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Content
2010
- 2010-027 Leveraged borrowing and boom-bust cycles
by Patrick A. Pintus & Yi Wen - 2010-026 A yield spread perspective on the great financial crisis: break-point test evidence
by Massimo Guidolin & Yu Man Tam - 2010-025 Identifying technology shocks in the frequency domain
by Riccardo DiCecio & Michael T. Owyang - 2010-024 Financing development: the role of information costs
by Jeremy Greenwood & Juan M. Sanchez & Cheng Wang - 2010-023 Quantifying the impact of financial development on economic development
by Jeremy Greenwood & Juan M. Sanchez & Cheng Wang - 2010-022 The IT revolution and the unsecured credit market
by Juan M. Sanchez - 2010-021 Cross-country income convergence revisited
by Levon Barseghyan & Riccardo DiCecio - 2010-020 Changes in the second-moment properties of disaggregated capital flows
by Silvio Contessi & Pierangelo De Pace & Johanna L. Francis - 2010-019 Discordant city employment cycles
by Michael T. Owyang & Jeremy M. Piger & Howard J. Wall - 2010-018 The large scale asset purchases had large international effects
by Christopher J. Neely - 2010-017 The Phillips curve and US monetary policy: what the FOMC transcripts tell us
by Ellen E. Meade & Daniel L. Thornton - 2010-016 Ethnic networks and trade: intensive vs. extensive margins
by Cletus C. Coughlin & Howard J. Wall - 2010-015 African-American economic progress in urban areas: a tale of 14 American cities
by Dan A. Black & Natalia A. Kolesnikova & Lowell J. Taylor - 2010-014 Optimal money demand in a heterogeneous-agent cash-in-advance economy
by Yi Wen - 2010-013 Predictions of short-term rates and the expectations hypothesis
by Massimo Guidolin & Daniel L. Thornton - 2010-012 Financial integration and risk-adjusted growth opportunities: a global perspective
by Gianni De Nicolo & Luciana Juvenal - 2010-011 Crime and arrests: deterrence or resource reallocation?
by Thomas A. Garrett & Lesli S. Ott - 2010-010 Personal-bankruptcy cycles
by Thomas A. Garrett & Howard J. Wall - 2010-009 Liquidity demand and welfare in a heterogeneous-agent economy
by Yi Wen - 2010-008 Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules
by Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou - 2010-007 Do oil shocks drive business cycles? some U.S. and international evidence
by Kristie M. Engemann & Kevin L. Kliesen & Michael T. Owyang - 2010-006 Economic freedom and employment growth in U.S. states
by Thomas A. Garrett & Russell M. Rhine - 2010-005 Dissecting Taylor rules in a structural VAR
by Woon Gyu Choi & Yi Wen - 2010-004 Does the structure of banking markets affect economic growth? evidence from U.S. state banking markets
by Kris James Mitchener & David C. Wheelock - 2010-003 1/N and long run optimal portfolios: results for mixed asset menus
by Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano - 2010-002 Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective
by Massimo Guidolin & Stuart Hyde - 2010-001 On the social cost of transparency in monetary economies
by David Andolfatto - 2005-024 A flexible finite-horizon alternative to long-run restrictions with an application to technology shock
by Riccardo DiCecio & Neville Francis & Michael T. Owyang & Jennifer E. Roush
2009
- 2009-059 Forecast disagreement among FOMC members
by Chanont Banternghansa & Michael W. McCracken - 2009-058 Spatial heterogeneity and the geographic distribution of airport noise
by Jeffrey P. Cohen & Cletus C. Coughlin - 2009-057 Is the international border effect larger than the domestic border effect? evidence from U.S. trade
by Cletus C. Coughlin & Dennis Novy - 2009-056 Outside versus inside bonds: a Modigliani-Miller type result for liquidity constrained economies
by Aleksander Berentsen & Christopher J. Waller - 2009-055 Common fluctuations in OECD budget balances
by Christopher J. Neely & David E. Rapach - 2009-054 Are U.S. banks too large?
