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Details about Travis Dean Nesmith

E-mail:
Homepage:https://www.federalreserve.gov/econres/travis-d-nesmith.htm
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Travis Dean Nesmith.

Last updated 2017-04-26. Update your information in the RePEc Author Service.

Short-id: pne82


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Working Papers

2016

  1. Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)
    See also Journal Article in Journal of Risk and Financial Management (2017)

2008

  1. Divisia Second Moments
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  2. Divisia Second Moments: An Application of Stochastic Index Number Theory
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics Downloads View citations (9)

2007

  1. Risk and concentration in payment and securities settlement systems
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)
    See also Journal Article in Journal of Monetary Economics (2008)

2006

  1. Linear cointegration of nonlinear time series with an application to interest rate dynamics
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2008)
  2. Rational seasonality
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads

2005

  1. Solving stochastic money-in-the-utility-function models
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads

2004

  1. The Nonlinear Skeletons in the Closet
    Econometrics, University Library of Munich, Germany Downloads View citations (2)
    Also in WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2004) Downloads View citations (2)

1999

  1. Tests for non-linear dynamics in systems of non-stationary economic time series: the case of short-term US interest rates
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads

1996

  1. Building new monetary services indices: methodology and source data
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (3)
  2. Monetary aggregation theory and statistical index numbers
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (32)

Journal Articles

2017

  1. Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors
    Journal of Risk and Financial Management, 2017, 10, (1), 1-14 Downloads View citations (2)
    See also Working Paper (2016)

2008

  1. Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics
    Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (1), 1-18 Downloads View citations (4)
    See also Working Paper (2006)
  2. Risk and concentration in payment and securities settlement systems
    Journal of Monetary Economics, 2008, 55, (3), 542-553 Downloads View citations (25)
    See also Working Paper (2007)

1997

  1. Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: building new monetary services indexes: concepts, data and methods
    Review, 1997, (Jan), 53-82 Downloads
  2. Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: introduction to the St. Louis monetary services index project
    Review, 1997, (Jan), 25-30 Downloads View citations (1)
  3. Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: monetary aggregation theory and statistical index numbers
    Review, 1997, (Jan), 31-52 Downloads View citations (6)
 
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