経済学図書室所蔵 ワーキングペーパー一覧(海外)

Research paper / Federal Reserve Bank of New York

76151976.4An Econometric Examination of Business Loan BehaviorM. Harris
76191976.10Lagged Effects in the Demand for Money: Aggregate Portfolio Adjustment as an Epidemic ProcessMarcos T. Jones
76201976.7Reserves or Interest Rates: Choosing an Operating VariableKevin Hurley, Charles Sivesind
76211976.6Lagged Reserve Accounting and Monetary Control under Alternative Operating Targets: A Theoretical AnalysisJ. Judd
76231976.5Credit Retioning: A Summary of the Empirical EvidencePatrick J. Corcoran
76241976.7Some Measurement Issues Connected with Tobin's Financial ModelRussell Sheldon
76271977.4Estimating the Market Value of Rent-Controlled Housing: An Evaluation of the Rand and Olsen StudiesJ. Ragan
76281976.3A Look at Consumer Spending Habits in the Face of a Temporary Income Tax ChangeC. Palash
76291976.10Financial Model Building: A CommentWilliam C. Melton
77031977.4The Use of Almon and Other Dummy Variable Procedures to Increase the Efficiency of Maximization Algorithms in Economic ControlsMichael D. McCarthy, Carl J. Palash
77041977.4On the Specification of Unemployment and Inflation in the Objective FunctionCarl J. Palash
77051976.9Substitutability in Financial Markets: A Survey of Econometric EvidenceWilliam C. Melton
77061976.10Factors Determining Aggregate Reserve Asset Demand of a Non-Key Currency CountryL. Greenberg
77091977.1Reserve Requirements and Membership in the Federal Reserve System: An Analytical Framework and a Survey of the EvidenceWilliam C. Melton
77101977.2The Monetary Base: Its Use and Measurement in Industrial CountriesDorothy B. Christelow
77111977.10Weekly Structural Estimates of Bank Deposit Market EquationsJohn P. Judd
77121977.4A Structural Model of Money Stock DeterminationCharles M. Sivesind
77131977.1The Quantitative Impact of Lagged Reserve Requirements on Monetary ControlJohn P. Judd
77141976.8Non-Traded Goods and the Monetary Approach to the Balance of PaymentsBluford H. Putnam
77161977.3Rational Proce Expectations: A Survey of the Evidence and ImplicationsMarcelle Arak
77171977.3The Yield on Corporate Long-Term DebtWilliam C. Melton
77181977.3Exchange Rate Stability and Monetary Policy: A Case StudyBluford H. Putnam, John R. Woodbury
77251977.5International Reserve Flows: Seemingly Unrelated RegressionsBluford H. Putnam, D. Sykes Wilford
77281976.10The Economics of 1975-76 Energy LegislationP.J. Corcoran, K. Bradley
77291977.5Forecasting the Money Stock with Time Series ModelsElizabeth Hammond
77301977.10Optimal Capital Policy of the Commercial Banking Firm in Relation to Expectations Concerning Loan LossesRichard W. Nelson
77331977.7A Currency Portfolio Approach to Exchange Rate Determination: Exchange Rate Stability and the Independence of Monetary PolicyDavid T. King, Bluford H. Putnam, D. Sykes Wilford
77341977.9Interest Rate Variability, Government Securities Dealers, and Stability in the Financial MarketsBurton Zwick
77351977.4Non-borrowed Reserves Versus the Federal Funds Rate: Their Relative Effectiveness in Achieving Monetary Aggregate ObjectivesM. Arak
78011978.4The Impact of Differences in Turnover Rates on Male/Female Pay DifferentialsJames F. Ragan, Jr., Sharon P. Smith
78021978.2International Lending By U.S. Commercial Banks: An OverviewEdna E. Ehrlich
78031978.11A Note on Income and Price Elasticities of Imports in Industrial CountriesM. A. Akhtar
78041978.3On the Accuracy and Efficiency of Polynominal Approximations in Optimal Macroeconomic Policy DeterminationCarl J. Palash
78051978.10Nominal Demand Policy and Short-Run Fluctuations in Unemployment and Prices in the United StatesJacob Grossman
78061978.7Exchange Rate Systems and International Capital Market IntegrationBetsy Buttrill White, John R. Woodbury III
