Central Bank Research Hub - Series: St Louis Fed Working Papers 2006

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Title	Author(s)
Is There Too Little Immigration? Paper: 2006-062, 16.12.2006 JEL: F22, J61	Subhayu Bandyopadhyay Howard J. Wall
The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value Paper: 2006-061, 04.12.2006 JEL: E43, G10	Daniel L. Thornton Lucio Sarno Pasquale Della Corte
Oil Dependence and Economic Instability Paper: 2006-060, 16.11.2006 JEL: E13, E20, E30	Luís Aguiar-Conraria Yi Wen
The Economic and Statistical Value of Forecast Combinations under Regime Switching: An Application to Predictable US Returns Paper: 2006-059, 02.11.2006 JEL: C32, C53, E44, G12	Carrie Fangzhou Na Massimo Guidolin
Strategic Online-Banking Adoption Paper: 2006-058, 01.11.2006 JEL: C41, G21, L10, O31	Roberto Fuentes Rubén Hernández-Murillo Gerard Llobet
Controlling for Geographic Dispersion When Estimating the Japanese Phillips Curve Paper: 2006-057, 24.10.2006 JEL: E2, J6	Howard J. Wall Hiroshi Fujiki
The Economic Performance of Cities: A Markov-Switching Approach Paper: 2006-056, 23.10.2006 JEL: R11	Christopher H. Wheeler Howard J. Wall Jeremy M. Piger Michael T. Owyang
Trends in the Distributions of Income and Human Capital within Metropolitan Areas: 1980-2000 Paper: 2006-055, 13.10.2006 JEL: D31, J10, R23	Christopher H. Wheeler Elizabeth A. La Jeunesse
Forecasting Inflation and Output: Comparing Data-Rich Models with Simple Rules Paper: 2006-054, 28.09.2006 JEL: C32, C53, E37	Kevin L. Kliesen William T. Gavin
Regional Business Cycle Phases in Japan Paper: 2006-053, 19.09.2006 JEL: E32, R12	Howard J. Wall
The Great Inflation and Early Disinflation in Japan and Germany Paper: 2006-052, 16.09.2006 JEL: E52, E58, E64, E65	Edward Nelson
When Do Stock Market Booms Occur? The Macroeconomic and Policy Environments of 20th Century Booms Paper: 2006-051, 12.09.2006 JEL: E30, E52, G18, N10, N20	David C. Wheelock Michael D. Bordo
Analysis of Panel Vector Error Correction Models Using Maximum Likelihood, the Bootstrap, and Canonical-Correlation Estimators Paper: 2006-050, 31.08.2006 JEL: C13, C14, C15, C33	Hailong Qian Richard G. Anderson Robert H. Rasche
Monetary Base Paper: 2006-049, 29.08.2006 JEL: A20, A30, E42	Richard G. Anderson
Are Traffic Tickets Countercyclical? Paper: 2006-048, 09.08.2006 JEL: D72, H72	Gary A. Wagner Thomas A. Garrett
Does Aggregate Relative Risk Aversion Change Countercyclically over Time? Evidence from the Stock Market Paper: 2006-047, 09.08.2006 JEL: C14, G12	Jian Yang Hui Guo Zijun Wang
The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market Paper: 2006-046, 05.08.2006 JEL: F31, G11, G14	Joshua M. Ulrich Paul A. Weller Christopher J. Neely
Authorities’ Beliefs about Foreign Exchange Intervention: Getting Back Under the Hood Paper: 2006-045, 17.07.2006 JEL: E58, F31, F42	Christopher J. Neely
Corporate Response to Distress: Evidence from the Asian Financial Crisis Paper: 2006-044, 14.07.2006 JEL: G33, G34	Rajdeep Sengupta Mara Faccio
Foreign Entry and Bank Competition Paper: 2006-043, 13.07.2006 JEL: D43, F36, G21	Rajdeep Sengupta
The Termination of Subprime Hybrid and Fixed Rate Mortgages Paper: 2006-042, 10.07.2006 JEL: D14, G21, R29	Anthony Pennington-Cross Giang Ho
Robust Non-parametric Quantile Estimation of Efficiency and Productivity Change in U.S. Commercial Banking, 1985–2004 Paper: 2006-041, 03.07.2006 JEL: C13, C14, G21	David C. Wheelock Paul Wilson
Worldwide Macroeconomic Stability and Monetary Policy Rules Paper: 2006-040, 07.06.2006 JEL: E52, F41, F42	James B. Bullard Aarti Singh
Neighborhood Income Inequality Paper: 2006-039, 06.06.2006 JEL: D31, J10, R23	Christopher H. Wheeler Elizabeth A. La Jeunesse
