Board of Governors of the Federal Reserve System (U.S.)

Order information:
Email:

For technical questions regarding this series, please contact (Diane Rosenberger)
Series handle: repec:fip:fedgsp

1987

• 228 Gender differences in family effects on human capital and earnings: an empirical study of siblings
  by David Neumark
• 227 Employers' discriminatory behavior and the estimation of wage discrimination
  by David Neumark
• 226 Duration analysis of birth intervals and underlying fertility behavior
  by David Neumark
• 225 Finite sample properties of Theil's measure of multicollinearity effect
  by J.S. Mehta & P.A.V.B. Swamy
• 224 Deviations from random-walk behavior: tests based on the variance-time function
  by Francis X. Diebold
• 223 Does the business cycle have duration memory?
  by Francis X. Diebold & Glenn D. Rudebusch
• 222 Financial deregulation, the demand for money, and monetary policy in Australia
  by George S. Tavlas & P.A.V.B. Swamy
• 221 Asymmetric information, bank lending, and implicit contracts: a stylized model of continuing relationships
  by Steven A. Sharpe
• 219 The behavior of short-term interest rates in a rational banking model
  by Kenneth J. Kopecky
• 218 The use of prior information in forecast combination
  by Francis X. Diebold & Peter Pauly
• 217 Econometric modeling of the demands for the U.S. monetary aggregates: conventional and experimental approaches
  by Richard D. Porter & Paul A. Spindt & David E. Lindsey
• 216 The forecasting accuracy of auto assembly schedules
  by Spencer Krane & David Reifschneider
• 215 On the supply of the demand for money
  by Paul A. Spindt
• 214 The micromechanics of the federal funds market: implications for day- of- the-week effects in fund rate variability
  by Paul A. Spindt & J. Ronald Hoffmeister
• 213 Should fixed coefficients be reestimated every period
  by P A.V.B. Swamy & Garry J. Schinasi
• 212 The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change
  by Garry J. Schinasi & P.A.V.B. Swamy
• 211 Further thoughts on testing for casuality with econometric models
  by P.A.V.B. Swamy & P. von zur Muehlen
• 210 The FRB monthly forecasting model: its special features and simulation properties (PAPER NEVER PUBLISHED)
  by Carol Corrado & Jane Haltmaier & David Reifschenider
• 208 Minimum variance pooling of forecasts at different levels of aggregation
  by Jeff Fuhrer & Jane Haltmaier
• 206 Scoring the leading indicators
  by Francis X. Diebold & Glenn D. Rudebusch
• 203 Price rigidity in imperfectly competitive markets: a survey of theoretical approaches
  by Steven A. Sharpe

• 220 Induced innovation and productivity growth: an empirical analysis
  by Jane Haltmaier
• 209 Reducing uncertainty in current analysis and projections: the estimation of monthly GNP
  by Carol Corrado
• 205 The dynamics of exchange rate volatility: a multivariate latent factor ARCH model
  by Francis X. Diebold & Marc Nerlove
• 204 On the information content of consumer survey expectations
  by Jeffrey C. Fuhrer
• 202 Experience goods, customer loyalty, and sticky prices in a dynamic market
  by Steven A. Sharpe
• 201 Structural change and the combination of forecasts
  by Francis X. Diebold & Peter Pauly
• 200 Temporal aggregation of ARCH processes and the distribution of asset returns
  by Francis X. Diebold
• 199 Internal funds and the investment functions: exploring the theoretical justification of some empirical results
  by Guy V.G. Stevens
• 198 Calendar adjustment and time series
  by W.P. Cleveland
• 197 Availability of data, sensitivity of calculation and possible improvements in data collection for the MSI, MT and MQ indexes
  by Arthur B. Kennickell & Garland B. DeMarco
• 196 Forecasting money demand with econometric models
  by P.A.V.B Swamy & A.B. Kennickell & P. von zur Muehlen
• 195 An evaluation of monetary indexes
  by David E. Lindsey & Paul Spindt
• 194 Model uncertainty, expectation formation and shock persistence
  by Jeffrey C. Fuhrer
• 193 A production smoothing model of aggregate inventory behavior with expectation errors generated by model uncertainty
  by Jeffrey C. Fuhrer
• 192 Information gathering and expectation formation under model uncertainty
  by Jeffrey C. Fuhrer

