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

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

Oil Dependence and Economic Instability

Paper: 2006-060, 16.11.2006

JEL: E13, E20, E30

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

Strategic Online-Banking Adoption

Paper: 2006-058, 01.11.2006

JEL: C41, G21, L10, O31

Controlling for Geographic Dispersion When Estimating the Japanese Phillips Curve

Paper: 2006-057, 24.10.2006

JEL: E2, J6

The Economic Performance of Cities: A Markov-Switching Approach

Paper: 2006-056, 23.10.2006

JEL: R11

Trends in the Distributions of Income and Human Capital within Metropolitan Areas: 1980-2000

Paper: 2006-055, 13.10.2006

JEL: D31, J10, R23

Forecasting Inflation and Output: Comparing Data-Rich Models with Simple Rules

Paper: 2006-054, 28.09.2006

JEL: C32, C53, E37

Regional Business Cycle Phases in Japan

Paper: 2006-053, 19.09.2006

JEL: E32, R12

The Great Inflation and Early Disinflation in Japan and Germany

Paper: 2006-052, 16.09.2006

JEL: E52, E58, E64, E65

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

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

Monetary Base

Paper: 2006-049, 29.08.2006

JEL: A20, A30, E42

Are Traffic Tickets Countercyclical?

Paper: 2006-048, 09.08.2006

JEL: D72, H72

Does Aggregate Relative Risk Aversion Change Countercyclically over Time? Evidence from the Stock Market

Paper: 2006-047, 09.08.2006

JEL: C14, G12

The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market

Paper: 2006-046, 05.08.2006

JEL: F31, G11, G14

Authorities¿ Beliefs about Foreign Exchange Intervention: Getting Back Under the Hood

Paper: 2006-045, 17.07.2006

JEL: E58, F31, F42

Corporate Response to Distress: Evidence from the Asian Financial Crisis

Paper: 2006-044, 14.07.2006

JEL: G33, G34

Foreign Entry and Bank Competition

Paper: 2006-043, 13.07.2006

JEL: D43, F36, G21

The Termination of Subprime Hybrid and Fixed Rate Mortgages

Paper: 2006-042, 10.07.2006

JEL: D14, G21, R29

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

Worldwide Macroeconomic Stability and Monetary Policy Rules

Paper: 2006-040, 07.06.2006

JEL: E52, F41, F42

Neighborhood Income Inequality

Paper: 2006-039, 06.06.2006

JEL: D31, J10, R23

Monetary Policy, Determinacy, and Learnability in a Two-Block World Economy

Paper: 2006-038, 31.05.2006

JEL: E58, E61, F31, F41

Urban Decentralization and Income Inequality: Is Sprawl Associated with Rising Income Segregation Across Neighborhoods?

Paper: 2006-037, 26.05.2006

JEL: D31, R11, R23

The Relation between Time-Series and Cross-Sectional Effects of Idiosyncratic Variance on Stock Returns in G7 Countries

Paper: 2006-036, 25.05.2006

Inflation Risk and Optimal Monetary Policy

Paper: 2006-035, 23.05.2006

JEL: E31, E32, E42

Why Do Analysts Continue to Provide Favorable Coverage for Seasoned Stocks?

Paper: 2006-034, 23.05.2006

JEL: G20, G24, G30

Central Bank Intervention with Limited Arbitrage

Paper: 2006-033, 10.05.2006

JEL: E58, F3, F31

Volatility, Growth, and Large Welfare Gains from Stabilization Policies

Paper: 2006-032, 10.05.2006

JEL: E12, E32, O40

Central Bank Intervention and Exchange Rate Volatility, Its Continuous and Jump Components

Paper: 2006-031, 09.05.2006

U.K. Inflation Targeting and the Exchange Rate

Paper: 2006-030, 03.05.2006

JEL: E31, E52, F41

Who Tames the Celtic Tiger? Portfolio Implications from a Multivariate Markov Switching Model

Paper: 2006-029, 02.05.2006

Investing for the Long-Run in European Real Estate

Paper: 2006-028, 02.05.2006

The Duration of Foreclosures in the Subprime Mortgage Market: A Competing Risks Model with Mixing

Paper: 2006-027, 02.05.2006

Spatial Hedonic Models of Airport Noise, Proximity, and Housing Prices

Paper: 2006-026, 25.04.2006

Timing Transitions Between Determinate and Indeterminate Equilibria in an Empirical DSGE Model: Benefits and Implications

Paper: 2006-025, 20.04.2006

Loan Servicer Heterogeneity and The Termination of Subprime Mortgages

Paper: 2006-024, 18.04.2006

JEL: G12, G21, L23, L85

Subprime Refinancing: Equity Extraction and Mortgage Termination

Paper: 2006-023, 18.04.2006

JEL: D14, G21

Predatory Lending Laws and the Cost of Credit

Paper: 2006-022, 18.04.2006

JEL: C25, G21

The Determinants of Aid in the Post-Cold War Era

Paper: 2006-021, 13.04.2006

JEL: F35

The Daily Liquidity Effect

Paper: 2006-020, 11.04.2006

JEL: E40, E52

Understanding Stock Return Predictability

Paper: 2006-019, 30.03.2006

War and Pestilence as Labor Market Shocks: Manufacturing Wage Growth 1914-1919

Paper: 2006-018, 28.03.2006

JEL: I12, N32, N62, N92

Imperfect Competition and Indeterminacy of Aggregate Output

Paper: 2006-017, 24.03.2006

JEL: E31, E32

Ireland and Switzerland: The Jagged Edges of the Great Inflation

Paper: 2006-016, 24.03.2006

JEL: E31, E52, E64

Imperfect Competition and Sunspots

Paper: 2006-015, 24.03.2006

JEL: E31, E32

Why People Choose Negative Expected Return Assets - An Empirical Examination of a Utility Theoretic Explanation

Paper: 2006-014, 17.03.2006

JEL: D80, G11

Inflation: Do Expectations Trump the Gap?

Paper: 2006-013, 15.03.2006

JEL: C32, E31

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