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Author:Becketti, Sean 

Journal Article
Corporate mergers and the business cycle

Economic Review , Volume 71 , Issue May , Pages 13-26

Journal Article
Has financial market volatility increased?

Economic Review , Volume 74 , Issue Jun , Pages 17-30

Journal Article
Will increased regulation of stock index futures reduce stock market volatility?

Economic Review , Volume 75 , Issue Nov , Pages 33-46

Working Paper
Exchange rates in the long run

If Purchasing Power Parity holds in the long run, then real exchange rates are mean stationary. To test this hypothesis, monthly data on bilateral real exchange rates between the United States and five countries extending back to the 1920s are calculated. The null hypothesis of mean stationarity is tested against a variety of nonstationary alternatives. Our results strongly favor mean stationarity over models that permit long-run trends in real exchange rates. The data also favor stationarity over a unit root process with no drift. We show that the realized path of the real exchange rate lies ...
Research Working Paper , Paper 95-14

Journal Article
Can losses of federal financial programs be reduced?

Economic Review , Volume 76 , Issue Jul , Pages 5-20

Working Paper
How real is the \"real exchange rate?\"

Research Working Paper , Paper 87-04

Working Paper
Understanding the current view of trends, cycles, and the persistence of shocks

Research Working Paper , Paper 87-08

Journal Article
The truth about junk bonds

Economic Review , Volume 75 , Issue Jul , Pages 45-54

Working Paper
Does money matter anymore? A comment on Friedman and Kuttner

Research Working Paper , Paper 92-07

Journal Article
The role of stripped securities in portfolio management

Economic Review , Volume 73 , Issue May , Pages 20-31

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