Content
1987
- 228 Gender differences in family effects on human capital and earnings: an empirical study of siblings
by David Neumark - 227 Employers' discriminatory behavior and the estimation of wage discrimination
by David Neumark - 226 Duration analysis of birth intervals and underlying fertility behavior
by David Neumark - 225 Finite sample properties of Theil's measure of multicollinearity effect
by J. S. Mehta & P. A. V. B. Swamy - 224 Deviations from random-walk behavior: tests based on the variance-time function
by Francis X. Diebold - 223 Does the business cycle have duration memory?
by Francis X. Diebold & Glenn D. Rudebusch - 222 Financial deregulation, the demand for money, and monetary policy in Australia
by P. A. V. B. Swamy & George S. Tavlas - 221 Asymmetric information, bank lending, and implicit contracts: a stylized model of continuing relationships
by Steven A. Sharpe - 219 The behavior of short-term interest rates in a rational banking model
by Kenneth J. Kopecky - 218 The use of prior information in forecast combination
by Francis X. Diebold & Peter Pauly - 217 Econometric modeling of the demands for the U.S. monetary aggregates: conventional and experimental approaches
by David E. Lindsey & Richard D. Porter & Paul A. Spindt - 216 The forecasting accuracy of auto assembly schedules
by Spencer D. Krane & David L. Reifschneider - 215 On the supply of the demand for money
by Paul A. Spindt - 214 The micromechanics of the federal funds market: implications for day- of- the-week effects in fund rate variability
by J. Ronald Hoffmeister & Paul A. Spindt - 213 Should fixed coefficients be reestimated every period
by Garry J. Schinasi & P. A. V. B. Swamy - 212 The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change
by Garry J. Schinasi & P. A. V. B. Swamy - 211 Further thoughts on testing for casuality with econometric models
by Peter von zur Muehlen & P. A. V. B. Swamy - 210 The FRB monthly forecasting model: its special features and simulation properties (PAPER NEVER PUBLISHED)
by Carol Corrado & Jane Haltmaier & David L. Reifschneider - 208 Minimum variance pooling of forecasts at different levels of aggregation
by Jeffrey C. Fuhrer & Jane Haltmaier - 206 Scoring the leading indicators
by Francis X. Diebold & Glenn D. Rudebusch - 203 Price rigidity in imperfectly competitive markets: a survey of theoretical approaches
by Steven A. Sharpe
1986
- 220 Induced innovation and productivity growth: an empirical analysis
by Jane Haltmaier - 209 Reducing uncertainty in current analysis and projections: the estimation of monthly GNP
by Carol Corrado - 205 The dynamics of exchange rate volatility: a multivariate latent factor ARCH model
by Francis X. Diebold & Marc Nerlove - 204 On the information content of consumer survey expectations
by Jeffrey C. Fuhrer - 202 Experience goods, customer loyalty, and sticky prices in a dynamic market
by Steven A. Sharpe - 201 Structural change and the combination of forecasts
by Francis X. Diebold & Peter Pauly - 200 Temporal aggregation of ARCH processes and the distribution of asset returns
by Francis X. Diebold - 199 Internal funds and the investment functions: exploring the theoretical justification of some empirical results
by Guy V. G. Stevens - 198 Calendar adjustment and time series
by William P. Cleveland - 197 Availability of data, sensitivity of calculation and possible improvements in data collection for the MSI, MT and MQ indexes
by Garland B. DeMarco & Arthur B. Kennickell - 196 Forecasting money demand with econometric models
by A.B. Kennickell & P. von zur Muehlen & P.A.V.B Swamy - 195 An evaluation of monetary indexes
by David E. Lindsey & Paul A. Spindt - 194 Model uncertainty, expectation formation and shock persistence
by Jeffrey C. Fuhrer - 193 A production smoothing model of aggregate inventory behavior with expectation errors generated by model uncertainty
by Jeffrey C. Fuhrer - 192 Information gathering and expectation formation under model uncertainty
by Jeffrey C. Fuhrer
1985
- 191 Empirical assessments of the efficient markets hypothesis: an operational-subjective analysis of the variance bounds approach
