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Working Papers

from Federal Reserve Bank of St. Louis
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2002-013: Time-varying risk premia and the cross section of stock returns Downloads
Hui Guo
2002-012: The political economy of FEMA disaster payments Downloads
Thomas Garrett and Russell Sobel
2002-011: State lottery revenue: the importance of game characteristics Downloads
Thomas Garrett and Russell Sobel
2002-010: Inefficient education spending in public school districts: a case for consolidation Downloads
Thomas Garrett and Marvin E. Dodson, III
2002-009: Aviation security and terrorism: a review of the economic issues Downloads
Cletus Coughlin, Jeffrey Cohen and Sarosh Khan
2002-008: On the out-of-sample predictability of stock market returns Downloads
Hui Guo
2002-007: How well do monetary fundamentals forecast exchange rates? Downloads
Christopher Neely and Lucio Sarno
2002-006: Intermediaries and payments instruments Downloads
James Bullard and Bruce Smith
2002-005: Federal funds rate prediction Downloads
Lucio Sarno, Daniel Thornton and Giorgio Valente
2002-004: Stock prices, firm size, and changes in the federal funds rate target Downloads
Hui Guo
2002-003: Stochastic capital depreciation and the comovement of hours and productivity Downloads
Michael Dueker, Andreas Fischer and Robert D. Dittmar
2002-002: Escapist policy rules Downloads
James Bullard and In-Koo Cho
2002-001: Understanding the risk-return tradeoff in the stock market Downloads
Hui Guo
2001-025: Fixing Swiss potholes: the importance of improvements Downloads
Michael Dueker and Andreas Fischer
2001-024: The importance of scale economies and geographic diversification in community bank mergers Downloads
William Emmons, R. Gilbert and Timothy J. Yeager
2001-023: Corporate governance, entrenched labor, and economic growth Downloads
William Emmons and Frank A. Schmid
2001-022: Is the response of output to monetary policy asymmetric? evidence from a regime-switching coefficients model Downloads
Ming Lo and Jeremy Piger
2001-021: Can Markov switching models predict excess foreign exchange returns? Downloads
Michael Dueker and Christopher 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 Dueker and Katrin Wesche
2001-018: Aggregate price shocks and financial stability: the United Kingdom 1796-1999 Downloads
Michael Bordo, Michael Dueker and David Wheelock
2001-017: The dynamic relationship between permanent and transitory components of U.S. business cycles Downloads
Chang-Jin Kim, Jeremy 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 Nelson and Jeremy Piger
2001-015: The use and abuse of 'real-time' data in economic forecasting Downloads
Evan Koenig, Sheila Dolmas and Jeremy Piger
2001-014: Common stochastic trends, common cycles, and asymmetry in economic fluctuations Downloads
Chang-Jin Kim and Jeremy Piger
2001-013: Markov regime switching and unit root tests Downloads
Charles Nelson, Eric Zivot and Jeremy Piger
2001-012: Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions Downloads
Michael Dueker
2001-011: The value of inside and outside money: expanded version Downloads
James Bullard and Bruce Smith
2001-010: Inflation persistence and flexible prices Downloads
Robert Dittmar, William Gavin and Finn Kydland
2001-009: Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics Downloads
Christopher Neely and Paul A. Weller
2001-008: The remarkable stability of monetary base velocity in the United States, 1919-1999 Downloads
Richard Anderson and Robert Rasche
2001-007: The British Beveridge curve: a tale of ten regions Downloads
Howard Wall and Gylfi Zoega
2001-006: Trade policy opinions at the state level Downloads
Cletus Coughlin
2001-005: Evaluating FOMC forecasts Downloads
William Gavin and Rachel J. Mandal
2001-004: Forecasting the Treasury's balance at the Fed Downloads
Daniel Thornton
2001-003: Consolidation in US banking: which banks engage in mergers? Downloads
David Wheelock and Paul Wilson
2001-002: Regime switching and monetary policy measurement Downloads
Michael 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 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 Coughlin and Howard Wall
2000-028: The practice of central bank intervention: looking under the hood Downloads
Christopher Neely
2000-027: The value of inside and outside money Downloads
James Bullard and Bruce Smith
2000-026: Forecasting inflation and growth: do private forecasts match those of policymakers? Downloads
William 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 Wall
2000-023: Retail sweep programs and bank reserves, 1994--1999 Downloads
Richard Anderson and Robert Rasche
2000-022: Exchange rate pass-through in U. S. manufacturing: exchange rate index choice and asymmetry issues Downloads
Cletus Coughlin and Patricia Pollard
2000-021: The role of a CAMEL downgrade model in bank surveillance Downloads
R. Gilbert, Andrew P. Meyer and Mark D. Vaughan
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