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Research Working Paper

From Federal Reserve Bank of Kansas City
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RWP 00-03: Market makers' supply and pricing of financial market liquidity Downloads
Pu Shen and Ross M. Starr
RWP 00-02: On the importance of geographic and technological proximity for R&D spillovers: an empirical investigation Downloads
Michael Orlando
RWP 00-01: Private money, settlement, and discount: a comment Downloads
Stacey Schreft
RWP 99-13: Why are population flows so persistent? Downloads
Jordan Rappaport
99-12: How does labor mobility affect income convergence? Downloads
Jordan Rappaport
99-11: Tests of equal forecast accuracy and encompassing for nested models Downloads
Todd Clark and Michael McCracken
99-10: Forecast-based monetary policy Downloads
Jeffery D. Amato and Thomas Laubach
RWP 99-09: Monetary policy in an estimated optimization-based model with sticky prices and wages Downloads
Jeffery D. Amato and Thomas Laubach
99-08: Implications of rounding and rebasing for empirical analysis using consumer price inflation Downloads
Barak Hoffman and Sharon Kozicki
RWP 99-07: Borders and business cycles Downloads
Todd Clark and Eric van Wincoop
99-06: Industrial specialization and the asymmetry of shocks across regions Downloads
Sebnem Kalemli-Ozcan, Bent Sorensen and Oved Yosha
99-05: Output fluctuations and fiscal policy: U.S. state and local governments 1978-1994 Downloads
Bent Sorensen, Lisa Wu and Oved Yosha
99-04: International transmission of anticipated inflation under alternative exchange-rate regimes Downloads
Jill A. Holman and Felix Rioja
99-03: Do the spreads between the E/P ratio and interest rates contain information on future equity market movements? Downloads
Douglas Rolph and Pu Shen
99-02: The evolution of cash transactions: some implications for monetary policy Downloads
Stacey Schreft and Bruce Smith
99-01: Financial fragility with rational and irrational exuberance Downloads
Roger Lagunoff and Stacey Schreft
98-09: Choosing information variables for transition probabilities in a time-varying transition probability Markov switching model Downloads
Andrew Filardo
98-08: Credit spreads and interest rates: a cointegration approach Downloads
Charles Morris, Robert Neal and Douglas Rolph
98-07: Term structure views of monetary policy Downloads
Sharon Kozicki and Peter Tinsley
98-06: Market reaction to monetary policy nonannouncements Downloads
V. Vance Roley and Gordon H. Sellon
98-05: The real-time (in)significance of M2 Downloads
Jeffery D. Amato
98-04: The sources of fluctuations within and across countries Downloads
Todd Clark and Kwanho Shin
98-03: Vector rational error correction Downloads
Sharon Kozicki and Peter Tinsley
98-02: Predicting inflation with the term structure spread Downloads
Sharon Kozicki
98-01: A model of financial fragility Downloads
Roger Lagunoff and Stacey Schreft
97-14: An investigation into the magnitude of foreign conflicts
Gregory Hess and Athanasios Orphanides
97-13: Measuring the NAIRU: evidence from seven economies
Thomas Laubach
97-12: Inflation and relative price variability: durables vs. nondurables and services
David G. Bishop and John E. Golob
97-11: Using near-VARs to examine phase-dependent monetary and fiscal policy
Andrew Filardo
97-10: Inverse productivity: land quality, labor markets, and risk
Russell L. Lamb
97-09: Do producer prices help predict consumer prices?
Todd Clark
97-08: Shifting endpoints in the term structure of interest rates
Sharon Kozicki and Peter Tinsley
97-07: Risk sharing by households within and across regions and industries
Gregory Hess and Kwanho Shin
97-06: Breathing room for beta
Sharon Kozicki and Pu Shen
97-05: The effect of monetary policy actions on exchange rates under interest-rate targeting
Catherine Bonser-Neal, V. Vance Roley and Gordon H. Sellon
97-04: Monetary actions, intervention, and exchange rates: a re-examination of the empirical relationships using federal funds rate target data
Catherine Bonser-Neal, V. Vance Roley and Gordon H. Sellon
97-03: The effects of open market operations in a model of intermediation and growth
Stacey Schreft and Bruce Smith
97-02: Asymmetric persistence in GDP? A deeper look at depth
Gregory Hess and Shigeru Iwata
97-01: Moving endpoints and the internal consistency of agents' ex ante forecasts
Sharon Kozicki and Peter Tinsley
96-14: Cyclically-adjusted measures of structural trend breaks: an application to productivity trends in the 1990s
Paul N. Cooper and Andrew Filardo
96-13: Do stock prices follow interest rates or inflation?
David G. Bishop and John E. Golob
96-12: The responses of prices at different stages of production to monetary policy shocks
Todd Clark
96-11: Transaction costs in an emerging market: the case of Indonesia
Catherine Bonser-Neal, David Linnan and Robert Neal
96-10: Do measures of investor sentiment predict returns?
Robert Neal and Simon M. Wheatley
96-09: Does financial market development stimulate savings? Evidence from emerging market stock markets
Catherine Bonser-Neal and Kathryn Dewenter
96-08: The response of the term structure of interest rates to federal funds rate target changes
V. Vance Roley and Gordon H. Sellon
96-07: Monetary policy shocks and price stickiness: an analysis of price and output responses to policy in manufacturing industries
Joseph H. Haimowitz
96-06: Financial innovations, money demand, and disaggregation: some time series evidence
Bob Chirinko and Dorsey D. Farr
96-05: Banking relationships in Germany: empirical results and policy implications
Bob Chirinko and Julie Elston
96-04: Finance constraints, liquidity, and investment spending: theoretical restrictions and international evidence
Bob Chirinko
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