Printed from https://ideas.repec.org/s/fip/fedkrw3.html
Content
1997
- 97-06 Breathing room for beta
by Sharon Kozicki & Pu Shen - 97-05 The effect of monetary policy actions on exchange rates under interest-rate targeting
by Catherine Bonser-Neal & V. Vance Roley & Gordon H. Sellon - 97-04 Monetary actions, intervention, and exchange rates : a re-examination of the empirical relationships using federal funds rate target data
by Catherine Bonser-Neal & V. Vance Roley & Gordon H. Sellon - 97-03 The effects of open market operations in a model of intermediation and growth
by Stacey L. Schreft & Bruce Smith - 97-02 Asymmetric persistence in GDP? A deeper look at depth
by Gregory D. Hess & Shigeru Iwata - 97-01 Moving endpoints and the internal consistency of agents' ex ante forecasts
by Sharon Kozicki & Peter A. Tinsley
1996
- 96-14 Cyclically-adjusted measures of structural trend breaks: an application to productivity trends in the 1990s
by Paul N. Cooper & Andrew J. Filardo - 96-13 Do stock prices follow interest rates or inflation?
by David G. Bishop & John E. Golob - 96-12 The responses of prices at different stages of production to monetary policy shocks
by Todd E. Clark - 96-11 Transaction costs in an emerging market: the case of Indonesia
by Catherine Bonser-Neal & David Linnan & Robert Neal - 96-10 Do measures of investor sentiment predict returns?
by Robert Neal & Simon M. Wheatley - 96-09 Does financial market development stimulate savings? Evidence from emerging market stock markets
by Catherine Bonser-Neal & Kathryn L. Dewenter - 96-08 The response of the term structure of interest rates to federal funds rate target changes
by V. Vance Roley & Gordon H. Sellon - 96-07 Monetary policy shocks and price stickiness: an analysis of price and output responses to policy in manufacturing industries
by Joseph H. Haimowitz - 96-06 Financial innovations, money demand, and disaggregation: some time series evidence
by Robert S. Chirinko & Dorsey D. Farr - 96-05 Banking relationships in Germany: empirical results and policy implications
by Robert S. Chirinko & Julie Ann Elston - 96-04 Finance constraints, liquidity, and investment spending: theoretical restrictions and international evidence
by Robert S. Chirinko - RWP 96-03 Finite-sample properties of tests for forecast equivalence
by Todd E. Clark - 96-02 Politics and exchange rate forecasts
by S. Brock Blomberg & Gregory D. Hess - 96-01 Multivariate detrending under common trend restrictions: implications for business cycle research
by Sharon Kozicki
1995
- 95-16 Equities and the economy: another intertemporal anomaly
by John E. Golob - 95-15 Business cycle turning points: two empirical business cycle model approaches
by Andrew J. Filardo & Stephen F. Gordon - 95-14 Exchange rates in the long run
by Sean Becketti & Craig S. Hakkio & Douglas H. Joines - 95-13 Forecasting an aggregate of cointegrated disaggregates
by Todd E. Clark - 95-12 Bank derivative activity in the 1990s
by Ken Heinecke & Pu Shen - 95-11 Some intranational evidence on output-inflation tradeoffs
by Gregory D. Hess & Kwanho Shin - 95-10 Measuring business cycle features
by Gregory D. Hess & Shigeru Iwata - 95-09 How wide is the border?
by Charles Engel & John H. Rogers - 95-08 New estimates of the U.S. economy's potential growth rate
by George A. Kahn - 95-07 Intranational business cycles in the United States
by Gregory D. Hess & Kwanho Shin - 95-06 Why is the forward exchange rate forecast biased? A survey of recent evidence
by Charles Engel - 95-05 Money is what money predicts: the M* model of the price level
by Gregory D. Hess & Charles S. Morris - 95-04 Central bank intervention and the volatility of foreign exchange rates: evidence from the options market
by Catherine Bonser-Neal & Glenn Tanner - 95-03 Direct tests of index arbitrage models
by Robert Neal - 95-02 How reliable are adverse selection models of the bid-ask spread?
