Search Results
Working Paper
Output dynamics in real business cycle models
Nason, James M.; Cogley, Timothy
(1993)
The time series literature reports two stylized facts about output dynamics in the United States. GNP growth is positively autocorrelated over short horizons and negatively autocorrelated over longer horizons, and GNP has an important trend reverting component which has a hump-shaped moving average representation. We consider whether various real business cycle (RBC) models are consistent with these stylized facts. ; We find that many RBC models have weak internal propagation mechanisms and must rely on exogenous factors to replicate both stylized facts. In particular, intertemporal ...
Working Papers in Applied Economic Theory
, Paper 93-10
Journal Article
A simple way to estimate current-quarter GNP
Miller, Preston J.; Fitzgerald, Terry J.
(1989-10)
This paper describes a method developed to predict the advance (first) estimate of inflation-adjusted gross national product (real GNP) using hours-worked data. Besides generating fairly accurate forecasts of advance GNP, the method has two implications. First, the Commerce Department seems to weigh the hours-worked data most heavily in its early estimates of real GNP but less and less so in its revised estimates. Second, analysts attempting to predict current-quarter outcomes in real time need to consider the availability and reliability of data at the time the forecasts are made.
Quarterly Review
, Volume 13
, Issue Fall
, Pages 27-31
Journal Article
What has happened to M1?
Taylor, Herbert E.
(1986-09)
Business Review
, Issue Sep
, Pages 3-14
Working Paper
Conditional asymmetries in real GNP: a semi-nonparametric approach
Brunner, Allan D.
(1990)
Finance and Economics Discussion Series
, Paper 140
Working Paper
Forecasting with the yield curve; level, slope, and output 1875-1997
Bordo, Michael D.; Haubrich, Joseph G.
(2006)
Using the yield curve helps forecast real growth over the period 1875 to 1997. Using both the level and slope of the curve improves forecasts more than using either variable alone. Forecast performance changes over time and depends somewhat on whether recursive or rolling out of sample regressions are used.
Working Papers (Old Series)
, Paper 0611
Journal Article
Private-sector decisions and the U.S. trade deficit
Diba, Behzad T.
(1988-09)
Business Review
, Issue Sep
, Pages 15-24
Journal Article
The landing was harder than we thought!
Motley, Brian
(1990)
FRBSF Economic Letter
Journal Article
Evaluating McCallum's rule for monetary policy
Croushore, Dean; Stark, Tom
(1995-01)
Business Review
, Issue Jan
, Pages 3-14
Speech
Macro overview of the United States
Cumming, Christine M.
(2011)
Remarks at the European Economics and Financial Centre, London, England.
Speech
, Paper 44
Working Paper
The effect of changes in reserve requirements on investment and GNP
Rush, Mark; Loungani, Prakash
(1991)
Working Paper Series, Macroeconomic Issues
, Paper 91-21
FILTER BY year
FILTER BY Bank
Federal Reserve Bank of St. Louis 16 items
Federal Reserve Bank of San Francisco 15 items
Board of Governors of the Federal Reserve System (U.S.) 10 items
Federal Reserve Bank of Philadelphia 8 items
Federal Reserve Bank of Minneapolis 7 items
Federal Reserve Bank of Chicago 6 items
Federal Reserve Bank of New York 6 items
Federal Reserve Bank of Boston 4 items
Federal Reserve Bank of Cleveland 4 items
Federal Reserve Bank of Kansas City 4 items
Federal Reserve Bank of Dallas 3 items
Federal Reserve Bank of Atlanta 2 items
show more (7)
show less
FILTER BY Series
Review 16 items
Economic Review 9 items
FRBSF Economic Letter 6 items
Business Review 5 items
Working Paper Series, Macroeconomic Issues 5 items
Working Papers 5 items
Discussion Paper / Institute for Empirical Macroeconomics 4 items
Quarterly Review 4 items
Federal Reserve Bulletin 3 items
Finance and Economics Discussion Series 3 items
New England Economic Review 3 items
Working Papers (Old Series) 3 items
Economic Letter 2 items
International Finance Discussion Papers 2 items
Proceedings 2 items
Research Working Paper 2 items
Economic Commentary 1 items
Economic Perspectives 1 items
Liberty Street Economics 1 items
Pacific Basin Working Paper Series 1 items
Research Paper 1 items
Southwest Economy 1 items
Special Studies Papers 1 items
Speech 1 items
Staff Report 1 items
Staff Studies 1 items
Working Papers in Applied Economic Theory 1 items
show more (22)
show less
