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Content
2003
- 2002-025 Business cycle detrending of macroeconomic data via a latent business cycle index
by Michael J. Dueker & Charles R. Nelson - 2002-023 Is inflation persistence intrinsic in industrial economies?
by Andrew T. Levin & Jeremy M. Piger - 2002-014 Nonlinearity and the permanent effects of recessions
by Chang-Jin Kim & James Morley & Jeremy M. Piger - 2002-010 Inefficient education spending in public school districts: a case for consolidation
by Marvin E. Dodson & Thomas A. Garrett - 2002-008 On the out-of-sample predictability of stock market returns
by Hui Guo - 2002-004 Stock prices, firm size, and changes in the federal funds rate target
by Hui Guo - 2002-002 Escapist policy rules
by James B. Bullard & In-Koo Cho - 2001-025 Fixing Swiss potholes: the importance of improvements
by Michael J. Dueker & Andreas M. Fischer - 2001-022 Is the response of output to monetary policy asymmetric? evidence from a regime-switching coefficients model
by Ming Chien Lo & Jeremy M. Piger - 2001-016 The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations
by Chang-Jin Kim & Charles R. Nelson & Jeremy M. Piger - 2001-012 Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions
by Michael J. Dueker - 2001-004 Forecasting the Treasury's balance at the Fed
by Daniel L. Thornton - 2001-002 Regime switching and monetary policy measurement
by Michael T. Owyang & Garey Ramey - 2000-031 Limited stock market participation and asset prices in a dynamic economy
by Hui Guo - 2000-030 Determinacy, learnability, and monetary policy inertia
by James B. Bullard & Kaushik Mitra - 2000-015 Aging, myopia and the pay-as-you-go public pension systems of the G7: a bright future?
by Rowena A. Pecchenino & Patricia S. Pollard - 2000-009 A simple model of international capital flows, exchange rate risk, and portfolio choice
by Rowena A. Pecchenino & Patricia S. Pollard - 2000-004 A note on the expectations hypothesis at the founding of the Fed
by Clemens J. M. Kool & Daniel L. Thornton
2002
- 2002-029 What's unique about the federal funds rate? evidence from a spectral perspective
by Lucio Sarno & Daniel L. Thornton & Yi Wen - 2002-027 Mergers and acquisitions in Germany
by Frank A. Schmid & Mark Wahrenburg - 2002-026 Cracks in the facade: American economic and financial structures after the boom
by William R. Emmons & Frank A. Schmid - 2002-024 Aggregated vs. disaggregated data in regression analysis: implications for inference
by Thomas A. Garrett - 2002-021 Duration dependence in monetary policy: international evidence
by Abbigail J. Chiodo & Michael T. Owyang - 2002-020 New evidence on the Fed's productivity in providing payments services
by R. Alton Gilbert & David C. Wheelock & Paul W. Wilson - 2002-018 Modeling Volcker as a non-absorbing state: agnostic identification of a Markov-switching VAR
by Michael T. Owyang - 2002-016 Directly measuring early exercise premiums using American and European S&P 500 index options
by Michael J. Dueker & Thomas W. Miller - 2002-015 Tax competition and tax harmonization with evasion
by Nestor Gandelman & Ruben Hernandez-Murillo - 2002-012 The political economy of FEMA disaster payments
by Thomas A. Garrett & Russell S. Sobel - 2002-011 State lottery revenue: the importance of game characteristics
by Thomas A. Garrett & Russell S. Sobel - 2002-009 Aviation security and terrorism: a review of the economic issues
by Jeffrey P. Cohen & Cletus C. Coughlin & Sarosh R. Khan - 2002-007 How well do monetary fundamentals forecast exchange rates?
by Christopher J. Neely & Lucio Sarno - 2002-006 Intermediaries and payments instruments
by James B. Bullard & Bruce Smith - 2002-001 Understanding the risk-return tradeoff in the stock market
by Hui Guo - 2001-015 The use and abuse of 'real-time' data in economic forecasting
by Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger - 2001-005 Evaluating FOMC forecasts
by William T. Gavin & Rachel J. Mandal - 2001-003 Consolidation in US banking: which banks engage in mergers?
