Staff Reports

from Federal Reserve Bank of New York
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335: The effect of the Term Auction Facility on the London Inter-Bank Offered Rate

James McAndrews, Asani Sarkar and Zhenyu Wang

334: Interpreting the Great Moderation: changes in the volatility of economic activity at the macro and micro Levels

Steven J. Davis and James A. Kahn

333: Banking globalization, monetary transmission, and the lending channel

Nicola Cetorelli and Linda S. Goldberg

332: Human capital and economic activity in urban America

Jaison R. Abel and Todd M. Gabe

331: The welfare effects of a liquidity-saving mechanism

Enghin Atalay, Antoine Martin and James McAndrews

330: Corporate performance, board structure, and their determinants in the banking industry

Renée B. Adams and Hamid Mehran

329: Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile

Marco Del Negro and Frank Schorfheide

328: Liquidity and leverage

Tobias Adrian and Hyun Song Shin

327: Revisiting useful approaches to data-rich macroeconomic forecasting

Jan J. J. Groen and George Kapetanios

326: Dynamic factor models with time-varying parameters: measuring changes in international business cycles

Marco Del Negro and Christopher Otrok

325: Durable goods inventories and the Great Moderation

James A. Kahn

324: Globalization and inflation dynamics: the impact of increased competition

Argia Sbordone

323: Optimal monetary policy under sudden stops

Vasco Cúrdia

322: Investment shocks and business cycles

Alejandro Justiniano, Giorgio Primiceri and Andrea Tambalotti

321: Monetary policy analysis with potentially misspecified models

Marco Del Negro and Frank Schorfheide

320: Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)

Marco Del Negro and Frank Schorfheide

319: Settlement delays in the money market

Leonardo Bartolini, Spence Hilton and James Joseph McAndrews

318: Understanding the securitization of subprime mortgage credit

Adam B. Ashcraft and Til Schuermann

317: Forecasting economic and financial variables with global VARs

M Hashem Pesaran, Til Schuermann and L. Vanessa Smith

316: Macroeconomic interdependence and the international role of the dollar

Linda S. Goldberg and Cédric Tille

315: Impact of voucher design on public school performance: evidence from Florida and Milwaukee voucher programs

Rajashri Chakrabarti

314: What can we learn from privately held firms about executive compensation?

Rebel A. Cole and Hamid Mehran

313: Monetary policy implementation frameworks: a comparative analysis

Antoine Martin and Cyril Monnet

312: Run equilibria in a model of financial intermediation

Huberto M. Ennis and Todd Keister

311: Firms and flexibility

Bart Hobijn and Aysegul Sahin

310: Is there still an added-worker effect?

Chinhui Juhn and Simon Potter

309: Payday holiday: how households fare after payday credit bans

Donald P. Morgan and Michael R. Strain

308: Regulation, subordinated debt, and incentive features of CEO compensation in the banking industry

Kose John, Hamid Mehran and Yiming Qian

307: Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures

Albert J. Menkveld, Asani Sarkar and Michel van der Wel

306: Vouchers, public school response, and the role of incentives: evidence from Florida

Rajashri Chakrabarti

305: The effect of employee stock options on bank investment choice, borrowing, and capital

Hamid Mehran and Joshua Rosenberg

304: Buybacks in Treasury cash and debt management

Kenneth D. Garbade and Matthew Rutherford

303: The microstructure of cross-autocorrelations

Tarun Chordia, Asani Sarkar and Avanidhar Subrahmanyam

302: Patterns of rainfall insurance participation in rural India

Xavier Gine, Robert Townsend and James Vickery

301: Effect of redrawing of political boundaries on voting patterns: evidence from state reorganization in India

Rajashri Chakrabarti and Joydeep Roy

300: Can increasing private school participation and monetary loss in a voucher program affect public school performance? Evidence from Milwaukee

Rajashri Chakrabarti

299: How do treasury dealers manage their positions?

Michael J. Fleming and Joshua Rosenberg

298: Job-finding and separation rates in the OECD

Bart Hobijn and Aysegul Sahin

297: Vesting and control in venture capital contracts

David R. Skeie

296: Rediscounting under aggregate risk with moral hazard

James Thompson Edward Chapman and Antoine Martin

295: The long-run determinants of U.S. external imbalances

Andrea Ferrero

294: Monetary regime change and business cycles

Vasco Cúrdia and Daria Finocchiaro

293: Public disclosure, risk, and performance at bank holding companies

Beverly Hirtle

292: Market sidedness: insights into motives for trade initiation

Asani Sarkar and Robert A. Schwartz

291: Hedge funds, financial intermediation, and systemic risk

John Kambhu, Til Schuermann and Kevin Stiroh

290: Has the credit derivatives swap market lowered the cost of corporate debt?

Adam B. Ashcraft and Joao Santos

289: Extracting business cycle fluctuations: what do time series filters really do?

Arturo Estrella

288: Generalized canonical regression

Arturo Estrella

287: A framework for identifying the sources of local currency price stability with an empirical application

Pinelopi K. Goldberg and Rebecca Hellerstein

286: Inflation persistence: alternative interpretations and policy implications

Argia Sbordone