FILTER BY Content Type
Journal Article 51 items
Working Paper 22 items
Discussion Paper 7 items
Conference Paper 2 items
Report 2 items
Speech 1 items
show more (1)
show less
FILTER BY Author
Carlson, Keith M. 4 items
Tatom, John A. 4 items
Boschen, John F. 3 items
Kuttner, Kenneth N. 3 items
Mills, Leonard O. 3 items
Rush, Mark 3 items
Aoki, Masanao 2 items
Brunner, Allan D. 2 items
Christiano, Lawrence J. 2 items
Cogley, Timothy 2 items
Eichenbaum, Martin S. 2 items
Hafer, Rik 2 items
Loungani, Prakash 2 items
McElhattan, Rose 2 items
McNees, Stephen K. 2 items
Trehan, Bharat 2 items
Walsh, Carl E. 2 items
Anderson, Richard G. 1 items
Andrist, Felix 1 items
Antzoulatos, Angelos A. 1 items
Bagshaw, Michael L. 1 items
Belongia, Michael T. 1 items
Bernard, Theodore G. 1 items
Blough, Stephen R. 1 items
Bordo, Michael D. 1 items
Bradley, Michael D. 1 items
Butler, Larry 1 items
Ceglowski, Janet 1 items
Corrado, Carol 1 items
Croushore, Dean 1 items
Cumming, Christine M. 1 items
Dewald, William G. 1 items
Diba, Behzad T. 1 items
Duca, John V. 1 items
Fackler, James S. 1 items
Fitzgerald, Terry J. 1 items
Frankel, Jeffrey A. 1 items
Garner, C. Alan 1 items
Glick, Reuven 1 items
Hakkio, Craig S. 1 items
Hallman, Jeffrey J. 1 items
Haubrich, Joseph G. 1 items
Higgins, Matthew 1 items
Hirtle, Beverly 1 items
Houston, Joel F. 1 items
Jansen, Dennis W. 1 items
Kahn, George A. 1 items
Kasman, Bruce 1 items
Kelleher, Jeanette 1 items
Kilian, Lutz 1 items
Klitgaard, Thomas 1 items
Koenig, Evan F. 1 items
Kopcke, Richard W. 1 items
Lam, Pok-san 1 items
Matsusaka, John G. 1 items
McGrattan, Ellen R. 1 items
Miller, Preston J. 1 items
Moreno, Ramon 1 items
Motley, Brian 1 items
Nason, James M. 1 items
Nelson, Charles R. 1 items
Ohanian, Lee E. 1 items
Painter, Mary S. 1 items
Porter, Richard D. 1 items
Rasche, Robert H. 1 items
Rogers, R. Mark 1 items
Rosine, John 1 items
Rudebusch, Glenn D. 1 items
Runyon, Herbert 1 items
Santoni, G. J. 1 items
Saving, Jason L. 1 items
Sbordone, Argia M. 1 items
Scadding, John L. 1 items
Shaffer, Sherrill 1 items
Small, David H. 1 items
Solomon, Anthony M. 1 items
Stark, Tom 1 items
Stewart, Kenneth 1 items
Taylor, Herbert E. 1 items
Walraven, Nicholas A. 1 items
Warshawsky, Mark J. 1 items
Williams, Marcela M. 1 items
Wurtz, Richard E. 1 items
Wynne, Mark A. 1 items
Zadrozny, Peter A. 1 items
anonymous 1 items
show more (81)
show less
FILTER BY Keywords
Gross national product 85 items
Business cycles 11 items
Monetary policy 10 items
Forecasting 8 items
Money supply 7 items
Econometric models 6 items
Inflation (Finance) 4 items
Demand for money 3 items
Income 3 items
Recessions 3 items
economic conditions - United States 3 items
Bank reserves 2 items
Consumption (Economics) 2 items
Credit 2 items
Economic conditions 2 items
Economic indicators 2 items
Fiscal policy 2 items
Gross domestic product 2 items
Interest rates 2 items
Japan 2 items
Monetary theory 2 items
Prices 2 items
Taxation 2 items
Velocity of money 2 items
Imports 2 items
Agricultural price supports 1 items
Agricultural prices 1 items
Agriculture 1 items
Australia 1 items
Balance of payments 1 items
Budget deficits 1 items
COVID-19 1 items
Consumer behavior 1 items
Credit control 1 items
Deficit financing 1 items
Dollar, American 1 items
Droughts 1 items
Economic history 1 items
Employment 1 items
Federal Reserve Bank of St. Louis 1 items
Federal Reserve System 1 items
Federal Reserve System - History 1 items
Federal Reserve banks 1 items
Financial services industry 1 items
GDP 1 items
Germany 1 items
Households - Economic aspects 1 items
Housing - Finance 1 items
Income tax 1 items
Index numbers (Economics) 1 items
Informal sector (Economics) 1 items
Input-output analysis 1 items
Insurance, Health 1 items
International trade 1 items
Inventories 1 items
Investments, Foreign - United States 1 items
Labor market 1 items
Labor productivity 1 items
Manufactures 1 items
Monetary policy - United States 1 items
Money market 1 items
Natural resources 1 items
Petroleum industry and trade 1 items
Power resources - Prices 1 items
Price levels 1 items
Production (Economic theory) 1 items
Productivity 1 items
Purchasing power parity 1 items
Saving and investment 1 items
Statistics 1 items
Stock - Prices 1 items
Switzerland 1 items
Unemployment 1 items
Vector autoregression 1 items
consumer spending 1 items
goods 1 items
pandemic 1 items
services 1 items
time series analysis 1 items
show more (76)
show less