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2006
- 2006-044 Corporate response to distress: evidence from the Asian financial crisis
by Mara Faccio & Rajdeep Sengupta - 2006-043 Foreign entry and bank competition
by Rajdeep Sengupta - 2006-042 The termination of subprime hybrid and fixed rate mortgages
by Giang Ho & Anthony Pennington-Cross - 2006-038 Monetary policy, determinacy, and learnability in a two-block world economy
by James B. Bullard & Eric Schaling - 2006-037 Urban decentralization and income inequality: Is sprawl associated with rising income segregation across neighborhoods?
by Christopher H. Wheeler - 2006-036 The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries
by Hui Guo & Robert Savickas - 2006-034 Why do analysts continue to provide favorable coverage for seasoned stocks?
by Massimo Guidolin & Simona Mola - 2006-030 U.K. inflation targeting and the exchange rate
by Christopher Allsopp & Amit Kara & Edward Nelson - 2006-028 Investing for the long-run in European real estate
by Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano - 2006-027 The duration of foreclosures in the subprime mortgage market: a competing risks model with mixing
by Anthony Pennington-Cross - 2006-026 Spatial hedonic models of airport noise, proximity, and housing prices
by Jeffrey P. Cohen & Cletus C. Coughlin - 2006-024 Loan servicer heterogeneity and the termination of subprime mortgages
by Giang Ho & Anthony Pennington-Cross - 2006-023 Subprime refinancing: equity extraction and mortgage termination
by Souphala Chomsisengphet & Anthony Pennington-Cross - 2006-022 Predatory lending laws and the cost of credit
by Giang Ho & Anthony Pennington-Cross - 2006-021 The determinants of aid in the post-cold war era
by Subhayu Bandyopadhyay & Howard J. Wall - 2006-020 The daily liquidity effect
by Daniel L. Thornton - 2006-019 Understanding stock return predictability
by Hui Guo & Robert Savickas - 2006-018 War and pestilence as labor market shocks: manufacturing wage growth 1914-1919
by Thomas A. Garrett - 2006-016 Ireland and Switzerland: the jagged edges of the Great Inflation
by Edward Nelson - 2006-015 Imperfect competition and sunspots
by Pengfei Wang & Yi Wen - 2006-014 Why people choose negative expected return assets - an empirical examination of a utility theoretic explanation
by Nalinaksha Bhattacharyya & Thomas A. Garrett - 2006-013 Inflation: do expectations trump the gap?
by Jeremy M. Piger & Robert H. Rasche - 2006-011 Demand shocks and economic fluctuations
by Yi Wen - 2006-010 Monetary and fiscal theories of the price level: the irreconcilable differences
by Bennett T. McCallum & Edward Nelson - 2006-009 The impact of local predatory lending laws on the flow of subprime credit
by Giang Ho & Anthony Pennington-Cross - 2006-008 Evaluating state tax revenue variability: a portfolio approach
by Thomas A. Garrett - 2006-007 Equity market volatility and expected risk premium
by Long Chen & Hui Guo & Lu Zhang - 2006-006 Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
by Hui Guo & Christopher J. Neely - 2006-005 Beyond the numbers: an analysis of optimistic and pessimistic language in earnings press releases
by Angela K. Davis & Jeremy M. Piger & Lisa M. Sedor - 2006-004 Aggregate shocks and labor market fluctuations
by Helge Braun & Reinout De Bock & Riccardo DiCecio - 2006-003 Solving linear difference systems with lagged expectations by a method of undetermined coefficients
by Pengfei Wang & Yi Wen - 2006-002 Regional VARs and the channels of monetary policy
by Michael T. Owyang & Howard J. Wall - 2006-001 Spatial dependence in models of state fiscal policy convergence
by Cletus C. Coughlin & Thomas A. Garrett & Ruben Hernandez-Murillo - 2005-076 Inflation dynamics: a cross-country investigation
by Pengfei Wang & Yi Wen - 2005-073 Market timing with aggregate and idiosyncratic stock volatilities
by Hui Guo & Jason Higbee - 2005-072 Information and drug prices: evidence from the Medicare discount drug card program
by Emin M. Dinlersoz & Ruben Hernandez-Murillo & Han Li & Roger Sherman - 2005-068 Heterogeneous firms, productivity and poverty traps
by Levon Barseghyan & Riccardo DiCecio - 2005-064 Creating a policy environment for entrepreneurs
by Thomas A. Garrett & Howard J. Wall - 2005-057 Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models
by Michael J. Dueker - 2005-042 Understanding the large negative impact of oil shocks
by Luis Aguiar-Conraria & Yi Wen - 2005-038 Granger causality and equilibrium business cycle theory
by Yi Wen - 2005-034 International asset allocation under regime switching, skew and kurtosis preferences
by Massimo Guidolin & Allan Timmerman - 2005-031 Identifying the effects of U.S. intervention on the levels of exchange rates
by Christopher J. Neely - 2005-026 Is value premium a proxy for time-varying investment opportunities: some time series evidence
by Hui Guo & Robert Savickas & Zijun Wang & Jian Yang - 2005-025 Idiosyncratic volatility, economic fundamentals, and foreign exchange rates
by Hui Guo & Robert Savickas - 2005-013 Why did income growth vary across states during the Great Depression?
