Details about Mark Fisher

Access statistics for papers by Mark Fisher.

Last updated 2022-08-17. Update your information in the RePEc Author Service.

Short-id: pfi281

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.)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1996)
2. Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
   See also Journal Article Bayesian nonparametric learning of how skill is distributed across the mutual fund industry, Journal of Econometrics, Elsevier (2022) View citations (3) (2022)

2018

3. Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
   Also in Working Paper series, Rimini Centre for Economic Analysis (2018)
   See also Journal Article Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors, Journal of Econometrics, Elsevier (2019) (2019)

2015

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

2009

5. Inflation and monetary regimes
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (7)
   See also Journal Article Inflation and monetary regimes, Journal of International Money and Finance, Elsevier (2009) View citations (9) (2009)

2001

6. Forces that shape the yield curve: Parts 1 and 2
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (7)

2000

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

1999

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

1998

10. Consumption and asset prices and recursive preferences
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (5)

1995

11. 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 (85)

Undated

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

Journal Articles

2022

1. Bayesian nonparametric learning of how skill is distributed across the mutual fund industry
   Journal of Econometrics, 2022, 230, (1), 131-153 View citations (3)
   See also Working Paper Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry, FRB Atlanta Working Paper (2019) (2019)

2019

2. Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
   Journal of Econometrics, 2019, 210, (1), 187-202
   See also Working Paper Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors, FRB Atlanta Working Paper (2018) (2018)

2009

3. Inflation and monetary regimes
   Journal of International Money and Finance, 2009, 28, (7), 1221-1241 View citations (9)
   See also Working Paper Inflation and monetary regimes, FRB Atlanta Working Paper (2009) View citations (7) (2009)

2005

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

2004

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

2002

6. Special repo rates: an introduction
   Economic Review, 2002, 87, (Q2), 27-43 View citations (24)

2001

7. Forces that shape the yield curve
   Economic Review, 2001, 86, (Q1), 1-15 View citations (11)

1993

8. Long-Run Neutrality and Superneutrality in an ARIMA Framework
   American Economic Review, 1993, 83, (3), 402-15 View citations (166)

1988

9. Chickens, Eggs, and Causality, or Which Came First?
   American Journal of Agricultural Economics, 1988, 70, (2), 237-238 View citations (16)