P.A.V.B. Swamy

Bureau of Labor Statistics

2 Massachusetts Avenue, NE

Washington, DC 20212

United States

SCHOLARLY PAPERS

9

DOWNLOADS

28

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (9)

1.

Some Further Evidence on Exchange-Rate Volatility and Exports

Bank of Greece Working Paper No. 28
Number of pages: 30 Posted: 14 Jul 2022
Bank of Greece, Bureau of Labor Statistics, Bank of Greece and Government of the United States of America - Department of State
Downloads 10 (833,009)

Abstract:

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Exchange-rate volatility, Trade, Random-coefficient estimation, Generalized method of moments, Panel

2.

The New Keynesian Phillips Curve and Inflation Expectations: Re-Specification and Interpretation

Bank of Greece Working Paper No. 34
Number of pages: 24 Posted: 14 Jul 2022
G. S. Tavlas and P.A.V.B. Swamy
Bank of Greece and Bureau of Labor Statistics
Downloads 9 (843,513)

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Time-varying-coefficient model, Inflation-unemployment trade-off, “Objective” probability, Spurious correlation, Rational expectation, Coefficient driver

3.

The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?

Bank of Greece Working Paper No. 57
Number of pages: 28 Posted: 15 Jul 2022
G. Hondroyiannis, P.A.V.B. Swamy and G. S. Tavlas
Bank of Greece, Bureau of Labor Statistics and Bank of Greece
Downloads 5 (887,814)

Abstract:

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New Keynesian Phillips curve; time-varying coefficients; spurious relationships

4.

Empirical Modelling of Money Demand in Periods of Structural Change: The Case of Greece

Bank of Greece Working Paper No. 1
Number of pages: 33 Posted: 14 Jul 2022
Bank of Greece, Bank of Greece, Bureau of Labor Statistics and Bank of Greece
Downloads 3 (912,645)

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Money demand, VEC, random coefficient estimation

5.

A portfolio balance approach to Euro-area money demand in a time-varying environment

Bank of Greece Working Paper No. 61
Number of pages: 36 Posted: 19 Jul 2022
University of Leicester - Department of Economics, Bank of Greece, Bureau of Labor Statistics and Bank of Greece
Downloads 1 (939,553)

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Money demand, VEC, time varying coefficient estimation, Euro area

6.

The Time-Varying Performance of the Long-Run Demand for Money in the United States

Posted: 06 Jun 2001
G. Hondroyiannis, P.A.V.B. Swamy and G. S. Tavlas
Bank of Greece, Bureau of Labor Statistics and Bank of Greece

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7.

A General Method of Deriving the Efficiencies of Banks from a Profit Function

Posted: 24 Oct 1999
Fitch Ratings Inc., Bureau of Labor Statistics and Government of the United States of America - Division of Research and Statistics

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8.

Determinants of U.S. Commercial Bank Performance: Regulatory and Econometric Issues

Posted: 25 Aug 1998
Bureau of Labor Statistics, Auburn University, Academia Sinica and Auburn University - Harbert College of Business

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9.

Solving an Empirical Puzzle in the Capital Asset Pricing Model

Posted: 13 Jun 1998
John Leusner, Jalal D. Akhavein and P.A.V.B. Swamy
University of Chicago, Fitch Ratings Inc. and Bureau of Labor Statistics

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