Economics at your fingertips  

Finance and Economics Discussion Series

from Board of Governors of the Federal Reserve System (U.S.)
Contact information at EDIRC.
Series data maintained by Kris Vajs ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2005-68: Using subjective expectations to forecast longevity: do survey respondents know something we don't know? Downloads
Maria G. Perozek
2005-67: Escaping the Samaritan's Dilemma: implications of a dynamic model of altruistic intergenerational transfers Downloads
Maria Perozek
2005-66: Modelling inflation dynamics: a critical review of recent research Downloads
Jeremy Rudd and Karl Whelan
2005-65: Retail deposit fees and multimarket banking Downloads
Timothy H. Hannan
2005-64: Post Brown vs. the Board of Education: the effects of the end of court-ordered desegregation Downloads
Byron F. Lutz
2005-63: Explaining credit default swap spreads with the equity volatility and jump risks of individual firms Downloads
Benjamin Yibin Zhang, Hao Zhou and Haibin Zhu
2005-62: An inflation goal with multiple reference measures Downloads
William Whitesell
2005-61: How did the 2003 dividend tax cut affect stock prices? Downloads
Gene Amromin, Paul Harrison and Steven A. Sharpe
2005-60: The sustainability of health spending growth Downloads
Glenn Reith Follette and Louise Sheiner
2005-59: A no-arbitrage analysis of economic determinants of the credit spread term structure Downloads
Liuren Wu and Frank Xiaoling Zhang
2005-58: Robustifying learnability Downloads
Robert J. Tetlow and Peter von zur Muehlen
2005-57: How did the 2003 dividend tax cut affect stock prices and corporate payout policy? Downloads
Gene Amromin, Paul Harrison, Nellie Liang and Steven A. Sharpe
2005-56: Competition and price discrimination in the market for mailing lists Downloads
Ron Borzekowski, Raphael Thomadsen and Charles Taragin
2005-55: Alternative central bank credit policies for liquidity provision in a model of payments Downloads
David C. Mills
2005-54: Can financial innovation help to explain the reduced volatility of economic activity? Downloads
Karen E. Dynan, Douglas W. Elmendorf and Daniel Sichel
2005-53: Jump-diffusion processes and affine term structure models: additional closed-form approximate solutions, distributional assumptions for jumps, and parameter estimates Downloads
J. Benson Durham
2005-52: Solving stochastic money-in-the-utility-function models Downloads
Travis Dean Nesmith
2005-51: Monetary policy with imperfect knowledge Downloads
Athanasios Orphanides and John C. Williams
2005-50: Measuring counterparty credit exposure to a margined counterparty Downloads
Michael S. Gibson
2005-49: Job creation and housing construction: constraints on metropolitan area employment growth Downloads
Raven E. Saks
2005-48: Term structure estimation with survey data on interest rate forecasts Downloads
Don H. Kim and Athanasios Orphanides
2005-47: Stock market volatility and the Great Moderation Downloads
Sean D. Campbell
2005-46: ATM surcharge bans and bank market structure: the case of Iowa and its neighbors Downloads
Timothy H. Hannan
2005-45: The effects of welfare reform and related policies on single mothers' welfare use and employment Downloads
W. Adam Looney
2005-44: The effect of anticipated tax changes on intertemporal labor supply and the realization of taxable income Downloads
W. Adam Looney and Monica Singhal
2005-43: The effects of mortgage prepayments on M2 Downloads
Yueh-Yun C. O'Brien
2005-42: Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases Downloads
Domenico Giannone, Lucrezia Reichlin and David Small
2005-41: Estimates of home mortgage originations, repayments, and debt on one-to-four-family residences Downloads
Alan Greenspan and James Kennedy
2005-40: Risk, uncertainty, and asset prices Downloads
Geert Bekaert, Eric Engstrom and Yuhang Xing
2005-39: Do nonfinancial firms use interest rate derivatives to hedge? Downloads
Daniel Covitz and Steven A. Sharpe
2005-38: How biased are measures of cyclical movements in productivity and hours? Downloads
Stephanie Aaronson and Andrew Figura
2005-37: A computationally efficient characterization of pure strategy Nash equilibria in large entry games Downloads
Andrew Cohen
2005-36: Large investors: implications for equilibrium asset, returns, shock absorption, and liquidity Downloads
Matthew Pritsker
2005-35: Liquidity, default, taxes and yields on municipal bonds Downloads
Junbo Wang, Chunchi Wu and Frank Zhang
2005-34: Optimal policy projections Downloads
Lars E. O. Svensson and Robert J. Tetlow
2005-33: An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates Downloads
Don H. Kim and Jonathan H. Wright
2005-32: The household spending response to the 2003 tax cut: evidence from survey data Downloads
Julia Lynn Coronado, Joseph P. Lupton and Louise M. Sheiner
2005-31: Has output become more predictable? changes in Greenbook forecast accuracy Downloads
Peter Tulip
2005-30: Why and when do spot prices of crude oil revert to futures price levels? Downloads
Mark W. French
2005-29: Using federal funds futures contracts for monetary policy analysis Downloads
Refet S. Gürkaynak
2005-28: Gestation lags and the relationship between investment and Q in regressions Downloads
Jonathan N. Millar
2005-27: External habit and the cyclicality of expected stock returns Downloads
Thomas D Tallarini and Harold H. Zhang
2005-26: From the horse's mouth: gauging conditional expected stock returns from investor surveys Downloads
Gene Amromin and Steven A. Sharpe
2005-25: Prices, production, and inventories over the automotive model year Downloads
Adam Matthew Copeland, Wendy Dunn and George John Hall
2005-24: Gestation lags for capital, cash flows, and Tobin's Q Downloads
Jonathan N. Millar
2005-23: Raising the bar for models of turnover Downloads
Erwan Quintin and John Stevens
2005-22: Growing old together: firm survival and employee turnover Downloads
Erwan Quintin and John Stevens
2005-21: A review of backtesting and backtesting procedures Downloads
Sean D. Campbell
2005-20: Branch banking, bank competition, and financial stability Downloads
Mark A. Carlson and Kris James Mitchener
2005-19: Temporary partial expensing in a general-equilibrium model Downloads
Rochelle Edge and Jeremy B. Rudd
Page updated 2014-04-18
Sorted by magic