Working Paper Series

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2001-02: Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia

Glenn Rudebusch

2001-01: The Federal Reserve Banks' Imputed Cost of Equity Capital

Edward Green, Jose Lopez and Zhenyu Wang

2000-21: Evaluating Covariance Matrix Forecasts in a Value-at-Risk Framework

Jose Lopez and Christian Walter

2000-20: Optimal Simple Targeting Rules for Small Open Economies

Richard Dennis

2000-19: Term Premia and Interest Rate Forecasts in Affine Models

Greg Duffee

2000-18: Asymmetric Cross-sectional Dispersion in Stock Returns: Evidence and Implications

Greg Duffee

2000-16: Learning About a Shift in Trend Output: Implications for Monetary Policy and Inflation

Kevin Lansing

2000-15: Growth Effects of Shifting from a Progressive Tax System to a Flat Tax

Steven Cassou and Kevin Lansing

2000-14: Solving for Optimal Simple Rules in Rational-Expectations Models

Richard Dennis

2000-13: Steps Toward Identifying Central Bank Policy Preferences

Richard Dennis

2000-12: Testing Present Value Models of the Current Account: A Cautionary Note

Kenneth Kasa

2000-11: A Robust Hansen-Sargent Prediction Formula

Kenneth Kasa

2000-10: Learning, Large Deviations, and Recurrent Currency Crises

Kenneth Kasa

2000-09: Instability under Nominal GDP Targeting: The Role of Expectations

Richard Dennis

2000-08: Bank Intermediation and Persistent Liquidity Effects in the Presence of a Frictionless Bond Market

Tor Einarsson and Milton Marquis

2000-07: Black-White Wage Inequality in the 1990s: A Decade of Progress

Kenneth Couch and Mary Daly

2000-06: Inequality and Poverty in the United States: The Effects of Rising Male Wage Dispersion and Changing Family Behavior

Mary Daly and Robert Valletta

2000-05: Common Shocks and Currency Crises

Ramon Moreno and Bharat Trehan

2000-04: Union Effects on Health Insurance Provision and Coverage in the United States

Thomas Buchmueller, John DiNardo and Robert Valletta

2000-03: Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty

Glenn Rudebusch

2000-02: Is Implied Correlation Worth Calculating? Evidence from Foreign Exchange Options and Historical Data

Jose Lopez and Christian Walter

2000-01: The Potential Diversification and Failure Reduction Benefits of Bank Expansion into Nonbanking Activities

Elizabeth Laderman

99-14: Model uncertainty, robust policies, and the value of commitment

Kenneth Kasa

99-13: Eurosystem monetary targeting: lessons from U.S. data

Glenn Rudebusch and Lars Svensson

99-12: Housing price cycles and prepayment rates of U.S. mortgage pools

Joe P. Mattey and Nancy Wallace

20: Why Has the US Economy Recovered So Consistently from Every Recession in the Past 70 Years?

Robert Hall and Marianna Kudlyak