IFDP Working

International Finance Discussion Papers

August 2018
First to "Read" the News: New Analytics and Algorithmic Trading

Bastian von Beschwitz, Donald B. Keim, and Massimo Massa

July 2018
Modeling Your Stress Away

Friederike Niepmann and Viktors Stebunovs

June 2018
Home Country Interest Rates and International Investment in U.S. Bonds

John Ammer, Stijn Claessens, Alexandra Tabova, and Caleb Wroblewski

IFDP Notes

June 2018
How vulnerable are EME corporates?

Daniel O. Beltran and Christopher G. Collins

Models and Tools

FRB/US Model:

A large-scale estimated general equilibrium model of the U.S. economy for FRB/US Model

Estimated Dynamic Optimization (EDO) Model:

A medium-scale New Keynesian dynamic stochastic general equilibrium (DSGE) model of the U.S. economy.

Survey of Consumer Finances (SCF):

Information on families' balance sheets, pensions, income, and demographic characteristics

Last Update: August 14, 2018
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