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Details about Ray Fair

E-mail:
Homepage:http://fairmodel.econ.yale.edu
Phone:203-432-3715
Postal address:Cowles Foundation Box 208281, Yale Station New Haven, CT 06520-8281
Workplace:Cowles Foundation for Research in Economics, Yale University, (more information at EDIRC)
Economics Department, Yale University, (more information at EDIRC)

Access statistics for papers by Ray Fair.

Last updated 2010-08-28. Update your information in the RePEc Author Service.

Short-id: pfa24


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Working Papers

2010

  1. Analyzing Macroeconomic Forecastability
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (5)
  2. Estimated Macroeconomic Effects of a Chinese Yuan Appreciation
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
  3. Estimated Macroeconomic Effects of the U.S. Stimulus Bill
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
  4. Has Macro Progressed?
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
  5. Possible Macroeconomic Consequences of Large Future Federal Government Deficits
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    See also Chapter (2010)

2008

  1. Estimating Exchange Rate Equations Using Estimated Expectations
    Working Papers, Yale University, Department of Economics Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2008) Downloads
  2. Estimating Term Structure Equations Using Macroeconomic Variables
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in Working Papers, Yale University, Department of Economics (2008) Downloads

2007

  1. A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in Levine's Bibliography, UCLA Department of Economics (2006) Downloads

    See also Journal Article in The B.E. Journal of Macroeconomics (2007)
  2. Bootstrapping Macroeconometric Models
    Yale School of Management Working Papers, Yale School of Management Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) Downloads View citations (3)

    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2003)
  3. Branch Rickey’s Equation Fifty Years Later
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
  4. Estimated Age Effects in Baseball
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    See also Journal Article in Journal of Quantitative Analysis in Sports (2008)
  5. Estimates of the Effectiveness of Monetary Policy
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (6)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) Downloads

    See also Journal Article in Journal of Money, Credit and Banking (2005)
  6. Evaluating Inflation Targeting Using a Macroeconometric Model
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (6)
    Also in Levine's Bibliography, UCLA Department of Economics (2006) Downloads View citations (1)
    Economics Discussion Papers, Kiel Institute for the World Economy (2007) Downloads View citations (4)

    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007)
  7. Interpreting the Predictive Uncertainty of Elections
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
  8. Presidential and Congressional Vote-share Equations
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
  9. Risk Aversion and Stock Prices
    Yale School of Management Working Papers, Yale School of Management Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) Downloads
  10. Testing Price Equations
    Kiel Working Papers, Kiel Institute for the World Economy Downloads
    See also Journal Article in European Economic Review (2008)
  11. Testing for a New Economy in the 1990s
    Yale School of Management Working Papers, Yale School of Management Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) Downloads

2006

  1. Estimated Age Effects in Athletic Events and Chess
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (2)
  2. Interpreting the Predictive Uncertainty of Presidential Elections
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (2)

2005

  1. College Football Rankings and Market Efficiency
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
  2. Natural Concepts in Macroeconomics
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
  3. Policy Effects in the Post Boom U.S. Economy
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (3)
    See also Journal Article in The B.E. Journal of Macroeconomics (2005)

2004

  1. Predicting Electoral College Victory Probabilities from State Probability Data
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads

2003

  1. Events that Shook the Market
    Yale School of Management Working Papers, Yale School of Management Downloads
    Also in Yale School of Management Working Papers, Yale School of Management (2000) Downloads View citations (4)

    See also Journal Article in The Journal of Business (2002)

2002

  1. Comparing the Predictive Information Content of College Football Rankings
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (1)
  2. On Modeling the Effects of Inflation Shocks
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (7)
    See also Journal Article in The B.E. Journal of Macroeconomics (2002)

2001

  1. Is There Empirical Support for the 'Modern' View of Macroeconomics?
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (4)
  2. Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations
    Yale School of Management Working Papers, Yale School of Management Downloads
    See also Journal Article in Computational Economics (2003)
  3. Shock Effects on Stocks, Bonds, and Exchange Rates
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (5)
    See also Journal Article in Journal of International Money and Finance (2003)
  4. The Great Gatsby: Yale, Princeton, Columbia, Harvard, Oxford
    Yale School of Management Working Papers, Yale School of Management Downloads
    See also Journal Article in Eastern Economic Journal (2003)

