Details about Allan D. Brunner

Access statistics for papers by Allan D. Brunner.

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Short-id: pbr33

Working Papers

2003

1. The Long-Run Effects of Tradeon Income and Income Growth
   IMF Working Papers, International Monetary Fund View citations (12)
2. Trade Costs, Market Integration, and Macroeconomic Volatility
   IMF Working Papers, International Monetary Fund View citations (5)

2000

3. El Nino and World Primary Commodity Prices: Warm Water or Hot Air?
   IMF Working Papers, International Monetary Fund View citations (2)
   Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1998) View citations (7)
   See also Journal Article in The Review of Economics and Statistics (2002)

1996

4. Using measures of expectations to identify the effects of a monetary policy shock
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)

1995

5. Bank lending and economic activity in Japan: did \"financial factors\" contribute to the recent downturn?
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
   See also Journal Article in International Journal of Finance & Economics (1998)
6. Excess returns and risk at the long end of the Treasury market: an EGARCH-M approach
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
   See also Journal Article in Journal of Financial Research (1996)
7. When is monetary policy effective?
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)

1994

8. Are banks market timers or market makers? Explaining foreign exchange trading profits
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
   See also Journal Article in Journal of International Financial Markets, Institutions and Money (1997)
9. Determinants of the 1991-93 Japanese recession: evidence from a structural model of the Japanese economy
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
10. On the dynamic properties of asymmetric models of real GNP
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
    See also Journal Article in The Review of Economics and Statistics (1997)
11. The federal funds rate and the implementation of monetary policy: estimating the Federal Reserve's reaction function
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (11)

1990

12. Are higher levels of inflation less predictable? A state-dependent conditional heteroskedasticity approach
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (24)
    See also Journal Article in Journal of Business & Economic Statistics (1993)
13. Conditional asymmetries in real GNP: a semi-nonparametric approach
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (7)
    See also Journal Article in Journal of Business & Economic Statistics (1992)

Journal Articles

2002

1. El Niño and World Primary Commodity Prices: Warm Water or Hot Air?
   The Review of Economics and Statistics, 2002, 84, (1), 176-183 View citations (91)
   See also Working Paper (2000)

2000

2. On the Derivation of Monetary Policy Shocks: Should We Throw the VAR Out with the Bath Water?
   Journal of Money, Credit and Banking, 2000, 32, (2), 254-79 View citations (37)

1998

3. Bank Lending and Economic Activity in Japan: Did 'Financial Factors' Contribute to the Recent Downturn?
   International Journal of Finance & Economics, 1998, 3, (1), 73-89 View citations (9)
   See also Working Paper (1995)

1997

4. Are banks market timers or market makers? Explaining foreign exchange trading profits
   Journal of International Financial Markets, Institutions and Money, 1997, 7, (1), 43-60 View citations (9)
   See also Working Paper (1994)
5. On The Dynamic Properties Of Asymmetric Models Of Real GNP
   The Review of Economics and Statistics, 1997, 79, (2), 321-352 View citations (31)
   See also Working Paper (1994)

1996

6. Determinants of the 1991-1993 Japanese recession: Evidence from a structural model of the Japanese economy
   Japan and the World Economy, 1996, 8, (4), 363-399 View citations (1)
7. EXCESS RETURNS AND RISK AT THE LONG END OF THE TREASURY MARKET: AN EGARCH-M APPROACH
   Journal of Financial Research, 1996, 19, (3), 443-457 View citations (13)
   See also Working Paper (1995)
8. U.S. international transactions in 1995
   Federal Reserve Bulletin, 1996, 82, (May), 383-393

1995

9. Potential problems in estimating bilinear time-series models
   Journal of Economic Dynamics and Control, 1995, 19, (4), 663-681 View citations (5)

1993

10. Are Higher Levels of Inflation Less Predictable? A State-Dependent Conditional Heteroscedasticity Approach
    Journal of Business & Economic Statistics, 1993, 11, (2), 187-97 View citations (125)
    See also Working Paper (1990)
11. Implementing short-run monetary policy with lower reserve requirements
    Proceedings, 1993 View citations (3)
12. Inflation Regimes and the
    Journal of Money, Credit and Banking, 1993, 25, (3), 512-14 View citations (13)
13. Profits and balance sheet developments at U.S. commercial banks in 1992
    Federal Reserve Bulletin, 1993, (Jul), 649-673
14. The Effects of Lower Reserve Requirements on Money Market Volatility
    American Economic Review, 1993, 83, (2), 199-205 View citations (13)

1992

15. Conditional Asymmetries in Real GNP: A Seminonparametric Approach
    Journal of Business & Economic Statistics, 1992, 10, (1), 65-72 View citations (30)
    See also Working Paper (1990)
16. Recent developments affecting the profitability and practices of commercial banks
    Federal Reserve Bulletin, 1992, (Jul), 459-483
    Also in Federal Reserve Bulletin, 1991, (Jul), 505-527 (1991) View citations (3)