Working Paper

From Federal Reserve Bank of Richmond
Contact information at EDIRC.
Bibliographic data for series maintained by Christian Pascasio ().

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.

88431: Efficient VAR Discretization

Grey Gordon

88430: Plants in Space

Ezra Oberfield, Esteban Rossi-Hansberg, Pierre Daniel Sarte and Nicholas Trachter

88429: Social Distancing, Quarantine, Contact Tracing, and Testing: Implications of an Augmented SEIR Model

Andreas Hornstein

88428: Is There News in Inventories?

Christoph Görtz, Christopher Gunn and Thomas Lubik

88375: Loan Delinquency Projections for COVID-19

Grey Gordon and John Jones

88373: Income Volatility and Portfolio Choices

Yongsung Chang, Jay Hong, Marios Karabarbounis and Yicheng Wang

88-08: An analysis of the determinants of the yields on individual municipal securities

Alfred Broaddus and Timothy Q. Cook

88-07: Determinants of the Federal funds rate: 1979 - 1982

Timothy Q. Cook

88-06: On recognizing inflation

William E. Cullison

88-05: Central banking under the gold standard

Marvin Goodfriend

88-04: The effect of changes in the federal funds rate target on market interest rates in the 1970s

Timothy Q. Cook and Thomas K. Hahn

88-03: Fifth district indexes of manufacturing output

Dan M. Bechter, Christine Chmura and Richard K. Ko

88-02: Legal and regulatory reform in electronic payments: an evaluation of finality of payment rules

David L. Mengle

88-01: Financial deregulation, monetary policy, and central banking

Marvin Goodfriend and Robert King

87-06: Aggregate fluctuations and economic growth: a case of random-walk hypothesis

Ching-Sheng Mao

87-05: Monetary control under alternative operating procedures

Michael Dotsey

87-04: The economic effects of corporate taxes in a stochastic growth model

Michael Dotsey

87-03: Interest rate smoothing and price level trend-stationarity

Marvin Goodfriend

87-02: Velocity and the variability of money growth: evidence from Granger- causality tests reevaluated

Yash P. Mehra

87-01: On predicting the stage of the business cycle

Roy H. Webb

86664: High-Skill Migration, Multinational Companies, and the Location of Economic Activity

Nicolas Morales

86-06: A critique of theories of money stock determination

Robert L. Hetzel

86-05: The information content of discount rate announcements and their effect on market interest rates

Timothy Q. Cook and Thomas K. Hahn

86-04: Interest rate smoothing and price level trend-stationarity

Marvin Goodfriend

86-03: Theoretical analysis of the demand for money

Marvin Goodfriend and Bennett McCallum

86-02: The reaction of interest rates to unanticipated Federal Reserve actions and statements, 1977-1984: implications for the money announcement controversy

Timothy Q. Cook and Thomas K. Hahn

86-01: The demand for currency in the United States

Michael Dotsey

85-07: Monetary mystique: secrecy and central banking

Marvin Goodfriend

85-06: Logit analysis of the effect of rent control on housing quality

David L. Mengle

85-05: The effect of second generation rent controls on the quality of rental housing

David L. Mengle

85-04: Monetary policy, secrecy, and federal funds rate behavior

Michael Dotsey

85-03: The recent financial deregulation and the interest elasticity of the simple M1 demand function: an empirical note

Yash P. Mehra

85-02: Financial innovation in the United States -- background, current and prospects

Alfred Broaddus

85-01: Base drift and the longer run growth of M1: experience from a decade of monetary targeting

Alfred Broaddus and Marvin Goodfriend

84-08: Informational implications of interest rate rules

Michael Dotsey and Robert King

84-07: Inadequate tests of the rationality of expectations

Roy H. Webb

84-06: Defining and improving the accuracy of macroeconomic forecasts: contributions from a VAR model