by Thomas A. Garrett & David C. Wheelock - 2005-004 Diamonds are forever, wars are not. Is conflict bad for private firms?
by Massimo Guidolin & Eliana La Ferrara - 2005-002 Asset allocation under multivariate regime switching
by Massimo Guidolin & Allan Timmerman - 2004-029 Foreign exchange volatility is priced in equities
by Hui Guo & Jason Higbee & Christopher J. Neely - 2004-027 Aggregate idiosyncratic volatility in G7 countries
by Hui Guo & Robert Savickas - 2004-017 Monetary policy, taxes and the business cycle
by William T. Gavin & Finn E. Kydland & Michael R. Pakko - 2004-014 A Bayesian approach to counterfactual analysis of structural change
by Chang-Jin Kim & James Morley & Jeremy M. Piger - 2003-038 Searching for better prospects: endogenizing falling job tenure and private pension coverage
by Leora Friedberg & Michael T. Owyang & Tara M. Sinclair - 2003-024 Contemporaneous threshold autoregressive models: estimation, testing and forecasting
by Michael J. Dueker & Martin Sola & Fabio Spagnolo - 2003-017 A leisurely reading of the life-cycle consumption data
by James B. Bullard & James Feigenbaum - 2003-014 Gold, fiat money and price stability
by Michael D. Bordo & Robert Dittmar & William T. Gavin - 2003-012 On the risk-return relation in international stock markets
by Hui Guo - 2001-021 Can Markov switching models predict excess foreign exchange returns?
by Michael J. Dueker & Christopher J. Neely
2005
- 2005-071 The practice boundaries of advanced practice nurses: an economic and legal analysis
by Michael J. Dueker & Ada K. Jacox & David E. Kalist & Stephen J. Spurr - 2005-067 Productivity measurement and monetary policymaking during the 1990s
by Richard G. Anderson & Kevin L. Kliesen - 2005-066 The economic effects of violent conflict: evidence from asset market reactions
by Massimo Guidolin & Eliana La Ferrara - 2005-065 Human capital growth in a cross section of U.S. metropolitan areas
by Christopher H. Wheeler - 2005-063 Open market operations and the federal funds rate
by Daniel L. Thornton - 2005-062 Recent developments in monetary macroeconomics and U.S. dollar policy
by William T. Gavin - 2005-061 Regional disparities in the spatial correlation of state income growth
by Thomas A. Garrett & Gary A. Wagner & David C. Wheelock - 2005-056 Are the dynamic linkages between the macroeconomy and asset prices time-varying?
