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Information about:
Michael J. Dueker

Personal Details | Affiliation | Works
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Personal Details

First Name: Michael
Middle Name: J.
Last Name: Dueker
Suffix:

RePEc Short-ID: pdu108

Email:
Homepage: http://research.stlouisfed.org/econ/dueker/index.html
Postal Address: Russell Investments 909 A Street Tacoma, WA 98402
Phone: 253 439 5376

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Number of Authors

Works

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

Working papers

  1. Michael D. Bordo & Michael J. Dueker & David C. Wheelock, 2008. "Inflation, monetary policy and stock market conditions," Working Papers 2008-012, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:

  2. Michael J. Dueker & Martin Sola, 2008. "Multivariate Markov switching with weighted regime determination: giving France more weight than Finland," Working Papers 2008-001, Federal Reserve Bank of St. Louis. [Downloadable!]

  3. Anatoliy Belaygorod & Michael J. Dueker, 2007. "The price puzzle and indeterminacy in an estimated DSGE model," Working Papers 2006-025, Federal Reserve Bank of St. Louis. [Downloadable!]

  4. Michael D. Bordo & Michael J. Dueker & David C. Wheelock, 2007. "Monetary policy and stock market booms and busts in the 20th century," Working Papers 2007-020, Federal Reserve Bank of St. Louis. [Downloadable!]

  5. Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2007. "Multivariate contemporaneous threshold autoregressive models," Working Papers 2007-019, Federal Reserve Bank of St. Louis. [Downloadable!]

  6. Michael Dueker, 2006. "Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models," Working Papers 2005-057, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  7. Michael Dueker & Christopher J. Neely, 2006. "Can Markov switching models predict excess foreign exchange returns?," Working Papers 2001-021, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  8. Michael J. Dueker & Martin Sola & Fabio Spagnolo, 2006. "Contemporaneous threshold autoregressive models: estimation, testing and forecasting," Working Papers 2003-024, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:
    Published as:

  9. Michael Dueker & Charles Nelson, 2006. "Business-Cycle Filtering of Macroeconomic Data Via A Latent Business-Cycle Index," Working Papers UWEC-2006-13-P, University of Washington, Department of Economics. [Downloadable!]
    Published as:

  10. Michael J. Dueker & Katrin Wesche, 2005. "Forecasting macro variables with a Qual VAR business cycle turning point index," Working Papers 2001-019, Federal Reserve Bank of St. Louis. [Downloadable!]

  11. Michael J. Dueker & Stephen J. Spurr & Ada K. Jacox & David E. Kalist, 2005. "The practice boundaries of advanced practice nurses: an economic and legal analysis," Working Papers 2005-071, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  12. Siddhartha Chib & Michael Dueker & Anatoliy Belaygorod, 2005. "Structural Breaks in Estimated DSGE Models with Indeterminacy," Computing in Economics and Finance 2005 357, Society for Computational Economics.

  13. Siddhartha Chib & Michael J. Dueker, 2004. "Non-Markovian regime switching with endogenous states and time-varying state strengths," Working Papers 2004-030, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:

  14. Michael J. Dueker & Charles R. Nelson, 2003. "Business cycle detrending of macroeconomic data via a latent business cycle index," Working Papers 2002-025, Federal Reserve Bank of St. Louis. [Downloadable!]

  15. Michael J. Dueker, 2003. "Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions," Working Papers 2001-012, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  16. Fischer, Andreas & Michael J Dueker & Robert D Dittmar, 2003. "Stochastic Capital Depreciation and the Comovement of Hours and Productivity," Royal Economic Society Annual Conference 2003 80, Royal Economic Society. [Downloadable!]
    Other versions:
    Published as:

  17. Michael J. Dueker & Andreas M. Fischer, 2003. "Fixing Swiss potholes: the importance of improvements," Working Papers 2001-025, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:

  18. Michael Dueker & Andreas Fischer, 2003. "Fixing Swiss Potholes: The Importance and Cyclical Nature of Improvements," Working Papers 03.01, Swiss National Bank, Study Center Gerzensee. [Downloadable!]
    Published as:

  19. Michael Dueker & Thomas W. Miller, Jr., 2002. "Directly measuring early exercise premiums using American and European S&P 500 index options," Working Papers 2002-016, Federal Reserve Bank of St. Louis. [Downloadable!]

