Finance and Economics Discussion Series

from Board of Governors of the Federal Reserve System (U.S.)
Contact information at EDIRC.
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2008-31: Zero bound, option-implied PDFs, and term structure models

Don H. Kim

2008-30: Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices

Stefania D'Amico, Don H. Kim and Min Wei

2008-29: Subprime mortgages: what, where, and to whom?

Chris Mayer and Karen Pence

2008-28: Market conditions and hedge fund survival

Mark Carlson and Jason Steinman

2008-27: Lifecycle dynamics of income uncertainty and consumption

James Feigenbaum and Geng Li

2008-26: Starting small and ending big -- the effect of monetary incentives on response rates in the 2003 Survey of Small Business Finances: an observational experiment

Traci L. Mach, Lieu N. Hazelwood and John D. Wolken

2008-25: Term premiums and inflation uncertainty: empirical evidence from an international panel dataset

Jonathan H. Wright

2008-24: The effect of taxation on lifecycle labor supply: results from a quasi-experiment

Jane K. Dokko

2008-23: Are long-run inflation expectations anchored more firmly in the Euro area than in the United States?

Meredith J. Beechey, Benjamin K. Johannsen and Andrew T. Levin

2008-22: The two-period rational inattention model: accelerations and analyses

Kurt F. Lewis

2008-21: Nested simulation in portfolio risk measurement

Michael B. Gordy and Sandeep Juneja

2008-20: A new look at the wealth adequacy of older U.S. households

David Love, Paul A. Smith and Lucy C. McNair

2008-19: Happiness maintenance and asset prices

Antonio Falato

2008-18: Exchange rates, optimal debt composition, and hedging in small open economies

Jose Berrospide

2008-17: Expectations of risk and return among household investors: Are their Sharpe ratios countercyclical?

Gene Amromin and Steven Sharpe

2008-16: Corporate hedging, investment and value

Jose M. Berrospide, Amiyatosh Purnanandam and Uday Rajan

2008-15: Lack of signal error (LoSE) and implications for OLS regression: measurement error for macro data

Jeremy J. Nalewaik

2008-14: Firm dynamics with infrequent adjustment and learning

Eugenio Pinto

2008-13: The trajectory of wealth in retirement

David Love, Michael G. Palumbo and Paul A. Smith

2008-12: The effect of satellite entry on product quality for cable television

Chenghuan Sean Chu

2008-11: Paying to save: tax withholding and asset allocation among low- and moderate-income taxpayers

Michael S. Barr and Jane K. Dokko

2008-10: Does the NEA crowd out private charitable contributions to the arts?

Jane K. Dokko

2008-09: The human capital that matters: expected returns and the income of affluent households

Sean D. Campbell and George M. Korniotis

2008-08: The "growing pains" of TIPS issuance

Jennifer E. Roush

2008-07: Alternatives for distressed banks and the panics of the Great Depression

Mark Carlson

2008-06: Challenges in macro-finance modeling

Don Kim

2008-05: The TIPS yield curve and inflation compensation

Refet S. Gürkaynak, Brian Sack and Jonathan H. Wright

2008-04: Footnotes aren’t enough: the impact of pension accounting on stock values

Julia Coronado, Olivia Mitchell, Steven Sharpe and S. Blake Nesbitt

2008-03: Monetary policy actions and long-run inflation expectations

Michael Kiley

2008-02: Recent trends in the number and size of bank branches: an examination of likely determinants

Timothy H. Hannan and Gerald A. Hanweck

2008-01: The jumbo-conforming spread: a semiparametric approach

Shane M. Sherlund

2007-68: Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering

Tucker S. McElroy and Thomas M. Trimbur

2007-67: Nominal mortgage contracts and the effects of inflation on portfolio allocation

Joseph B. Nichols

2007-66: Stability of risk preference

Claudia R. Sahm

2007-65: Bank core deposits and the mitigation of monetary policy

Lamont Black, Diana Hancock and Wayne Passmore

2007-64: Two pitfalls of linearization methods

Jinill Kim and Sunghyun Henry Kim

2007-63: Explaining a productive decade

Stephen D. Oliner, Daniel E. Sichel. and Kevin Stiroh

2007-62: Risk and concentration in payment and securities settlement systems

David C. Mills and Travis Dean Nesmith

2007-61: The evolution of household income volatility

Karen E. Dynan, Douglas Elmendorf and Daniel E. Sichel

2007-60: Gauging the uncertainty of the economic outlook from historical forecasting errors

David Reifschneider and Peter Tulip

2007-59: Hyperbolic discounting and uniform savings floors

Benjamin Andrew Malin

2007-58: Imperfect monitoring and the discounting of inside money

David C. Mills

2007-57: Financial market perceptions of recession risk

Thomas B. King, Andrew Theo Levin and Roberto Perli

2007-56: Welfare-maximizing monetary policy under parameter uncertainty

Rochelle M. Edge, Thomas Laubach and John C. Williams

2007-55: Implied interest rate skew, term premiums, and the "conundrum"

J. Benson Durham

2007-54: Reserve requirement systems in OECD countries

Yueh-Yun C. O’Brien

2007-53: Documentation of the Research and Statistics Division’s estimated DSGE model of the U.S. economy: 2006 version

Rochelle M. Edge, Michael Kiley and Jean-Philippe Laforte

2007-52: Do high debt payments hinder household consumption smoothing?

Kathleen W. Johnson and Geng Li

2007-51: The effects of past entry, market consolidation, and expansion by incumbents on the probability of entry

Robert M. Adams and Dean F. Amel

2007-50: Choice of mortgage contracts: evidence from the Survey of Consumer Finances

Brahima Coulibaly and Geng Li