Out-of-Sample Equity Premium Prediction: Economic Fundamentals vs. Moving-Average Rules | by Christopher J. Neely, David E. Rapach, Jun Tu, and Ge Zhou | 2010-008 (Mar 2010) | Abstract Full text |
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Do Oil Shocks Drive Business Cycles? Some U.S. and International Evidence | by Kristie M. Engemann, Kevin L. Kliesen, and Michael T. Owyang | 2010-007 (Mar 2010) | Abstract Full text |
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Economic Freedom and Employment Growth in U.S. States | by Thomas A. Garrett, and Russell M. Rhine | 2010-006 (Mar 2010) | Abstract Full text |
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Dissecting Taylor Rules in a Structural VAR | by Woon Gyu Choi, and Yi Wen | 2010-005 (Jan 2010) | Abstract Full text |
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Does the Structure of Banking Markets Affect Economic Growth? Evidence from U.S. State Banking Markets | by Kris James Mitchener, and David C. Wheelock | 2010-004 (Jan 2010) | Abstract Full text |
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1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus | by Carolina Fugazza, Massimo Guidolin, and Giovanna Nicodano | 2010-003 (Jan 2010) | Abstract Full text |
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Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective | by Massimo Guidolin, and Stuart Hyde | 2010-002 (Jan 2010) | Abstract Full text |
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On the Social Cost of Transparency in Monetary Economies | by David Andolfatto | 2010-001 (Jan 2010) | Abstract Full text |
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2009 |
Forecast Disagreement Among FOMC Members | by Chanont Banternghansa, and Michael W. McCracken | 2009-059 (Dec 2009) | Abstract Full text |
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Spatial Heterogeneity and the Geographic Distribution of Airport Noise | by Jeffrey P. Cohen, and Cletus C. Coughlin | 2009-058 (Nov 2009) | Abstract Full text |
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Is the International Border Effect Larger than the Domestic Border Effect? Evidence from U.S. Trade | by Cletus C. Coughlin, and Dennis Novy | 2009-057 (Nov 2009) | Abstract Full text |
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Outside Versus Inside Bonds: A Modigliani-Miller type result for liquidity constrained economies | by Aleksander Berentsen, and Christopher J. Waller | 2009-056 (Oct 2009) | Abstract Full text |
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Common Fluctuations in OECD Budget Balances | by Christopher J. Neely, and David E. Rapach | 2009-055 (Oct 2009) | Abstract Full text |
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Are U.S. Banks too Large? | by David C. Wheelock, and Paul Wilson | 2009-054 (Oct 2009) | Abstract Full text |
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Biofuel Subsidies: An Open-Economy Analysis | by Subhayu Bandyopadhyay, Sumon Bhaumik, and Howard J. Wall | 2009-053 (Oct 2009) | Abstract Full text |
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The Effects of Recessions Across Demographic Groups | by Kristie M. Engemann, and Howard J. Wall | 2009-052 (Oct 2009) | Abstract Full text |
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In-Sample Tests of Predictive Ability: A New Approach | by Todd E. Clark, and Michael W. McCracken | 2009-051 (Oct 2009) | Abstract Full text |
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Nested Forecast Model Comparisons: A New Approach to Testing Equal Accuracy | by Todd E. Clark, and Michael W. McCracken | 2009-050 (Oct 2009) | Abstract Full text |
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Taylor-Type Rules and Permanent Shifts in Productivity Growth | by William T. Gavin, Benjamin D. Keen, and Michael R. Pakko | 2009-049 (Sep 2009) | Abstract Full text |
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The Local Effects of Monetary Policy | by Neville Francis, Michael T. Owyang, and Tatevik Sekhposyan | 2009-048 (Sep 2009) | Abstract Full text |
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Indirect Taxation and the Welfare Effects of Altruism on the Optimal Fiscal Policy | by Carlos Garriga, and Fernando Sánchez-Losada | 2009-047 (Sep 2009) | Abstract Full text |
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Money and Capital as Competing Media of Exchange in a News Economy | by David Andolfatto, and Fernando M. Martin | 2009-046 (Sep 2009) | Abstract Full text |
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Saving and Growth under Borrowing Constraints Explaining the | by Yi Wen | 2009-045 (Sep 2009) | Abstract Full text |
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Essential Interest-bearing Money | by David Andolfatto | 2009-044 (Sep 2009) | Abstract Full text |
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The Role of Location in Evaluating Racial Wage Disparity | by Dan Black, Natalia Kolesnikova, Seth G. Sanders, and Lowell J. Taylor | 2009-043 (Sep 2009) | Abstract Full text |
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What happened to the US stock market? Accounting for the last 50 years (JEL E25, G12) | by Michele Boldrin, and Adrian Peralta-Alva | 2009-042 (Aug 2009) | Abstract Full text |
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Cross-Border Lobbying in Preferential Trading Agreements: Implications for External Tariffs (JEL F13) | by Subhayu Bandyopadhyay, Sajal Lahiri, and Howard J. Wall | 2009-041 (Aug 2009) | Abstract Full text |
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Sources of Exchange Rate Fluctuations: Are They Real or Nominal? (JEL C30, F31, F41) | by Luciana Juvenal | 2009-040 (Aug 2009) | Abstract Full text |
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Incidence of an Outsourcing Tax on Intermediate Inputs (JEL D3, F1) | by Subhayu Bandyopadhyay | 2009-039 (Aug 2009) | Abstract Full text |
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How Did We Get to Inflation Targeting and Where Do We Go Now? A Perspective From the U.S. Experience (JEL E52, E58) | by Daniel L. Thornton | 2009-038 (Aug 2009) | Abstract Full text |
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The Identification of the Response of Interest Rates to Monetary Policy Actions Using Market-Based Measures of Monetary Policy Shocks (JEL E40, E52) | by Daniel L. Thornton | 2009-037 (Aug 2009) | Abstract Full text |
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Problems in the Numerical Simulation of Models with Heterogeneous Agents and Economic Distortions (JEL C6, D5, E2) | by Adrian Peralta-Alva, and Manuel S. Santos | 2009-036 (Aug 2009) | Abstract Full text |
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Dynamic Taxation, Private Information and Money (JEL E40, H21) | by Christopher J. Waller | 2009-035 (Aug 2009) | Abstract Full text |
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Random Matching and Money in the Neoclassical Growth Model: Some Analytical Results (JEL E20, E40, O42) | by Christopher J. Waller | 2009-034 (Aug 2009) | Abstract Full text |
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Price Level Targeting and Stabilization Policy (JEL E40, E50) | by Aleksander Berentsen, and Christopher J. Waller | 2009-033 (Aug 2009) | Abstract Full text |
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Optimal Stabilization Policy with Endogenous Firm Entry (JEL E40, E50) | by Aleksander Berentsen, and Christopher J. Waller | 2009-032 (Aug 2009) | Abstract Full text |
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Money and Capital: A Quantitative Analysis (JEL E40, E50) | by S. Boragan Aruoba, Christopher J. Waller, and Randall Wright | 2009-031 (Aug 2009) | Abstract Full text |
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Does Money Matter in Inflation Forecasting? (JEL E31, E41, E47, E51) | by Jane M. Binner, Peter Tino, Jonathan Tepper, Richard G. Anderson, Barry Jones, and Graham Kendall | 2009-030 (Jun 2009) | Abstract Full text |
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Speculative Bubbles and Financial Crisis (JEL E21, E22, E32, E44, E63) | by Pengfei Wang, and Yi Wen | 2009-029 (Jun 2009) | Abstract Full text |
