Mark Fisher

Federal Reserve Banks - Federal Reserve Bank of Atlanta

1000 Peachtree Street N.E.

Research Department

Atlanta, GA 30309-4470

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 40,733

SSRN RANKINGS

Top 40,733

in Total Papers Downloads

1,672

SSRN CITATIONS

1

CROSSREF CITATIONS

11

Scholarly Papers (9)

1.

Forces that Shape the Yield Curve: Parts 1 and 2

FRB of Atlanta Working Paper No. 2001-3
Number of pages: 48 Posted: 13 May 2001
Mark Fisher
Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 1,115 (27,592)
Citation 2

Abstract:

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Yield curve, convexity, absence of arbitrage, expectations

2.

Consumption and Asset Prices with Recursive Preferences

Number of pages: 48 Posted: 27 Oct 1998
Mark Fisher and Christian Gilles
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Bear, Stearns & Co., Inc.
Downloads 272 (158,432)
Citation 10

Abstract:

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3.

Inflation and Monetary Regimes

Federal Reserve Bank of Atlanta Working Paper Series No. 2009-26
Number of pages: 43 Posted: 01 Oct 2009
Gerald P. Dwyer and Mark Fisher
Clemson University and Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 140 (285,542)

Abstract:

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money and inflation, inflation, quantity theory

4.

Bayesian Nonparametric Learning of How Skill is Distributed Across the Mutual Fund Industry

FRB Atlanta Working Paper No. 2019-3
Number of pages: 42 Posted: 13 Mar 2019 Last Revised: 29 Apr 2020
Mark Fisher, Mark J. Jensen and Paula A. Tkac
Federal Reserve Banks - Federal Reserve Bank of Atlanta, Federal Reserve Bank of Atlanta and Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 49 (529,591)

Abstract:

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Bayesian nonparametrics, mutual funds, unsupervised learning

5.

Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors

FRB Atlanta Working Paper No. 2018-2
Number of pages: 50 Posted: 28 Feb 2018 Last Revised: 29 Apr 2020
Mark Fisher and Mark J. Jensen
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 47 (538,679)

Abstract:

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Bayesian nonparametric analysis, change points, Dirichlet process, hierarchical priors, mutual fund performance

6.

Consumption and Asset Prices with Homothetic Recursive Preferences

FRB Atlanta Working Paper Series No. 99-17
Number of pages: 56 Posted: 25 Jan 2015
Mark Fisher and Christian Gilles
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Bear, Stearns & Co., Inc.
Downloads 32 (618,090)
Citation 7

Abstract:

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recursive preferences, stochastic differential utility, general equilibrium, optimal consumption, optimal portfolio, equity premium, term structure of interest rates, asset pricing

7.

Fitting a Distribution to Survey Data for the Half-Life of Deviations from PPP

FRB Atlanta Working Paper No. 2015-15
Number of pages: 13 Posted: 16 Dec 2015 Last Revised: 30 Aug 2017
Mark Fisher
Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 17 (727,383)

Abstract:

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nonparametric Bayesian estimation, Bernstein polynomials, simplex regression, importance sampling, PPP half-life deviations

8.

Fitting the Term Structure of Interest Rates with Smoothing Splines

Federal Reserve System Working Paper No. 95-1
Posted: 18 Oct 2000
Mark Fisher, Douglas W. Nychka and David Zervos
Federal Reserve Banks - Federal Reserve Bank of Atlanta, National Center for Atmospheric Research (NCAR) and affiliation not provided to SSRN

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9.

Around and Around: The Expectations Hypothesis

Posted: 19 May 1998
Mark Fisher and Christian Gilles
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Bear, Stearns & Co., Inc.

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