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Finance and Economics Discussion Series

from Board of Governors of the Federal Reserve System (U.S.)
Contact information at EDIRC.
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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
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