2000

  1. Estimated, Calibrated, and Optimal Interest Rate Rules
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (5)

1997

  1. Evaluating the Information Content and Money Making Ability of Forecasts from Exchange Rate Equations
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)

1996

  1. Estimated Inflation Costs Had European Unemployment Been Reduced in the 1980s by Macro Prices
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
  2. Explaining the Labor Force Participation of Women 20-24
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (3)
  3. Testing the Standard View of the Long-Run Unemployment-Inflation Relationship
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (4)

1995

  1. Evaluating Alternative Monetary Policy Rules
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    See also Journal Article in Journal of Monetary Economics (1996)
  2. Is monetary policy becoming less effective?
    Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1994) Downloads

1994

  1. The Effect of Economic Events on Votes for President: 1992 Update
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads

1992

  1. Estimates of the Bias of Lagged Dependent Variable Coefficient Estimates in Macroeconomic Equations
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
  2. The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1992) Downloads View citations (3)

    See also Journal Article in Proceedings (1992)

1991

  1. Estimating Event Probabilities from Macroeconomic Models Using Stochastic Simulation
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
  2. Full Information Estimation and Stochastic Simulation of Models with Rational Expectations
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1989) Downloads

    See also Journal Article in Journal of Applied Econometrics (1990)
  3. How Fast Do Old Men Slow Down?
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1991) Downloads View citations (1)

    See also Journal Article in The Review of Economics and Statistics (1994)

1990

  1. The Production Smoothing Model is Alive and Well
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1989) Downloads View citations (37)

    See also Journal Article in Journal of Monetary Economics (1989)

1989

  1. Does Monetary Policy Matter? Narrative Versus Structural Approaches
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  2. Estimation of Polynomial Distributed Lags and Leads with End Point Constraints
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (1992)
  3. Inflationary Expectations and Price Setting Behavior
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1989) Downloads View citations (1)

    See also Journal Article in The Review of Economics and Statistics (1993)
  4. VAR Models as Structural Approximations
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1988) Downloads

1988

  1. Econometric Modeling as Information Aggregation
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1987) Downloads View citations (4)
  2. The Informational Content of Ex Ante Forecasts
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1988) Downloads View citations (1)

    See also Journal Article in The Review of Economics and Statistics (1989)

1987

  1. Effects of the Changing U.S. Age Distribution on Macroeconomic Equations
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (24)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1987) Downloads View citations (1)

    See also Journal Article in American Economic Review (1991)
  2. Inference in Econometric Models with Structural Change
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences Downloads View citations (2)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1987) Downloads View citations (4)
  3. Optimal Choice of Monetary Policy Instruments in a Macroeconometric Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1987) Downloads

    See also Journal Article in Journal of Monetary Economics (1988)
  4. Sources of Output and Price Variability in a Macroeconometric Model
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1986) Downloads
  5. The Effect of Economic Events on Votes for President: 1984 Update
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1987) Downloads

1986

  1. Estimated Macroeconomic Effects of Deficit Targeting
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Forecasting the Depression: Harvard Versus Yale
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1986) Downloads View citations (5)

    See also Journal Article in American Economic Review (1988)
  3. Interest Rate and Exchange Rate Determination
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1986) Downloads
  4. International Evidence on the Demand for Money
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1986) Downloads View citations (1)

    See also Journal Article in The Review of Economics and Statistics (1987)

1984

  1. A Comparison of the Michigan and Fair Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
  2. A Comparison of the Michigan and Fair Models: Further Results
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
  3. Effect of Expected Future Government Deficits on Current Economic Activity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1984) Downloads View citations (1)
  4. Estimated Trade-Offs Between Unemployment and Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1984) Downloads

    See also Journal Article in Proceedings - Economic Policy Symposium - Jackson Hole (1984)
  5. Excess Labor and the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1984) Downloads View citations (1)

