Skip to main content Skip to main content

Christopher J. Neely

Vice President

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

Research Division
Federal Reserve Bank of St. Louis
P.O. Box 442
St. Louis, MO 63166-0442

For media inquiries, contact:
Shera Dalin
mediainquiries@stls.frb.org
Phone: (314) 444-3911




Working Papers

"More Stories of Unconventional Monetary Policy"
with  Evan Karson
Federal Reserve Bank of St. Louis Working Paper 2020-043A, October 2020

"Monetary Policy and Economic Performance since the Financial Crisis"
with  Dario Caldara,   Etienne Gagnon, and   Enrique Martinez-Garcia
Federal Reserve Bank of St. Louis Working Paper 2020-026C, November 2020

"Unconventional monetary policy and the behavior of shorts"
with  Thomas McInish and  Jade Planchon
Federal Reserve Bank of St. Louis Working Paper 2017-031J, September 2021

"How Persistent are Monetary Policy Effects at the Zero Lower Bound?"
Federal Reserve Bank of St. Louis Working Paper 2014-004D, November 2020

"The Dynamic Interaction of Order Flows and the CAD/USD Exchange Rate"
with  Nikola Gradojevic
Federal Reserve Bank of St. Louis Working Paper 2008-006C, August 2009

"Identifying the Effects of U.S. Intervention on the Levels of Exchange Rates"
Federal Reserve Bank of St. Louis Working Paper 2005-031C, May 2006

"The Case for Foreign Exchange Intervention: The Government as an Active Reserve Manager"
Federal Reserve Bank of St. Louis Working Paper 2004-031B, November 2004

"Implied Volatility from Options on Gold Futures: Do Econometric Forecasts Add Value or Simply Paint the Lilly?"
Federal Reserve Bank of St. Louis Working Paper 2003-018C, July 2003

"Testing Asset Pricing Models with Euler Equations: It's Far Worse Than You Think. Original version, 94-010A"
Federal Reserve Bank of St. Louis Working Paper 1995-018A, September 1995

"A Reconsideration of the Properties of the Generalized Method of Moments in Asset Pricing Models"
Federal Reserve Bank of St. Louis Working Paper 1994-010A, April 1994