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.

2007-008: 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

2006-045: Central bank authorities’ beliefs about foreign exchange intervention

Christopher Neely

2006-044: Corporate response to distress: evidence from the Asian financial crisis

Mara Faccio and Rajdeep Sengupta

2006-043: Foreign entry and bank competition

Rajdeep Sengupta

2006-042: The termination of subprime hybrid and fixed rate mortgages

Giang Ho and Anthony Pennington-Cross

2006-041: Robust non-parametric quantile estimation of efficiency and productivity change in U.S. commercial banking, 1985-2004

David Wheelock and Paul Wilson

2006-040: Worldwide macroeconomic stability and monetary policy rules

James Bullard and Aarti Singh

2006-039: Neighborhood income inequality

Elizabeth A. La Jeunesse and Christopher Wheeler

2006-038: Monetary policy, determinacy, and learnability in a two-block world economy

James Bullard and Eric Schaling

2006-037: Urban decentralization and income inequality: Is sprawl associated with rising income segregation across neighborhoods?

Christopher Wheeler

2006-036: The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries

Hui Guo and Robert Savickas

2006-035: Inflation risk and optimal monetary policy

William Gavin, Benjamin Keen and Michael Pakko

2006-034: Why do analysts continue to provide favorable coverage for seasoned stocks?

Massimo Guidolin and Simona Mola

2006-033: Central bank intervention with limited arbitrage

Christopher Neely and Paul A. Weller

2006-032: Endogenous volatility, endogenous growth, and large welfare gains from stabilization policies

Pengfei Wang and Yi Wen

2006-031: Central bank intervention and exchange rate volatility, its continuous and jump components

Michel Beine, Jerome Lahaye, Sébastien Laurent, Christopher Neely and Franz Palm

2006-030: U.K. inflation targeting and the exchange rate

Christopher Allsopp, Amit Kara and Edward Nelson

2006-029: What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model

Massimo Guidolin and Stuart Hyde

2006-028: Investing for the long-run in European real estate

Carolina Fugazza, Massimo Guidolin and Giovanna Nicodano

2006-027: The duration of foreclosures in the subprime mortgage market: a competing risks model with mixing

Anthony Pennington-Cross

2006-026: Spatial hedonic models of airport noise, proximity, and housing prices

Jeffrey Cohen and Cletus Coughlin

2006-025: The price puzzle and indeterminacy in an estimated DSGE model

Anatoliy Belaygorod and Michael Dueker

2006-024: Loan servicer heterogeneity and the termination of subprime mortgages

Giang Ho and Anthony Pennington-Cross

2006-023: Subprime refinancing: equity extraction and mortgage termination

Souphala Chomsisengphet and Anthony Pennington-Cross

2006-022: Predatory lending laws and the cost of credit

Giang Ho and Anthony Pennington-Cross

2006-021: The determinants of aid in the post-cold war era

Subhayu Bandyopadhyay and Howard Wall