Details about Scott E. Hein

Access statistics for papers by Scott E. Hein.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: phe132

Working Papers

2003

1. Are TIPS really tax disadvantaged? Rethinking the tax treatment of U.S. Treasury Inflation Indexed Securities
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta

1994

2. Monetary base rules: the currency caveat
   Working Papers, Federal Reserve Bank of Dallas

1993

3. Constructing an alternative measure of changes in reserve requirement ratios
   Working Papers, Federal Reserve Bank of Dallas

1991

4. Evaluating monetary base targeting rules
   Working Papers, Federal Reserve Bank of Dallas View citations (7)

1990

5. Does it matter how monetary policy is implemented?
   Working Papers, Federal Reserve Bank of Dallas
   See also Journal Article Does it matter how monetary policy is implemented?, Journal of Monetary Economics, Elsevier (1995) View citations (14) (1995)

1989

6. Federal Reserve System reserve requirements: 1959-88--a note
   Working Papers, Federal Reserve Bank of Dallas View citations (2)
7. Nominal GNP growth and adjusted reserve growth: nonnested tests of the St. Louis and Board measures
   Working Papers, Federal Reserve Bank of Dallas

1988

8. Evidence on the two monetary base measures and economic activity
   Working Papers, Federal Reserve Bank of Dallas
9. Forecasting inflation using interest rate and time-series models: some international evidence
   Working Papers, Federal Reserve Bank of St. Louis View citations (1)
   See also Journal Article Forecasting Inflation Using Interest-Rate and Time-Series Models: Some International Evidence, The Journal of Business, University of Chicago Press (1990) View citations (1) (1990)

1986

10. Federal government debt and inflation: evidence from Granger causality tests
    Working Papers, Federal Reserve Bank of St. Louis

1985

11. Comparing Multi-State Kalman Filter and ARIMA forecasts: an application to the money multiplier
    Working Papers, Federal Reserve Bank of St. Louis View citations (1)

1984

12. On the accuracy of time series, interest rate and survey forecasts of inflation
    Working Papers, Federal Reserve Bank of St. Louis View citations (8)
    See also Journal Article On the Accuracy of Time-Series, Interest Rate, and Survey Forecasts of Inflation, The Journal of Business, University of Chicago Press (1985) View citations (20) (1985)

1983

13. Money management effects and the demand for money: an empirical analysis
    Working Papers, Federal Reserve Bank of St. Louis
14. Predicting the money multiplier: forecasts from component and aggregate models
    Working Papers, Federal Reserve Bank of St. Louis View citations (1)
    See also Journal Article Predicting the money multiplier: Forecasts from component and aggregate models, Journal of Monetary Economics, Elsevier (1984) View citations (10) (1984)

1982

15. Econometric limitations of Fama's interest rate and inflationary expectations framework
    Working Papers, Federal Reserve Bank of St. Louis
16. Financial innovations and the interest elasticity of money demand: some historical evidence
    Working Papers, Federal Reserve Bank of St. Louis View citations (8)

1981

17. Further evidence on the stability of the short-run demand for money
    Working Papers, Federal Reserve Bank of St. Louis
18. Investigating the shift in money demand: an econometric analysis
    Working Papers, Federal Reserve Bank of St. Louis View citations (1)

Journal Articles

2023

1. Unusual Changes in the U.S. Treasury Security Market During the Fourth Round of Quantitative Easing
   Journal of Central Banking Theory and Practice, 2023, 12, (3), 5-22

2018

2. Dodd–Frank’s federal deposit insurance reform
   Journal of Banking Regulation, 2018, 19, (4), 271-286 View citations (1)

2017

3. The evolution of the Federal Reserve’s Term Auction Facility and FDIC-insured bank utilization
   Journal of Financial Stability, 2017, 31, (C), 154-166 View citations (3)

2016

4. Announcement
   Journal of Financial Research, 2016, 39, (3), 212-212
   Also in Journal of Financial Research, 2016, 39, (2), 120-120 (2016)
5. THE FINANCIAL IMPACT OF LENDER-OF-LAST-RESORT BORROWING FROM THE FEDERAL RESERVE DURING THE FINANCIAL CRISIS
   Journal of Financial Research, 2016, 39, (2), 179-206 View citations (9)