by David C. Wheelock & Paul W. Wilson - 2009-053 Biofuel subsidies: an open-economy analysis
by Subhayu Bandyopadhyay & Sumon Bhaumik & Howard J. Wall - 2009-052 The effects of recessions across demographic groups
by Kristie M. Engemann & Howard J. Wall - 2009-051 In-sample tests of predictive ability: a new approach
by Todd E. Clark & Michael W. McCracken - 2009-050 Nested forecast model comparisons: a new approach to testing equal accuracy
by Todd E. Clark & Michael W. McCracken - 2009-049 Taylor-type rules and permanent shifts in productivity growth
by William T. Gavin & Benjamin D. Keen & Michael R. Pakko - 2009-048 The local effects of monetary policy
by Neville Francis & Michael T. Owyang & Tatevik Sekhposyan - 2009-047 Indirect taxation and the welfare effects of altruism on the optimal fiscal policy
by Carlos Garriga & Fernando Sanchez-Losada - 2009-046 Money and capital as competing media of exchange in a news economy
by David Andolfatto & Fernando M. Martin - 2009-045 Saving and growth under borrowing constraints explaining the \"high saving rate\" puzzle
by Yi Wen - 2009-044 Essential interest-bearing money
by David Andolfatto - 2009-043 The role of location in evaluating racial wage disparity
by Dan A. Black & Natalia A. Kolesnikova & Seth G. Sanders & Lowell J. Taylor - 2009-042 What happened to the US stock market? Accounting for the last 50 years
by Michele Boldrin & Adrian Peralta-Alva - 2009-041 Cross-border lobbying in preferential trading agreements: implications for external tariffs
by Subhayu Bandyopadhyay & Sajal Lahiri & Howard J. Wall - 2009-040 Sources of exchange rate fluctuations: are they real or nominal?
by Luciana Juvenal - 2009-039 Incidence of an outsourcing tax on intermediate inputs
by Subhayu Bandyopadhyay - 2009-038 How did we get to inflation targeting and where do we go now? a perspective from the U.S. experience
by Daniel L. Thornton - 2009-037 The identification of the response of interest rates to monetary policy actions using market-based measures of monetary policy shocks
by Daniel L. Thornton - 2009-036 Problems in the numerical simulation of models with heterogeneous agents and economic distortions
by Adrian Peralta-Alva & Manuel S. Santos - 2009-035 Dynamic taxation, private information and money
by Christopher J. Waller - 2009-034 Random matching and money in the neoclassical growth model: some analytical results
by Christopher J. Waller - 2009-033 Price level targeting and stabilization policy
by Aleksander Berentsen & Christopher J. Waller - 2009-032 Optimal stabilization policy with endogenous firm entry
by Aleksander Berentsen & Christopher J. Waller - 2009-031 Money and capital: a quantitative analysis
by S. Boragan Aruoba & Christopher J. Waller & Randall Wright - 2009-030 Does money matter in inflation forecasting?
by Richard G. Anderson & Jane M. Binner & Barry E. Jones & Graham Kendall & Jonathan Tepper & Peter Tino - 2009-029 Speculative bubbles and financial crisis
by Pengfei Wang & Yi Wen - 2009-028 Capital misallocation and aggregate factor productivity
by Costas Azariadis & Leo Kaas - 2009-027 Casino revenue and the Illinois smoking ban
by Thomas A. Garrett & Michael R. Pakko - 2009-026 An analytical approach to buffer-stock saving under borrowing constraints
by Yi Wen - 2009-025 Dynamics in systematic liquidity
by Richard G. Anderson & Jane M. Binner & Björn Hagströmer & Birger Nilsson - 2009-024 When does heterogeneity matter?
by Yi Wen - 2009-022 Financial development and economic volatility: a unified explanation
by Pengfei Wang & Yi Wen - 2009-021 Foreign aid as counterterrorism policy
by Subhayu Bandyopadhyay & Todd Sandler & Javed Younas - 2009-020 A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers?
