Details about Nathan Balke

Access statistics for papers by Nathan Balke.

Last updated 2009-09-15. Update your information in the RePEc Author Service.

Short-id: pba121

Working Papers

2008

1. An international perspective on oil price shocks and U.S. economic activity
   Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas

2003

2. The relative price effects of monetary shocks
   Working Papers, Federal Reserve Bank of Dallas View citations
   See also Journal Article in Journal of Macroeconomics (2007)

2001

3. Low frequency movements in stock prices: a state space decomposition
   Working Papers, Federal Reserve Bank of Dallas
   See also Journal Article in The Review of Economics and Statistics (2002)

1999

4. Oil price shocks and the U.S. economy: where does the asymmetry originate?
   Working Papers, Federal Reserve Bank of Dallas View citations
   See also Journal Article in The Energy Journal (2002)

1998

5. How well does the Beige Book reflect economic activity? Evaluating qualitative information quantitatively
   Working Papers, Federal Reserve Bank of Dallas View citations
   See also Journal Article in Journal of Money, Credit and Banking (2002)

1997

6. Nonlinear dynamics and covered interest rate parity
   Working Papers, Federal Reserve Bank of Dallas View citations
   See also Journal Article in Empirical Economics (1998)

1996

7. An equilibrium analysis of relative price changes and aggregate inflation
   Working Papers, Federal Reserve Bank of Dallas View citations
   See also Journal Article in Journal of Monetary Economics (2000)

1995

8. Are deep recessions followed by strong recoveries? Results for the G-7 countries
   Working Papers, Federal Reserve Bank of Dallas
   See also Journal Article in Applied Economics (1996)
9. Credit and economic activity: shocks or propagation mechanism?
   Working Papers, Federal Reserve Bank of Dallas

1994

10. The dynamics of recoveries
    Working Papers, Federal Reserve Bank of Dallas View citations

1993

11. Recessions and recoveries in real business cycle models: do real business cycle models generate cyclical behavior?
    Research Paper, Federal Reserve Bank of Dallas
12. The algebra of price stability
    Research Paper, Federal Reserve Bank of Dallas
    Also in Research Paper, Federal Reserve Bank of Dallas (1991)
    See also Journal Article in Journal of Macroeconomics (1994)

1992

13. Are deep recessions followed by strong recoveries?
    Research Paper, Federal Reserve Bank of Dallas View citations
    See also Journal Article in Economics Letters (1992)
14. Threshold cointegration
    Research Paper, Federal Reserve Bank of Dallas
    See also Journal Article in International Economic Review (1997)

1991

15. Detecting level shifts in time series: misspecification and a proposed solution
    Research Paper, Federal Reserve Bank of Dallas View citations
16. Large shocks, small shocks, and economic fluctuations: outliers in macroeconomic times series
    Research Paper, Federal Reserve Bank of Dallas View citations
    See also Journal Article in Journal of Applied Econometrics (1994)

1989

17. Asymmetric information and the role of FED watching
    Research Paper, Federal Reserve Bank of Dallas
18. The Estimation of Prewar GNP: Methodology and New Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc View citations

1988

19. Augmented information in a theory of ambiguity, credibility and inflation
    Research Paper, Federal Reserve Bank of Dallas

1986

20. The Estimation of Prewar GNP Volatility, 1869-1938
    NBER Working Papers, National Bureau of Economic Research, Inc

Journal Articles

2009

1. Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective
   Journal of Applied Econometrics, 2009, 24, (1), 35-75

2007

2. The relative price effects of monetary shocks
   Journal of Macroeconomics, 2007, 29, (1), 19-36 View citations
   See also Working Paper (2003)

2006

3. What Drives Stock Prices? Identifying the Determinants of Stock Price Movements
   Southern Economic Journal, 2006, 73, (1), 55–78 View citations

2002

4. How Well Does the Beige Book Reflect Economic Activity? Evaluating Qualitative Information Quantitatively
   Journal of Money, Credit and Banking, 2002, 34, (1), 114-36 View citations
   See also Working Paper (1998)
5. Low-Frequency Movements in Stock Prices: A State-Space Decomposition
   The Review of Economics and Statistics, 2002, 84, (4), 649-667 View citations
   See also Working Paper (2001)
6. Oil Price Shocks and the U.S. Economy: Where Does the Asymmetry Originate?
   The Energy Journal, 2002, 23, (3), 27-52 View citations
   See also Working Paper (1999)