2015

6. The U.S. housing price bubble: Bernanke versus Taylor
   Journal of Economics and Business, 2015, 80, (C), 62-80 View citations (2)

2014

7. LETTER FROM THE EXECUTIVE EDITORS
   Journal of Financial Research, 2014, 37, (1), 1-2

2012

8. Moving FDIC insurance to an asset-based assessment system: Evidence from the special assessment of 2009
   Journal of Economics and Business, 2012, 64, (1), 24-36 View citations (3)

2006

9. ARE TREASURY INFLATION PROTECTED SECURITIES REALLY TAX DISADVANTAGED?
   Journal of Financial Research, 2006, 29, (4), 575-592
10. Modeling volatility changes in the 10-year Treasury
    Physica A: Statistical Mechanics and its Applications, 2006, 369, (2), 737-744 View citations (10)
11. The effect of heterogeneous risk on the early adoption of Internet banking technologies
    Journal of Banking & Finance, 2006, 30, (6), 1713-1725 View citations (22)

2005

12. On the uniqueness of community banks
    Economic Review, 2005, 90, (Q 1), 15-36 View citations (19)

2004

13. Improving Tests of Abnormal Returns by Bootstrapping the Multivariate Regression Model with Event Parameters
    Journal of Financial Econometrics, 2004, 2, (3), 451-471 View citations (16)

2002

14. An Investigation of the Effect of the 1990 Reserve Requirement Change on Financial Asset Prices
    Journal of Financial Research, 2002, 25, (3), 367-382 View citations (1)
15. Reserve requirements: A modern perspective
    Economic Review, 2002, 87, (Q4), 41-52 View citations (11)

1999

16. Nominal interest rates, expected inflation and varying marginal income tax rates
    Applied Financial Economics, 1999, 9, (2), 209-214 View citations (1)
17. Tax rate changes and the long-run equilibrium relationship between taxable and tax-exempt interest rates
    Journal of Economics and Business, 1999, 51, (4), 327-346 View citations (3)

1996

18. Implementing monetary base rules: The currency problem
    Journal of Economics and Business, 1996, 48, (5), 461-472 View citations (4)

1995

19. Does it matter how monetary policy is implemented?
    Journal of Monetary Economics, 1995, 35, (2), 359-386 View citations (14)
    See also Working Paper Does it matter how monetary policy is implemented?, Working Papers (1990) (1990)
20. Measuring the policy effects of changes in reserve requirement ratios
    Economic and Financial Policy Review, 1995, (Q III), 2-15 View citations (1)
21. Quasi Balance-Sheet Measures of U.S. Monetary Policy: A Closer Look
    Journal of Money, Credit and Banking, 1995, 27, (1), 124-39 View citations (1)
22. The Changing Role of Commercial Banks in the Municipal Securities Market
    Journal of Money, Credit and Banking, 1995, 27, (3), 894-906 View citations (5)

1994

23. Monetary policy and recent business-cycle experience
    Economic and Financial Policy Review, 1994, (Q III), 14-28 View citations (1)
24. The pricing of municipal bond index futures
    Journal of Futures Markets, 1994, 14, (5), 575-596

1993

25. An empirical evaluation of treasury‐bill futures market efficiency: Evidence from forecast efficiency tests
    Journal of Futures Markets, 1993, 13, (2), 199-211 View citations (1)

1992

26. Macroeconomic Activity and Monetary Policy Actions: Some Preliminary Evidence
    Journal of Money, Credit and Banking, 1992, 24, (4), 431-46 View citations (2)
27. Market and Survey Forecasts of the Three-Month Treasury-Bill Rate
    The Journal of Business, 1992, 65, (1), 123-38 View citations (17)

