| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Model for the Federal Funds Rate Target |
8 |
28 |
63 |
531 |
10 |
48 |
142 |
2,265 |
| A Parametric Approach to Flexible Nonlinear Inference |
4 |
9 |
39 |
208 |
9 |
19 |
103 |
585 |
| A Parametric Approach to Flexible Nonlinear Inference |
2 |
5 |
5 |
5 |
2 |
9 |
12 |
12 |
| A Re-examination of the Predictability of Economic Activity Using the Yield Spread |
4 |
14 |
24 |
370 |
8 |
22 |
57 |
977 |
| A Re-examination of the Predictability of Economic Activity Using the Yield Spread |
3 |
6 |
28 |
255 |
4 |
13 |
64 |
512 |
| A model for the federal funds rate target |
2 |
11 |
27 |
276 |
4 |
35 |
82 |
1,108 |
| Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts |
1 |
3 |
9 |
33 |
1 |
4 |
39 |
88 |
| Autoregressive Conditional Heteroskedasticity and Changes in Regime |
0 |
0 |
0 |
6 |
34 |
100 |
262 |
1,337 |
| Causes and Consequences of the Oil Shock of 2007-08 |
77 |
79 |
79 |
79 |
46 |
48 |
48 |
48 |
| Daily Changes in Fed Funds Futures Prices |
3 |
4 |
10 |
46 |
8 |
15 |
40 |
148 |
| Daily Monetary Policy Shocks and the Delayed Response of New Home Sales |
2 |
4 |
30 |
30 |
5 |
13 |
60 |
60 |
| Dating Business Cycle Turning Points |
3 |
15 |
40 |
249 |
8 |
40 |
131 |
567 |
| Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It? |
4 |
19 |
47 |
210 |
8 |
30 |
81 |
494 |
| Macroeconomics and ARCH |
4 |
15 |
144 |
147 |
7 |
26 |
116 |
121 |
| Measuring the Liquidity Effect |
0 |
0 |
0 |
1 |
0 |
6 |
25 |
244 |
| Measuring the liquidity effect |
0 |
0 |
0 |
3 |
1 |
13 |
66 |
681 |
| Normalization in econometrics |
3 |
6 |
29 |
194 |
8 |
28 |
122 |
515 |
| Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy |
3 |
19 |
111 |
756 |
12 |
50 |
227 |
1,359 |
| On the Limitations of Government Borrowing: A Framework for Empirical Testing |
9 |
24 |
59 |
276 |
14 |
42 |
141 |
713 |
| Rational Expectations and the Economic Consequences of Changes in Regime |
0 |
0 |
0 |
0 |
0 |
4 |
14 |
119 |
| Specification Testing in Markov-Switching Time Series Models |
0 |
0 |
0 |
3 |
9 |
26 |
89 |
785 |
| State-Space Models |
0 |
0 |
0 |
0 |
7 |
10 |
33 |
468 |
| Stock Market Volatility and The Business Cycle |
7 |
13 |
61 |
659 |
11 |
22 |
112 |
1,231 |
| The Augmented Solow Model and the Productivity Slowdown |
7 |
22 |
57 |
486 |
18 |
72 |
204 |
1,329 |
| The Daily Market for Federal Funds |
0 |
0 |
0 |
1 |
3 |
9 |
34 |
254 |
| The Supply and Demand for Federal Reserve Deposits |
0 |
4 |
16 |
181 |
14 |
49 |
133 |
659 |
| The propagation of regional recessions |
2 |
37 |
37 |
37 |
2 |
11 |
11 |
11 |
| This is what happened to the Oil Price-Macroeconomy Relationship |
0 |
0 |
0 |
2 |
10 |
29 |
175 |
842 |
| Understanding Crude Oil Prices |
9 |
23 |
128 |
128 |
18 |
52 |
177 |
177 |
| What do the Leading Indicators Lead? |
0 |
0 |
0 |
3 |
6 |
17 |
101 |
638 |
| What is an Oil Shock? |
16 |
58 |
257 |
1,479 |
38 |
148 |
561 |
3,318 |
| What's Real About the Business Cycle? |
1 |
3 |
10 |
177 |
1 |
7 |
33 |
299 |
| Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices |
3 |
8 |
47 |
362 |
5 |
16 |
122 |
1,104 |
| Total Working Papers |
177 |
429 |
1,357 |
7,193 |
331 |
1,033 |
3,617 |
23,068 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Model of the Federal Funds Rate Target |
2 |
7 |
18 |
297 |
4 |
16 |
60 |
1,060 |
| A Neoclassical Model of Unemployment and the Business Cycle |
3 |
27 |
132 |
441 |
81 |
216 |
793 |
1,919 |
| A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle |
26 |
103 |
468 |
2,624 |
52 |
192 |
806 |
5,154 |
| A Parametric Approach to Flexible Nonlinear Inference |
0 |
0 |
0 |
2 |
5 |
12 |
42 |
449 |
| A Quasi-Bayesian Approach to Estimating Parameters for Mixtures of Normal Distributions |
0 |
0 |
0 |
0 |
9 |
23 |
130 |
718 |
| A Reexamination of the Predictability of Economic Activity Using the Yield Spread |
0 |
0 |
0 |
0 |
6 |
15 |
56 |
538 |
| A standard error for the estimated state vector of a state-space model |
1 |
6 |
29 |
52 |
8 |
19 |
83 |
170 |
| Analysis of time series subject to changes in regime |
36 |
102 |
377 |
1,467 |
50 |
137 |
548 |
2,197 |
| Are the macroeconomic effects of oil-price changes symmetric?: A comment |
