Education
Ph.D. Economics
University of Iowa
1993
B.S.F.S.
International Economics
Georgetown University
Washington, DC
1988
Contact Info
Phone: (314) 444-8568
Fax: (314) 444-8731
Email: neely@stls.frb.org
Research Division
Federal Reserve Bank of St. Louis
P.O. Box 442
St. Louis, MO 63166-0442
For media inquiries contact:
Adam Allington
mediainquiries@stls.frb.org
Office: (314) 444-8783
Cell: (314) 313-3783
Christopher J. Neely
Working Papers
"Forecasting the Equity Risk Premium: The Role of Technical Indicators"
with David E. Rapach, Jun Tu, and Guofu Zhou
Working Paper 2010-008G, posted March 2010, updated May 2013.
"International Channels of the Fed’s Unconventional Monetary Policy"
with Michael D. Bauer
Working Paper 2012-028B, posted August 2012, updated February 2013.
"The Large-Scale Asset Purchases Had Large International Effects"
Working Paper 2010-018D, posted July 2010, updated April 2012.
"Common Fluctuations in OECD Budget Balances"
with David E. Rapach
Working Paper 2009-055A, posted October 2009.
"The Dynamic Interaction of Trading Flows, Macroeconomic Announcements and the CAD/USD Exchange Rate: Evidence from Disaggregated Data"
with Nikola Gradojevic
Working Paper 2008-006C, posted February 2008, updated August 2009.
"Identifying the Effects of U.S. Intervention on the Levels of Exchange Rates"
Working Paper 2005-031C, posted May 2005, updated May 2006.
"The Case for Foreign Exchange Intervention: The Government as an Active Reserve Manager"
Working Paper 2004-031B, posted November 2004, updated July 2005.
"Implied Volatility from Options on Gold Futures: Do Econometric Forecasts Add Value or Simply Paint the Lilly?"
Working Paper 2003-018C, posted July 2003, updated June 2004.
"Testing Asset Pricing Models with Euler Equations: It's Far Worse Than You Think. Original version, 94-010A"
Working Paper 1995-018A, posted September 1995.
"A Reconsideration of the Properties of the Generalized Method of Moments in Asset Pricing Models"
Working Paper 1994-010A, posted April 1994.
