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Finance and Economics Discussion Series
from Board of Governors of the Federal Reserve System (U.S.) Contact information at EDIRC . Series data maintained by Diane Rosenberger ().
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129: Effects of using dependent and independent differences in tests of random walk models against regression models
M.W. Leslie Chandrakantha , J.S. Mehta and P.A.V.B. Swamy
128: Is it possible to find an econometric law that works well in explanation and prediction? The case of Australian money demand
P.A.V.B. Swamy and George S. Tavlas
127: Animal spirits, margin requirements, and stock price volatility
Paul Kupiec and Steven Sharpe
126: Here's looking at you: modelling and policy use of auction price expectations
F. Brayton , W. Kan , Peter Tinsley and Peter von zur Muehlen
125: Asset prices and the conduct of monetary policy: proceedings of the Monetary Affairs Workshop
Richard D. Porter
124: Internal net worth and the investment process: an application to U.S. agriculture
Robert Glenn Hubbard and Anil Kashyap
123: Demographics and household savings
Arthur B. Kennickell
122: R&D spending and manufacturing productivity: an empirical analysis
Eric J. Bartelsman
121: Federally sponsored R&D and productivity growth
Eric J. Bartelsman
120: Optimal interest rate rules with information from money and auction markets
Peter von zur Muehlen
119: On the power of Dickey-Fuller tests against fractional alternatives
Francis Diebold and Glenn Rudebusch
118: Predicting inflation with commodity prices
Peter von zur Muehlen
117: Sticky inflation and interest rate rules with auction prices
Peter von zur Muehlen
116: Differences in the measurement of wealth, wealth inequality, and wealth composition obtained from alternative U.S. wealth surveys
F. Thomas Juster and Kathleen A. Kuester
115: The importance of market psychology in the determination of stock market volatility
Gregory R. Duffee
114: Debt, liquidity constraints, and corporate investment: evidence from panel data
Toni Whited
113: U.S. corporate leverage: developments in 1987 and 1988
Ben S. Bernanke , John Y. Campbell and Toni Whited
112: Sticky prices: new evidence from retail catalogs
Anil Kashyap
111: Event risk: an analysis of losses to bondholders and "super poison put" bond covenants
Leland Crabbe
110: Is there a corporate debt crisis? Another look
Mark J. Warshawsky
109: A primer on program trading and stock price volatility: a survey of the issues and the evidence
Gregory Duffee , Paul Kupiec and Patricia White
108: Institutional investment patterns and corporate financial behavior in the U.S. and Japan
Stephen D. Prowse
107: The dominance of inefficiencies over scale and product mix economies in banking
Allen N. Berger and David B. Humphrey
106: The treasury yield curve as a cointegrated system
Michael G. Bradley and Stephen A. Lumpkin
105: Some evidence on the empirical significance of credit rationing
Allen N. Berger and Gregory Udell
104: Futures margins and stock price volatility: is there any link?
Paul H. Kupiec
103: Dynamic price competition, briefly sunk costs, and entry deterrence
Sally M. Davies
102: Sectoral shifts and interindustry wage differentials
Jean Helwege
101: The evolution of the thrift industry crisis
Alice P. White
100: How common is identification in parametric models?
Douglas A. McManus
99: The long and short of industrial strength pricing
William Kan , Reva Krieger and Peter Tinsley
98: Bank equity values, bank risk, and the implied market value of banks' assets, liabilities, and deposit insurance
Kathleen A. Kuester and James M. O'Brien
96: Co-integration: is it a property of the real world?
P.A.V.B. Swamy , Peter von zur Muehlen and J.S. Mehta
95: Futures margins and stock price volatility: is there any link?
Paul H. Kupiec
94: The stability of Wicksell's monetary policy rule
Jeffrey C. Fuhrer and George Moore
93: The national survey of small business finances: description and preliminary evaluation
Brenda G. Cox , Gregory E. Elliehausen and John David Wolken
92: Real exchange rates, sectoral shifts, and aggregate unemployment
Reva Krieger
91: Animal spirits, margin requirements, and stock price volatility
Paul Kupiec and Steven Sharpe
90: Forecasting output with the composite leading index: an ex ante analysis
Francis Diebold and Glenn Rudebusch
89: Monetary policy rules and the indicator properties of asset prices
Jeffrey C. Fuhrer and George Moore
88: Are real estate specializing depositories viable? The evidence from commercial banks
Robert Allen Eisenbeis and Myron L. Kwast
87: Do firms differ much?
Dean Amel and Luke Froeb
86: Bank monitoring and investment: evidence from the changing structure of Japanese corporate banking relations
Takeo Hoshi , Anil Kashyap and David Scharfstein
85: Some red flags concerning market value accounting
Allen N. Berger , Kathleen A. Kuester and James M. O'Brien
84: A reconciliation of flow of funds and Commerce Department statistics on U.S. international transactions and foreign investment position
Sarah A. Hooker and John F. Wilson
83: Foundations of the structure-conduct-performance paradigm
Timothy H. Hannan
82: Corporate structure, liquidity, and investment: evidence from Japanese industrial groups
Takeo Hoshi , Anil Kashyap and David Scharfstein
81: Nonparametric exchange rate prediction?
Francis Diebold and James Nason
80: Forecast combination and encompassing: reconciling two divergent literatures
Francis Diebold
79: The effect of Bayesian priors on the moving-average representation of vector autoregressions
James E. Kennedy