Research Working Paper

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98-09: Choosing information variables for transition probabilities in a time-varying transition probability Markov switching model

Andrew Filardo

98-08: Credit spreads and interest rates: a cointegration approach

Charles Morris, Robert Neal and Douglas Rolph

98-07: Term structure views of monetary policy

Sharon Kozicki and Peter Tinsley

98-06: Market reaction to monetary policy nonannouncements

V. Vance Roley and Gordon H. Sellon

98-05: The real-time (in)significance of M2

Jeffery D. Amato

98-04: The sources of fluctuations within and across countries

Todd Clark and Kwanho Shin

98-03: Vector rational error correction

Sharon Kozicki and Peter Tinsley

98-02: Predicting inflation with the term structure spread

Sharon Kozicki

98-01: A model of financial fragility

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

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