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Citations of
Michael T. Owyang

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Working papers

  1. Andra C. Ghent & Michael T. Owyang, 2009. "Is housing the business cycle? evidence from U.S. cities," Working Papers 2009-007, Federal Reserve Bank of St. Louis. [Downloadable!]

    Cited by:

    1. Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller, 2009. "Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model," Working papers 2009-19, University of Connecticut, Department of Economics. [Downloadable!]
      Other versions:

  2. James D. Hamilton & Michael T. Owyang, 2009. "The propagation of regional recessions," Working Papers 2009-013, Federal Reserve Bank of St. Louis. [Downloadable!]

    Cited by:

    1. Andra C. Ghent & Michael T. Owyang, 2009. "Is housing the business cycle? evidence from U.S. cities," Working Papers 2009-007, Federal Reserve Bank of St. Louis. [Downloadable!]

  3. Michael T. Owyang & David E. Rapach & Howard J. Wall, 2008. "States and the business cycle," Working Papers 2007-050, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

    Cited by:

    1. Chad R. Wilkerson, 2009. "Recession and recovery across the nation: lessons from history," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 5-24. [Downloadable!]
    2. Magnusson, Kristin, 2009. "The Impact of U.S. Regional Business Cycles on Remittances to Latin America," Working Paper Series in Economics and Finance 710, Stockholm School of Economics. [Downloadable!]

  4. Leora Friedberg & Michael Owyang & Anthony Webb, 2008. "Identifying Local Differences in Retirement Patterns," Working Papers, Center for Retirement Research at Boston College wp2008-18, Center for Retirement Research, revised Dec 2008. [Downloadable!]

    Cited by:

    1. Alicia H. Munnell & Mauricio Soto & Robert K. Triest & Natalia A. Zhivan, 2008. "How Much Do State Economics and Other Characteristics Affect Retirement Behavior?," Working Papers, Center for Retirement Research at Boston College wp2008-12, Center for Retirement Research, revised Sep 2008. [Downloadable!]

  5. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall & Christopher H. Wheeler, 2007. "The economic performance of cities: a Markov-switching approach," Working Papers 2006-056, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

    Cited by:

    1. Andra C. Ghent & Michael T. Owyang, 2009. "Is housing the business cycle? evidence from U.S. cities," Working Papers 2009-007, Federal Reserve Bank of St. Louis. [Downloadable!]
    2. James D. Hamilton & Michael T. Owyang, 2009. "The propagation of regional recessions," Working Papers 2009-013, Federal Reserve Bank of St. Louis. [Downloadable!]
    3. Neville Francis & Michael T. Owyang & Tatevik Sekhposyan, 2009. "The local effects of monetary policy," Working Papers 2009-048, Federal Reserve Bank of St. Louis. [Downloadable!]

  6. Neville Francis & Michael T. Owyang & Jennifer E. Roush, 2007. "A flexible finite-horizon identification of technology shocks," Working Papers 2005-024, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:

    Cited by:

    1. Robert B. Barsky & Eric R. Sims, 2009. "News Shocks," NBER Working Papers 15312, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Fève, Patrick & Guay, Alain, 2006. "Identification of Technology Shocks in Structural VARs," IDEI Working Papers 383, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
      Other versions:
    3. Neville Francis & Valerie A. Ramey, 2005. "Measures of Per Capita Hours and their Implications for the Technology-Hours Debate," NBER Working Papers 11694, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Hashmat Khan & John Tsoukalas, 2005. "Technology Shocks and UK Business Cycles," Macroeconomics 0512006, EconWPA. [Downloadable!]

  7. Kristie M. Engemann & Michael T. Owyang, 2007. "Whatever happened to the business cycle? a Bayesian analysis of jobless recoveries," Working Papers 2007-013, Federal Reserve Bank of St. Louis. [Downloadable!]

    Cited by:

    1. R. Jason Faberman, 2008. "Job flows, jobless recoveries, and the Great Moderation," Working Papers 08-11, Federal Reserve Bank of Philadelphia. [Downloadable!]

