Working Papers

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2002-006: Intermediaries and payments instruments

James Bullard and Bruce Smith

2002-005: Federal funds rate prediction

Lucio Sarno, Daniel Thornton and Giorgio Valente

2002-004: Stock prices, firm size, and changes in the federal funds rate target

Hui Guo

2002-003: Stochastic capital depreciation and the comovement of hours and productivity

Robert Dittmar, Michael Dueker and Andreas Fischer

2002-002: Escapist policy rules

James Bullard and Inkoo Cho

2002-001: Understanding the risk-return tradeoff in the stock market

Hui Guo

2001-025: Fixing Swiss potholes: the importance of improvements

Michael Dueker and Andreas Fischer

2001-024: The importance of scale economies and geographic diversification in community bank mergers

William Emmons, R. Gilbert and Timothy J. Yeager

2001-023: Corporate governance, entrenched labor, and economic growth

William Emmons and Frank A. Schmid

2001-022: Is the response of output to monetary policy asymmetric? evidence from a regime-switching coefficients model

Ming Lo and Jeremy Piger

2001-021: Can Markov switching models predict excess foreign exchange returns?

Michael Dueker and Christopher Neely

2001-020: What happens when the technology growth trend changes?: transition dynamics, capital growth and the \"new economy\"

Michael Pakko

2001-019: Forecasting macro variables with a Qual VAR business cycle turning point index

Michael Dueker and Katrin Wesche

2001-018: Aggregate price shocks and financial stability: the United Kingdom 1796-1999

Michael Bordo, Michael Dueker and David Wheelock

2001-017: The dynamic relationship between permanent and transitory components of U.S. business cycles

Chang-Jin Kim, Jeremy Piger and Richard Startz

2001-016: The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations

Chang-Jin Kim, Charles Nelson and Jeremy Piger

2001-015: The use and abuse of 'real-time' data in economic forecasting

Sheila Dolmas, Evan Koenig and Jeremy Piger

2001-014: Common stochastic trends, common cycles, and asymmetry in economic fluctuations

Chang-Jin Kim and Jeremy Piger

2001-013: Markov regime switching and unit root tests

Charles Nelson, Jeremy Piger and Eric Zivot

2001-012: Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions

Michael Dueker

2001-011: The value of inside and outside money: expanded version

James Bullard and Bruce Smith

2001-010: Inflation persistence and flexible prices

Robert Dittmar, William Gavin and Finn Kydland

2001-009: Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics

Christopher Neely and Paul A. Weller

2001-008: The remarkable stability of monetary base velocity in the United States, 1919-1999

Richard Anderson and Robert Rasche

2001-007: The British Beveridge curve: a tale of ten regions

Howard Wall and Gylfi Zoega

2001-006: Trade policy opinions at the state level

Cletus Coughlin

2001-005: Evaluating FOMC forecasts

William Gavin and Rachel J. Mandal

2001-004: Forecasting the Treasury's balance at the Fed

Daniel Thornton

2001-003: Consolidation in US banking: which banks engage in mergers?

David Wheelock and Paul Wilson

2001-002: Regime switching and monetary policy measurement

Michael Owyang and Garey Ramey

2001-001: Uncovering the risk-return relation in the stock market

Hui Guo and Robert Whitelaw

2000-032: The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation

Lucio Sarno and Daniel Thornton

2000-031: Limited stock market participation and asset prices in a dynamic economy

Hui Guo

2000-030: Determinacy, learnability, and monetary policy inertia

James Bullard and Kaushik Mitra

2000-029: NAFTA and the changing pattern of state exports

Cletus Coughlin and Howard Wall

2000-028: The practice of central bank intervention: looking under the hood

Christopher Neely

2000-027: The value of inside and outside money

James Bullard and Bruce Smith

2000-026: Forecasting inflation and growth: do private forecasts match those of policymakers?

William Gavin and Rachel J. Mandal

2000-025: Class struggle inside the firm: a study of German codetermination

Gary Gorton and Frank A. Schmid

2000-024: Gravity model specification and the effects of the Canada-U.S. border

Howard Wall

2000-023: Retail sweep programs and bank reserves, 1994--1999

Richard Anderson and Robert Rasche

2000-022: Exchange rate pass-through in U. S. manufacturing: exchange rate index choice and asymmetry issues

Cletus Coughlin and Patricia Pollard

2000-021: The role of a CAMEL downgrade model in bank surveillance

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

2000-020: Do depositors care about enforcement actions?

R. Gilbert and Mark D. Vaughan

2000-019: New economy - new policy rules?

James Bullard and Eric Schaling

2000-018: The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits

Christopher Neely

2000-017: NAFTA and the geography of North American trade

Howard Wall

2000-016: Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks

Michael Dueker and Apostolos Serletis

2000-015: Aging, myopia and the pay-as-you-go public pension systems of the G7: a bright future?

Rowena Pecchenino and Patricia Pollard

2000-014: Changing technology trends, transition dynamics and growth accounting

Michael Pakko