Printed from https://ideas.repec.org/s/fip/fednsr7.html
Content
1997
- 23 Testing under non-standard conditions in frequency domain: with applications to Markov regime-switching models of exchange rates and federal funds rate
by Fangxiong Gong & Roberto S. Mariano - 22 Entry restrictions, industry evolution, and dynamic efficiency: evidence from commercial banking
by Jith Jayaratne & Philip E. Strahan - 21 Rational bias in macroeconomic forecasts
by Paul Bennett & In Sun Geoum & David S. Laster - 20 Technological diffusion through trade and imitation
by Michelle P. Connolly - 19 A three-factor econometric model of the U.S. term structure
by Frank F. Gong & Eli M. Remolona
1996
- 18 When liberal policies reflect external shocks, what do we learn?
by Leonardo Bartolini & Allan Drazen - 17 Is there endogenous long-run growth?: Evidence from the U.S. and the U.K
by Narayana R. Kocherlakota & Kei-Mu Yi - 16 Housing demand and community choice: an empirical analysis
by Carol Rapaport - 15 Technology, factor supplies, and international specialization: estimating the neoclassical model
by James Harrigan - 14 Investment, pass-through, and exchange rates: a cross-country comparison
by Jose Manuel Campa & Linda S. Goldberg - 13 Rational speculators and exchange rate volatility
by John A. Carlson & Carol L. Osler - 12 Multiple ratings and credit standards: differences of opinion in the credit rating industry
by Richard Cantor & Frank Packer - 11 Capital account liberalization as a signal
by Leonardo Bartolini & Allan Drazen - 10 Error correction mechanisms and short-run expectations
by Angelos A. Antzoulatos - 9 The effects of inflation on wage adjustments in firm-level data: grease or sand?
by Erica L. Groshen & Mark E. Schweitzer
1995
- 8 Preserving firm value through exit: the case of voluntary liquidations
by Michael J. Fleming & John J. Moon - 7 The relationship between government financial condition and expected tax rates reflected in municipal bond yields
by Sangkyun Park - 6 An efficient, three-step algorithm for estimating error-correction models with an application to the U.S. macroeconomy
by Michael D. Boldin - 5 Using option prices to estimate realignment probabilities in the European Monetary System
by Allan M. Malz - 4 Head and shoulders: not just a flaky pattern
by P.H. Kevin Chang & Carol L. Osler - 3 Short-term speculators and the origins of near-random-walk exchange rate behavior
by Carol L. Osler - 2 The costs and benefits of dual trading
by Hun Y. Park & Asani Sarkar & Lifan Wu - 1 Central bank independence and disinflationary credibility: a missing link?
by Adam S. Posen