Market Committee Members
… and Bank Presidents at the meetings of the Federal Open Market Committee (FOMC). We have a hypothesis that the Bank presidents and Governors behave differently. We suppose that the governors of the FOMC which are completing a term of another governor and are eligible for reappointment change …