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Publications

by members of

Regis University → Economics

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2003

  1. Mr. Kanda Naknoi & Mr. Allan D. Brunner, 2003, "Trade Costs, Market Integration, and Macroeconomic Volatility," IMF Working Papers, International Monetary Fund, number 2003/054, Mar.
  2. Mr. Allan D. Brunner, 2003, "The Long-Run Effects of Tradeon Income and Income Growth," IMF Working Papers, International Monetary Fund, number 2003/037, Feb.

1998

  1. Allan D. Brunner, 1998, "El Nino and world primary commodity prices: warm water or hot air?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 608.

1996

  1. Allan D. Brunner, 1996, "Using measures of expectations to identify the effects of a monetary policy shock," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 537.

1995

  1. Allan D. Brunner & Steven B. Kamin, 1995, "Bank lending and economic activity in Japan: did \"financial factors\" contribute to the recent downturn?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 513.
  2. John Ammer & Allan D. Brunner, 1995, "When is monetary policy effective?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 520.
  3. Allan D. Brunner & David P. Simon, 1995, "Excess returns and risk at the long end of the Treasury market: an EGARCH-M approach," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 522.

1994

  1. Allan D. Brunner, 1994, "The federal funds rate and the implementation of monetary policy: estimating the Federal Reserve's reaction function," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 466.
  2. Allan D. Brunner & Steven B. Kamin, 1994, "Determinants of the 1991-93 Japanese recession: evidence from a structural model of the Japanese economy," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 479.
  3. John Ammer & Allan D. Brunner, 1994, "Are banks market timers or market makers? Explaining foreign exchange trading profits," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 484.
  4. Allan D. Brunner, 1994, "On the dynamic properties of asymmetric models of real GNP," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 489.

1990

  1. Allan D. Brunner, 1990, "Conditional asymmetries in real GNP: a semi-nonparametric approach," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 140.
  2. Allan D. Brunner & Gregory D. Hess, 1990, "Are higher levels of inflation less predictable? A state-dependent conditional heteroskedasticity approach," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 141.

Journal articles

2002

  1. Allan D. Brunner, 2002, "El Niño and World Primary Commodity Prices: Warm Water or Hot Air?," The Review of Economics and Statistics, MIT Press, volume 84, issue 1, pages 176-183, February.

2000

  1. Brunner, Allan D, 2000, "On the Derivation of Monetary Policy Shocks: Should We Throw the VAR Out with the Bath Water?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 32, issue 2, pages 254-279, May.

1998

  1. Brunner, Allan D & Kamin, Steven B, 1998, "Bank Lending and Economic Activity in Japan: Did 'Financial Factors' Contribute to the Recent Downturn?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 3, issue 1, pages 73-89, January.

1997

  1. Allan D. Brunner, 1997, "On The Dynamic Properties Of Asymmetric Models Of Real GNP," The Review of Economics and Statistics, MIT Press, volume 79, issue 2, pages 321-352, May.
  2. Ammer, John & Brunner, Allan D., 1997, "Are banks market timers or market makers? Explaining foreign exchange trading profits," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 7, issue 1, pages 43-60, April.

1996

  1. Brunner, Allan D. & Kamin, Steven B., 1996, "Determinants of the 1991-1993 Japanese recession: Evidence from a structural model of the Japanese economy," Japan and the World Economy, Elsevier, volume 8, issue 4, pages 363-399, December.
  2. Allan D. Brunner, 1996, "U.S. international transactions in 1995," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), volume 82, issue May, pages 383-393, May, DOI: 10.17016/bulletin.1996.82-5.
  3. Allan D. Brunner & David P. Simon, 1996, "Excess Returns And Risk At The Long End Of The Treasury Market: An Egarch-M Approach," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 19, issue 3, pages 443-457, September.

1995

  1. Brunner, Allan D. & Hess, Gregory D., 1995, "Potential problems in estimating bilinear time-series models," Journal of Economic Dynamics and Control, Elsevier, volume 19, issue 4, pages 663-681, May.

1993

  1. Brunner, Allan D & Lown, Cara S, 1993, "The Effects of Lower Reserve Requirements on Money Market Volatility," American Economic Review, American Economic Association, volume 83, issue 2, pages 199-205, May.
  2. Brunner, Allan D & Hess, Gregory D, 1993, "Are Higher Levels of Inflation Less Predictable? A State-Dependent Conditional Heteroscedasticity Approach," Journal of Business & Economic Statistics, American Statistical Association, volume 11, issue 2, pages 187-197, April.
  3. Allan D. Brunner & Cara S. Lown, 1993, "Implementing short-run monetary policy with lower reserve requirements," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  4. Brunner, Allan D, 1993, "Inflation Regimes and the," Journal of Money, Credit and Banking, Blackwell Publishing, volume 25, issue 3, pages 512-514, August.
  5. Allan D. Brunner & William B. English, 1993, "Profits and balance sheet developments at U.S. commercial banks in 1992," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jul, pages 649-673.

1992

  1. Brunner, Allan D, 1992, "Conditional Asymmetries in Real GNP: A Seminonparametric Approach," Journal of Business & Economic Statistics, American Statistical Association, volume 10, issue 1, pages 65-72, January.

1991

  1. Allan D. Brunner & John V. Duca & Mary M. McLaughlin, 1991, "Recent developments affecting the profitability and practices of commercial banks," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jul, pages 505-527.

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