2001

7. Explaining stock price movements: is there a case for fundamentals?
   Economic and Financial Policy Review, 2001, (Q III), 22-34 View citations
8. What's the Beige Book?
   Expand Your Insight, 2001, (Mar)

2000

9. An equilibrium analysis of relative price changes and aggregate inflation
   Journal of Monetary Economics, 2000, 45, (2), 269-292 View citations
   See also Working Paper (1996)
10. Evaluating the Eleventh District's Beige Book
    Economic and Financial Policy Review, 2000, (Q IV), 2-10 View citations

1998

11. Crude oil and gasoline prices: an asymmetric relationship?
    Economic and Financial Policy Review, 1998, (Q 1), 2-11 View citations
12. Nonlinear dynamics and covered interest rate parity
    Empirical Economics, 1998, 23, (4), 535-559 View citations
    See also Working Paper (1997)

1997

13. Threshold Cointegration
    International Economic Review, 1997, 38, (3), 627-45 View citations
    See also Working Paper (1992)

1996

14. Are Deep Recessions Followed by Strong Recoveries? Results for the G-7 Countries
    Applied Economics, 1996, 28, (7), 889-97 View citations
    See also Working Paper (1995)
15. Supply shocks and the distribution of price changes
    Economic and Financial Policy Review, 1996, (Q I), 10-18 View citations

1995

16. Inflation and monetary restraint: too little, too late?
    The Southwest Economy, 1995, (Jan), 3-5
17. Recessions and Recoveries in Real Business Cycle Models
    Economic Inquiry, 1995, 33, (4), 640-63 View citations

1994

18. Large Shocks, Small Shocks, and Economic Fluctuations: Outliers in Macroeconomic Time Series
    Journal of Applied Econometrics, 1994, 9, (2), 181-200 View citations
    See also Working Paper (1991)
19. The algebra of price stability
    Journal of Macroeconomics, 1994, 16, (1), 77-97 View citations
    See also Working Paper (1993)
20. The federal funds rate as an indicator of monetary policy: evidence from the 1980s
    Economic and Financial Policy Review, 1994, (Q I), 1-15 View citations
21. Understanding the price puzzle
    Economic and Financial Policy Review, 1994, (Q IV), 15-26 View citations

1993

22. Detecting Level Shifts in Time Series
    Journal of Business & Economic Statistics, 1993, 11, (1), 81-92 View citations
23. Poverty and Change in the Macroeconomy: A Dynamic Macroeconometric Model
    The Review of Economics and Statistics, 1993, 75, (1), 117-22 View citations
24. Recessions and recoveries
    Economic and Financial Policy Review, 1993, (Jan), 1-17 View citations

1992

25. A Theory of Fed Watching in a Macroeconomic Policy Game
    International Economic Review, 1992, 33, (3), 619-28 View citations
26. Are deep recessions followed by strong recoveries?
    Economics Letters, 1992, 39, (2), 183-189 View citations
    See also Working Paper (1992)

1991

27. Infrequent permanent shocks and the finite-sample performance of unit root tests
    Economics Letters, 1991, 36, (3), 269-273 View citations
28. Modeling trends in macroeconomic time series
    Economic and Financial Policy Review, 1991, (May), 19-33 View citations
29. Shifting trends, segmented trends, and infrequent permanent shocks
    Journal of Monetary Economics, 1991, 28, (1), 61-85 View citations

1990

30. The Rational Timing of Parliamentary Elections
    Public Choice, 1990, 65, (3), 201-16 View citations

1989

31. The Estimation of Prewar Gross National Product: Methodology and New Evidence
    Journal of Political Economy, 1989, 97, (1), 38-92 View citations

Chapters

1986

1. Appendix B Historical Data
   A chapter in The American Business Cycle: Continuity and Change, 1986, pp 781-850 View citations