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NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Ray C. Fair

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers and Chapters

December 2010Possible Macroeconomic Consequences of Large Future Federal Government Deficits
in Tax Policy and the Economy, Volume 25, Jeffrey Brown, editor
January 1993Estimating Event Probabilities from Macroeconometric Models Using Stochastic Simulation
in Business Cycles, Indicators and Forecasting, James H. Stock and Mark W. Watson, editors
February 1992The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics
w3990

Published: The Business Cycles: Theories and Evidence, (Proceedings of the Sixteenth Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis), edited by Michael T. Belognia and Michelle R. Garfinkel, pp. 133-147, Norwell, MA: Kluwer Academic Publishers, 1992 citation courtesy of

October 1991Full Information Estimation and Stochastic Simulation of Models with Rational Expectations
with John B. Taylor: t0078

Published: Journal of Applied Econometrics, Vol. 5, pp. 381-392, (1990).

August 1991Estimating Event Probabilities from Macroeconomic Models Using Stochastic Simulation
t0111

Published:

June 1991How Fast Do Old Men Slow Down?
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Published: Review of Economics and Statistics, Vol. 76, no. 1 (1994): 103-118. citation courtesy of

March 1990The Production Smoothing Model is Alive and Well
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Published: Journal of Monetary Economics, Vol. 24, No. 3, pp. 353-370, (1989). citation courtesy of

October 1989Estimation of Polynomial Distributed Lags and Leads with End Point Constraints
with Donald W.K. Andrews: t0079

Published: Journal of Econometrics, Vol.53, No. 1-3, pp. 123-139 July-Sept 1992

September 1989Inflationary Expectations and Price Setting Behavior
w3102

Published: Review of Economics and Statistics, Vol. 75, no. 1 (1993): 8-18. citation courtesy of

July 1989Does Monetary Policy Matter? Narrative Versus Structural Approaches
w3045
February 1988The Informational Content of Ex Ante Forecasts
with Robert J. Shiller: w2503

Published: The Review of Economics and Statistics, Vol. LXXI, No. 2, pp. 325-331,(May 1989). citation courtesy of

1988VAR Models as Structural Approximations
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June 1987Effects of the Changing U.S. Age Distribution on Macroeconomic Equations
with Kathryn M. Dominguez: w2280

Published: The American Economic Review, Vol. 81, No. 5, pp. 1276-1294, (December 1991). citation courtesy of

May 1987Econometric Modeling as Information Aggregation
with Robert J. Shiller: w2233

Published: "Comparing Information in Forecasts from Econometric Models." From The American Economic Review, Vol. 80, No. 3, pp. 375-389, (June 1990).

April 1987The Effect of Economic Events on Votes for President: 1984 Update
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Published: Political Behavior, Vol. 10, No. 2, pp. 168-179, (1988).

1987Optimal Choice of Monetary Policy Instruments in a Macroeconometric Model
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Published: Journal of Monetary Economics, Vol.XXII, No.2, pp.301-315, September 1988. citation courtesy of

December 1986Forecasting the Depression: Harvard Versus Yale
with Matthew D. Shapiro, Kathryn M. Dominguez: w2095

Published:

  • The American Economic Review, Vol. 78, No. 4, pp. 595-612, (September 1988).
  • Dominguez, Kathryn M & Fair, Ray C & Shapiro, Matthew D, 1988. "Forecasting the Depression: Harvard versus Yale," American Economic Review, American Economic Association, vol. 78(4), pages 595-612, September. citation courtesy of

Interest Rate and Exchange Rate Determination
w2105
International Evidence on the Demand for Money
w2106

Published: The Review of Economics and Statistics, Vol. LXIX, No. 3, pp. 473-480, (August 1987). citation courtesy of

Sources of Output and Price Variability in a Macroeconometric Model
w2112

Published: "Sources of Economic Fluctuations in the United States." From The Quarterly Journal of Economics, Vol. CIII, No. 2, pp. 313-332, (May 1988).

1986Estimated Macroeconomic Effects of Deficit Targeting
w1814
September 1984The Use of Expected Future Variables in Macroeconometric Models
w1445

Published: Cowles Foundation Discussion Papers. no 718

June 1984Estimated Trade-Offs Between Unemployment and Inflation
w1377

Published: Ray C. Fair, 1984. "Estimated tradeoffs between unemployment and inflation," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 57-96. citation courtesy of

March 1984Excess Labor and the Business Cycle
w1292

Published: Fair, Ray C. "Excess Labor and the Business Cycle." American Economic Review, Vol. 75, No. 1, (March 1985), pp.239-245. citation courtesy of

Effect of Expected Future Government Deficits on Current Economic Activity
w1293
July 1981A Comment on Feldstein's Fisher-Schultz Lecture
w0716
June 1981Estimated Effects of Relative Prices on Trade Shares
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Published: (Published as "Estimated Effects of the October 1979 Changes in Monetary Policy on the 1980 Economy) American Economic Review, Vol. 71, no. 2(1981): 160-165.

May 1981Estimated Output, Price, Interest Rate, and Exchange Rate Linkages amongCountries
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Published: Fair, Ray C. "Estimated Output, Price, Interest Rate, and Exchange Rate Linkages among Countries." Journal of Political Economy, Vol. 90, No. 3, (June 1982), pp. 507-535. citation courtesy of

October 1980Solution and Maximum Likelihood Estimation of Dynamic Nonlinear RationalExpectations Models
with John B. Taylor: t0005

Published: Fair, Ray C. and John B. Taylor. "Solution and Maximun Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models." Econometrica, Vol. 51 , No. 4, (July 1983), pp. 1169-1185.

August 1980Estimated Effects of the October 1979 Change in Monetary Policy on the 1980 Economy
w0538

Published: Fair, Ray C. "Estimated Effects of the October 1979 Change in Monetary Policy on the 1980 Economy." The American Economic Review, Vol. 71, No. 2, (May 1981), pp. 160-165.

December 1979A Multicountry Econometric Model (Revised)
w0414

Published: Fair, Ray C. Part of: "Specification, Estimation, and Analysis of Macroeconometric Models." Harvard University Press, (1984).

December 1977Announcement: A Program to Solve an Econometric Model
in Annals of Economic and Social Measurement, Volume 6, number 5, Sanford V. Berg, editor
October 1974On the Robust Estimation of Econometric Models
in Annals of Economic and Social Measurement, Volume 3, number 4, Sanford V. Berg, editor
1974Methods for Computing Optimal Control Solutions: On the Solution of Optimal Control Problems as Maximization Problems
in Annals of Economic and Social Measurement, Volume 3, number 1, Sanford V. Berg, editor
October 1973A Comparison of FIML and Robust Estimates of a Nonlinear Macroeconomic Model
w0015

Published: Fair, Ray C. "On the Robust Estimation of Econometric Models." Annals of Economic and Social Measurement, Vol. 3, No. 4, (October 1974), pp. 667-677.

1973Maximum Likelihood Estimation of Linear Equation Systems with Auto-Regressive Residuals
with Gregory Chow
in Annals of Economic and Social Measurement, Volume 2, number 1, Sanford V. Berg, editor

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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