Working Papers

From Federal Reserve Bank of St. Louis
Contact information at EDIRC.
Bibliographic data for series maintained by Scott St. Louis ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

1986-002: A note on the temporal stability of the interest rate-weekly money relationship

Michael Belongia, Rik Hafer and Richard Sheehan

1986-001: Stock prices, inflation and real activity: a test of the Fama hypothesis, 1920-84

Rik Hafer and Clemens Kool

1985-015: Further evidence on stock price response to changes in weekly money and the discount rate

Rik Hafer

1985-014: Risk aversion, risk sharing, and joint bidding: a study of outer continental shelf petroleum auctions

Steven W. Millsaps and Mack Ott

1985-013: Is there a stable relationship between debt growth and the money stock?

Richard Sheehan

1985-012: Forecasting economic activity: comparing the accuracy of survey and time series predictions

Rik Hafer

1985-011: A vector autoregressive model of Saudi Arabian inflation

J. Barkley Rosser and Richard Sheehan

1985-010: Weighted monetary aggregates as intermediate targets

Dallas S. Batten and Daniel Thornton

1985-009: Investigating weekly survey forecasts of the federal funds rate

Rik Hafer

1985-008: Interest-bearing checkable deposits: are they \"money\"?

Michael Belongia and James Chalfant

1985-007: On the importance of being expected: insights to the weekly money puzzle

Michael Belongia and Richard Sheehan

1985-006: Inflation uncertainty and a test of the Friedman hypothesis

Rik Hafer

1985-005: Monetary shocks and the farm/nonfarm price ratio: empirical tests of competing hypotheses

Michael Belongia

1985-004: The efficient markets hypothesis and weekly money: some contrary evidence

Michael Belongia and Richard Sheehan

1985-003: A look at the ASA-NBER inflation forecasts: tests of rationality and formation

Rik Hafer

1985-002: Selecting an intermediate target for monetary policy

Dallas S. Batten and Michael T. Bolongia

1985-001: Comparing Multi-State Kalman Filter and ARIMA forecasts: an application to the money multiplier

Rik Hafer, Scott Hein and Clemens Kool

1984-029: Wage indexation and the effect of inflation uncertainty on employment: an empirical analysis

A. Steven Holland

1984-028: Monetary indicators of economic activity: a comment

Dallas S. Batten and Michael Belongia

1984-027: The effectiveness of combining forecasts: evidence using macroeconomic variables

Gail H. Hafer and Rik Hafer

1984-026: Derivation of the set of exact hedges for the financial portfolio

Michael Belongia and G. J. Santoni

1984-025: The impact of international factors on U. S. inflation: an empirical test of the currency substitution hypothesis

Dallas S. Batten and Rik Hafer

1984-024: Currency substitution and the link between money and GNP in the U.S.: 1972-83

Dallas S. Batten and Rik Hafer

1984-023: The independence of farm output and macro variables: some evidence from the business cycle

Michael Belongia and Rik Hafer

1984-022: On the accuracy of time series, interest rate and survey forecasts of inflation

Rik Hafer and Scott Hein

1984-021: Relative price variability: evidence from supply and demand events

Lawrence Davidson and Rik Hafer

1984-020: Money and sectoral output dynamics in the United States, quarterly 1950/III to 1982/IV

K. Alec Chrystal

1984-019: Tests of price sluggishness in the U.K

K. Alec Chrystal and Daniel Thornton

1984-018: Money and disaggregate supply in the United States, 1950-1982

K. Alec Chrystal

1984-017: What do Almon's endpoint constraints constrain?

Dallas S. Batten and Daniel Thornton

1984-016: Interest rate variability and output: further evidence

John Tatom

1984-015: A review of the performance of a reduced-form macroeconomic model

John Tatom

1984-014: Are energy prices cyclical?

Mack Ott and John Tatom

1984-013: The role of energy in the productivity slowdown: a comment

John Tatom

1984-012: Agricultural and financial market interdependence: another view

Michael Belongia

1984-011: Money and activity in the U.K. 1961-1983: surprise? surprise!

K. Alec Chrystal and David Peel

1984-010: How natural is the natural rate?

Monojit Chatterji and K. Alec Chrystal

1984-009: Risk aversion and weekly money: does the market expect the Fed to offset large increases in M1?

Michael Belongia and Fredric Kolb

1984-008: Estimates of the link between variable money growth and GNP: a supplement to Mascaro and Meltzer

Michael Belongia

1984-007: Price expectations and the demand for money: a comment

Rik Hafer and Daniel Thornton

1984-006: The money supply announcements puzzle: a comment

Michael Belongia and Fredric Kolb

1984-005: Choosing between M1 and debt as an intermediate target for monetary policy

Rik Hafer

1984-004: Some international evidence of output stability under floating exchange rates

Dallas S. Batten and Mack Ott

1984-003: On the treatment of the weighted initial observation in the AR(1) regression model

Daniel Thornton

1984-002: A note on the relative efficiency of the Cochrane-Orcutt and OLS estimators when the autocorrelation process has a finite past

Daniel Thornton

1984-001: Lag length selection and Granger causality

Dallas S. Batten and Daniel Thornton

1983-019: Alternative explanations of the 1982-1983 decline in velocity

John Tatom

1983-018: Beaches, beaver, buffalo and banks

G. J. Santoni

1983-017: Government direct loan and loan guarantee programs

Joel Fried

1983-016: Discount rate changes and the foreign exchange market

Dallas S. Batten and Daniel Thornton