Mark W. French

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

Economist

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

Mailstop 80

Washington, DC 20551

United States

SCHOLARLY PAPERS

4

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CROSSREF CITATIONS

11

Scholarly Papers (4)

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 611 (43,216)
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

FEDS Working Paper No. 2001-44
Number of pages: 39 Posted: 07 Dec 2001
Mark W. French
Board of Governors of the Federal Reserve System - Macroeconomic Analysis Section
Downloads 480 (58,924)
Citation 9

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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

FEDS Working Paper No. 2005-12
Number of pages: 28 Posted: 15 Apr 2005
Mark W. French
Board of Governors of the Federal Reserve System - Macroeconomic Analysis Section
Downloads 118 (238,072)
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 48 (398,601)

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