Research Working Paper

From Federal Reserve Bank of Kansas City
Contact information at EDIRC.
Bibliographic data for series maintained by Zach Kastens ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

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