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Details about Anthony P. Rodrigues

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Workplace:Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by Anthony P. Rodrigues.

Last updated 2012-04-11. Update your information in the RePEc Author Service.

Short-id: pro281


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Working Papers

2005

  1. One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (2)

2000

  1. How stable is the predictive power of the yield curve? evidence from Germany and the United States
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (48)
    See also Journal Article in The Review of Economics and Statistics (2003)

1998

  1. Consistent covariance matrix estimation in probit models with autocorrelated errors
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (21)
  2. How workers use 401(k) plans: the participation, contribution, and withdrawal decisions
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (39)

1993

  1. The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Economics Working Papers, University of California at Berkeley (1990) View citations (1)
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (1990) Downloads

1992

  1. Tests of mean-variance efficiency of international equity markets
    Research Paper, Federal Reserve Bank of New York View citations (6)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (1990)

    See also Journal Article in Oxford Economic Papers (1993)

1991

  1. Financial reform and monetary control in Japan
    Research Paper, Federal Reserve Bank of New York View citations (1)

1989

  1. Conditional Mean-Variance Efficiency of the U.S. Stock Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    Also in Research Paper, Federal Reserve Bank of New York (1989) View citations (3)
  2. U.S. external imbalances: financial strains and macroeconomic choices
    Research Paper, Federal Reserve Bank of New York

1988

  1. A test of international CAPM
    Research Paper, Federal Reserve Bank of New York View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1986) Downloads

1987

  1. Tests of International CAPM with Time-Varying Covariances
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    See also Journal Article in Journal of Applied Econometrics (1989)

Journal Articles

2003

  1. How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States
    The Review of Economics and Statistics, 2003, 85, (3), 629-644 Downloads View citations (90)
    See also Working Paper (2000)

2000

  1. Is Aggregate Consumer Borrowing Consistent with the Permanent Income Hypothesis?
    Manchester School, 2000, 68, (3), 301-20 Downloads View citations (2)

1995

  1. Tests of conditional mean-variance efficiency of the U.S. stock market
    Journal of Empirical Finance, 1995, 2, (1), 3-18 Downloads View citations (4)
  2. Why do volatilities sometimes move together?
    Proceedings, 1995, 123-146 View citations (1)

1993

  1. Government securities investments of commercial banks
    Quarterly Review, 1993, (Sum), 39-53 Downloads View citations (2)
  2. Tests of Mean-Variance Efficiency of International Equity Markets
    Oxford Economic Papers, 1993, 45, (3), 403-21 Downloads View citations (9)
    See also Working Paper (1992)

1989

  1. Tests of International CAPM with Time-Varying Covariances
    Journal of Applied Econometrics, 1989, 4, (2), 119-38 Downloads View citations (76)
    See also Working Paper (1987)

1988

  1. Financial implications of the U.S. external deficit
    Quarterly Review, 1988, (Win), 33-51 Downloads View citations (2)

1986

  1. A Model of Wage Contract Bargaining with Imperfect Information and Strikes
    Eastern Economic Journal, 1986, 12, (3), 251-256 Downloads

Books

1994

  1. Nonbank lenders and the credit slowdown
    Monograph, Federal Reserve Bank of New York View citations (1)
  2. Survey evidence on credit tightening and the factors behind the recent credit crunch
    Monograph, Federal Reserve Bank of New York View citations (1)
 
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