Details about Barry Falk

Access statistics for papers by Barry Falk.

Last updated 2024-06-09. Update your information in the RePEc Author Service.

Short-id: pfa78

Working Papers

2005

1. Cointegration, Market Integration, and Market Efficiency
   Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (28)
2. Forecasting Using the Linear Trend Model with Autoregressive Errors
   Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (2)

2004

3. Estimation of the Trend Model with Autoregressive Errors
   Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (1)
4. Testing Commitment Models of Monetary Policy: Evidence from OECD Economies
   Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (12)
5. The Inventory-Sales Relationship in the Market for New Single-Family Homes
   Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (7)

2003

6. Testing Long-Run Ppp with Infinite-Variance Returns
   Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (11)
   See also Journal Article Testing long-run PPP with infinite-variance returns, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2003) View citations (11) (2003)

2001

7. Fads, Fundamentals and Farmland Prices: Reply to Comment
   Staff General Research Papers Archive, Iowa State University, Department of Economics
8. Projecting the Wildlife and Economics Impacts of United States Agricultural Policy Using Landscape-Level Analyses
   Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (1)

1992

9. Predictable Excess Returns in Real Estate Markets: A Study of Iowa Farmland Values
   Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (5)

1991

10. Formally Testing the Present Value Model of Farmland Prices
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (79)

1990

11. Time Series Implications of Friedman's Permanent Income Hypothesis
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (10)
    See also Journal Article Time-series implications of Friedman's Permanent Income Hypothesis, Journal of Monetary Economics, Elsevier (1990) View citations (10) (1990)

1989

12. Measuring Market Responses to Error-Ridden Government Announcements
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (10)
13. The Role of Systematic Fed Errors in Explaining the Money Supply Announcements Puzzle
    Staff General Research Papers Archive, Iowa State University, Department of Economics

1986

14. Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (122)
    See also Journal Article Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle, Journal of Political Economy, University of Chicago Press (1986) View citations (128) (1986)
15. The Impact of Federally Sponsored Credit Agencies' Policy Instruments on Housing and Credit Markets
    Staff General Research Papers Archive, Iowa State University, Department of Economics
16. Unanticipated Money Supply Growth and Single-Family Housing Starts in the U.S.: 1964-1983
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (5)

1985

17. The Money Supply Announcements Puzzle: A Comment
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (4)
    See also Journal Article The Money Supply Announcements Puzzle: Comment, American Economic Review, American Economic Association (1985) View citations (4) (1985)

1984

18. A Microeconomic Test of Money Neutrality
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (10)
    See also Journal Article A Microeconomic Test of Money Neutrality, The Review of Economics and Statistics, MIT Press (1984) View citations (11) (1984)

1983

19. Forecasting Housing Starts Using Multivariate Time Series Methods
    Staff General Research Papers Archive, Iowa State University, Department of Economics

Journal Articles

2003

1. Testing long-run PPP with infinite-variance returns
   Journal of Applied Econometrics, 2003, 18, (4), 471-484 View citations (11)
   See also Working Paper Testing Long-Run Ppp with Infinite-Variance Returns, Staff General Research Papers Archive (2003) View citations (11) (2003)

1999

2. Fitting autoregressive trend stationary models with finite samples
   International Journal of Forecasting, 1999, 15, (1), 11-25

1998

3. The dynamic effects of permanent and transitory labor income on consumption
   Journal of Monetary Economics, 1998, 41, (2), 371-387 View citations (4)
4. Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity
   International Journal of Forecasting, 1998, 14, (2), 171-186 View citations (44)

1990

5. Time-series implications of Friedman's Permanent Income Hypothesis
   Journal of Monetary Economics, 1990, 26, (2), 267-283 View citations (10)
   See also Working Paper Time Series Implications of Friedman's Permanent Income Hypothesis, Staff General Research Papers Archive (1990) View citations (10) (1990)

1989

6. The Role of Systematic Fed Errors in Explaining the Money Supply Announcements Puzzle: A Note
   Journal of Money, Credit and Banking, 1989, 21, (3), 401-06

1986

7. Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle
   Journal of Political Economy, 1986, 94, (5), 1096-1109 View citations (128)
   See also Working Paper Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle, Staff General Research Papers Archive (1986) View citations (122) (1986)

1985

8. The Money Supply Announcements Puzzle: Comment
   American Economic Review, 1985, 75, (3), 562-64 View citations (4)
   See also Working Paper The Money Supply Announcements Puzzle: A Comment, Staff General Research Papers Archive (1985) View citations (4) (1985)

1984

9. A Microeconomic Test of Money Neutrality
   The Review of Economics and Statistics, 1984, 66, (4), 666-69 View citations (11)
   See also Working Paper A Microeconomic Test of Money Neutrality, Staff General Research Papers Archive (1984) View citations (10) (1984)