Special Studies Papers

From Board of Governors of the Federal Reserve System (U.S.)
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228: Gender differences in family effects on human capital and earnings: an empirical study of siblings

David Neumark

227: Employers' discriminatory behavior and the estimation of wage discrimination

David Neumark

226: Duration analysis of birth intervals and underlying fertility behavior

David Neumark

225: Finite sample properties of Theil's measure of multicollinearity effect

J. S. Mehta and P. A. V. B. Swamy

224: Deviations from random-walk behavior: tests based on the variance-time function

Francis Diebold

223: Does the business cycle have duration memory?

Francis Diebold and Glenn Rudebusch

222: Financial deregulation, the demand for money, and monetary policy in Australia

P. A. V. B. Swamy and George Tavlas

221: Asymmetric information, bank lending, and implicit contracts: a stylized model of continuing relationships

Steven Sharpe

220: Induced innovation and productivity growth: an empirical analysis

Jane Haltmaier

219: The behavior of short-term interest rates in a rational banking model

Kenneth J. Kopecky

218: The use of prior information in forecast combination

Francis Diebold and Peter Pauly

217: Econometric modeling of the demands for the U.S. monetary aggregates: conventional and experimental approaches

David E. Lindsey, Richard D. Porter and Paul A. Spindt

216: The forecasting accuracy of auto assembly schedules

Spencer Krane and David L. Reifschneider

215: On the supply of the demand for money

Paul A. Spindt

214: The micromechanics of the federal funds market: implications for day- of- the-week effects in fund rate variability

J. Ronald Hoffmeister and Paul A. Spindt

213: Should fixed coefficients be reestimated every period

Garry Schinasi and P. A. V. B. Swamy

212: The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change

Garry Schinasi and P. A. V. B. Swamy

211: Further thoughts on testing for casuality with econometric models

P. A. V. B. Swamy and Peter von zur Muehlen

210: The FRB monthly forecasting model: its special features and simulation properties (PAPER NEVER PUBLISHED)

Carol Corrado, Jane Haltmaier and David L. Reifschneider

209: Reducing uncertainty in current analysis and projections: the estimation of monthly GNP

Carol Corrado

208: Minimum variance pooling of forecasts at different levels of aggregation

Jeffrey Fuhrer and Jane Haltmaier

207: Reducing uncertainty in short-term projections: linkage of monthly and quarterly models

Carol Corrado and Mark Greene

206: Scoring the leading indicators

Francis Diebold and Glenn Rudebusch

205: The dynamics of exchange rate volatility: a multivariate latent factor ARCH model

Francis Diebold and Marc Nerlove

204: On the information content of consumer survey expectations

Jeffrey Fuhrer

203: Price rigidity in imperfectly competitive markets: a survey of theoretical approaches

Steven Sharpe

202: Experience goods, customer loyalty, and sticky prices in a dynamic market

Steven Sharpe

201: Structural change and the combination of forecasts

Francis Diebold and Peter Pauly

200: Temporal aggregation of ARCH processes and the distribution of asset returns

Francis Diebold

199: Internal funds and the investment functions: exploring the theoretical justification of some empirical results

Guy V. G. Stevens

198: Calendar adjustment and time series

William P. Cleveland

197: Availability of data, sensitivity of calculation and possible improvements in data collection for the MSI, MT and MQ indexes

Garland B. DeMarco and Arthur B. Kennickell

196: Forecasting money demand with econometric models

Arthur B. Kennickell, P. A. V. B. Swamy and Peter von zur Muehlen

195: An evaluation of monetary indexes

David E. Lindsey and Paul A. Spindt

194: Model uncertainty, expectation formation and shock persistence

Jeffrey Fuhrer

193: A production smoothing model of aggregate inventory behavior with expectation errors generated by model uncertainty

Jeffrey Fuhrer

192: Information gathering and expectation formation under model uncertainty

Jeffrey Fuhrer

191: Empirical assessments of the efficient markets hypothesis: an operational-subjective analysis of the variance bounds approach

Frank Lad

190: A pair of papers: random coefficients; Random coefficients; Productivity analysis of the United States manufacturing using

G. V. L. Narasimham, R. C. Reed and P. A. V. B. Swamy

189: Revisions in the monetary services (Divisia) indexes of monetary aggregates

Helen T. Farr and Deborah Johnson

188: On a neglected measure of multicollinearity

J. S. Mehta and P. A. V. B. Swamy

187: Estimating distributed lag relationships using near-minimax procedures

Anil Kashyap, J. S. Mehta, Richard D. Porter and P. A. V. B. Swamy

186: The Federal Reserve's new operating procedures: a post mortem

Paul A. Spindt and Vefa Tarhan

185: An examination of distributed lag model coefficients estimated with smoothness priors

J. S. Mehta, P. A. V. B. Swamy and Stephan S. Thurman

184: The transmission of data noise into policy noise in monetary control

Agustin Maravall and David A. Pierce

184: The Regulation Q phaseout: the effects on monetary aggregates, on interest rates, and on the economy

Michael G. Hadjimichalakis

183: Forecasting and seasonal adjustment: retrospect and prospect (panel discussion)

David A. Pierce

183: Discussion of \"Local trend estimation and seasonal adjustment\" by P. Kenny and J. Durbin, jointly with S.K. McKenzie

David A. Pierce

183: Four discussions

David A. Pierce

183: Comments on \"Model checking in time series analysis\" by P. Newbold

David A. Pierce

183: Discussion of \"Measurement of linear dependence and feedback\" by J. Geweke

David A. Pierce