ASI 2001 9366-6.752
|
A primer on the economics and time series econometrics of wealth effects |
1 |
ASI 2001 9366-6.753
|
The Pavlovian response of term rates to Fed announcements |
1 |
ASI 2001 9366-6.754
|
Optimal portfolio allocation in a world without treasury securities |
1 |
ASI 2001 9366-6.755
|
The effect of past and future economic fundamentals on spending and pricing behavior in the FRB/US macroeconomic model |
1 |
ASI 2001 9366-6.756
|
How well does the new Keynesian sticky-price model fit the data? |
1 |
ASI 2001 9366-6.757
|
Measuring the reaction of monetary policy to the stock market |
1 |
ASI 2001 9366-6.758
|
Investigating the sources of default risk lessons from empirically evaluating credit risk models / |
1 |
ASI 2001 9366-6.759
|
Market definition in banking recent evidence / |
1 |
ASI 2001 9366-6.760
|
Incorporating event risk into value-at-risk |
1 |
ASI 2001 9366-6.761
|
The importance of employer-to-employer flows in the U.S. labor market |
1 |
ASI 2001 9366-6.762
|
Looking ahead young men, wage growth, and labor market participation / |
1 |
ASI 2001 9366-6.763
|
Production-side approach to estimating embodied technological change |
1 |
ASI 2001 9366-6.764
|
Disentangling the wealth effect a cohort analysis of household saving in the 1990s / |
1 |
ASI 2001 9366-6.765
|
Using subordinated debt to monitor bank holding companies is it feasible? / |
1 |
ASI 2001 9366-6.766
|
Does stock market wealth matter for consumption? |
1 |
ASI 2001 9366-6.767
|
Anticipations of monetary policy in financial markets |
1 |
ASI 2001 9366-6.768
|
Employment persistence |
1 |
ASI 2001 9366-6.769
|
GSEs, mortgage rates, and the long-run effects of mortgage securitization |
1 |
ASI 2001 9366-6.770
|
The hidden dangers of historical simulation |
1 |
ASI 2001 9366-6.771
|
Jump-diffusion term structure and Ito conditional moment generator |
1 |