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Information about:
Allan D. Brunner

Personal Details | Affiliation | Works
This is information that was supplied by Allan Brunner in registering through RePEc. If you are Allan D. Brunner , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Allan
Middle Name: D.
Last Name: Brunner
Suffix:

RePEc Short-ID: pbr33

Email:
Homepage:
Postal Address: 5320 Colorado Avenue, NW Washington, DC 20011
Phone: 202.623.4953

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Allan D. Brunner & Jörg Decressin & Daniel C. L. Hardy & Beata Kudela, 2004. "Germany's Three-Pillar Banking System: Cross-Country Perspectives in Europe," IMF Occasional Papers 233, International Monetary Fund.

  2. Kanda Naknoi & Allan D. Brunner, 2003. "Trade Costs, Market Integration, and Macroeconomic Volatility," IMF Working Papers 03/54, International Monetary Fund. [Downloadable!]

  3. Allan D. Brunner, 2003. "The Long-Run Effects of Trade on Income and Income Growth," IMF Working Papers 03/37, International Monetary Fund. [Downloadable!]

  4. Allan D. Brunner, 1998. "El Nino and world primary commodity prices: warm water or hot air?," International Finance Discussion Papers 608, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
    Published as:

  5. Allan D. Brunner, 1996. "Using measures of expectations to identify the effects of a monetary policy shock," International Finance Discussion Papers 537, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  6. Allan D. Brunner & Steven B. Kamin, 1995. "Bank lending and economic activity in Japan: did "financial factors" contribute to the recent downturn?," International Finance Discussion Papers 513, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Published as:

  7. Allan D. Brunner & David P. Simon, 1995. "Excess returns and risk at the long end of the Treasury market: an EGARCH-M approach," International Finance Discussion Papers 522, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  8. John Ammer & Allan D. Brunner, 1995. "When is monetary policy effective?," International Finance Discussion Papers 520, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  9. Allan D. Brunner, 1994. "On the dynamic properties of asymmetric models of real GNP," International Finance Discussion Papers 489, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Published as:

  10. John Ammer & Allan D. Brunner, 1994. "Are banks market timers or market makers? Explaining foreign exchange trading profits," International Finance Discussion Papers 484, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Published as:

  11. Allan D. Brunner & Steven B. Kamin, 1994. "Determinants of the 1991-93 Japanese recession: evidence from a structural model of the Japanese economy," International Finance Discussion Papers 479, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Published as:

  12. Allan D. Brunner, 1994. "The federal funds rate and the implementation of monetary policy: estimating the Federal Reserve's reaction function," International Finance Discussion Papers 466, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  13. Allan D. Brunner & Gregory D. Hess, 1990. "Are higher levels of inflation less predictable? A state-dependent conditional heteroskedasticity approach," Finance and Economics Discussion Series 141, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  14. Allan D. Brunner, 1990. "Conditional asymmetries in real GNP: a semi-nonparametric approach," Finance and Economics Discussion Series 140, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

Articles

  1. Allan D. Brunner, 2002. "El Niño and World Primary Commodity Prices: Warm Water or Hot Air?," The Review of Economics and Statistics, MIT Press, vol. 84(1), pages 176-183, February. [Downloadable!] (restricted)
    Other versions:

  2. Brunner, Allan D, 2000. "On the Derivation of Monetary Policy Shocks: Should We Throw the VAR Out with the Bath Water?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(2), pages 254-79, May.

  3. Brunner, Allan D & Kamin, Steven B, 1998. "Bank Lending and Economic Activity in Japan: Did 'Financial Factors' Contribute to the Recent Downturn?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(1), pages 73-89, January. [Downloadable!] (restricted)
    Other versions:

  4. Ammer, John & Brunner, Allan D., 1997. "Are banks market timers or market makers? Explaining foreign exchange trading profits," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(1), pages 43-60, April. [Downloadable!] (restricted)
    Other versions:

  5. Allan D. Brunner, 1997. "On The Dynamic Properties Of Asymmetric Models Of Real Gnp," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 321-352, May. [Downloadable!] (restricted)
    Other versions:

  6. Brunner, Allan D & Simon, David P, 1996. "Excess Returns and Risk at the Long End of the Treasury Market: An EGARCH-M Approach," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 19(3), pages 443-57, Fall.

  7. Allan D. Brunner, 1996. "U.S. international transactions in 1995," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue May, pages 383-393.

  8. Brunner, Allan D. & Kamin, Steven B., 1996. "Determinants of the 1991-1993 Japanese recession: Evidence from a structural model of the Japanese economy," Japan and the World Economy, Elsevier, vol. 8(4), pages 363-399, December. [Downloadable!] (restricted)
    Other versions:

  9. Brunner, Allan D. & Hess, Gregory D., 1995. "Potential problems in estimating bilinear time-series models," Journal of Economic Dynamics and Control, Elsevier, vol. 19(4), pages 663-681, May. [Downloadable!] (restricted)

  10. Brunner, Allan D, 1993. "Inflation Regimes and the," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(3), pages 512-14, August. [Downloadable!] (restricted)

  11. Brunner, Allan D & Hess, Gregory D, 1993. "Are Higher Levels of Inflation Less Predictable? A State-Dependent Conditional Heteroscedasticity Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 187-97, April.
    Other versions:

  12. Allan D. Brunner & Cara S. Lown, 1993. "Implementing short-run monetary policy with lower reserve requirements," Proceedings, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  13. Brunner, Allan D & Lown, Cara S, 1993. "The Effects of Lower Reserve Requirements on Money Market Volatility," American Economic Review, American Economic Association, vol. 83(2), pages 199-205, May. [Downloadable!] (restricted)

  14. Allan D. Brunner & William B. English, 1993. "Profits and balance sheet developments at U.S. commercial banks in 1992," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jul, pages 649-673.

  15. Brunner, Allan D, 1992. "Conditional Asymmetries in Real GNP: A Seminonparametric Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(1), pages 65-72, January.
    Other versions:

  16. Allan D. Brunner & John V. Duca & Mary McLaughlin, 1991. "Recent developments affecting the profitability and practices of commercial banks," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jul, pages 505-527.
    Published as:

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This page was last updated on 2009-11-20.

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