Central Bank Research Hub - Series: New York Fed Staff reports

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Title Author(s)

Productivity Spillovers, Terms of Trade, and the ¿Home Market Effect¿

Paper: 201, 23.02.2005

JEL: F32, F41

Central Bank Transparency under Model Uncertainty

Paper: 199, 26.01.2005

JEL: E31, E52, E63

Comparing Forecast-Based and Backward-Looking Taylor Rules: A "Global" Analysis

Paper: 198, 21.01.2005

JEL: D83, E32, E52, E58

Prior Elicitation in Multiple Change-Point Models

Paper: 197, 02.12.2004

JEL: C11, C22, E17

Forecasting and Estimating Multiple Change-Point Models with an Unknown Number of Change Points

Paper: 196, 02.12.2004

JEL: C11, C22, E17

Menu Costs at Work: Restaurant Prices and the Introduction of the Euro

Paper: 195, 14.10.2004

JEL: E31, E63, L89

Why Did the Average Duration of Unemployment Become So Much Longer?

Paper: 194, 28.09.2004

JEL: E24, J64

Learning about Beta: A New Look at CAPM Tests

Paper: 193, 09.09.2004

JEL: C11, G12

The Incentive Effects of Higher Education Subsidies on Student Effort

Paper: 192, 21.08.2004

JEL: D64, D82, I21, I28

Why Use Debit Instead of Credit? Consumer Choicein a Trillion-Dollar Market

Paper: 191, 30.07.2004

JEL: D14, D91, E41, G29

Estimating Probabilities of Default

Paper: 190, 28.07.2004

JEL: G21, G28

Are Bank Holding Companies a Source of Strength to Their Banking Subsidiaries?

Paper: 189, 24.06.2004

JEL: G21, G28, G32

The Linkage between Regional Economic Indexes and Tax Bases: Evidence from New York

Paper: 188, 22.06.2004

JEL: C32, E32, H71

Inference, Arbitrage, and Asset Price Volatility

Paper: 187, 27.05.2004

JEL: G10, G12, G14

How Should Suburbs Help Their Central Cities?

Paper: 186, 21.05.2004

JEL: H7, R3

A General Approach to Integrated Risk Management with Skewed, Fat-Tailed Risk

Paper: 185, 13.05.2004

JEL: G10, G20, G28

Anomalous Bidding in Short-Term Treasury Bill Auctions

Paper: 184, 07.05.2004

JEL: G14, H63

Financial-Sector Foreign Direct Investment and Host Countries: New and Old Lessons

Paper: 183, 30.04.2004

JEL: F3, F4

Benefits and Spillovers of Greater Competition in Europe: A Macroeconomic Assessment

Paper: 182, 14.04.2004

JEL: C51, E31, E52

Time-Varying Consumption Correlation and the Dynamics of the Equity Premium: Evidence from the G-7 Countries

Paper: 181, 14.04.2004

JEL: G12, G15

Globalization and the Gains from Variety

Paper: 180, 26.03.2004

JEL: F0, F1, F4

Who Bears the Cost of a Change in the Exchange Rate? The Case of Imported Beer

Paper: 179, 26.03.2004

JEL: D40, F14, F3, F4, L16, L60

Trading Risk and Volatility in Interest Rate Swap Spreads

Paper: 178, 26.03.2004

JEL: G12, G14, G24

Do Stock Price Bubbles Influence Corporate Investment?

Paper: 177, 26.03.2004

JEL: D92, E22, G31, G32

Are Banks Really Special? New Evidence from the FDIC-Induced Failure of Healthy Banks

Paper: 176, 25.03.2004

JEL: E5, G18, G33

Cross-Country Differences in Monetary Policy Execution and Money Market Rates' Volatility

Paper: 175, 25.03.2004

JEL: E43, E44, E52

What Explains the Stock Market's Reaction to Federal Reserve Policy?

Paper: 174, 25.03.2004

JEL: E44, G12

Inflation Inequality in the United States

Paper: 173, 25.03.2004

JEL: C43, D12, D39

Tariffs and the Great Depression Revisited

Paper: 172, 25.03.2004

JEL: E3, F4, N1

An Investigation of the Gains from Commitment in Monetary Policy

Paper: 171, 25.03.2004

JEL: E52, E58, E61

Stock Market Reaction to Financial Statement Certification by Bank Holding Company CEOs

Paper: 170, 25.03.2004

JEL: G21, G28, G38

Cross-Country Technology Adoption: Making the Theories Face the Facts

Paper: 169, 25.03.2004

JEL: N10, O30, O57

Using Home Maintenance and Repairs to Smooth Variable Earnings

Paper: 168, 25.03.2004

JEL: D12, E21, R21

Evaluating the Riskiness of Initial Public Offerings: 1980-2000

Paper: 167, 25.03.2004

JEL: G24, G3

The Impact of CEO Turnover on Equity Volatility

Paper: 166, 25.03.2004

JEL: G14, G34

The Execution of Monetary Policy: A Tale of Two Central Banks

Paper: 165, 25.03.2004

JEL: E43, E52, E58

An Empirical Analysis of Stock and Bond Market Liquidity

Paper: 164, 25.03.2004

JEL: E52, G10, G14, G23

Forecasting in Large Macroeconomic Panels Using Bayesian Model Averaging

Paper: 163, 25.03.2004

JEL: C11, C53, E37

Nonparametric Pricing of Multivariate Contingent Claims

Paper: 162, 25.03.2004

JEL: C13, G14

Modeling Uncertainty: Predictive Accuracy as a Proxy for Predictive Confidence

Paper: 161, 25.03.2004

JEL: C12, C22, E37

Endogenous Deposit Dollarization

Paper: 160, 25.03.2004

JEL: F31, G11, G21

Tracking the New Economy: Using Growth Theory to Detect Changes in Trend Productivity

Paper: 159, 25.03.2004

JEL: C32, O4, O51

Fifteen Minutes of Fame? The Market Impact of Internet Stock Picks

Paper: 158, 25.03.2004

JEL: G10, G14

Self-Validating Optimum Currency Areas

Paper: 152, 25.03.2004

JEL: E5, F4

Uncertainty, Exchange Rate Regimes, and National Price Levels

Paper: 151, 25.03.2004

JEL: E52, F33, F41

Stop-Loss Orders and Price Cascades in Currency Markets

Paper: 150, 25.03.2004

JEL: F1, G3

Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?

Paper: 149, 25.03.2004

JEL: F3, F4

Terms of Trade and Exchange Rate Regimes in Developing Countries

Paper: 148, 25.03.2004

JEL: E30, F31, F33, F41

How Valuable Is Exchange Rate Flexibility? Optimal Monetary Policy under Sectoral Shocks

Paper: 147, 25.03.2004

JEL: F31, F41, F42

On the Distributional Effects of Exchange Rate Fluctuations

Paper: 146, 25.03.2004

JEL: F31, F41, F42

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