Printed from https://ideas.repec.org/s/fip/fedrwp3.html
Content
1990
- 90-01 Interest rate rules and nominal determinacy
by John H. Boyd & Michael Dotsey
1989
- 90-02 Limited commitment and costly enforcement
by Jeffrey M. Lacker - 89-05 The credibility of the Wall Street Journal in reporting the timing and details of monetary policy events
by Timothy Q. Cook & Thomas K. Hahn - 89-04 The feasibility of market value accounting for commercial banks
by David L. Mengle - 89-03 Money, credit, banking and payments system policy
by Marvin Goodfriend - 89-02 Cointegration and a test of the quantity theory of money
by Yash P. Mehra - 89-01 Wage growth and the inflation process: an empirical note
by Yash P. Mehra
1988
- 88-08 An analysis of the determinants of the yields on individual municipal securities
by Alfred Broaddus & Timothy Q. Cook - 88-07 Determinants of the Federal funds rate: 1979 - 1982
by Timothy Q. Cook - 88-06 On recognizing inflation
by William E. Cullison - 88-05 Central banking under the gold standard
by Marvin Goodfriend - 88-04 The effect of changes in the federal funds rate target on market interest rates in the 1970s
by Timothy Q. Cook & Thomas K. Hahn - 88-03 Fifth district indexes of manufacturing output
by Dan M. Bechter & Christine Chmura & Richard K. Ko - 88-02 Legal and regulatory reform in electronic payments: an evaluation of finality of payment rules
by David L. Mengle - 88-01 Financial deregulation, monetary policy, and central banking
by Marvin Goodfriend & Robert G. King
1987
- 87-06 Aggregate fluctuations and economic growth: a case of random-walk hypothesis
by Ching-Sheng Mao - 87-05 Monetary control under alternative operating procedures
by Michael Dotsey - 87-04 The economic effects of corporate taxes in a stochastic growth model
by Michael Dotsey - 87-03 Interest rate smoothing and price level trend-stationarity
by Marvin Goodfriend - 87-02 Velocity and the variability of money growth: evidence from Granger- causality tests reevaluated
by Yash P. Mehra - 87-01 On predicting the stage of the business cycle
by Roy H. Webb
1986
- 86-06 A critique of theories of money stock determination
by Robert L. Hetzel - 86-05 The information content of discount rate announcements and their effect on market interest rates
by Timothy Q. Cook & Thomas K. Hahn - 86-04 Interest rate smoothing and price level trend-stationarity
by Marvin Goodfriend - 86-03 Theoretical analysis of the demand for money
by Marvin Goodfriend & Bennett T. McCallum - 86-02 The reaction of interest rates to unanticipated Federal Reserve actions and statements, 1977-1984: implications for the money announcement controversy
by Timothy Q. Cook & Thomas K. Hahn - 86-01 The demand for currency in the United States
by Michael Dotsey
1985
- 85-07 Monetary mystique : secrecy and central banking
by Marvin Goodfriend - 85-06 Logit analysis of the effect of rent control on housing quality
by David L. Mengle - 85-05 The effect of second generation rent controls on the quality of rental housing
by David L. Mengle - 85-04 Monetary policy, secrecy, and federal funds rate behavior
by Michael Dotsey - 85-03 The recent financial deregulation and the interest elasticity of the simple M1 demand function : an empirical note
by Yash P. Mehra - 85-02 Financial innovation in the United States -- background, current and prospects
by Alfred Broaddus - 85-01 Base drift and the longer run growth of M1 : experience from a decade of monetary targeting
by Alfred Broaddus & Marvin Goodfriend
1984
- 84-08 Informational implications of interest rate rules
by Michael Dotsey & Robert G. King - 84-07 Inadequate tests of the rationality of expectations
by Roy H. Webb - 84-06 Defining and improving the accuracy of macroeconomic forecasts : contributions from a VAR model
by William M. Lupoletti & Roy H. Webb - 84-05 Fisher, Thorton and the analysis of the inflation premium
by William Beranek & Thomas M. Humphrey & Richard H. Timberlake - 84-04 A weekly perfect foresight model of the nonborrowed reserve operating procedure
by Gary S. Anderson & Marvin Goodfriend & Anil K. Kashyap & George R. Moore & Richard D. Porter - 84-03 The lender of last resort : a historical perspective
by Thomas M. Humphrey & Robert E. Keleher - 84-02 The formulation of monetary policy
by Robert L. Hetzel - 84-01 Monetary policy in the early 1980's
by Robert L. Hetzel
1983
- 83-04 The behavior of the spread between Treasury bill rates and private money market rates since 1978
by Timothy Q. Cook & Thomas A. Lawler - 83-03 Measurement error and a reinterpretation of the conventional money demand regression
by Marvin Goodfriend - 83-02 The effects of cash management practices on the demand for demand deposits
by Michael Dotsey - 83-01 A historical assessment of the rationales and functions of reserve requirements
by Marvin Goodfriend & Monica Hargraves
1981
1980
- 80-01 Evolution in banking competition
by Walter A. Varvel & Henry C. Wallich - 79-04 Determinants of the spread between Treasury bill and private sector money market rates
by Timothy Q. Cook
1979
- 79-05 An alternative method of estimating the Cagan money demand function in hyperinflation under rational expectations
by Marvin Goodfriend - 79-03 The determinants of labor force participation : an empirical analysis
by William E. Cullison - 79-02 A note on the neutrality of temporary monetary disturbances
by Marvin Goodfriend & Robert G. King - 79-01 Determinants of correspondent banking relationships with the Federal Reserve System
by John P. Segala & Bruce J. Summers
1978
- 78-04 Measuring the default risk of bonds using yields to maturity
by 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
by Bruce J. Summers - 78-02 Uncertain inflation, systematic risk, and the capital asset pricing model
by Thomas A. Lawler - 78-01 Federal Reserve policy strategy and interest rate seasonality
by Thomas A. Lawler
1977
- 77-03 The risk-free U.S. bond rate : errors in construction and use in econometric work
by Timothy Q. Cook & Patric H. Hendershott - 77-02 Interest rate expectations and the demand for short-term business credit
by Bruce J. Summers - 77-01 The cost of membership in the Federal Reserve System
by Walter A. Varvel
1976
- 76-03 Determinants of long-term bond risk premiums
by William D. Jackson - 76-02 The motivation for bank holding company acquisitions
by Walter A. Varvel - 76-01 Bank management, competition, and interest rates : a portfolio model of discount window activity
by William D. Jackson
1975
- 75-02 Interest rates, expectations, and the Wicksellian policy rule
by Thomas M. Humphrey - 75-01 Multibank holding companies and bank behavior
by William D. Jackson
1974
- 74-06 A general model of bank decisions
by Alfred Broaddus - 74-05 Commercial banking performance and structure : a factor analysis approach
by William D. Jackson - 74-04 Alternative reserve concepts as operating targets in monetary policy implementation : specifications of the structural model
by Joseph M. Crews & Glenn C. Picou - 74-03 An employment pressure index as an alternative measure of labor market conditions
by William E. Cullison - 74-02 Alternative optimal open market strategies : a classical optimization certainty equivalence approach
by Joseph M. Crews - 74-01 Thrift institution competition with commercial banks : empirical evidence
by William D. Jackson
1973
- 73-03 The cost of capital, the desired capital stock, and a variable investment tax credit as a stabilization tool
by Glenn C. Picou & Roger N. Waud - 73-02 Monetary policy, bank credit, and total credit : a preliminary analysis
by Alfred Broaddus - 73-01 Simulations of marginal reserve requirements on large denomination certificates of deposit in the FRB model
by Philip H. Davidson