by David C. Wheelock & Paul W. Wilson - 2000-032 The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation
by Lucio Sarno & Daniel L. Thornton - 2000-029 NAFTA and the changing pattern of state exports
by Cletus C. Coughlin & Howard J. Wall - 2000-025 Class struggle inside the firm: a study of German codetermination
by Gary Gorton & Frank A. Schmid - 2000-018 The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits
by Christopher J. Neely - 2000-017 NAFTA and the geography of North American trade
by Howard J. Wall - 2000-001 Learning about monetary policy rules
by James B. Bullard & Kaushik Mitra - 1998-002 Central bank design in general equilibrium
by James B. Bullard & Christopher J. Waller
2001
- 2001-024 The importance of scale economies and geographic diversification in community bank mergers
by William R. Emmons & R. Alton Gilbert & Timothy J. Yeager - 2001-023 Corporate governance, entrenched labor, and economic growth
by William R. Emmons & Frank A. Schmid - 2001-020 What happens when the technology growth trend changes?: transition dynamics, capital growth and the \"new economy\"
by Michael R. Pakko - 2001-018 Aggregate price shocks and financial stability: the United Kingdom 1796-1999
by Michael D. Bordo & Michael J. Dueker & David C. Wheelock - 2001-014 Common stochastic trends, common cycles, and asymmetry in economic fluctuations
by Chang-Jin Kim & Jeremy M. Piger - 2001-013 Markov regime switching and unit root tests
by Charles R. Nelson & Jeremy M. Piger & Eric Zivot - 2001-011 The value of inside and outside money: expanded version
by James B. Bullard & Bruce Smith - 2001-009 Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics
by Christopher J. Neely & Paul A. Weller - 2001-008 The remarkable stability of monetary base velocity in the United States, 1919-1999
by Richard G. Anderson & Robert H. Rasche - 2001-007 The British Beveridge curve: a tale of ten regions
by Howard J. Wall & Gylfi Zoega - 2001-006 Trade policy opinions at the state level
by Cletus C. Coughlin - 2000-027 The value of inside and outside money
by James B. Bullard & Bruce Smith - 2000-011 Identification of dynamic economic models from reduced form VECM structures: an application of covariance restrictions
by Robert H. Rasche - 2000-005 Aggregate price shocks and financial instability: a historical analysis
by Michael D. Bordo & Michael J. Dueker & David C. Wheelock - 1999-019 European business cycles: new indices and analysis of their synchronicity
by Michael J. Dueker & Katrin Wesche - 1999-016 Intraday technical trading in the foreign exchange market
by Christopher J. Neely & Paul A. Weller - 1999-015 Risk-adjusted, ex ante, optimal technical trading rules in equity markets
by Christopher J. Neely - 1999-012 Government mandated private pensions: a dependable foundation for retirement security?
by Rowena A. Pecchenino & Patricia S. Pollard - 1998-015 Trend-reverting fluctuations in the life-cycle model
by Costas Azariadis & James B. Bullard & Lee E. Ohanian - 1998-008 A vector error correction forecasting model of the U.S. economy
by Richard G. Anderson & Dennis L. Hoffman & Robert H. Rasche
2000
- 2000-028 The practice of central bank intervention: looking under the hood
by Christopher J. Neely - 2000-026 Forecasting inflation and growth: do private forecasts match those of policymakers?
by William T. Gavin & Rachel J. Mandal - 2000-024 Gravity model specification and the effects of the Canada-U.S. border
by Howard J. Wall - 2000-023 Retail sweep programs and bank reserves, 1994--1999
by Richard G. Anderson & Robert H. Rasche - 2000-022 Exchange rate pass-through in U. S. manufacturing: exchange rate index choice and asymmetry issues
by Cletus C. Coughlin & Patricia S. Pollard - 2000-021 The role of a CAMEL downgrade model in bank surveillance
by R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan - 2000-020 Do depositors care about enforcement actions?
by R. Alton Gilbert & Mark D. Vaughan - 2000-019 New economy - new policy rules?
by James B. Bullard & Eric Schaling - 2000-016 Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks
by Michael J. Dueker & Apostolos Serletis - 2000-013 The nominal facts and the October 1979 policy change
by William T. Gavin & Finn E. Kydland - 2000-012 Private and public circulating liabilities
by Costas Azariadis & James B. Bullard & Bruce Smith - 2000-010 Perfecting the market's knowledge of monetary policy
by William Poole & Robert H. Rasche - 2000-008 Pricing and dividend policies in open credit cooperatives
by William R. Emmons & Frank A. Schmid - 2000-007 Controlling inflation after Bretton Woods: an analysis based on policy objectives
by William T. Gavin - 2000-006 Banks vs. credit unions; dynamic competition in local markets
by William R. Emmons & Frank A. Schmid - 2000-002 The domestic adjusted monetary base
by Richard G. Anderson & Robert H. Rasche - 1999-022 The relationship between the federal funds rate and the Fed's federal funds rate target: is it open market or open mouth operations?