  8. Leora Friedberg & Michael T. Owyang & Tara M. Sinclair, 2006. "Searching for better prospects: endogenizing falling job tenure and private pension coverage," Working Papers 2003-038, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:

    Published as:

    Cited by:

    1. Leora Friedberg & Michael Owyang, 2004. "Explaining the Evolution of Pension Structure and Job Tenure," NBER Working Papers 10714, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  9. Michael T. Owyang & Howard J. Wall, 2006. "Regional VARs and the channels of monetary policy," Working Papers 2006-002, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

    Cited by:

    1. Howard J. Wall, 2007. "Regional business cycle phases in Japan," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 61-80. [Downloadable!]
      Other versions:
    2. Neville Francis & Michael T. Owyang & Tatevik Sekhposyan, 2009. "The local effects of monetary policy," Working Papers 2009-048, Federal Reserve Bank of St. Louis. [Downloadable!]

  10. Michael T. Owyang & Jeremy Piger & Howard J. Wall & Federal Reserve Bank of St. Louis, 2006. "A State-Level Analysis of the Great Moderation," Computing in Economics and Finance 2006 131, Society for Computational Economics. [Downloadable!]
    Other versions:

    Published as:

    Cited by:

    1. Michael T. Owyang & David E. Rapach & Howard J. Wall, 2008. "States and the business cycle," Working Papers 2007-050, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    2. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall & Christopher H. Wheeler, 2007. "The economic performance of cities: a Markov-switching approach," Working Papers 2006-056, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    3. James B. Bullard & Aarti Singh, 2009. "Learning and the Great Moderation," Working Papers 2007-027, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    4. J. Christina Wang, 2006. "Financial innovations, idiosyncratic risk, and the joint evolution of real and financial volatilities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov. [Downloadable!]
    5. Gerald Carlino & Robert DeFina & Keith Sill, 2009. "The long and large decline in state employment growth volatility," Working Papers 09-9, Federal Reserve Bank of Philadelphia. [Downloadable!]
      Other versions:
    6. Rajeev Dhawan & Karsten Jeske & Pedro Silos, 2008. "Productivity, energy prices, and the Great Moderation: a new link," Working Paper 2008-11, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:

  11. Neville Francis & Michael T. Owyang & Athena T. Theodorou, 2005. "What explains the varying monetary response to technology shocks in G-7 countries?," Working Papers 2004-002, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:

    Published as:

    Cited by:

    1. Fabrizio Mattesini & Lorenza Rossi, 2007. "Productivity shocks and Optimal Monetary Policy in a Unionized Labor Market Economy," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0072, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE). [Downloadable!]
      Other versions:
    2. Neville Francis & Michael T. Owyang & Jennifer E. Roush, 2007. "A flexible finite-horizon identification of technology shocks," Working Papers 2005-024, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    3. Rossi, Lorenza & Mattesini, Fabrizio, 2007. "Productivity Shock and Optimal Monetary Policy in a Unionized Labor Market. Forthcoming: The Manchester School," MPRA Paper 8414, University Library of Munich, Germany, revised 2008. [Downloadable!]
    4. Galí, Jordi, 2005. "Trends in Hours, Balanced Growth and the Role of Technology in the Business Cycle," CEPR Discussion Papers 4915, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    5. Jordi Gali & Pau Rabanal, 2004. "Technology Shocks and Aggregate Fluctuations: How Well Does the RBS Model Fit Postwar U.S. Data?," NBER Working Papers 10636, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    6. Hashmat Khan & John Tsoukalas, 2005. "Technology Shocks and UK Business Cycles," Macroeconomics 0512006, EconWPA. [Downloadable!]
    7. Rossi, Lorenza & Mattesini, Fabrizio, 2007. "Optimal Monetary Policy in a Dual Labor Market Economy," MPRA Paper 2468, University Library of Munich, Germany, revised 15 Mar 2007. [Downloadable!]
    8. Mattesini Fabrizio & Rossi Lorenza, 2007. "Optimal monetary policy in economies with dual labor markets," wp.comunite 0009, Department of Communication, University of Teramo. [Downloadable!]
      Other versions:

  12. Neville Francis & Michael T. Owyang, 2004. "Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle," Working Papers 2003-001, Federal Reserve Bank of St. Louis. [Downloadable!]

    Cited by:

    1. Peter Tillmann, 2004. "Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates," Econometric Society 2004 North American Summer Meetings 26, Econometric Society. [Downloadable!]
      Other versions:
    2. PeterTillmann, 2004. "Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates," Computing in Economics and Finance 2004 53, Society for Computational Economics. [Downloadable!]

