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Working Papers

From Federal Reserve Bank of St. Louis
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2003-043: On the cross section of conditionally expected stock returns Downloads
Hui Guo and Robert Savickas
2003-042: Spatial probit and the geographic patterns of state lotteries Downloads
Cletus Coughlin, Thomas Garrett and Ruben Hernandez-Murillo
2003-041: Can feedback from the jumbo-CD market improve bank surveillance? Downloads
R. Gilbert, Andrew P. Meyer and Mark D. Vaughan
2003-040: Year-end seasonality in one-month LIBOR derivatives Downloads
Christopher Neely and Drew B. Winters
2003-039: Nonlinear hedonics and the search for school district quality Downloads
Abbigail J. Chiodo, Ruben Hernandez-Murillo and Michael Owyang
2003-038: Searching for better prospects: endogenizing falling job tenure and private pension coverage Downloads
Leora Friedberg, Michael Owyang and Tara Sinclair
2003-037: Robust nonparametric estimation of efficiency and technical change in U.S. commercial banking Downloads
David Wheelock and Paul Wilson
2003-036: Input inefficiency in commercial banks: a normalized quadratic input distance approach Downloads
Thomas Marsh, Allen Featherstone and Thomas Garrett
2003-035: State government finances: World War II to the current crisis Downloads
Thomas Garrett and Gary A. Wagner
2003-034: The Federal Reserve responds to crises: September 11th was not the first Downloads
Christopher Neely
2003-033: Testing the expectations hypothesis: some new evidence for Japan Downloads
Daniel Thornton
2003-032: The efficient market hypothesis and identification in structural VARs Downloads
Lucio Sarno and Daniel Thornton
2003-031: Conjectural guarantees loom large: evidence from the stock returns of Fannie Mae and Freddie Mac Downloads
Frank A. Schmid
2003-030: U. S. regional business cycles and the natural rate of unemployment Downloads
Howard Wall and Gylfi Zoega
2003-029: Size matters: asymmetric exchange rate pass-through at the industry level Downloads
Patricia Pollard and Cletus Coughlin
2003-028: Idiosyncratic volatility, stock market volatility, and expected stock returns Downloads
Hui Guo and Robert Savickas
2003-027: Inflation targeting: why it works and how to make it work better Downloads
William Gavin
2003-026: Retail deposit sweep programs: issues for measurement, modeling and analysis Downloads
Richard Anderson
2003-025: Does idiosyncratic risk matter: another look Downloads
Hui Guo and Robert Savickas
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
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