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Author:Marquis, Milton H. 

Journal Article
Setting the interest rate

FRBSF Economic Letter

Working Paper
Accounting for the secular “decline” of U.S. manufacturing

The share of employment in manufacturing as well as the relative price of manufactures has declined sharply over the postwar period, while the share of manufacturing output relative to GDP has remained roughly constant. Household preferences turn out to play a key role in reconciling this behavior with a closed-economy, two-sector model with differential rates of productivity growth. We show that the data imply that households are not willing to substitute between the two goods at all and also that this inference is independent of whatever the income elasticity of demand for services might ...
Working Paper Series , Paper 2005-18

Journal Article
Mortgage refinancing

FRBSF Economic Letter

Journal Article
Inflation: the 2% solution

FRBSF Economic Letter

Journal Article
Shifting household assets in a bear market

FRBSF Economic Letter

Working Paper
On using relative prices to measure capital-specific technological progress

Recently, Greenwood, Hercowitz and Krusell (GHK) have identified the relative price of (new) capital with capital-specific technological progress. In a two-sector growth model, however, the relative price of capital equals the ratio of the productivity processes in the two sectors. Restrictions from this model are used with data on wages and prices to construct measures of productivity growth and test the GHK identification, which is easily rejected by the data. This raises questions about various measures of the contribution that capital-specific technological progress might make to the ...
Working Paper Series , Paper 2005-02

Working Paper
An RBC model with growth: the role of human capital

Finance and Economics Discussion Series , Paper 94-33

Working Paper
Productivity shocks in a model with vintage capital and heterogeneous labor

We construct a vintage capital model in which worker skills lie along a continuum and workers can be paired with different vintages (as technology evolves) under a matching rule of "best worker with the best machine." Labor reallocation in response to technology shocks has two key implications for the wage premium. First, it limits both the magnitude and duration of change in the wage premium following a (permanent) embodied technology shock, so empirically plausible shocks do not lead to the kind of increases in the wage premium observed in the U.S. during the 1980s and early 1990s (though ...
Working Paper Series , Paper 2007-06

Working Paper
Optimal disinflation paths when growth is endogenous

Finance and Economics Discussion Series , Paper 94-32

Journal Article
What's different about banks - still?

FRBSF Economic Letter

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