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j-L-""'-,-L--.>-,-'--o,-, ,., " , •,, .~.:u=~~ 1 .,/ 0+'"_"-,-......--...1 extent of the job losses were sufficiently mild that J):llIas has sur
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This publication was digitized and made available by the Federal Reserve Bank of Dallas' Historical Library
.1 In these models, the primary difference between an increase in domestic...1 • distribution of immigrants can be addressed in this context. Does
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Dallas faces a gaping digital divide when it comes to economic inclusion - Dallasfed.org
1). [1] Table 1. Dallas Tops Lists for ‘Worst Connection’ Rate Among Major...visited with people in South Dallas, practically in the shadow of our
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FEDERAL RESERVE BANK OF DALLAS • FOURTH qUARTER 2010 SouthwestEconomy3 New Tool Gauges Impact of Exchange Rates on
j=1 [(Cjt/USDt) x (USCPIt/CPIjt) x (Exportss j /Exportss)], where RTWVDs...j (Exportss j / Exportss). The export weights are based on average exports
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Energy Indicators - Dallasfed.org
1). According to major energy agencies, consultancies and investment banks...visit the Dallas Fed’s energy home page. Subscribe for email alerts
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Energy Indicators - Dallasfed.org
0.1% The U.S. rig count declined in 2023, natural gas prices declined,...visit the Dallas Fed’s energy home page. Subscribe for email alerts
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No. 9204 DOES AGGREGATE OUTPUT HAVE A UNIT ROOT? by Mark A. Wynne* April 1992 Research Paper Federal Reserve Bank of
P1Zt-l + L Pj+l (Zt-j-Zt-J-l) J-1 where Zt denotes the natural log of ...J.W., introduction to national economic accounting, Methodology paper
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Estimation of Impulse Response Functions When Shocks are Observed at a Higher Frequency than Outcome Variables – Globalization Institute Working Paper No. 356 – Dallas Fed
1 dimensional vector of variables zt, zt = Φzt−1 + ut, for t = 0, 1, 2...1) where Φ is an n × n matrix of coeffi cients, ut is an n × 1 vector
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The Problem of Quality Change in Historical Price Statistics: An Illustrative Example Using Baedeker Travel Guides – Research Dept. Working Paper No. 2415 – Dallas Fed
1.1 percentage points a year. Similarly, we find substantial average upwards...1.5 and 1.7 percentage points a year for French-language guidebooks over
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Estimating Impulse Response Functions When the Shock Series is Observed – Globalization Institute Working Paper No. 353 – Dallas Fed
1, It−1)− E (xt+h| It−1), where It−1 = {zt−1, zt−2, ...}. We group individual...1) IRF coeffi cients are zero, the inclusion of εt+1, ..., εt+h−1 is asymptotically
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