Details about Allan D. Brunner
Access statistics for papers by Allan D. Brunner.
Last updated 2021-01-11. Update your information in the RePEc Author Service.
Short-id: pbr33
Jump to Journal Articles
Working Papers
2003
- The Long-Run Effects of Tradeon Income and Income Growth
IMF Working Papers, International Monetary Fund View citations (12)
- Trade Costs, Market Integration, and Macroeconomic Volatility
IMF Working Papers, International Monetary Fund View citations (5)
2000
- 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
- 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
- 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)
- 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)
- When is monetary policy effective?
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
1994
- 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)
- 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)
- 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)
- 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
- 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)
- 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
- 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
- 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
- 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
- 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)
- 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
- 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)
- 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)
- U.S. international transactions in 1995
Federal Reserve Bulletin, 1996, 82, (May), 383-393
1995
- Potential problems in estimating bilinear time-series models
Journal of Economic Dynamics and Control, 1995, 19, (4), 663-681 View citations (5)
1993
- 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)
- Implementing short-run monetary policy with lower reserve requirements
Proceedings, 1993 View citations (3)
- Inflation Regimes and the
Journal of Money, Credit and Banking, 1993, 25, (3), 512-14 View citations (13)
- Profits and balance sheet developments at U.S. commercial banks in 1992
Federal Reserve Bulletin, 1993, (Jul), 649-673
- The Effects of Lower Reserve Requirements on Money Market Volatility
American Economic Review, 1993, 83, (2), 199-205 View citations (13)
1992
- 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)
- 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)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|