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Details about Michelle L. Barnes

E-mail:
Workplace:Economic Research, Federal Reserve Bank of Boston, (more information at EDIRC)
Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, (more information at EDIRC)

Access statistics for papers by Michelle L. Barnes.

Last updated 2017-02-16. Update your information in the RePEc Author Service.

Short-id: pba1483


Jump to Journal Articles

Working Papers

2017

  1. Financial variables and macroeconomic forecast errors
    Working Papers, Federal Reserve Bank of Boston Downloads

2016

  1. Did life insurers benefit from TARP or regulatory forbearance during the financial crisis of 2008–2009?
    Working Papers, Federal Reserve Bank of Boston Downloads View citations (1)

2015

  1. A post-mortem of the life insurance industry's bid for capital during the financial crisis
    Current Policy Perspectives, Federal Reserve Bank of Boston Downloads View citations (1)

2014

  1. Let's talk about it: what policy tools should the Fed \\"normally\\" use?
    Current Policy Perspectives, Federal Reserve Bank of Boston Downloads View citations (1)
  2. The forecasting power of consumer attitudes for consumer spending
    Working Papers, Federal Reserve Bank of Boston Downloads

2013

  1. Do real-time Okun's law errors predict GDP data revisions?
    Working Papers, Federal Reserve Bank of Boston Downloads View citations (5)

2011

  1. Estimation of Forward-Looking Relationships in Closed Form: An Application to the New Keynesian Phillips Curve
    Working Papers, University of Sydney, School of Economics Downloads View citations (3)
    Also in Working Papers, Federal Reserve Bank of Boston (2011) Downloads View citations (8)

2010

  1. Internal sources of finance and the Great Recession
    Working Papers, Federal Reserve Bank of Boston Downloads View citations (1)
  2. The sensitivity of long-term interest rates to economic news: comment
    Working Papers, Federal Reserve Bank of Boston Downloads View citations (1)

2009

  1. Closed-form estimates of the New Keynesian Phillips curve with time-varying trend inflation
    Working Papers, Federal Reserve Bank of Boston Downloads View citations (12)
  2. TIPS scorecard: are TIPS accomplishing what they were supposed to accomplish?: can they be improved?
    Public Policy Discussion Paper, Federal Reserve Bank of Boston Downloads View citations (1)

2005

  1. Alternative measures of the Federal Reserve banks' cost of equity capital
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (2)
    Also in Public Policy Discussion Paper, Federal Reserve Bank of Boston (2005) Downloads View citations (2)

    See also Journal Article in Journal of Banking & Finance (2006)

2004

  1. Inside and Outside Bounds: Threshold Estimates of the Phillips Curve
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads
    See also Journal Article in New England Economic Review (2003)

2002

  1. A quantile regression analysis of the cross section of stock market returns
    Working Papers, Federal Reserve Bank of Boston Downloads View citations (39)
  2. The behavior of China's stock prices in response to the proposal and approval of bonus issues
    Working Papers, Federal Reserve Bank of Boston Downloads View citations (4)

2000

  1. Modeling Financial Volatility: Extreme Observations, Nonlinearities and Nonstationarities
    School of Economics Working Papers, University of Adelaide, School of Economics Downloads
  2. Threshold Relationships among Inflation, Financial Market Development and Growth
    School of Economics Working Papers, University of Adelaide, School of Economics Downloads View citations (1)

1998

  1. Aggregation of Short-Memory Processes, the Volatility of Stock Market Return Indices and Long Memory
    School of Economics Working Papers, University of Adelaide, School of Economics Downloads
  2. Non-linear Threshold Relationships between Inflation and Nominal Returns: A Time Series Approach to 39 Different Countries
    School of Economics Working Papers, University of Adelaide, School of Economics Downloads
  3. On the Nature of Dependence in the Volatility of US Stock Returns
    School of Economics Working Papers, University of Adelaide, School of Economics Downloads

Journal Articles

2013

  1. Cyclical versus secular: decomposing the recent decline in U.S. labor force participation
    Public Policy Brief, 2013 Downloads View citations (3)
  2. The Michigan Surveys of Consumers and consumer spending
    Public Policy Brief, 2013 Downloads View citations (1)

2007

  1. A principal components approach to estimating labor market pressure and its implications for inflation
    Public Policy Brief, 2007 Downloads View citations (3)

2006

  1. Alternative measures of the Federal Reserve Banks' cost of equity capital
    Journal of Banking & Finance, 2006, 30, (6), 1687-1711 Downloads View citations (11)
    See also Working Paper (2005)
  2. Threshold relationships among inflation, financial development, and growth
    Journal of Financial Transformation, 2006, 17, 141-149 View citations (4)
  3. What is the Federal Reserve banks' imputed cost of equity capital?
    FRBSF Economic Letter, 2006, (apr7) Downloads

2003

  1. Inside and outside bounds: threshold estimates of the Phillips curve
    New England Economic Review, 2003, 3-18 Downloads View citations (30)
    See also Working Paper (2004)

1999

  1. Inflation and asset returns
    European Economic Review, 1999, 43, (4-6), 737-754 Downloads View citations (54)
  2. Inflation and returns revisited: a TAR approach
    Journal of Multinational Financial Management, 1999, 9, (3-4), 233-245 Downloads View citations (6)

1990

  1. Recommendations for control and prevention of human immunodeficiency virus (HIV) infection in intravenous drug users
    Health Policy, 1990, 14, (1), 41-42 Downloads View citations (1)
 
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