  13. Thomas A. Garrett & Rubén Hernández-Murillo & Michael T. Owyang, 2004. "Does consumer sentiment predict regional consumption?," Working Papers 2003-003, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

    Cited by:

    1. Douglas Lamdin, 2008. "Does Consumer Sentiment Foretell Revolving Credit Use?," Journal of Family and Economic Issues, Springer, vol. 29(2), pages 279-288, June. [Downloadable!] (restricted)
    2. Gikas Hardouvelis & Dimitrios Thomakos, 2007. "Consumer Confidence and Elections," Working Papers 0003, University of Peloponnese, Department of Economics. [Downloadable!]
      Other versions:

  14. Rubén Hernández-Murillo & Michael T. Owyang, 2004. "The information content of regional employment data for forecasting aggregate conditions," Working Papers 2004-005, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

    Cited by:

    1. Michelle T. Armesto & Rubén Hernández-Murillo & Michael T. Owyang & Jeremy M. Piger, 2007. "Identifying asymmetry in the language of the Beige Book: a mixed data sampling approach," Working Papers 2007-010, Federal Reserve Bank of St. Louis. [Downloadable!]

  15. Leora Friedberg & Michael Owyang, 2004. "Explaining the Evolution of Pension Structure and Job Tenure," NBER Working Papers 10714, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

    Cited by:

    1. Kandice Kapinos, 2009. "On the Determinants of Defined Benefit Pension Plan Conversions," Journal of Economic Interaction and Coordination, Springer, vol. 30(2), pages 149-167, June. [Downloadable!] (restricted)
    2. Fred Robert-Nicoud (University of Geneva) & Niko Matouschek & Paolo Ramezzana (University of Virginia), 2004. "Labor Market Frictions, Job Insecurity and the Flexibility of the Employment Relationship," Econometric Society 2004 Australasian Meetings 52, Econometric Society. [Downloadable!]
      Other versions:
    3. Alicia H. Munnell & Dan Muldoon & Steven A. Sass, . "Recessions and Older Workers," Issues in Brief ib2009-9-2, Center for Retirement Research. [Downloadable!]
    4. Leora Friedberg & Michael T. Owyang & Tara M. Sinclair, 2006. "Searching For Better Prospects: Endogenizing Falling Job Tenure and Private Pension Coverage," The B.E. Journal of Economic Analysis & Policy, Berkeley Electronic Press, vol. 0(1). [Downloadable!]
      Other versions:
    5. Ann Huff Stevens, 2005. "The More Things Change, The More They Stay the Same: Trends in Long-term Employment in the United States, 1969-2002," NBER Working Papers 11878, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Niko Matouschek & Paolo Ramezzana, 2004. "Labor Market Frictions, Job Insecurity, and the Flexibility of the Employment Relationship," Econometric Society 2004 North American Summer Meetings 28, Econometric Society. [Downloadable!]
    7. Alicia H. Munnell & Kelly Haverstick & Geoffrey Sanzenbacher, 2006. "Job Tenure and Pension Coverage," Working Papers, Center for Retirement Research at Boston College wp2006-18, Center for Retirement Research, revised Oct 2006. [Downloadable!]
    8. Kandice Kapinos, 2009. "On the Determinants of Defined Benefit Pension Plan Conversions," Journal of Labor Research, Springer, vol. 30(2), pages 149-167, June. [Downloadable!] (restricted)
    9. Leora Friedberg & Michael T. Owyang, 2004. "Explaining the evolution of pension structure and job tenure," Working Papers 2002-022, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    10. Leora Friedberg & Anthony Webb, 2003. "Retirement and the Evolution of Pension Structure," NBER Working Papers 9999, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  16. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2004. "Business cycle phases in U.S. states," Working Papers 2003-011, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

    Cited by:

