Working Papers

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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

2005-045: Uniform working hours and structural unemployment

Haoming Liu, Yi Wen and Lijing Zhu

2005-044: Production and inventory behavior of capital

Yi Wen

2005-043: By force of demand: explaining international comovements and the saving-investment correlation puzzle

Yi Wen

2005-042: Understanding the large negative impact of oil shocks

Luís Aguiar-Conraria and Yi Wen

2005-041: Foreign trade and equilibrium indeterminacy

Luís Aguiar-Conraria and Yi Wen

2005-040: Labor hoarding and inventories

Yi Wen

2005-039: Where's the beef? the trivial dynamics of real business cycle models

Yi Wen

2005-038: Granger causality and equilibrium business cycle theory

Yi Wen

2005-037: Measuring interest rates as determined by thrift and productivity

Woon Gyu Choi and Yi Wen

2005-036: Optimal monetary policy, endogenous sticky prices and multiplicity of equilibria

Levon Barseghyan and Riccardo DiCecio

2005-035: Comovement: it's not a puzzle

Riccardo DiCecio

2005-034: International asset allocation under regime switching, skew and kurtosis preferences

Massimo Guidolin and Allan Timmerman

2005-033: Local market scale and the pattern of job changes among young men

Christopher Wheeler

2005-032: A new federal funds rate target series: September 27, 1982, - December 31, 1993

Daniel Thornton

2005-031: Identifying the effects of U.S. intervention on the levels of exchange rates

Christopher Neely

2005-030: An analysis of recent studies of the effect of foreign exchange intervention

Christopher Neely

2005-029: A dynamic look at subprime loan performance

Michelle A. Danis and Anthony Pennington-Cross

2005-028: Smoke-free law did affect revenue from gaming in Delaware

Michael Pakko

2005-027: Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations

David Wheelock and Paul Wilson

2005-026: Is value premium a proxy for time-varying investment opportunities: some time series evidence

Hui Guo, Robert Savickas, Zijun Wang and Jian Yang

2005-025: Idiosyncratic volatility, economic fundamentals, and foreign exchange rates

Hui Guo and Robert Savickas

2005-024: A flexible finite-horizon alternative to long-run restrictions with an application to technology shock

Riccardo DiCecio, Neville Francis, Michael Owyang and Jennifer E. Roush

2005-023: A specialized inventory problem in banks: optimizing retail sweeps

Richard Anderson and Suresh K. Nair

2005-022: The delinquency of subprime mortgages

Michelle A. Danis and Anthony Pennington-Cross

2005-021: A comparison of the real-time performance of business cycle dating methods

Marcelle Chauvet and Jeremy Piger