by Massimo Guidolin & Francesca Rinaldi - 2009-019 Liquidity and welfare in a heterogeneous-agent economy
by Yi Wen - 2009-018 Numerical simulation of nonoptimal dynamic equilibrium models
by Zhigang Feng & Jianjun Miao & Adrian Peralta-Alva & Manuel S. Santos - 2009-017 Milton Friedman and U.K. economic policy: 1938-1979
by Edward Nelson - 2009-016 Toxic exposure in America: estimating fetal and infant health outcomes
by Nikhil Agarwal & Chanont Banternghansa & Linda T.M. Bui - 2009-015 The great inflation in the United States and the United Kingdom: reconciling policy decisions and data outcomes
by Riccardo DiCecio & Edward Nelson - 2009-014 Journal rankings in economics: handle with care
by Howard J. Wall - 2009-013 The propagation of regional recessions
by James D. Hamilton & Michael T. Owyang - 2009-012 Euro membership as a U.K. monetary policy option: results from a structural model
by Riccardo DiCecio & Edward Nelson - 2009-011 U.S. commercial bank lending through 2008:Q4: new evidence from gross credit flows
by Silvio Contessi & Johanna L. Francis - 2009-010 Inventory accelerator in general equilibrium
by Pengfei Wang & Yi Wen - 2009-009 Revisiting the predictability of bond risk premia
by Daniel L. Thornton & Giorgio Valente - 2009-008 Robust, dynamic nonparametric benchmarking: the evolution of cost-productivity and efficiency among U.S. credit unions
by David C. Wheelock & Paul W. Wilson - 2009-007 Is housing the business cycle? evidence from U.S. cities
by Andra C. Ghent & Michael T. Owyang - 2009-006 Who benefits from increased government spending? a state-level analysis
by Michael T. Owyang & Sarah Zubairy - 2009-005 Entry costs, misallocation, and cross-country income and TFP differences
by Levon Barseghyan & Riccardo DiCecio - 2009-004 Estate taxation with warm-glow altruism
by Carlos Garriga & Fernando Sanchez-Losada - 2009-003 Generational policy and the macroeconomic measurement of tax incidence
by Juan Carlos Conesa & Carlos Garriga - 2009-002 Resolving the unbiasedness puzzle in the foreign exchange market
by Daniel L. Thornton - 2009-001 Time and risk diversification in real estate investments: assessing the ex post economic value
by Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano - 2008-040 Are children 'normal'?
by Dan A. Black & Natalia A. Kolesnikova & Seth G. Sanders & Lowell J. Taylor - 2008-034 The interplay between preemptive and defensive counterterrorism measures: a two-stage game
by Subhayu Bandyopadhyay & Todd Sandler - 2008-024 The loan structure and housing tenure decisions in an equilibrium model of mortgage choice
by Matthew Chambers & Carlos Garriga & Don E. Schlagenhauf - 2008-012 Inflation, monetary policy and stock market conditions: quantitative evidence from a hybrid latent-variable VAR
by Michael D. Bordo & Michael J. Dueker & David C. Wheelock - 2008-010 Non-linear predictability in stock and bond returns: when and where is it exploitable?
by Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono - 2008-008 Input and output inventory dynamics
by Yi Wen - 2008-007 When does determinacy imply expectational stability?
by James B. Bullard & Stefano Eusepi - 2007-027 Learning and the Great Moderation
by James B. Bullard & Aarti Singh - 2014-45 Technology Innovation and Diffusion as Sources of Output and Asset Price Fluctuations
by Diego Comin & Mark Gertler & Ana Maria Santacreu
2008
- 2008-046 Mexico's integration into NAFTA markets: a view from sectoral real exchange rates
by Rodolphe Blavy & Luciana Juvenal - 2008-045 Inventories, liquidity, and the macroeconomy
by Yi Wen - 2008-044 Dynamics of externalities: a second-order perspective
by Yi Wen & Huabin Wu - 2008-043 The stability of macroeconomic systems with Bayesian learners
by James B. Bullard & Jacek Suda - 2008-042 Do European capital flows comove?
by Silvio Contessi & Pierangelo DePace - 2008-041 The cyclical properties of disaggregated capital flows
by Silvio Contessi & Pierangelo DePace & Johanna L. Francis - 2008-039 Did prepayments sustain the subprime market?