    1. Michael T. Owyang & David E. Rapach & Howard J. Wall, 2008. "States and the business cycle," Working Papers 2007-050, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    2. Howard J. Wall & Gylfi Zoega, 2003. "U. S. regional business cycles and the natural rate of unemployment," Working Papers 2003-030, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    3. Michael T. Owyang & Jeremy Piger & Howard J. Wall & Federal Reserve Bank of St. Louis, 2006. "A State-Level Analysis of the Great Moderation," Computing in Economics and Finance 2006 131, Society for Computational Economics. [Downloadable!]
      Other versions:
    4. Chad R. Wilkerson, 2009. "Recession and recovery across the nation: lessons from history," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 5-24. [Downloadable!]
    5. Michael Artis & Christian Dreger & Konstantin Kholodilin, 2009. "Common and spatial drivers in regional business cycles," Centre for Growth and Business Cycle Research Discussion Paper Series 118, Economics, The Univeristy of Manchester. [Downloadable!]
      Other versions:
    6. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall & Christopher H. Wheeler, 2007. "The economic performance of cities: a Markov-switching approach," Working Papers 2006-056, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    7. David Norman & Thomas Walker, 2004. "Co-movement of Australian State Business Cycles," RBA Research Discussion Papers rdp2004-09, Reserve Bank of Australia. [Downloadable!]
    8. Thomas Walker & David Norman, 2004. "Co-movement of Australian State Business Cycles," Econometric Society 2004 Australasian Meetings 334, Econometric Society. [Downloadable!]
    9. Dick van Dijk & Dennis Fok & Philip Hans Franses, 2005. "A multi-level panel STAR model for US manufacturing sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 811-827. [Downloadable!]
    10. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2005. "The 2001 recession and the states of the Eighth Federal Reserve District," Regional Economic Development, Federal Reserve Bank of St. Louis, issue Nov, pages 3-16. [Downloadable!]
      Other versions:
    11. Gary A. Wagner & Erick Elder, 2007. "How well are the states of the Eighth Federal Reserve District prepared for the next recession?," Regional Economic Development, Federal Reserve Bank of St. Louis, issue Nov, pages 75-87. [Downloadable!]
    12. James D. Hamilton & Michael T. Owyang, 2009. "The propagation of regional recessions," Working Papers 2009-013, Federal Reserve Bank of St. Louis. [Downloadable!]
    13. Howard J. Wall, 2007. "Regional business cycle phases in Japan," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 61-80. [Downloadable!]
      Other versions:
    14. Claudia M. Buch & Martin Schlotter, 2008. "Regional Origins of Employment Volatility: Evidence from German States," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    15. Michael T. Owyang & Sarah Zubairy, 2009. "Who benefits from increased government spending? a state-level analysis," Working Papers 2009-006, Federal Reserve Bank of St. Louis. [Downloadable!]
    16. Cletus C. Coughlin & Thomas A. Garrett & Rubén Hernández-Murillo, 2006. "Spatial dependence in models of state fiscal policy convergence," Working Papers 2006-001, Federal Reserve Bank of St. Louis. [Downloadable!]
    17. Rubén Hernández-Murillo & Michael T. Owyang, 2004. "The information content of regional employment data for forecasting aggregate conditions," Working Papers 2004-005, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    18. Michael A. Kouparitsas & Daisuke J. Nakajima, 2006. "Are U.S. and Seventh District business cycles alike?," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 45-60. [Downloadable!]

  17. Michael T. Owyang & Abbigail J Chiodo & Ruben Hernandez-Murillo, 2004. "Nonlinear Hedonics and the Search for School District Quality," Econometric Society 2004 North American Summer Meetings 276, Econometric Society. [Downloadable!]
    Other versions:

    Cited by:

    1. David Brasington & Don Haurin, . "Educational Outcomes and House Values: A Test of the Value-Added Approach," Departmental Working Papers 2005-03, Department of Economics, Louisiana State University. [Downloadable!]
      Other versions:

  18. Michael T. Owyang & Howard J. Wall, 2004. "Structural breaks and regional disparities in the transmission of monetary policy," Working Papers 2003-008, Federal Reserve Bank of St. Louis. [Downloadable!]

    Cited by:

    1. Theodore M. Crone, 2003. "An alternative definition of economic regions in the U.S. based on similarities in state business cycles," Working Papers 03-23, Federal Reserve Bank of Philadelphia. [Downloadable!]
    2. Howard J. Wall & Gylfi Zoega, 2003. "U. S. regional business cycles and the natural rate of unemployment," Working Papers 2003-030, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    3. Ridhwan, M.M. & Nijkamp, P. & Rietveld, P. & Groot, H.L.F. de, 2008. "Regional development and monetary policy : a review of the role of monetary unions, capital mobility and locational effects," Serie Research Memoranda 0007, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    4. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2004. "Business cycle phases in U.S. states," Working Papers 2003-011, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    5. Michael S. Hanson & Erik Hurst & Ki Young Park, 2006. "Does Monetary Policy Help Least Those Who Need It Most?," Wesleyan Economics Working Papers 2006-006, Wesleyan University, Department of Economics. [Downloadable!]

