Working Papers

From Federal Reserve Bank of St. Louis
Contact information at EDIRC.
Bibliographic data for series maintained by Scott St. Louis ().

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.

2007-033: Incomplete information and self-fulfilling prophecies

Pengfei Wang and Yi Wen

2007-032: Jumps, cojumps and macro announcements

Jerome Lahaye, Sébastien Laurent and Christopher Neely

2007-031: Earnings functions when wages and prices vary by location

Dan Black, Natalia Kolesnikova and Lowell Taylor

2007-030: Managing international portfolios with small capitalization stocks

Massimo Guidolin and Giovanna Nicodano

2007-029: Global indeterminacy in locally determinate RBC models

Tarek Coury and Yi Wen

2007-028: Do donors care about declining trade revenues from liberalization? an analysis of aid allocation

Subhayu Bandyopadhyay and Javed Younas

2007-027: Learning and the Great Moderation

James Bullard and Aarti Singh

2007-026: An overhaul of doctrine: the underpinning of U.K. inflation targeting

Edward Nelson

2007-025: Monetary policy and natural disasters in a DSGE model: how should the Fed have responded to Hurricane Katrina?

Benjamin Keen and Michael Pakko

2007-024: Trade and child labor: a general equilibrium analysis

Subhayu Bandyopadhyay and Sudeshna C. Bandyopadhyay

2007-023: Foreign aid and export performance: a panel data analysis of developing countries

Subhayu Bandyopadhyay, Arabinda Basistha and Jonathan Munemo

2007-022: Corruption and trade protection: evidence from panel data

Subhayu Bandyopadhyay and Suryadipta Roy

2007-021: Nash equilibrium tariffs and illegal immigration: an analysis of preferential trade liberalization

Subhayu Bandyopadhyay and Ryo Takashima

2007-020: Monetary policy and stock market booms and busts in the 20th century

Michael Bordo, Michael Dueker and David Wheelock

2007-019: Multivariate contemporaneous threshold autoregressive models

Michael Dueker, Zacharias Psaradakis, Martin Sola and Fabio Spagnolo

2007-018: Understanding the puzzling effects of technology shocks

Pengfei Wang and Yi Wen

2007-017: Affiliated mutual funds and analyst optimism

Massimo Guidolin and Simona Mola

2007-016: Mean-variance vs. full-scale optimization: broad evidence for the U.K

Richard Anderson, Jane M. Binner, Thomas Elger, Björn Hagströmer and Birger Nilsson

2007-015: Supply shocks, demand shocks, and labor market fluctuations

Helge Braun, Reinout De Bock and Riccardo DiCecio

2007-014: Resolving the unbiasedness and forward premium puzzles

Daniel Thornton

2007-013: Whatever happened to the business cycle? a Bayesian analysis of jobless recoveries

Kristie Engemann and Michael Owyang

2007-012: Does government spending really crowd out charitable contributions? new time series evidence

Thomas Garrett and Russell M. Rhine

2007-011: Handicapping currency design: counterfeit deterrence and visual accessibility in the United States and abroad

Richard Anderson and Marcela Williams

2007-010: Identifying asymmetry in the language of the Beige Book: a mixed data sampling approach

Michelle T. Armesto, Ruben Hernandez-Murillo, Michael Owyang and Jeremy Piger

2007-009: A model of near-rational exuberance

James Bullard, George Evans and Seppo Honkapohja

2007-008: Monetary policy, judgment and near-rational exuberance

James Bullard, George Evans and Seppo Honkapohja

2007-007: Social learning and monetary policy rules

Jasmina Arifovic, James Bullard and Olena Kostyshyna

2007-006: An estimated DSGE model for the United Kingdom

Riccardo DiCecio and Edward Nelson

2007-005: Money and the natural rate of interest: structural estimates for the United States and the Euro area

Javier Andrés, David Lopez-Salido and Edward Nelson

2007-004: The perils of globalization: offshoring and economic insecurity of the American worker

Richard Anderson and Charles Gascon

2007-003: A state-level analysis of the Great Moderation

Michael Owyang, Jeremy Piger and Howard Wall

2007-002: Milton Friedman and U.S. monetary history: 1961-2006

Edward Nelson

2007-001: The daily and policy-relevant liquidity effects

Daniel Thornton

2006-062: Is there too little immigration? an analysis of temporary skilled migration

Subhayu Bandyopadhyay and Howard Wall

2006-061: The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value

Pasquale Della Corte, Lucio Sarno and Daniel Thornton

2006-060: A note on oil dependence and economic instability

Luís Aguiar-Conraria and Yi Wen

2006-059: The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns

Massimo Guidolin and Carrie Fangzhou Na

2006-058: Strategic online-banking adoption

Roberto Fuentes, Ruben Hernandez-Murillo and Gerard Llobet

2006-057: Controlling for geographic dispersion when estimating the Japanese Phillips curve

Hiroshi Fujiki and Howard Wall

2006-056: The economic performance of cities: a Markov-switching approach

Michael Owyang, Jeremy Piger, Howard Wall and Christopher Wheeler

2006-055: Trends in the distributions of income and human capital within metropolitan areas: 1980-2000

Elizabeth A. La Jeunesse and Christopher Wheeler

2006-054: Forecasting inflation and output: comparing data-rich models with simple rules

William Gavin and Kevin Kliesen

2006-053: Regional business cycle phases in Japan

Howard Wall

2006-052: The great inflation and early disinflation in Japan and Germany

Edward Nelson

2006-051: When do stock market booms occur? the macroeconomic and policy environments of 20th century booms

Michael Bordo and David Wheelock

2006-050: Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators

Richard Anderson, Hailong Qian and Robert Rasche

2006-049: Monetary base

Richard Anderson

2006-048: Red ink in the rearview mirror: local fiscal conditions and the issuance of traffic tickets

Thomas Garrett and Gary A. Wagner

2006-047: Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market

Hui Guo, Zijun Wang and Jian Yang

2006-046: The adaptive markets hypothesis: evidence from the foreign exchange market

Christopher Neely, Joshua M. Ulrich and Paul A. Weller