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

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Title Author(s)

Do Localization Economies Derive from Human Capital Externalities?

Paper: 2005-015, 17.02.2005

JEL: R11

The Role of Data & Program Code Archives in the Future of Economic Research

Paper: 2005-014, 14.02.2005

JEL: B4, C8

Home Bias and High Turnover in an Overlapping Generations Model with Learning

Paper: 2005-012, 18.01.2005

JEL: D83, F3, G11

High Equity Premia and Crash Fears. Rational Foundations

Paper: 2005-011, 18.01.2005

JEL: D83, G12

Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface

Paper: 2005-010, 18.01.2005

JEL: G12, G13

Properties of Equilibrium Asset Prices under Alternative Learning Schemes

Paper: 2005-009, 18.01.2005

JEL: D83, G12

Modelling the MIB30 Implied Volatility Surface. Does Efficiency Matter?

Paper: 2005-008, 18.01.2005

JEL: G12, G13

Size and Value Anomalies under Regime Shifts

Paper: 2005-007, 18.01.2005

JEL: G12

Optimal Portfolio Choice under Regime Switching, Skew and Kurtosis Preferences

Paper: 2005-006, 18.01.2005

JEL: G12

Pessimistic Beliefs under Rational Learning: Quantitative Implications for the Equity Premium Puzzle

Paper: 2005-005, 18.01.2005

JEL: D83, G12

Diamonds Are Forever, Wars Are Not. Is Conflict Bad for Private Firms?

Paper: 2005-004, 18.01.2005

An Econometric Model of Nonlinear Dynamics in the Joint Distribution of Stock and Bond Returns

Paper: 2005-003, 18.01.2005

Using Extraneous Information to Analyze Monetary Policy in Transition Economies

Paper: 2004-034, 03.01.2005

JEL: C32, C33, E52, F41

The Reform of October 1979: How It Happened and Why

Paper: 2004-033, 17.12.2004

JEL: E52, E58, E61, E65

The Importance of Nonlinearity in Reproducing Business Cycle Features

Paper: 2004-032, 16.11.2004

JEL: E32, E37

The Case for Foreign Exchange Intervention: The Government as a Long-term Speculator

Paper: 2004-031, 10.11.2004

Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths

Paper: 2004-030, 05.11.2004

JEL: C22, C25, F42

Is Foreign Exchange Delta Hedging Risk Priced?

Paper: 2004-029, 05.11.2004

JEL: F31, G15

International Transmission of Inflation among G-7 Countries: A Data-Determined VAR Analysis

Paper: 2004-028, 05.11.2004

JEL: C32, G15

Aggregate Idiosyncratic Volatility in G7 Countries

Paper: 2004-027, 05.11.2004


The Monetary Instrument Matters

Paper: 2004-026, 02.11.2004

JEL: E31, E32, E42

Near-Rational Exuberance

Paper: 2004-025, 07.10.2004

JEL: E52, E61

Productivity and the Geographic Concentration of Industry: The Role of Plant Scale

Paper: 2004-024, 28.09.2004

JEL: J31, R12, R23

Industry Localization and Earnings Inequality: Evidence from U.S. Manufacturing

Paper: 2004-023, 28.09.2004

JEL: J31, R11

The Value of Foreclosed Property

Paper: 2004-022, 22.09.2004

JEL: D83, G21, R31

Worker Turnover, Industry Localization, and Producer Size

Paper: 2004-021, 08.09.2004

Cities, Skills, and Inequality

Paper: 2004-020, 08.09.2004

JEL: J31, R23

Do Productivity Growth, Budget Deficits, And Monetary Policy Actions Affect Real Interest Rates? Evidence From Macroeconomic Announcement Data

Paper: 2004-019, 02.09.2004

JEL: E43, E52, E62

Monetary Policy Actions and the Incentive to Invest

Paper: 2004-018, 24.08.2004

Monetary Policy, Taxes and the Business Cycle

Paper: 2004-017, 19.08.2004

JEL: E31, E32, E42

Learning and Structural Change in Macroeconomic Data

Paper: 2004-016, 18.08.2004

JEL: E2, E3

When Did the FOMC Begin Targeting the Federal Funds Rate? What the Verbatim Transcripts Tell Us

Paper: 2004-015, 14.08.2004

JEL: E40, E52

A Bayesian Approach to Counterfactual Analysis with an Application to the Volatility Reduction in U.S. Real GDP

Paper: 2004-014, 10.08.2004

JEL: C11, C32, E32

A Dynamic Factor Analysis of the Response of U. S. Interest Rates to News

Paper: 2004-013, 10.08.2004

Racial Profiling or Racist Policing?: Bounds Tests in Aggregate Data

Paper: 2004-012, 25.06.2004

JEL: C14, D10, K42

Targeting vs. Instrument Rules for Monetary Policy

Paper: 2004-011, 24.06.2004

Predictions of Short-Term Rates and the Expectations Hypothesis of the Term Structure of Interest Rates

Paper: 2004-010, 18.06.2004

JEL: E40, E52

The Diffusion of Electronic Business in the U.S.

Paper: 2004-009, 04.06.2004

A Spatial Analysis of State Banking Regulation

Paper: 2003-044, 02.06.2004

JEL: C23, G28, R10

When For-Profits and Not-For-Profits Compete: Theory and Empirical Evidence from Retail Banking

Paper: 2004-004, 20.04.2004

JEL: G21, L13, L31

Tobin¿s Imperfect Asset Substitution in Optimizing General Equilibrium

Paper: 2004-003, 20.04.2004

What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries?

Paper: 2004-002, 20.04.2004

JEL: C32, E2, E52

The Great Inflation of the Seventies: What Really Happened?

Paper: 2004-001, 20.04.2004

Nonlinear Hedonics and the Search for School District Quality

Paper: 2003-039, 20.04.2004

JEL: C21, I20, R21

Searching For Better Prospects: Endogenizing Falling Job Tenure and Private Pension Coverage

Paper: 2003-038, 20.04.2004

JEL: E24, J32, J41, J63, J64

Monetary Policy Neglect and the Great Inflation in Canada, Australia, and New Zealand

Paper: 2004-008, 20.04.2004

JEL: E31, E52, E58, E64

Inflation-Targeting, Price-Path Targeting and Indeterminacy

Paper: 2004-007, 20.04.2004

JEL: C62, E52

A Steady-State Approach to Trend/Cycle Decomposition

Paper: 2004-006, 20.04.2004

JEL: C15, C22, E32

The Information Content of Regional Employment Data for Forecasting Aggregate Conditions

Paper: 2004-005, 20.04.2004

JEL: C21, C53

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