• 191 Empirical assessments of the efficient markets hypothesis: an operational-subjective analysis of the variance bounds approach
  by Frank Lad
• 190 A pair of papers: random coefficients ; Random coefficients ; Productivity analysis of the United States manufacturing using
  by P.A.V.B. Swamy & G.V.L. Narasimham & R.C. Reed
• 189 Revisions in the monetary services (Divisia) indexes of monetary aggregates
  by Helen T. Farr & Deborah Johnson
• 188 On a neglected measure of multicollinearity
  by P.A. V.B. Swamy & J.S. Mehta
• 164 On concurrent seasonal adjustment
  by David A. Pierce & Sandra K. McKenzie

• 207 Reducing uncertainty in short-term projections: linkage of monthly and quarterly models
  by Carol A. Corrado & Mark Greene
• 187 Estimating distributed lag relationships using near-minimax procedures
  by A.K. Kashyap & P.A.V.B. Swamy & J.S. Mehta & R.D. Porter
• 186 The Federal Reserve's new operating procedures: a post mortem
  by Paul A. Spindt & Vefa Tarhan
• 185 An examination of distributed lag model coefficients estimated with smoothness priors
  by S.S. Thurman & P.A.V.B. Swamy & J.S. Mehta
• 184 The transmission of data noise into policy noise in monetary control
  by Agustin Maravall & David A. Pierce
• 183 Four discussions
  by David A. Pierce
• 182 The foundations of econometrics: are there any?
  by P.A.V.B. Swamy & Roger K. Conway & Peter von zur Muehlen
• 183 Discussion of "Measurement of linear dependence and feedback" by J. Geweke
  by David A. Pierce

• 181 Empirical comparisons of credit and monetary aggregates using vector autoregression methods
  by Edward K. Offenbacher & Richard D. Porter
• 180 On logical validity and econometric modelling: the case of money supply
  by P.A.V.B. Swamy & P. von zur Muehlen & P.A. Tinsley & H.T. Farr
• 179 Bank reserve adjustment process and the use of reserve carryover as a reserve management tool: a microeconometric approach
  by Paul A. Spindt & Vefa Tarhan
• 178 The impossibility of causality testing
  by Roger K. Conway & P.A.V.B. Swamy & John F. Yanagida
• 177 Money is what money does: a revealed production approach to monetary aggregation
  by Paul A. Spindt
• 176 Notes on the cost of capital
  by William Conrad
• 166 The Anderson-Rasche report: a review of the review
  by Helen T. Farr & Richard D. Porter

• 175 Reserve accounting regimes, bank behavior and monetary control: an empirical analysis
  by P.A. Spindt & V. Tarhan
• 174 Further results on Zellner's minimum expected loss (MELO) and full information maximum likelihood estimators for undersized samples
  by P.A.V.B. Swamy & J.S. Mehta
• 173 Convergence of the moments of the modified K-class estimators
  by P.A.V.B. Swamy & J.S. Mehta & N.S. Iyengar
• 172 Monetary policy and the information content of index bond prices
  by John F. Boschen
• 171 A multiplier model for controlling Divisia monetary aggregates
  by Paul A. Spindt
• 170 Fixed vs market-determined deposit rates: a new monetary framework
  by Michael G. Hadjimichalakis
• 169 Two papers on the volatility of money stock targeting
  by P.A. Tinsley & P. von zur Muehlen & G. Fries
• 168 A maximum probability approach to short-run policy
  by P. Tinsley & P. von zur Muehlen
• 167 An autopsy of a conventional macroeconomic relation: the case of money demand
  by P.A.V.B. Swamy & P.A. Tinsley & G.R. Moore
• 165 Detecting and estimating changing economic relationships: the case of discount window borrowings
  by D.H. Resler & J.R. Barth & P.A.V.B. Swamy & W.D. Davis
• 169 The short-run volatility of money stock targeting
  by P.A. Tinsley & P. von zur Muehlen & G. Fries