by Massimo Guidolin & Sadayuki Ono - 2005-055 Cities and the growth of wages among young workers: evidence from the NLSY
by Christopher H. Wheeler - 2005-054 No smoking at the slot machines: the effect of a smoke-free law on Delaware gaming revenues
by Michael R. Pakko - 2005-053 The 2001 recession and the states of the Eighth Federal Reserve District
by Michael T. Owyang & Jeremy M. Piger & Howard J. Wall - 2005-052 The effectiveness of monetary policy: an assessment
by Yi Wen - 2005-051 Another look at sticky prices and output persistence
by Pengfei Wang & Yi Wen - 2005-050 Wavelet: a new tool for business cycle analysis
by Sharif Md. Raihan & Yi Wen & Bing Zeng - 2005-049 The impact of local predatory lending laws
by Giang Ho & Anthony Pennington-Cross - 2005-048 The effectiveness of monetary policy
by Robert H. Rasche & Marcela M. Williams - 2005-047 Durable good inventories and the volatility of production: explaining the less volatile U.S. economy
by Yi Wen - 2005-046 The multiplier: a general equilibrium analysis of multi-stage-fabrication economy with inventories
by Yi Wen - 2005-045 Uniform working hours and structural unemployment
by Haoming Liu & Yi Wen & Lijing Zhu - 2005-044 Production and inventory behavior of capital
by Yi Wen - 2005-043 By force of demand: explaining international comovements and the saving-investment correlation puzzle
by Yi Wen - 2005-041 Foreign trade and equilibrium indeterminacy
by Luis Aguiar-Conraria & Yi Wen - 2005-040 Labor hoarding and inventories
by Yi Wen - 2005-039 Where's the beef? the trivial dynamics of real business cycle models
by Yi Wen - 2005-037 Measuring interest rates as determined by thrift and productivity
by Woon Gyu Choi & Yi Wen - 2005-035 Comovement: it's not a puzzle
by Riccardo DiCecio - 2005-032 A new federal funds rate target series: September 27, 1982, - December 31, 1993
by Daniel L. Thornton - 2005-030 An analysis of recent studies of the effect of foreign exchange intervention
by Christopher J. Neely - 2005-029 A dynamic look at subprime loan performance
by Michelle A. Danis & Anthony Pennington-Cross - 2005-028 Smoke-free law did affect revenue from gaming in Delaware
by Michael R. Pakko - 2005-023 A specialized inventory problem in banks: optimizing retail sweeps
by Richard G. Anderson & Suresh K. Nair - 2005-022 The delinquency of subprime mortgages
by Michelle A. Danis & Anthony Pennington-Cross - 2005-021 A comparison of the real-time performance of business cycle dating methods
by Marcelle Chauvet & Jeremy M. Piger - 2005-020 The U.K.'s rocky road to stability
by Nicoletta Batini & Edward Nelson - 2005-019 Do casinos export bankruptcy?
by Thomas A. Garrett & Mark W. Nichols - 2005-018 Sticky-price models and the natural rate hypothesis
by Javier Andres & J. David López-Salido & Edward Nelson - 2005-017 Job flows and productivity dynamics: evidence from U.S. manufacturing
by Christopher H. Wheeler - 2005-016 Technology and industrial agglomeration: evidence from computer usage
by Christopher H. Wheeler - 2005-015 Do localization economies derive from human capital externalities?
by Christopher H. Wheeler - 2005-014 The role of data & program code archives in the future of economic research
by Richard G. Anderson & William H. Greene & Bruce D. McCullough & Hrishikesh D. Vinod - 2005-012 Home bias and high turnover in an overlapping generations model with learning
by Massimo Guidolin - 2005-011 High equity premia and crash fears. Rational foundations
by Massimo Guidolin - 2005-010 Predictable dynamics in the S&P 500 index options implied volatility surface
by Silvia Goncalves & Massimo Guidolin - 2005-009 Properties of equilibrium asset prices under alternative learning schemes
by Massimo Guidolin & Allan Timmerman - 2005-008 Modelling the MIB30 implied volatility surface. Does market efficiency matter?
by Gianluca Cassesse & Massimo Guidolin - 2005-007 Size and value anomalies under regime shifts
by Massimo Guidolin & Allan Timmerman - 2005-006 Optimal portfolio choice under regime switching, skew and kurtosis preferences
by Massimo Guidolin & Allan Timmerman - 2005-005 Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle
by Massimo Guidolin - 2005-003 An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
by Massimo Guidolin & Allan Timmerman - 2005-001 Term structure of risk under alternative econometric specifications
by Massimo Guidolin & Allan Timmerman - 2004-032 The importance of nonlinearity in reproducing business cycle features
by James Morley & Jeremy M. Piger - 2004-031 The case for foreign exchange intervention: the government as an active reserve manager
by Christopher J. Neely - 2004-026 The monetary instrument matters
by William T. Gavin & Benjamin D. Keen & Michael R. Pakko - 2004-015 When did the FOMC begin targeting the federal funds rate? what the verbatim transcripts tell us
by Daniel L. Thornton - 2004-010 Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates
by Daniel L. Thornton - 2004-006 A steady-state approach to trend/cycle decomposition of regime-switching processes
by James Morley & Jeremy M. Piger - 2004-002 What explains the varying monetary response to technology shocks in G-7 countries?
