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Details about Mark Fisher

Homepage:http://markfisher.net

Access statistics for papers by Mark Fisher.

Last updated 2021-04-10. Update your information in the RePEc Author Service.

Short-id: pfi281


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Working Papers

2019

  1. Around and Around: The Expectations Hypothesis
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1996) Downloads
  2. Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads

2018

  1. Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2018) Downloads

    See also Journal Article in Journal of Econometrics (2019)

2015

  1. Fitting a distribution to survey data for the half-life of deviations from PPP
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads

2009

  1. Inflation and monetary regimes
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (6)
    See also Journal Article in Journal of International Money and Finance (2009)

2001

  1. Forces that shape the yield curve: Parts 1 and 2
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (3)

2000

  1. A SERIES SOLUTION TO A SECOND-ORDER QUASI-LINEAR PDE USING MATHEMATICA
    Computing in Economics and Finance 2000, Society for Computational Economics

1999

  1. Consumption and Asset Prices with Recursive Preferences: Continuous-Time Approximations to Discrete-Time Models
    Computing in Economics and Finance 1999, Society for Computational Economics Downloads
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (1999) Downloads
  2. Consumption and asset prices with homothetic recursive preferences
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (3)

1998

  1. Consumption and asset prices and recursive preferences
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)

1995

  1. Fitting the term structure of interest rates with smoothing splines
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (81)

Undated

  1. The Equity Premium and the Term Structure of Interest Rates with Stochastic Differential Utility
    Computing in Economics and Finance 1997, Society for Computational Economics Downloads

Journal Articles

2019

  1. Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
    Journal of Econometrics, 2019, 210, (1), 187-202 Downloads
    See also Working Paper (2018)

2009

  1. Inflation and monetary regimes
    Journal of International Money and Finance, 2009, 28, (7), 1221-1241 Downloads View citations (7)
    See also Working Paper (2009)

2005

  1. Happy hour economics, or how an increase in demand can produce a decrease in price
    Economic Review, 2005, 90, (Q 2), 25-34 Downloads

2004

  1. Modeling the term structure of interest rates: an introduction
    Economic Review, 2004, 89, (Q 3), 41-62 Downloads View citations (1)

2002

  1. Special repo rates: an introduction
    Economic Review, 2002, 87, (Q2), 27-43 Downloads View citations (15)

2001

  1. Forces that shape the yield curve
    Economic Review, 2001, 86, (Q1), 1-15 Downloads View citations (7)

1993

  1. Long-Run Neutrality and Superneutrality in an ARIMA Framework
    American Economic Review, 1993, 83, (3), 402-15 Downloads View citations (158)

1988

  1. Chickens, Eggs, and Causality, or Which Came First?
    American Journal of Agricultural Economics, 1988, 70, (2), 237-238 Downloads View citations (8)
 
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