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Capital Misallocation and Aggregate Factor Productivity (JEL D90, E32, O47) | by Costas Azariadis, and Leo Kaas | 2009-028 (Jun 2009) | Abstract Full text |
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Casino Revenue and the Illinois Smoking Ban (JEL D78, H11, I12) | by Thomas A. Garrett, and Michael R. Pakko | 2009-027 (Jun 2009) | Abstract Full text |
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An Analytical Approach to Buffer-Stock Saving (JEL D91, E21) | by Yi Wen | 2009-026 (Jun 2009) | Abstract Full text |
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Dynamics in Systematic Liquidity (JEL C02, G10) | by Björn Hagströmer, Richard G. Anderson, Jane M. Binner, and Birger Nilsson | 2009-025 (May 2009) | Abstract Full text |
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When does Heterogeneity Matter? (JEL E12, E13, E31, E32, E41, E43, E51) | by Yi Wen | 2009-024 (May 2009) | Abstract Full text |
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Does Democracy Reduce Terrorism in Developing Nations? (JEL D74, H56) | by Subhayu Bandyopadhyay, and Javed Younas | 2009-023 (May 2009) | Abstract Full text |
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Financial Development and Economic Volatility: A Unified Explanation | by Pengfei Wang, and Yi Wen | 2009-022 (Apr 2009) | Abstract Full text |
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Foreign Aid as Counterterrorism Policy (JEL D74, H40, O10) | by Subhayu Bandyopadhyay, Todd Sandler, and Javed Younas | 2009-021 (Apr 2009) | Abstract Full text |
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A Simple Model of Trading and Pricing Risky Assets Under Ambiguity: Any Lessons for Policy-Makers? | by Massimo Guidolin, and Francesca Rinaldi | 2009-020 (Apr 2009) | Abstract Full text |
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Liquidity and Welfare in a Heterogeneous-Agent Economy (JEL E12, E13, E31, E32, E41, E43, E51) | by Yi Wen | 2009-019 (Apr 2009) | Abstract Full text |
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Numerical Simulation of Nonoptimal Dynamic Equilibrium Models (JEL C6, D5, E2) | by Zhigang Feng, Jianjun Miao, Adrian Peralta-Alva, and Manuel S. Santos | 2009-018 (Apr 2009) | Abstract Full text |
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Milton Friedman and U.K. Economic Policy: 1938-1979 (JEL E31, E32, E51, E52) | by Edward Nelson | 2009-017 (Apr 2009) | Abstract Full text |
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Toxic Exposure in America: Estimating Fetal and Infant Health Outcomes (JEL I19, Q51) | by Nikhil Agarwal, Chanont Banternghansa, and Linda T.M. Bui | 2009-016 (Apr 2009) | Abstract Full text |
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The Great Inflation in the United States and the United Kingdom: Reconciling Policy Decisions and Data Outcomes (JEL E31, E52, E58) | by Riccardo DiCecio, and Charles R. Nelson | 2009-015 (Apr 2009) | Abstract Full text |
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Journal Rankings in Economics: Handle with Care (JEL A11, A11) | by Howard J. Wall | 2009-014 (Apr 2009) | Abstract Full text |
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The Propagation of Regional Recessions | by James D. Hamilton, and Michael T. Owyang | 2009-013 (Apr 2009) | Abstract Full text |
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Euro Membership as a U.K. Monetary Policy Option: Results from a Structural Model (JEL E32, E42, E52) | by Riccardo DiCecio, and Edward Nelson | 2009-012 (Mar 2009) | Abstract Full text |
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U.S. Commercial Bank Lending through 2008:Q4: New Evidence from Gross Credit Flows (JEL E44, E51, G21) | by Silvio Contessi, and Johanna Francis | 2009-011 (Mar 2009) | Abstract Full text |
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Inventory Accelerator in General Equilibrium (JEL E13, E20, E32) | by Pengfei Wang, and Yi Wen | 2009-010 (Mar 2009) | Abstract Full text |
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Revisiting the Predictability of Bond Risk Premia (JEL E0, E4, G0, G1) | by Daniel L. Thornton, and Giorgio Valente | 2009-009 (Mar 2009) | Abstract Full text |
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Robust, Dynamic Nonparametric Benchmarking: The Evolution of Cost-Productivity and Efficiency Among U.S. Credit Unions (JEL C13, C14, G21) | by David C. Wheelock, and Paul Wilson | 2009-008 (Mar 2009) | Abstract Full text |
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Is Housing the Business Cycle? Evidence from U.S. Cities (JEL C32, E32, R11) | by Andra C. Ghent, and Michael T. Owyang | 2009-007 (Mar 2009) | Abstract Full text |
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Who Benefits from Increased Government Spending? A State-Level Analysis (JEL C32, E62, R12) | by Michael T. Owyang, and Sarah Zubairy | 2009-006 (Mar 2009) | Abstract Full text |
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Entry Costs, Misallocation, and Cross-Country Income and TFP Differences (JEL L16, O11, O40, O43, O47) | by Levon Barseghyan, and Riccardo DiCecio | 2009-005 (Feb 2009) | Abstract Full text |
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Estate Taxation with Warm-Glow Altruism | by Carlos Garriga, and Fernando Sánchez-Losada | 2009-004 (Jan 2009) | Abstract Full text |
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Generational Policy and the Macroeconomic Measurement of Tax Incidence | by Juan Carlos Conesa, and Carlos Garriga | 2009-003 (Jan 2009) | Abstract Full text |
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Resolving the Unbiasedness Puzzle in the Foreign Exchange Market (JEL F31, G12, G15) | by Daniel L. Thornton | 2009-002 (Jan 2009) | Abstract Full text |
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2008 |
Mexico's Integration into NAFTA Markets: A View from Sectoral Real Exchange Rates | by Rodolphe Blavy, and Luciana Juvenal | 2008-046 (Dec 2008) | Abstract Full text |
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Inventories, Liquidity, and the Macroeconomy (JEL E13, E20, E32) | by Yi Wen | 2008-045 (Dec 2008) | Abstract Full text |
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Dynamics of Externalities: A Second-Order Perspective (JEL C63, E0, E32) | by Huabin Wu | 2008-044 (Nov 2008) | Abstract Full text |
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The Stability of Macroeconomic Systems with Bayesian Learners (JEL D83, D84, E00) | by James B. Bullard, and Jacek Suda | 2008-043 (Nov 2008) | Abstract Full text |
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Do European Capital Flows Comove? (JEL F32, F34, F36) | by Silvio Contessi, and Pierangelo DePace | 2008-042 (Nov 2008) | Abstract Full text |
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The Cyclical Properties of Disaggregated Capital Flows (JEL E32, F21, F32, F36) | by Silvio Contessi, Pierangelo DePace, and Johanna Francis | 2008-041 (Nov 2008) | Abstract Full text |
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Are Children 'Normal'? (JEL J13, J40) | by Dan Black, Natalia Kolesnikova, Seth G. Sanders, and Lowell J. Taylor | 2008-040 (Oct 2008) | Abstract Full text |
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Did Prepayments Sustain the Subprime Market? (JEL D82, D86, G21) | by Geetesh Bhardwaj, and Rajdeep Sengupta | 2008-039 (Oct 2008) | Abstract Full text |
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Government Response to Home Mortgage Distress: Lessons from the Great Depression (JEL G21, G28, N22) | by David C. Wheelock | 2008-038 (Oct 2008) | Abstract Full text |
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Combining Forecasts From Nested Models | by Todd E. Clark, and Michael W. McCracken | 2008-037 (Oct 2008) | Abstract Full text |
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Where's the Smoking Gun? A Study of Underwriting Standards for US Subprime Mortgages (JEL D82, D86, G21) | by Geetesh Bhardwaj, and Rajdeep Sengupta | 2008-036 (Oct 2008) | Abstract Full text |
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Macroeconometric Equivalence, Microeconomic Dissonance, and the Design of Monetary Policy (JEL E22, E30, E52) | by Andrew T. Levin, J. David López-Salido, Edward Nelson, and Tack Yun | 2008-035 (Oct 2008) | Abstract Full text |