by Neville Francis & Michael T. Owyang & Athena T. Theodorou - 2003-044 A spatial analysis of state banking regulation
by Thomas A. Garrett & Gary A. Wagner & David C. Wheelock - 2003-040 Year-end seasonality in one-month LIBOR derivatives
by Christopher J. Neely & Drew B. Winters - 2003-039 Nonlinear hedonics and the search for school district quality
by Abbigail J. Chiodo & Ruben Hernandez-Murillo & Michael T. Owyang - 2003-028 Idiosyncratic volatility, stock market volatility, and expected stock returns
by Hui Guo & Robert Savickas - 2003-021 The empirical failure of the expectations hypothesis of the term structure of bond yields
by Lucio Sarno & Daniel L. Thornton & Giorgio Valente - 2002-013 Time-varying risk premia and the cross section of stock returns
by Hui Guo - 2001-019 Forecasting macro variables with a Qual VAR business cycle turning point index
by Michael J. Dueker & Katrin Wesche - 2001-017 The dynamic relationship between permanent and transitory components of U.S. business cycles
by Chang-Jin Kim & Jeremy M. Piger & Richard Startz - 2001-001 Uncovering the risk-return relation in the stock market
by Hui Guo & Robert Whitelaw - 2000-014 Changing technology trends, transition dynamics and growth accounting
by Michael R. Pakko - 2014-44 Reaction functions in a small open economy: What role for non-traded inflation?
by Ana Maria Santacreu
2004
- 2004-033 The reform of October 1979: how it happened and why
by David E. Lindsey & Athanasios Orphanides & Robert H. Rasche - 2004-030 Non-Markovian regime switching with endogenous states and time-varying state strengths
by Siddhartha Chib & Michael J. Dueker - 2004-028 International transmission of inflation among G-7 countries: a data-determined VAR analysis
by Hui Guo & Zijun Wang & Jian Yang - 2004-025 Near-rational exuberance
by James B. Bullard & George W. Evans & Seppo Honkapohja - 2004-024 Productivity and the geographic concentration of industry: the role of plant scale
by Christopher H. Wheeler - 2004-023 Industry localization and earnings inequality: evidence from U.S. manufacturing
by Christopher H. Wheeler - 2004-022 The value of foreclosed property
by Anthony Pennington-Cross - 2004-021 Worker turnover, industry localization, and producer size
by Christopher H. Wheeler - 2004-020 Cities, skills, and inequality
by Christopher H. Wheeler - 2004-019 Do productivity growth, budget deficits, and monetary policy actions affect real interest rates? evidence from macroeconomic announcement data
by Kevin L. Kliesen & Frank A. Schmid - 2004-018 Monetary policy actions and the incentive to invest
by William R. Emmons & Frank A. Schmid - 2004-016 Learning and structural change in macroeconomic data
by James B. Bullard & John Duffy - 2004-013 A dynamic factor analysis of the response of U. S. interest rates to news
by Marco Lippi & Daniel L. Thornton - 2004-012 Racial profiling or racist policing? bounds tests in aggregate data
by Ruben Hernandez-Murillo & John Knowles - 2004-011 Targeting vs. instrument rules for monetary policy
by Bennett T. McCallum & Edward Nelson - 2004-009 The diffusion of electronic business in the U.S
by Emin M. Dinlersoz & Ruben Hernandez-Murillo - 2004-008 Monetary policy neglect and the Great Inflation in Canada, Australia, and New Zealand
by Edward Nelson - 2004-007 Inflation-targeting, price-path targeting and indeterminacy
by Robert Dittmar & William T. Gavin - 2004-005 The information content of regional employment data for forecasting aggregate conditions
by Ruben Hernandez-Murillo & Michael T. Owyang - 2004-004 When for-profits and not-for-profits compete: theory and empirical evidence from retail banking
by William R. Emmons & Frank A. Schmid - 2004-003 Tobin's imperfect asset substitution in optimizing general equilibrium
by Javier Andres & J. David López-Salido & Edward Nelson - 2004-001 The Great Inflation of the seventies: what really happened?
by Edward Nelson - 2003-045 A common model approach to macroeconomics: using panel data to reduce sampling error
by William T. Gavin & Athena T. Theodorou - 2003-042 Spatial probit and the geographic patterns of state lotteries
by Cletus C. Coughlin & Thomas A. Garrett & Ruben Hernandez-Murillo - 2003-029 Size matters: asymmetric exchange rate pass-through at the industry level
by Cletus C. Coughlin & Patricia S. Pollard - 2003-023 A spectral analysis of the cross-country consumption correlation puzzle
by Michael R. Pakko - 2003-022 Tests of the expectations hypothesis: resolving the Campbell-Shiller paradox
by Daniel L. Thornton - 2003-020 International evidence on the stability of the optimizing IS equation
by Amit Kara & Edward Nelson - 2003-018 Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly?
by Christopher J. Neely - 2003-015 Estimation of Markov regime-switching regression models with endogenous switching
by Chang-Jin Kim & Jeremy M. Piger & Richard Startz - 2003-013 Did the Great Inflation occur despite policymaker commitment to a Taylor rule?