  19. Neville Francis & Michael T. Owyang & Athena T. Theodorou, 2003. "The use of long-run restrictions for the identification of technology shocks," Working Papers 2003-010, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

    Cited by:

    1. Whelan, Karl, 2004. "Technology Shocks and Hours Worked: Checking for Robust Conclusions," Research Technical Papers 6/RT/04, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
      Other versions:
    2. Ossama Mikhail, 2005. "What Happens After A Technology Shock? A Bayesian Perspective," Macroeconomics 0510016, EconWPA. [Downloadable!]
    3. Jordi Gali & Pau Rabanal, 2004. "Technology Shocks and Aggregate Fluctuations: How Well Does the RBS Model Fit Postwar U.S. Data?," NBER Working Papers 10636, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Neville Francis & Michael T. Owyang & Athena T. Theodorou, 2005. "What explains the varying monetary response to technology shocks in G-7 countries?," Working Papers 2004-002, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    5. Marianna Riggi & Massimiliano Tancioni, 2008. "Nominal v. Real Wage Rigidities in New Keynesian Models with Hiring Costs: a Bayesian Evaluation," Working Papers 107, Sapienza University of Rome, Department of Public Economics. [Downloadable!]
    6. G. Peersman & R. Straub, 2006. "Putting the New Keynesian Model to a Test," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 06/375, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
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    7. G. Peersman & R. Straub, 2005. "Technology Shocks and Robust Sign Restrictions in a Euro Area SVAR," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/288, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
      Other versions:
    8. Mark Weder, 2005. "A Heliocentric Journey into Germany's Great Depression," Economic History 0510002, EconWPA. [Downloadable!]
      Other versions:

  20. Michael Owyang & Garey Ramey, 2002. "Regime Switching and Monetary Policy Measurement," University of California at San Diego, Economics Working Paper Series 2001-03r, Department of Economics, UC San Diego. [Downloadable!]
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    Published as:

    Cited by:

    1. Collard , F. & Fève, P. & Matheron, J., 2007. "The Dynamic Effects of Disinflation Policies," Documents de Travail 190, Banque de France. [Downloadable!]
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    2. David Andolfatto & Scott Hendry & Kevin Moran, 2004. "Inflation Expectations and Learning about Monetary Policy," DNB Staff Reports (discontinued) 121, Netherlands Central Bank. [Downloadable!]
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    3. Neville Francis & Michael T. Owyang, 2004. "Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle," Working Papers 2003-001, Federal Reserve Bank of St. Louis. [Downloadable!]
    4. Michael T. Owyang, 2002. "Modeling Volcker as a non-absorbing state: agnostic identification of a Markov-switching VAR," Working Papers 2002-018, Federal Reserve Bank of St. Louis. [Downloadable!]
    5. Inoue, Atsushi & Rossi, Barbara, 2008. "Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models," Working Papers 08-02, Duke University, Department of Economics. [Downloadable!]
    6. Fiess, Norbert & Shankar, Rashmi, 2005. "Regime-switching in exchange rate policy and balance sheet effects," Policy Research Working Paper Series 3653, The World Bank. [Downloadable!]
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    7. Cinzia Alcidi & Alessandro Flamini & Andrea Fracasso, 2005. ""Taylored" rules. Does one fit (or hide) all?," HEI Working Papers 04-2005, Economics Section, The Graduate Institute of International Studies, revised Apr 2006. [Downloadable!]
    8. Troy Davig & Eric Leeper, 2006. "Endogenous monetary policy regime change," Research Working Paper RWP 06-11, Federal Reserve Bank of Kansas City. [Downloadable!]
      Other versions:
    9. Christopher Reicher, 2009. "What Can a New Keynesian Labor Matching Model Match?," Kiel Working Papers 1496, Kiel Institute for the World Economy. [Downloadable!]
    10. Michael T. Owyang & Abbigail Chiodo, 2002. "Duration dependence in monetary policy: international evidence," Working Papers 2002-021, Federal Reserve Bank of St. Louis. [Downloadable!]
    11. Katrin Wesche, 2003. "Monetary Policy in Europe: Evidence from Time-Varying Taylor Rules," Bonn Econ Discussion Papers bgse21_2003, University of Bonn, Germany. [Downloadable!]
    12. Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2007. "How Structural Are Structural Parameters?," Levine's Bibliography 843644000000000057, UCLA Department of Economics. [Downloadable!]
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    13. Cinzia Alcidi & Alessandro Flamini & Andrea Fracasso, 2005. "``Taylored'' Rules. Does One Fit All?," Keele Economics Research Papers KERP 2007/06, Centre for Economic Research, Keele University, revised Mar 2007. [Downloadable!]
    14. D H Kim & D R Osborn & M Sensier, 2002. "Nonlinearity in the Fed's Monetary Policy Rule," Centre for Growth and Business Cycle Research Discussion Paper Series 18, Economics, The Univeristy of Manchester. [Downloadable!]
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  21. Michael T. Owyang, 2002. "Modeling Volcker as a non-absorbing state: agnostic identification of a Markov-switching VAR," Working Papers 2002-018, Federal Reserve Bank of St. Louis. [Downloadable!]