by Frank Lad - 190 A pair of papers: random coefficients ; Random coefficients ; Productivity analysis of the United States manufacturing using
by G.V.L. Narasimham & P.A.V.B. Swamy & R.C. Reed - 189 Revisions in the monetary services (Divisia) indexes of monetary aggregates
by Helen T. Farr & Deborah Johnson - 188 On a neglected measure of multicollinearity
by J.S. Mehta & P.A. V.B. Swamy - 164 On concurrent seasonal adjustment
by Sandra K. McKenzie & David A. Pierce
1984
- 207 Reducing uncertainty in short-term projections: linkage of monthly and quarterly models
by Carol Corrado & Mark Greene - 187 Estimating distributed lag relationships using near-minimax procedures
by A.K. Kashyap & J.S. Mehta & P.A.V.B. Swamy & Richard D. Porter - 186 The Federal Reserve's new operating procedures: a post mortem
by Paul A. Spindt & Vefa Tarhan - 185 An examination of distributed lag model coefficients estimated with smoothness priors
by J.S. Mehta & P.A.V.B. Swamy & S.S. Thurman - 184 The transmission of data noise into policy noise in monetary control
by Agustin Maravall & David A. Pierce - 183 Four discussions
by David A. Pierce - 183 Forecasting and seasonal adjustment: retrospect and prospect (panel discussion)
by David A. Pierce - 183 Comments on "Model checking in time series analysis" by P. Newbold
by David A. Pierce - 183 Discussion of \\"Local trend estimation and seasonal adjustment\\" by P. Kenny and J. Durbin, jointly with S.K. McKenzie
by David A. Pierce - 183 Discussion of \\"Measurement of linear dependence and feedback\\" by J. Geweke
by David A. Pierce - 182 The foundations of econometrics: are there any?
by P.A.V.B. Swamy & Peter von zur Muehlen & Roger K. Conway
1983
- 181 Empirical comparisons of credit and monetary aggregates using vector autoregression methods
by Edward K. Offenbacher & Richard D. Porter - 180 On logical validity and econometric modelling: the case of money supply
by H.T. Farr & P. von zur Muehlen & P.A. Tinsley & P.A.V.B. Swamy - 179 Bank reserve adjustment process and the use of reserve carryover as a reserve management tool: a microeconometric approach
by Paul A. Spindt & Vefa Tarhan - 178 The impossibility of causality testing
by P.A.V.B. Swamy & Roger K. Conway & John F. Yanagida - 177 Money is what money does: a revealed production approach to monetary aggregation
by Paul A. Spindt - 176 Notes on the cost of capital
by William E. Conrad - 166 The Anderson-Rasche report: a review of the review
by Helen T. Farr & Richard D. Porter
1982
- 175 Reserve accounting regimes, bank behavior and monetary control: an empirical analysis
by Paul A. Spindt & Vefa Tarhan - 174 Further results on Zellner's minimum expected loss (MELO) and full information maximum likelihood estimators for undersized samples
by J.S. Mehta & P.A.V.B. Swamy - 173 Convergence of the moments of the modified K-class estimators
by J.S. Mehta & N.S. Iyengar & P.A.V.B. Swamy - 172 Monetary policy and the information content of index bond prices
by John F. Boschen - 171 A multiplier model for controlling Divisia monetary aggregates
by Paul A. Spindt - 170 Fixed vs market-determined deposit rates: a new monetary framework
by Michael G. Hadjimichalakis - 169 Two papers on the volatility of money stock targeting
by P. von zur Muehlen & P.A. Tinsley & Gerhard Fries - 169 A measure of the cost of money market volatility associated with money stock targeting
by P. von zur Muehlen & P.A. Tinsley - 169 The short-run volatility of money stock targeting
by P. von zur Muehlen & P.A. Tinsley & Gerhard Fries - 168 A maximum probability approach to short-run policy
by P. von zur Muehlen & Peter A. Tinsley - 167 An autopsy of a conventional macroeconomic relation: the case of money demand
by G.R. Moore & P.A. Tinsley & P.A.V.B. Swamy - 165 Detecting and estimating changing economic relationships: the case of discount window borrowings
by D.H. Resler & J.R. Barth & P.A.V.B. Swamy & W.D. Davis
1981
- 184 The Regulation Q phaseout: the effects on monetary aggregates, on interest rates, and on the economy
by Michael G. Hadjimichalakis - 163 Intervention analysis and seasonal adjustment of the monetary aggregates: the 1980 credit controls experience
