EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
Working Papers
from Federal Reserve Bank of St. Louis Contact information at EDIRC . Series data maintained by Diane Rosenberger ().
Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series .
2005-043: By force of demand: explaining international comovements and the saving-investment correlation puzzle
Yi Wen
2005-042: Understanding the large negative impact of oil shocks
Luís Aguiar-Conraria and Yi Wen
2005-041: Foreign trade and equilibrium indeterminacy
Luís Aguiar-Conraria and Yi Wen
2005-040: Labor hoarding and inventories
Yi Wen
2005-039: Where's the beef? the trivial dynamics of real business cycle models
Yi Wen
2005-038: Granger causality and equilibrium business cycle theory
Yi Wen
2005-037: Measuring interest rates as determined by thrift and productivity
Woon Gyu Choi and Yi Wen
2005-036: Optimal monetary policy, endogenous sticky prices and multiplicity of equilibria
Levon Barseghyan and Riccardo DiCecio
2005-035: Comovement: it's not a puzzle
Riccardo DiCecio
2005-034: International asset allocation under regime switching, skew and kurtosis preferences
Massimo Guidolin and Allan Timmerman
2005-033: Local market scale and the pattern of job changes among young men
Christopher H. Wheeler
2005-032: A new federal funds rate target series: September 27, 1982, - December 31, 1993
Daniel Thornton
2005-031: Identifying the effects of U.S. intervention on the levels of exchange rates
Christopher Neely
2005-030: An analysis of recent studies of the effect of foreign exchange intervention
Christopher Neely
2005-029: A dynamic look at subprime loan performance
Michelle A. Danis and Anthony N. Pennington-Cross
2005-028: Smoke-free law did affect revenue from gaming in Delaware
Michael Pakko
2005-027: Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations
David Wheelock and Paul W. Wilson
2005-026: Is value premium a proxy for time-varying investment opportunities: some time series evidence
Hui Guo , Robert Savickas , Zijun Wang and Jian Yang
2005-025: Idiosyncratic volatility, economic fundamentals, and foreign exchange rates
Hui Guo and Robert Savickas
2005-024: A flexible finite-horizon identification of technology shocks
Neville Francis , Michael T. Owyang and Jennifer E. Roush
2005-023: A specialized inventory problem in banks: optimizing retail sweeps
Suresh K. Nair and Richard G. Anderson
2005-022: The delinquency of subprime mortgages
Michelle A. Danis and Anthony N. Pennington-Cross
2005-021: A comparison of the real-time performance of business cycle dating methods
Marcelle Chauvet and Jeremy Piger
2005-020: The U.K.'s rocky road to stability
Nicoletta Batini and Edward Nelson
2005-019: Do casinos export bankruptcy?
Thomas Garrett and Mark W. Nichols
2005-018: Sticky-price models and the natural rate hypothesis
Javier Andrés , J. David López-Salido and Edward Nelson
2005-017: Job flows and productivity dynamics: evidence from U.S. manufacturing
Christopher H. Wheeler
2005-016: Technology and industrial agglomeration: evidence from computer usage
Christopher H. Wheeler
2005-015: Do localization economies derive from human capital externalities?
Christopher H. Wheeler
2005-014: The role of data & program code archives in the future of economic research
Richard G. Anderson , William H Greene , B D McCullough and Hrishikesh D. Vinod
2005-013: Why did income growth vary across states during the Great Depression?
Thomas Garrett and David Wheelock
2005-012: Home bias and high turnover in an overlapping generations model with learning
Massimo Guidolin
2005-011: High equity premia and crash fears. Rational foundations
Massimo Guidolin
2005-010: Predictable dynamics in the S&P 500 index options implied volatility surface
Silvia Goncalves and Massimo Guidolin
2005-009: Properties of equilibrium asset prices under alternative learning schemes
Massimo Guidolin and Allan Timmerman
2005-008: Modelling the MIB30 implied volatility surface. Does market efficiency matter?
Gianluca Cassesse and Massimo Guidolin
2005-007: Size and value anomalies under regime shifts
Massimo Guidolin and Allan Timmerman
2005-006: Optimal portfolio choice under regime switching, skew and kurtosis preferences
Massimo Guidolin and Allan Timmerman
2005-005: Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle
Massimo Guidolin
2005-004: Diamonds are forever, wars are not. Is conflict bad for private firms?
Massimo Guidolin and Eliana La Ferrara
2005-003: An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Massimo Guidolin and Allan Timmerman
2005-002: Asset allocation under multivariate regime switching
Massimo Guidolin and Allan Timmerman
2005-001: Term structure of risk under alternative econometric specifications
Massimo Guidolin and Allan Timmerman
2004-034: Using extraneous information to analyze monetary policy in transition economies
William Thomas Gavin and David M. Kemme
2004-033: The reform of October 1979: how it happened and why
David E. Lindsey , Athanasios Orphanides and Robert H. Rasche
2004-032: The importance of nonlinearity in reproducing business cycle features
James Morley and Jeremy Piger
2004-031: The case for foreign exchange intervention: the government as an active reserve manager
Christopher Neely
2004-030: Non-Markovian regime switching with endogenous states and time-varying state strengths
Siddhartha Chib and Michael J. Dueker
2004-029: Foreign exchange volatility is priced in equities
Hui Guo , Christopher Neely and Jason Higbee
2004-028: International transmission of inflation among G-7 countries: a data-determined VAR analysis
Jian Yang , Hui Guo and Zijun Wang