Federal Reserve Bank of San Francisco
Working Papers in Applied Economic Theory
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2009
- 5:x:1 The U.S. economy and the employment challenge
by Dennis P. Lockhart - 4:x:1 On the economic outlook and the commitment to price stability
by Dennis P. Lockhart - 3:x:1 Back to basics
by Patrick Barron - 2:x:1 Economic recovery, small business, and the challenge of commercial real estate
by Dennis P. Lockhart - 1:x:1 Federal Reserve independence in a global context
by Dennis P. Lockhart
2005
- 2005-20 Robust control with commitment: a modification to Hansen-Sargent
by Richard Dennis - 2005-19 Monetary policy inertia: fact or fiction?
by Glenn D. Rudebusch - 2005-18 Accounting for the secular “decline” of U.S. manufacturing
by Milton Marquis & Bharat Trehan - 2005-17 Monetary policy with imperfect knowledge
by Athanasios Orphanides & John C. Williams - 2005-16 Government employment and the dynamic effects of fiscal policy shocks
by Michele P. Cavallo - 2005-15 Monetary policy under uncertainty in micro-founded macroeconometric models
by Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams - 2004-24 North-South technological diffusion and dynamic gains from trade
by Michelle P. Connolly & Diego Valderrama - 2004-23 Implications of intellectual property rights for dynamic gains from trade
by Michelle P. Connolly & Diego Valderrama - 2004-06 Lock-in of extrapolative expectations in an asset pricing model
by Kevin J. Lansing - 2003-09 Endogenous nontradability and macroeconomic implications
by Paul R. Bergin & Reuven Glick
2004
- 2005-01 The welfare consequences of ATM surcharges: evidence from a structural entry model
by Gautam Gowrisankaran & John Krainer - 2004-25 The recent shift in term structure behavior from a no-arbitrage macro-finance perspective
by Glenn D. Rudebusch & Tao Wu - 2004-22 Using a long-term interest rate as the monetary policy instrument
by Bruce McGough & Glenn D. Rudebusch & John C. Williams - 2004-21 Investment behavior of U.S. firms over heterogeneous capital goods: a snapshot
by Daniel J. Wilson - 2004-20 Financial contracting and the choice between private placement and publicly offered bonds
by Simon H. Kwan & Willard T. Carleton - 2004-19 Testing the strong-form of market discipline: the effects of public market signals on bank risk
by Simon H. Kwan - 2004-18 The ins and outs of poverty in advanced economies: poverty dynamics in Canada, Germany, Great Britain, and the United States
by Robert G. Valletta - 2004-17 Specifying and estimating New Keynesian models with instrument rules and optimal monetary policies
by Richard Dennis - 2004-14 Transition dynamics in vintage capital models: explaining the postwar catch-up of Germany and Japan
by Simon Gilchrist & John C. Williams - 2004-13 IT and beyond: the contribution of heterogeneous capital to productivity
by Daniel Wilson - 2004-12 Why the apple doesn't fall far: understanding intergenerational transmission of human capital
by Sandra Black & Paul Devereux & Kjell Salvanes - 2004-11 Robust estimation and monetary policy with unobserved structural change
by John C. Williams - 2004-10 Time varying equilibrium real rates and monetary policy analysis
by Bharat Trehan & Tao Wu - 2004-09 Consumer sentiment, the economy, and the news media
by Mark Doms & Norman Morin - 2004-08 Productivity, tradability, and the long-run price puzzle
by Paul Bergin & Reuven Glick & Alan M. Taylor - 2004-07 Monetary and financial integration: evidence from Portuguese borrowing patterns
by Mark M. Spiegel - 2004-05 Using securities market information for bank supervisory monitoring
by John Krainer & Jose A. Lopez - 2004-04 Learning and shifts in long-run productivity growth
by Rochelle M. Edge & Thomas Laubach & John C. Williams - 2004-03 Evaluating interest rate covariance models within a value-at-risk framework
by Miguel A. Ferreira & Jose A. Lopez - 2004-02 The improving relative status of black men
by Kenneth Couch & Mary Daly
2003
- 2004-01 Does regional economic performance affect bank health? New analysis of an old question
by Mary Daly & John Krainer & Jose A. Lopez - 2003-24 The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations
by Athanasios Orphanides & John C. Williams - 2003-23 What's driving the new economy?: the benefits of workplace innovation
by Sandra E. Black & Lisa M. Lynch - 2003-22 How workers fare when employers innovate
by Sandra E. Black & Lisa M. Lynch & Anya Krivelyova - 2003-21 The responses of wages and prices to technology shocks
by Rochelle M. Edge & Thomas Laubach & John C. Williams - 2003-20 How fast do personal computers depreciate? concepts and new estimates
by Mark E. Doms & Wendy E. Dunn & Stephen D. Oliner & Daniel E. Sichel - 2003-19 IT investment and firm performance in U.S. retail trade
by Mark E. Doms & Ron S. Jarmin & Shawn D. Klimek - 2003-18 The macroeconomy and the yield curve: a nonstructural analysis
by Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba - 2003-17 A macro-finance model of the term structure, monetary policy, and the economy
by Glenn D. Rudebusch & Tao Wu - 2003-16 New Keynesian optimal-policy models: an empirical assessment
by Richard Dennis - 2003-15 Communications equipment: what has happened to prices?