    See also Journal Article in American Economic Review (1985)
  6. The Use of Expected Future Variables in Macroeconometric Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1984) Downloads

1981

  1. A Comment on Feldstein's Fisher-Schultz Lecture
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  2. A Multicountry Econometric Model
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
  3. Estimated Effects of Relative Prices on Trade Shares
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1981) Downloads View citations (2)
  4. Estimated Output, Price, Interest Rate, and Exchange Rate Linkages Among Countries
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1981) Downloads View citations (1)

    See also Journal Article in Journal of Political Economy (1982)

1980

  1. Estimated Effects of the October 1979 Change in Monetary Policy on the 1980 Economy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (39)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (1980) Downloads View citations (2)

    See also Journal Article in Econometrica (1983)

1979

  1. A Multicountry Econometric Model (Revised)
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Full Information Estimates of a Nonlinear Macroeconometric Model
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (1980)

1978

  1. An Analysis of the Accuracy of Four Macroeconometric Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (9)
    See also Journal Article in Journal of Political Economy (1979)
  2. An Estimate of the Uncertainty of Policy Effects in a Macro-economic Model
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
  3. Estimating the Expected Predictive Accuracy of Econometric Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    See also Journal Article in International Economic Review (1980)

1977

  1. A Model of the Balance of Payments
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    See also Journal Article in Journal of International Economics (1979)
  2. An Analysis of a Macroeconometric Model with Rational Expectationsin the Bond and Stock Markets
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    See also Journal Article in American Economic Review (1979)
  3. Can the Government Affect Real Output?: A Critique of Models with Rational Expectations
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
  4. On Modeling the Economic Linkages among Countries
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (4)
  5. Policy Effects in a Model of the Balance of Payments
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
  6. The Sensitivity of Fiscal-Policy Effects to Assumptions about the Behavior of the Federal Reserve
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    See also Journal Article in Econometrica (1978)

1976

  1. A Model of the World Economy
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
  2. A Note on the Computation of the Tobit Estimator
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    See also Journal Article in Econometrica (1977)
  3. A Theory of Extramarital Affairs
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    See also Journal Article in Journal of Political Economy (1978)
  4. The Effects of Economic Events on Votes for President
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    See also Journal Article in The Review of Economics and Statistics (1978)
  5. The Use of Optimal Control Techniques to Measure Economic Performance
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    See also Journal Article in International Economic Review (1978)

1975

  1. On Controlling the Economy to Win Elections
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (2)

1973

  1. A Comparison of FIML and Robust Estimates of a Nonlinear Macroeconomic Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

Journal Articles

2008

  1. Estimated Age Effects in Baseball
    Journal of Quantitative Analysis in Sports, 2008, 4, (1), 1-41 Downloads View citations (1)
    See also Working Paper (2007)
  2. Testing price equations
    European Economic Review, 2008, 52, (8), 1424-1437 Downloads View citations (8)
    See also Working Paper (2007)

2007

  1. A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?
    The B.E. Journal of Macroeconomics, 2007, 7, (1), 1-27 Downloads
    See also Working Paper (2007)
  2. Evaluating Inflation Targeting Using a Macroeconometric Model
    Economics - The Open-Access, Open-Assessment E-Journal, 2007, 1, 1-52 Downloads View citations (4)
    See also Working Paper (2007)

2005

  1. Estimates of the Effectiveness of Monetary Policy
    Journal of Money, Credit and Banking, 2005, 37, (4), 645-60 View citations (10)
    See also Working Paper (2007)
  2. Policy Effects in the Post Boom U.S. Economy
    The B.E. Journal of Macroeconomics, 2005, 5, (1), 1-31 Downloads View citations (3)
    See also Working Paper (2005)