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The Interplay between Preemptive and Defensive Counterterrorism Measures: A Two-Stage Game (JEL D62, H40) | by Subhayu Bandyopadhyay, and Todd Sandler | 2008-034 (Oct 2008) | Abstract Full text |
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Are Credit Unions Too Small? (JEL C12, C13, C14, G21, L11) | by David C. Wheelock, and Paul Wilson | 2008-033 (Sep 2008) | Abstract Full text |
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The Great Inflation: Did The Shadow Know Better? (JEL B22, E31, E52, E58, N12) | by William Poole, Robert H. Rasche, and David C. Wheelock | 2008-032 (Sep 2008) | Abstract Full text |
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Asset Prices, Exchange Rates and the Current Account (JEL C30, F32, F40) | by Marcel Fratzscher, Luciana Juvenal, and Lucio Sarno | 2008-031 (Aug 2008) | Abstract Full text |
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Averaging Forecasts from VARs with Uncertain Instabilities (JEL C32, C53, E37) | by Todd E. Clark, and Michael W. McCracken | 2008-030 (Aug 2008) | Abstract Full text |
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Tests of Equal Predictive Ability with Real-Time Data | by Todd E. Clark, and Michael W. McCracken | 2008-029 (Aug 2008) | Abstract Full text |
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Improving Forecast Accuracy by Combining Recursive and Rolling Forecasts | by Todd E. Clark, and Michael W. McCracken | 2008-028 (Aug 2008) | Abstract Full text |
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Threshold Adjustment in Deviations from the Law of One Price (JEL C22, F31, F41) | by Luciana Juvenal, and Mark P. Taylor | 2008-027 (Aug 2008) | Abstract Full text |
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City Business Cycles and Crime (JEL K42, R10) | by Thomas A. Garrett, and Lesli S. Ott | 2008-026 (Aug 2008) | Abstract Full text |
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Is Inflation an International Phenomenon? (JEL C32, E31, E52, F42) | by Christopher J. Neely, and David E. Rapach | 2008-025 (Aug 2008) | Abstract Full text |
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Endogenous Productivity and Multiple Steady States (JEL L16, O11, O33, O40) | by Levon Barseghyan, and Riccardo DiCecio | 2008-023 (Jul 2008) | Abstract Full text |
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The Loan Structure and Housing Tenure Decisions in an Equilibrium Model of Mortgage Choice | by Matthew Chambers, Carlos Garriga, and Don Schlagenhauf | 2008-024 (Jun 2008) | Abstract Full text |
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Enlargement and Common External Tariff in a Political-Economic Model of Customs Union (JEL F13) | by Subhayu Bandyopadhyay, Sajal Lahiri, and Suryadipta Roy | 2008-022 (Jun 2008) | Abstract Full text |
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Real Interest Rate Persistence: Evidence and Implications (JEL C22, E21, E44, E52, E62, G12) | by Christopher J. Neely, and David E. Rapach | 2008-018 (Jun 2008) | Abstract Full text |
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Institutional Causes of Macroeconomic Volatility | by Levon Barseghyan, and Riccardo DiCecio | 2008-021 (Jun 2008) | Abstract Full text |
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Institutions and Government Growth: A Comparison of the 1890s and the 1930s | by Thomas A. Garrett, and Russell M. Rhine | 2008-020 (Jun 2008) | Abstract Full text |
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Oil Crisis, Energy-Saving Technological Change and the Stock Market Crash of 1973-74 | by Sami Alpanda, and Adrian Peralta-Alva | 2008-019 (Jun 2008) | Abstract Full text |
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A Macroeconomic Analysis of Obesity | by Pere Gomis-Porqueras, and Adrian Peralta-Alva | 2008-017 (Jun 2008) | Abstract Full text |
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Local Price Variation and Labor Supply Behavior | by Dan Black, Natalia Kolesnikova, and Lowell J. Taylor | 2008-016 (Jun 2008) | Abstract Full text |
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Optimal Monetary and Fiscal Policies in a Search Theoretic Model of Monetary Exchange | by Pere Gomis-Porqueras, and Adrian Peralta-Alva | 2008-015 (Jun 2008) | Abstract Full text |
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Resuscitating the Credit Cycle (JEL E32, E44, E63) | by Patrick A. Pintus, and Yi Wen | 2008-014 (Jun 2008) | Abstract Full text |
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Why Money Growth Determines Inflation in the Long Run: Answering the Woodford Critique (JEL E43, E51, E52) | by Edward Nelson | 2008-013 (May 2008) | Full text |
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Inflation, Monetary Policy and Stock Market Conditions (JEL E31, E52, G12, N12, N22) | by Michael D. Bordo, Michael J. Dueker, and David C. Wheelock | 2008-012 (May 2008) | Full text |
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Monetary Policy: Why Money Matters and Interest Rates Don't (JEL E41, E43, E52) | by Daniel L. Thornton | 2008-011 (May 2008) | Full text |
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Non-Linear Predictability in Stock and Bond Returns: When and Where Is It Exploitable? (JEL C32, C53, E44, G12) | by Massimo Guidolin, Stuart Hyde, David McMillan, and Sadayuki Ono | 2008-010 (Apr 2008) | Full text |
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Oil and the U.S. Macroeconomy: An Update and a Simple Forecasting Exercise (JEL E37, E66, Q43) | by Kevin L. Kliesen | 2008-009 (Apr 2008) | Full text |
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Input and Output Inventory Dynamics (JEL E13, E20, E32) | by Yi Wen | 2008-008 (Mar 2008) | Full text |
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When Does Determinacy Imply Expectational Stability? (JEL D8, E3, E4) | by James B. Bullard, and Stefano Eusepi | 2008-007 (Feb 2008) | Full text |
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The Dynamic Interaction of Order Flows and the CAD/USD Exchange Rate (JEL C32, F31, F37) | by Nikola Gradojevic, and Christopher J. Neely | 2008-006 (Feb 2008) | Full text |
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Equity Portfolio Diversification under Time-Varying Predictability and Comovements: Evidence from Ireland, the US, and the UK (JEL C32, F30, G11, G15, M13) | by Massimo Guidolin, and Stuart Hyde | 2008-005 (Jan 2008) | Full text |
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Offshoring, Economic Insecurity, and the Demand for Social Insurance (JEL F16, J31, J65) | by Richard G. Anderson, and Charles S. Gascon | 2008-003 (Jan 2008) | Full text |
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Convergence in the United States: A Tale of Migration and Urbanization (JEL O51, R11, R23) | by Riccardo DiCecio, and Charles S. Gascon | 2008-002 (Jan 2008) | Full text |
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Multivariate Markov Switching With Weighted Regime Determination: Giving France More Weight than Finland (JEL C22, C25, F42) | by Michael J. Dueker, and Martin Sola | 2008-001 (Jan 2008) | Full text |
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2007 |
Comment on Harding and Pagan 'The Econometric Analysis of Some Constructed Binary Time Series' (JEL C35, E32, E37) | by Michael J. Dueker | 2007-054 (Dec 2007) | Full text |
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The Tax Treatment of Homeowners and Landlords and the Progressivity of Income Taxation | by Matthew Chambers, Carlos Garriga, and Don Schlagenhauf | 2007-053 (Dec 2007) | Full text |
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The Microstructure of the U.S. Treasury Market (JEL D53, E43, E44, G12) | by Bruce Mizrach, and Christopher J. Neely | 2007-052 (Dec 2007) | Full text |
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A General Equilibrium Theory of College with Education Subsidies, In-School Labor Supply, and Borrowing Constraints | by Carlos Garriga, and Mark P. Keightley | 2007-051 (Nov 2007) | Full text |
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States and the Business Cycle (JEL E32, R12) | by Michael T. Owyang, David E. Rapach, and Howard J. Wall | 2007-050 (Nov 2007) | Full text |
