Board of Governors of the Federal Reserve System (U.S.)
Special Studies Papers
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1972
- 28 Monetary and fiscal policy in a two-sector aggregative model
by Dale W. Henderson & Thomas J. Sargent - 27 Optimal estimation and control: a structural approximation
by Elizabeth Chase MacRae - 26 On the value of the firm and optimal investment under uncertainty
by Guy V.G. Stevens - 25 Financial adjustment to inflation
by William Poole - 24 On Tobin's multiperiod portfolio theorem
by Guy V.G. Stevens
1971
- 23 Price behavior in U.S. manufacturing: an application of dynamic monopoly pricing
by Peter von zur Muehlen - 22 N-person dynamic oligopoly: the case of conjectured price variations under certainty
by Peter von zur Muehlen - 21 On the optimal monopoly price over time
by Peter von zur Muehlen - 20 Matrix derivatives with an application to the analysis of covariance structures
by Elizabeth Chase MacRae - 19 Solutions for stochastic cash balance inventory problems using a dynamic programming formulation
by Steven M. Roberts - 18 Optimal distributed lag responses and expectations
by Roger Craine - 17 Patinkin's macro model as a model of market disequilibrium
by Donald P. Tucker - 16 Definitions of money: some theoretical and empirical issues
by Helen T. Farr - 15 On ramps, turnpikes, and distributed lag approximations of optimal intertemporal adjustment
by P.A. Tinsley - 14 The use of prior information in nonlinear regression
by P.A. Tinsley - 13 A stochastic cash balance inventory model with non-zero fixed and proportional transfer costs and proportional opportunity and penalty costs
by Steven M. Roberts. - 12 On the service flow from labor
by Roger Craine
1970
- 9 On optimal dynamic adjustment of quasi-fixed factors
by P.A. Tinsley - 8 On the specification of a distributed lag adjustment model
by Roger Craine - 7 Capital structure, precautionary balances, and valuation of the firm: the problem of financial risk
by P.A. Tinsley - 6 Chance constrained programming with applications to portfolio problems in commercial banking
by Richard Puckett - 5 The application of quadratic programming to the portfolio selection problem: a review
by Robert T. Parry - 4 On polynomial approximation of distributed lags
by P.A. Tinsley - 3 A constrained estimation approach to the demand for liquid assets
by Edward M. Gramlich & John H. Kalchbrenner - 11 A variable weight distributed lag model
by P.A. Tinsley - 10 On distributed lag specifications of optimal factor adjustment paths
by P.A. Tinsley
1969
- 2 Optimal choice of monetary policy instruments in a simple stochastic macro model
by William Poole - 1 Some simple rules for the conduct of monetary policy
by James L. Pierce