Results 1 - 30 of 1,160 for Federal Funds Rate [collection: publications]
Using Federal Funds Futures Rates to Predict Federal Reserve Actions - Review
The federal funds futures rate naturally embodies the market’s expectation of the average behavior of the federal funds rate. But, as the authors explain, analysts cannot attempt to identify Fed policy from the behavior of the federal funds futures rate without making somewhat arbitrary additional assumptions.
research.stlouisfed.org/.../using-federal-funds-futures-rates-to-predict-federal-reserve-actions
A New Daily Federal Funds Rate Series and History of the Federal Funds Market, 1928-54 - Review
This article describes the origins and development of the federal funds market from its inception in the 1920s to the early 1950s. We present a newly digitized daily data series on the federal funds rate from April 1928 through June 1954.
Tests of the Market's Reaction to Federal Funds Rate Target Changes - Review
The author tests several hypotheses about the market’s reactions to changes in the Federal Reserve’s federal funds rate target. He finds that short-term rates and long-term rates responded differently to funds rate target changes when target changes were accompanied by a change in the discount rate.
research.stlouisfed.org/.../01/tests-of-the-markets-reaction-to-federal-funds-rate-target-changes
Discrete Policy Changes and Empirical Models of the Federal Funds Rate - Review
Empirical models of the federal funds rate almost uniformly use the quarterly or monthly average of the daily rates. One empirical question about the federal funds rate concerns the extent to which monetary policymakers smooth this interest rate.
research.stlouisfed.org/.../discrete-policy-changes-and-empirical-models-of-the-federal-funds-rate
Commentary on "Expectations, Open Market Operations, and Changes in the Federal Funds Rate" - Review
Commentary on "Expectations, Open Market Operations, and Changes in the Federal Funds Rate" by John B. Taylor.
The low long-term yield is likely a result of high foreign demand for Treasuries rather than a near-zero federal funds rate.
A Neutral Federal Funds Rate? - Economic Synopses
Like Goldilocks exploring the three bears’ forest home, many analysts appear to believe there exists a “just right,” or neutral, federal funds rate target. But what exactly is a neutral monetary policy and is it possible to achieve it?
research.stlouisfed.org/.../publications/economic-synopses/2004/12/01/a-neutral-federal-funds-rate
Open Market Operations and the Federal Funds Rate - Review
It is commonly believed that the Fed’s ability to control the federal funds rate stems from its ability to alter the supply of liquidity in the overnight market through open market operations. This article uses daily data compiled by the author from the records of the Trading Desk of the Federal Reserve Bank of New York over the period March 1, 1984, through December 31, 1996.
research.stlouisfed.org/.../review/2007/11/01/open-market-operations-and-the-federal-funds-rate
The Federal Funds and Long-Term Rates - Economic Synopses
It is widely accepted that the absence of a change in long-term yields alongside a large changein the federal funds rate marks a break in the historical relationship between these rates. The author argues, however, that this break may have occurred in the early 1990s.
research.stlouisfed.org/.../economic-synopses/2007/05/01/the-federal-funds-and-long-term-rates
Expectations, Open Market Operations, and Changes in the Federal Funds Rate - Review
This author develops a simple model of the federal funds market that reflects some regulatory and technological changes and that can be used to investigate other changes.
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