by William P. Cleveland & David A. Pierce - 162 Modeling time series when calendar effects are present
by M.R. Grupe & W.P. Cleveland - 161 The phaseout of deposit-rate ceilings and the efficacy of monetary policy
by Garry J. Schinasi - 160 Price, wage and inventory dynamics of a non-Walrasian firm
by Raghbendra Jha & Garry J. Schinasi - 159 Price, inventory dynamics of a Phelps-Winter type firm
by Raghbendra Jha & Garry J. Schinasi - 158 Empirical comparisons of Divisia and simple sum monetary aggregates
by Edward K. Offenbacher & William A. Barnett & Paul A. Spindt - 157 Two papers on money demand
by Edward K. Offenbacher - 157 A comparison of alternative estimators of a standard money demand equation
by Edward K. Offenbacher - 157 Discussion of money demand papers at Washington University Workshop
by Edward K. Offenbacher - 156 Estimating current trend and growth rates in seasonal time series
by George E.P. Box & David A. Pierce - 155 Three essays on monetary control
by Michael G. Hadjimichalakis - 155 Reserves vs federal funds operating procedures: a general equilibrium analysis
by Michael G. Hadjimichalakis - 155 Monetary control: the role of the discount rate and other supplemental monetary instruments
by Michael G. Hadjimichalakis - 155 The effects of NOW accounts on monetary aggregates, interest rates and the economy: some theoretical and early empirical results
by Michael G. Hadjimichalakis - 154 A generalized multicollinearity index for estimation
by J.S. Mehta & P.A.V.B. Swamy & S.S. Thurman - 153 Uncertainty in the money aggregates: sources, measurement and policy effects
by William P. Cleveland & Agustin Maravall & Darrel W. Parke & David A. Pierce - 150 Precision of monetary control and volatility of rates: a comparative analysis of the reserves and the federal funds operating targets
by Michael G. Hadjimichalakis - 147 Expectations of the "myopic perfect foresight" variety in monetary dynamics
by Michael G. Hadjimichalakis
1980
- 152 Errors in preliminary money stock data and monetary aggregate targeting
by Agustin Maravall & David A. Pierce - 151 Sources of error in economic time series
by David A. Pierce - 149 A theory of monetary exchange
by Alfred L. Norman - 146 The information content of Divisia monetary quantity indices
by William A. Barnett & Paul A. Spindt - 145 The Rose-Wicksell model: inside money, stability and stabilization policies
by Michael G. Hadjimichalakis - 144 Disaggregated monetary asset demand systems: estimation and an application of the preference independence transformation
by Edward K. Offenbacher - 143 The rational expectations approach to economic modelling
by J.R. Barth & P.A. Tinsley & P.A.V.B. Swamy - 142 A non-Bayesian method of estimating distributed lag coefficients with smoothness priors
by P.A.V.B. Swamy & S.S. Thurman - 141 The velocity behavior and information content of Divisia monetary aggregates
by W.A. Barnett & Paul A. Spindt - 140 Indicator and filter attributes of monetary aggregates: a nit-picking case for disaggregation
by M.E. Friar & P.A. Tinsley & Paul A. Spindt - 139 The microfoundations of aggregate supply: wage, price, unemployment dynamics and the natural rate hypothesis
by Raghbendra Jha & Garry J. Schinasi - 138 The cost of adjustment and the microfoundations of the Kaldor nonlinear investment function
by Garry J. Schinasi
1979
- 137 Data revisions with moving average seasonal adjustment procedures
by David A. Pierce - 136 Ridge regression estimation of the Rotterdam model
by J.S. Mehta & P.A.V.B. Swamy - 135 Two papers on macroeconomic fluctuations
by Garry J. Schinasi - 135 A nonlinear dynamic model of short run fluctuations
by Garry J. Schinasi - 135 A note on modelling downturns: a nonlinear model vs. simple linear autoregressive schemes
by Garry J. Schinasi - 134 Three papers on control strategies for macroeconomic models
by Norman Boucher & Woo S. Jung & M. R. Norman & Carl Palash - 134 On the control of structural models
by Alfred L. Norman - 134 Multiple relative maxima in optimal macroeconomic policy: an illustration