William M. Lupoletti and Roy H. Webb

84-05: Fisher, Thorton and the analysis of the inflation premium

William Beranek, Thomas M. Humphrey and Richard H. Timberlake

84-04: A weekly perfect foresight model of the nonborrowed reserve operating procedure

Gary Anderson, Marvin Goodfriend, Anil Kashyap, George R. Moore and Richard D. Porter

84-03: The lender of last resort: a historical perspective

Thomas M. Humphrey and Robert E. Keleher

84-02: The formulation of monetary policy

Robert L. Hetzel

84-01: Monetary policy in the early 1980's

Robert L. Hetzel

83-04: The behavior of the spread between Treasury bill rates and private money market rates since 1978

Timothy Q. Cook and Thomas A. Lawler

83-03: Measurement error and a reinterpretation of the conventional money demand regression

Marvin Goodfriend

83-02: The effects of cash management practices on the demand for demand deposits

Michael Dotsey

83-01: A historical assessment of the rationales and functions of reserve requirements

Marvin Goodfriend and Monica Hargraves

81-02: Discount window borrowing, monetary policy, and the post-October 6, 1979 Federal Reserve operating procedure

Marvin Goodfriend

81-01: Discount window borrowing, monetary control, and the post-October 6, 1979, Federal Reserve operating procedure

Marvin Goodfriend

80-01: Evolution in banking competition

Walter A. Varvel and Henry C. Wallich

79-05: An alternative method of estimating the Cagan money demand function in hyperinflation under rational expectations

Marvin Goodfriend

79-04: Determinants of the spread between Treasury bill and private sector money market rates

Timothy Q. Cook

79-03: The determinants of labor force participation: an empirical analysis

William E. Cullison

79-02: A note on the neutrality of temporary monetary disturbances

Marvin Goodfriend and Robert King

79-01: Determinants of correspondent banking relationships with the Federal Reserve System

John P. Segala and Bruce J. Summers

78-04: Measuring the default risk of bonds using yields to maturity

Thomas A. Lawler

78-03: Required reserves, correspondent balances and cash asset positions of member and nonmember banks: evidence from the Fifth Federal Reserve District

Bruce J. Summers

78-02: Uncertain inflation, systematic risk, and the capital asset pricing model

Thomas A. Lawler

78-01: Federal Reserve policy strategy and interest rate seasonality

Thomas A. Lawler

77-03: The risk-free U.S. bond rate: errors in construction and use in econometric work

Timothy Q. Cook and Patric Hendershott

77-02: Interest rate expectations and the demand for short-term business credit

Bruce J. Summers

77-01: The cost of membership in the Federal Reserve System

Walter A. Varvel

76-03: Determinants of long-term bond risk premiums

William D. Jackson

76-02: The motivation for bank holding company acquisitions

Walter A. Varvel

76-01: Bank management, competition, and interest rates: a portfolio model of discount window activity

William D. Jackson

75-02: Interest rates, expectations, and the Wicksellian policy rule

Thomas M. Humphrey

75-01: Multibank holding companies and bank behavior

William D. Jackson

74-06: A general model of bank decisions

Alfred Broaddus

74-05: Commercial banking performance and structure: a factor analysis approach

William D. Jackson

74-04: Alternative reserve concepts as operating targets in monetary policy implementation: specifications of the structural model

Joseph M. Crews and Glenn C. Picou

74-03: An employment pressure index as an alternative measure of labor market conditions

William E. Cullison

74-02: Alternative optimal open market strategies: a classical optimization certainty equivalence approach

Joseph M. Crews

74-01: Thrift institution competition with commercial banks: empirical evidence

William D. Jackson

73-03: The cost of capital, the desired capital stock, and a variable investment tax credit as a stabilization tool

Glenn C. Picou and Roger Waud

73-02: Monetary policy, bank credit, and total credit: a preliminary analysis

Alfred Broaddus

73-01: Simulations of marginal reserve requirements on large denomination certificates of deposit in the FRB model

Philip H. Davidson