by Mark Doms - 2003-14 When do matched-model and hedonic techniques yield similar measures?
by Mark Doms & Ana Aizcorbe & Carol Corrado - 2003-13 Prices for local area network equipment
by Mark Doms & Chris Forman - 2003-12 Left behind: SSI in the era of welfare reform
by Richard V. Burkhauser & Mary C. Daly - 2003-11 Inflation scares and forecast-based monetary policy
by Athanasios Orphanides & John C. Williams - 2003-10 Robust monetary policy with competing reference models
by Andrew T. Levin & John C. Williams - 2003-08 Military expenditure, threats, and growth
by Joshua Aizenman & Reuven Glick - 2003-07 Currency boards, dollarized liabilities, and monetary policy credibility
by Diego Valderrama & Mark M. Spiegel - 2003-06 Institutional efficiency, monitoring costs, and the investment share of FDI
by Joshua Aizenman & Mark M. Spiegel - 2003-05 Inferring policy objectives from economic outcomes
by Richard Dennis - 2003-04 Importing technology
by Francesco Caselli & Daniel Wilson - 2003-03 Mortgages as recursive contracts
by John Krainer & Milton H. Marquis - 2002-11 A model of endogenous nontradability and its implications for the current account
by Reuven Glick & Paul R. Bergin - 2001-10 Some implications of using prices to measure productivity in a two-sector growth model
by Milton Marquis & Bharat Trehan - 2001-03 Forward-looking behavior and optimal discretionary monetary policy
by Kevin J. Lansing & Bharat Trehan
2002
- 2003-02 Human capital and technology diffusion
by Jess Benhabib & Mark M. Spiegel - 2003-01 Robust monetary policy rules with unknown natural rates
by Athanasios Orphanides & John C. Williams - 2002-24 Employment declines among people with disabilities: population movements, isolated experience, or broad policy concern?
by Mary C. Daly & Andrew J. Houtenville - 2002-23 Nonlinearities in international business cycles
by Diego Valderrama - 2002-22 Self-reported work limitation data: what they can and cannot tell us
by Richard V. Burkhauser & Mary C. Daly & Andrew J. Houtenville & Nigar Nargis - 2002-20 The Supplemental Security Income program
by Mary C. Daly & Richard V. Burkhauser - 2002-19 Exploring the role of the real exchange rate in Australian monetary policy
by Richard Dennis - 2002-18 Bayesian inference for hospital quality in a selection model
by John Geweke & Gautam Gowrisankaran & Robert J. Town - 2002-17 Learning and the value of information: the case of health plan report cards
by Michael Chernew & Gautam Gowrisankaran & Dennis P. Scanlon - 2002-16 Network externalities and technology adoption: lessons from electronic payments
by Gautam Gowrisankaran & Joanna Stavins - 2002-15 The impact of financial frictions on a small open economy: when current account borrowing hits a limit
by Diego Valderrama - 2002-13 Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model
by Diego Valderrama - 2002-12 Estimating the Euler equation for output
by Glenn D. Rudebusch & Jeffrey C. Fuhrer - 2002-10 How important is precommitment for monetary policy?