by Geetesh Bhardwaj & Rajdeep Sengupta - 2008-038 Government response to home mortgage distress: lessons from the Great Depression
by David C. Wheelock - 2008-037 Combining forecasts from nested models
by Todd E. Clark & Michael W. McCracken - 2008-036 Where's the smoking gun? a study of underwriting standards for US subprime mortgages
by Geetesh Bhardwaj & Rajdeep Sengupta - 2008-035 Macroeconometric equivalence, microeconomic dissonance, and the design of monetary policy
by Andrew T. Levin & J. David López-Salido & Edward Nelson & Tack Yun - 2008-033 Are credit unions too small?
by David C. Wheelock & Paul W. Wilson - 2008-032 The great inflation: did the shadow know better?
by William Poole & Robert H. Rasche & David C. Wheelock - 2008-031 Asset prices, exchange rates and the current account
by Marcel Fratzscher & Luciana Juvenal & Lucio Sarno - 2008-030 Averaging forecasts from VARs with uncertain instabilities
by Todd E. Clark & Michael W. McCracken - 2008-029 Tests of equal predictive ability with real-time data
by Todd E. Clark & Michael W. McCracken - 2008-028 Improving forecast accuracy by combining recursive and rolling forecasts
by Todd E. Clark & Michael W. McCracken - 2008-027 Threshold adjustment in deviations from the law of one price
by Luciana Juvenal & Mark P. Taylor - 2008-026 City business cycles and crime
by Thomas A. Garrett & Lesli S. Ott - 2008-025 Is inflation an international phenomenon?
by Christopher J. Neely & David E. Rapach - 2008-023 Externalities, Endogenous Productivity, and Poverty Traps
by Levon Barseghyan & Riccardo DiCecio - 2008-022 Enlargement and common external tariff in a political-economic model of customs union
by Subhayu Bandyopadhyay & Sajal Lahiri & Suryadipta Roy - 2008-021 Institutional causes of macroeconomic volatility
by Levon Barseghyan & Riccardo DiCecio - 2008-020 Institutions and government growth: a comparison of the 1890s and the 1930s
by Thomas A. Garrett & Russell M. Rhine - 2008-019 Oil crisis, energy-saving technological change and the stock market crash of 1973-74
by Sami Alpanda & Adrian Peralta-Alva - 2008-018 Real interest rate persistence: evidence and implications
by Christopher J. Neely & David E. Rapach - 2008-017 A macroeconomic analysis of obesity
by Pedro Gomis-Porqueras & Adrian Peralta-Alva - 2008-016 Local price variation and labor supply behavior
by Dan A. Black & Natalia A. Kolesnikova & Lowell J. Taylor - 2008-015 Optimal monetary and fiscal policies in a search theoretic model of monetary exchange
by Pedro Gomis-Porqueras & Adrian Peralta-Alva - 2008-014 Resuscitating the credit cycle
by Patrick A. Pintus & Yi Wen - 2008-013 Why money growth determines inflation in the long run: answering the Woodford critique
by Edward Nelson - 2008-011 Monetary policy: why money matters and interest rates don't
by Daniel L. Thornton - 2008-009 Oil and the U.S. macroeconomy: an update and a simple forecasting exercise
by Kevin L. Kliesen - 2008-006 The dynamic interaction of order flows and the CAD/USD exchange rate
by Nikola Gradojevic & Christopher J. Neely - 2008-005 Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK
by Massimo Guidolin & Stuart Hyde - 2008-004 Income and lottery sales: transfers trump income from work and wealth
by Cletus C. Coughlin & Thomas A. Garrett - 2008-003 Offshoring, economic insecurity, and the demand for social insurance
by Richard G. Anderson & Charles S. Gascon - 2008-002 Convergence in the United States: a tale of migration and urbanization
by Riccardo DiCecio & Charles S. Gascon - 2008-001 Multivariate Markov switching with weighted regime determination: giving France more weight than Finland
by Michael J. Dueker & Martin Sola - 2007-050 States and the business cycle
by Michael T. Owyang & David E. Rapach & Howard J. Wall - 2007-048 The impact of Milton Friedman on modern monetary economics: setting the record straight on Paul Krugman’s 'Who Was Milton Friedman?
