Working Papers

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2005-020: The U.K.'s rocky road to stability

Nicoletta Batini and Edward Nelson

2005-019: Do casinos export bankruptcy?

Thomas Garrett and Mark Nichols

2005-018: Sticky-price models and the natural rate hypothesis

Javier Andrés, David Lopez-Salido and Edward Nelson

2005-017: Job flows and productivity dynamics: evidence from U.S. manufacturing

Christopher Wheeler

2005-016: Technology and industrial agglomeration: evidence from computer usage

Christopher Wheeler

2005-015: Do localization economies derive from human capital externalities?

Christopher Wheeler

2005-014: The role of data & program code archives in the future of economic research

Richard Anderson, William Greene, B McCullough and Hrishikesh Vinod

2005-013: Why did income growth vary across states during the Great Depression?

Thomas Garrett and David Wheelock

2005-012: Home bias and high turnover in an overlapping generations model with learning

Massimo Guidolin

2005-011: High equity premia and crash fears. Rational foundations

Massimo Guidolin

2005-010: Predictable dynamics in the S&P 500 index options implied volatility surface

Silvia Goncalves and Massimo Guidolin

2005-009: Properties of equilibrium asset prices under alternative learning schemes

Massimo Guidolin and Allan Timmerman

2005-008: Modelling the MIB30 implied volatility surface. Does market efficiency matter?

Gianluca Cassesse and Massimo Guidolin

2005-007: Size and value anomalies under regime shifts

Massimo Guidolin and Allan Timmerman

2005-006: Optimal portfolio choice under regime switching, skew and kurtosis preferences

Massimo Guidolin and Allan Timmerman

2005-005: Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle

Massimo Guidolin

2005-004: Diamonds are forever, wars are not. Is conflict bad for private firms?

Massimo Guidolin and Eliana La Ferrara

2005-003: An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns

Massimo Guidolin and Allan Timmerman

2005-002: Asset allocation under multivariate regime switching

Massimo Guidolin and Allan Timmerman

2005-001: Term structure of risk under alternative econometric specifications

Massimo Guidolin and Allan Timmerman

2004-034: Using extraneous information to analyze monetary policy in transition economies

William Gavin and David Kemme

2004-033: The reform of October 1979: how it happened and why

David E. Lindsey, Athanasios Orphanides and Robert Rasche

2004-032: The importance of nonlinearity in reproducing business cycle features

James Morley and Jeremy Piger

2004-031: The case for foreign exchange intervention: the government as an active reserve manager

Christopher Neely

2004-030: Non-Markovian regime switching with endogenous states and time-varying state strengths

Siddhartha Chib and Michael Dueker

2004-029: Foreign exchange volatility is priced in equities

Hui Guo, Jason Higbee and Christopher Neely

2004-028: International transmission of inflation among G-7 countries: a data-determined VAR analysis

Hui Guo, Zijun Wang and Jian Yang

2004-027: Aggregate idiosyncratic volatility in G7 countries

Hui Guo and Robert Savickas

2004-026: The monetary instrument matters

William Gavin, Benjamin Keen and Michael Pakko

2004-025: Near-rational exuberance

James Bullard, George Evans and Seppo Honkapohja

2004-024: Productivity and the geographic concentration of industry: the role of plant scale

Christopher Wheeler

2004-023: Industry localization and earnings inequality: evidence from U.S. manufacturing

Christopher Wheeler

2004-022: The value of foreclosed property

Anthony Pennington-Cross

2004-021: Worker turnover, industry localization, and producer size

Christopher Wheeler

2004-020: Cities, skills, and inequality

Christopher Wheeler

2004-019: Do productivity growth, budget deficits, and monetary policy actions affect real interest rates? evidence from macroeconomic announcement data

Kevin Kliesen and Frank A. Schmid

2004-018: Monetary policy actions and the incentive to invest

William Emmons and Frank A. Schmid

2004-017: Monetary policy, taxes and the business cycle

William Gavin, Finn Kydland and Michael Pakko

2004-016: Learning and structural change in macroeconomic data

James Bullard and John Duffy

2004-015: When did the FOMC begin targeting the federal funds rate? what the verbatim transcripts tell us

Daniel Thornton

2004-014: A Bayesian approach to counterfactual analysis of structural change

Chang-Jin Kim, James Morley and Jeremy Piger

2004-013: A dynamic factor analysis of the response of U. S. interest rates to news

Marco Lippi and Daniel Thornton

2004-012: Racial profiling or racist policing? bounds tests in aggregate data

Ruben Hernandez-Murillo and John Knowles

2004-011: Targeting vs. instrument rules for monetary policy

Bennett McCallum and Edward Nelson

2004-010: Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates

Daniel Thornton

2004-009: The diffusion of electronic business in the U.S

Emin Dinlersoz and Ruben Hernandez-Murillo

2004-008: Monetary policy neglect and the Great Inflation in Canada, Australia, and New Zealand

Edward Nelson

2004-007: Inflation-targeting, price-path targeting and indeterminacy

Robert Dittmar and William Gavin

2004-006: A steady-state approach to trend/cycle decomposition of regime-switching processes

James Morley and Jeremy Piger

2004-005: The information content of regional employment data for forecasting aggregate conditions

Ruben Hernandez-Murillo and Michael Owyang