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Equilibrium Mortgage Choice and Housing Tenure Decisions with Refinancing | by Matthew Chambers, Carlos Garriga, and Don Schlagenhauf | 2007-049 (Nov 2007) | Full text |
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The Impact of Milton Friedman on Modern Monetary Economics: Setting the Record Straight on Paul Krugman's 'Who Was Milton Friedman?' (JEL E31, E51, E58) | by Edward Nelson, and Anna J. Schwartz | 2007-048 (Oct 2007) | Full text |
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Multivariate Forecast Evaluation and Rationality Testing (JEL C32, C53) | by Ivana Komunjer, and Michael T. Owyang | 2007-047 (Oct 2007) | Full text |
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Urban Crime and Labor Mobility (JEL H73, K42, R23) | by Subhayu Bandyopadhyay, and Christopher H. Wheeler | 2007-046 (Oct 2007) | Full text |
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Human Capital Externalities and Adult Mortality in the U.S. (JEL I10, I20, J10, R10) | by Christopher H. Wheeler | 2007-045 (Oct 2007) | Full text |
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Lending to Uncreditworthy Borrowers (JEL D43, G21) | by Rajdeep Sengupta | 2007-044 (Oct 2007) | Full text |
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The Labor Supply of Married Women: Why Does It Differ Across U.S. Cities? (JEL J21, J22, R23, R41) | by Natalia Kolesnikova | 2007-043 (Oct 2007) | Full text |
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Inter-temporal Differences in the Income Elasticity of Demand for Lottery Tickets (JEL H22, H71) | by Thomas A. Garrett, and Cletus C. Coughlin | 2007-042 (Oct 2007) | Full text |
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Optimal Response to a Transitory Demographic Shock in Social Security Financing | by Juan Carlos Conesa, and Carlos Garriga | 2007-041 (Sep 2007) | Full text |
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Mortgage Contracts and Housing Tenure Decisions | by Matthew Chambers, Carlos Garriga, and Don Schlagenhauf | 2007-040 (Sep 2007) | Full text |
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The Unusual Behavior of the Federal Funds and 10-Year Treasury Rates: A Conundrum or Goodhart's Law? (JEL E43, E52) | by Daniel L. Thornton | 2007-039 (Sep 2007) | Full text |
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Political Asymmetry and Common External Tariff in a Customs Union (JEL F13) | by Subhayu Bandyopadhyay, Sajal Lahiri, and Suryadipta Roy | 2007-038 (Sep 2007) | Full text |
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The Optimal Inflation Target in an Economy with Limited Enforcement (JEL E31, E42, E58) | by Gaetano Antinolfi, Costas Azariadis, and James B. Bullard | 2007-037 (Sep 2007) | Full text |
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Optimal Taxation with Imperfect Competition and Aggregate Returns to Specialization | by Javier Coto-Martínez, Carlos Garriga, and Fernando Sánchez-Losada | 2007-036 (Aug 2007) | Full text |
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Optimal Fiscal Policy in the Design of Social Security Reforms (JEL E62, H21) | by Juan Carlos Conesa, and Carlos Garriga | 2007-035 (Aug 2007) | Full text |
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Accounting for Changes in the Homeownership Rate | by Matthew Chambers, Carlos Garriga, and Don Schlagenhauf | 2007-034 (Aug 2007) | Full text |
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Incomplete Information and Self-fulfilling Prophecies | by Pengfei Wang, and Yi Wen | 2007-033 (Aug 2007) | Full text |
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Jumps, Cojumps and Macro Announcements | by Jérôme Lahaye, Sébastien Laurent, and Christopher J. Neely | 2007-032 (Aug 2007) | Full text |
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Earnings Functions When Wages and Prices Vary by Location (JEL J24, J31, R23) | by Dan Black, Natalia Kolesnikova, and Lowell J. Taylor | 2007-031 (Aug 2007) | Full text |
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Managing International Portfolios with Small Capitalization Stocks | by Massimo Guidolin, and Giovanna Nicodano | 2007-030 (Aug 2007) | Full text |
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Global Indeterminacy in Locally Determinate RBC Models (JEL C62, E13, E32) | by Tarek Coury, and Yi Wen | 2007-029 (Aug 2007) | Full text |
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Comments on Orphanides and Williams' (JEL D8, E0) | by James B. Bullard | 2007-028 (Jun 2007) | Full text |
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Learning and the Great Moderation (JEL D8, E3) | by James B. Bullard, and Aarti Singh | 2007-027 (Jun 2007) | Full text |
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A Defense of the RBC Theory: Understanding the Puzzling Effects of Technology Shocks (JEL E31, E32, E52) | by Pengfei Wang, and Yi Wen | 2007-026 (Jun 2007) | Full text |
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Monetary Policy and Natural Disasters in a DSGE Model: How Should the Fed Have Responded to Hurricane Katrina? (JEL E31, E32, E42) | by Benjamin D. Keen, and Michael R. Pakko | 2007-025 (Jun 2007) | Full text |
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Trade and Child Labor: A General Equilibrium Analysis | by Subhayu Bandyopadhyay, and Sudeshna C. Bandyopadhyay | 2007-024 (May 2007) | Full text |
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Foreign Aid and Export Performance: A Panel Data Analysis of Developing Countries (JEL F35, O24) | by Jonathan Munemo, Subhayu Bandyopadhyay, and Arabinda Basistha | 2007-023 (May 2007) | Full text |
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Corruption and Trade Protection: Evidence from Panel Data (JEL F13, O24) | by Subhayu Bandyopadhyay, and Suryadipta Roy | 2007-022 (May 2007) | Full text |
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Nash Equilibrium Tariffs and Illegal Immigration: An Analysis of Preferential Trade Liberalization (JEL F11, F22) | by Subhayu Bandyopadhyay, and Ryo Takashima | 2007-021 (May 2007) | Full text |
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Monetary Policy and Stock Market Booms and Busts in the 20th Century (JEL E30, E52, G18, N10, N20) | by Michael D. Bordo, Michael J. Dueker, and David C. Wheelock | 2007-020 (May 2007) | Full text |
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Multivariate Contemporaneous Threshold Autoregressive Models (JEL C32, G12) | by Michael J. Dueker, Zacharias Psaradakis, Martin Sola, and Fabio Spagnolo | 2007-019 (May 2007) | Full text |
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Understanding the Puzzling Effects of Technology Shocks (JEL E31, E32, E52) | by Pengfei Wang, and Yi Wen | 2007-018 (Apr 2007) | Full text |
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Affiliated Mutual Funds and Analyst Optimism (JEL G20, G24, G30) | by Simona Mola, and Massimo Guidolin | 2007-017 (Apr 2007) | Full text |
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Mean-Variance vs. Full-Scale Optimization: Broad Evidence for the UK (JEL G11) | by Björn Hagströmer, Richard G. Anderson, Jane M. Binner, Thomas Elger, and Birger Nilsson | 2007-016 (Apr 2007) | Full text |
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Supply Shocks, Demand Shocks, and Labor Market Fluctuations (JEL C32, E24, E32, J63) | by Helge Braun, Reinout De Bock, and Riccardo DiCecio | 2007-015 (Apr 2007) | Full text |
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2006 |
Is There Too Little Immigration? (JEL F22, J61) | by Subhayu Bandyopadhyay, and Howard J. Wall | 2006-062 (Dec 2006) | Full text |
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The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value (JEL E43, G10) | by Pasquale Della Corte, Lucio Sarno, and Daniel L. Thornton | 2006-061 (Nov 2006) | Full text |
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Oil Dependence and Economic Instability (JEL E13, E20, E30) | by Luís Aguiar-Conraria, and Yi Wen | 2006-060 (Nov 2006) | Full text |
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The Economic and Statistical Value of Forecast Combinations under Regime Switching: An Application to Predictable US Returns (JEL C32, C53, E44, G12) | by Massimo Guidolin, and Carrie Fangzhou Na | 2006-059 (Oct 2006) | Full text |