by Richard Dennis & Ulf Soderstrom - 2002-09 A gravity model of sovereign lending: trade, default and credit
by Andrew K. Rose & Mark M. Spiegel - 2002-05 The empirical relationship between average asset correlation, firm probability of default and asset size
by Jose A. Lopez - 2002-04 Imperfect knowledge, inflation expectations, and monetary policy
by Athanasios Orphanides & John C. Williams - 2002-03 Investment, capacity, and uncertainty: a putty-clay approach
by Simon Gilchrist & John C. Williams - 2002-02 Assessing the Lucas critique in monetary policy models
by Glenn D. Rudebusch - 2002-01 Operating performance of banks among Asian economies: an international and time series comparison
by Simon H. Kwan - 2000-16 Learning about a shift in trend output: implications for monetary policy and inflation
by Kevin J. Lansing - 2000-15 Growth effects of shifting from a progressive tax system to a flat tax
by Stephen P. Cassou & Kevin J. Lansing
2001
- 2002-21 United States disability policy in a changing environment
by Richard V. Burkhauser & Mary C. Daly - 2002-14 The X-efficiency of commercial banks in Hong Kong
by Simon H. Kwan - 2002-08 Stylized facts on nominal term structure and business cycles: an empirical VAR study
by Tao Wu - 2002-07 Monetary policy and the slope factor in empirical term structure estimations
by Tao Wu - 2002-06 Macro factors and the affine term structure of interest rates
by Tao Wu - 2001-20 The employment of working-age people with disabilities in the 1980s and 1990s: what current data can and cannot tell us
by Richard V. Burkhauser & Mary C. Daly & Andrew J. Houtenville & Nigar Nargis - 2001-19 Pre-commitment, the timeless perspective, and policymaking from behind a veil of uncertainty
by Richard Dennis - 2001-18 Embodying embodiment in a structural, macroeconomic input-output model
by Daniel J. Wilson - 2001-17 Is embodied technology the result of upstream R&D? industry-level evidence
by Daniel J. Wilson - 2001-16 Quantifying embodied technological change
by Plutarchos Sakellaris & Daniel J. Wilson - 2001-15 Small business and computers: adoption and performance
by Marianne P. Bitler - 2001-14 Incorporating equity market information into supervisory monitoring models
by John Krainer & Jose A. Lopez - 2001-13 Does a currency union affect trade? the time series evidence
by Reuven Glick & Andrew K. Rose - 2001-12 The disposition of failed bank assets: put guarantees or loss-sharing arrangements?
by Mark M. Spiegel - 2001-11 Impact of deposit rate deregulation in Hong Kong on the market value of commercial banks
by Simon H. Kwan - 2001-09 Optimal policy in rational-expectations models: new solution algorithms
by Richard Dennis - 2001-08 The policy preferences of the U.S. Federal Reserve
by Richard Dennis - 2001-07 Economic outcomes of working-age people with disabilities over the business cycle: an examination of the 1980s and 1990s
by Richard V. Burkhauser & Mary C. Daly & Andrew J. Houtenville & Nigar Nargis - 2001-05 Solvency runs, sunspot runs, and international bailouts
by Mark M. Spiegel - 2001-04 Inflation taxes, financial intermediation, and home production
by Milton H. Marquis - 2001-02 Term structure evidence on interest rate smoothing and monetary policy inertia
by Glenn D. Rudebusch - 2001-01 The Federal Reserve banks' imputed cost of equity capital
by Edward J. Green & Jose A. Lopez & Zhenyu Wang - 2000-18 Asymmetric cross-sectional dispersion in stock returns: evidence and implications
by Gregory R. Duffee
2000
- 2001-06 The Supplemental Security Income program
by Mary C. Daly & Richard V. Burkhauser - 2000-21 Evaluating covariance matrix forecasts in a value-at-risk framework
by Jose A. Lopez & Christian A. Walter - 2000-20 Optimal simple targeting rules for small open economies
by Richard Dennis - 2000-19 Term premia and interest rate forecasts in affine models
by Gregory R. Duffee - 2000-17 Inflation taxes, financial intermediation, and home production
by Milton H. Marquis - 2000-14 Solving for optimal simple rules in rational expectations models
by Richard Dennis - 2000-13 Steps toward identifying central bank policy preferences
by Richard Dennis - 2000-12 Testing present value models of the current account: a cautionary note
