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Author:Tallman, Ellis W. 

Journal Article
Ill winds can’t blow U.S. economy off course

Three ferocious hurricanes in 2005 failed to dampen the country?s economic momentum, and disruptions to the nation?s oil and natural gas supply created only temporary shocks.
EconSouth , Volume 7 , Issue Q4

Working Paper
Macroeconomic factors and asset excess returns

FRB Atlanta Working Paper , Paper 89-7

Journal Article
Outlook mixed for Southeast and nation in 2003

EconSouth , Volume 4 , Issue Q4 , Pages 2-7

Journal Article
Inflation: how long has this been going on?

Economic Review , Issue Nov , Pages 1-12

Journal Article
Review essay on The House of Morgan: an American Banking Dynasty and the Rise of Modern Finance(1990) by Ron Chernow

Economic Review , Issue Sep , Pages 28-32

Working Paper
Money demand and relative prices in the German hyperinflation

FRB Atlanta Working Paper , Paper 91-8

Working Paper
The information content of financial aggregates in Australia

This paper examines whether financial aggregates provide information useful for predicting the subsequent behavior of real output and inflation. We employ vector autoregression (VAR) techniques to summarize the information in the data, providing evidence on the incremental forecasting value of financial aggregates for forecasting real output and inflation. The in-sample results suggest that there are only a few situations in which knowledge of the aggregates helps forecast real output and inflation. We then test the forecast performance of the VAR systems for two years out-of-sample in order ...
FRB Atlanta Working Paper , Paper 96-14

Working Paper
The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods

This paper develops a model in which information losses may be an important part of the cost of an OTC derivatives dealer's failure. A dealer failure forces solvent counterparties of a failed dealer to seek replacement hedges with other dealers. However, by forcing good firms into the derivatives market, the failure provides camouflage for insolvent firms seeking to speculate with a dealer that does not know their credit status. The paper models this information loss and uses the model to quantitatively evaluate a range of scenarios. The results suggest that a market breakdown is unlikely but ...
FRB Atlanta Working Paper , Paper 96-6

Working Paper
Liquidity creation without a lender of last resort: clearinghouse loan certificates in the Banking Panic of 1907

We employ a new data set comprised of disaggregate figures on clearinghouse loan certificate issues in New York City to document how the dominant national banks were crucial providers of temporary liquidity during the Panic of 1907. Clearinghouse loan certificates were essentially "bridge loans" arranged between clearinghouse members that enabled and were issued in anticipation of monetary gold imports, which took a few weeks to arrive. The large New York City national banks acted as private liquidity providers by requesting (and the New York clearinghouse issuing) a volume of clearinghouse ...
FRB Atlanta Working Paper , Paper 2006-23

Journal Article
Where would the federal funds rate be, if it could be negative?

In the wake of Great Recession, the Federal Reserve engaged in conventional monetary policy actions by reducing the federal funds rate. But soon the rate hit zero, and could go no lower. In such environments, policymakers still think in terms of where the federal funds rate should be, were it possible to go negative. To project the ?unconstrained path? of the funds rate?ignoring the zero lower bound?and to identify the key underlying shocks driving that path, we employ a statistical macroeconomic forecasting model. We find that the federal funds rate would have been extremely negative during ...
Economic Commentary , Issue Oct



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