by C.J. Palash & M.R. Norman & Alfred L. Norman - 134 Target controllability
by Woo S. Jung & Alfred L. Norman - 132 A fully nested system of monetary quantity and dual user cost aggregates
by William A. Barnett - 131 Monopolistic competition and sequential search
by Peter von zur Muehlen - 130 On the existence of moments of partially restricted reduced form coefficients
by J.S. Mehta & P.A.V.B. Swamy - 129 Seasonal adjustment of daily data with special reference to the U.S. money supply
by Gerhard Fries & David A. Pierce - 127 Estimation of implicit utility models
by William A. Barnett & Kenneth J. Kopecky & Ryuzo Sato - 126 A comparison of estimators for undersized samples
by P.A.V.B. Swamy
1978
- 133 The measurement of money demand
by M.E. Friar & P.A. Tinsley & Bonnie Garrett - 128 A survey of recent developments in seasonal adjustment
by David A. Pierce - 125 Applications of the Kalman filter to revisions in monthly retail sales estimates
by William E. Conrad & Carol Corrado - 124 A random coefficient approach to seasonal adjustment of economic time series
by P.A.V.B. Swamy & Arthur M. Havenner - 123 Unemployment spells and unemployment experience
by George A. Akerlof & Brian G. M. Main - 122 Irving Fisher on his head II: the consequences of the timing of payments for the demand for money
by George A. Akerlof & Ross D. Milbourne - 121 The liquidity structure adjustment decision of large money center banks
by Paul A. Spindt & Vefa Tarhan - 120 Seasonally adjusted rates of growth versus rates of growth of seasonally adjusted levels: some implications for monetary control
by Agustin Maravall - 119 Short-run forecasting and seasonal adjustment of demand deposits via sectoral disaggregation by types of holders
by Agustin Maravall - 118 A theory of social custom, of which unemployment may be one consequence
by George A. Akerlof - 117 The sensitivity of monetarist conclusions to monetarist assumptions: constant lag versus constant target-threshold monitoring
by George A. Akerlof & Ross D. Milbourne - 116 A theory of involuntary unemployment
by George A. Akerlof - 115 A theory of competitive equilibrium in stock market economies
by Sanford Grossman & Oliver Hart - 114 Further results on the informational efficiency of competitive stock markets
by Sanford Grossman - 113 The public good is a public good: a theory of corporations
by Sanford Grossman & Oliver Hart - 112 Signal extraction error in nonstationary time series
by David A. Pierce - 111 On estimating the fundamental dynamic equations of structural econometric models
by John M. Mason & David A. Pierce - 110 Indexing the U.S. economy: simulation results with the MPS model
by Mark J. Flannery & Lewis Johnson - 109 Pollak and Wachter on the household production function approach
by William A. Barnett - 108 On filtering auxiliary information in short-run monetary policy
by James Berry & Bonnie Garrett & John H. Kalchbrenner & Peter A. Tinsley - 107 Seasonal adjustment when both deterministic and stochastic seasonality are present
by David A. Pierce - 106 Rational expectations and multiple equilibria: love, faith, money and underemployment
by Steven C. Salop - 105 Coefficient uncertainty and policy aggressiveness: an empirical assessment
by Roger Craine & Arthur M. Havenner - 104 The implications of removing the demand deposit rate prohibition for monetary control and the conduct of monetary policy
by David E. Lindsey - 103 Determining the monetary instrument: a diagrammatic exposition
by Stephen F. LeRoy & David E. Lindsey
1977
- 102 Customer relationships and terms of loans: evidence from a pilot survey
by Donald Hester - 101 Optimal monetary policy with uncertainty
by Roger Craine & Arthur M. Havenner - 100 The optimal monetary instrument: an empirical assessment
by Roger Craine & Arthur M. Havenner - 99 Dynamic portfolio behavior and market clearing by weekly reporting banks
by Donald Hester - 98 Optimal bands in short-run monetary policy
by Peter von zur Muehlen - 97 Some partial equilibrium of tax reform on corporate policy
by Peter von zur Muehlen - 96 Legal reserve requirements: an instrument of monetary control?
