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Working Paper
Speculative attacks on pegged exchange rates: an empirical exploration with special reference to the European Monetary System
Wyplosz, Charles; Rose, Andrew K.; Eichengreen, Barry (1995)
This paper presents an empirical analysis of speculative attacks on pegged exchange rates in 22 countries between 1967 and 1992. We define speculative attacks or crises as large movements in exchange rates, interest rates, and international reserves. We develop stylized facts concerning the univariate behavior of a variety of macroeconomic variables, comparing crises with periods of tranquility. For ERM observations we cannot reject the null hypothesis that there are few significant differences in the behavior of key macroeconomic variables between crises and non-crisis periods. This null ...
Working Papers in Applied Economic Theory , Paper 95-04

Working Paper
Optimal indicators of socioeconomic status for health research
Williams, David; Duncan, Greg J.; McDonough, Peggy; Daly, Mary C. (1999)
Objectives: This paper examines the relationship between various measures of SES and mortality for a representative sample of individuals. ; Methods: Data are from the Panel Study of Income Dynamics. Sample includes 3,734 individuals aged 45 and above who participated in the 1984 interview. Mortality was tracked between 1984 and 1994 and is related to SES indicators using Cox event-history regression models. ; Results: Wealth has the strongest associations with subsequent mortality, and these associations differ little by age and sex. Other economic measures, especially family-size-adjusted ...
Working Papers in Applied Economic Theory , Paper 99-03

Working Paper
Output, money and price correlations in a real business cycle model
Huh, Chan Guk (1990)
Working Papers in Applied Economic Theory , Paper 90-02

Working Paper
Determinants of long-run labor productivity growth: a selective survey with some new empirical results
Spiegel, Mark M. (1994)
Using cross-country data, we review the empirical evidence concerning long-term labor and total factor productivity growth. We find that the conclusions one can draw from cross-country data are surprisingly modest. Nevertheless, we confirm the crucial role for physical capital accumulation in enhancing labor productivity growth and develop a role for human capital in an endogenous growth framework. We also find that the performances of so-called "ancillary variables" are rather insignificant in the presence of proxies for physical and human capital stocks.
Working Papers in Applied Economic Theory , Paper 94-17

Working Paper
Efficient estimation of simultaneous equations by instrumental variables
Jorgenson, Dale W.; Brundy, James (1971)
Working Papers in Applied Economic Theory , Paper 3

Working Paper
Financial change and the design of monetary policy: lessons from the U. S. experience
Motley, Brian; Judd, John P.; Trehan, Bharat (1986)
Working Papers in Applied Economic Theory , Paper 87-01

Working Paper
Real money substitutes
Bisignano, Joseph (1974)
Working Papers in Applied Economic Theory , Paper 17

Working Paper
Real and financial adjustments to fiscal deficits in growing open economies
Hutchison, Michael M.; Pigott, Charles (1985)
Working Papers in Applied Economic Theory , Paper 85-03

Working Paper
The temporal relationship between individual stocks and individual bonds
Kwan, Simon H. (1995)
This paper investigates the comovements of stocks and bonds at the individual firm level. Based on a sample of 702 corporate bonds, individual stock returns and bond yield changes are found to be negatively correlated, suggesting that the comovements of individual stocks and bonds are largely driven by information about the mean value of the firms' assets, rather than the variance of asset returns. Furthermore, lagged stock returns are found to have explanatory power for current bond yield changes, but current stock returns are unrelated to lagged bond yield changes, indicating that stocks ...
Working Papers in Applied Economic Theory , Paper 95-03

Working Paper
Is monetary policy becoming less effective?
Fair, Ray C. (1995)
This paper estimates the amount by which the effectiveness of monetary policy in changing real output for a given change in interest rates has declined due to the increased size of the federal government debt.
Working Papers in Applied Economic Theory , Paper 95-05

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