by James B. Bullard & Stefano Eusepi - 2003-011 Business cycle phases in U.S. states
by Michael T. Owyang & Jeremy M. Piger & Howard J. Wall - 2003-008 Structural breaks and regional disparities in the transmission of monetary policy
by Michael T. Owyang & Howard J. Wall - 2003-005 Political allocation of U.S. agriculture disaster payments in the 1990s
by Thomas A. Garrett & Thomas L. Marsh & Maria I. Marshall - 2003-003 Does consumer sentiment predict regional consumption?
by Thomas A. Garrett & Ruben Hernandez-Murillo & Michael T. Owyang - 2003-001 Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle
by Neville Francis & Michael T. Owyang - 2002-031 Patent licensing revisited: heterogeneous firms and product differentiation
by Ruben Hernandez-Murillo & Gerard Llobet - 2002-022 Explaining the evolution of pension structure and job tenure
by Leora Friedberg & Michael T. Owyang - 2002-019 Entrepreneurship and the policy environment
by Yannis Georgellis & Howard J. Wall - 2002-017 Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?
by Christopher J. Neely - 2002-005 Federal funds rate prediction
by Lucio Sarno & Daniel L. Thornton & Giorgio Valente - 2002-003 Stochastic capital depreciation and the comovement of hours and productivity
by Robert Dittmar & Michael J. Dueker & Andreas M. Fischer - 2001-010 Inflation persistence and flexible prices
by Robert Dittmar & William T. Gavin & Finn E. Kydland - 2000-003 Tests of the expectations hypothesis: resolving the anomalies when the short-term rate is the federal funds rate
by Daniel L. Thornton - 1999-010 Controlling for heterogeneity in gravity models of trade and integration
by I-Hui Cheng & Howard J. Wall - 1999-008 Gender differences in self-employment
by Yannis Georgellis & Howard J. Wall
2003
- 2003-043 On the cross section of conditionally expected stock returns
by Hui Guo & Robert Savickas - 2003-041 Can feedback from the jumbo-CD market improve bank surveillance?
by R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan - 2003-037 Robust nonparametric estimation of efficiency and technical change in U.S. commercial banking
by David C. Wheelock & Paul W. Wilson - 2003-036 Input inefficiency in commercial banks: a normalized quadratic input distance approach
by Allen M. Featherstone & Thomas A. Garrett & Thomas L. Marsh - 2003-035 State government finances: World War II to the current crisis
by Thomas A. Garrett & Gary A. Wagner - 2003-034 The Federal Reserve responds to crises: September 11th was not the first
by Christopher J. Neely - 2003-033 Testing the expectations hypothesis: some new evidence for Japan
by Daniel L. Thornton - 2003-032 The efficient market hypothesis and identification in structural VARs
by Lucio Sarno & Daniel L. Thornton - 2003-031 Conjectural guarantees loom large: evidence from the stock returns of Fannie Mae and Freddie Mac
by Frank A. Schmid - 2003-030 U. S. regional business cycles and the natural rate of unemployment
by Howard J. Wall & Gylfi Zoega - 2003-027 Inflation targeting: why it works and how to make it work better
by William T. Gavin - 2003-026 Retail deposit sweep programs: issues for measurement, modeling and analysis
by Richard G. Anderson - 2003-025 Does idiosyncratic risk matter: another look
by Hui Guo & Robert Savickas - 2003-019 Money and the transmission mechanism in the optimizing IS-LM specification
by Edward Nelson - 2003-016 On the information content of asymmetric FOMC policy statements: evidence from a Taylor-rule perspective
by Michael R. Pakko - 2003-010 The use of long-run restrictions for the identification of technology shocks
by Neville Francis & Michael T. Owyang & Athena T. Theodorou - 2003-009 Subjective probabilities: psychological evidence and economic applications
by Abbigail J. Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji - 2003-007 On the real-time forecasting ability of the consumption-wealth ratio
by Hui Guo - 2003-006 Some tables of historical U.S. currency and monetary aggregates data
by Richard G. Anderson - 2003-004 Pass-through estimates and the choice of an exchange rate index
by Cletus C. Coughlin & Patricia S. Pollard - 2003-002 FOMC forecasts: is all the information in the central tendency?
by William T. Gavin - 2002-032 Entrepreneurship and the deregulation of banking: how strong is the evidence?
by Howard J. Wall - 2002-030 Substitution elasticities and investment dynamics in two country business cycle models
by Michael R. Pakko - 2002-028 Monetary policy transparency: transparent about what?
by Daniel L. Thornton - 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