Research Working Paper
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- 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
- 93-04: Rents and prices of housing across areas of the U.S.: a cross-section examination of the present value model
- Todd Clark
- 93-03: Bubbles, fundamentals, and investment: a multiple equation testing strategy
- Bob Chirinko and Huntley Schaller
- 93-02: Determinants of the decline in union COLA's
- Stuart E. Weiner
- 93-01: Business fixed investment spending: a critical survey of modeling strategies, empirical results, and policy implications
- Bob Chirinko
- 92-12: Monetary transmission channels in major foreign industrial countries: a comment
- Craig Hakkio
- 92-11: Determinants of rural growth: winners and losers in the 1980s
- Tim R. Smith
- 92-10: Bank representation in low-income and minority urban communities
- John Caskey
- 92-09: Bank loan commitments and the lending view of monetary policy
- Donald Morgan
- 92-08: Monetary policy implications of bank security holdings and large CDs
- William R. Keeton
- 92-07: Does money matter anymore? A comment on Friedman and Kuttner
- Sean Becketti and Charles Morris
- 92-06: A regime shift in measured per capita consumption, with implications for asset prices and returns
- John E. Golob
- 92-05: Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks
- Todd Clark
- 92-04: Allais theory suggests a solution and an explanation for the equity premium puzzle
- John E. Golob
- 92-03: How important are monetary and fiscal policy in explaining postwar aggregate U.S. data?: a vector autoregressive approach
- Peter Kretzmer
- 92-02: Can unconventional preferences explain risk premia in the foreign exchange markets?
- Anne Sibert
- 92-01: Strategic capital taxation in large, open economies with mobile capital
- Jiming Ha and Anne Sibert
- 91-08: The international role of the dollar
- Craig Hakkio
- 91-07: Imperfect information and financial constraints: new evidence using bank loan commitments
- Donald Morgan
- 91-06: Public finance and coordination problems in a common currency area
- Anne Sibert
- 91-05: IRAs and saving: evidence from a panel of taxpayers
- Douglas H. Joines and James G. Manegold
- 91-04: Can the Markov switching model forecast exchange rates?
- Charles Engel
- 91-03: A comment on William Poole's paper, \"Exchange rate management and monetary policy mismanagement: a study of Germany, Japan, United Kingdom, and United States after Plaza.\"
- Craig Hakkio
- 91-02: Is real exchange rate variability caused by relative price changes? An empirical investigation
- Charles Engel
- 91-01: The realignment in farm lending: strategic issues for the 1990s
- Alan Barkema and Mark Drabenstott
- 90-10: Bank credit commitments
- Donald Morgan
- 90-09: Government finance in a common currency area
- Anne Sibert
- 90-08: Cointegration: how short is the long run?
- Craig Hakkio and Mark Rush