Working Papers

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2011-024: Tests of equal forecast accuracy for overlapping models

Todd Clark and Michael McCracken

2011-023: Should easier access to international credit replace foreign aid?

Subhayu Bandyopadhyay, Sajal Lahiri and Javed Younas

2011-022: Out-of-school suspensions and parental involvement in children’s education

Maria Canon

2011-021: Lessons from the evolution of foreign exchange trading strategies

Christopher Neely and Paul A. Weller

2011-020: Optimal auditing and insurance in a dynamic model of tax compliance

B Ravikumar and Yuzhe Zhang

2011-019: Mortgage defaults

Juan Hatchondo, Leonardo Martinez and Juan Sanchez

2011-018: Making sense of China’s astronomical foreign reserves

Yi Wen

2011-017: Sectoral shocks, reallocation frictions, and optimal government spending

Rodolfo Manuelli and Adrian Peralta-Alva

2011-016: Where is an oil shock?

Kristie Engemann, Michael Owyang and Howard Wall

2011-015: Quantifying the shadow economy: measurement with theory

Pedro Gomis-Porqueras, Adrian Peralta-Alva and Christopher Waller

2011-014: When do inventories destabilize the economy? an analytical approach to (S,s) policies

Pengfei Wang, Yi Wen and Zhiwei Xu

2011-013: OPEC’s oil exporting strategy and macroeconomic (in)stability

Luís Aguiar-Conraria and Yi Wen

2011-012: Immigration policy and counterterrorism

Subhayu Bandyopadhyay and Todd Sandler

2011-011: Inflation in the G7: mind the gap(s)?

James Morley, Jeremy Piger and Robert Rasche

2011-010: A closer look at the tax incidence of instant lottery games: an analysis by price point

Thomas Garrett

2011-009: The low-frequency impact of daily monetary policy shocks

Neville Francis, Eric Ghysels and Michael Owyang

2011-008: Input and output inventory dynamics

Yi Wen

2011-007: Connectionist-based rules describing the pass-through of individual goods prices into trend inflation in the United States

Richard Anderson, Jane M. Binner and Vincent A. Schmidt

2011-006: Making sense of China’s excessive foreign reserves

Yi Wen

2011-005: Negative Correlation between Stock and Futures Returns: An Unexploited Hedging Opportunity?

Parantap Basu and William Gavin

2011-004: Foreign direct investment, aid, and terrorism: an analysis of developing countries

Subhayu Bandyopadhyay, Todd Sandler and Javed Younas

2011-003: A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets

Massimo Guidolin, Francesco Ravazzolo and Andrea Donato Tortora

2011-002: Did doubling reserve requirements cause the recession of 1937-1938? a microeconomic approach

Charles Calomiris, Joseph R. Mason and David Wheelock

2011-001: Technical analysis in the foreign exchange market

Christopher Neely and Paul A. Weller

2010-049: Channel systems: Why is there a positive spread?

Aleksander Berentsen, Alessandro Marchesiani and Christopher Waller

2010-048: Can rising housing prices explain China’s high household saving rate?

Xin Wang and Yi Wen

2010-047: Understanding permanent black-white earnings inequality

Alejandro Badel

2010-046: Interpreting life-cycle inequality patterns as an efficient allocation: mission impossible?

Alejandro Badel and Mark Huggett

2010-045: Decomposing the gender wage gap with sample selection adjustment: evidence from Colombia

Alejandro Badel and Ximena Peña

2010-044: The effectiveness of unconventional monetary policy: the term auction facility

Daniel Thornton

2010-043: Multinational Firms' Entry and Productivity: Some Aggregate Implications of Firm-level Heterogeneity

Silvio Contessi

2010-042: The role of schools in the production of achievement

Maria Canon

2010-041: How does multinational production change international comovement?

Silvio Contessi

2010-040: Regime shifts in mean-variance efficient frontiers: some international evidence

Massimo Guidolin and Federica Ria

2010-039: Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence

Massimo Guidolin, Stuart Hyde, David McMillan and Sadayuki Ono

2010-038: Pricing-to-market and business cycle synchronization

Luciana Juvenal and Paulo Santos Monteiro

2010-037: Hayashi meets Kiyotaki and Moore: a theory of capital adjustment costs

Pengfei Wang and Yi Wen

2010-036: The promise and performance of the Federal Reserve as lender of last resort 1914-1933

Michael Bordo and David Wheelock

2010-035: Local price variation and the tax incidence of state lotteries

Thomas Garrett and Natalia Kolesnikova

2010-034: Predicting bond excess returns with forward rates: an asset-allocation perspective

Daniel Thornton and Giorgio Valente

2010-033: Real-time forecast averaging with ALFRED

Chanont Banternghansa and Michael McCracken

2010-032: Reality checks and nested forecast model comparisons

Todd Clark and Michael McCracken

2010-031: Testing for unconditional predictive ability

Todd Clark and Michael McCracken

2010-030: An evaluation of the employment effects of barriers to outsourcing

Subhayu Bandyopadhyay, Sugata Marjit and Lei Yang

2010-029: A Time-Varying Threshold STAR Model with Applications

Michael Dueker, Laura Jackson Young, Michael Owyang and Martin Sola

2010-028: Ambiguity in asset pricing and portfolio choice: a review of the literature

Massimo Guidolin and Francesca Rinaldi

2010-027: Leveraged borrowing and boom-bust cycles

Patrick Pintus and Yi Wen

2010-026: A yield spread perspective on the great financial crisis: break-point test evidence

Massimo Guidolin and Yu-Man Tam

2010-025: Identifying technology shocks in the frequency domain

Riccardo DiCecio and Michael Owyang

2010-024: Financing development: the role of information costs

Jeremy Greenwood, Juan Sanchez and Cheng Wang