Staff Report

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108: Money does Granger-cause output in the bivariate output-money relation

Lawrence Christiano and Lars Ljungqvist

107: Vector autoregressions and reality

David E. Runkle

106: Is consumption insufficiently sensitive to innovations in income?

Lawrence Christiano

105: Solution of linear-quadratic- Gaussian dynamic games using variational methods

William Roberds

104: Models of policy under stochastic replanning

William Roberds

103: International policy cooperation may be undesirable

Patrick Kehoe

102: Theory ahead of business cycle measurement

Edward Prescott

101: A method for estimating the timing interval in a linear econometric model, with an application to Taylor's model of staggered contracts

Lawrence Christiano

100: Dynamic coalitions, growth, and the firm

John H. Boyd and Edward Prescott

99: Ricardian equivalence and money dominated in return: are they mutually consistent generally?

Neil Wallace

98: Coordination of fiscal policies in a world economy

Patrick Kehoe

97: Explaining the demand for free bank notes

Arthur J. Rolnick and Warren Weber

96: Estimating linear filters with errors in variables using the Hilbert transform

Melvin Hinich and Warren Weber

95: Forecasting with Bayesian vector autoregressions four years of experience

Robert Litterman

94: Output variability in an open-economy macro model with variance-dependent parameters

Warren Weber

93: Forecasting and conditional projection using realistic prior distribution

Thomas Doan, Robert Litterman and Christopher Sims

92: Specifying vector autoregressions for macroeconomic forecasting

Robert Litterman

91: Time consistency of optimal plans: an elementary primer

Michael Stutzer

90: Correspondence principles for concave orthogonal games

Michael Stutzer

89: Money, real interest rates, and output: a reinterpretation of postwar U.S. data

Robert Litterman and Laurence Weiss

88: Gresham's law or Gresham's fallacy?

Arthur J. Rolnick and Warren Weber

87: Financial intermediary-coalitions

John H. Boyd and Edward Prescott

86: Income stability and economic efficiency under alternative tax schemes

Preston J. Miller

85: A model of commodity money

Thomas Sargent and Neil Wallace

84: A random walk, Markov model for the distribution of time series

Robert Litterman

83: A model of circulating private debt

Robert Townsend and Neil Wallace

82: Optimal control of the money supply

Robert Litterman

81: A test of the intertemporal asset pricing model

Rajnish Mehra and Edward Prescott

80: The Free Banking Era: new evidence on laissez-faire banking

Arthur J. Rolnick and Warren Weber

79: A new explanation for free bank failures

Arthur J. Rolnick and Warren Weber

78: A use of index models in macroeconomic forecasting

Robert Litterman

77: Beyond demand and supply curves in macroeconomics

Thomas Sargent

76: Variable rate subsidies: the inefficiency of in-kind transfers revisited

Michael Stutzer

75: Formulating and estimating continuous time rational expectations models

Lars Hansen and Thomas Sargent

74: Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time

Lars Hansen and Thomas Sargent

73: Identification of continuous time rational expectations models from discrete time data

Lars Hansen and Thomas Sargent

72: The dimensionality of the aliasing problem in models with rational spectral densities

Lars Hansen and Thomas Sargent

71: Exact linear rational expectations models: specification and estimation

Lars Hansen and Thomas Sargent

70: Instrumental variables procedures for estimating linear rational expectations models

Lars Hansen and Thomas Sargent

69: A note on Wiener-Kolmogorov prediction formulas for rational expectations models

Lars Hansen and Thomas Sargent

68: Economic stabilization policy: a survey

Preston J. Miller

67: Fiscal policy in a monetarist model

Preston J. Miller

66: Parametric properties of tax effort revenue sharing

Michael Stutzer

65: A method for estimating distributed lags when observations are randomly missing

Melvin Hinich and Warren Weber

64: The real bills doctrine vs. the quantity theory: a reconsideration

Thomas Sargent and Neil Wallace

63: Another note on deadweight loss

Michael Stutzer

62: A suggestion for further simplifying the theory of money

John Bryant and Neil Wallace

61: A hybrid fiat-commodity monetary system

Neil Wallace

60: Rational expectations models and the aliasing phenomenon

Lars Hansen and Thomas Sargent

59: Methods for estimating continuous time Rational Expectations models from discrete time data

Lars Hansen and Thomas Sargent