by Daniel L. Thornton - 1997-002 Technical analysis and central bank intervention
by Christopher J. Neely & Paul A. Weller - 1995-001 Dependent children and aged parents: funding education and social security in an aging economy
by Rowena A. Pecchenino & Patricia S. Pollard
1999
- 1999-023 The contribution of on-site examination ratings to an emprircal model of bank failures
by David C. Wheelock & Paul W. Wilson - 1999-021 What do New-Keynesian Phillips Curves imply for price level targeting?
by Robert Dittmar & William T. Gavin - 1999-020 Committing and reneging: a dynamic model of policy regimes
by Joseph G. Haubrich & Joseph A. Ritter - 1999-018 Corporate governance and corporate performance
by William R. Emmons & Frank A. Schmid - 1999-017 Endogenous export subsidies and welfare under domestic cost heterogeneity
by Subhayu Bandyopadhyay & Eun-Soo Park & Howard J. Wall - 1999-014 Effects of Federal Reserve services on the efficiency of the system for collecting checks in the United States: 1915--30
by R. Alton Gilbert - 1999-013 Income inequality and minimum consumption: implications for growth
by Donald S. Allen & Leonce Ndikumana - 1999-011 Feeding the national accounts
by Joseph A. Ritter - 1999-009 What makes a region entrepreneurial? evidence from Britain
by Yannis Georgellis & Howard J. Wall - 1999-007 Measuring relative quality of life from a cross-migration regression, with an application to Canadian provinces
by Stratford Douglas & Howard J. Wall - 1999-006 Voting with your feet in the United Kingdom: using cross-migration rates to estimate relative living standards
by Howard J. Wall - 1999-005 Low-powered incentives
by Joseph A. Ritter & Lowell J. Taylor - 1999-004 Seasonal production smoothing
by Donald S. Allen - 1999-003 The end of moderate inflation in three transition economies?
by Josef C. Brada & Ali M. Kutan - 1999-002 Do high interest rates stem capital outflows?
by Michael R. Pakko - 1999-001 Foreign direct investment in China: a spatial econometric study
by Cletus C. Coughlin & Eran Segev - 1998-023 The effects of aging and myopia on the pay-as-you-go social security systems of the G7
by Rowena A. Pecchenino & Patricia S. Pollard - 1998-010 National monetary policy by regional design: the evolving role of the Federal Reserve banks in Federal Reserve System policy
by David C. Wheelock - 1997-010 Predictability in international asset returns: a reexamination
by Christopher J. Neely & Paul A. Weller - 1995-002 Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM
by Christopher J. Neely & Amlan Roy & Charles H. Whiteman
1998
- 1998-022 Sources of real and nominal exchange rate fluctuations in transition economies
by Selahattin Dibooglu & Ali M. Kutan - 1998-021 The persistence of moderate inflation in the Czech Republic and the Koruna crisis of May 1997
by Josef C. Brada & Ali M. Kutan - 1998-020 R&D spending and cyclical fluctuations: putting the \"technology\" in technology shocks
by Alison Butler & Michael R. Pakko - 1998-019 Household credit and the monetary transmission mechanism
by Victor E. Li - 1998-018 Inflation and economic activity in a multiple matching model of money
by Derek Laing & Victor E. Li & Ping Wang - 1998-017 Money, credit, and the cyclical behavior of household investment
by Chia-Ying Chang & Victor E. Li - 1998-016 Learning and excess volatility
by James B. Bullard & John Duffy - 1998-014 A monetary policy feedback rule in Korea's fast-growing economy
by Michael J. Dueker & Gyuhan Kim - 1998-013 Monetary aggregates and output
by Scott Freeman & Finn E. Kydland - 1998-012 Constructing and using national and regional TWEXs: the case for chaining
by Cletus C. Coughlin & Patricia S. Pollard - 1998-011 Conditional heteroskedasticity in qualitative response models of time series: a Gibbs sampling approach to the bank prime rate
by Michael J. Dueker - 1998-009 The Federal Reserve's operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect
by Daniel L. Thornton - 1998-007 Dynamic shoe-leather costs in a shopping-time model of money
by Michael R. Pakko - 1998-006 Seniority-based layoffs as an incentive device
by Joseph A. Ritter & Lowell J. Taylor - 1998-005 Inflation, real interest tax wedges, and capital formation
by William G. Dewald - 1998-004 Financial intermediation and economic growth in southern Africa
by Donald S. Allen & Leonce Ndikumana - 1998-003 Lifting the veil of secrecy from monetary policy: evidence from the Fed's early discount rate policy
by Daniel L. Thornton - 1998-001 Universal banking, allocation of control rights, and corporate finance in Germany
by William R. Emmons & Frank A. Schmid - 1997-022 The transition from a-pay-as-you-go to a fully-funded Social Security System: is there a role for social insurance?