by Robert Neal & Simon M. Wheatley - 95-01 Small sample properties of estimators of non-linear models of covariance structure
by Todd E. Clark
1994
- 94-14 Monetary policy without intermediate targets: Federal Reserve policy since 1983
by Craig S. Hakkio & Gordon H. Sellon - 94-13 Structural change in U.S. labor markets: a narrowing of the gap between male and female natural rates
by Stuart E. Weiner - 94-12 Measuring monetary policy
by Gordon H. Sellon - 94-11 International co-movements of business cycles
by Andrew J. Filardo - 94-10 Reinterpreting excess sensitivity with precautionary savings
by Gregory D. Hess & B. Kemp Wilson - 94-09 Are Japanese interest rates too stable?
by Catherine Bonser-Neal & V. Vance Roley - 94-08 Time series variation in the interest-rate response to money announcements: a re-examination of the evidence
by V. Vance Roley & Simon M. Wheatley - 94-07 Has inflation become more predictable?
by John E. Golob - 94-06 The predictive failure of the Baba, Hendry and Starr model of the demand for M1 in the United States
by Gregory D. Hess & Christopher S. Jones & Richard D. Porter - 94-05 Finance constraints, liquidity, and investment spending: cross-country evidence
by Robert S. Chirinko - 94-04 A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables
by Todd E. Clark - 94-03 The distribution of exchange rates in the EMS
by Charles Engel & Craig S. Hakkio - 94-02 Liquidity of the Treasury bill market and the term structure of interest rates
by Pu Shen & Ross M. Starr - 94-01 The role of the discount rate in monetary policy
by Mark Rush & Gordon H. Sellon & Li Zhu
1993
- 93-19 Pricing bid-ask spreads in common stocks, liquidity premium and the small firm effect
by Pu Shen - 93-18 Reduced form evidence on the substitutability between bank and nonbank loans
by Sean Becketti & Charles S. Morris - 93-17 The evolution of U.S. business cycle phases
by Andrew J. Filardo - 93-16 Bank monitoring mitigates agency problems: new evidence using the financial covenants in bank loan commitments
by Donald P. Morgan - 93-15 Inflation, inflation uncertainty, and relative price variability: a survey
by John E. Golob - 93-14 Business cycle phases and their transitional dynamics
by Andrew J. Filardo - 93-13 Why does liquidity matter in investment equations?
by Robert S. Chirinko & Huntley Schaller - 93-12 The marginal income tax rate schedule from 1930 to 1990
by Craig S. Hakkio & Mark Rush & Timothy J. Schmidt - 93-11 Business cycle durations
by Andrew J. Filardo & Stephen F. Gordon - 93-10 Who has a bank account and who doesn't: 1977 and 1989
by John P. Caskey & Andrew Peterson - 93-09 Government finance in a model of currency substitution
by Lihong Liu & Anne C. Sibert - 93-08 Non-convexities, labor hoarding, technology shocks, and procyclical productivity: a structural econometric approach
by Robert S. Chirinko - 93-07 On the Keynesian investment function and the investment function(s) of Keynes
by Robert S. Chirinko - 93-06 Economic fluctuations, market power, and returns to scale: evidence from firm-level data
by Robert S. Chirinko & Steven Fazzari - 93-05 Cross-country evidence on long run growth and inflation
by Todd E. Clark - 93-04 Rents and prices of housing across areas of the U.S.: a cross-section examination of the present value model
by Todd E. Clark - 93-03 Bubbles, fundamentals, and investment: a multiple equation testing strategy
by Robert S. Chirinko & Huntley Schaller - 93-02 Determinants of the decline in union COLA's
by Stuart E. Weiner - 93-01 Business fixed investment spending: a critical survey of modeling strategies, empirical results, and policy implications
by Robert S. Chirinko
1992
- 92-12 Monetary transmission channels in major foreign industrial countries: a comment
by Craig S. Hakkio - 92-11 Determinants of rural growth: winners and losers in the 1980s
by Tim R. Smith - 92-10 Bank representation in low-income and minority urban communities
by John P. Caskey - 92-09 Bank loan commitments and the lending view of monetary policy
by Donald P. Morgan - 92-08 Monetary policy implications of bank security holdings and large CDs
by William R. Keeton - 92-07 Does money matter anymore? A comment on Friedman and Kuttner
by Sean Becketti & Charles S. Morris - 92-06 A regime shift in measured per capita consumption, with implications for asset prices and returns
by John E. Golob - 92-05 Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks
by Todd E. Clark - 92-04 Allais theory suggests a solution and an explanation for the equity premium puzzle
by John E. Golob - 92-03 How important are monetary and fiscal policy in explaining postwar aggregate U.S. data?: a vector autoregressive approach
by Peter Kretzmer - 92-02 Can unconventional preferences explain risk premia in the foreign exchange markets?