by Kenneth Kasa - 2000-11 A robust Hansen-Sargent prediction formula
by Kenneth Kasa - 2000-10 Learning, large deviations, and recurrent currency crises
by Kenneth Kasa - 2000-09 Instability under nominal GDP targeting: the role of expectations
by Richard Dennis - 2000-08 Bank intermediation and persistent liquidity effects in the presence of a frictionless bond market
by Tor Einarsson & Milton H. Marquis - 2000-07 Black-white wage inequality in the 1990s: a decade of progress
by Kenneth Couch & Mary C. Daly - 2000-06 Inequality and poverty in the United States: the effects of changing family behavior and rising wage dispersion
by Mary C. Daly & Robert G. Valletta - 2000-05 Common shocks and currency crises
by Ramon Moreno & Bharat Trehan - 2000-04 Union effects on health insurance provision and coverage in the United States
by Thomas C. Buchmueller & John DiNardo & Robert G. Valletta - 2000-03 Assessing nominal income rules for monetary policy with model and data uncertainty
by Glenn D. Rudebusch - 2000-02 Is implied correlation worth calculating? Evidence from foreign exchange options and historical data
by Christian Walter & Jose A. Lopez - 2000-01 The potential diversification and failure reduction benefits of bank expansion into nonbanking activities
by Elizabeth S. Laderman
1999
- 99-14 Model uncertainty, robust policies, and the value of commitment
by Kenneth Kasa - 99-13 Eurosystem monetary targeting: lessons from U.S. data
by Glenn D. Rudebusch & Lars E.O. Svensson - 99-12 Housing price cycles and prepayment rates of U.S. mortgage pools
by Joe Mattey & Nancy Wallace - 99-11 Market evidence on the opaqueness of banking firms' assets
by Simon H. Kwan & Mark J. Flannery & M. Nimalendran - 99-10 Hidden cost reductions in bank mergers: accounting for more productive banks
by Simon H. Kwan & James A. Wilcox - 99-09 Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market
by Michael Fleming & Jose A. Lopez - 99-08 Fiscal policy, increasing returns, and endogenous fluctuations
by Jang-Ting Guo & Kevin Lansing - 99-07 The role of relative performance in bank closure decisions
by Kenneth Kasa & Mark M. Spiegel - 99-06 Evaluating credit risk models
by Jose A. Lopez & Marc R. Saidenberg - 99-05 Is the Fed too timid? Monetary policy in an uncertain world
by Glenn D. Rudebusch - 99-03 Optimal indicators of socioeconomic status for health research
by Mary C. Daly & Peggy McDonough & Greg J. Duncan & David Williams - 99-02 Fiscal policy and productivity growth in the OECD
by Steven P. Cassou & Kevin J. Lansing
1998
- 99-04 The ins and outs of joining a monetary union
by Mark M. Spiegel - 99-01 Optimal redistributive capital taxation in a neoclassical growth model
by Kevin J. Lansing - 98-10 Securities activities by commercial banking firms' Section 20 subsidiaries: risk, return and diversification benefits
by Simon Kwan - 98-05 Housing prices and the (in)stability of mortgage prepayment models: evidence from California
by Joe Mattey & Nancy Wallace - 98-04 Optimal taxation of capital income with imperfectly competitive product markets
by Jang-Ting Guo & Kevin J. Lansing
1997
- 97-06 Earnings mobility and instability, 1969-1995
by Mary C. Daly & Greg J. Duncan - 97-05 Returns on illiquid assets: are they fair games?
by John Krainer & Stephen F. LeRoy - 97-04 A frequency decomposition of approximation errors in stochastic discount factor models
by Timothy Cogley - 97-03 Growth and investment across countries
by Jess Benhabib & Mark M. Spiegel - 97-02 Location and the growth of nations
by Ramon Moreno & Bharat Trehan - 97-01 Panel evidence on the speed of convergence
by Timothy Cogley & Mark M. Spiegel
1996
- 96-10 Leaving Los Angeles: migration, economic opportunity and the quality-of-life
by Stuart A. Gabriel & Joe P. Mattey - 96-09 The effect of health insurance on married female labor supply
by Thomas C. Buchmueller & Robert G. Valletta - 96-08 Inequality and stability
by A. S. Pinto Barbosa & Boyan Jovanovic & Mark M. Spiegel - 96-07 Compensating differentials and evolution of the quality-of-life among U.S. states
by Stuart A. Gabriel & Joe P. Mattey & William L. Wascher - 96-06 Measuring the liquidity effect
by James D. Hamilton - 96-05 Do measures of monetary policy in a VAR make sense?