0 |
4 |
28 |
29 |
0 |
6 |
40 |
42 |
| Assessing monetary policy effects using daily federal funds futures contracts |
2 |
3 |
7 |
7 |
6 |
14 |
32 |
32 |
| Autoregressive conditional heteroskedasticity and changes in regime |
29 |
91 |
290 |
993 |
35 |
141 |
423 |
1,447 |
| Book review |
0 |
0 |
4 |
4 |
0 |
0 |
7 |
10 |
| Comment on "A comparison of two business cycle dating methods" |
0 |
1 |
6 |
24 |
3 |
7 |
24 |
102 |
| Comment on "Investigating Nonlinearity" |
0 |
1 |
10 |
18 |
0 |
3 |
15 |
69 |
| Comment on "U.S. Oil Consumption, Oil Prices, and the Macroeconomy." |
0 |
0 |
0 |
0 |
0 |
3 |
32 |
2,352 |
| Daily Changes in Fed Funds Futures Prices |
1 |
1 |
1 |
1 |
2 |
2 |
2 |
2 |
| Daily monetary policy shocks and new home sales |
1 |
2 |
4 |
4 |
3 |
7 |
18 |
18 |
| Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering |
0 |
0 |
0 |
0 |
8 |
15 |
66 |
495 |
| Housing and the monetary transmission mechanism: commentary |
0 |
3 |
8 |
8 |
0 |
4 |
11 |
11 |
| INSIDE THE ECONOMIST'S MIND |
1 |
3 |
7 |
7 |
1 |
7 |
15 |
15 |
| Long Swings in the Dollar: Are They in the Data and Do Markets Know It? |
11 |
35 |
101 |
528 |
21 |
60 |
180 |
1,299 |
| Measuring the Liquidity Effect |
2 |
9 |
38 |
205 |
3 |
14 |
63 |
459 |
| Monetary factors in the great depression |
9 |
51 |
234 |
412 |
20 |
91 |
652 |
1,385 |
| New directions in business cycle research and financial analysis |
1 |
3 |
38 |
251 |
8 |
25 |
118 |
604 |
| Normalization in Econometrics |
1 |
2 |
14 |
29 |
3 |
8 |
43 |
76 |
| Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Comment |
0 |
0 |
0 |
0 |
9 |
24 |
87 |
218 |
| Oil and the Macroeconomy since World War II |
13 |
51 |
260 |
2,130 |
24 |
86 |
431 |
6,848 |
| On Testing for Self-fulfilling Speculative Price Bubbles |
3 |
10 |
48 |
122 |
9 |
18 |
83 |
238 |
| On the Limitations of Government Borrowing: A Framework for EmpiricalTesting |
1 |
6 |
23 |
127 |
1 |
12 |
45 |
301 |
| On the interpretation of cointegration in the linear-quadratic inventory model |
0 |
1 |
5 |
19 |
0 |
3 |
11 |
61 |
| ROLE OF THE INTERNATIONAL GOLD STANDARD IN PROPAGATING THE GREAT DEPRESSION |
4 |
4 |
4 |
4 |
8 |
9 |
9 |
9 |
| Rational-expectations econometric analysis of changes in regime: An investigation of the term structure of interest rates |
11 |
33 |
123 |
325 |
18 |
65 |
214 |
517 |
| Regime shifts in a dynamic term structure model of U.S. Treasury bond yields, comments |
1 |
1 |
5 |
30 |
1 |
3 |
12 |
88 |
| Specification testing in Markov-switching time-series models |
13 |
56 |
183 |
577 |
21 |
94 |
290 |
883 |
| Stock Market Volatility and the Business Cycle |
18 |
39 |
159 |
1,248 |
32 |
84 |
382 |
3,032 |
| The Daily Market for Federal Funds |
3 |
8 |
58 |
301 |
8 |
20 |
103 |
892 |
| The Quantitative Significance of the Lucas Critique: Comment |
0 |
0 |
0 |
0 |
0 |
4 |
10 |
151 |
| The Sustainability of Budget Deficits with Lump-Sum and with Income-Based Taxation: Comment |
0 |
0 |
0 |
9 |
0 |
1 |
2 |
92 |
| The augmented Solow model and the productivity slowdown |
0 |
7 |
26 |
85 |
1 |
16 |
72 |
233 |
| The long-run behavior of the velocity of circulation: A review essay |
0 |
0 |
5 |
13 |
0 |
3 |
11 |
26 |
| The observable implications of self-fulfilling expectations |
6 |
12 |
41 |
90 |
9 |
28 |
88 |
196 |
| The supply and demand for Federal Reserve deposits |
3 |
9 |
19 |
54 |
7 |
31 |
118 |
246 |
| This is what happened to the oil price-macroeconomy relationship |
5 |
34 |
180 |
627 |
10 |
52 |
302 |
1,028 |
| Uncovering Financial Market Expectations of Inflation |
1 |
5 |
24 |
126 |
6 |
13 |
48 |
280 |
| Was the Deflation during the Great Depression Anticipated? Evidence from the Commodity Futures Market |
6 |
19 |
173 |
359 |
26 |
75 |
1,037 |
2,815 |
| What Do the Leading Indicators Lead? |
4 |
8 |
39 |
283 |
9 |
28 |
105 |
763 |
| What is an oil shock? |
5 |
18 |
96 |
582 |
12 |
53 |
231 |
1,226 |
| What's real about the business cycle? |
2 |
8 |
21 |
84 |
3 |
19 |
47 |
201 |
| Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices |
0 |
0 |
0 |
0 |
4 |
18 |
98 |
1,580 |
| Total Journal Articles |
225 |
783 |
3,306 |
14,598 |
546 |
1,796 |
8,095 |
42,547 |