Finance and Economics Discussion Series

from Board of Governors of the Federal Reserve System (U.S.)
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94-20: The information content of bank examinations

Allen N. Berger and Sally M. Davies

94-19: Optimal bank portfolios and the credit crunch

Wayne Passmore and Steven Sharpe

94-18: The financial accelerator and the flight to quality

Simon Gilchrist, Ben S. Bernanke and Mark Gertler

94-17: An overview of the secondary market for U.S. Treasury securities in London and Tokyo

Brian Madigan and Jeff Stehm

94-16: How long do junk bonds spend in default?

Jean Helwege

94-15: Estimating the interest rate sensitivity of liquid retail deposit values

James O'Brien, Athanasios Orphanides and David Small

94-14: Avoiding runs in money market mutual funds: have regulatory reforms reduced the potential for a crash?

Sean S. Collins and Phillip R. Mack

94-13: Plant shutdowns, compositional effects, and procyclical labor productivity: the stylized facts for auto assembly plants

Ana Aizcorbe

94-12: The effects of general inflation and idiosyncratic cost shocks on within-commodity price dispersion: evidence from microdata

Joe Beaulieu and Joe Mattey

94-11: A general method of deriving the efficiencies of banks from a profit function

P.A.V.B. Swamy, Jalal Akhavein and Stephen B. Taubman

94-10: Health insurance and precautionary saving

Martha Starr

94-9: The existence and impact of destabilizing positive feedback traders: evidence from the S&P 500 Index futures market

Laura E. Kodres

94-8: Taxation and intergenerational transfers with family size heterogeneity: do parents with more children prefer higher taxes?

Gregory D. Hess and Athanasios Orphanides

94-7: Downsizing and productivity growth: myth or reality?

Martin N. Baily, Eric J. Bartelsman and John Haltiwanger

94-6: Rents and quasi-rents in the wage structure: evidence from hostile takeovers

David Neumark and Steven Sharpe

94-5: Capital market imperfections and the incentive to lease

Steven Sharpe and Hien H. Nguyen

94-4: Debt maturity choice and risk-free assets: the "clientele effect" and the commercial paper market

Calvin D. Schnure

94-3: Judging instrument relevance in instrumental variables estimation

Alastair Hall, Glenn Rudebusch and David W. Wilcox

94-2: The relationship between capital and earnings in banking

Allen N. Berger

94-1: Productivity dynamics: U.S. manufacturing plants, 1972-1986

Eric J. Bartelsman and Phoebus J. Dhrymes

93-42: The empirical properties of a monetary aggregates that adds bond and stock funds to M2

Athanasios Orphanides, Brian Reid and David H. Small

93-41: Did risk-based capital allocate bank credit and cause a credit crunch in the U.S.?

Allen N. Berger and Gregory Udell

93-40: Selection in failed bank auction prices: an econometric model of FDIC resolutions

James A. Berkovec and J. Nellie Liang

93-39: Bank commercial lending and the influence of thrift competition

Timothy H. Hannan and J. Nellie Liang

93-38: An efficiency model of deposit pricing and rate rigidity

Wayne Passmore and Roger Sparks

93-37: When are thrifts closed? An agency-theoretic model

Rebel A. Cole

93-36: What goes up must come down? Asymmetries and persistence in bank deposit interest rates

Richard J. Rosen

93-35: Asymmetric-information and principal-agent problems as sources of value in FSLIC-assisted acquisitions of insolvent thrifts

Rebel A. Cole, Robert Allen Eisenbeis and Joseph A. McKenzie

93-34: Thrift asset-class returns and the efficient diversification of thrift institution portfolios

Rebel A. Cole and Joseph A. McKenzie

93-33: High real interest rates in the aftermath of disinflation: actual or expected?

Graciela Laura Kaminsky and Leonardo Leiderman

93-32: Techniques for estimating dynamic comovement with an application to common international output fluctuations

Sharon Kozicki

93-31: Some monetary policy implications of safety and soundness reforms

James A. Clouse

93-30: Do consumers pay for one-stop banking? Evidence from a non-standard revenue function

Lawrence B. Pulley, Allen N. Berger and David B. Humphrey

93-29: Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model

Kenneth D. West and David W. Wilcox

93-28: Joint seasonal adjustment of economic time series

Eric J. Bartelsman and William P. Cleveland

93-27: The performance of S&P500 futures product margins under the span margining system

Paul H. Kupiec

93-26: Alternative tests of agency theories of callable corporate bonds

Leland Crabbe and Jean Helwege

93-25: Exchange rate episodes and the passthrough of exchange rates to import prices

P.A.V.B. Swamy and Stephan S. Thurman

93-24: Identifying monetary policy with a model of the federal funds rate

John Coleman, Christian Gilles and Pamela Labadie

93-23: Stochastic bubbles in Markov economies

Christian Gilles and Stephen F. LeRoy

93-22: Interest rate policies for price stability

Flint Brayton and Peter Tinsley

93-21: Fitting both data and theories: polynomial adjustment costs and error- correction decision rules

Peter Tinsley

93-20: Separating the likelihood and timing of bank failure

Rebel A. Cole and Jeffery W. Gunther

93-19: On the efficacy of a portfolio approach to margin setting in a futures- style settlement system

Paul H. Kupiec

93-18: Using efficiency measures to distinguish among alternative explanations of the structure-performance relationship in banking

Allen N. Berger and Timothy H. Hannan

93-17: Inflation persistence

Jeffrey C. Fuhrer and George Moore

93-16: Monetary policy and the behavior of long-term real interest rates

Jeffrey C. Fuhrer and George Moore

93-15: Optimal consumption dynamics with non-concave habit forming utility

Athanasios Orphanides and David Zervos

93-14: Random coefficient models: theory and applications

P.A.V.B. Swamy and George S. Tavlas

93-13: Utilizing cross-sectional evidence in modeling aggregate time series: consumer durables with fixed costs of adjustment

J. Joseph Beaulieu