Outside Journals
Members of the Research and Statistics Group publish in a wide range of economic and finance journals, conference volumes, and scholarly books.
Browse outside journals:
1996
Angelos Antzoulatos
"Consumer Credit and Consumption Forecasts." International Journal of Forecasting 12, no. 4 (December): 439-53.
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"Error-Correction Mechanisms and Short-Run Expectations." Southern Economic Journal 62, no. 4 (April): 845-55.
"Exchange Rate Pass-Through in U.S. Manufacturing Industries:
A Demand-Side Story," with J. Yang. International Trade Journal10, no. 3 (fall): 325-52.
Leonardo Bartolini
"Are Exchange Rates Excessively Volatile? And What Does 'Excessively Volatile' Mean, Anyway?" with Gordon Bodnar. IMF Staff Papers 43, no. 1 (March): 72-96.
"Foreign Direct Investment and the Exchange Rate," with T. Bayoumi and M. Klein. In T. Ito, P. Isard, S. Symansky, and T. Bayoumi, eds, Exchange Rate Movements and Their Impact on Trade and Investment in the APEC Region, 47-58. IMF Occasional Papers no. 145, December.
Richard Cantor and Frank Packer
"Sovereign Risk Assessment and Agency Credit Ratings." European Financial Management 2, no. 2 (July): 247-56.
"Determinants and Impacts of Sovereign Credit Ratings." Journal of Fixed Income 6, no. 3 (December): 76-91.
Angela Chang
"The Taxation of Private Pensions: Comments." In Zvi Bodie, Olivia S. Mitchell, and John A. Turner, eds., Securing Employer-Based Pensions. Philadelphia: University of Pennsylvania Press.
"Tax Policy, Lump-Sum Pension Distributions, and Household Saving." National Tax Journal 49, no. 2 (June): 235-52.
Arturo Estrella
Comment on "The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures," by Narasimhan Jegadeesh and George G. Pennacchi. Journal of Money, Credit, and Banking 28, no.3, pt. 2 (August): 447-51.
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Arturo Estrella and Frederic Mishkin
"The Yield Curve as a Predictor of Recessions in the United States and Europe." In The Determination of Long-Term Interest Rates and Exchange Rates and the Role of Expectations, 324-33. Basel: Bank for International Settlements.
Erica Groshen
"American Employer Salary Surveys and Labor Economics Research: Issues and Contributions." Annales d' Economie et de Statistique, no. 41-42 (January-June): 413-42.
James Harrigan
"Openness to Trade in Manufactures in the OECD." Journal of International Economics 40, no. 1-2 (February): 23-39.
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Jean Helwege
"Determinants of Savings and Loan Failures: Estimates of a Time-Varying Proportional Hazard Function." Journal of Financial Services Research 10, no. 4 (December): 373-92.
"Financing Growth after the IPO," with Nellie Liang. Journal of Applied Corporate Finance 8, no. 4 (winter): 73-83.
"Is There a Pecking Order? Evidence from a Panel of IPO Firms," with Nellie Liang. Journal of Financial Economics 40, no. 3 (March): 429-58.
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Jean Helwege and David Laster
"Stock Market Valuation Indicators: Is This Time Different?" with Kevin Cole. Financial Analysts Journal 52, no. 3 (May-June): 56-64.
Matthew Higgins
"Asian Savings, Investment, and Foreign Capital Dependence: The Role of Demography," with Jeffrey Williamson. In Jeffrey Sachs and David Bloom, eds., Emerging Asia. Cambridge: Harvard University Press.
Jith Jayaratne
"A Note on the Implementation of Cable TV Rate Caps." Review of Industrial Organization 11, no. 6 (December): 823-40.
Jith Jayaratne and Philip Strahan
"The Finance-Growth Nexus: Evidence from Bank Branch Deregulation." Quarterly Journal of Economics 111, no. 3 (August): 639-70.
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Frank Keane
"The Market for Collateralized Mortgage Obligations," with Julia Fernald and Martin Mair. In George G. Kaufman, ed., Research in Financial Services: Private and Public Policy. Vol. 8. Stamford, Conn.: JAI Press.
