Browse by authors

P. A. V. B. Swamy

- Milton Friedman, the demand for money, and the ECB’s monetary policy strategy
*by Stephen G. Hall & P. A. V. B. Swamy & George S. Tavlas*in Review, Federal Reserve Bank of St. Louis, 2012 - Solving an empirical puzzle in the capital asset pricing model
*by John H. Leusner & Jalal D. Akhavein & P. A. V. B. Swamy*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1996 - Determinants of U.S. commercial bank performance: regulatory and econometric issues
*by P. A. V. B. Swamy & James R. Barth & Ray Y. Chou & John S. Jahera*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1995 - A general method of deriving the inefficiencies of banks from a profit function
*by Jalal D. Akhavein & P. A. V. B. Swamy & Stephen B. Taubman*in Proceedings, Federal Reserve Bank of Chicago, 1995 - A general method of deriving the efficiencies of banks from a profit function
*by P. A. V. B. Swamy & Jalal D. Akhavein & Stephen B. Taubman*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1994 - Random coefficient models: theory and applications
*by P. A. V. B. Swamy & George S. Tavlas*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1993 - Exchange rate episodes and the passthrough of exchange rates to import prices
*by P. A. V. B. Swamy & Stephan S. Thurman*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1993 - Circumstances on which different criteria of estimation can be applied to estimate policy effects
*by P. A. V. B. Swamy & J. S. Mehta & Rao N. Singamesetti*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1992 - Is it possible to find an econometric law that works well in explanation and prediction? The case of Australian money demand
*by P. A. V. B. Swamy & George S. Tavlas*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1990 - Effects of using dependent and independent differences in tests of random walk models against regression models
*by M. W. Leslie Chandrakantha & J. S. Mehta & P. A. V. B. Swamy*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1990 - Efficient computation of stochastic coefficients models
*by I-Lok Change & Charles Hallahan & P. A. V. B. Swamy*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1990 - Some problems with identification in parametric models
*by P. A. V. B. Swamy & J. S. Mehta & Peter von zur Muehlen*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1990 - Forecasting Australian monetary aggregates
*by P. A. V. B. Swamy & George S. Tavlas*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1989 - Coherent methods of estimating technical progress
*by P. A. V. B. Swamy & Leonard A. Lupo & John D. Sneed*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1989 - Co-integration: is it a property of the real world?
*by P. A. V. B. Swamy & Peter von zur Muehlen & J. S. Mehta*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1989 - On the use of variance ratios in the analysis of nonstationary time series
*by M. S. Leslie Chandrakantha & J. S. Mehta & P. A. V. B. Swamy*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1989 - The stochastic coefficients approach to econometric modeling, part 1: a critique of fixed coefficients models
*by P. A. V. B. Swamy & Roger K. Conway & Michael R. LeBlanc*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1988 - What do regressions of interest rates on deficits imply?
*by P. A. V. B. Swamy & Bharat R. Kolluri & Rao N. Singamesetti*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1988 - Modeling buffer stock money - an appraisal
*by P. A. V. B. Swamy & George S. Tavlas*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1988 - On a problem in identifying linear parametric models
*by P. A. V. B. Swamy & Peter von zur Muehlen*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1988 - On a problem in identifying linear parametric models
*by P. A. V. B. Swamy & Peter von zur Muehlen*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1988 - The stochastic coefficients approach to econometric modeling, part II: description and motivation
*by P. A. V. B. Swamy & Roger K. Conway & Michael R. LeBlanc*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1988 - The stochastic coefficients approach to econometric modeling, part III: estimation, stability testing, and prediction
*by P. A. V. B. Swamy & Roger K. Conway & Michael R. LeBlanc*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 1988 - The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change
*by Garry J. Schinasi & P. A. V. B. Swamy*in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 1987 - Further thoughts on testing for casuality with econometric models
*by P. A. V. B. Swamy & Peter von zur Muehlen*in Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), 1987 - The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change
*by Garry J. Schinasi & P. A. V. B. Swamy*in Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), 1987 - Should fixed coefficients be reestimated every period
*by P. A. V. B. Swamy & Garry J. Schinasi*in Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), 1987 - Financial deregulation, the demand for money, and monetary policy in Australia
*by George S. Tavlas & P. A. V. B. Swamy*in Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), 1987 - Finite sample properties of Theil's measure of multicollinearity effect
*by J. S. Mehta & P. A. V. B. Swamy*in Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), 1987 - Should fixed coefficients be reestimated every period for extrapolation?
*by P. A. V. B. Swamy & Garry J. Schinasi*in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 1986 - U.S. demand for imported and domestically-produced foods: an investigation of intertemporal and cross substitution
*by Peter Isard & Barbara R. Lowrey & P. A. V. B. Swamy*in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 1978 - On testing the significance of a subset of coefficients in a set of seemingly unrelated regressions using mixed estimation
*by P. A. V. B. Swamy & Richard Berner*in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 1977 - A note on minimum average risk estimators for coefficients in linear models
*by P. A. V. B. Swamy & J. S. Mehta*in Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), 1977 - The use of undersized samples in the estimation of simultaneous equation systems: another look at the theory of estimation
*by P. A. V. B. Swamy*in Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), 1977 - Linear prediction and estimation methods for regression models with stationary stochastic coefficients
*by P. A. V. B. Swamy & Peter A. Tinsley*in Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), 1976 - Estimation of a dynamic demand function for gasoline with different schemes of parameter variation
*by J. S. Mehta & G. V. L. Narasimham & P. A. V. B. Swamy*in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 1975 - Theory and estimation of the demand for imports of consumer goods
*by Peter Isard & Barbara R. Lowrey & P. A. V. B. Swamy*in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 1975 - Minimum average risk estimators for coefficients in linear models
*by P. A. V. B. Swamy & J. S. Mehta*in Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), 1975 - Relative efficiencies of a competitor of Hoerl and Kennard's ridge regression estimator
*by P. A. V. B. Swamy & J. S. Mehta & Peter Rappoport*in Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), 1975 - Further evidence on the relative efficiencies of Zellner's seemingly unrelated regressions estimator
*by J. S. Mehta & P. A. V. B. Swamy*in Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), 1975 - The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model
*by J. S. Mehta & P. A. V. B. Swamy*in Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.), 1975 - Solving an Empirical Puzzle in the Capital Asset Pricing Model
*by John H. Leusner & Jalal D. Akhavein & P. A. V. B. Swamy*in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 0000