by Anne C. Sibert - 92-01 Strategic capital taxation in large, open economies with mobile capital
by Jiming Ha & Anne C. Sibert
1991
- 91-08 The international role of the dollar
by Craig S. Hakkio - 91-07 Imperfect information and financial constraints: new evidence using bank loan commitments
by Donald P. Morgan - 91-06 Public finance and coordination problems in a common currency area
by Anne C. Sibert - 91-05 IRAs and saving: evidence from a panel of taxpayers
by Douglas H. Joines & James G. Manegold - 91-04 Can the Markov switching model forecast exchange rates?
by Charles Engel - 91-03 A comment on William Poole's paper, \"Exchange rate management and monetary policy mismanagement: a study of Germany, Japan, United Kingdom, and United States after Plaza.\"
by Craig S. Hakkio - 91-02 Is real exchange rate variability caused by relative price changes? An empirical investigation
by Charles Engel - 91-01 The realignment in farm lending: strategic issues for the 1990s
by Alan Barkema & Mark Drabenstott
1990
- 90-10 Bank credit commitments
by Donald P. Morgan - 90-09 Government finance in a common currency area
by Anne C. Sibert - 90-08 Cointegration: how short is the long run?
by Craig S. Hakkio & Mark Rush - 90-07 The risk premium and the liquidity premium in foreign exchange markets
by Charles Engel - 90-06 On the foreign exchange risk premium in a general equilibrium model
by Charles Engel - 90-05 Tests of mean-variance efficiency of international equity markets
by Charles Engel & Anthony P. Rodrigues - 90-04 Stock prices, news, and business conditions
by Grant McQueen & V. Vance Roley - 90-03 Real and nominal exchange rates since 1919
by Craig S. Hakkio & Douglas H. Joines - 90-02 An equilibrium model of spot and forward exchange rates
by Craig S. Hakkio & Anne C. Sibert - 90-01 The prepayment experience of FNMA mortgage-backed securities
by Sean Becketti & Charles S. Morris
1989
- 89-17 Pawnbroking in America: the economics of forgotten credit market
by John P. Caskey - 89-16 Bank profitability, deregulation, and the production of financial services
by Diana Hancock - 89-15 Borrowed reserves targeting and nominal income smoothing
by David D. VanHoose - 89-14 Optimal monetary policy in a multisector economy with an economy-wide money market
by John V. Duca & David D. VanHoose - 89-13 Discretionary monetary policy and socially efficient wage indexation
by David D. VanHoose & Christopher J. Waller - 89-12 How bad is the federal budget deficit?