1991

28. Taxable and tax-exempt interest rates: The link with inflation
    Economics Letters, 1991, 35, (3), 327-332

1990

29. Economic Activity and Two Monetary Base Measures
    The Review of Economics and Statistics, 1990, 72, (4), 672-76 View citations (4)
30. Forecasting Inflation Using Interest-Rate and Time-Series Models: Some International Evidence
    The Journal of Business, 1990, 63, (1), 1-17 View citations (1)
    See also Working Paper Forecasting inflation using interest rate and time-series models: some international evidence, Working Papers (1988) View citations (1) (1988)
31. Long-term Earnings Forecasts in the Electric Utility Industry: Accuracy and Valuation Implications
    The Financial Review, 1990, 25, (3), 421-39 View citations (1)
32. Testing unbiasedness in futures markets: A clarification
    Journal of Futures Markets, 1990, 10, (5), 555-562

1989

33. Comparing futures and survey forecasts of near-term Treasury bill rates
    Review, 1989, (May), 33-42 View citations (9)
34. Federal Reserve System Reserve Requirements, 1959-1988: A Note
    Journal of Money, Credit and Banking, 1989, 21, (4), 515-23 View citations (1)
35. Futures rates and forward rates as predictors of near‐term treasury bill rates
    Journal of Futures Markets, 1989, 9, (3), 249-262 View citations (3)
36. Reserve requirements, the monetary base, and economic activity
    Economic and Financial Policy Review, 1989, (Mar), 1-15 View citations (4)

1988

37. Forecasting the daily federal funds rate
    International Journal of Forecasting, 1988, 4, (4), 581-591 View citations (3)
38. Further Evidence on the Relationship between Federal Government Debt and Inflation
    Economic Inquiry, 1988, 26, (2), 239-51 View citations (11)

1985

39. On the Accuracy of Time-Series, Interest Rate, and Survey Forecasts of Inflation
    The Journal of Business, 1985, 58, (4), 377-98 View citations (20)
    See also Working Paper On the accuracy of time series, interest rate and survey forecasts of inflation, Working Papers (1984) View citations (8) (1984)
40. The Response of Short-term Interest Rates to Weekly Money Announcements: A Comment
    Journal of Money, Credit and Banking, 1985, 17, (2), 264-71 View citations (5)

1984

41. Financial Innovations and the Interest Elasticity of Money Demand: Some Historical Evidence: A Note
    Journal of Money, Credit and Banking, 1984, 16, (2), 247-52 View citations (9)
42. Predicting the money multiplier: Forecasts from component and aggregate models
    Journal of Monetary Economics, 1984, 14, (3), 375-384 View citations (10)
    See also Working Paper Predicting the money multiplier: forecasts from component and aggregate models, Working Papers (1983) View citations (1) (1983)

1983

43. Forecasting the money multiplier: implications for money stock control and economic activity
    Review, 1983, 65, (Oct), 22-33 View citations (4)
44. Four econometric models and monetary policy: the longer-run view
    Review, 1983, 65, (Jan), 13-23 View citations (1)
45. Predicting velocity growth: a time series perspective
    Review, 1983, 65, (Oct), 34-43 View citations (3)
46. Seasonal adjustment of the money supply
    Review, 1983, 65, (Nov), 16-25
47. The wayward money supply: a post-mortem of 1982
    Review, 1983, 65, (Mar), 17-25 View citations (1)

1982

48. Monetary policy and short-term real rates of interest
    Review, 1982, 64, (Mar), 13-19 View citations (2)
49. Short-run money growth volatility: evidence of misbehaving money demand?
    Review, 1982, 64, (Jun), 27-36 View citations (3)
50. The Stability of the Demand for Money: Evidence from the Post-1973 Period: A Comment
    The Review of Economics and Statistics, 1982, 64, (2), 355-57
51. The shift in money demand: what really happened?
    Review, 1982, 64, (Feb), 11-16 View citations (6)

1981

52. Deficits and inflation
    Review, 1981, 63, (Mar), 3-10 View citations (4)
53. Why the median-priced home costs so much
    Review, 1981, 63, (Jun), 11-19

1980

54. Dynamic forecasting and the demand for money
    Review, 1980, 62, (Jun), 13-23 View citations (2)
55. Monetary aggregates as monetary indicators
    Review, 1980, 62, (Nov), 12-21 View citations (2)
56. The dynamics and estimation of short-run money demand
    Review, 1980, 62, (Mar), 26-35 View citations (8)

1979

57. Evidence on the temporal stability of the demand for money relationship in the United States
    Review, 1979, 61, (Dec), 3-14 View citations (10)