2003

  1. Bootstrapping Macroeconometric Models
    Studies in Nonlinear Dynamics & Econometrics, 2003, 7, (4), 1-26 Downloads View citations (1)
    See also Working Paper (2007)
  2. Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations
    Computational Economics, 2003, 21, (3), 245-256 Downloads View citations (6)
    See also Working Paper (2001)
  3. Shock effects on stocks, bonds, and exchange rates
    Journal of International Money and Finance, 2003, 22, (3), 307-341 Downloads View citations (13)
    See also Working Paper (2001)
  4. The Great Gatsby: Yale, Princeton, Columbia, Harvard, Oxford
    Eastern Economic Journal, 2003, 29, (2), 159-163 Downloads
    See also Working Paper (2001)

2002

  1. Events That Shook the Market
    The Journal of Business, 2002, 75, (4), 713-732 Downloads View citations (39)
    See also Working Paper (2003)
  2. On Modeling the Effects of Inflation Shocks
    The B.E. Journal of Macroeconomics, 2002, 2, (1), 1-21 Downloads View citations (11)
    See also Working Paper (2002)

2001

  1. Actual Federal Reserve policy behavior and interest rate rules
    Economic Policy Review, 2001, (Mar), 61-72 Downloads View citations (10)

2000

  1. Testing the NAIRU Model for the United States
    The Review of Economics and Statistics, 2000, 82, (1), 64-71 Downloads View citations (55)

1999

  1. Does the NAIRU Have the Right Dynamics?
    American Economic Review, 1999, 89, (2), 58-62 Downloads View citations (5)
  2. Estimated Inflation Costs Had European Unemployment Been Reduced in the 1980s by Macro Policies
    Journal of Macroeconomics, 1999, 21, (1), 1-28 Downloads

1997

  1. Response [Econometrics and Presidential Elections]
    Journal of Economic Perspectives, 1997, 11, (3), 197-98

1996

  1. Computing Median Unbiased Estimates in Macroeconometric Models
    Journal of Applied Econometrics, 1996, 11, (4), 431-35 Downloads View citations (3)
  2. Econometrics and Presidential Elections
    Journal of Economic Perspectives, 1996, 10, (3), 89-102 Downloads View citations (33)
  3. Evaluating alternative monetary policy rules
    Journal of Monetary Economics, 1996, 38, (2), 173-193 Downloads View citations (34)
    See also Working Paper (1995)

1994

  1. How Fast Do Old Men Slow Down?
    The Review of Economics and Statistics, 1994, 76, (1), 103-18 Downloads View citations (19)
    See also Working Paper (1991)

1993

  1. Inflationary Expectations and Price Setting Behavior
    The Review of Economics and Statistics, 1993, 75, (1), 8-18 Downloads View citations (1)
    See also Working Paper (1989)
  2. Testing Macroeconomic Models
    American Economic Review, 1993, 83, (2), 287-93 Downloads View citations (1)
  3. Testing the Rational Expectations Hypothesis in Macroeconometric Models
    Oxford Economic Papers, 1993, 45, (2), 169-90 Downloads View citations (22)

1992

  1. Estimation of polynomial distributed lags and leads with end point constraints
    Journal of Econometrics, 1992, 53, (1-3), 123-139 Downloads View citations (1)
    See also Working Paper (1989)
  2. The Cowles Commission approach, real business cycles theories, and New- Keynesian economics
    Proceedings, 1992, 133-157 View citations (2)
    See also Working Paper (1992)

1991

  1. Effects of the Changing U.S. Age Distribution on Macroeconomic Equations
    American Economic Review, 1991, 81, (5), 1276-94 Downloads View citations (36)
    See also Working Paper (1987)

1990

  1. Comparing Information in Forecasts from Econometric Models
    American Economic Review, 1990, 80, (3), 375-89 Downloads View citations (147)
  2. Full Information Estimation and Stochastic Simulation of Models with Rational Expectations
    Journal of Applied Econometrics, 1990, 5, (4), 381-92 Downloads View citations (19)
    See also Working Paper (1991)

1989

  1. The Informational Context of Ex Ante Forecasts
    The Review of Economics and Statistics, 1989, 71, (2), 325-31 Downloads View citations (31)
    See also Working Paper (1988)
  2. The production-smoothing model is alive and well
    Journal of Monetary Economics, 1989, 24, (3), 353-370 Downloads View citations (27)
    See also Working Paper (1990)