  20. Dueker, Michael & Fischer, Andreas M, 2001. "The Mechanics of a Successful Exchange-Rate Peg: Lessons for emerging Markets," CEPR Discussion Papers 2829, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Published as:

  21. Michael D. Bordo & Michael J. Dueker & David C. Wheelock, 2001. "Aggregate price shocks and financial stability: the United Kingdom 1796-1999," Working Papers 2001-018, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:
    Published as:

  22. Dueker, Michael & Fischer, Andreas M, 2000. "Austria's Hard-Currency Policy: The Mechanics of Successful Exchange-Rate Peg," CEPR Discussion Papers 2478, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  23. Michael Dueker & Apostolos Serletis, 2000. "Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks," Working Papers 2000-016, Federal Reserve Bank of St. Louis. [Downloadable!]

  24. Michael D. Bordo & Michael J. Dueker & David C. Wheelock, 2000. "Aggregate Price Shocks and Financial Instability: An Historical Analysis," NBER Historical Working Papers 0125, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  25. M. Dueker & K. Wesche, 1999. "European Business Cycles: New Indices and Analysis of their Synchronicity," Discussion Paper Serie B 448, University of Bonn, Germany. [Downloadable!]
    Other versions:

  26. Michael Dueker & Gyuhan Kim, 1998. "A monetary policy feedback rule in Korea's fast-growing economy," Working Papers 1998-014, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  27. Michael Dueker, 1998. "Conditional heteroskedasticity in qualitative response models of time series: a Gibbs sampling approach to the bank prime rate," Working Papers 1998-011, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  28. Michael Dueker & Richard Startz, 1997. "Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve," Working Papers 1994-027, Federal Reserve Bank of St. Louis. [Downloadable!]

  29. Michael J. Dueker & Daniel L. Thornton, 1997. "Do bank loan rates exhibit a countercyclical mark-up?," Working Papers 1997-004, Federal Reserve Bank of St. Louis. [Downloadable!]

  30. Michael Dueker & Thomas W. Miller, Jr., 1996. "Market microstructure effects on the direct measurement of the early exercise premium in exchange-listed options," Working Papers 1996-013, Federal Reserve Bank of St. Louis. [Downloadable!]

  31. Michael Dueker & Patrick K. Asea, 1995. "Non-monotonic long memory dynamics in black-market premia," Working Papers 1995-003, Federal Reserve Bank of St. Louis. [Downloadable!]

  32. Michael Dueker, 1995. "Markov switching in GARCH processes and mean reverting stock market volatility," Working Papers 1994-015, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  33. Michael Dueker & Andreas M. Fischer, 1995. "Inflation targeting in a small open economy: empirical results for Switzerland," Working Papers 1995-014, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  34. Michael Dueker, 1995. "Tariffs and asset market structure: some basic comparative dynamics," Working Papers 1995-009, Federal Reserve Bank of St. Louis. [Downloadable!]

  35. Michael Dueker & Andreas M. Fischer, 1995. "Identifying Austria's implicit monetary target: an alternative test of the "hard currency" policy," Working Papers 1995-005, Federal Reserve Bank of St. Louis. [Downloadable!]

  36. Michael Dueker, 1995. "Compound volatility processes in EMS exchange rates," Working Papers 1994-016, Federal Reserve Bank of St. Louis. [Downloadable!]

  37. Alison Butler & Michael Dueker, 1994. "Product cycles, innovation and relative wages in European countries," Working Papers 1994-022, Federal Reserve Bank of St. Louis. [Downloadable!]

  38. Michael Dueker & Daniel L. Thornton, 1994. "Asymmetry in the prime rate and firms' preference for internal finance," Working Papers 1994-017, Federal Reserve Bank of St. Louis. [Downloadable!]

  39. Dueker, M. & Startz, R., 1993. "Fractional Integration and Cointegration," Discussion Papers in Economics at the University of Washington 93-08, Department of Economics at the University of Washington.
    Other versions:

Articles

  1. Dueker, Michael & Neely, Christopher J., 2007. "Can Markov switching models predict excess foreign exchange returns?," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 279-296, February. [Downloadable!] (restricted)
    Other versions:

  2. Michael Dueker & Andreas Fischer & Robert Dittmar, 2007. "Stochastic Capital Depreciation and the Co-movement of Hours and Productivity," Topics in Macroeconomics, Berkeley Electronic Press, vol. 6(3), pages 1181-1181. [Downloadable!] (restricted)
    Other versions:

  3. Dueker, Michael J. & Sola, Martin & Spagnolo, Fabio, 2007. "Contemporaneous threshold autoregressive models: Estimation, testing and forecasting," Journal of Econometrics, Elsevier, vol. 141(2), pages 517-547, December. [Downloadable!] (restricted)
    Other versions:

  4. Dueker, Michael & Nelson, Charles R., 2006. "Business-Cycle Filtering Of Macroeconomic Data Via A Latent Business-Cycle Index," Macroeconomic Dynamics, Cambridge University Press, vol. 10(05), pages 573-594, June. [Downloadable!]
    Other versions:

  5. Michael Dueker, 2006. "The price puzzle: an update and a lesson," National Economic Trends, Federal Reserve Bank of St. Louis, issue Oct. [Downloadable!]

