Michael Dueker

Federal Reserve Banks - Federal Reserve Bank of St. Louis

411 Locust St

Saint Louis, MO 63011

United States

SCHOLARLY PAPERS

20

DOWNLOADS
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SSRN RANKINGS

Top 23,941

in Total Papers Downloads

3,993

SSRN CITATIONS
Rank 18,396

SSRN RANKINGS

Top 18,396

in Total Papers Citations

37

CROSSREF CITATIONS

36

Scholarly Papers (20)

1.

Inflation, Monetary Policy and Stock Market Conditions: Quantitative Evidence from a Hybrid Latent-Variable VAR

FRB of St. Louis Working Paper No. 2008-012A
Number of pages: 33 Posted: 05 May 2008 Last Revised: 03 Feb 2009
Michael D. Bordo, Michael Dueker and David C. Wheelock
Rutgers University, New Brunswick - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of St. Louis and Federal Reserve Bank of St. Louis - Research Division
Downloads 684 (71,041)
Citation 3

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Stock market conditions, booms, busts, monetary policy, inflation, Qual-VAR

2.

Monetary Policy and Stock Market Booms and Busts in the 20th Century

FRB of St. Louis Working Paper No. 2007-020A
Number of pages: 57 Posted: 16 May 2007
Michael D. Bordo, Michael Dueker and David C. Wheelock
Rutgers University, New Brunswick - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of St. Louis and Federal Reserve Bank of St. Louis - Research Division
Downloads 522 (99,806)
Citation 13

Abstract:

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Stock market, booms, busts, monetary policy, policy regimes

3.

Can Markov Switching Models Predict Excess Foreign Exchange Returns?

FRB of St. Louis Working Paper No. 2001-021F
Number of pages: 30 Posted: 13 Jan 2005
Michael Dueker and Christopher J. Neely
Federal Reserve Banks - Federal Reserve Bank of St. Louis and Federal Reserve Bank of St. Louis - Research Division
Downloads 513 (101,982)
Citation 7

Abstract:

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Technical trading rules, Markov switching, exchange rates, excess returns

4.

Kalman Filtering with Truncated Normal State Variables for Bayesian Estimation of Macroeconomic Models

FRB of St. Louis Working Paper No. 2005-057B
Number of pages: 9 Posted: 09 Nov 2005
Michael Dueker
Federal Reserve Banks - Federal Reserve Bank of St. Louis
Downloads 316 (177,026)
Citation 1

Abstract:

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Kalman Filter, truncated normal, probit model, macroeconometric models

5.

Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting

FRB of St. Louis Working Paper No. 2003-024C
Number of pages: 38 Posted: 13 May 2006
Michael Dueker, Martín Sola and Fabio Spagnolo
Federal Reserve Banks - Federal Reserve Bank of St. Louis, Universidad Torcuato Di Tella and Brunel University London - Economics and Finance
Downloads 264 (213,122)
Citation 5

Abstract:

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Smooth Transition Threshold Autoregressive, Forecasting, Nonlinear Models

6.

European Business Cycles: New Indices and Analysis of Their Synchronicity

SFB 303 Working Paper No. B - 448
Number of pages: 30 Posted: 21 Mar 2000
Michael Dueker and Katrin Assenmacher
Federal Reserve Banks - Federal Reserve Bank of St. Louis and Swiss National Bank
Downloads 253 (222,297)

Abstract:

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7.

The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis

Number of pages: 26 Posted: 14 Dec 2005
Michael Dueker, Stephen J. Spurr and David E. Kalist
Federal Reserve Banks - Federal Reserve Bank of St. Louis, Wayne State University - Department of Economics and Shippensburg University of Pennsylvania - Department of Economics
Downloads 247 (227,634)
Citation 5

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regulation, professions, nursing panel data, Markov Chain Monte Carlo

8.

Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths

FRB of St. Louis Working Paper No. 2004-030A
Number of pages: 31 Posted: 29 Jul 2005
Siddhartha Chib and Michael Dueker
Washington University in St. Louis - John M. Olin Business School and Federal Reserve Banks - Federal Reserve Bank of St. Louis
Downloads 240 (234,149)
Citation 4

Abstract:

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Regime switching, Markov Chain Monte Carlo, nonlinear state space

9.

Multivariate Markov Switching with Weighted Regime Determination: Giving France More Weight than Finland

Federal Reserve Bank of St. Louis Working Paper No. 2008-001A
Number of pages: 25 Posted: 06 Jan 2008
Michael Dueker and Martín Sola
Federal Reserve Banks - Federal Reserve Bank of St. Louis and Universidad Torcuato Di Tella
Downloads 187 (295,232)

Abstract:

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Vector autoregression, Regime switching, Business Cycle Turning Point

10.

A Time-Varying Threshold Star Model of Unemployment and the Natural Rate

Federal Reserve Bank of St. Louis Working Paper No. 2010-029A
Number of pages: 28 Posted: 21 Sep 2010 Last Revised: 29 Sep 2010
Michael Dueker, Michael Owyang and Martín Sola
Federal Reserve Banks - Federal Reserve Bank of St. Louis, Federal Reserve Bank of St. Louis - Research Division and Universidad Torcuato Di Tella
Downloads 155 (347,378)
Citation 4

Abstract:

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Regime switching, smooth-transition autoregressive model, unemployment, non- linear models

11.

