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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
RWP 96-03: Finite-sample properties of tests for forecast equivalence
Todd Clark
96-02: Politics and exchange rate forecasts
Stephen Blomberg and Gregory Hess
96-01: Multivariate detrending under common trend restrictions: implications for business cycle research
Sharon Kozicki
95-16: Equities and the economy: another intertemporal anomaly
John E. Golob
95-15: Business cycle turning points: two empirical business cycle model approaches
Andrew Filardo and Stephen Gordon
95-14: Exchange rates in the long run
Sean Becketti, Craig Hakkio and Douglas H. Joines
95-13: Forecasting an aggregate of cointegrated disaggregates
Todd Clark
95-12: Bank derivative activity in the 1990s
Ken Heinecke and Pu Shen
95-11: Some intranational evidence on output-inflation tradeoffs
Gregory Hess and Kwanho Shin
95-10: Measuring business cycle features
Gregory Hess and Shigeru Iwata
95-09: How wide is the border?
Charles Engel and John Rogers
95-08: New estimates of the U.S. economy's potential growth rate
George Kahn
95-07: Intranational business cycles in the United States
Gregory Hess and Kwanho Shin
95-06: Why is the forward exchange rate forecast biased? A survey of recent evidence
Charles Engel
95-05: Money is what money predicts: the M* model of the price level
Gregory Hess and Charles Morris
95-04: Central bank intervention and the volatility of foreign exchange rates: evidence from the options market
Catherine Bonser-Neal and Glenn Tanner
95-03: Direct tests of index arbitrage models
Robert Neal
95-02: How reliable are adverse selection models of the bid-ask spread?
Robert Neal and Simon M. Wheatley
95-01: Small sample properties of estimators of non-linear models of covariance structure
Todd Clark
94-14: Monetary policy without intermediate targets: Federal Reserve policy since 1983
Craig Hakkio and Gordon H. Sellon
94-13: Structural change in U.S. labor markets: a narrowing of the gap between male and female natural rates
Stuart E. Weiner
94-12: Measuring monetary policy
Gordon H. Sellon
94-11: International co-movements of business cycles
Andrew Filardo
94-10: Reinterpreting excess sensitivity with precautionary savings
Gregory Hess and B. Kemp Wilson
94-09: Are Japanese interest rates too stable?
Catherine Bonser-Neal and V. Vance Roley
94-08: Time series variation in the interest-rate response to money announcements: a re-examination of the evidence
V. Vance Roley and Simon M. Wheatley
94-07: Has inflation become more predictable?
John E. Golob
94-06: The predictive failure of the Baba, Hendry and Starr model of the demand for M1 in the United States
Gregory Hess, Christopher Jones and Richard D. Porter
94-05: Finance constraints, liquidity, and investment spending: cross-country evidence
Bob Chirinko
94-04: A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables
Todd Clark
94-03: The distribution of exchange rates in the EMS
Charles Engel and Craig Hakkio
94-02: Liquidity of the Treasury bill market and the term structure of interest rates
Pu Shen and Ross M. Starr
94-01: The role of the discount rate in monetary policy
Mark Rush, Gordon H. Sellon and Li Zhu
93-19: Pricing bid-ask spreads in common stocks, liquidity premium and the small firm effect
Pu Shen
93-18: Reduced form evidence on the substitutability between bank and nonbank loans
Sean Becketti and Charles Morris
93-17: The evolution of U.S. business cycle phases
Andrew Filardo
93-16: Bank monitoring mitigates agency problems: new evidence using the financial covenants in bank loan commitments
Donald Morgan
93-15: Inflation, inflation uncertainty, and relative price variability: a survey
John E. Golob
93-14: Business cycle phases and their transitional dynamics
Andrew Filardo
93-13: Why does liquidity matter in investment equations?
Bob Chirinko and Huntley Schaller
93-12: The marginal income tax rate schedule from 1930 to 1990
Craig Hakkio, Mark Rush and Timothy J. Schmidt
93-11: Business cycle durations
Andrew Filardo and Stephen Gordon
93-10: Who has a bank account and who doesn't: 1977 and 1989
John Caskey and Andrew Peterson
93-09: Government finance in a model of currency substitution
Lihong Liu and Anne Sibert
93-08: Non-convexities, labor hoarding, technology shocks, and procyclical productivity: a structural econometric approach
Bob Chirinko
93-07: On the Keynesian investment function and the investment function(s) of Keynes
Bob Chirinko
93-06: Economic fluctuations, market power, and returns to scale: evidence from firm-level data
Bob Chirinko and Steven Fazzari
93-05: Cross-country evidence on long run growth and inflation
Todd Clark
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