Special Studies Papers

From Board of Governors of the Federal Reserve System (U.S.)
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93: R2 measures for time series

David A. Pierce

92: On modeling unobserved components with time series

Agustin Maravall

91: The use of undersized samples in the estimation of simultaneous equation systems: another look at the theory of estimation

P. A. V. B. Swamy

90: The natural rate of unemployment and the reserve army of the unemployed

Steven C. Salop

89: Monopolistic competition reconstituted; or, circular fashions in economic thought

Steven C. Salop

88: A note on minimum average risk estimators for coefficients in linear models

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

87: Causality in temporal systems: characterizations and a survey

Larry D. Haugh and David A. Pierce

86: A weekly money market model

Helen T. Farr, Steven M. Roberts and Thomas D. Thompson

85: Estimation of the permanent and transitory component of an economic variable with an application to M1

Agustin Maravall

84: Recursive subaggregation and a generalized hypocycloidal demand model

William Barnett

83: Optimal control of a macroeconomic model with estimated coefficients

Roger Craine and Arthur M. Havenner

82: The restrictiveness of the Rotterdam model: a recalcitrant myth

William Barnett

81: Anticipating a price freeze or how not to get caught with your prices down

Peter von zur Muehlen

80: Self-selection and turnover in the labor market

Joanne Salop and Steven C. Salop

79: Public goods, taxation, and the distribution of income over time

Winston C. Bush and Robert J. Mackay

78: Linear prediction and estimation methods for regression models with stationary stochastic coefficients

P. A. V. B. Swamy and Peter Tinsley

77: On the rationality of discontinuous monetary policy

Peter von zur Muehlen

76: On the use of optimal control in the design of monetary policy

John H. Kalchbrenner and Peter Tinsley

75: The noisy monopolist: imperfect information, price dispersion and price discrimination

Steven C. Salop

75: Observability, measurement error, and the optimal use of information for monetary policy

Stephen LeRoy and Roger Waud

74: Information and monopolistic competition

Steven C. Salop

73: Consumer behavior and quantity constraints: some implications for monetary theory

Robert J. Mackay and Warren Weber

71: The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model

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

70: Further evidence on the relative efficiencies of Zellner's seemingly unrelated regressions estimator

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

69: Relative efficiencies of a competitor of Hoerl and Kennard's ridge regression estimator

J. S. Mehta, Paul Rappoport and P. A. V. B. Swamy

68: Minimum average risk estimators for coefficients in linear models

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

67: Information lags and the interest rate as a proximate monetary policy target

Roger Waud

66: Efficient use of current information in short-run monetary control

Stephen LeRoy

65: Multiple time series containing unobserved components

Richard D. Porter

64: On Keynesian dynamics

Lewis Johnson

63: MINNIE: a small version of the MIT-PENN-SSRC econometric model

Douglas Battenberg, Jared J. Enzler and Arthur M. Havenner

62: Consistent estimation of higher order adjustment and expectations models: estimation of rational lags by initial condition parameterization

Arthur M. Havenner

61: A re-examination of Keynesian monetary and fiscal orthodoxy in a two- sector Keynesian paradigm

Robert J. Mackay and Roger Waud

60: Random sets and the space of confidence procedures

William Barnett

59: On proximate exploitation of intermediate information in macroeconomic forecasting

Peter Tinsley

58: Lagged versus contemporaneous reserve accounting and short-run fluctuations in deposits

Daniel E. Laufenberg

57: Asymmetric policymaker utility functions and optimal policy under uncertainty

Roger Waud

56: The structural shift in the demand for money

Myron B. Slovin and Marie Elizabeth Sushka

55: Relationships--and the lack thereof--between economic time series, with special reference to money, reserve, and interest rates

David A. Pierce

54: Money supply control: reserves as the instrument under lagged accounting

David A. Pierce

53: Labor supply and the allocation of consumption expenditure

William Barnett

52: The full-employment equivalent price of leisure

William Barnett

51: Household consumption allocation and labor supply

William Barnett

50: Maximum likelihood estimation of nonlinear systems of equations

William Barnett

49: Inflationary expectations and momentary equilibrium

Lewis Johnson

48: On Nerff solutions of macroeconomic tracking problems

Roger Craine, Arthur M. Havenner and Peter Tinsley

47: Linear models and linear filters in the analysis of seasonal variation

David A. Pierce and Richard D. Porter

46: Uncertainty, restrictions on capital adjustment, and investment

Roger Craine

45: Note on: \"The upward bias in the consumer price index due to substitution\"

John Paulus

44: Evaluating consumer demand models

John Paulus