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Strategic Online-Banking Adoption (JEL C41, G21, L10, O31) | by Roberto Fuentes, Rubén Hernández-Murillo, and Gerard Llobet | 2006-058 (Oct 2006) | Full text |
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Controlling for Geographic Dispersion When Estimating the Japanese Phillips Curve (JEL E2, J6) | by Hiroshi Fujiki, and Howard J. Wall | 2006-057 (Oct 2006) | Full text |
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The Economic Performance of Cities: A Markov-Switching Approach (JEL R11) | by Michael T. Owyang, Jeremy M. Piger, Howard J. Wall, and Christopher H. Wheeler | 2006-056 (Oct 2006) | Full text |
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Trends in the Distributions of Income and Human Capital within Metropolitan Areas: 1980-2000 (JEL D31, J10, R23) | by Christopher H. Wheeler, and Elizabeth A. La Jeunesse | 2006-055 (Oct 2006) | Full text |
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Forecasting Inflation and Output: Comparing Data-Rich Models with Simple Rules (JEL C32, C53, E37) | by William T. Gavin, and Kevin L. Kliesen | 2006-054 (Sep 2006) | Full text |
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Regional Business Cycle Phases in Japan (JEL E32, R12) | by Howard J. Wall | 2006-053 (Sep 2006) | Full text |
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The Great Inflation and Early Disinflation in Japan and Germany (JEL E52, E58, E64, E65) | by Edward Nelson | 2006-052 (Sep 2006) | Full text |
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When Do Stock Market Booms Occur? The Macroeconomic and Policy Environments of 20th Century Booms (JEL E30, E52, G18, N10, N20) | by Michael D. Bordo, and David C. Wheelock | 2006-051 (Sep 2006) | Full text |
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Analysis of Panel Vector Error Correction Models Using Maximum Likelihood, the Bootstrap, and Canonical-Correlation Estimators (JEL C13, C14, C15, C33) | by Richard G. Anderson, Hailong Qian, and Robert H. Rasche | 2006-050 (Aug 2006) | Full text |
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Monetary Base (JEL A20, A30, E42) | by Richard G. Anderson | 2006-049 (Aug 2006) | Full text |
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Are Traffic Tickets Countercyclical? (JEL D72, H72) | by Thomas A. Garrett, and Gary A. Wagner | 2006-048 (Aug 2006) | Full text |
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Does Aggregate Relative Risk Aversion Change Countercyclically over Time? Evidence from the Stock Market (JEL C14, G12) | by Hui Guo, Zijun Wang, and Jian Yang | 2006-047 (Aug 2006) | Full text |
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The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (JEL F31, G11, G14) | by Christopher J. Neely, Paul A. Weller, and Joshua M. Ulrich | 2006-046 (Aug 2006) | Full text |
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Authorities' Beliefs about Foreign Exchange Intervention: Getting Back Under the Hood (JEL E58, F31, F42) | by Christopher J. Neely | 2006-045 (Jul 2006) | Full text |
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Corporate Response to Distress: Evidence from the Asian Financial Crisis (JEL G33, G34) | by Mara Faccio, and Rajdeep Sengupta | 2006-044 (Jul 2006) | Full text |
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Foreign Entry and Bank Competition (JEL D43, F36, G21) | by Rajdeep Sengupta | 2006-043 (Jul 2006) | Full text |
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The Termination of Subprime Hybrid and Fixed Rate Mortgages (JEL D14, G21, R29) | by Anthony Pennington-Cross, and Giang Ho | 2006-042 (Jul 2006) | Full text |
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Robust Non-parametric Quantile Estimation of Efficiency and Productivity Change in U.S. Commercial Banking, 1985-2004 (JEL C13, C14, G21) | by David C. Wheelock, and Paul Wilson | 2006-041 (Jun 2006) | Full text |
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Worldwide Macroeconomic Stability and Monetary Policy Rules (JEL E52, F41, F42) | by James B. Bullard, and Aarti Singh | 2006-040 (Jun 2006) | Full text |
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Neighborhood Income Inequality (JEL D31, J10, R23) | by Christopher H. Wheeler, and Elizabeth A. La Jeunesse | 2006-039 (Jun 2006) | Full text |
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Monetary Policy, Determinacy, and Learnability in a Two-Block World Economy (JEL E58, E61, F31, F41) | by James B. Bullard, and Eric Schaling | 2006-038 (May 2006) | Full text |
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Urban Decentralization and Income Inequality: Is Sprawl Associated with Rising Income Segregation Across Neighborhoods? (JEL D31, R11, R23) | by Christopher H. Wheeler | 2006-037 (May 2006) | Full text |
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The Relation between Time-Series and Cross-Sectional Effects of Idiosyncratic Variance on Stock Returns in G7 Countries | by Hui Guo, and Robert Savickas | 2006-036 (May 2006) | Full text |
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Inflation Risk and Optimal Monetary Policy (JEL E31, E32, E42) | by William T. Gavin, Benjamin D. Keen, and Michael R. Pakko | 2006-035 (May 2006) | Full text |
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Why Do Analysts Continue to Provide Favorable Coverage for Seasoned Stocks? (JEL G20, G24, G30) | by Simona Mola, and Massimo Guidolin | 2006-034 (May 2006) | Full text |
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Central Bank Intervention with Limited Arbitrage (JEL E58, F3, F31) | by Christopher J. Neely, and Paul A. Weller | 2006-033 (May 2006) | Full text |
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Volatility, Growth, and Large Welfare Gains from Stabilization Policies (JEL E12, E32, O40) | by Pengfei Wang, and Yi Wen | 2006-032 (May 2006) | Full text |
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Central Bank Intervention and Exchange Rate Volatility, Its Continuous and Jump Components | by Michel Beine, Jérôme Lahaye, Sébastien Laurent, Christopher J. Neely, and Franz C. Palm | 2006-031 (May 2006) | Full text |
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U.K. Inflation Targeting and the Exchange Rate (JEL E31, E52, F41) | by Christopher Allsopp, Amit Kara, and Edward Nelson | 2006-030 (May 2006) | Full text |
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Who Tames the Celtic Tiger? Portfolio Implications from a Multivariate Markov Switching Model | by Massimo Guidolin, and Stuart Hyde | 2006-029 (May 2006) | Full text |
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Investing for the Long-Run in European Real Estate | by Carolina Fugazza, Massimo Guidolin, and Giovanna Nicodano | 2006-028 (May 2006) | Full text |
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The Duration of Foreclosures in the Subprime Mortgage Market: A Competing Risks Model with Mixing | by Anthony Pennington-Cross | 2006-027 (Apr 2006) | Full text |
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Spatial Hedonic Models of Airport Noise, Proximity, and Housing Prices | by Jeffrey P. Cohen, and Cletus C. Coughlin | 2006-026 (Apr 2006) | Full text |
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Timing Transitions Between Determinate and Indeterminate Equilibria in an Empirical DSGE Model: Benefits and Implications | by Anatoliy Belaygorod, and Michael J. Dueker | 2006-025 (Apr 2006) | Full text |
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Loan Servicer Heterogeneity and The Termination of Subprime Mortgages (JEL G12, G21, L23, L85) | by Anthony Pennington-Cross, and Giang Ho | 2006-024 (Apr 2006) | Full text |
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Subprime Refinancing: Equity Extraction and Mortgage Termination (JEL D14, G21) | by Souphala Chomsisengphet, and Anthony Pennington-Cross | 2006-023 (Apr 2006) | Full text |
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Predatory Lending Laws and the Cost of Credit (JEL C25, G21) | by Giang Ho, and Anthony Pennington-Cross | 2006-022 (Apr 2006) | Full text |
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The Determinants of Aid in the Post-Cold War Era (JEL F35) | by Subhayu Bandyopadhyay, and Howard J. Wall | 2006-021 (Apr 2006) | Full text |