• 184 The Regulation Q phaseout: the effects on monetary aggregates, on interest rates, and on the economy
  by Michael G. Hadjimichalakis
• 163 Intervention analysis and seasonal adjustment of the monetary aggregates: the 1980 credit controls experience
  by David A. Pierce & William P. Cleveland
• 162 Modeling time series when calendar effects are present
  by W.P. Cleveland & M.R. Grupe
• 161 The phaseout of deposit-rate ceilings and the efficacy of monetary policy
  by Garry J. Schinasi
• 160 Price, wage and inventory dynamics of a non-Walrasian firm
  by Raghbendra Jha & Garry J. Schinasi
• 159 Price, inventory dynamics of a Phelps-Winter type firm
  by R. Jha & G. J. Schinasi
• 158 Empirical comparisons of Divisia and simple sum monetary aggregates
  by William A. Barnett & Paul A. Spindt & Edward K. Offenbacher
• 157 Two papers on money demand
  by Edward K. Offenbacher
• 156 Estimating current trend and growth rates in seasonal time series
  by George E.P. Box & David A. Pierce
• 155 Three essays on monetary control
  by Michael G. Hadjimichalakis
• 154 A generalized multicollinearity index for estimation
  by P.A.V.B. Swamy & J.S. Mehta & S.S. Thurman
• 153 Uncertainty in the money aggregates: sources, measurement and policy effects
  by David A. Pierce & Darrel W. Parke & William P. Cleveland & Agustin Maravall
• 150 Precision of monetary control and volatility of rates: a comparative analysis of the reserves and the federal funds operating targets
  by Michael G. Hadjimichalakis
• 147 Expectations of the "myopic perfect foresight" variety in monetary dynamics
  by Michael G. Hadjimichalakis
• 157 Discussion of money demand papers at Washington University Workshop
  by Edward K. Offenbacher
• 155 The effects of NOW accounts on monetary aggregates, interest rates and the economy: some theoretical and early empirical results
  by Michael G. Hadjimichalakis

• 152 Errors in preliminary money stock data and monetary aggregate targeting
  by Agustin Maravall & David A. Pierce
• 151 Sources of error in economic time series
  by David A. Pierce
• 149 A theory of monetary exchange
  by Alfred L. Norman
• 146 The information content of Divisia monetary quantity indices
  by William A. Barnett & Paul A. Spindt
• 145 The Rose-Wicksell model: inside money, stability and stabilization policies
  by Michael G. Hadjimichalakis.
• 144 Disaggregated monetary asset demand systems: estimation and an application of the preference independence transformation
  by Edward K. Offenbacher
• 143 The rational expectations approach to economic modelling
  by P.A.V.B. Swamy & J.R. Barth & P.A. Tinsley
• 142 A non-Bayesian method of estimating distributed lag coefficients with smoothness priors
  by S.S. Thurman & P.A.V.B. Swamy
• 141 The velocity behavior and information content of Divisia monetary aggregates
  by W.A. Barnett & P.A. Spindt
• 140 Indicator and filter attributes of monetary aggregates: a nit-picking case for disaggregation
  by P.A. Tinsley & P.A. Spindt & M.E. Friar
• 139 The microfoundations of aggregate supply: wage, price, unemployment dynamics and the natural rate hypothesis
  by Garry J. Schinasi & Raghbendra Jha
• 138 The cost of adjustment and the microfoundations of the Kaldor nonlinear investment function
  by Garry J. Schinasi

• 137 Data revisions with moving average seasonal adjustment procedures
  by David A. Pierce
• 136 Ridge regression estimation of the Rotterdam model
  by P.A.V.B. Swamy & J.S. Mehta
• 135 Two papers on macroeconomic fluctuations
  by Garry J. Schinasi
• 134 Three papers on control strategies for macroeconomic models
  by A. L. Norman & M. R. Norman & C. J. Palash & W. S. Jung
• 132 A fully nested system of monetary quantity and dual user cost aggregates
  by William A. Barnett
• 131 Monopolistic competition and sequential search
  by Peter von zur Muehlen
• 130 On the existence of moments of partially restricted reduced form coefficients
  by P.A.V.B. Swamy & J.S. Mehta
• 129 Seasonal adjustment of daily data with special reference to the U.S. money supply
  by David A. Pierce & Gerhard Fries
• 127 Estimation of implicit utility models
  by William A. Barnett & Kenneth J. Kopecky & Ryuzo Sato
• 126 A comparison of estimators for undersized samples
  by P.A.V.B. Swamy
• 135 A note on modelling downturns: a nonlinear model vs. simple linear autoregressive schemes
  by Garry J. Schinasi
• 134 Target controllability
  by A.L. Norman & Woo S. Jung

