Details about Michelle L. Barnes

Access statistics for papers by Michelle L. Barnes.

Last updated 2023-03-09. Update your information in the RePEc Author Service.

Short-id: pba1483

Working Papers

2017

1. Financial variables and macroeconomic forecast errors
   Working Papers, Federal Reserve Bank of Boston View citations (3)

2016

2. Did life insurers benefit from TARP or regulatory forbearance during the financial crisis of 2008–2009?
   Working Papers, Federal Reserve Bank of Boston View citations (1)

2015

3. A post-mortem of the life insurance industry's bid for capital during the financial crisis
   Current Policy Perspectives, Federal Reserve Bank of Boston View citations (1)

2014

4. Let's talk about it: what policy tools should the Fed \\"normally\\" use?
   Current Policy Perspectives, Federal Reserve Bank of Boston View citations (1)
5. The forecasting power of consumer attitudes for consumer spending
   Working Papers, Federal Reserve Bank of Boston

2013

6. Do real-time Okun's law errors predict GDP data revisions?
   Working Papers, Federal Reserve Bank of Boston View citations (8)

2011

7. Estimation of Forward-Looking Relationships in Closed Form: An Application to the New Keynesian Phillips Curve
   Working Papers, University of Sydney, School of Economics View citations (9)
   Also in Working Papers, Federal Reserve Bank of Boston (2011) View citations (9)

2010

8. Internal sources of finance and the Great Recession
   Working Papers, Federal Reserve Bank of Boston View citations (1)
9. The sensitivity of long-term interest rates to economic news: comment
   Working Papers, Federal Reserve Bank of Boston View citations (1)

2009

10. Closed-form estimates of the New Keynesian Phillips curve with time-varying trend inflation
    Working Papers, Federal Reserve Bank of Boston View citations (12)
11. TIPS scorecard: are TIPS accomplishing what they were supposed to accomplish?: can they be improved?
    Public Policy Discussion Paper, Federal Reserve Bank of Boston View citations (1)

2005

12. Alternative measures of the Federal Reserve banks' cost of equity capital
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (2)
    Also in Public Policy Discussion Paper, Federal Reserve Bank of Boston (2005) View citations (2)
    See also Journal Article Alternative measures of the Federal Reserve Banks' cost of equity capital, Journal of Banking & Finance, Elsevier (2006) View citations (17) (2006)

2004

13. Inside and Outside Bounds: Threshold Estimates of the Phillips Curve
    Econometric Society 2004 Australasian Meetings, Econometric Society
    See also Journal Article Inside and outside bounds: threshold estimates of the Phillips curve, New England Economic Review, Federal Reserve Bank of Boston (2003) View citations (39) (2003)

2002

14. A quantile regression analysis of the cross section of stock market returns
    Working Papers, Federal Reserve Bank of Boston View citations (64)
15. The behavior of China's stock prices in response to the proposal and approval of bonus issues
    Working Papers, Federal Reserve Bank of Boston View citations (5)

2000

16. Modeling Financial Volatility: Extreme Observations, Nonlinearities and Nonstationarities
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
17. Threshold Relationships among Inflation, Financial Market Development and Growth
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy View citations (2)

1998

18. Aggregation of Short-Memory Processes, the Volatility of Stock Market Return Indices and Long Memory
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
19. Non-linear Threshold Relationships between Inflation and Nominal Returns: A Time Series Approach to 39 Different Countries
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
20. On the Nature of Dependence in the Volatility of US Stock Returns
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy

Journal Articles

2017

1. Consumer Attitudes and Their Forecasting Power for Consumer Spending
   Journal of Money, Credit and Banking, 2017, 49, (5), 1031-1058 View citations (9)

2013

2. Cyclical versus secular: decomposing the recent decline in U.S. labor force participation
   Public Policy Brief, 2013 View citations (4)
3. The Michigan Surveys of Consumers and consumer spending
   Public Policy Brief, 2013 View citations (2)

2010

4. A TIPS Scorecard: Are They Accomplishing Their Objectives?
   Financial Analysts Journal, 2010, 66, (5), 68-84 View citations (1)

2007

5. A principal components approach to estimating labor market pressure and its implications for inflation
   Public Policy Brief, 2007 View citations (5)

2006

6. Alternative measures of the Federal Reserve Banks' cost of equity capital
   Journal of Banking & Finance, 2006, 30, (6), 1687-1711 View citations (17)
   See also Working Paper Alternative measures of the Federal Reserve banks' cost of equity capital, Working Paper Series (2005) View citations (2) (2005)
7. Threshold relationships among inflation, financial development, and growth
   Journal of Financial Transformation, 2006, 17, 141-149 View citations (5)
8. What is the Federal Reserve banks' imputed cost of equity capital?
   FRBSF Economic Letter, 2006, (apr7)

2003

9. Inside and outside bounds: threshold estimates of the Phillips curve
   New England Economic Review, 2003, 3-18 View citations (39)
   See also Working Paper Inside and Outside Bounds: Threshold Estimates of the Phillips Curve, Econometric Society 2004 Australasian Meetings (2004) (2004)

1999

10. Inflation and asset returns
    European Economic Review, 1999, 43, (4-6), 737-754 View citations (66)
11. Inflation and returns revisited: a TAR approach
    Journal of Multinational Financial Management, 1999, 9, (3-4), 233-245 View citations (7)

1990

12. Recommendations for control and prevention of human immunodeficiency virus (HIV) infection in intravenous drug users
    Health Policy, 1990, 14, (1), 41-42 View citations (1)