Research Working Paper

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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

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