78071978.11Interest Rates and Monetary Policy in Open EconomiesMichael J. Hamburger, Geoffrey E. Woods
78081978.9How Big Should the IMF Be?E. Frydl
78091978.10An Analysis of the Dynamic Multipliers of the MPS ModelCarl Palash
78101978.5Bank Holding Company Financial Structure Bank Capital Supervision: An Economic AppEvelyn C. Fallek, Richard W. Nelson
78111978.11Bank Capital DemandDavid Hsieh, Steven Weisbrod
78121978.6Estimating Holding Periods for StructuresPatrick J. Corcoran
78131978.1Proces, Capacity Utilization, and Economic RecoveryCarl J. Palash
78151978.7Forecasting Mexican ImportsWilliam Gasser
78161978.9Trade and Financial Relations Between Industrial and Developing Countries: An Interpretation of Recent ChangesPatricia Kuwayama
78171978.10Exchange Rates, Import Prices, and Domestic InflationJoel L. Prakken
78181978.9Statistical Techniques for Determining Debt-Servicing Capacity for Developing Countries: Analytical Review of the Literature and Further Empirical ResultsKrishan Saini, Philip Bates
78191977.11Measures of "Dynamic" and "Defensive" Operations and Their Use in Interpreting Postwar Monetary PolicyThom B. Thurston
78201978.5Can the Performance of the Stock Market Be Explained by Inflation Coupled with Our Tax System?Marcelle Arak
78211977.12The Costs of Interest Rate VariabilityMicha Astrachan
79011979.5Risk in Banking and Its Determinants: An Empirical AssessmentRichard W. Nelson
79021979.3Bank Capital and Banking RiskRichard W. Nelson
79041979.8Changing the M1 Definition: An Empirical InvestigationJohn Wenninger, Charles Sivesind
79061979.7Federal Funds Rate Objectivces and Projections of the Aggregates Relative to the Committee's Specified RangesRobert Van Wicklen
79131979.10Optimal Stabilization Policy with Periodically Inflexible Fiscal InstrumentsFrederick Ribe
79181979.12The Effects of the Repeal of the McFadden Act on Resource Allocation within the International BankL. Goodman
79191979.8Impact of Exchange Rate Changes on US Export PricesRobert A. Brusca
82401982.11Likely Competitive Effects of Glass-Steagall ReformsSherrill Shaffer
83051983.4Robust Phillips Curve, Natural Rate of Unemployment and Productivity GrowthA. Steven Englander, Cornelis A. Los
83141983.10Public/Private Wage Differentials among Female Employees in Urban TanzaniaWillene A. Johnson
83221983.11Unemployment in Major Industrial Countries: Structural, Classical or Keynesian?Shafiqul Islam
84051984.11Brokered Deposits and Bank Soundness: Evidence and Regulatory ImplicationsSherill Shaffer, Catherine Piché
84071984.9The Changing Relationship between Unemployment and Real GNP in the United StatesDouglas M. Woodham
84181984.12Investment and q: An Analysis of Covariance ApproachNestor D. Dominguez
84201984.12Can Unions be Barriers to Entry?S. Wayne Passmore
85021985.3Monte Carlo Studies of Econometric Estimators of Evolutionary Parameter StructuresCornelis A. Los, Christopher M. Kell
88211988.9A Comparison of Market Making StructuresGeorge Sofianos
88221988.9A Test of International CAPMAnthony Rodrigues, Charles Engel
88231988.10Description of Margin RequirementsGeorge Sofianos
88241988.11Default Risk and Duration AnalysisJerome S. Fons
88251988.12The Causes of Rising U.S. Industrial Wage DispersionLinda A. Bell
88261988.12Prospects for LDC Debt Management: Debt Reduction versus Debt ForgivenessEdward J. Frydl, Dorothy M. Sobol
89011989.2Conditional Mean-Variance Efficiency of the U.S. Stock MarketCharles Engel, Jeffrey A. Frankel, Kenneth A. Froot, Anthony Rodrigues
89021989.3Regulatory Standards, Noncompliance and EnforcementJohn Kambhu
89031989.4Voluntary Conversions of LDC DebtPaul DiLeo, Eli M. Remolona
89041989.4Price Limits and Volatility in Soybean Meal Futures MarketsRichard Cantor
89051989.4The Implicit Liabilities of the Pension Benefit Guaranty CorporationArturo Estrella, Beverly Hirtle