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The Daily Liquidity Effect (JEL E40, E52) | by Daniel L. Thornton | 2006-020 (Apr 2006) | Full text |
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Understanding Stock Return Predictability | by Hui Guo, and Robert Savickas | 2006-019 (Mar 2006) | Full text |
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War and Pestilence as Labor Market Shocks: Manufacturing Wage Growth 1914-1919 (JEL I12, N32, N62, N92) | by Thomas A. Garrett | 2006-018 (Mar 2006) | Full text |
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Imperfect Competition and Indeterminacy of Aggregate Output (JEL E31, E32) | by Pengfei Wang, and Yi Wen | 2006-017 (Mar 2006) | Full text |
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Ireland and Switzerland: The Jagged Edges of the Great Inflation (JEL E31, E52, E64) | by Edward Nelson | 2006-016 (Mar 2006) | Full text |
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Imperfect Competition and Sunspots (JEL E31, E32) | by Pengfei Wang, and Yi Wen | 2006-015 (Mar 2006) | Full text |
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Why People Choose Negative Expected Return Assets - An Empirical Examination of a Utility Theoretic Explanation (JEL D80, G11) | by Thomas A. Garrett, and Nalinaksha Bhattacharyya | 2006-014 (Mar 2006) | Full text |
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Inflation: Do Expectations Trump the Gap? (JEL C32, E31) | by Jeremy M. Piger, and Robert H. Rasche | 2006-013 (Mar 2006) | Full text |
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The Transition to Electronic Trading in the Secondary Treasury Market (JEL C32, D4, G12, G14) | by Bruce Mizrach, and Christopher J. Neely | 2006-012 (Mar 2006) | Full text |
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Demand Shocks and Economic Fluctuations (JEL E12, E13, E21, E22, E32) | by Yi Wen | 2006-011 (Mar 2006) | Full text |
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Monetary and Fiscal Theories of the Price Level: The Irreconcilable Differences | by Bennett T. McCallum, and Edward Nelson | 2006-010 (Feb 2006) | Full text |
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The Impact of Local Predatory Lending Laws on the Flow of Subprime Credit (JEL C25, G21) | by Giang Ho, and Anthony Pennington-Cross | 2006-009 (Feb 2006) | Full text |
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Evaluating State Tax Revenue Variability: A Portfolio Approach (JEL G11, H71) | by Thomas A. Garrett | 2006-008 (Feb 2006) | Full text |
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Equity Market Volatility and Expected Risk Premium (JEL E44, G12) | by Long Chen, Hui Guo, and Lu Zhang | 2006-007 (Jan 2006) | Full text |
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Investigating the Intertemporal Risk-Return Relation in International Stock Markets with the Component GARCH Model | by Hui Guo, and Christopher J. Neely | 2006-006 (Jan 2006) | Full text |
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Beyond the Numbers: An Analysis of Optimistic and Pessimistic Language in Earnings Press Releases (JEL G14, L25, M41) | by Angela K. Davis, Jeremy M. Piger, and Lisa M. Sedor | 2006-005 (Jan 2006) | Full text |
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Aggregate Shocks and Labor Market Fluctuations (JEL C32, E24, E32, J63, Q1) | by Helge Braun, Reinout De Bock, and Riccardo DiCecio | 2006-004 (Jan 2006) | Full text |
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Solving Linear Difference Systems with Lagged Expectations by a Method of Undetermined Coefficients (JEL C63, C68, E30, E40) | by Pengfei Wang, and Yi Wen | 2006-003 (Jan 2006) | Full text |
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Regional VARs and the Channels of Monetary Policy (JEL E52, R12) | by Michael T. Owyang, and Howard J. Wall | 2006-002 (Jan 2006) | Full text |
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2005 |
Inflation and Money: A Puzzle | by Peng-fei Wang, and Yi Wen | 2005-076 (Dec 2005) | Full text |
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Small Caps in International Equity Portfolios: The Effects of Variance Risk (JEL C32, F30, G11, G12) | by Massimo Guidolin, and Giovanna Nicodano | 2005-075 (Dec 2005) | Full text |
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Oligopoly and Outsourcing | by Subhayu Bandyopadhyay, and Howard J. Wall | 2005-074 (Dec 2005) | Full text |
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Market Timing with Aggregate and Idiosyncratic Stock Volatilities (JEL G10, G12) | by Hui Guo, and Jason Higbee | 2005-073 (Dec 2005) | Full text |
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Information and Drug Prices: Evidence from the Medicare Discount Drug Card Program (JEL D43, D83, I11, I18, L11, L13, L50) | by Emin M. Dinlersoz, Han Li, Roger Sherman, and Rubén Hernández-Murillo | 2005-072 (Nov 2005) | Full text |
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The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis (JEL C15, C35, K31) | by Michael J. Dueker, Stephen J. Spurr, Ada K. Jacox, and David E. Kalist | 2005-071 (Nov 2005) | Full text |
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The Microstructure of Bond Market Tatonnement (JEL C32, D4, G12, G14) | by Bruce Mizrach, and Christopher J. Neely | 2005-070 (Nov 2005) | Full text |
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Ethnic Networks and U.S. Exports (JEL F10, R10) | by Subhayu Bandyopadhyay, Cletus C. Coughlin, and Howard J. Wall | 2005-069 (Oct 2005) | Full text |
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Heterogeneous Firms, Productivity and Poverty Traps (JEL L16, O11, O33, O40) | by Levon Barseghyan, and Riccardo DiCecio | 2005-068 (Oct 2005) | Full text |
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Productivity Measurement and Monetary Policymaking During the 1990s | by Richard G. Anderson, and Kevin L. Kliesen | 2005-067 (Oct 2005) | Full text |
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The Economic Effects of Violent Conflict: Evidence from Asset Market Reactions (JEL G14, P16) | by Massimo Guidolin, and Eliana La Ferrara | 2005-066 (Oct 2005) | Full text |
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Human Capital Growth in a Cross Section of US Metropolitan Areas (JEL J24, R11, R12, R23) | by Christopher H. Wheeler | 2005-065 (Sep 2005) | Full text |
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Creating a Policy Environment for Entrepreneurs (JEL J23, R12) | by Thomas A. Garrett, and Howard J. Wall | 2005-064 (Sep 2005) | Full text |
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Open Market Operations and the Federal Funds Rate (JEL E43, E52) | by Daniel L. Thornton | 2005-063 (Sep 2005) | Full text |
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Recent Developments in Monetary Macroeconomics and U.S. Dollar Policy (JEL E52, F33) | by William T. Gavin | 2005-062 (Sep 2005) | Full text |
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Regional Disparities in the Spatial Correlation of State Income Growth (JEL C23, G28, R10) | by Thomas A. Garrett, Gary A. Wagner, and David C. Wheelock | 2005-061 (Aug 2005) | Full text |
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Airport-Related Noise, Proximity, and Housing Prices in Atlanta (JEL L93, Q51, Q53, R31) | by Jeffrey P. Cohen, and Cletus C. Coughlin | 2005-060 (Aug 2005) | Full text |
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Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach | by Massimo Guidolin, and Allan Timmerman | 2005-059 (Aug 2005) | Full text |
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Kalman Filtering with Truncated Normal State Variables for Bayesian Estimation of Macroeconomic Models (JEL C32, C35, E37) | by Michael J. Dueker | 2005-057 (Jul 2005) | Full text |
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Are the Dynamic Linkages Between the Macroeconomy and Asset Prices Time-Varying? (JEL C32, C52, E44, G12) | by Massimo Guidolin, and Sadayuki Ono | 2005-056 (Jul 2005) | Full text |
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Cities and the Growth of Wages Among Young Workers: Evidence from the NLSY (JEL J24, R23) | by Christopher H. Wheeler | 2005-055 (Jul 2005) | Full text |