  6. Michael J. Dueker & Andreas M. Fischer, 2006. "Do inflation targeters outperform non-targeters?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 431-450. [Downloadable!]

  7. Dueker, Michael, 2006. "Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models," Economics Letters, Elsevier, vol. 93(1), pages 58-62, October. [Downloadable!] (restricted)
    Other versions:

  8. Michael J. Dueker & Christopher J. Martinek, 2006. "Political economy of state homeland security grants," National Economic Trends, Federal Reserve Bank of St. Louis, issue Dec. [Downloadable!]

  9. Michael J. Dueker, 2006. "Using cyclical regimes of output growth to predict jobless recoveries," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 145-154. [Downloadable!]

  10. Anatoliy Belaygorod & Michael J. Dueker, 2005. "Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 719-34. [Downloadable!]

  11. Michael J. Dueker & Andreas M. Fischer, 2005. "Open mouth operations: a Swiss case study," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jan. [Downloadable!]

  12. Michael Dueker & Ada Jacox & David Kalist & Stephen Spurr, 2005. "The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis," Journal of Regulatory Economics, Springer, vol. 27(3), pages 309-330, 01. [Downloadable!] (restricted)
    Other versions:

  13. Michael Dueker, 2005. "Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 96-104, January. [Downloadable!] (restricted)
    Other versions:

  14. Michael J. Dueker & Robert H. Rasche, 2004. "Discrete policy changes and empirical models of the federal funds rate," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 61-72. [Downloadable!]

  15. Dueker, Michael J. & Fischer, Andreas M., 2003. "Fixing Swiss potholes: The importance and cyclical nature of improvements," Economics Letters, Elsevier, vol. 79(3), pages 409-415, June. [Downloadable!] (restricted)
    Other versions:

  16. Michael Dueker & Katrin Wesche, 2003. "European Business Cycles: New Indices and Their Synchronicity," Economic Inquiry, Oxford University Press, vol. 41(1), pages 116-131, January.

  17. Bordo, Michael D. & Dueker, Michael J. & Wheelock, David C., 2003. "Aggregate price shocks and financial stability: the United Kingdom 1796-1999," Explorations in Economic History, Elsevier, vol. 40(2), pages 143-169, April. [Downloadable!] (restricted)
    Other versions:

  18. Michael Dueker, 2003. "Why predict past FOMC actions?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jun. [Downloadable!]

  19. Michael J. Dueker, 2002. "Argentina Agonistes," International Economic Trends, Federal Reserve Bank of St. Louis, issue Feb. [Downloadable!]

  20. Michael J. Dueker, 2002. "The monetary policy innovation paradox in VARs: a "discrete" explanation," Review, Federal Reserve Bank of St. Louis, issue Mar., pages 43-50. [Downloadable!]

  21. Michael D. Bordo & Michael J. Dueker & David C. Wheelock, 2002. "Aggregate Price Shocks and Financial Instability: A Historical Analysis," Economic Inquiry, Oxford University Press, vol. 40(4), pages 521-538, October.
    Other versions:

  22. Michael J. Dueker, 2002. "Regime-dependent recession forecasts and the 2001 recession," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 29-36. [Downloadable!]

  23. Michael Dueker & Andreas M. Fischer, 2001. "The mechanics of a successful exchange rate peg: lessons for emerging markets," Review, Federal Reserve Bank of St. Louis, issue May, pages 47-56. [Downloadable!]
    Other versions:

  24. Michael Dueker, 2001. "The preemptive Fed," Monetary Trends, Federal Reserve Bank of St. Louis, issue Feb. [Downloadable!]

  25. Michael Dueker, 2000. "FOMC decisions and bond market uncertainty," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jan. [Downloadable!]

  26. Michael J. Dueker, 2000. "Are prime rate changes asymmetric?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 33-40. [Downloadable!]

  27. Michael Dueker, 2000. "Spring of disconnect across stock markets?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Sep. [Downloadable!]

  28. Butler, Alison & Dueker, Michael, 1999. "Does foreign innovation affect domestic wage inequality?," Journal of International Economics, Elsevier, vol. 47(1), pages 61-89, February. [Downloadable!] (restricted)

  29. Dueker, Michael, 1999. "Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(4), pages 466-72, October.
    Other versions:

  30. Michael J. Dueker, 1999. "A barometer of financial market uncertainty," Monetary Trends, Federal Reserve Bank of St. Louis, issue May. [Downloadable!]