Multivariate Contemporaneous Threshold Autoregressive Models

FRB of St. Louis Working Paper No. 2007-019A
Number of pages: 30 Posted: 15 May 2007
Federal Reserve Banks - Federal Reserve Bank of St. Louis, University of London - Economics, Mathematics and Statistics, Universidad Torcuato Di Tella and Brunel University London - Economics and Finance
Downloads 127 (406,827)
Citation 3

Abstract:

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Nonlinear autoregressive models, Smooth transition, Stability, Threshold

12.

The Price Puzzle and Indeterminacy in an Estimated DSGE Model

FRB of St. Louis Working Paper No. 2006-025B
Number of pages: 50 Posted: 08 Mar 2007
Anatoliy Belaygorod and Michael Dueker
Washington University in St. Louis - John M. Olin Business School and Federal Reserve Banks - Federal Reserve Bank of St. Louis
Downloads 109 (455,905)
Citation 2

Abstract:

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Price puzzle, Indeterminacy, Great Inflation, Change-point, Metropolis-Hastings

13.

Inflation, Monetary Policy and Stock Market Conditions

NBER Working Paper No. w14019
Number of pages: 32 Posted: 26 May 2008 Last Revised: 26 Oct 2022
Michael D. Bordo, Michael Dueker and David C. Wheelock
Rutgers University, New Brunswick - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of St. Louis and Federal Reserve Bank of St. Louis - Research Division
Downloads 96 (497,691)

Abstract:

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Aggregate Price Shocks and Financial Instability: An Historical Analysis

NBER Working Paper No. h0125
Number of pages: 52 Posted: 25 May 2006 Last Revised: 07 May 2023
Michael D. Bordo, Michael Dueker and David C. Wheelock
Rutgers University, New Brunswick - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of St. Louis and Federal Reserve Bank of St. Louis - Research Division
Downloads 58 (673,460)
Citation 1

Abstract:

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Aggregate Price Shocks and Financial Instability: An Historical Analysis

NBER Working Paper No. w7652
Number of pages: 51 Posted: 30 May 2012 Last Revised: 30 Nov 2022
Michael D. Bordo, Michael Dueker and David C. Wheelock
Rutgers University, New Brunswick - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of St. Louis and Federal Reserve Bank of St. Louis - Research Division
Downloads 35 (833,833)
Citation 1

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15.

Timing Transitions between Determinate and Indeterminate Equilibria in an Empirical DSGE Model: Benefits and Implications

FRB of St. Louis Working Paper No. 2006-025A
Number of pages: 45 Posted: 27 Apr 2006
Anatoliy Belaygorod and Michael Dueker
Washington University in St. Louis - John M. Olin Business School and Federal Reserve Banks - Federal Reserve Bank of St. Louis
Downloads 88 (525,904)

Abstract:

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DSGE model, Indeterminacy, Great Inflation, State-Space model, change- point, regime switching, Kalman Filter, MCMC, Metropolis-Hastings, Gibbs, Bayes

16.

Aggregate Price Shocks and Financial Stability: The United Kingdom 1796-1999

NBER Working Paper No. w8583
Number of pages: 48 Posted: 10 Nov 2001 Last Revised: 16 Dec 2022
Michael D. Bordo, Michael Dueker and David C. Wheelock
Rutgers University, New Brunswick - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of St. Louis and Federal Reserve Bank of St. Louis - Research Division
Downloads 50 (707,140)
Citation 5

Abstract:

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17.

The Mechanics of a Successful Exchange-Rate Peg: Lessons for Emerging Markets

Number of pages: 38 Posted: 12 Jun 2001
Michael Dueker and Andreas M. Fischer
Federal Reserve Banks - Federal Reserve Bank of St. Louis and Swiss National Bank
Downloads 18 (963,943)
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Currency crisis, exchange rate peg, Thailand

18.

Fixing Swiss Potholes: The Importance of Improvements

Number of pages: 15 Posted: 26 Feb 2002
Michael Dueker and Andreas M. Fischer
Federal Reserve Banks - Federal Reserve Bank of St. Louis and Swiss National Bank
Downloads 16 (983,983)
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Maintenance and repair, improvements, capital utilization

19.

Stochastic Capital Depreciation and the Comovement of Hours and Productivity

CEPR Discussion Paper No. 3192
Number of pages: 26 Posted: 26 Feb 2002
Robert Dittmar, Michael Dueker and Andreas M. Fischer
Citigroup, Inc. - CitiMortgage, Federal Reserve Banks - Federal Reserve Bank of St. Louis and Swiss National Bank
Downloads 15 (994,155)
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Markov Switching, Nonlinear Decision Rules, Hours-Productivity Correlation

20.

Contemporaneous Threshold Autoregressive Models: Estimation, Forecasting and Rational Expectations Applications

FRB of St. Louis Working Paper No. 2003-025A
Posted: 05 Dec 2004
Michael Dueker, Martín Sola and Fabio Spagnolo
Federal Reserve Banks - Federal Reserve Bank of St. Louis, Universidad Torcuato Di Tella and Brunel University London - Economics and Finance

Abstract:

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Smooth transition threshold autoregressive, rational expectations, forecasting