    Cited by:

    1. Neville Francis & Michael T. Owyang, 2004. "Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle," Working Papers 2003-001, Federal Reserve Bank of St. Louis. [Downloadable!]
    2. Neville Francis & Michael T. Owyang & Athena T. Theodorou, 2003. "The use of long-run restrictions for the identification of technology shocks," Working Papers 2003-010, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    3. Chang-Jin Kim & Jeremy M. Piger & Richard Startz, 2004. "Estimation of Markov regime-switching regression models with endogenous switching," Working Papers 2003-015, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    4. Kostas Mouratidis & Nicola Spagnolo, 2004. "Evaluating currency crises: the case of the European Monetary System," Money Macro and Finance (MMF) Research Group Conference 2003 69, Money Macro and Finance Research Group. [Downloadable!]


Articles

  1. Owyang, Michael T. & Rapach, David E. & Wall, Howard J., 2009. "States and the business cycle," Journal of Urban Economics, Elsevier, vol. 65(2), pages 181-194, March. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Michael Owyang & Howard Wall, 2009. "Regional VARs and the channels of monetary policy," Applied Economics Letters, Taylor and Francis Journals, vol. 16(12), pages 1191-1194. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  3. Kristie M. Engemann & Michael T. Owyang & Sarah Zubairy, 2008. "A primer on the empirical identification of government spending shocks," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 117-132. [Downloadable!]

    Cited by:

    1. Michael T. Owyang & Sarah Zubairy, 2009. "Who benefits from increased government spending? a state-level analysis," Working Papers 2009-006, Federal Reserve Bank of St. Louis. [Downloadable!]

  4. Owyang, Michael T. & Piger, Jeremy & Wall, Howard J., 2008. "A state-level analysis of the Great Moderation," Regional Science and Urban Economics, Elsevier, vol. 38(6), pages 578-589, November. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. Owyang, Michael T. & Piger, Jeremy M. & Wall, Howard J. & Wheeler, Christopher H., 2008. "The economic performance of cities: A Markov-switching approach," Journal of Urban Economics, Elsevier, vol. 64(3), pages 538-550, November. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Hernandez-Murillo, Ruben & Owyang, Michael T., 2006. "The information content of regional employment data for forecasting aggregate conditions," Economics Letters, Elsevier, vol. 90(3), pages 335-339, March. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  7. Leora Friedberg & Michael T. Owyang & Tara M. Sinclair, 2006. "Searching For Better Prospects: Endogenizing Falling Job Tenure and Private Pension Coverage," The B.E. Journal of Economic Analysis & Policy, Berkeley Electronic Press, vol. 0(1). [Downloadable!]
    Other versions:

    See citations under working paper version above.