by Glenn D. Rudebusch - 96-04 Expectations, traps and discretion
by V.V. Chari & Lawrence J. Christiano & Martin Eichenbaum - 96-03 Monetary union and macroeconomic stabilization
by Willem H. Buiter & Kenneth M. Kletzer - 96-02 Capital flows and macroeconomic management: tequila lessons
by Guillermo A. Calvo - 96-01 Estimating dynamic rational expectations models when the trend specification is uncertain
by Timothy Cogley
1995
- 95-14 Signal extraction and the propagation of business cycles
by Kenneth Kasa - 95-13 The role of private placement debt issues in corporate finance
by Simon H. Kwan & Willard T. Carleton - 95-12 An analysis of inefficiencies in banking: a stochastic cost frontier approach
by Simon H. Kwan & Robert A. Eisenbeis - 95-11 Regime switching in the dynamic relationship between the federal funds rate and nonborrowed reserves
by Chan Huh - 95-10 Does state economic development spending increase manufacturing employment?
by Charles A. M. de Bartolome & Mark M. Spiegel - 95-09 Measuring monetary policy
by Ben S. Bernanke & Ilian Mihov - 95-08 The mirage of fixed exchange rates
by Maurice Obstfeld & Kenneth Rogoff - 95-07 The monetary transmission mechanism: an empirical framework
by John B. Taylor - 95-06 A theory of North-South customs unions
by Eduardo Fernandez-Arias & Mark M. Spiegel - 95-05 Is monetary policy becoming less effective?
by Fair & Ray C. - 95-04 Speculative attacks on pegged exchange rates: an empirical exploration with special reference to the European Monetary System
by Barry Eichengreen & Andrew K. Rose & Charles Wyplosz - 95-03 The temporal relationship between individual stocks and individual bonds
by Simon H. Kwan - 95-02 Federal Reserve interest rate targeting, rational expectations, and the term structure
by Glenn D. Rudebusch - 95-01 Financial implications of regional trade accords
by Eduardo Fernandez-Arias & Mark M. Spiegel
1994
- 94-19 Fixed-premium deposit insurance and international credit crunches
by Mark M. Spiegel - 94-18 "Burden sharing" in sovereign debt reduction
by Mark M. Spiegel - 94-17 Determinants of long-run labor productivity growth: a selective survey with some new empirical results
by Mark M. Spiegel - 94-16 Optimal policy with limited commitment
by Kenneth Kasa - 94-15 A comparison of discount rate models using international stock market data
by Kenneth Kasa - 94-14 Money, income, prices and interest rates: a comment
by Robert Ingenito & Bharat Trehan - 94-13 Asymmetry in the bivariate relationship between output and interest rates
by Chan G. Huh - 94-12 Maximum likelihood estimation with HP filtered data: an invariance theorem
by Timothy Cogley - 94-11 The 1980s divergence in per capita personal incomes: what does it tell us?
by Carolyn Sherwood-Call - 94-10 Hedging inflation and income risks
by Robert J. Shiller - 94-09 When is inflation low?
by William Poole - 94-08 Growth and inflation: a cross-country study
by Brian Motley - 94-07 On the welfare cost of inflation
by Robert E. Lucas, Jr. - 94-06 Monetary policy when interest rates are bounded at zero
by Jeff Fuhrer & Brian Madigan - 94-05 How independent should a central bank be?
by Guy Debelle & Stanley Fischer - 94-04 Central bank independence and the costs of disinflation in the EC
by Carl E. Walsh - 94-03 Australian banking risk: evidence from share prices
by Marianne Gizycki & Mark Levonian - 94-02 Conditional risk and return in bank holding company stocks: a factor- GARCH approach
by Jonathan A. Neuberger
1993
- 94-01 Interpreting the dynamics in U.S. international trade
by Kenneth Kasa - 93-15 The persistence of bank profits: what the stock market implies
by Mark E. Levonian - 93-14 The cyclical behavior of prices: interpreting the evidence
by John P. Judd & Bharat Trehan - 93-12 Forecasting industrial production using models with business cycle asymmetry
by Chan G. Huh - 93-11 Growth and inflation: a cross-country study
by Brian Motley - 93-10 Output dynamics in real business cycle models
by Timothy Cogley & James M. Nason - 93-08 Inter-industry productivity trends: unbalanced growth or unmeasured growth?
by Ronald H. Schmidt - 93-07 Bank capital requirements and incentives for lending
by Charles Jacklin - 93-06 Effects of alternative monetary stabilization policies: an unexpected finding
by Edward C. Prescott - 93-05 Monetary policy and the behavior of long-term interest rates
by Jeff Fuhrer & George Moore - 93-04 Monetary policy and the theory of the risk-averse bank
by Joseph Stiglitz & Bruce Greenwald