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Federal Reserve Bank of Kansas City

Research Working Paper

Contact information of Federal Reserve Bank of Kansas City:
Postal: 1 Memorial Drive, Kansas City, MO 64198-0001
Phone: (816) 881-2254
Email:
Web page: http://www.kansascityfed.org/
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Web: http://app.ny.frb.org/cfpicnic/frame1.cfm
For technical questions regarding this series, please contact (Diane Rosenberger)
Series handle: repec:fip:fedkrw

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1994

94-13 Structural change in U.S. labor markets: a narrowing of the gap between male and female natural rates
by Stuart E. Weiner
94-12 Measuring monetary policy
by Gordon H. Sellon, Jr.
94-11 International co-movements of business cycles
by Andrew J. Filardo
94-10 Reinterpreting excess sensitivity with precautionary savings
by Gregory D. Hess & B. Kemp Wilson
94-09 Are Japanese interest rates too stable?
by V. Vance Roley & Catherine Bonser-Neal
94-08 Time series variation in the interest-rate response to money announcements: a re-examination of the evidence
by V. Vance Roley & Simon M. Wheatley
94-07 Has inflation become more predictable?
by John E. Golob
94-06 The predictive failure of the Baba, Hendry and Starr model of the demand for M1 in the United States
by Gregory D. Hess & Christopher S. Jones & Richard D. Porter
94-05 Finance constraints, liquidity, and investment spending: cross-country evidence
by Robert S. Chirinko
94-04 A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables
by Todd E. Clark
94-03 The distribution of exchange rates in the EMS
by Charles Engel & Craig S. Hakkio
94-02 Liquidity of the Treasury bill market and the term structure of interest rates
by Pu Shen & Ross M. Starr
94-01 The role of the discount rate in monetary policy
by Mark Rush & Gordon Sellon & Li Zhu

1993

93-19 Pricing bid-ask spreads in common stocks, liquidity premium and the small firm effect
by Pu Shen
93-18 Reduced form evidence on the substitutability between bank and nonbank loans
by Sean Becketti & Charles Morris
93-17 The evolution of U.S. business cycle phases
by Andrew J. Filardo
93-16 Bank monitoring mitigates agency problems: new evidence using the financial covenants in bank loan commitments
by Donald P. Morgan
93-15 Inflation, inflation uncertainty, and relative price variability: a survey
by John E. Golob
93-14 Business cycle phases and their transitional dynamics
by Andrew J. Filardo
93-13 Why does liquidity matter in investment equations?
by Robert S. Chirinko & Huntley Schaller
93-12 The marginal income tax rate schedule from 1930 to 1990
by Craig S. Hakkio & Mark Rush & Timothy J. Schmidt
93-11 Business cycle durations
by Andrew J. Filardo & Stephen F. Gordon
93-10 Who has a bank account and who doesn't: 1977 and 1989
by John P. Caskey & Andrew Peterson
93-09 Government finance in a model of currency substitution
by Anne Sibert & Lihong Liu
93-08 Non-convexities, labor hoarding, technology shocks, and procyclical productivity: a structural econometric approach
by Robert S. Chirinko
93-07 On the Keynesian investment function and the investment function(s) of Keynes
by Robert S. Chirinko
93-06 Economic fluctuations, market power, and returns to scale: evidence from firm-level data
by Robert S. Chirinko & Steven M. Fazzari
93-05 Cross-country evidence on long run growth and inflation
by Todd E. Clark
93-04 Rents and prices of housing across areas of the U.S.: a cross-section examination of the present value model
by Todd E. Clark
93-03 Bubbles, fundamentals, and investment: a multiple equation testing strategy
by Robert S. Chirinko & Huntley Schaller
93-02 Determinants of the decline in union COLA's
by Stuart E. Weiner
93-01 Business fixed investment spending: a critical survey of modeling strategies, empirical results, and policy implications
by Robert S. Chirinko

