Working Paper Series

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2006-10: Methods for robust control

Richard Dennis, Kai Leitemo and Ulf Söderström

2006-09: Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden

Refet Gürkaynak, Andrew Levin and Eric Swanson

2006-08: Partisan impacts on the economy: evidence from prediction markets and close elections

Erik Snowberg, Justin Wolfers and Eric Zitzewitz

2006-07: Pegged exchange rate regimes -- a trap?

Joshua Aizenman and Reuven Glick

2006-06: Five open questions about prediction markets

Justin Wolfers and Eric Zitzewitz

2006-05: Sovereign debt, volatility, and insurance

Kenneth Kletzer

2006-04: Market-based measures of monetary policy expectations

Refet Gürkaynak, Brian P. Sack and Eric Swanson

2006-03: Could capital gains smooth a current account rebalancing?

Michele Cavallo and Cédric Tille

2006-02: Monetary policy shocks, inventory dynamics, and price-setting behavior

Yongseung Jung and Tack Yun

2006-01: Higher-order perturbation solutions to dynamic, discrete-time rational expectations models

Gary Anderson, Andrew Levin and Eric Swanson

2005-26: Macroeconomic derivatives: an initial analysis of market-based macro forecasts, uncertainty, and risk

Refet Gürkaynak and Justin Wolfers

2005-25: Why has the U.S. Beveridge curve shifted back? new evidence using regional data

Robert Valletta

2005-24: Optimal nonlinear policy: signal extraction with a non-normal prior

Eric Swanson

2005-23: Markov perfect industry dynamics with many firms

C. Lanier Benkard, Benjamin Van Roy and Gabriel Y. Weintraub

2005-22: Empirical analysis of the average asset correlation for real estate investment trusts

Jose Lopez

2005-21: Trend breaks, long-run restrictions, and the contractionary effects of technology improvements

John Fernald

2005-20: Robust Control with Commitment: A Modification to Hansen-Sargent

Richard Dennis

2005-19: Monetary Policy Inertia: Fact or Fiction?

Glenn Rudebusch

2005-18: Relative Productivity Growth and the Secular “Decline” of U.S. Manufacturing

Milton Marquis and Bharat Trehan

2005-17: Monetary Policy with Imperfect Knowledge

Athanasios Orphanides and John Williams

2005-16: Government Employment Expenditure and the Effects of Fiscal Policy Shocks

Michele Cavallo

2005-15: Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models

Andrew Levin, Alexei Onatski, John Williams and Noah Williams

2005-14: The Value of Knowledge Spillovers

Yi Deng

2005-13: Tradability, Productivity, and Understanding International Economic Integration

Paul Bergin and Reuven Glick

2005-12: The IMF in a World of Private Capital Markets

Barry Eichengreen, Kenneth Kletzer and Ashoka Mody

2005-11: Collateral Damage: Trade Disruption and the Economic Impact of War

Reuven Glick and Alan Taylor

2005-10: Maintenance Expenditures and Indeterminacy under Increasing Returns to Scale

Jang-Ting Guo and Kevin Lansing

2005-09: How Have Borrowers Fared in Banking Mega-mergers?

Kenneth A. Carow, Edward Kane and Rajesh P. Narayanan

2005-08: Beggar Thy Neighbor? The In-State, Out-of-State, and Aggregate Effects of R&D Tax Credits

Daniel Wilson

2005-07: Exchange Rate Overshooting and the Costs of Floating

Michele Cavallo, Kate Kisselev, Fabrizio Perri and Nouriel Roubini

2005-06: Alternative Measures of the Federal Reserve Banks’ Cost of Equity Capital

Michelle Barnes and Jose Lopez

2005-05: Offshore Financial Centers: Parasites or Symbionts?

Andrew Rose and Mark Spiegel

2005-04: Modeling Bond Yields in Finance and Macroeconomics

Francis Diebold, Monika Piazzesi and Glenn Rudebusch

2005-03: Government Consumption Expenditures and the Current Account

Michele Cavallo

2005-02: On Using Relative Prices to Measure Capital Specific Technological Progress

Milton Marquis and Bharat Trehan

2005-01: The Welfare Consequences of ATM Surcharges: Evidence from a Structural Entry Model

Gautam Gowrisankaran and John Krainer

2004-35: Dollar Bloc or Dollar Block: External Currency Pricing and the East Asian Crisis

David Cook and Michael Devereux

2004-34: Private Capital Flows, Capital Controls, and Default Risk

Mark Wright

2004-33: Putting the Brakes on Sudden Stops: The Financial Frictions-Moral Hazard Tradeoff of Asset Price Guarantees

C. Bora Durdu and Enrique Mendoza

2004-32: Country Spreads and Emerging Countries: Who Drives Whom?

Martín Uribe and Vivian Yue

2004-31: Defaultable Debt, Interest Rates, and the Current Account

Mark Aguiar and Gita Gopinath

2004-30: Monetary Policy and the Currency Denomination of Debt: A Tale of Two Equilibria

Roberto Chang and Andres Velasco

2004-29: How Do Trade and Financial Integration Affect the Relationship between Growth and Volatility?

Ayhan Kose, Eswar Prasad and Marco Terrones

2004-28: When in Peril, Retrench: Testing the Portfolio Channel of Contagion

Fernando Broner, R. Gaston Gelos and Carmen Reinhart

2004-27: Market Price Accounting and Depositor Discipline in Japanese Regional Banks

Mark Spiegel and Nobuyoshi Yamori

2004-26: Deposit Insurance, Regulatory Forbearance and Economic Growth: Implications for the Japanese Banking Crisis

Robert Dekle and Kenneth Kletzer

2004-25: Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models

Glenn Rudebusch and Tao Wu

2004-24: North-South Technological Diffusion and Dynamic Gains from Trade

Michelle P. Connolly and Diego Valderrama

2004-23: Implications of Intellectual Property Rights for Dynamic Gains from Trade

Michelle P. Connolly and Diego Valderrama

2004-22: Using a Long-Term Interest Rate as the Monetary Policy Instrument

Bruce McGough, Glenn Rudebusch and John Williams