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Thomas B. Fomby

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Personal Details

First Name: Thomas
Middle Name: B.
Last Name: Fomby
Suffix:

RePEc Short-ID: pfo204

Email: [This author has chosen not to make the email address public]
Homepage: http://faculty.smu.edu/tfomby
Postal Address: Department of Economics Southern Methodist Unuversity Dallas, Texas 75275
Phone: 214-768-2559

Affiliation

Department of Economics
Southern Methodist University
Location: Dallas, Texas (United States)
Homepage: http://www.smu.edu/economics/
Email:
Phone: (214) 768-3577
Fax: (214) 768-1821
Postal: P.O. Box 750496, Dallas, TX 75275-0496
Handle: RePEc:edi:desmuus (more details at EDIRC)

Works

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Working papers

  1. Fomby, Thomas & Ikeda, Yuki & Loayza, Norman, 2009. "The growth aftermath of natural disasters," Policy Research Working Paper Series 5002, The World Bank.
  2. Satya P. Das & Mausumi Das & Thomas B. Fomby, 2004. "Decreasing marginal impatience, income distribution and demand for money: Theory and evidence," Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers 04-04, Indian Statistical Institute, New Delhi, India.
  3. Fomby, Tom & Vogelsang, Tim, 2000. "The Application of Size Robust Trend Analysis to Global Warming Temperature Series," Working Papers 00-08, Cornell University, Center for Analytic Economics.
  4. Nathan S. Balke & Thomas B. Fomby, 1992. "Threshold cointegration," Research Paper 9209, Federal Reserve Bank of Dallas.
    • Balke, Nathan S & Fomby, Thomas B, 1997. "Threshold Cointegration," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(3), pages 627-45, August.
  5. Nathan S. Balke & Thomas B. Fomby, 1991. "Large shocks, small shocks, and economic fluctuations: outliers in macroeconomic times series," Research Paper 9101, Federal Reserve Bank of Dallas.
  6. James G. Hoehn & William C. Gruben & with Thomas B. Fomby, 1984. "Some time series methods of forecasting the Texas economy," Working Papers 8402, Federal Reserve Bank of Dallas.
  7. Thomas B. Fomby, 1984. "Small sample efficiency gains from a first observation correction for Hatanaka's estimator of the lagged dependent variable-serial correlation regression model," Working Papers 8407, Federal Reserve Bank of Dallas.
  8. Thomas B. Fomby, 1983. "A comparison of forecasting accuracies of alternative regional production index methodologies," Working Papers 8304, Federal Reserve Bank of Dallas.

Articles

  1. Frank Berger & Tom Fomby & Fiona Sigalla & Mine YĆ¼cel, 2007. "The Texas Manufacturing Outlook Survey: a tool for understanding the economy," Southwest Economy, Federal Reserve Bank of Dallas, issue Jan, pages 15.
  2. Thomas B. Fomby & Limin Lin, 2006. "A Change Point Analysis of the Impact of "Environmental Federalism" on Aggregate Air Quality in the United States: 1940--98," Economic Inquiry, Western Economic Association International, vol. 44(1), pages 109-120, January.
  3. Thomas B. Fomby & Justin R. Murfin, 2005. "Inconsistency of HAC standard errors in event studies with i.i.d. errors," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(4), pages 239-242, July.
  4. Fiona Sigalla & Franklin D. Berger & Thomas B. Fomby & Keith R. Phillips, 2005. "A new barometer for the Texas economy," Southwest Economy, Federal Reserve Bank of Dallas, issue Nov, pages 14-16.
  5. Chen, Rong & Fomby, Thomas B, 1999. "Forecasting with Stable Seasonal Pattern Models with an Application to Hawaiian Tourism Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(4), pages 497-504, October.
  6. Balke, Nathan S & Fomby, Thomas B, 1997. "Threshold Cointegration," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(3), pages 627-45, August.
  7. Balke, Nathan S & Fomby, Thomas B, 1994. "Large Shocks, Small Shocks, and Economic Fluctuations: Outliers in Macroeconomic Time Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(2), pages 181-200, April-Jun.
  8. Balke, Nathan S. & Fomby, Thomas B., 1991. "Infrequent permanent shocks and the finite-sample performance of unit root tests," Economics Letters, Elsevier, vol. 36(3), pages 269-273, July.
  9. Balke, Nathan S. & Fomby, Thomas B., 1991. "Shifting trends, segmented trends, and infrequent permanent shocks," Journal of Monetary Economics, Elsevier, vol. 28(1), pages 61-85, August.
  10. Fomby, Thomas B & Samanta, Subarna K, 1991. "Application of Stein Rules to Combination Forecasting," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(4), pages 391-407, October.
  11. Evan F. Koenig & Thomas B. Fomby, 1990. "A new monetary aggregate," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue May, pages 1-15.
  12. Fomby, Thomas B. & Hayes, Kathy J., 1990. "An intervention analysis of the war on poverty : Poverty's persistence and political-business cycle implications," Journal of Econometrics, Elsevier, vol. 43(1-2), pages 197-212.
  13. Thomas B. Fomby & Joseph G. Hirschberg, 1989. "Texas in transition: dependence on oil and the national economy," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Jan, pages 11-28.
  14. Lam, Chun H. & Deb, Rajat & Fomby, Tom, 1989. "Deregulation and the demand for money market mutual funds," Journal of Macroeconomics, Elsevier, vol. 11(2), pages 297-308.
  15. Joseph H. Haslag & Thomas B. Fomby & D.J. Slottje, 1988. "A study of the relationship between economic growth and inequality: the case of Mexico," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue May, pages 13-25.
  16. Fomby, Thomas B, 1986. "A Comparison of Forecasting Accuracies of Alternative Regional Production Index Methodologies," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(2), pages 177-86, April.
  17. Fomby, Thomas B. & Hill, R. Carter, 1986. "The relative efficiency of a robust generalized Bayes estimator in a linear regression model with multicollinearity," Economics Letters, Elsevier, vol. 22(1), pages 33-38.
  18. Fomby, Thomas B. & Guilkey, David K., 1983. "An examination of two-step estimators for models with lagged dependent variables and autocorrelated errors," Journal of Econometrics, Elsevier, vol. 22(3), pages 291-300, August.
  19. Fomby, Thomas B., 1981. "Loss of efficiency in regression analysis due to irrelevant variables : A generalization," Economics Letters, Elsevier, vol. 7(4), pages 319-322.
  20. Fomby, Thomas B, 1979. "MSE Evaluation of Shiller's Smoothness Priors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(1), pages 203-15, February.
  21. Fomby, Thomas B & Hill, R Carter, 1979. "Multicollinearity and the Minimax Conditions of the Bock Stein-Like Estimator," Econometrica, Econometric Society, vol. 47(1), pages 211-12, January.
  22. Fomby, Thomas B. & Guilkey, David K., 1978. "On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative," Journal of Econometrics, Elsevier, vol. 8(2), pages 203-213, October.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FDG: Financial Development & Growth (1) 2009-08-02. Author is listed

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