1992

92-12 Monetary transmission channels in major foreign industrial countries: a comment
by Craig S. Hakkio
92-11 Determinants of rural growth: winners and losers in the 1980s
by Tim R. Smith
92-10 Bank representation in low-income and minority urban communities
by John P. Caskey
92-09 Bank loan commitments and the lending view of monetary policy
by Donald P. Morgan
92-08 Monetary policy implications of bank security holdings and large CDs
by William R. Keeton
92-07 Does money matter anymore? A comment on Friedman and Kuttner
by Sean Becketti & Charles Morris
92-06 A regime shift in measured per capita consumption, with implications for asset prices and returns
by John E. Golob
92-05 Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks
by Todd Clark
92-04 Allais theory suggests a solution and an explanation for the equity premium puzzle
by John E. Golob
92-03 How important are monetary and fiscal policy in explaining postwar aggregate U.S. data?: a vector autoregressive approach
by Peter E. Kretzmer
92-02 Can unconventional preferences explain risk premia in the foreign exchange markets?
by Anne Sibert
92-01 Strategic capital taxation in large, open economies with mobile capital
by Jiming Ha & Anne Sibert

1991

91-08 The international role of the dollar
by Craig S. Hakkio
91-07 Imperfect information and financial constraints: new evidence using bank loan commitments
by Donald P. Morgan
91-06 Public finance and coordination problems in a common currency area
by Anne Sibert
91-05 IRAs and saving: evidence from a panel of taxpayers
by Douglas H. Joines & James G. Manegold
91-04 Can the Markov switching model forecast exchange rates?
by Charles Engel
91-03 A comment on William Poole's paper, "Exchange rate management and monetary policy mismanagement: a study of Germany, Japan, United Kingdom, and United States after Plaza."
by Craig S. Hakkio
91-02 Is real exchange rate variability caused by relative price changes? An empirical investigation
by Charles Engel
91-01 The realignment in farm lending: strategic issues for the 1990s
by Alan Barkema & Mark Drabenstott

1990

90-10 Bank credit commitments
by Donald P. Morgan
90-09 Government finance in a common currency area
by Anne Sibert
90-08 Cointegration: how short is the long run?
by Craig S. Hakkio & Mark Rush
90-07 The risk premium and the liquidity premium in foreign exchange markets
by Charles Engel
90-06 On the foreign exchange risk premium in a general equilibrium model
by Charles Engel
90-05 Tests of mean-variance efficiency of international equity markets
by Charles Engel & Anthony Rodrigues
90-04 Stock prices, news, and business conditions
by Grant McQueen & V. Vance Roley
90-03 Real and nominal exchange rates since 1919
by Craig S. Hakkio & Douglas H. Joines
90-02 An equilibrium model of spot and forward exchange rates
by Craig S. Hakkio & Anne Sibert
90-01 The prepayment experience of FNMA mortgage-backed securities
by Sean Becketti & Charles S. Morris

1989

89-17 Pawnbroking in America: the economics of forgotten credit market
by John P. Caskey
89-16 Bank profitability, deregulation, and the production of financial services
by Diana Hancock
89-15 Borrowed reserves targeting and nominal income smoothing
by David D. VanHoose
89-14 Optimal monetary policy in a multisector economy with an economy-wide money market
by David D. VanHoose & John V. Duca
89-13 Discretionary monetary policy and socially efficient wage indexation
by David D. VanHoose & Christopher J. Waller
89-12 How bad is the federal budget deficit?
by Douglas H. Joines
89-11 An experimental study of comparable worth
by E. Jane Arnault & Louis Gordon & Douglas H. Joines & G. Michael Phillips
89-10 Money supply announcements and real economic activity
by Douglas H. Joines
89-09 The effect of marginal tax rates on GNP: 1931 to 1985
by Craig S. Hakkio & Mark Rush
89-08 Market indicators for monetary policy
by C. Alan Garner
89-07 Optimal variance ratio tests for serial dependence and a test for mean reversion
by Jon Faust
89-06 Bank credit commitments and credit rationing
by Donald Morgan
89-05 The output and inflation effects of dollar depreciation
by George A. Kahn
89-04 Exchange rates in the 1980s
by Craig S. Hakkio
89-03 Discretion, wage indexation, and inflation
by David D. VanHoose & Christopher J. Waller
89-02 Price flexibility and macroeconomic stability: an empirical simulation analysis
by John Caskey & Steven Fazzari
89-01 Tax analysis in a dynamic stochastic model: on measuring Harberger triangles and Okun gaps
by Gregory W. Huffman & Jeremy Greenwood

