Research Working Papers
1998

Choosing Information Variables for Transition Probabilities In a Time-Varying Transition Probability Markov Switching Model
(Abstract | Article PDF 65K)

By Andrew J. Filardo
RWP 98-09 (December 1998)

Credit Spreads and Interest Rates: A Cointegration Approach
(Abstract | Article PDF 212K)

By Charles Morris, Robert Neal & Doug Rolph
RWP 98-08 (December 1998)

Term Structure Views of Monetary Policy
(Abstract | Article PDF 654K)

By Sharon Kozicki & P.A. Tinsley
RWP 98-07 (September 1998)

Market Reaction to Monetary Policy Nonannouncements
(Abstract | Article PDF 117K)

By V. Vance Roley & Gordon H. Sellon, Jr.
RWP 98-06 (March 6, 1998; Last Revised: August 21, 1998)

The Real-Time (In)Significance of M2
(Abstract | Article PDF 1,619K)

By Jeffery D. Amato
RWP 98-05 (September 1998)

The Sources of Fluctuations Within and Across Countries
(Abstract | Article PDF 589K)

By Todd E. Clark & Kwanho Shin
RWP 98-04 (September 1998)

Vector Rational Error Correction
(Abstract | Article PDF 668K)

By Sharon Kozicki & P.A. Tinsley
RWP 98-03 (August 1998)

Predicting Inflation With the Term Structure Spread
(Abstract | Article PDF 411K)

By Sharon Kozicki
RWP 98-02 (August 1998)

A Model of Financial Fragility
(Abstract | Article PDF 348K)

By Roger D. Lagunoff and Stacey L. Schreft
RWP 98-01 (November 1997: Last revised September 1998)

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