Mark W. French

Board of Governors of the Federal Reserve System - Macroeconomic Analysis Section

Economist

20th & C. St., N.W.

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Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System - Macroeconomic Analysis Section

    • Tel: 202-452-3801
    • Fax: 202-452-3819
SCHOLARLY PAPERS

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Scholarly Papers (4)

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1.

Why and When Do Spot Prices of Crude Oil Revert to Futures Price Levels?

FEDS Working Paper No. 2005-30
Number of pages: 29 Posted: 05 Oct 2005
Mark W. French
Board of Governors of the Federal Reserve System - Macroeconomic Analysis Section
Downloads 715 (66,894)
Citation 2

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Oil prices, oil futures, backwardation, convenience yield

2.

Estimating Changes in Trend Growth of Total Factor Productivity: Kalman and H-P Filters Versus a Markov-Switching Framework

Number of pages: 39 Posted: 07 Dec 2001
Mark W. French
Board of Governors of the Federal Reserve System - Macroeconomic Analysis Section
Downloads 623 (79,682)
Citation 10

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Markov switching, total factor productivity, multifactor productivity

3.

A Nonlinear Look at Trend Mfp Growth and the Business Cycle: Result from a Hybrid Kalman/Markov Switching Model

Number of pages: 28 Posted: 15 Apr 2005
Mark W. French
Board of Governors of the Federal Reserve System - Macroeconomic Analysis Section
Downloads 138 (379,901)
Citation 4

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Multifactor productivity, total factor productivity, regime switching, Markov switching

4.

Cleaning Up the Errors in the Monthly "Employment Situation" Report: A Multivariate State-Space Approach

Board of Governors of the Federal Reserve System Finance and Econ. Disc. Series 98-5
Number of pages: 24 Posted: 22 Mar 1998
Mark W. French
Board of Governors of the Federal Reserve System - Macroeconomic Analysis Section
Downloads 65 (622,366)

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