89061989.4Tests for Measurement of Service Sector ProductivityA. Steven Englander
89071989.5The Term Structure as a Predictor of Real Economic ActivityArturo Estrella, Gikas A. Hardouvelis
89081989.5Money and Interest Rates: The Effects of Temporal Aggregation and Data RevisionsThomas J. Cunningham, Gikas A. Hardouvelis
89091989.5Margin Requirements, Voatility and the Transitory Component of Stock PricesGikas A. Hardouvelis
89101989.6The Impact of Supplies on Securities Prices and the Implications of PrivatizationJerome S. Fons
89111989.6Unemployment in Canada and the U.S.: Lessons from the 1980'sVivek Moorthy
89121989.7Risk, capital Markets, and the Large Public EnterpriseEli M. Remolona
89131989.8Explaining International Differences in the Cost of Capital: The United States and United Kingdom versus Japan and GermanyRobert N. McCauley, Steven A. Zimmer
89141989.8The High-Yield Market Structure and the Impact of Security SuppliesJerome S. Fons
89151989.9Endogenous Exchange Rate Regime SwitchesGabriel S.P. de Kock, Vittorio Grilli
89161989.10Does Centralized Collective Bargaining Lead to Wage Reatraint? The Case of IsraelDavid A. Brauer
89171989.11A New Look at U.S. Banking Strategy and Structure in the 1980sLeon Korobow, David P. Stuhr
89181989.12Inflation Expectations Surveys as Predictors of Inflation and Begavior in Financial and Labor MarketsA. Steven Englander, Gary Stone
89191989.12Concealment of Risk and Regulation of Bank Risk TakingJohn Kambhu
90011990.1Are Exchange Rates Misaligned or Excessively Volatile? An Intertemporal Balance of Payments Equilibrium ApproachJuann Hung
90021990.2Why International Trends in Leverage Have Been So DifferentEli M. Remolona
90031989.12U.S. External Imbalances: Financial Strains and Macroeconomic ChoicesJuann Hung, Bruce Kasman, Anthony Rodrigues
90041990.3Stock Market Bubbles before the Crash of 1987?Gikas A. Hardouvelis
90051990.4The Implications of Monetary versus Bond Financing of Debt-Peso SwapsJohn J. Mullin
90061990.5Margin Requirements, Speculative Trading and Stock Price Fluctuations: The Case of JapanGikas A. Hardouvelis, Steve Peristiani
90071990.5Evidence om the Influence of Financial Changes on Interest Rates and Monetary PolicyPaul Bennett
90091990.5Bank Loan Commitments and the Transmission of Monetary PolicyBeverly Hirtle
90101990.5A Simple Model of Bank Loan Commitments and Monetary PolicyBeverly Hirtle
90111990.5A Panel Study of the Effects of Leverage on Investment and EmploymentRichard Cantor
90121990.5Corpolate Leverage and the Consequences of Macroeconomic InstabilityWilliam Lee
90131990.5Financial Market Evolution and the Interest Sensitivity of OutputBeverly Hirtle, Jeanette Kelleher
90141990.5A Cross-Sectional Analysis of Mutual Funds' Market Timing and Security Selection SkillCarl R. Chen, Cheng F. Lee, Shafiqur Rahman, Anthony Chan
90151990.6Investment and Market Power: Evidence from the United States Manufacturing SectorPaula R. Worthington
90171990.7An Empirical Examination of Government Expenditures and the Ex-ante Crowding out Effect for the British EconomyAnthony Chan, Elizabeth Gustafson
90181990.7The U.S. Financial System: A Status Report and a Structural PerspectiveM.A. Akhtar, Betsy Buttrill White
90191990.8Optimal Monetary Policy Design: Rules vs. Discretion AgainA. Steven Englander
90201990.9Explaining LBOs and AcquisitionsRama Seth
90211990.9How Well Do Asset Allocation Managers Allocate Assets?Anthony Chan, Carl R. Chen
90301990.9The Effect of Import Competition on Manufacturing WagesDavid A. Brauer
90311990.9Sunspots, Asset Bubbles, and the Store of Value Motive in Overlapping Generations ModelsMichael D. Boldin
90321990.9Foreign Direct Investment in U.S. Manufacturing: Effects on the Trade BalanceJames A. Orr
