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Working Papers

From Federal Reserve Bank of St. Louis
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2003-024: Contemporaneous threshold autoregressive models: estimation, testing and forecasting Downloads
Michael Dueker, Martin Sola and Fabio Spagnolo
2003-023: A spectral analysis of the cross-country consumption correlation puzzle Downloads
Michael Pakko
2003-022: Tests of the expectations hypothesis: resolving the Campbell-Shiller paradox Downloads
Daniel Thornton
2003-021: The empirical failure of the expectations hypothesis of the term structure of bond yields Downloads
Lucio Sarno, Daniel Thornton and Giorgio Valente
2003-020: International evidence on the stability of the optimizing IS equation Downloads
Amit Kara and Edward Nelson
2003-019: Money and the transmission mechanism in the optimizing IS-LM specification Downloads
Edward Nelson
2003-018: Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly? Downloads
Christopher Neely
2003-017: A leisurely reading of the life-cycle consumption data Downloads
James Bullard and James Feigenbaum
2003-016: On the information content of asymmetric FOMC policy statements: evidence from a Taylor-rule perspective Downloads
Michael Pakko
2003-015: Estimation of Markov regime-switching regression models with endogenous switching Downloads
Chang-Jin Kim, Jeremy Piger and Richard Startz
2003-014: Gold, fiat money and price stability Downloads
Michael Bordo, Robert Dittmar and William Gavin
2003-013: Did the Great Inflation occur despite policymaker commitment to a Taylor rule? Downloads
James Bullard and Stefano Eusepi
2003-012: On the risk-return relation in international stock markets Downloads
Hui Guo
2003-011: Business cycle phases in U.S. states Downloads
Michael Owyang, Jeremy Piger and Howard Wall
2003-010: The use of long-run restrictions for the identification of technology shocks Downloads
Neville Francis, Michael Owyang and Athena T. Theodorou
2003-009: Subjective probabilities: psychological evidence and economic applications Downloads
Abbigail J. Chiodo, Massimo Guidolin, Michael Owyang and Makoto Shimoji
2003-008: Structural breaks and regional disparities in the transmission of monetary policy Downloads
Michael Owyang and Howard Wall
2003-007: On the real-time forecasting ability of the consumption-wealth ratio Downloads
Hui Guo
2003-006: Some tables of historical U.S. currency and monetary aggregates data Downloads
Richard Anderson
2003-005: Political allocation of U.S. agriculture disaster payments in the 1990s Downloads
Thomas Garrett, Thomas Marsh and Maria Marshall
2003-004: Pass-through estimates and the choice of an exchange rate index Downloads
Patricia Pollard and Cletus Coughlin
2003-003: Does consumer sentiment predict regional consumption? Downloads
Thomas Garrett, Ruben Hernandez-Murillo and Michael Owyang
2003-002: FOMC forecasts: is all the information in the central tendency? Downloads
William Gavin
2003-001: Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle Downloads
Neville Francis and Michael Owyang
2002-032: Entrepreneurship and the deregulation of banking: how strong is the evidence? Downloads
Howard Wall
2002-031: Patent licensing revisited: heterogeneous firms and product differentiation Downloads
Ruben Hernandez-Murillo and Gerard Llobet
2002-030: Substitution elasticities and investment dynamics in two country business cycle models Downloads
Michael Pakko
2002-029: What's unique about the federal funds rate? evidence from a spectral perspective Downloads
Lucio Sarno, Daniel Thornton and Yi Wen
2002-028: Monetary policy transparency: transparent about what? Downloads
Daniel Thornton
2002-027: Mergers and acquisitions in Germany Downloads
Frank A. Schmid and Mark Wahrenburg
2002-026: Cracks in the facade: American economic and financial structures after the boom Downloads
William Emmons and Frank A. Schmid
2002-025: Business cycle detrending of macroeconomic data via a latent business cycle index Downloads
Michael Dueker and Charles Nelson
2002-024: Aggregated vs. disaggregated data in regression analysis: implications for inference Downloads
Thomas Garrett
2002-023: Is inflation persistence intrinsic in industrial economies? Downloads
Andrew Levin and Jeremy Piger
2002-022: Explaining the evolution of pension structure and job tenure Downloads
Leora Friedberg and Michael Owyang
2002-021: Duration dependence in monetary policy: international evidence Downloads
Michael Owyang and Abbigail J. Chiodo
2002-020: New evidence on the Fed's productivity in providing payments services Downloads
R. Gilbert, David Wheelock and Paul Wilson
2002-019: Entrepreneurship and the policy environment Downloads
Yannis Georgellis and Howard Wall
2002-018: Modeling Volcker as a non-absorbing state: agnostic identification of a Markov-switching VAR Downloads
Michael Owyang
2002-017: Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter? Downloads
Christopher Neely
2002-016: Directly measuring early exercise premiums using American and European S&P 500 index options Downloads
Michael Dueker and Thomas W. Miller
2002-015: Tax competition and tax harmonization with evasion Downloads
Nestor Gandelman and Ruben Hernandez-Murillo
2002-014: Nonlinearity and the permanent effects of recessions Downloads
Chang-Jin Kim, James Morley and Jeremy Piger
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
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
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