by Rowena A. Pecchenino & Patricia S. Pollard - 1997-015 Technical trading rules in the European Monetary System
by Christopher J. Neely & Paul A. Weller - 1997-012 How costly is sustained low inflation for the U.S. economy?
by James B. Bullard & Steven Russell - 1997-005 Valuable jobs and uncertainty
by Joseph A. Ritter & Lowell J. Taylor - 1995-015 Dynamic commitment and imperfect policy rules
by Joseph G. Haubrich & Joseph A. Ritter - 1994-012 Monetary steady states in a low real interest rate economy
by James B. Bullard & Steven Russell - 1994-009 Endogenous realignments and the sustainability of a target
by Dean Corbae & Christopher J. Neely & Paul A. Weller - 1994-008 Target zones and conditional volatility: the role of realignments
by Christopher J. Neely
1997
- 1997-023 Trade, investment, and international borrowing in two-country business cycle models
by Michael R. Pakko - 1997-021 The role of the euro as an international currency
by Patricia S. Pollard - 1997-020 Does the United States invest \"too little?\"
by Milka Kirova & Robert E. Lipsey - 1997-019 Construction of an estimated domestic monetary base using new estimates of foreign holdings of U.S. currency
by Richard G. Anderson & Robert H. Rasche - 1997-018 Location determinants of new foreign-owned manufacturing plants
by Cletus C. Coughlin & Eran Segev - 1997-017 A state space forecasting model with fiscal and monetary control
by Donald S. Allen & Meenakshi Pasupathy - 1997-016 Population growth and asset prices
by Peter S. Yoo - 1997-014 Modeling U.S. households' demand for liquid wealth in an era of financial change
by Richard G. Anderson & Sean Collins - 1997-013 The efficiency of residential mortgage guarantee insurance markets
by Donald S. Allen & Thomas S. Chan - 1997-011 Monetary policy in the Great Depression and beyond: the sources of the Fed's inflation bias
by David C. Wheelock - 1997-009 Conflict of interest between borrowers and lenders in credit co- operatives: the case of German co-operative banks
by William R. Emmons & Willi Mueller - 1997-008 STLS/US-VECM6.1: a vector error-correction forecasting model of the U. S. economy
by Dennis L. Hoffman & Robert H. Rasche - 1997-007 The cyclical relationship between output and prices: an analysis in the frequency domain
by Michael R. Pakko - 1997-006 Economic models of employee motivation
by Joseph A. Ritter & Lowell J. Taylor - 1997-004 Do bank loan rates exhibit a countercyclical mark-up?
by Michael J. Dueker & Daniel L. Thornton - 1997-003 New evidence on returns to scale and product mix among U.S. commercial banks
by David C. Wheelock & Paul W. Wilson - 1997-001 Filtering permanent cycles with complex unit roots
by Donald S. Allen - 1996-010 To chain or not to chain trade-weighted exchange rate indexes
by Jerram C. Betts & Cletus C. Coughlin & Patricia S. Pollard - 1996-006 Is technical analysis in the foreign exchange market profitable? a genetic programming approach
by Robert Dittmar & Christopher J. Neely & Paul A. Weller - 1995-010 Endogenous money supply and the business cycle
by William T. Gavin & Finn E. Kydland - 1994-027 Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve
by Michael J. Dueker & Richard Startz
1996
- 1996-015 Charging up a mountain of debt: households and their credit cards
by Peter S. Yoo - 1996-014 Defining the adjusted monetary base in an era of financial change
by Richard G. Anderson & Robert H. Rasche - 1996-013 Market microstructure effects on the direct measurement of the early exercise premium in exchange-listed options
by Michael J. Dueker & Thomas W. Miller - 1996-012 The distribution of wealth, 1983-1992: secular growth, cyclical stability
by John C. Weicher - 1996-011 Tariff risk and international borrowing with incomplete asset markets
by Michael R. Pakko - 1996-009 Forecasting with an adaptive control algorithm
by Donald S. Allen & Yang-Woo Kim & Meenakshi Pasupathy - 1996-008 Building new monetary services indices: methodology and source data
by Richard G. Anderson & Barry E. Jones & Travis D. Nesmith - 1996-007 Monetary aggregation theory and statistical index numbers
by Richard G. Anderson & Barry E. Jones & Travis D. Nesmith - 1996-005 The timing of disability insurance application: a choice-based semiparametric hazard model
by Richard V. Burkhauser & J. S. Butler & Yang-Woo Kim - 1996-004 A revised measure of the St. Louis adjusted monetary base
by Richard G. Anderson & Robert H. Rasche - 1996-003 Aggregate dynamics of lumpy agents
by Donald S. Allen - 1996-002 Identifying the liquidity effect: the case of nonborrowed reserves
by Daniel L. Thornton - 1996-001 Discount rate policies of five Federal Reserve Chairmen
by Daniel L. Thornton - 1995-004 Commitment as investment under uncertainty
by Joseph G. Haubrich & Joseph A. Ritter - 1994-032 The information content of discount rate announcements: what's behind the announcement effect?