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No Smoking at the Slot Machines: The Effects of Smoke-Free Laws on Gaming Revenues (JEL I18, L83) | by Michael R. Pakko | 2005-054 (Jun 2005) | Full text |
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The 2001 Recession and the States of the 8th District (JEL E32, R12) | by Michael T. Owyang, Jeremy M. Piger, and Howard J. Wall | 2005-053 (Jun 2005) | Full text |
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Another Look at Sticky Prices and Output Persistence (JEL E32, E41, E52) | by Peng-fei Wang, and Yi Wen | 2005-051 (Jun 2005) | Full text |
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The Impact of Local Predatory Lending Laws (JEL C25, G21) | by Giang Ho, and Anthony Pennington-Cross | 2005-049 (Jun 2005) | Full text |
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The Effectiveness of Monetary Policy (JEL E52) | by Robert H. Rasche, and Marcela M. Williams | 2005-048 (Jun 2005) | Full text |
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Durable Good Inventories and the Volatility of Production: Explaining the Less Volatile U.S. Economy (JEL E22, E23, E32) | by Yi Wen | 2005-047 (Jun 2005) | Full text |
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The Multiplier: A General Equilibrium Analysis of Multi-Stage-Fabrication Economy with Inventories (JEL E22, E23, E32) | by Yi Wen | 2005-046 (Jun 2005) | Full text |
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Uniform Working Hours and Structural Unemployment (JEL E0, J6) | by Haoming Liu, Yi Wen, and Lijing Zhu | 2005-045 (Jun 2005) | Full text |
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Production and Inventory Behavior of Capital (JEL E22, E23, E32) | by Yi Wen | 2005-044 (Jun 2005) | Full text |
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By Force of Demand: Explaining International Comovements and the Saving-Investment Correlation Puzzle (JEL E13, E20, E32) | by Yi Wen | 2005-043 (Jun 2005) | Full text |
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Understanding the Impact of Oil Shocks (JEL E22, E32, E37) | by Luís Aguiar-Conraria, and Yi Wen | 2005-042 (Jun 2005) | Full text |
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Foreign Trade and Equilibrium Indeterminacy (JEL E13, E20, E30) | by Luís Aguiar-Conraria, and Yi Wen | 2005-041 (Jun 2005) | Full text |
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On the Optimal Volume of Labor Hoarding (JEL E22, E24, E32) | by Yi Wen | 2005-040 (Jun 2005) | Full text |
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Where's the Beef? The Trivial Dynamics of Real Business Cycle Models (JEL E13, E32) | by Yi Wen | 2005-039 (Jun 2005) | Full text |
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Optimal Monetary Policy, Endogenous Sticky Prices and Multiplicity of Equilibria (JEL E52, E61) | by Levon Barseghyan, and Riccardo DiCecio | 2005-036 (Jun 2005) | Full text |
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Comovement: it's not a puzzle. (JEL E20, E32, O41, O42) | by Riccardo DiCecio | 2005-035 (Jun 2005) | Full text |
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International Asset Allocation under Regime Switching, Skew and Kurtosis Preferences (JEL C32, F30, G12) | by Massimo Guidolin, and Allan Timmerman | 2005-034 (Jun 2005) | Full text |
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Local Market Scale and the Pattern of Job Changes Among Young Men (JEL J24, R23) | by Christopher H. Wheeler | 2005-033 (Jun 2005) | Full text |
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A New Federal Funds Rate Target Series: September 27, 1982 - December 31, 1993 (JEL E40, E52) | by Daniel L. Thornton | 2005-032 (May 2005) | Full text |
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A Dynamic Look at Subprime Loan Performance (JEL C25, G21) | by Michelle A. Danis, and Anthony Pennington-Cross | 2005-029 (May 2005) | Full text |
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Smoke-free Law Did Affect Revenue From Gaming in Delaware (JEL I18, L83) | by Michael R. Pakko | 2005-028 (May 2005) | Full text |
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Non-parametric, Unconditional Quantile Estimation for Efficiency Analysis with An Application to Federal Reserve Check Processing Operations | by David C. Wheelock, and Paul Wilson | 2005-027 (Apr 2005) | Full text |
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Is Value Premium a Proxy for Time-Varying Investment Opportunities: Some Time Series Evidence (JEL G1) | by Hui Guo, Robert Savickas, Zijun Wang, and Jian Yang | 2005-026 (Apr 2005) | Full text |
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A Specialized Inventory Problem in Banks: Optimizing Retail Sweeps (JEL D20, G21) | by Suresh K. Nair, and Richard G. Anderson | 2005-023 (Apr 2005) | Full text |
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The U.K.'s Rocky Road to Stability (JEL E51, E52, E60, E65) | by Nicoletta Batini, and Edward Nelson | 2005-020 (Mar 2005) | Full text |
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The Delinquency of Subprime Mortgages (JEL C25, G21) | by Michelle A. Danis, and Anthony Pennington-Cross | 2005-022 (Mar 2005) | Full text |
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A Comparison of the Real-Time Performance of Business Cycle Dating Methods (JEL C22, E32) | by Marcelle Chauvet, and Jeremy M. Piger | 2005-021 (Mar 2005) | Full text |
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Do Casinos Export Bankruptcy? (JEL D12, L83, R10) | by Thomas A. Garrett, and Mark W. Nichols | 2005-019 (Mar 2005) | Full text |
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Sticky-Price Models and the Natural Rate Hypothesis | by Javier Andrés, J. David López-Salido, and Edward Nelson | 2005-018 (Mar 2005) | Full text |
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Job Flows and Productivity Dynamics: Evidence from U.S. Manufacturing | by Christopher H. Wheeler | 2005-017 (Feb 2005) | Full text |
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Technology and Industrial Agglomeration: Evidence from Computer Usage (JEL R11) | by Christopher H. Wheeler | 2005-016 (Feb 2005) | Full text |
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Do Localization Economies Derive from Human Capital Externalities? (JEL R11) | by Christopher H. Wheeler | 2005-015 (Feb 2005) | Full text |
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The Role of Data & Program Code Archives in the Future of Economic Research (JEL B4, C8) | by Richard G. Anderson, William H. Greene, Bruce D. McCullough, and H. D. Vinod | 2005-014 (Feb 2005) | Full text |
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Home Bias and High Turnover in an Overlapping Generations Model with Learning (JEL D83, F3, G11) | by Massimo Guidolin | 2005-012 (Jan 2005) | Full text |
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High Equity Premia and Crash Fears. Rational Foundations (JEL D83, G12) | by Massimo Guidolin | 2005-011 (Jan 2005) | Full text |
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Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface (JEL G12, G13) | by Silvia Goncalves, and Massimo Guidolin | 2005-010 (Jan 2005) | Full text |
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Properties of Equilibrium Asset Prices under Alternative Learning Schemes (JEL D83, G12) | by Massimo Guidolin, and Allan Timmerman | 2005-009 (Jan 2005) | Full text |
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Modelling the MIB30 Implied Volatility Surface. Does Efficiency Matter? (JEL G12, G13) | by Gianluca Cassesse, and Massimo Guidolin | 2005-008 (Jan 2005) | Full text |
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Size and Value Anomalies under Regime Shifts (JEL G12) | by Massimo Guidolin, and Allan Timmerman | 2005-007 (Jan 2005) | Full text |
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Optimal Portfolio Choice under Regime Switching, Skew and Kurtosis Preferences (JEL G12) | by Massimo Guidolin | 2005-006 (Jan 2005) | Full text |
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Pessimistic Beliefs under Rational Learning: Quantitative Implications for the Equity Premium Puzzle (JEL D83, G12) | by Massimo Guidolin | 2005-005 (Jan 2005) | Full text |
