Working Papers

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2008-030: Averaging forecasts from VARs with uncertain instabilities

Todd Clark and Michael McCracken

2008-029: Tests of equal predictive ability with real-time data

Todd Clark and Michael McCracken

2008-028: Improving forecast accuracy by combining recursive and rolling forecasts

Todd Clark and Michael McCracken

2008-027: Threshold adjustment in deviations from the law of one price

Luciana Juvenal and Mark Taylor

2008-026: City business cycles and crime

Thomas Garrett and Lesli Ott

2008-025: Is inflation an international phenomenon?

Christopher Neely and David E. Rapach

2008-024: The loan structure and housing tenure decisions in an equilibrium model of mortgage choice

Matthew Chambers, Carlos Garriga and Don Schlagenhauf

2008-023: Externalities, Endogenous Productivity, and Poverty Traps

Levon Barseghyan and Riccardo DiCecio

2008-022: Enlargement and common external tariff in a political-economic model of customs union

Subhayu Bandyopadhyay, Sajal Lahiri and Suryadipta Roy

2008-021: Institutional causes of macroeconomic volatility

Levon Barseghyan and Riccardo DiCecio

2008-020: Institutions and government growth: a comparison of the 1890s and the 1930s

Thomas Garrett and Russell M. Rhine

2008-019: Oil crisis, energy-saving technological change and the stock market crash of 1973-74

Sami Alpanda and Adrian Peralta-Alva

2008-018: Real interest rate persistence: evidence and implications

Christopher Neely and David E. Rapach

2008-017: A macroeconomic analysis of obesity

Pedro Gomis-Porqueras and Adrian Peralta-Alva

2008-016: Local price variation and labor supply behavior

Dan Black, Natalia Kolesnikova and Lowell Taylor

2008-015: Optimal monetary and fiscal policies in a search theoretic model of monetary exchange

Pedro Gomis-Porqueras and Adrian Peralta-Alva

2008-014: Resuscitating the credit cycle

Patrick Pintus and Yi Wen

2008-013: Why money growth determines inflation in the long run: answering the Woodford critique

Edward Nelson

2008-012: Inflation, monetary policy and stock market conditions: quantitative evidence from a hybrid latent-variable VAR

Michael Bordo, Michael Dueker and David Wheelock

2008-011: Monetary policy: why money matters and interest rates don't

Daniel Thornton

2008-010: Non-linear predictability in stock and bond returns: when and where is it exploitable?

Massimo Guidolin, Stuart Hyde, David McMillan and Sadayuki Ono

2008-009: Oil and the U.S. macroeconomy: an update and a simple forecasting exercise

Kevin Kliesen

2008-008: Input and output inventory dynamics

Yi Wen

2008-007: When does determinacy imply expectational stability?

James Bullard and Stefano Eusepi

2008-006: The dynamic interaction of order flows and the CAD/USD exchange rate

Nikola Gradojevic and Christopher Neely

2008-005: Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK

Massimo Guidolin and Stuart Hyde

2008-004: Income and lottery sales: transfers trump income from work and wealth

Cletus Coughlin and Thomas Garrett

2008-003: Offshoring, economic insecurity, and the demand for social insurance

Richard Anderson and Charles Gascon

2008-002: Convergence in the United States: a tale of migration and urbanization

Riccardo DiCecio and Charles Gascon

2008-001: Multivariate Markov switching with weighted regime determination: giving France more weight than Finland

Michael Dueker and Martin Sola

2007-053: The tax treatment of homeowners and landlords and the progressivity of income taxation

Matthew Chambers, Carlos Garriga and Don Schlagenhauf

2007-052: The microstructure of the U.S. treasury market

Bruce Mizrach and Christopher Neely

2007-051: A general equilibrium theory of college with education subsidies, in-school labor supply, and borrowing constraints

Carlos Garriga and Mark P. Keightley

2007-050: States and the business cycle

Michael Owyang, David E. Rapach and Howard Wall

2007-049: Equilibrium mortgage choice and housing tenure decisions with refinancing

Matthew Chambers, Carlos Garriga and Don Schlagenhauf

2007-048: The impact of Milton Friedman on modern monetary economics: setting the record straight on Paul Krugman’s 'Who Was Milton Friedman?

Edward Nelson and Anna Schwartz

2007-047: Multivariate forecast evaluation and rationality testing

Ivana Komunjer and Michael Owyang

2007-046: Urban crime and labor mobility

Subhayu Bandyopadhyay and Christopher Wheeler

2007-045: Human capital externalities and adult mortality in the U.S

Christopher Wheeler

2007-044: Lending to uncreditworthy borrowers

Rajdeep Sengupta

2007-043: The labor supply of married women: why does it differ across U.S. cities?

Dan Black, Natalia Kolesnikova and Lowell Taylor

2007-042: Inter-temporal differences in the income elasticity of demand for lottery tickets

Cletus Coughlin and Thomas Garrett

2007-041: Optimal response to a transitory demographic shock in Social Security financing

Juan Carlos Conesa and Carlos Garriga

2007-040: Mortgage contracts and housing tenure decisions

Matthew Chambers, Carlos Garriga and Don Schlagenhauf

2007-039: The unusual behavior of the federal funds and 10-year Treasury rates: a conundrum or Goodhart’s Law?

Daniel Thornton

2007-038: Political asymmetry and common external tariff in a customs union

Subhayu Bandyopadhyay, Sajal Lahiri and Suryadipta Roy

2007-037: The optimal inflation target in an economy with limited enforcement

Gaetano Antinolfi, Costas Azariadis and James Bullard

2007-036: Optimal taxation with imperfect competition and aggregate returns to specialization

Javier Coto-Martinez, Carlos Garriga and Fernando Sánchez-Losada

2007-035: Optimal fiscal policy in the design of Social Security reforms

Juan Carlos Conesa and Carlos Garriga

2007-034: Accounting for changes in the homeownership rate

Matthew Chambers, Carlos Garriga and Don Schlagenhauf