by Edward Nelson & Anna J. Schwartz - 2007-044 Lending to uncreditworthy borrowers
by Rajdeep Sengupta - 2007-043 The labor supply of married women: why does it differ across U.S. cities?
by Dan A. Black & Natalia A. Kolesnikova & Lowell J. Taylor - 2007-039 The unusual behavior of the federal funds and 10-year Treasury rates: a conundrum or Goodhart’s Law?
by Daniel L. Thornton - 2007-038 Political asymmetry and common external tariff in a customs union
by Subhayu Bandyopadhyay & Sajal Lahiri & Suryadipta Roy - 2005-060 Airport-related noise, proximity, and housing prices in Atlanta
by Jeffrey P. Cohen & Cletus C. Coughlin
2007
- 2007-053 The tax treatment of homeowners and landlords and the progressivity of income taxation
by Matthew Chambers & Carlos Garriga & Don E. Schlagenhauf - 2007-052 The microstructure of the U.S. treasury market
by Bruce Mizrach & Christopher J. Neely - 2007-051 A general equilibrium theory of college with education subsidies, in-school labor supply, and borrowing constraints
by Carlos Garriga & Mark P. Keightley - 2007-049 Equilibrium mortgage choice and housing tenure decisions with refinancing
by Matthew Chambers & Carlos Garriga & Don E. Schlagenhauf - 2007-047 Multivariate forecast evaluation and rationality testing
by Ivana Komunjer & Michael T. Owyang - 2007-046 Urban crime and labor mobility
by Subhayu Bandyopadhyay & Christopher H. Wheeler - 2007-045 Human capital externalities and adult mortality in the U.S
by Christopher H. Wheeler - 2007-042 Inter-temporal differences in the income elasticity of demand for lottery tickets
by Cletus C. Coughlin & Thomas A. Garrett - 2007-041 Optimal response to a transitory demographic shock in Social Security financing
by Juan Carlos Conesa & Carlos Garriga - 2007-040 Mortgage contracts and housing tenure decisions
by Matthew Chambers & Carlos Garriga & Don E. Schlagenhauf - 2007-037 The optimal inflation target in an economy with limited enforcement
by Gaetano Antinolfi & Costas Azariadis & James B. Bullard - 2007-036 Optimal taxation with imperfect competition and aggregate returns to specialization
by Javier Coto-Martinez & Carlos Garriga & Fernando Sanchez-Losada - 2007-035 Optimal fiscal policy in the design of Social Security reforms
by Juan Carlos Conesa & Carlos Garriga - 2007-034 Accounting for changes in the homeownership rate
by Matthew Chambers & Carlos Garriga & Don E. Schlagenhauf - 2007-033 Incomplete information and self-fulfilling prophecies
by Pengfei Wang & Yi Wen - 2007-032 Jumps, cojumps and macro announcements
by Jerome Lahaye & Sebastien Laurent & Christopher J. Neely - 2007-031 Earnings functions when wages and prices vary by location
by Dan A. Black & Natalia A. Kolesnikova & Lowell J. Taylor - 2007-030 Managing international portfolios with small capitalization stocks
by Massimo Guidolin & Giovanna Nicodano - 2007-029 Global indeterminacy in locally determinate RBC models
by Tarek Coury & Yi Wen - 2007-028 Do donors care about declining trade revenues from liberalization? an analysis of aid allocation
by Subhayu Bandyopadhyay & Javed Younas - 2007-026 An overhaul of doctrine: the underpinning of U.K. inflation targeting
by Edward Nelson - 2007-025 Monetary policy and natural disasters in a DSGE model: how should the Fed have responded to Hurricane Katrina?