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Diamonds Are Forever, Wars Are Not. Is Conflict Bad for Private Firms? | by Massimo Guidolin, and Eliana La Ferrara | 2005-004 (Jan 2005) | Full text |
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An Econometric Model of Nonlinear Dynamics in the Joint Distribution of Stock and Bond Returns | by Massimo Guidolin, and Allan Timmerman | 2005-003 (Jan 2005) | Full text |
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2004 |
Using Extraneous Information to Analyze Monetary Policy in Transition Economies (JEL C32, C33, E52, F41) | by William T. Gavin, and David M. Kemme | 2004-034 (Dec 2004) | Full text |
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The Reform of October 1979: How It Happened and Why (JEL E52, E58, E61, E65) | by David E. Lindsey, Athanasios Orphanides, and Robert H. Rasche | 2004-033 (Dec 2004) | Full text |
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The Importance of Nonlinearity in Reproducing Business Cycle Features (JEL E32, E37) | by James Morley and Jeremy M. Piger | 2004-032 (Nov 2004) | Full text |
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The Case for Foreign Exchange Intervention: The Government as a Long-term Speculator | by Christopher J. Neely | 2004-031 (Nov 2004) | Full text |
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Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths (JEL C22, C25, F42) | by Siddhartha Chib and Michael J. Dueker | 2004-030 (Nov 2004) | Full text |
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Is Foreign Exchange Delta Hedging Risk Priced? (JEL F31, G15) | by Hui Guo and Christopher J. Neely | 2004-029 (Nov 2004) | Full text |
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International Transmission of Inflation among G-7 Countries: A Data-Determined VAR Analysis (JEL C32, G15) | by Jian Yang, Hui Guo and Zijun Wang | 2004-028 (Nov 2004) | Full text |
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Aggregate Idiosyncratic Volatility in G7 Countries (JEL G1) | by Hui Guo and Robert Savickas | 2004-027 (Nov 2004) | Full text |
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The Monetary Instrument Matters (JEL E31, E32, E42) | by William T. Gavin, Benjamin D. Keen and Michael R. Pakko | 2004-026 (Nov 2004) | Full text |
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Near-Rational Exuberance (JEL E52, E61) | by James B. Bullard, George W. Evans and Seppo Honkapohja | 2004-025 (Oct 2004) | Full text |
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Productivity and the Geographic Concentration of Industry: The Role of Plant Scale (JEL J31, R12, R23) | by Christopher H. Wheeler | 2004-024 (Sep 2004) | Full text |
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Industry Localization and Earnings Inequality: Evidence from U.S. Manufacturing (JEL J31, R11) | by Christopher H. Wheeler | 2004-023 (Sep 2004) | Full text |
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The Value of Foreclosed Property (JEL D83, G21, R31) | by Anthony Pennington-Cross | 2004-022 (Sep 2004) | Full text |
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Worker Turnover, Industry Localization, and Producer Size | by Christopher H. Wheeler | 2004-021 (Sep 2004) | Full text |
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Cities, Skills, and Inequality (JEL J31, R23) | by Christopher H. Wheeler | 2004-020 (Sep 2004) | Full text |
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Do Productivity Growth, Budget Deficits, And Monetary Policy Actions Affect Real Interest Rates? Evidence From Macroeconomic Announcement Data (JEL E43, E52, E62) | by Kevin L. Kliesen and Frank A. Schmid | 2004-019 (Sep 2004) | Full text |
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Monetary Policy Actions and the Incentive to Invest | by William R. Emmons and Frank A. Schmid | 2004-018 (Aug 2004) | Full text |
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Monetary Policy, Taxes and the Business Cycle (JEL E31, E32, E42) | by William T. Gavin, Finn E. Kydland and Michael R. Pakko | 2004-017 (Aug 2004) | Full text |
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Learning and Structural Change in Macroeconomic Data (JEL E2, E3) | by James B. Bullard and John Duffy | 2004-016 (Aug 2004) | Full text |
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When Did the FOMC Begin Targeting the Federal Funds Rate? What the Verbatim Transcripts Tell Us (JEL E40, E52) | by Daniel L. Thornton | 2004-015 (Aug 2004) | Full text |
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A Bayesian Approach to Counterfactual Analysis with an Application to the Volatility Reduction in U.S. Real GDP (JEL C11, C32, E32) | by Chang-Jin Kim, James Morley and Jeremy M. Piger | 2004-014 (Jul 2004) | Full text |
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A Dynamic Factor Analysis of the Response of U. S. Interest Rates to News | by Marco Lippi and Daniel L. Thornton | 2004-013 (Jul 2004) | Full text |
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Racial Profiling or Racist Policing?: Bounds Tests in Aggregate Data (JEL C14, D10, K42) | by Rubén Hernández-Murillo and John Knowles | 2004-012 (Jun 2004) | Full text |
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Targeting vs. Instrument Rules for Monetary Policy | by Bennett T. McCallum and Edward Nelson | 2004-011 (Jun 2004) | Full text |
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Predictions of Short-Term Rates and the Expectations Hypothesis of the Term Structure of Interest Rates (JEL E40, E52) | by Daniel L. Thornton | 2004-010 (Jun 2004) | Full text |
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The Diffusion of Electronic Business in the U.S. | by Emin M. Dinlersoz and Rubén Hernández-Murillo | 2004-009 (Jun 2004) | Full text |
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Monetary Policy Neglect and the Great Inflation in Canada, Australia, and New Zealand (JEL E31, E52, E58, E64) | by Edward Nelson | 2004-008 (Apr 2004) | Full text |
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Inflation-Targeting, Price-Path Targeting and Indeterminacy (JEL C62, E52) | by Robert Dittmar and William T. Gavin | 2004-007 (Mar 2004) | Full text |
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A Steady-State Approach to Trend/Cycle Decomposition (JEL C15, C22, E32) | by James Morley and Jeremy M. Piger | 2004-006 (Mar 2004) | Full text |
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The Information Content of Regional Employment Data for Forecasting Aggregate Conditions (JEL C21, C53) | by Rubén Hernández-Murillo and Michael T. Owyang | 2004-005 (Mar 2004) | Full text |
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When For-Profits and Not-For-Profits Compete: Theory and Empirical Evidence from Retail Banking (JEL G21, L13, L31) | by William R. Emmons and Frank A. Schmid | 2004-004 (Feb 2004) | Full text |
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Tobin's Imperfect Asset Substitution in Optimizing General Equilibrium | by Javier Andrés, J. David López-Salido and Edward Nelson | 2004-003 (Feb 2004) | Full text |
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What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries? (JEL C32, E2, E52) | by Neville Francis, Michael T. Owyang and Athena T. Theodorou | 2004-002 (Feb 2004) | Full text |
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The Great Inflation of the Seventies: What Really Happened? | by Edward Nelson | 2004-001 (Jan 2004) | Full text |
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2003 |
A Spatial Analysis of State Banking Regulation (JEL C23, G28, R10) | by Thomas A. Garrett, Gary A. Wagner and David C. Wheelock | 2003-044 (Dec 2003) | Full text |
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Nonlinear Hedonics and the Search for School District Quality (JEL C21, I20, R21) | by Abbigail Chiodo, Rubén Hernández-Murillo and Michael T. Owyang | 2003-039 (Nov 2003) | Full text |
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Searching For Better Prospects: Endogenizing Falling Job Tenure and Private Pension Coverage (JEL E24, J32, J41, J63, J64) | by Leora Friedberg, Michael T. Owyang and Tara M. Sinclair | 2003-038 (Nov 2003) | Full text |
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