1988

  1. Forecasting the Depression: Harvard versus Yale
    American Economic Review, 1988, 78, (4), 595-612 Downloads View citations (26)
    See also Working Paper (1986)
  2. Inference in Nonlinear Econometric Models with Structural Change
    Review of Economic Studies, 1988, 55, (4), 615-39 Downloads View citations (91)
  3. Optimal choice of monetary policy instruments in a macroeconometric model
    Journal of Monetary Economics, 1988, 22, (2), 301-315 Downloads View citations (1)
    See also Working Paper (1987)
  4. Sources of Economic Fluctuations in the United States
    The Quarterly Journal of Economics, 1988, 103, (2), 313-32 Downloads View citations (7)

1987

  1. International Evidence on the Demand for Money
    The Review of Economics and Statistics, 1987, 69, (3), 473-80 Downloads View citations (28)
    See also Working Paper (1986)
  2. Properties of a multicountry econometric model
    Journal of Policy Modeling, 1987, 9, (1), 83-123 Downloads

1985

  1. Excess Labor and the Business Cycle
    American Economic Review, 1985, 75, (1), 239-45 View citations (15)
    See also Working Paper (1984)
  2. Macro Simulations for PCs in the Classroom
    American Economic Review, 1985, 75, (2), 85-90 Downloads

1984

  1. Estimated tradeoffs between unemployment and inflation
    Proceedings - Economic Policy Symposium - Jackson Hole, 1984, 57-96
    See also Working Paper (1984)

1983

  1. Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
    Econometrica, 1983, 51, (4), 1169-85 Downloads View citations (152)
    See also Working Paper (1980)

1982

  1. Estimated Output, Price, Interest Rate, and Exchange Rate Linkages among Countries
    Journal of Political Economy, 1982, 90, (3), 507-35 Downloads View citations (1)
    See also Working Paper (1981)
  2. The Effect of Economic Events on Votes for President: 1980 Results
    The Review of Economics and Statistics, 1982, 64, (2), 322-25 Downloads View citations (11)

1981

  1. Estimated Effects of the Oct. 1979 Change in Monetary Policy on the 1980 Economy
    American Economic Review, 1981, 71, (2), 160-65 Downloads

1980

  1. Estimating the Expected Predictive Accuracy of Econometric Models
    International Economic Review, 1980, 21, (2), 355-78 Downloads View citations (39)
    See also Working Paper (1978)
  2. Estimating the Uncertainty of Policy Effects in Nonlinear Models
    Econometrica, 1980, 48, (6), 1381-91 Downloads View citations (8)
  3. Full-information estimates of a nonlinear macroeconometric model
    Journal of Econometrics, 1980, 13, (3), 269-291 Downloads View citations (3)
    See also Working Paper (1979)

1979

  1. A model of the balance of payments
    Journal of International Economics, 1979, 9, (1), 25-46 Downloads View citations (3)
    See also Working Paper (1977)
  2. An Analysis of a Macro-Econometric Model with Rational Expectations in the Bond and Stock Markets
    American Economic Review, 1979, 69, (4), 539-52 Downloads View citations (10)
    See also Working Paper (1977)
  3. An Analysis of the Accuracy of Four Macroeconometric Models
    Journal of Political Economy, 1979, 87, (4), 701-18 Downloads View citations (10)
    See also Working Paper (1978)
  4. On Modeling the Effects of Government Policies
    American Economic Review, 1979, 69, (2), 86-91 Downloads

1978

  1. A Criticism of One Class of Macroeconomic Models with Rational Expectations
    Journal of Money, Credit and Banking, 1978, 10, (4), 411-17 Downloads View citations (1)
  2. A Theory of Extramarital Affairs
    Journal of Political Economy, 1978, 86, (1), 45-61 Downloads View citations (22)
    See also Working Paper (1976)
  3. The Effect of Economic Events on Votes for President
    The Review of Economics and Statistics, 1978, 60, (2), 159-73 Downloads View citations (129)
    See also Working Paper (1976)
  4. The Sensitivity of Fiscal Policy Effects to Assumptions about the Behavior of the Federal Reserve
    Econometrica, 1978, 46, (5), 1165-79 Downloads View citations (23)
    See also Working Paper (1977)
  5. The Use of Optimal Control Techniques to Measure Economic Performance
    International Economic Review, 1978, 19, (2), 289-309 Downloads View citations (6)
    See also Working Paper (1976)

