Research
Our Research Focus
Our Perspective
Economists
Regional Economy
National Economy
Issues in Financial Regulation
Publications
Maps & Data
Conferences & Events
Contacts
Banking
Supervision & Regulation
Banking Applications
Reporting Forms for Financial Institutions
Credit Risk Management
Payments Services
Federal Reserve Membership
Supervision Economists
Markets, Trends & Statistics
Education for Bankers
Consumer Issues
Conferences & Events
Contacts
Education
Announcements
For Teachers
For Students
For Bankers
FAQs
Publications
Conferences & Events
Contacts
Community Development
About Community Development
Announcements
Publications
Resource Centers
Policy Updates
Partners
Conferences & Events
Contacts
Press Room
Press Releases
Speeches
Media Advisories
Our Communities
Appearances
Contacts
Publications
Research
Education
Community Development
About Us
Who We Are
What We Do
Our Governance
Careers
Visit Us
Procurement Services
Holiday Schedule
Art Collection
Economists
Staff Economists
Visiting Scholars
Meet an Economist
Past Staff & Contributors
home
>
research
>
economists
>
authors
>
Yash P. Mehra
Print
Yash Mehra was a senior economist and policy advisor in the Research Department from 1983 to 2010.
Economic
Quarterly
Economic
Review
Working
Papers
Economic
Brief
Issue
Title
Author(s)
Second Quarter 2010
Inflation Measure, Taylor Rules, and the Greenspan-Bernanke Years
Yash P. Mehra
Bansi Sawhney
Summer 2009
Short-Term Headline-Core Inflation Dynamics
Yash P. Mehra
Devin Reilly
Spring 2008
On the Sources of Movements in Inflation Expectations: A Few Insights from a VAR Model
Yash P. Mehra
Summer 2007
A Taylor Rule and the Greenspan Era
Yash P. Mehra
Brian D. Minton
Summer 2006
Inflation Uncertainty and the Recent Low Level of the Long Bond Rate
Yash P. Mehra
Summer 2005
Oil Prices and Consumer Spending
Yash P. Mehra
Jon D. Petersen
Summer 2004
Predicting the Recent Behavior of Inflation Using Output Gap-Based Phillips Curves
Yash P. Mehra
Fall 2003
Why Does Consumer Sentiment Predict Household Spending?
Yash P. Mehra
Elliot W. Martin
Summer 2002
Survey Measures of Expected Inflation: Revisiting the Issues of Predictive Content and Rationality
Yash P. Mehra
Spring 2001
The Wealth Effect in Empirical Life-Cycle Aggregate Consumption Equations
Yash P. Mehra
Summer 2000
Wage-Price Dynamics: Are They Consistent with Cost Push?
Yash P. Mehra
Spring 1999
A Forward-Looking Monetary Policy Reaction Function
Yash P. Mehra
Spring 1998
The Bond Rate and Actual Future Inflation
Yash P. Mehra
Summer 1997
A Review of the Recent Behavior of M2 Demand
Yash P. Mehra
Summer 1996
Monetary Policy and Long-Term Interest Rates
Yash P. Mehra
Summer 1995
Some Key Empirical Determinants of Short-Term Nominal Interest Rates
Yash P. Mehra
Fall 1994
An Error-Correction Model of the Long-Term Bond Rate
Yash P. Mehra
Fall 1993
Unit Labor Costs and the Price Level
Yash P. Mehra
Issue
Title
Author(s)
1992
Has M2 Demand Become Unstable?
Yash P. Mehra
1992
In Search of a Stable, Short-Run M1 Demand Function
Yash P. Mehra
1991
An Error-Correction Model of U.S. M2 Demand
Yash P. Mehra
1990
Real Output and Unit Labor Costs as Predictors of Inflation
Yash P. Mehra
1989
Some Further Results on the Source of Shift in M1 Demand in the 1980s
Yash P. Mehra
1988
The Forecast Performance of Alternative Models of Inflation
Yash P. Mehra
1987
Money Growth Volatility and High Nominal Interest Rates
Yash P. Mehra
1986
Recent Financial Deregulation and the Interest Elasticity of M1 Demand
Yash P. Mehra
1985
Inflationary Expectations, Money Growth, and the Vanishing Liquidity Effect of Money on Interest: A Further Investigation
Yash P. Mehra
1984
The Tax Effect, and the Recent Behaviors of the After-Tax Real Rate: Is It Too High?
Yash P. Mehra
Paper
Title
Author(s)
04-6
August 2004
The Output Gap, Expected Future Inflation and Inflation Dynamics: Another Look
Yash P. Mehra
02-3
August 2002
The Taylor Principle, Interest Rate Smoothing and Fed Policy in the 1970s and 1980s
Yash P. Mehra
01-5
August 2001
The Taylor Principle, Interest Rate Smoothing and Fed Policy in the 1970s and 1980s
Yash P. Mehra
97-3
March 1997
The Bond Rate and Actual Future Inflation
Yash P. Mehra
95-3
May 1995
A Federal Funds Rate Equation
Yash P. Mehra
92-2
July 1992
Deficits and Long-Term Interest Rates: An Empirical Note
Yash P. Mehra
89-2
April 1989
Cointegration and a Test of the Quantity Theory of Money
Yash P. Mehra
89-1
April 1989
Wage Growth and the Inflation Process: An Empirical Note
Yash P. Mehra
87-2
August 1987
Velocity and the Variability of Money Growth: Evidence from Granger-Causality Tests Reevaluated
Yash P. Mehra
85-3
November 1985
The Recent Financial Deregulation and the Interest Elasticity of the Simple M1 Demand Function: An Empirical Note
Yash P. Mehra
Essay
Title
Author(s)
08-01
October 2008
Inflation Expectations: Their Sources and Effects
Yash P. Mehra
Devin Reilly
Follow the Fed
Conferences & Events
Careers
FAQs
Topics