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Details about Allan D. Brunner

E-mail:
Phone:202.725.5702
Workplace:Economics, Regis University, (more information at EDIRC)

Access statistics for papers by Allan D. Brunner.

Last updated 2021-01-11. Update your information in the RePEc Author Service.

Short-id: pbr33


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Working Papers

2003

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

2000

  1. El Nino and World Primary Commodity Prices: Warm Water or Hot Air?
    IMF Working Papers, International Monetary Fund Downloads View citations (2)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1998) Downloads View citations (7)

    See also Journal Article in The Review of Economics and Statistics (2002)

1996

  1. 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.) Downloads View citations (4)

1995

  1. 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.) Downloads View citations (3)
    See also Journal Article in International Journal of Finance & Economics (1998)
  2. 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.) Downloads View citations (4)
    See also Journal Article in Journal of Financial Research (1996)
  3. When is monetary policy effective?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (4)

1994

  1. 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.) Downloads View citations (2)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (1997)
  2. 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.) Downloads View citations (1)
  3. On the dynamic properties of asymmetric models of real GNP
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)
    See also Journal Article in The Review of Economics and Statistics (1997)
  4. 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.) Downloads View citations (11)

1990

  1. 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)
  2. 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 Downloads View citations (62)
    See also Working Paper (2000)

2000

  1. 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 (35)

1998

  1. 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 Downloads View citations (8)
    See also Working Paper (1995)

1997

  1. 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 Downloads View citations (8)
    See also Working Paper (1994)
  2. On The Dynamic Properties Of Asymmetric Models Of Real GNP
    The Review of Economics and Statistics, 1997, 79, (2), 321-352 Downloads View citations (28)
    See also Working Paper (1994)

1996

  1. 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 Downloads View citations (1)
  2. 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 Downloads View citations (3)
    See also Working Paper (1995)
  3. U.S. international transactions in 1995
    Federal Reserve Bulletin, 1996, 82, (May), 383-393 Downloads

1995

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

1993

  1. 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 (90)
    See also Working Paper (1990)
  2. Implementing short-run monetary policy with lower reserve requirements
    Proceedings, 1993 Downloads View citations (3)
  3. Inflation Regimes and the
    Journal of Money, Credit and Banking, 1993, 25, (3), 512-14 Downloads View citations (6)
  4. Profits and balance sheet developments at U.S. commercial banks in 1992
    Federal Reserve Bulletin, 1993, (Jul), 649-673
  5. The Effects of Lower Reserve Requirements on Money Market Volatility
    American Economic Review, 1993, 83, (2), 199-205 Downloads View citations (12)

1992

  1. Conditional Asymmetries in Real GNP: A Seminonparametric Approach
    Journal of Business & Economic Statistics, 1992, 10, (1), 65-72 View citations (29)
    See also Working Paper (1990)
  2. 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)
 
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