90331990.11Recent Trends in Capital FormationChales Steindel
90341990.11A Survey of the Origins and Purposes of Deposit Protection ProgramsLawrence J. Radecki
90351990.11Are the Preliminary Announcements of Some Macroeconomic Variables Rational?Anthony Chan, Hareesh Dhawale
91011991.1Growth in Japanese Lending and Direct Investment in the United States: Are They Related?Rama Seth, Alicia M. Quijano
91021991.2A Triggering Mechanism of Economy-Wide Bank RunsSanqkyun Park
91031991.2Bank Failure Contagion in Historical PerspectiveSanqkyun Park
91041991.2Estimating Immigrant Assimilation Rates with Synthetic Panel DataAndrew M. Yuengert
91051991.2Self-Employment and the Earnings of Male Immigrants in the U.S.Andrew M. Yuengert
91061991.2Foreign Interest Rate Disturbance, Financial Flows and Physical Capital Accumulation in a Small Open EconomyMerih Uctum
91071991.2Patterns of Corporate Leverage in Selected Industrialized CountriesRama Seth
91081991.2The Speculative Effects of Anticipated Trade Policy under Dual Exchange RatesJohn J. Mullin
91091991.3Global Stock Markets and Links in Real ActivityEli M. Remolona
91101991.5The Political and Institutional Independence of U.S. Monetary PolicyM.A. Akhtar, Howard Howe
91111991.3Noise Trading and the Effectiveness of Sterilized Foreign Exchange InterventionJuann H. Hung
91121991.5Determinants of the Growth of Foreign Banking Assets in the United StatesGeorge Budzeika
91131991.5A Theoretical Analysis of Capital Flight from Debtor NationsSusan M. Charrette
91141991.5An Empirical Investigation of the Determinants of Discount Window Borrowing: A Disaggregate AnalysisStavros Peristiani
91151991.5Permanent and Transient Infruences on the Reluctance to Borrow at the Discount WindowStavros Peristiani
91161991.4A Critical Evaluation of Exchange Rate Policy in TurkeyYaman Asikoglu, Merih Uctum
91171991.8Underwriter Price Support and the IPO Underpricing PuzzleJudith S. Rudd
91181991.5The Effectiveness of Sterilized U.S. Foreign Exchange Intervention an Empirical Study Based on the Noise Trading ApproachJuann H. Hung
91191991.6The Uruguay Round of GATT Trade NegotiationsSusan Hickok, James Orr, M.A. Akhtar, K. Wulfekuhler
91201991.5Financial Reform and Monetary Control in JapanBruce Kasman, Anthony Rodrigues
91211991.6An Expanded, Cointegrated Model of U.S TradeSusan A. Hickok, Juann H. Hung, Kurt C. Wulfekuhler
91221991.6An Indicator of Future Inflation Extracted from the Steepness of the Interest Rate Yield Curve along Its Entire LengthJeffrey A. Frankel, Cara S. Lown
91231991.7Sources of Fluctuations in Long Term-Expected Real Rates of Interest: Evidence from the U.K. Indexed Bond MarketM. Ellen Gaske
91241991.8Tracking the Economy with the Purchasing Managers IndexEthan S. Harris
91251991.8Stabilization and Financial Sector Reform in MexicoMarilyn E. Skiles


Staff Reports / Federal Reserve Bank of New York

21995.6The Costs and Benefits of Dual TradingHun Y. Park, Asani Sarkar, Lifan Wu
111996.3Capital Account Liberalization as a SignalLeonardo Bartolini, Allan Drazen
151996.10Technology, Factor Supplies, and International Specialization: Estimating the Neoclassical ModelJames Harrigan
171996.12Is There Endogenous Long-Run Growth? Evidence from the U.S. and the U.K.Kei-Mu Yi, Narayana R. Kocherlakota
181996.12When Liberal Policies Reflect External Shocks, What Do We Learn?Leonardo Bartolini, Allan Drazen
251997.6Can Competition between Brokers Mitigate Agency Conflicts with Their Customers?Sugato Chakravarty, Asani Sarkar


Special studies paper / Federal Reserve Board, Division of Research and Statistics

731976.1Consumer Behavior and Quantity Constraints: Some Implications for Monetary TheoryRobert J. Mackay, Warren E. Weber
761975.7On the Use of Optimal Control in the Design of Monetary PolicyJohn H. Kalchbrenner, Peter A. Tinsley