by Daniel E. Laufenberg - 95 A framework for analyzing monopolistically competitive price dispersion
by Steven C. Salop & Joseph E. Stiglitz - 94 Bargains and ripoffs: a model of monopolistically competitive price dispersion
by Steven C. Salop & Joseph E. Stiglitz - 93 R2 measures for time series
by David A. Pierce - 92 On modeling unobserved components with time series
by Agustin Maravall - 91 The use of undersized samples in the estimation of simultaneous equation systems: another look at the theory of estimation
by P. A. V. B. Swamy - 90 The natural rate of unemployment and the reserve army of the unemployed
by Steven C. Salop - 89 Monopolistic competition reconstituted; or, circular fashions in economic thought
by Steven C. Salop - 88 A note on minimum average risk estimators for coefficients in linear models
by J. S. Mehta & P. A. V. B. Swamy - 87 Causality in temporal systems: characterizations and a survey
by Larry D. Haugh & David A. Pierce
1976
- 86 A weekly money market model
by Helen T. Farr & Steven M. Roberts & Thomas D. Thompson - 85 Estimation of the permanent and transitory component of an economic variable with an application to M1
by Agustin Maravall - 84 Recursive subaggregation and a generalized hypocycloidal demand model
by William A. Barnett - 83 Optimal control of a macroeconomic model with estimated coefficients
by Roger Craine & Arthur M. Havenner - 82 The restrictiveness of the Rotterdam model: a recalcitrant myth
by William A. Barnett - 81 Anticipating a price freeze or how not to get caught with your prices down
by Peter von zur Muehlen - 80 Self-selection and turnover in the labor market
by Joanne Salop & Steven C. Salop - 79 Public goods, taxation, and the distribution of income over time
by Winston C. Bush & Robert J. Mackay - 78 Linear prediction and estimation methods for regression models with stationary stochastic coefficients
by P. A. V. B. Swamy & Peter A. Tinsley - 77 On the rationality of discontinuous monetary policy
by Peter von zur Muehlen - 76 On the use of optimal control in the design of monetary policy
by John H. Kalchbrenner & Peter A. Tinsley - 75 The noisy monopolist: imperfect information, price dispersion and price discrimination
by Steven C. Salop - 74 Information and monopolistic competition
by Steven C. Salop - 73 Consumer behavior and quantity constraints: some implications for monetary theory
by Robert J. Mackay & Warren E. Weber
1975
- 75 Observability, measurement error, and the optimal use of information for monetary policy
by Stephen F. LeRoy & Roger N. Waud - 71 The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model
by J. S. Mehta & P. A. V. B. Swamy - 70 Further evidence on the relative efficiencies of Zellner's seemingly unrelated regressions estimator
by J. S. Mehta & P. A. V. B. Swamy - 69 Relative efficiencies of a competitor of Hoerl and Kennard's ridge regression estimator
by J. S. Mehta & Peter Rappoport & P. A. V. B. Swamy - 68 Minimum average risk estimators for coefficients in linear models
by J. S. Mehta & P. A. V. B. Swamy - 67 Information lags and the interest rate as a proximate monetary policy target
by Roger N. Waud - 66 Efficient use of current information in short-run monetary control
by Stephen F. LeRoy - 65 Multiple time series containing unobserved components
by Richard D. Porter - 64 On Keynesian dynamics
by Lewis Johnson - 63 MINNIE: a small version of the MIT-PENN-SSRC econometric model
by Douglas Battenberg & Jared J. Enzler & Arthur M. Havenner - 62 Consistent estimation of higher order adjustment and expectations models: estimation of rational lags by initial condition parameterization
by Arthur M. Havenner - 61 A re-examination of Keynesian monetary and fiscal orthodoxy in a two- sector Keynesian paradigm
by Robert J. Mackay & Roger N. Waud - 60 Random sets and the space of confidence procedures
by William A. Barnett - 59 On proximate exploitation of intermediate information in macroeconomic forecasting
by Peter A. Tinsley - 58 Lagged versus contemporaneous reserve accounting and short-run fluctuations in deposits
by Daniel E. Laufenberg - 57 Asymmetric policymaker utility functions and optimal policy under uncertainty
by Roger N. Waud - 56 The structural shift in the demand for money
by Myron B. Slovin & Marie Elizabeth Sushka - 55 Relationships--and the lack thereof--between economic time series, with special reference to money, reserve, and interest rates
by David A. Pierce - 54 Money supply control: reserves as the instrument under lagged accounting
by David A. Pierce - 53 Labor supply and the allocation of consumption expenditure
by William A. Barnett
1974
- 52 The full-employment equivalent price of leisure
by William A. Barnett - 51 Household consumption allocation and labor supply
by William A. Barnett - 50 Maximum likelihood estimation of nonlinear systems of equations
by William A. Barnett - 49 Inflationary expectations and momentary equilibrium
by Lewis Johnson - 48 On Nerff solutions of macroeconomic tracking problems
by R.Craine & Arthur M. Havenner & Peter A. Tinsley - 47 Linear models and linear filters in the analysis of seasonal variation
by David A. Pierce & Richard D. Porter - 46 Uncertainty, restrictions on capital adjustment, and investment
by Roger Craine - 45 Note on: \\"The upward bias in the consumer price index due to substitution\\"
by John Paulus - 44 Evaluating consumer demand models
by John Paulus