  31. Dueker, Michael & Kim, Gyuhan, 1999. "A monetary policy feedback rule in Korea's fast-growing economy," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(1), pages 19-31, January. [Downloadable!] (restricted)
    Other versions:

  32. Michael Dueker, 1999. "Measuring monetary policy inertia in target Fed funds rate changes," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 3-10. [Downloadable!]

  33. Michael J. Dueker & Andreas M. Fischer, 1998. "A guide to nominal feedback rules and their use for monetary policy," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 55-63. [Downloadable!]

  34. Michael J. Dueker, 1998. "Inverted yield curves and recessions," Monetary Trends, Federal Reserve Bank of St. Louis, issue May. [Downloadable!]

  35. Michael Dueker & Richard Startz, 1998. "Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates," The Review of Economics and Statistics, MIT Press, vol. 80(3), pages 420-426, August. [Downloadable!] (restricted)

  36. Michael Dueker, 1998. "Risk premiums among corporate bonds," Monetary Trends, Federal Reserve Bank of St. Louis, issue Nov. [Downloadable!]

  37. Dueker, Michael J, 1997. "Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 26-34, January.
    Other versions:

  38. Michael Dueker, 1997. "Strengthening the case for the yield curve as a predictor of U.S. recessions," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 41-51. [Downloadable!]

  39. Michael J. Dueker & Andreas M. Fischer, 1997. "The FOMC in 1996: "watchful waiting"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 7-23. [Downloadable!]

  40. Michael S. Dueker & Andreas M. Fischer, 1996. "Are federal funds rate changes consistent with price stability? Results from an indicator model," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 45-51. [Downloadable!]

  41. Michael J. Dueker & Apostolos Serletis, 1996. "The sensitivity of empirical studies to alternative measures of the monetary base and reserves," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 51-69. [Downloadable!]

  42. Dueker, Michael & Fischer, Andreas M., 1996. "Inflation targeting in a small open economy: Empirical results for Switzerland," Journal of Monetary Economics, Elsevier, vol. 37(1), pages 89-103, February. [Downloadable!] (restricted)
    Other versions:

  43. Michael J. Dueker, 1995. "Narrow vs. broad measures of money as intermediate targets: some forecast results," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 41-51. [Downloadable!]

  44. Michael J. Dueker, 1993. "Indicators of monetary policy: the view from implicit feedback rules," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 23-40. [Downloadable!]

  45. Michael J. Dueker, 1993. "Can nominal GDP targeting rules stabilize the economy?," Review, Federal Reserve Bank of St. Louis, issue May, pages 15-29. [Downloadable!]

  46. Michael J. Dueker, 1993. "Hypothesis testing with near-unit roots: the case of long-run purchasing-power parity," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 37-48. [Downloadable!]

  47. Michael J. Dueker, 1992. "The response of market interest rates to discount rate changes," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 78-91. [Downloadable!]

NEP Fields

26 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (6) 2001-11-21 2006-05-27 2007-06-23 2007-06-23 2008-05-17 2008-05-31 Author is listed
  2. NEP-DCM: Discrete Choice Models (1) 2005-10-04
  3. NEP-DGE: Dynamic General Equilibrium (6) 2002-06-13 2002-12-09 2003-03-14 2003-06-16 2005-10-04 2006-05-27 Author is listed
  4. NEP-ECM: Econometrics (8) 2003-10-28 2004-10-30 2004-10-30 2005-05-23 2005-10-04 2006-05-27 2007-06-23 2008-01-26 Author is listed
  5. NEP-EEC: European Economics (1) 2001-11-21
  6. NEP-ETS: Econometric Time Series (7) 2002-12-09 2004-08-09 2004-08-09 2004-10-30 2005-05-23 2005-10-04 2007-06-23 Author is listed
  7. NEP-FIN: Finance (1) 2004-08-09
  8. NEP-FMK: Financial Markets (1) 2002-11-04
  9. NEP-HIS: Business, Economic & Financial History (5) 2000-05-16 2000-05-16 2007-06-23 2008-05-17 2008-05-31 Author is listed
  10. NEP-IFN: International Finance (2) 2001-05-02 2004-08-09
  11. NEP-MAC: Macroeconomics (9) 2001-10-29 2003-03-14 2005-10-04 2006-05-27 2007-06-23 2007-06-23 2008-01-26 2008-05-17 2008-05-31 Author is listed
  12. NEP-MON: Monetary Economics (5) 2000-05-16 2006-05-27 2007-06-23 2008-05-17 2008-05-31 Author is listed
  13. NEP-URE: Urban & Real Estate Economics (1) 2003-03-14
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This page was last updated on 2008-8-25.

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