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Mark Fisher

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First Name:Mark
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Last Name:Fisher
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RePEc Short-ID:pfi281
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http://markfisher.net

Research output

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Jump to: Working papers Articles

Working papers

  1. Mark Fisher & Mark J. Jensen & Paula A. Tkac, 2019. "Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry," FRB Atlanta Working Paper 2019-3, Federal Reserve Bank of Atlanta.
  2. Mark Fisher & Mark J. Jensen, 2018. "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," FRB Atlanta Working Paper 2018-2, Federal Reserve Bank of Atlanta.
  3. Mark Fisher, 2015. "Fitting a distribution to survey data for the half-life of deviations from PPP," FRB Atlanta Working Paper 2015-15, Federal Reserve Bank of Atlanta.
  4. Gerald P. Dwyer & Mark Fisher, 2009. "Inflation and monetary regimes," FRB Atlanta Working Paper 2009-26, Federal Reserve Bank of Atlanta.
  5. Mark Fisher, 2001. "Forces that shape the yield curve: Parts 1 and 2," FRB Atlanta Working Paper 2001-3, Federal Reserve Bank of Atlanta.
  6. Mark Fisher, 2000. "A Series Solution To A Second-Order Quasi-Linear Pde Using Mathematica," Computing in Economics and Finance 2000 257, Society for Computational Economics.
  7. Mark Fisher & Christian Gilles, 1999. "Consumption and asset prices with homothetic recursive preferences," FRB Atlanta Working Paper 99-17, Federal Reserve Bank of Atlanta.
  8. Mark Fisher, 1999. "Consumption and Asset Prices with Recursive Preferences: Continuous-Time Approximations to Discrete-Time Models," Computing in Economics and Finance 1999 934, Society for Computational Economics.
  9. Mark Fisher & Christian Gilles, 1998. "Consumption and asset prices and recursive preferences," Finance and Economics Discussion Series 1998-40, Board of Governors of the Federal Reserve System (U.S.).
  10. Mark Fisher & Christian Gilles, 1996. "Around and around: the expectations hypothesis," Finance and Economics Discussion Series 96-17, Board of Governors of the Federal Reserve System (U.S.).
  11. Mark Fisher & Douglas Nychka & David Zervos, 1995. "Fitting the term structure of interest rates with smoothing splines," Finance and Economics Discussion Series 95-1, Board of Governors of the Federal Reserve System (U.S.).
  12. Mark E. Fisher & Christian Gilles, "undated". "The Equity Premium and the Term Structure of Interest Rates with Stochastic Differential Utility," Computing in Economics and Finance 1997 71, Society for Computational Economics.

Articles

  1. Fisher, Mark & Jensen, Mark J., 2019. "Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors," Journal of Econometrics, Elsevier, vol. 210(1), pages 187-202.
  2. Dwyer, Gerald P. & Fisher, Mark, 2009. "Inflation and monetary regimes," Journal of International Money and Finance, Elsevier, vol. 28(7), pages 1221-1241, November.
  3. Mark Fisher, 2005. "Happy hour economics, or how an increase in demand can produce a decrease in price," Economic Review, Federal Reserve Bank of Atlanta, vol. 90(Q 2), pages 25-34.
  4. Mark Fisher, 2004. "Modeling the term structure of interest rates: an introduction," Economic Review, Federal Reserve Bank of Atlanta, vol. 89(Q 3), pages 41-62.
  5. Mark Fisher, 2002. "Special repo rates: an introduction," Economic Review, Federal Reserve Bank of Atlanta, vol. 87(Q2), pages 27-43.
  6. Mark Fisher, 2001. "Forces that shape the yield curve," Economic Review, Federal Reserve Bank of Atlanta, vol. 86(Q1), pages 1-15.
  7. Fisher, Mark E & Seater, John J, 1993. "Long-Run Neutrality and Superneutrality in an ARIMA Framework," American Economic Review, American Economic Association, vol. 83(3), pages 402-415, June.
  8. Walter N. Thurman & Mark E. Fisher, 1988. "Chickens, Eggs, and Causality, or Which Came First?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 70(2), pages 237-238.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2016-01-03 2018-03-05 2019-03-25
  2. NEP-ETS: Econometric Time Series (2) 2018-03-05 2018-03-12
  3. NEP-MIC: Microeconomics (2) 1998-11-20 2000-01-31
  4. NEP-CBA: Central Banking (1) 2009-10-31
  5. NEP-CFN: Corporate Finance (1) 1998-11-20
  6. NEP-DGE: Dynamic General Equilibrium (1) 1999-07-12
  7. NEP-MAC: Macroeconomics (1) 2009-10-31
  8. NEP-MON: Monetary Economics (1) 2009-10-31
  9. NEP-ORE: Operations Research (1) 2018-03-12

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