  8. Neville R. Francis & Michael T. Owyang & Athena T. Theodorou, 2005. "What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries?," International Journal of Central Banking, International Journal of Central Banking, vol. 1(3), December. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  9. Francis, Neville & Owyang, Michael T., 2005. "Monetary Policy in a Markov-Switching Vector Error-Correction Model: Implications for the Cost of Disinflation and the Price Puzzle," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 305-313, July. [Downloadable!] (restricted)

    Cited by:

    1. Collard , F. & Fève, P. & Matheron, J., 2007. "The Dynamic Effects of Disinflation Policies," Documents de Travail 190, Banque de France. [Downloadable!]
      Other versions:

  10. Michael T. Owyang & Jeremy Piger & Howard J. Wall, 2005. "Business Cycle Phases in U.S. States," The Review of Economics and Statistics, MIT Press, vol. 87(4), pages 604-616, 01. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  11. Thomas A. Garrett & Rubén Hernández-Murillo & Michael T. Owyang, 2005. "Does consumer sentiment predict regional consumption?," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 123-135. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  12. Owyang, Michael T. & Ramey, Garey, 2004. "Regime switching and monetary policy measurement," Journal of Monetary Economics, Elsevier, vol. 51(8), pages 1577-1597, November. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  13. Neville Francis & Michael T. Owyang & Athena T. Theodorou, 2003. "The use of long-run restrictions for the identification of technology shocks," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 53-66. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  14. Abbigail J. Chiodo & Michael T. Owyang, 2002. "A case study of a currency crisis: the Russian default of 1998," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 7-18. [Downloadable!]

    Cited by:

    1. Crespo Cuaresma, Jesýs & Slacik, Tomas, 2007. "An "almost-too-late" warning mechanism for currency crises," BOFIT Discussion Papers 4/2007, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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    2. Thomas Dohmen & Hartmut Lehmann & Mark E. Schaffer, 2008. "Wage Policies of a Russian Firm and the Financial Crisis of 1998: Evidence from Personnel Data - 1997 to 2002," ESCIRRU Working Papers 4, DIW Berlin, German Institute for Economic Research. [Downloadable!]
      Other versions:
    3. Javier Díaz-Cassou & Aitor Erce-Domínguez & Juan J. Vázquez-Zamora, 2008. "Recent episodes of sovereign debt restructurings. A case-study approach," Banco de España Occasional Papers 0804, Banco de España. [Downloadable!]
    4. David M. Kemme & Saktinil Roy, 2005. "Real Exchange Rate Misalignment: Prelude to Crisis?," William Davidson Institute Working Papers Series wp797, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
      Other versions:
    5. Vitor Gaspar & Anil K. Kashyap, 2006. "Stability First: Reflections Inspired by Otmar Issing's Success as the ECB's Chief Economist," NBER Working Papers 12277, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Javier Díaz-Cassou & Aitor Erce-Domínguez & Juan J. Vázquez-Zamora, 2008. "The role of the IMF in recent sovereign debt restructurings: Implications for the policy of lending into arrears," Banco de España Occasional Papers 0805, Banco de España. [Downloadable!]

  15. Leora Freidberg & Michael T. Owyang, 2002. "Not your father's pension plan: the rise of 401K and other defined contribution plans," Review, Federal Reserve Bank of St. Louis, issue Jan., pages 23-34. [Downloadable!]

    Cited by:

    1. Leora Friedberg & Michael Owyang, 2004. "Explaining the Evolution of Pension Structure and Job Tenure," NBER Working Papers 10714, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Leora Friedberg & Anthony Webb, 2003. "Retirement and the Evolution of Pension Structure," NBER Working Papers 9999, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  16. Michael T. Owyang, 2001. "Persistence, excess volatility, and volatility clusters in inflation," Review, Federal Reserve Bank of St. Louis, issue Nov., pages 41-52. [Downloadable!]

    Cited by:

    1. Michael T. Owyang, 2002. "Modeling Volcker as a non-absorbing state: agnostic identification of a Markov-switching VAR," Working Papers 2002-018, Federal Reserve Bank of St. Louis. [Downloadable!]
    2. Wiliam Branch & George W. Evans, 2005. "Model Uncertainty and Endogenous Volatility," University of Oregon Economics Department Working Papers 2005-21, University of Oregon Economics Department, revised 26 Oct 2006. [Downloadable!]
      Other versions:
    3. Michael T. Owyang & Abbigail Chiodo, 2002. "Duration dependence in monetary policy: international evidence," Working Papers 2002-021, Federal Reserve Bank of St. Louis. [Downloadable!]
    4. Ewing, Bradley T. & Seyfried, William L, 2003. "Modeling The Philips Curve: A Time-Varying Volatility Approach," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 3(2). [Downloadable!]


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This page was last updated on 2010-1-7.


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