Monetary Policy, Determinacy, and Learnability in a Two-Block World Economy Paper: 2006-038, 31.05.2006 JEL: E58, E61, F31, F41	Eric Schaling James B. Bullard
Urban Decentralization and Income Inequality: Is Sprawl Associated with Rising Income Segregation Across Neighborhoods? Paper: 2006-037, 26.05.2006 JEL: D31, R11, R23	Christopher H. Wheeler
The Relation between Time-Series and Cross-Sectional Effects of Idiosyncratic Variance on Stock Returns in G7 Countries Paper: 2006-036, 25.05.2006	Robert Savickas Hui Guo
Inflation Risk and Optimal Monetary Policy Paper: 2006-035, 23.05.2006 JEL: E31, E32, E42	Benjamin D. Keen Michael R. Pakko William T. Gavin
Why Do Analysts Continue to Provide Favorable Coverage for Seasoned Stocks? Paper: 2006-034, 23.05.2006 JEL: G20, G24, G30	Simona Mola Massimo Guidolin
Central Bank Intervention with Limited Arbitrage Paper: 2006-033, 10.05.2006 JEL: E58, F3, F31	Paul A. Weller Christopher J. Neely
Volatility, Growth, and Large Welfare Gains from Stabilization Policies Paper: 2006-032, 10.05.2006 JEL: E12, E32, O40	Pengfei Wang Yi Wen
Central Bank Intervention and Exchange Rate Volatility, Its Continuous and Jump Components Paper: 2006-031, 09.05.2006	Sébastien Laurent Jérôme Lahaye Franz C. Palm Christopher J. Neely Michel Beine
U.K. Inflation Targeting and the Exchange Rate Paper: 2006-030, 03.05.2006 JEL: E31, E52, F41	Christopher Allsopp Amit Kara Edward Nelson
Who Tames the Celtic Tiger? Portfolio Implications from a Multivariate Markov Switching Model Paper: 2006-029, 02.05.2006	Stuart Hyde Massimo Guidolin
Investing for the Long-Run in European Real Estate Paper: 2006-028, 02.05.2006	Carolina Fugazza Massimo Guidolin Giovanna Nicodano
The Duration of Foreclosures in the Subprime Mortgage Market: A Competing Risks Model with Mixing Paper: 2006-027, 02.05.2006	Anthony Pennington-Cross
Spatial Hedonic Models of Airport Noise, Proximity, and Housing Prices Paper: 2006-026, 25.04.2006	Jeffrey P. Cohen Cletus C. Coughlin
Timing Transitions Between Determinate and Indeterminate Equilibria in an Empirical DSGE Model: Benefits and Implications Paper: 2006-025, 20.04.2006	Anatoliy Belaygorod Michael J. Dueker
Loan Servicer Heterogeneity and The Termination of Subprime Mortgages Paper: 2006-024, 18.04.2006 JEL: G12, G21, L23, L85	Anthony Pennington-Cross Giang Ho
Subprime Refinancing: Equity Extraction and Mortgage Termination Paper: 2006-023, 18.04.2006 JEL: D14, G21	Anthony Pennington-Cross Souphala Chomsisengphet
Predatory Lending Laws and the Cost of Credit Paper: 2006-022, 18.04.2006 JEL: C25, G21	Anthony Pennington-Cross Giang Ho
The Determinants of Aid in the Post-Cold War Era Paper: 2006-021, 13.04.2006 JEL: F35	Subhayu Bandyopadhyay Howard J. Wall
The Daily Liquidity Effect Paper: 2006-020, 11.04.2006 JEL: E40, E52	Daniel L. Thornton
Understanding Stock Return Predictability Paper: 2006-019, 30.03.2006	Robert Savickas Hui Guo
War and Pestilence as Labor Market Shocks: Manufacturing Wage Growth 1914-1919 Paper: 2006-018, 28.03.2006 JEL: I12, N32, N62, N92	Thomas A. Garrett
Imperfect Competition and Indeterminacy of Aggregate Output Paper: 2006-017, 24.03.2006 JEL: E31, E32	Pengfei Wang Yi Wen
Ireland and Switzerland: The Jagged Edges of the Great Inflation Paper: 2006-016, 24.03.2006 JEL: E31, E52, E64	Edward Nelson
Imperfect Competition and Sunspots Paper: 2006-015, 24.03.2006 JEL: E31, E32	Pengfei Wang Yi Wen
Why People Choose Negative Expected Return Assets - An Empirical Examination of a Utility Theoretic Explanation Paper: 2006-014, 17.03.2006 JEL: D80, G11	Thomas A. Garrett Nalinaksha Bhattacharyya
Inflation: Do Expectations Trump the Gap? Paper: 2006-013, 15.03.2006 JEL: C32, E31	Jeremy M. Piger Robert H. Rasche

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