1977

  1. A Note on the Computation of the Tobit Estimator
    Econometrica, 1977, 45, (7), 1723-27 Downloads View citations (10)
    See also Working Paper (1976)

1974

  1. An Evaluation of a Short-Run Forecasting Model
    International Economic Review, 1974, 15, (2), 285-303 Downloads View citations (6)
  2. Methods of Estimation for Markets in Disequilibrium: A Further Study
    Econometrica, 1974, 42, (1), 177-90 Downloads View citations (7)

1973

  1. A Comparison of Alternative Estimators of Macroeconomic Models
    International Economic Review, 1973, 14, (2), 261-77 Downloads View citations (2)

1972

  1. A Full-Information Maximum Likelihood Program
    Econometrica, 1972, 40, (4), 773
  2. Disequilibrium in Housing Models
    Journal of Finance, 1972, 27, (2), 207-21 Downloads View citations (6)
  3. Efficient Estimation of Simultaneous Equations with Auto-Regressive Errors by Instrumental Variables
    The Review of Economics and Statistics, 1972, 54, (4), 444-49 Downloads View citations (2)
  4. Methods of Estimation for Markets in Disequilibrium
    Econometrica, 1972, 40, (3), 497-514 Downloads View citations (60)

1971

  1. Labor Force Participation, Wage Rates, and Money Illusion
    The Review of Economics and Statistics, 1971, 53, (2), 164-68 Downloads View citations (1)
  2. The Determination of Yield Differentials between Debt Instruments of the Same Maturity
    Journal of Money, Credit and Banking, 1971, 3, (4), 733-49 Downloads View citations (5)
  3. The Optimal Distribution of Income
    The Quarterly Journal of Economics, 1971, 85, (4), 551-79 Downloads View citations (15)

1970

  1. Aggregate price changes and price expectations
    Review, 1970, (Nov), 18-28 Downloads
  2. The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors
    Econometrica, 1970, 38, (3), 507-16 Downloads View citations (46)

Chapters

2010

  1. Possible Macroeconomic Consequences of Large Future Federal Government Deficits
    A chapter in Tax Policy and the Economy, Volume 25, 2010, pp 89-108 Downloads View citations (1)
    See also Working Paper (2010)

1996

  1. Computational methods for macroeconometric models
    Chapter 03 in Handbook of Computational Economics, 1996, vol. 1, pp 143-169 Downloads View citations (1)

1993

  1. Estimating Event Probabilities from Macroeconometric Models Using Stochastic Simulation
    A chapter in Business Cycles, Indicators and Forecasting, 1993, pp 157-178 Downloads View citations (12)

1986

  1. Evaluating the predictive accuracy of models
    Chapter 33 in Handbook of Econometrics, 1986, vol. 3, pp 1979-1995 Downloads View citations (7)

1977

  1. Announcement: A Program to Solve an Econometric Model
    A chapter in Annals of Economic and Social Measurement, Volume 6, number 5, 1977, pp 174-177 Downloads

1974

  1. Methods for Computing Optimal Control Solutions: On the Solution of Optimal Control Problems as Maximization Problems
    A chapter in Annals of Economic and Social Measurement, Volume 3, number 1, 1974, pp 135-154 Downloads
  2. On the Robust Estimation of Econometric Models
    A chapter in Annals of Economic and Social Measurement, Volume 3, number 4, 1974, pp 117-128 Downloads View citations (2)

1973

  1. Maximum Likelihood Estimation of Linear Equation Systems with Auto-Regressive Residuals
    A chapter in Annals of Economic and Social Measurement, Volume 2, number 1, 1973, pp 16-27 Downloads View citations (3)
 
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