1988

88-13 Federal credit, private credit, and economic activity
by James S. Fackler
88-12 Entry barrier, market concentration and bank profitability: a switching regression approach
by Jeffrey A. Clark
88-11 Taxing capital in an open economy
by Anne Sibert
88-10 Commodity prices: policy target or information variable?
by C. Alan Garner
88-09 Supernovas in monetary theory: does the ultimate sunspot rule out money?
by Jon Faust
88-08 The variance ratio test: statistical properties and implementation
by Jon Faust
88-07 Intraday yen/dollar exchange rate movements: news or noise?
by Takatoshi Ito & V. Vance Roley
88-06 The accuracy of the grid approximation method
by Gregory W. Huffman
88-05 A representative agent model of asset pricing and transaction volume
by Gregory W. Huffman
88-04 Loan losses and bank risk-taking: is there a connection?
by William R. Keeton & Charles S. Morris
88-03 The IMF and concerted lending in Latin American debt restructurings: a formal analysis
by John P. Caskey
88-02 Federal Reserve behavior since 1980: a financial markets perspective
by William C. Melton & V. Vance Roley
88-01 Firm characteristics, unanticipated inflation, and stock returns
by V. Vance Roley & Douglas K. Pearce

1987

87-11 Cola coverage: the role of relative prices
by Stuart E. Weiner
87-10 Inside money, outside money, and inflation
by John F. Boschen & Kathleen E. Talbot
87-09 Exchange rates, market structure, prices and import values
by Anne Sibert
87-08 Understanding the current view of trends, cycles, and the persistence of shocks
by Sean Becketti
87-07 The risk premium in the foreign exchange market
by Anne Sibert
87-06 Wages and prices: an international comparison
by George A. Kahn
87-05 Market efficiency and cointegration
by Craig S. Hakkio & Mark Rush
87-04 How real is the "real exchange rate?"
by Sean Becketti & Craig S. Hakkio
87-03 Deposit insurance, deposit deregulation and bank risk-taking
by William R. Keeton
87-02 Pricing interest rate swaps in an options pricing framework
by J. Gregg Whittaker
87-01 Leading indicators of inflation
by Howard Roth

1986

86-13 The recent evolution of Federal Reserve operating procedures
by Gordon H. Sellon, Jr.
86-12 Co-integration and the government's budget deficit
by Craig S. Hakkio & Mark Rush
86-11 The effects of macroeconomic policy on farmland value
by Alan D. Barkema
86-10 Estimation of the optimal futures hedge
by Stephen G. Cecchetti & Robert E. Cumby & Stephen Figlewski
86-09 The predictive usefulness of consumer sentiment data
by C. Alan Garner
86-08 Imperfect information and staggered price setting
by Laurence Ball & Stephen G. Cecchetti
86-07 The determinants of banking market structure
by Charles S. Morris
86-06 Exchange rates and discount rate changes
by Craig S. Hakkio & Douglas K. Pearce
86-05 Limited countercyclical policies: an exploratory study
by John Haltiwanger & Sean Becketti
86-04 A test of the theory of exhaustible resources
by Robert Halvorsen & Tim R. Smith
86-03 U.S. monetary policy regimes and U.S.-Japan financial relationships
by V. Vance Roley
86-02 News from the U.S. and Japan: which moves the yen/dollar exchange rate?
by Takatoshi Ito & V. Vance Roley
86-01 Error correction, forward-looking behavior, and dynamic international money demand
by Ian Domowitz & Craig S. Hakkio

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