Working Papers

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2004-002: What explains the varying monetary response to technology shocks in G-7 countries?

Neville Francis, Michael Owyang and Athena T. Theodorou

2004-001: The Great Inflation of the seventies: what really happened?

Edward Nelson

2003-045: A common model approach to macroeconomics: using panel data to reduce sampling error

William Gavin and Athena T. Theodorou

2003-044: A spatial analysis of state banking regulation

Thomas Garrett, Gary A. Wagner and David Wheelock

2003-043: On the cross section of conditionally expected stock returns

Hui Guo and Robert Savickas

2003-042: Spatial probit and the geographic patterns of state lotteries

Cletus Coughlin, Thomas Garrett and Ruben Hernandez-Murillo

2003-041: Can feedback from the jumbo-CD market improve bank surveillance?

R. Gilbert, Andrew P. Meyer and Mark D. Vaughan

2003-040: Year-end seasonality in one-month LIBOR derivatives

Christopher Neely and Drew B. Winters

2003-039: Nonlinear hedonics and the search for school district quality

Abbigail J. Chiodo, Ruben Hernandez-Murillo and Michael Owyang

2003-038: Searching for better prospects: endogenizing falling job tenure and private pension coverage

Leora Friedberg, Michael Owyang and Tara Sinclair

2003-037: Robust nonparametric estimation of efficiency and technical change in U.S. commercial banking

David Wheelock and Paul Wilson

2003-036: Input inefficiency in commercial banks: a normalized quadratic input distance approach

Allen Featherstone, Thomas Garrett and Thomas Marsh

2003-035: State government finances: World War II to the current crisis

Thomas Garrett and Gary A. Wagner

2003-034: The Federal Reserve responds to crises: September 11th was not the first

Christopher Neely

2003-033: Testing the expectations hypothesis: some new evidence for Japan

Daniel Thornton

2003-032: The efficient market hypothesis and identification in structural VARs

Lucio Sarno and Daniel Thornton

2003-031: Conjectural guarantees loom large: evidence from the stock returns of Fannie Mae and Freddie Mac

Frank A. Schmid

2003-030: U. S. regional business cycles and the natural rate of unemployment

Howard Wall and Gylfi Zoega

2003-029: Size matters: asymmetric exchange rate pass-through at the industry level

Cletus Coughlin and Patricia Pollard

2003-028: Idiosyncratic volatility, stock market volatility, and expected stock returns

Hui Guo and Robert Savickas

2003-027: Inflation targeting: why it works and how to make it work better

William Gavin

2003-026: Retail deposit sweep programs: issues for measurement, modeling and analysis

Richard Anderson

2003-025: Does idiosyncratic risk matter: another look

Hui Guo and Robert Savickas

2003-024: Contemporaneous threshold autoregressive models: estimation, testing and forecasting

Michael Dueker, Martin Sola and Fabio Spagnolo

2003-023: A spectral analysis of the cross-country consumption correlation puzzle

Michael Pakko

2003-022: Tests of the expectations hypothesis: resolving the Campbell-Shiller paradox

Daniel Thornton

2003-021: The empirical failure of the expectations hypothesis of the term structure of bond yields

Lucio Sarno, Daniel Thornton and Giorgio Valente

2003-020: International evidence on the stability of the optimizing IS equation

Amit Kara and Edward Nelson

2003-019: Money and the transmission mechanism in the optimizing IS-LM specification

Edward Nelson

2003-018: Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly?

Christopher Neely

2003-017: A leisurely reading of the life-cycle consumption data

James Bullard and James Feigenbaum

2003-016: On the information content of asymmetric FOMC policy statements: evidence from a Taylor-rule perspective

Michael Pakko

2003-015: Estimation of Markov regime-switching regression models with endogenous switching

Chang-Jin Kim, Jeremy Piger and Richard Startz

2003-014: Gold, fiat money and price stability

Michael Bordo, Robert Dittmar and William Gavin

2003-013: Did the Great Inflation occur despite policymaker commitment to a Taylor rule?

James Bullard and Stefano Eusepi

2003-012: On the risk-return relation in international stock markets

Hui Guo

2003-011: Business cycle phases in U.S. states

Michael Owyang, Jeremy Piger and Howard Wall

2003-010: The use of long-run restrictions for the identification of technology shocks

Neville Francis, Michael Owyang and Athena T. Theodorou

2003-009: Subjective probabilities: psychological evidence and economic applications

Abbigail J. Chiodo, Massimo Guidolin, Michael Owyang and Makoto Shimoji

2003-008: Structural breaks and regional disparities in the transmission of monetary policy

Michael Owyang and Howard Wall

2003-007: On the real-time forecasting ability of the consumption-wealth ratio

Hui Guo

2003-006: Some tables of historical U.S. currency and monetary aggregates data

Richard Anderson

2003-005: Political allocation of U.S. agriculture disaster payments in the 1990s

Thomas Garrett, Thomas Marsh and Maria Marshall

2003-004: Pass-through estimates and the choice of an exchange rate index

Cletus Coughlin and Patricia Pollard

2003-003: Does consumer sentiment predict regional consumption?

Thomas Garrett, Ruben Hernandez-Murillo and Michael Owyang

2003-002: FOMC forecasts: is all the information in the central tendency?

William Gavin

2003-001: Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle

Neville Francis and Michael Owyang

2002-032: Entrepreneurship and the deregulation of banking: how strong is the evidence?

Howard Wall

2002-031: Patent licensing revisited: heterogeneous firms and product differentiation

Ruben Hernandez-Murillo and Gerard Llobet

2002-030: Substitution elasticities and investment dynamics in two country business cycle models

Michael Pakko