Jose Lopez
"Forecast Evaluation and Combination," with F. X. Diebold. In G. S. Maddala and C. R. Rao, eds., The Handbook of Statistics: Statistical Methods in Finance. Vol. 14, 241-68. Amsterdam: Elsevier Science.
Cara Lown and Stavros Peristiani
"The Behavior of Consumer Loan Rates during the 1990 Credit Slowdown." Journal of Banking and Finance 20, no. 10 (December): 1673-94.
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Sydney Ludvigson
"The Macroeconomic Effects of Government Debt in a Stochastic Growth Model." Journal of Monetary Economics 38, no. 1 (August): 25-45.
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James Mahoney
"The Differential Impact on Stockholder Wealth of Various Antitakeover Provisions," with Joseph T. Mahoney and Chamu Sundaramurthy. Managerial and Decision Economics 17, no. 6 (November-December): 531-49.
"The Effects of Price Limits on Trading Volume: Evidence from the Cotton Futures Market," with Joan E. Evans. Proceedings of the Chicago Board of Trade Finance Seminar, December.
Frederic Mishkin
"The Channels of Monetary Transmission: Lessons for Monetary Policy." Banque de France Bulletin Digest, no. 27, March.
"Interest Rates and the Business Cycle." In David Glasner, ed., Business Cycles and Depression: An Encyclopedia. New York: Garland.
"Understanding Financial Crises: A Developing Country Perspective." In Annual World Bank Conference on Development Economics, 1996. Washington, D.C.: World Bank.
Review of The Rational Expectations Revolution: Readings from the Front Line, edited by Preston Miller. Economic Systems 20, no. 2-3: 213-26.
Comment on "Capital Flows to Latin America: Is There Evidence of Contagion Effects?" by Sara Calvo. In Guillermo A. Calvo, Morris Goldstein, Eduard Hochreiter, eds., Private Capital Flows to Emerging Markets after the Mexican Crisis. Washington, D.C.: Institute for International Economics.
Donald Morgan
"Is Bank Lending Still Special?" with Charles Himmelberg. In Joe Peek and Eric S. Rosengren, eds., Is Bank Lending Important for the Transmission of Monetary Policy? Federal Reserve Bank of Boston Conference Series, no. 39.
Frank Packer
"Venture Capital, Bank Shareholding, and IPO Underpricing in Japan." In Mario Levis, ed., Empirical Issues in Raising Equity Capital. London: North-Holland.
Sangkyun Park
"Banking and Deposit Insurance as a Risk Transfer Mechanism." Journal of Financial Intermediation 5, no. 3 (July): 284-304.
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Gabriel Perez-Quiros
"What Do the Leading Indicators Lead?" with James D. Hamilton. Journal of Business 69, no. 1 (January): 27-49.
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Anthony Rodrigues
"Common Movements in Volatilities." In Financial Market Volatility: Measurement, Causes, and Consequences. Basel: Bank for International Settlements.
Rae Rosen
"What Can Academics Tell Us about Regional Growth?" In Susan V. Raymond, ed., The Technology Link to Economic Development. Annals of the New York Academy of Sciences, vol. 787.
Philip Strahan
"Regulatory Incentives and the Thrift Crisis: Dividends, Mutual-to-Stock Conversions, and Financial Distress," with Randall S. Kroszner. Journal of Finance 51, no. 4 (September): 1285-1319.
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Eric van Wincoop
"A Multi-Country Real Business Cycle Model with Heterogeneous Agents." Scandinavian Journal of Economics 98, no. 2 (June): 233-51.
"The Intertemporal Elasticity of Substitution: An Exploration Using a U.S. Panel of State Data," with Paul Beaudry. Economica 63, no. 251 (August): 495-512.
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"Wages, Profits, and the International Portfolio Puzzle," with Laura Bottazzi and Paolo Presenti. European Economic Review 40, no. 2 (February): 219-54.
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Kei-Mu Yi
"Consumer Durables, Permanent Terms of Trade Shocks, and the Recent U.S. Trade Deficits," with Joyce C. Sadka. Journal of International Money and Finance 15, no. 5 (October): 797-811.
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"A Simple Time Series Test of Endogenous vs. Exogenous Growth Models: An Application to the United States." Review of Economics and Statistics 78, no. 1 (February): 126-34.
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