Details about Travis Dean Nesmith

Access statistics for papers by Travis Dean Nesmith.

Last updated 2009-04-03. Update your information in the RePEc Author Service.

Short-id: pne82

Working Papers

2008

1. Divisia Second Moments: An Application of Stochastic Index Number Theory
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations
   Also in MPRA Paper, University Library of Munich, Germany (2008) View citations

2007

2. Risk and concentration in payment and securities settlement systems
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations
   See also Journal Article in Journal of Monetary Economics (2008)

2006

3. Linear cointegration of nonlinear time series with an application to interest rate dynamics
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
4. Rational seasonality
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

2005

5. Solving stochastic money-in-the-utility-function models
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

2004

6. The Nonlinear Skeletons in the Closet
   Econometrics, EconWPA View citations
   Also in WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2004) View citations

1999

7. Tests for non-linear dynamics in systems of non-stationary economic time series: the case of short-term US interest rates
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

1996

8. Building new monetary services indices: methodology and source data
   Working Papers, Federal Reserve Bank of St. Louis View citations
9. Monetary aggregation theory and statistical index numbers
   Working Papers, Federal Reserve Bank of St. Louis View citations

Journal Articles

2008

1. Risk and concentration in payment and securities settlement systems
   Journal of Monetary Economics, 2008, 55, (3), 542-553 View citations
   See also Working Paper (2007)

1997

2. Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: building new monetary services indexes: concepts, data and methods
   Review, 1997, (Jan), 53-82
3. Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: introduction to the St. Louis monetary services index project
   Review, 1997, (Jan), 25-30
4. Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: monetary aggregation theory and statistical index numbers
   Review, 1997, (Jan), 31-52