• 133 The measurement of money demand
  by P.A. Tinsley & Bonnie Garrett & M.E. Friar
• 128 A survey of recent developments in seasonal adjustment
  by David A. Pierce
• 125 Applications of the Kalman filter to revisions in monthly retail sales estimates
  by William Conrad & Carol Corrado
• 124 A random coefficient approach to seasonal adjustment of economic time series
  by A. Havenner & P.A.V.B. Swamy
• 123 Unemployment spells and unemployment experience
  by George A. Akerlof & Brian G. M. Main
• 122 Irving Fisher on his head II: the consequences of the timing of payments for the demand for money
  by George A. Akerlof & Ross D. Milbourne
• 121 The liquidity structure adjustment decision of large money center banks
  by Paul Spindt & Vefa Tarhan
• 120 Seasonally adjusted rates of growth versus rates of growth of seasonally adjusted levels: some implications for monetary control
  by Agustin Maravall
• 119 Short-run forecasting and seasonal adjustment of demand deposits via sectoral disaggregation by types of holders
  by Agustin Maravall
• 118 A theory of social custom, of which unemployment may be one consequence
  by George A. Akerlof
• 117 The sensitivity of monetarist conclusions to monetarist assumptions: constant lag versus constant target-threshold monitoring
  by George A. Akerlof & Ross D. Milbourne
• 116 A theory of involuntary unemployment
  by George Akerlof
• 115 A theory of competitive equilibrium in stock market economies
  by Sanford Grossman & Oliver Hart
• 114 Further results on the informational efficiency of competitive stock markets
  by Sanford Grossman
• 113 The public good is a public good: a theory of corporations
  by Sanford Grossman & Oliver Hart
• 112 Signal extraction error in nonstationary time series
  by David A. Pierce
• 111 On estimating the fundamental dynamic equations of structural econometric models
  by David A. Pierce & John M. Mason
• 110 Indexing the U.S. economy: simulation results with the MPS model
  by Mark J. Flannery & Lewis Johnson
• 109 Pollak and Wachter on the household production function approach
  by William A. Barnett
• 108 On filtering auxiliary information in short-run monetary policy
  by John H. Kalchbrenner & Peter A. Tinsley & James Berry & Bonnie Garrett
• 107 Seasonal adjustment when both deterministic and stochastic seasonality are present
  by David A. Pierce
• 106 Rational expectations and multiple equilibria: love, faith, money and underemployment
  by Steven C. Salop
• 105 Coefficient uncertainty and policy aggressiveness: an empirical assessment
  by Roger Craine & Arthur Havenner
• 104 The implications of removing the demand deposit rate prohibition for monetary control and the conduct of monetary policy
  by David E. Lindsey
• 103 Determining the monetary instrument: a diagrammatic exposition
  by Stephen F. LeRoy & David E. Lindsey

• 102 Customer relationships and terms of loans: evidence from a pilot survey
  by Donald D. Hester
• 101 Optimal monetary policy with uncertainty
  by Roger Craine & Arthur Havenner
• 100 The optimal monetary instrument: an empirical assessment
  by Roger Craine & Arthur Havenner
• 99 Dynamic portfolio behavior and market clearing by weekly reporting banks
  by Donald D. Hester
• 98 Optimal bands in short-run monetary policy
  by Peter von zur Muehlen
• 97 Some partial equilibrium of tax reform on corporate policy
  by Peter von zur Muehlen
• 96 Legal reserve requirements: an instrument of monetary control?
  by Daniel E. Laufenberg
• 95 A framework for analyzing monopolistically competitive price dispersion
  by Steven Salop & Joseph Stiglitz
• 94 Bargains and ripoffs: a model of monopolistically competitive price dispersion
  by Steven Salop & Joseph Stiglitz
• 93 R2 measures for time series
  by David A. Pierce
• 92 On modeling unobserved components with time series
  by Augustin Maravall
• 91 The use of undersized samples in the estimation of simultaneous equation systems: another look at the theory of estimation
  by P.A.V.B. Swamy
• 90 The natural rate of unemployment and the reserve army of the unemployed
  by Steven C. Salop
• 89 Monopolistic competition reconstituted; or, circular fashions in economic thought
  by Steve Salop
• 88 A note on minimum average risk estimators for coefficients in linear models
  by P.A.V.B. Swamy & J.S. Mehta
• 87 Causality in temporal systems: characterizations and a survey
  by David A. Pierce & Larry D. Haugh

• 86 A weekly money market model
  by Helen T. Farr & Steven M. Roberts & Thomas D. Thompson
• 85 Estimation of the permanent and transitory component of an economic variable with an application to M1
  by Agustin Maravall
• 84 Recursive subaggregation and a generalized hypocycloidal demand model
  by William A. Barnett
• 83 Optimal control of a macroeconomic model with estimated coefficients
  by Roger Craine & Arthur Havenner
• 82 The restrictiveness of the Rotterdam model: a recalcitrant myth
  by William A. Barnett
• 81 Anticipating a price freeze or how not to get caught with your prices down
  by Peter von zur Muehlen
• 80 Self-selection and turnover in the labor market
  by Joanne Salop & Steve Salop
• 79 Public goods, taxation, and the distribution of income over time
  by Winston C. Bush & Robert J. Mackay
• 78 Linear prediction and estimation methods for regression models with stationary stochastic coefficients
  by P.A.V.B. Swamy & P.A. Tinsley
• 77 On the rationality of discontinuous monetary policy
  by Peter von zur Muehlen
• 76 On the use of optimal control in the design of monetary policy
  by J.H. Kalchbrenner & P.A. Tinsley
• 75 The noisy monopolist: imperfect information, price dispersion and price discrimination
  by Steve Salop
• 74 Information and monopolistic competition
  by Steve Salop
• 73 Consumer behavior and quantity constraints: some implications for monetary theory
  by Robert J. Mackay & Warren E. Weber

