Information about:
Anthony P. Rodrigues

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Affiliation

• Federal Reserve Bank of New York

  Location: New York City, New York (United States)
  Homepage: http://www.newyorkfed.org/
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  Postal: 33 Liberty Street, New York, NY 10045-0001
  Handle: RePEc:edi:frbnyus (registered authors at this institution)

Working papers

1. Arturo Estrella & Anthony P. Rodrigues, 2005. "One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory," Staff Reports 232, Federal Reserve Bank of New York. [Downloadable!]

2. Arturo Estrella & Anthony P. Rodrigues & Sebastian Schich, 2000. "How stable is the predictive power of the yield curve? evidence from Germany and the United States," Staff Reports 113, Federal Reserve Bank of New York. [Downloadable!]
   Published as:
   • Arturo Estrella & Anthony P. Rodrigues & Sebastian Schich, 2003. "How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 629-644, 07. [Downloadable!] (restricted)

3. William F. Bassett & Michael J. Fleming & Anthony P. Rodrigues, 1998. "How workers use 401(k) plans: the participation, contribution, and withdrawal decisions," Staff Reports 38, Federal Reserve Bank of New York. [Downloadable!]

4. Arturo Estrella & Anthony P. Rodrigues, 1998. "Consistent covariance matrix estimation in probit models with autocorrelated errors," Staff Reports 39, Federal Reserve Bank of New York. [Downloadable!]

5. Charles Engel & Anthony P. Rodrigues, 1994. "A Test of International CAPM," NBER Working Papers 2054, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Anthony Rodrigues & Charles Engel, 1988. "A test of international CAPM," Research Paper 8822, Federal Reserve Bank of New York.

6. Charles Engel & Jeffrey A. Frankel & Kenneth A. Froot & Anthony P. Rodrigues, 1993. "The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," NBER Working Papers 4294, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Charles Engel, Jeffrey A. Frankel, Kenneth A. Froot, and Anthony Rodrigues., 1990. "The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," Economics Working Papers 90-134, University of California at Berkeley.

7. Bruce Kasman & Anthony Rodrigues, 1991. "Financial reform and monetary control in Japan," Research Paper 9120, Federal Reserve Bank of New York.

8. Charles Engel & Anthony Rodrigues, 1990. "Tests of mean-variance efficiency of international equity markets," Research Working Paper 90-05, Federal Reserve Bank of Kansas City.
   Other versions:
   • Charles M. Engel & Anthony P. Rodrigues, 1992. "Tests of mean-variance efficiency of international equity markets," Research Paper 9209, Federal Reserve Bank of New York.
   
   Published as:
   • Engel, Charles M & Rodrigues, Anthony P, 1993. "Tests of Mean-Variance Efficiency of International Equity Markets," Oxford Economic Papers, Oxford University Press, vol. 45(3), pages 403-21, July. [Downloadable!] (restricted)

9. Charles Engel & Jeffrey A. Frankel & Kenneth A. Froot & Anthony P. Rodrigues, 1989. "Conditional Mean-Variance Efficiency of the U.S. Stock Market," NBER Working Papers 2890, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Charles Engel & Jeffrey A. Frankel & Kenneth A. Froot & Anthony Rodrigues, 1989. "Conditional mean-variance efficiency of the U.S. stock market," Research Paper 8901, Federal Reserve Bank of New York.

10. Juann Hung & Bruce Kasman & Anthony Rodrigues, 1989. "U.S. external imbalances: financial strains and macroeconomic choices," Research Paper 9003, Federal Reserve Bank of New York.

11. Charles Engel & Anthony P. Rodrigues, 1987. "Tests of International CAPM with Time-Varying Covariances," NBER Working Papers 2303, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:
    • Engel, Charles & Rodrigues, Anthony P, 1989. "Tests of International CAPM with Time-Varying Covariances," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(2), pages 119-38, April-Jun. [Downloadable!] (restricted)

1. Arturo Estrella & Anthony P. Rodrigues & Sebastian Schich, 2003. "How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 629-644, 07. [Downloadable!] (restricted)
   Other versions:
   • Arturo Estrella & Anthony P. Rodrigues & Sebastian Schich, 2000. "How stable is the predictive power of the yield curve? evidence from Germany and the United States," Staff Reports 113, Federal Reserve Bank of New York. [Downloadable!]

2. Park, Sangkyun & Rodrigues, Anthony P, 2000. "Is Aggregate Consumer Borrowing Consistent with the Permanent Income Hypothesis?," Manchester School, University of Manchester, vol. 68(3), pages 301-20, June. [Downloadable!] (restricted)

3. Engel, Charles & Frankel, Jeffrey A. & Froot, Kenneth A. & Rodrigues, Anthony P., 1995. "Tests of conditional mean-variance efficiency of the U.S. stock market," Journal of Empirical Finance, Elsevier, vol. 2(1), pages 3-18, March. [Downloadable!] (restricted)

4. Anthony P. Rodrigues, 1995. "Why do volatilities sometimes move together?," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 123-146.

5. Anthony P. Rodrigues, 1993. "Government securities investments of commercial banks," Quarterly Review, Federal Reserve Bank of New York, issue Jun, pages 39-53.

6. Engel, Charles M & Rodrigues, Anthony P, 1993. "Tests of Mean-Variance Efficiency of International Equity Markets," Oxford Economic Papers, Oxford University Press, vol. 45(3), pages 403-21, July. [Downloadable!] (restricted)
   Other versions:
   • Charles Engel & Anthony Rodrigues, 1990. "Tests of mean-variance efficiency of international equity markets," Research Working Paper 90-05, Federal Reserve Bank of Kansas City.
   • Charles M. Engel & Anthony P. Rodrigues, 1992. "Tests of mean-variance efficiency of international equity markets," Research Paper 9209, Federal Reserve Bank of New York.

7. Engel, Charles & Rodrigues, Anthony P, 1989. "Tests of International CAPM with Time-Varying Covariances," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(2), pages 119-38, April-Jun. [Downloadable!] (restricted)
   Other versions:
   • Charles Engel & Anthony P. Rodrigues, 1987. "Tests of International CAPM with Time-Varying Covariances," NBER Working Papers 2303, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

8. Juann Hung & Charles Pigott & Anthony Rodrigues, 1988. "Financial implications of the U.S. external deficit," Quarterly Review, Federal Reserve Bank of New York, issue Win, pages 33-51.

9. Christine E. Blair & Anthony P. Rodrigues, 1986. "A Model of Wage Contract Bargaining with Imperfect Information and Strikes," Eastern Economic Journal, Eastern Economic Association, vol. 12(3), pages 251-256, Jul-Sep. [Downloadable!]

1. Kausar Hamdani & Anthony P. Rodrigues & Maria Varvatsoulis, . "Survey evidence on credit tightening and the factors behind the recent credit crunch," Monograph, Federal Reserve Bank of New York, number 1994seoctatfbtrc.

2. Richard Cantor & Anthony P. Rodrigues, . "Nonbank lenders and the credit slowdown," Monograph, Federal Reserve Bank of New York, number 1994nlatc.

1. NEP-CBA: Central Banking (1) 2006-01-01 Author is listed
2. NEP-ETS: Econometric Time Series (1) 2006-01-01 Author is listed
3. NEP-MAC: Macroeconomics (1) 2006-01-01 Author is listed
4. NEP-MON: Monetary Economics (1) 2000-10-31 Author is listed

This page was last updated on 2009-11-15.