by Benjamin D. Keen & Michael R. Pakko - 2007-024 Trade and child labor: a general equilibrium analysis
by Subhayu Bandyopadhyay & Sudeshna C. Bandyopadhyay - 2007-023 Foreign aid and export performance: a panel data analysis of developing countries
by Subhayu Bandyopadhyay & Arabinda Basistha & Jonathan Munemo - 2007-022 Corruption and trade protection: evidence from panel data
by Subhayu Bandyopadhyay & Suryadipta Roy - 2007-021 Nash equilibrium tariffs and illegal immigration: an analysis of preferential trade liberalization
by Subhayu Bandyopadhyay & Ryo Takashima - 2007-020 Monetary policy and stock market booms and busts in the 20th century
by Michael D. Bordo & Michael J. Dueker & David C. Wheelock - 2007-019 Multivariate contemporaneous threshold autoregressive models
by Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo - 2007-018 Understanding the puzzling effects of technology shocks
by Pengfei Wang & Yi Wen - 2007-017 Affiliated mutual funds and analyst optimism
by Massimo Guidolin & Simona Mola - 2007-016 Mean-variance vs. full-scale optimization: broad evidence for the U.K
by Richard G. Anderson & Jane M. Binner & Thomas Elger & Björn Hagströmer & Birger Nilsson - 2007-015 Supply shocks, demand shocks, and labor market fluctuations
by Helge Braun & Reinout De Bock & Riccardo DiCecio - 2007-014 Resolving the unbiasedness and forward premium puzzles
by Daniel L. Thornton - 2007-013 Whatever happened to the business cycle? a Bayesian analysis of jobless recoveries
by Kristie M. Engemann & Michael T. Owyang - 2007-012 Does government spending really crowd out charitable contributions? new time series evidence
by Thomas A. Garrett & Russell M. Rhine - 2007-011 Handicapping currency design: counterfeit deterrence and visual accessibility in the United States and abroad
by Richard G. Anderson & Marcela M. Williams - 2007-010 Identifying asymmetry in the language of the Beige Book: a mixed data sampling approach
by Michelle T. Armesto & Ruben Hernandez-Murillo & Michael T. Owyang & Jeremy M. Piger - 2007-009 A model of near-rational exuberance
by James B. Bullard & George W. Evans & Seppo Honkapohja - 2007-008 Monetary policy, judgment and near-rational exuberance
by James B. Bullard & George W. Evans & Seppo Honkapohja - 2007-007 Social learning and monetary policy rules
by Jasmina Arifovic & James B. Bullard & Olena Kostyshyna - 2007-006 An estimated DSGE model for the United Kingdom
by Riccardo DiCecio & Edward Nelson - 2007-005 Money and the natural rate of interest: structural estimates for the United States and the Euro area
by Javier Andres & J. David López-Salido & Edward Nelson - 2007-004 The perils of globalization: offshoring and economic insecurity of the American worker
by Richard G. Anderson & Charles S. Gascon - 2007-003 A state-level analysis of the Great Moderation
by Michael T. Owyang & Jeremy M. Piger & Howard J. Wall - 2007-002 Milton Friedman and U.S. monetary history: 1961-2006
by Edward Nelson - 2007-001 The daily and policy-relevant liquidity effects
by Daniel L. Thornton - 2006-062 Is there too little immigration? an analysis of temporary skilled migration
by Subhayu Bandyopadhyay & Howard J. Wall - 2006-061 The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value
by Pasquale Della Corte & Lucio Sarno & Daniel L. Thornton - 2006-060 A note on oil dependence and economic instability
by Luis Aguiar-Conraria & Yi Wen - 2006-059 The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns
by Massimo Guidolin & Carrie Fangzhou Na - 2006-058 Strategic online-banking adoption
by Roberto Fuentes & Ruben Hernandez-Murillo & Gerard Llobet - 2006-056 The economic performance of cities: a Markov-switching approach
by Michael T. Owyang & Jeremy M. Piger & Howard J. Wall & Christopher H. Wheeler - 2006-052 The great inflation and early disinflation in Japan and Germany
by Edward Nelson - 2006-048 Red ink in the rearview mirror: local fiscal conditions and the issuance of traffic tickets
by Thomas A. Garrett & Gary A. Wagner - 2006-046 The adaptive markets hypothesis: evidence from the foreign exchange market
by Christopher J. Neely & Joshua M. Ulrich & Paul A. Weller - 2006-045 Central bank authorities’ beliefs about foreign exchange intervention
by Christopher J. Neely - 2006-041 Robust non-parametric quantile estimation of efficiency and productivity change in U.S. commercial banking, 1985-2004
by David C. Wheelock & Paul W. Wilson