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Author:Bryden, Edward J. 

Journal Article
Commodity prices and P-star

An illustration of how the P-star indicator of future inflation can be modified to include information about the recent behavior of commodity prices. This approach yields more accurate short-run inflation forecasts while still retaining the property that, over the long run, only money matters.
Economic Review , Volume 28 , Issue Q I , Pages 11-17

Journal Article
On disinflation since 1982: an application of change-point tests

An examination of recent changes in the statistical properties of alternative measures of core inflation, identifying statistically significant change points in the fixed mean and finding that for all measures considered, changes in the inflation rate trend have been infrequent and, for the most part, rather abrupt.
Economic Review , Volume 30 , Issue Q I , Pages 31-42

Working Paper
Some Monte Carlo results on nonparametric changepoint tests

An examination of the small-sample properties of nonparametric changepoint tests using Monte Carlo analysis to investigate the probabilities of false-positive tests under alternative assumptions about the time-series properties of the underlying process. ; An analysis of whether depositor preference legislation reduced the FDIC's failed-bank resolution costs in 1984-92, and whether nondepositors' responses may have partially undone the intended benefits of such legislation.
Working Papers (Old Series) , Paper 9517

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