Working Papers

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2006-020: The daily liquidity effect

Daniel Thornton

2006-019: Understanding stock return predictability

Hui Guo and Robert Savickas

2006-018: War and pestilence as labor market shocks: manufacturing wage growth 1914-1919

Thomas Garrett

2006-017: Imperfect competition and indeterminacy of aggregate output

Pengfei Wang and Yi Wen

2006-016: Ireland and Switzerland: the jagged edges of the Great Inflation

Edward Nelson

2006-015: Imperfect competition and sunspots

Pengfei Wang and Yi Wen

2006-014: Why people choose negative expected return assets - an empirical examination of a utility theoretic explanation

Nalinaksha Bhattacharyya and Thomas Garrett

2006-013: Inflation: do expectations trump the gap?

Jeremy Piger and Robert Rasche

2006-011: Demand shocks and economic fluctuations

Yi Wen

2006-010: Monetary and fiscal theories of the price level: the irreconcilable differences

Bennett McCallum and Edward Nelson

2006-009: The impact of local predatory lending laws on the flow of subprime credit

Giang Ho and Anthony Pennington-Cross

2006-008: Evaluating state tax revenue variability: a portfolio approach

Thomas Garrett

2006-007: Equity market volatility and expected risk premium

Long Chen, Hui Guo and Lu Zhang

2006-006: Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model

Hui Guo and Christopher Neely

2006-005: Beyond the numbers: an analysis of optimistic and pessimistic language in earnings press releases

Angela K. Davis, Jeremy Piger and Lisa M. Sedor

2006-004: Aggregate shocks and labor market fluctuations

Helge Braun, Reinout De Bock and Riccardo DiCecio

2006-003: Solving linear difference systems with lagged expectations by a method of undetermined coefficients

Pengfei Wang and Yi Wen

2006-002: Regional VARs and the channels of monetary policy

Michael Owyang and Howard Wall

2006-001: Spatial dependence in models of state fiscal policy convergence

Cletus Coughlin, Thomas Garrett and Ruben Hernandez-Murillo

2005-076: Inflation dynamics: a cross-country investigation

Pengfei Wang and Yi Wen

2005-075: Small caps in international equity portfolios: the effects of variance risk

Massimo Guidolin and Giovanna Nicodano

2005-074: Policy evaluation in the presence of outsourcing: global competitiveness versus political feasibility

Subhayu Bandyopadhyay and Howard Wall

2005-073: Market timing with aggregate and idiosyncratic stock volatilities

Hui Guo and Jason Higbee

2005-072: Information and drug prices: evidence from the Medicare discount drug card program

Emin Dinlersoz, Ruben Hernandez-Murillo, Han Li and Roger Sherman

2005-071: The practice boundaries of advanced practice nurses: an economic and legal analysis

Michael Dueker, Ada K. Jacox, David Kalist and Stephen Spurr

2005-070: Information shares in the U.S. treasury market

Bruce Mizrach and Christopher Neely

2005-069: Ethnic networks and U.S. exports

Subhayu Bandyopadhyay, Cletus Coughlin and Howard Wall

2005-068: Heterogeneous firms, productivity and poverty traps

Levon Barseghyan and Riccardo DiCecio

2005-067: Productivity measurement and monetary policymaking during the 1990s

Richard Anderson and Kevin Kliesen

2005-066: The economic effects of violent conflict: evidence from asset market reactions

Massimo Guidolin and Eliana La Ferrara

2005-065: Human capital growth in a cross section of U.S. metropolitan areas

Christopher Wheeler

2005-064: Creating a policy environment for entrepreneurs

Thomas Garrett and Howard Wall

2005-063: Open market operations and the federal funds rate

Daniel Thornton

2005-062: Recent developments in monetary macroeconomics and U.S. dollar policy

William Gavin

2005-061: Regional disparities in the spatial correlation of state income growth

Thomas Garrett, Gary A. Wagner and David Wheelock

2005-060: Airport-related noise, proximity, and housing prices in Atlanta

Jeffrey Cohen and Cletus Coughlin

2005-059: Forecasts of U.S. short-term interest rates: a flexible forecast combination approach

Massimo Guidolin and Allan Timmerman

2005-058: Immigration and outsourcing: a general equilibrium analysis

Subhayu Bandyopadhyay and Howard Wall

2005-057: Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models

Michael Dueker

2005-056: Are the dynamic linkages between the macroeconomy and asset prices time-varying?

Massimo Guidolin and Sadayuki Ono

2005-055: Cities and the growth of wages among young workers: evidence from the NLSY

Christopher Wheeler

2005-054: No smoking at the slot machines: the effect of a smoke-free law on Delaware gaming revenues

Michael Pakko

2005-053: The 2001 recession and the states of the Eighth Federal Reserve District

Michael Owyang, Jeremy Piger and Howard Wall

2005-052: The effectiveness of monetary policy: an assessment

Yi Wen

2005-051: Another look at sticky prices and output persistence

Pengfei Wang and Yi Wen

2005-050: Wavelet: a new tool for business cycle analysis

Sharif Md. Raihan, Yi Wen and Bing Zeng

2005-049: The impact of local predatory lending laws

Giang Ho and Anthony Pennington-Cross

2005-048: The effectiveness of monetary policy

Robert Rasche and Marcela Williams

2005-047: Durable good inventories and the volatility of production: explaining the less volatile U.S. economy

Yi Wen

2005-046: The multiplier: a general equilibrium analysis of multi-stage-fabrication economy with inventories

Yi Wen