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Anthony P. Rodrigues

Personal Details

First Name:Anthony
Middle Name:P.
Last Name:Rodrigues
Suffix:
RePEc Short-ID:pro281

Affiliation

Federal Reserve Bank of New York

New York City, New York (United States)
http://www.newyorkfed.org/

:

33 Liberty Street, New York, NY 10045-0001
RePEc:edi:frbnyus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Arturo Estrella & Anthony P. Rodrigues, 2005. "One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory," Staff Reports 232, Federal Reserve Bank of New York.
  2. Arturo Estrella & Anthony P. Rodrigues & Sebastian Schich, 2000. "How stable is the predictive power of the yield curve? evidence from Germany and the United States," Staff Reports 113, Federal Reserve Bank of New York.
  3. Arturo Estrella & Anthony P. Rodrigues, 1998. "Consistent covariance matrix estimation in probit models with autocorrelated errors," Staff Reports 39, Federal Reserve Bank of New York.
  4. William F. Bassett & Michael J. Fleming & Anthony P. Rodrigues, 1998. "How workers use 401(k) plans: the participation, contribution, and withdrawal decisions," Staff Reports 38, Federal Reserve Bank of New York.
  5. Charles Engel & Jeffrey A. Frankel & Kenneth A. Froot & Anthony P. Rodrigues, 1993. "The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," NBER Working Papers 4294, National Bureau of Economic Research, Inc.
  6. Bruce Kasman & Anthony Rodrigues, 1991. "Financial reform and monetary control in Japan," Research Paper 9120, Federal Reserve Bank of New York.
  7. Charles Engel & Anthony P. Rodrigues, 1990. "Tests of mean-variance efficiency of international equity markets," Research Working Paper 90-05, Federal Reserve Bank of Kansas City.
  8. Juann Hung & Bruce Kasman & Anthony Rodrigues, 1989. "U.S. external imbalances: financial strains and macroeconomic choices," Research Paper 9003, Federal Reserve Bank of New York.
  9. Charles Engel & Jeffrey A. Frankel & Kenneth A. Froot & Anthony P. Rodrigues, 1989. "Conditional Mean-Variance Efficiency of the U.S. Stock Market," NBER Working Papers 2890, National Bureau of Economic Research, Inc.
  10. Charles Engel & Anthony P. Rodrigues, 1987. "Tests of International CAPM with Time-Varying Covariances," NBER Working Papers 2303, National Bureau of Economic Research, Inc.
  11. Charles Engel & Anthony P. Rodrigues, 1986. "A Test of International CAPM," NBER Working Papers 2054, National Bureau of Economic Research, Inc.

Articles

  1. Arturo Estrella & Anthony P. Rodrigues & Sebastian Schich, 2003. "How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 629-644, August.
  2. Park, Sangkyun & Rodrigues, Anthony P, 2000. "Is Aggregate Consumer Borrowing Consistent with the Permanent Income Hypothesis?," Manchester School, University of Manchester, vol. 68(3), pages 301-320, June.
  3. Anthony P. Rodrigues, 1995. "Why do volatilities sometimes move together?," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 123-146.
  4. Engel, Charles & Frankel, Jeffrey A. & Froot, Kenneth A. & Rodrigues, Anthony P., 1995. "Tests of conditional mean-variance efficiency of the U.S. stock market," Journal of Empirical Finance, Elsevier, vol. 2(1), pages 3-18, March.
  5. Anthony P. Rodrigues, 1993. "Government securities investments of commercial banks," Quarterly Review, Federal Reserve Bank of New York, issue Sum, pages 39-53.
  6. Engel, Charles M & Rodrigues, Anthony P, 1993. "Tests of Mean-Variance Efficiency of International Equity Markets," Oxford Economic Papers, Oxford University Press, vol. 45(3), pages 403-421, July.
  7. Engel, Charles & Rodrigues, Anthony P, 1989. "Tests of International CAPM with Time-Varying Covariances," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(2), pages 119-138, April-Jun.
  8. Juann Hung & Charles Pigott & Anthony Rodrigues, 1988. "Financial implications of the U.S. external deficit," Quarterly Review, Federal Reserve Bank of New York, issue Win, pages 33-51.
  9. Christine E. Blair & Anthony P. Rodrigues, 1986. "A Model of Wage Contract Bargaining with Imperfect Information and Strikes," Eastern Economic Journal, Eastern Economic Association, vol. 12(3), pages 251-256, Jul-Sep.

Books

  1. Richard Cantor & Anthony P. Rodrigues, 1994. "Nonbank lenders and the credit slowdown," Monograph, Federal Reserve Bank of New York, number 1994nlatc.
  2. Kausar Hamdani & Anthony P. Rodrigues & Maria Varvatsoulis, 1994. "Survey evidence on credit tightening and the factors behind the recent credit crunch," Monograph, Federal Reserve Bank of New York, number 1994seoctatfbtrc.

More information

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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 3 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-CBA: Central Banking (1) 2006-01-01
  2. NEP-ETS: Econometric Time Series (1) 2006-01-01
  3. NEP-MAC: Macroeconomics (1) 2006-01-01
  4. NEP-MON: Monetary Economics (1) 2000-10-31

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