Narrow search
Showing 1 - 10 of 62
Cover Image
Informal unemployment insurance and labor market dynamics
Herkenhoff, Kyle F. - Federal Reserve Bank of St. Louis - 2012
the policies, however, is a .2-.5% higher unemployment rate during recessions that persists throughout the recovery. …How do job losers use default -- a phenomenon 6x more prevalent than bankruptcy --as a type of “informal" unemployment …
Persistent link: https://www.econbiz.de/10011027344
Cover Image
Common stochastic trends, common cycles, and asymmetry in economic fluctuations
Kim, Chang-Jin; Piger, Jeremy M. - Federal Reserve Bank of St. Louis - 2001
, having only transitory effects. Statistical tests suggest both asymmetries were present in post-war recessions, although the …
Persistent link: https://www.econbiz.de/10005352751
Cover Image
Nonlinearity and the permanent effects of recessions
Kim, Chang-Jin; Morley, James; Piger, Jeremy - Federal Reserve Bank of St. Louis - 2003
NBER-dated recessions and expansions. Also, the Markov-switching form of nonlinearity is statistically significant and the … “bounce-back” effect is large, implying that the permanent effects of recessions are small. Meanwhile, having accounted for … find larger permanent effects of recessions. …
Persistent link: https://www.econbiz.de/10005352940
Cover Image
Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions
Dueker, Michael J. - Federal Reserve Bank of St. Louis - 2003
This article presents a new Qual VAR model for incorporating information from qualitative and/or discrete variables in vector autoregressions. With a Qual VAR, it is possible to create dynamic forecasts of the qualitative variable using standard VAR projections. Previous forecasting methods for...
Persistent link: https://www.econbiz.de/10005352947
Cover Image
The dynamic relationship between permanent and transitory components of U.S. business cycles
Kim, Chang-Jin; Piger, Jeremy; Startz, Richard - Federal Reserve Bank of St. Louis - 2005
component leads switches in the transitory component when entering recessions. …
Persistent link: https://www.econbiz.de/10005353003
Cover Image
Forecasting national recessions using state level data
Owyang, Michael T.; Piger, Jeremy M.; Wall, Howard J. - Federal Reserve Bank of St. Louis - 2012
aggregate economic activity variables, for forecasting U.S. business cycle phases (expansions and recessions.) In this paper, we …
Persistent link: https://www.econbiz.de/10010551334
Cover Image
QE2 in five easy pieces
Bullard, James - Federal Reserve Bank of St. Louis - 2010
Delivered at the High Profile Speaker Series, New York Society of Security Analysts, New York City. November 8, 2010.
Persistent link: https://www.econbiz.de/10010727307
Cover Image
U.S. monetary policy at another crossroads
Bullard, James - Federal Reserve Bank of St. Louis - 2011
Presented at the Annual Dealmakers Event, San Diego, California.
Persistent link: https://www.econbiz.de/10010727312
Cover Image
QE2: an assessment
Bullard, James - Federal Reserve Bank of St. Louis - 2011
Quantitative Easing (QE) Conference. 30 June 2011, St. Louis, MO
Persistent link: https://www.econbiz.de/10010727327
Cover Image
Views on the U.S. economy: a four-part story
Bullard, James - Federal Reserve Bank of St. Louis - 2011
Presented at the 3rd Rocky Mountain Economic Summit, Jackson Hole, Wyoming
Persistent link: https://www.econbiz.de/10010727339