by Daniel L. Thornton - 1994-021 Technical progress, inefficiency and productivity change in U.S. banking, 1984-1993
by David C. Wheelock & Paul W. Wilson - 1994-019 International risk sharing and low cross-country consumption correlations: are they really inconsistent?
by Michael R. Pakko
1995
- 1995-018 Testing asset pricing models with Euler equations: it's worse than you think
by Christopher J. Neely - 1995-017 Learning in a model of economic growth and development
by Jasmina Arifovic & James B. Bullard & John Duffy - 1995-016 Interbank netting agreement and the distribution of bank default risk
by William R. Emmons - 1995-014 Inflation targeting in a small open economy: empirical results for Switzerland
by Michael J. Dueker & Andreas M. Fischer - 1995-013 Why do banks disappear? The determinants of U.S. bank failures and acquisitions
by David C. Wheelock & Paul W. Wilson - 1995-012 Trade, growth and capital: a case study of Jamaica
by Donald S. Allen & Michelle T. Gyles - 1995-011 Exchange rate constraints and money control in Korea
by Gyuhan Kim - 1995-009 Tariffs and asset market structure: some basic comparative dynamics
by Michael J. Dueker - 1995-008 The effects of annuities, bequests, and aging in an overlapping generations model of endogenous growth
by Rowena A. Pecchenino & Patricia S. Pollard - 1995-007 Lessons from the United States and European Community for the integration of high and low income economies
by Cletus C. Coughlin & David C. Wheelock - 1995-006 On learning and the stability of cycles
by James B. Bullard & John Duffy - 1995-005 Identifying Austria's implicit monetary target: an alternative test of the \"hard currency\" policy
by Michael J. Dueker & Andreas M. Fischer - 1995-003 Non-monotonic long memory dynamics in black-market premia
by Patrick K. Asea & Michael J. Dueker - 1994-016 Compound volatility processes in EMS exchange rates
by Michael J. Dueker - 1994-015 Markov switching in GARCH processes and mean reverting stock market volatility
by Michael J. Dueker
1994
- 1994-031 The baby boom and international capital flows
by Peter S. Yoo - 1994-030 U.S. official forecasts of Group of Seven economic performance, 1976-90
by James B. Bullard & William G. Dewald & Michael Ulan - 1994-029 Why does inventory investment fluctuate so much during contractions?
by Donald S. Allen - 1994-028 Using genetic algorithms to model the evolution of heterogeneous beliefs
by James B. Bullard & John Duffy - 1994-026 Characterizing cross-country consumption correlations
by Michael R. Pakko - 1994-025 Banking and deposit insurance as a risk-transfer mechanism
by Sangkyun Park - 1994-024 Monetary policy and the determination of the interest rate and exchange rate in a small open economy with increasing capital mobility
by Byung Chan Ahn - 1994-023 Market discipline by depositors: evidence from reduced form equations
by Sangkyun Park - 1994-022 Product cycles, innovation and relative wages in European countries
by Alison Butler & Michael J. Dueker - 1994-020 Realignments of target zone exchange systems: what do we know?
by Christopher J. Neely - 1994-018 Are there adverse real effects from monetary policy coordination? Some evidence from Austria, Belgium and the Netherlands
by Dieter Proske & John A. Tatom - 1994-017 Asymmetry in the prime rate and firms' preference for internal finance
by Michael J. Dueker & Daniel L. Thornton - 1994-014 A model of learning and emulation with artificial adaptive agents
by James B. Bullard & John Duffy - 1994-011 Superneutrality in postwar economies
by James B. Bullard & John W. Keating - 1994-010 A reconsideration of the properties of the generalized method moments in asset pricing models
by Christopher J. Neely - 1994-007 Replication and scientific standards in economics a decade later: the impact of JMCB project
by Richard G. Anderson & William G. Dewald - 1994-006 A historical perspective on the Federal Reserve's monetary aggregates
by Richard G. Anderson & Kenneth A. Kavajecz