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Working Papers

from Federal Reserve Bank of St. Louis
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2001-021: Can Markov switching models predict excess foreign exchange returns? Downloads
Michael J. Dueker and Christopher J. Neely
2001-020: What happens when the technology growth trend changes?: transition dynamics, capital growth and the "new economy" Downloads
Michael Pakko
2001-019: Forecasting macro variables with a Qual VAR business cycle turning point index Downloads
Michael J. Dueker and Katrin Wesche
2001-018: Aggregate price shocks and financial stability: the United Kingdom 1796-1999 Downloads
Michael David Bordo, Michael J. Dueker and David C Wheelock
2001-017: The dynamic relationship between permanent and transitory components of U.S. business cycles Downloads
Chang-Jin Kim, Jeremy M. Piger and Richard Startz
2001-016: The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations Downloads
Chang-Jin Kim, Charles R. Nelson and Jeremy M. Piger
2001-015: The use and abuse of 'real-time' data in economic forecasting Downloads
Evan F. Koenig, Sheila Dolmas and Jeremy M. Piger
2001-014: Common stochastic trends, common cycles, and asymmetry in economic fluctuations Downloads
Chang-Jin Kim and Jeremy M. Piger
2001-013: Markov regime switching and unit root tests Downloads
Charles R. Nelson, Eric Zivot and Jeremy M. Piger
2001-012: Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions Downloads
Michael J. Dueker
2001-011: The value of inside and outside money: expanded version Downloads
James Bullard and Bruce D. Smith
2001-010: Inflation persistence and flexible prices Downloads
Robert Dittmar, William Thomas Gavin and Finn E. Kydland
2001-009: Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics Downloads
Christopher J. Neely and Paul A. Weller
2001-008: The remarkable stability of monetary base velocity in the United States, 1919-1999 Downloads
Richard G. Anderson and Robert H. Rasche
2001-007: The British Beveridge curve: a tale of ten regions Downloads
Howard J. Wall and Gylfi Zoega
2001-006: Trade policy opinions at the state level Downloads
Cletus C. Coughlin
2001-005: Evaluating FOMC forecasts Downloads
William Thomas Gavin and Rachel J. Mandal
2001-004: Forecasting the Treasury's balance at the Fed Downloads
Daniel L Thornton
2001-003: Consolidation in US banking: which banks engage in mergers? Downloads
David C Wheelock and Paul W. Wilson
2001-002: Regime switching and monetary policy measurement Downloads
Michael T. Owyang and Garey Ramey
2001-001: Uncovering the risk-return relation in the stock market Downloads
Hui Guo and Robert Whitelaw
2000-032: The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation Downloads
Lucio Sarno and Daniel L Thornton
2000-031: Limited stock market participation and asset prices in a dynamic economy Downloads
Hui Guo
2000-030: Determinacy, learnability, and monetary policy inertia Downloads
James Bullard and Kaushik Mitra
2000-029: NAFTA and the changing pattern of state exports Downloads
Cletus C. Coughlin and Howard J. Wall
2000-028: The practice of central bank intervention: looking under the hood Downloads
Christopher J. Neely
2000-027: The value of inside and outside money Downloads
James Bullard and Bruce D. Smith
2000-026: Forecasting inflation and growth: do private forecasts match those of policymakers? Downloads
William Thomas Gavin and Rachel J. Mandal
2000-025: Class struggle inside the firm: a study of German codetermination Downloads
Gary Gorton and Frank Schmid
2000-024: Gravity model specification and the effects of the Canada-U.S. border Downloads
Howard J. Wall
2000-023: Retail sweep programs and bank reserves, 1994--1999 Downloads
Richard G. Anderson and Robert H. Rasche
2000-022: Exchange rate pass-through in U. S. manufacturing: exchange rate index choice and asymmetry issues Downloads
Cletus C. Coughlin and Patricia Pollard
2000-021: The role of a CAMEL downgrade model in bank surveillance Downloads
R. Alton Gilbert, Andrew P. Meyer and Mark D. Vaughan
2000-020: Do depositors care about enforcement actions? Downloads
R. Alton Gilbert and Mark D. Vaughan
2000-019: New economy - new policy rules? Downloads
James Bullard and Eric Schaling
2000-018: The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits Downloads
Christopher J. Neely
2000-017: NAFTA and the geography of North American trade Downloads
Howard J. Wall
2000-016: Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks Downloads
Michael J. Dueker and Apostolos Serletis
2000-015: Aging, myopia and the pay-as-you-go public pension systems of the G7: a bright future? Downloads
Rowena Ann Pecchenino and Patricia Pollard
2000-014: Changing technology trends, transition dynamics and growth accounting Downloads
Michael Pakko
2000-013: The nominal facts and the October 1979 policy change Downloads
William Thomas Gavin and Finn E. Kydland
2000-012: Private and public circulating liabilities Downloads
Costas Azariadis, James Bullard and Bruce D. Smith
2000-011: Identification of dynamic economic models from reduced form VECM structures: an application of covariance restrictions Downloads
Robert H. Rasche
2000-010: Perfecting the market's knowledge of monetary policy Downloads
William Poole and Robert H. Rasche
2000-009: A simple model of international capital flows, exchange rate risk, and portfolio choice Downloads
Rowena Ann Pecchenino and Patricia Pollard
2000-008: Pricing and dividend policies in open credit cooperatives Downloads
William Robert Emmons and Frank A. Schmid
2000-007: Controlling inflation after Bretton Woods: an analysis based on policy objectives Downloads
William Thomas Gavin
2000-006: Banks vs. credit unions; dynamic competition in local markets Downloads
William Robert Emmons and Frank A. Schmid
2000-005: Aggregate price shocks and financial instability: a historical analysis Downloads
Michael David Bordo, Michael J. Dueker and David C Wheelock
2000-004: A note on the expectations hypothesis at the founding of the Fed Downloads
Clemens J.M. Kool and Daniel L Thornton
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