by Douglas H. Joines - 89-11 An experimental study of comparable worth
by E. Jane Arnault & Louis Gordon & Douglas H. Joines & G. Michael Phillips - 89-10 Money supply announcements and real economic activity
by Douglas H. Joines - 89-09 The effect of marginal tax rates on GNP: 1931 to 1985
by Craig S. Hakkio & Mark Rush - 89-08 Market indicators for monetary policy
by C. Alan Garner - 89-07 Optimal variance ratio tests for serial dependence and a test for mean reversion
by Jon Faust - 89-06 Bank credit commitments and credit rationing
by Donald P. Morgan - 89-05 The output and inflation effects of dollar depreciation
by George A. Kahn - 89-04 Exchange rates in the 1980s
by Craig S. Hakkio - 89-03 Discretion, wage indexation, and inflation
by David D. VanHoose & Christopher J. Waller - 89-02 Price flexibility and macroeconomic stability: an empirical simulation analysis
by John P. Caskey & Steven Fazzari - 89-01 Tax analysis in a dynamic stochastic model: on measuring Harberger triangles and Okun gaps
by Jeremy Greenwood & Gregory W. Huffman
1988
- 88-13 Federal credit, private credit, and economic activity
by James S. Fackler - 88-12 Entry barrier, market concentration and bank profitability: a switching regression approach
by Jeffrey A. Clark - 88-11 Taxing capital in an open economy
by Anne C. Sibert - 88-10 Commodity prices: policy target or information variable?
by C. Alan Garner - 88-09 Supernovas in monetary theory: does the ultimate sunspot rule out money?
by Jon Faust - 88-08 The variance ratio test: statistical properties and implementation
by Jon Faust - 88-07 Intraday yen/dollar exchange rate movements: news or noise?
by Takatoshi Ito & V. Vance Roley - 88-06 The accuracy of the grid approximation method
by Gregory W. Huffman - 88-05 A representative agent model of asset pricing and transaction volume
by Gregory W. Huffman - 88-04 Loan losses and bank risk-taking: is there a connection?
by William R. Keeton & Charles S. Morris - 88-03 The IMF and concerted lending in Latin American debt restructurings: a formal analysis
by John P. Caskey - 88-02 Federal Reserve behavior since 1980: a financial markets perspective
by William C. Melton & V. Vance Roley - 88-01 Firm characteristics, unanticipated inflation, and stock returns
by Douglas K. Pearce & V. Vance Roley
1987
- 87-11 Cola coverage: the role of relative prices
by Stuart E. Weiner - 87-10 Inside money, outside money, and inflation
by John F. Boschen & Kathleen E. Talbot - 87-09 Exchange rates, market structure, prices and import values
by Anne C. Sibert - 87-08 Understanding the current view of trends, cycles, and the persistence of shocks
by Sean Becketti - 87-07 The risk premium in the foreign exchange market
by Anne C. Sibert - 87-06 Wages and prices: an international comparison
by George A. Kahn - 87-05 Market efficiency and cointegration
by Craig S. Hakkio & Mark Rush - 87-04 How real is the \"real exchange rate?\"
by Sean Becketti & Craig S. Hakkio - 87-03 Deposit insurance, deposit deregulation and bank risk-taking
by William R. Keeton - 87-02 Pricing interest rate swaps in an options pricing framework
by J. Gregg Whittaker - 87-01 Leading indicators of inflation
by Howard L. Roth
1986
- 86-13 The recent evolution of Federal Reserve operating procedures
by Gordon H. Sellon - 86-12 Co-integration and the government's budget deficit
by Craig S. Hakkio & Mark Rush - 86-11 The effects of macroeconomic policy on farmland value
by Alan Barkema - 86-10 Estimation of the optimal futures hedge
by Stephen G. Cecchetti & Robert E. Cumby & Stephen Figlewski - 86-09 The predictive usefulness of consumer sentiment data
by C. Alan Garner - 86-08 Imperfect information and staggered price setting
by Laurence Ball & Stephen G. Cecchetti - 86-07 The determinants of banking market structure
by Charles S. Morris - 86-06 Exchange rates and discount rate changes
by Craig S. Hakkio & Douglas K. Pearce - 86-05 Limited countercyclical policies: an exploratory study
by Sean Becketti & John Haltiwanger - 86-04 A test of the theory of exhaustible resources
by Robert Halvorsen & Tim R. Smith - 86-03 U.S. monetary policy regimes and U.S.-Japan financial relationships
by V. Vance Roley - 86-02 News from the U.S. and Japan: which moves the yen/dollar exchange rate?
by Takatoshi Ito & V. Vance Roley - 86-01 Error correction, forward-looking behavior, and dynamic international money demand
by Ian Domowitz & Craig S. Hakkio