• 75 Observability, measurement error, and the optimal use of information for monetary policy
  by Stephen F. LeRoy & Roger N. Waud
• 71 The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model
  by J.S. Mehta & P.A.V.B. Swamy
• 70 Further evidence on the relative efficiencies of Zellner's seemingly unrelated regressions estimator
  by J.S. Mehta & P.A.V.B. Swamy
• 69 Relative efficiencies of a competitor of Hoerl and Kennard's ridge regression estimator
  by P.A.V.B. Swamy & J.S. Mehta & P.N. Rappoport
• 68 Minimum average risk estimators for coefficients in linear models
  by P.A.V.B. Swamy & J.S. Mehta
• 67 Information lags and the interest rate as a proximate monetary policy target
  by Roger N. Waud
• 66 Efficient use of current information in short-run monetary control
  by Stephen F. LeRoy
• 65 Multiple time series containing unobserved components
  by Richard D. Porter
• 64 On Keynesian dynamics
  by Lewis Johnson
• 63 MINNIE: a small version of the MIT-PENN-SSRC econometric model
  by Douglas Battenberg & Jared Enzler & Arthur Havenner
• 62 Consistent estimation of higher order adjustment and expectations models: estimation of rational lags by initial condition parameterization
  by Arthur M. Havenner
• 61 A re-examination of Keynesian monetary and fiscal orthodoxy in a two- sector Keynesian paradigm
  by Robert J. Mackay & Roger N. Waud
• 60 Random sets and the space of confidence procedures
  by William A. Barnett
• 59 On proximate exploitation of intermediate information in macroeconomic forecasting
  by P.A. Tinsley
• 58 Lagged versus contemporaneous reserve accounting and short-run fluctuations in deposits
  by Daniel E. Laufenberg
• 57 Asymmetric policymaker utility functions and optimal policy under uncertainty
  by Roger N. Waud
• 56 The structural shift in the demand for money
  by Myron B. Slovin & Marie Elizabeth Sushka
• 55 Relationships--and the lack thereof--between economic time series, with special reference to money, reserve, and interest rates
  by David A. Pierce
• 54 Money supply control: reserves as the instrument under lagged accounting
  by David A. Pierce
• 53 Labor supply and the allocation of consumption expenditure
  by William A. Barnett

• 52 The full-employment equivalent price of leisure
  by William A. Barnett
• 51 Household consumption allocation and labor supply
  by William A. Barnett
• 50 Maximum likelihood estimation of nonlinear systems of equations
  by William A. Barnett
• 49 Inflationary expectations and momentary equilibrium
  by Lewis Johnson
• 48 On Nerff solutions of macroeconomic tracking problems
  by P.A. Tinsley & R.Craine & A.M. Havenner
• 47 Linear models and linear filters in the analysis of seasonal variation
  by David A. Pierce & Richard D. Porter
• 46 Uncertainty, restrictions on capital adjustment, and investment
  by Roger Craine
• 45 Note on: "The upward bias in the consumer price index due to substitution"
  by John D. Paulus
• 44 Evaluating consumer demand models
  by John D. Paulus
• 43 RPD model of money supply: a dynamic approach
  by Daniel E. Laufenberg
• 42 Search theory and duration data: a theory of sorts
  by Stephen W. Salant
• 41 Monetary and fiscal effects on economic activity: a reduced form examination of their relative importance
  by Roger N. Waud
• 40 Alternative adjustment mechanisms and the long run Phillips relation: job search vs. the "neoclassical" tatonnement
  by Lewis Johnson
• 39 An econometric model of channeled monetary effects on conventional mortgage credit
  by Daniel E. Laufenberg

• 38 Interest rate risk protection for savings institutions through debenture sales
  by Donald P. Tucker
• 37 The cost of capital, the desired capital stock, and a variable investment tax credit as a stabilization tool
  by Glenn C. Picou & Roger N. Waud
• 36 On the relationships among monetary aggregates
  by Myron B. Slovin
• 35 Aggregation over time, the supply and demand for money, and monetary policy
  by Stanley W. Black

Access and download statistics

Did you know? Use the JEL tree to browse through the database by subfields.

This page was last updated on 2008-7-7.