Special Studies Papers

From Board of Governors of the Federal Reserve System (U.S.)
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182: The foundations of econometrics: are there any?

Roger K. Conway, P. A. V. B. Swamy and Peter von zur Muehlen

181: Empirical comparisons of credit and monetary aggregates using vector autoregression methods

Edward Offenbacher and Richard D. Porter

180: On logical validity and econometric modelling: the case of money supply

Helen T. Farr, P. A. V. B. Swamy, Peter Tinsley and Peter von zur Muehlen

179: Bank reserve adjustment process and the use of reserve carryover as a reserve management tool: a microeconometric approach

Paul A. Spindt and Vefa Tarhan

178: The impossibility of causality testing

Roger K. Conway, P. A. V. B. Swamy and John F. Yanagida

177: Money is what money does: a revealed production approach to monetary aggregation

Paul A. Spindt

176: Notes on the cost of capital

William E. Conrad

175: Reserve accounting regimes, bank behavior and monetary control: an empirical analysis

Paul A. Spindt and Vefa Tarhan

174: Further results on Zellner's minimum expected loss (MELO) and full information maximum likelihood estimators for undersized samples

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

173: Convergence of the moments of the modified K-class estimators

N. S. Iyengar, J. S. Mehta and P. A. V. B. Swamy

172: Monetary policy and the information content of index bond prices

John F. Boschen

171: A multiplier model for controlling Divisia monetary aggregates

Paul A. Spindt

170: Fixed vs market-determined deposit rates: a new monetary framework

Michael G. Hadjimichalakis

169: The short-run volatility of money stock targeting

Gerhard Fries, Peter Tinsley and Peter von zur Muehlen

169: A measure of the cost of money market volatility associated with money stock targeting

Peter Tinsley and Peter von zur Muehlen

169: Two papers on the volatility of money stock targeting

Gerhard Fries, Peter Tinsley and Peter von zur Muehlen

168: A maximum probability approach to short-run policy

Peter Tinsley and Peter von zur Muehlen

167: An autopsy of a conventional macroeconomic relation: the case of money demand

George R. Moore, P. A. V. B. Swamy and Peter Tinsley

166: The Anderson-Rasche report: a review of the review

Helen T. Farr and Richard D. Porter

165: Detecting and estimating changing economic relationships: the case of discount window borrowings

James Barth, W. D. Davis, David H. Resler and P. A. V. B. Swamy

164: On concurrent seasonal adjustment

Sandra K. McKenzie and David A. Pierce

163: Intervention analysis and seasonal adjustment of the monetary aggregates: the 1980 credit controls experience

William P. Cleveland and David A. Pierce

162: Modeling time series when calendar effects are present

William P. Cleveland and Michael R. Grupe

161: The phaseout of deposit-rate ceilings and the efficacy of monetary policy

Garry Schinasi

160: Price, wage and inventory dynamics of a non-Walrasian firm

Raghbendra Jha and Garry Schinasi

159: Price, inventory dynamics of a Phelps-Winter type firm

Raghbendra Jha and Garry Schinasi

158: Empirical comparisons of Divisia and simple sum monetary aggregates

William Barnett, Edward Offenbacher and Paul A. Spindt

157: Discussion of money demand papers at Washington University Workshop

Edward Offenbacher

157: A comparison of alternative estimators of a standard money demand equation

Edward Offenbacher

157: Two papers on money demand

Edward Offenbacher

156: Estimating current trend and growth rates in seasonal time series

George Box and David A. Pierce

155: Monetary control: the role of the discount rate and other supplemental monetary instruments

Michael G. Hadjimichalakis

155: The effects of NOW accounts on monetary aggregates, interest rates and the economy: some theoretical and early empirical results

Michael G. Hadjimichalakis

155: Reserves vs federal funds operating procedures: a general equilibrium analysis

Michael G. Hadjimichalakis

155: Three essays on monetary control

Michael G. Hadjimichalakis

154: A generalized multicollinearity index for estimation

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

153: Uncertainty in the money aggregates: sources, measurement and policy effects

William P. Cleveland, Agustin Maravall, Darrel W. Parke and David A. Pierce

152: Errors in preliminary money stock data and monetary aggregate targeting

Agustin Maravall and David A. Pierce

151: Sources of error in economic time series

David A. Pierce

150: Precision of monetary control and volatility of rates: a comparative analysis of the reserves and the federal funds operating targets

Michael G. Hadjimichalakis

149: A theory of monetary exchange

Alfred L. Norman

147: Expectations of the \"myopic perfect foresight\" variety in monetary dynamics

Michael G. Hadjimichalakis

146: The information content of Divisia monetary quantity indices

William Barnett and Paul A. Spindt

145: The Rose-Wicksell model: inside money, stability and stabilization policies

Michael G. Hadjimichalakis

144: Disaggregated monetary asset demand systems: estimation and an application of the preference independence transformation

Edward Offenbacher

143: The rational expectations approach to economic modelling

James Barth, P. A. V. B. Swamy and Peter Tinsley

142: A non-Bayesian method of estimating distributed lag coefficients with smoothness priors

P. A. V. B. Swamy and Stephan S. Thurman

141: The velocity behavior and information content of Divisia monetary aggregates

William Barnett and Paul A. Spindt

140: Indicator and filter attributes of monetary aggregates: a nit-picking case for disaggregation

M. E. Friar, Paul A. Spindt and Peter Tinsley

139: The microfoundations of aggregate supply: wage, price, unemployment dynamics and the natural rate hypothesis

Raghbendra Jha and Garry Schinasi