Finance and Economics Discussion Series

from Board of Governors of the Federal Reserve System (U.S.)
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78: The causes of financial instability

Martin H. Wolfson

77: Coherent methods of estimating technical progress

P.A.V.B. Swamy, Leonard A. Lupo and John D. Sneed

76: Postretirement health benefit plans: costs and liabilities for private employers

Mark J. Warshawsky

75: Sectoral and aggregate shocks to industrial output in Germany, Japan and Canada

Reva Krieger

74: Dynamics of market concentration

Dean F. Amel and J. Nellie Liang

73: The impact of technology adoption on market structure

Timothy H. Hannan and John M. McDowell

72: Tolerance-width groupings for editing banking deposits data: an analysis of variance of variances

David A. Pierce and Laura L. Bauer

71: A theory of credit rationing and the maturity structure of debt

Steven Sharpe

70: Asymmetric information, bank lending, and implicit contracts: a stylized model of customer relationships

Steven Sharpe

69: Microeconomic sources of beta risk instability

Paul H. Kupiec

68: Systematic risk, market structure and entry barriers

J. Nellie Liang and John David Wolken

67: Bank equity values, bank risk, and the implied market values of banks' assets and liabilities

Kathleen A. Kuester and James M. O'Brien

66: Capital structure, bankruptcy costs, and firm-specific human capital

Jean Helwege

65: Loan commitments and bank risk exposure

Robert B. Avery and Allen N. Berger

64: Returns to bidders and targets in the acquisition process: evidence from the banking industry

Timothy H. Hannan and John David Wolken

63: The impact of bank regulatory requirements on large corporate lending

Timothy H. Hannan

62: A survey of exchange-traded basket instruments

Paul H. Kupiec

61: The simple microanalytics of payments system risk

Matthew D. Gelfand and David E. Lindsey

60: Discrimination in consumer lending

Gregory E. Elliehausen and Edward C. Lawrence

59: Price rigidity and market structure: theory and evidence from the banking industry

Timothy H. Hannan and Allen N. Berger

58: The adequacy of funding of private defined benefit pension plans

Mark J. Warshawsky

57: Is consumption too smooth? Long memory and the Deaton paradox

Francis Diebold and Glenn Rudebusch

56: The use of survey data in forecasting business fixed investments

Jane Haltmaier

55: Forecasting Australian monetary aggregates

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

54: Underpricing of seasoned issues: the case of U.S. Treasury bills

Paul A. Spindt and Richard W. Stolz

53: Initial margin requirements and stock returns volatility: another look

Paul H. Kupiec

52: Market structure and the nature of price rigidity: evidence from the market for consumer deposits

David Neumark and Steven Sharpe

51: Collateral, loan quality, and bank risk

Allen N. Berger and Gregory Udell

50: After-hours stock prices and post-crash hangovers

David Neumark, Peter Tinsley and Suzanne Tosini

49: Unit roots in economic time series: a selective survey

Francis Diebold and Marc Nerlove

48: Deposit pricing, bank market structure, and welfare with cost- minimizing consumers

William C. Whitesell

47: Wage indexation in a multisector economy

John V. Duca and David VanHoose

46: The stochastic coefficients approach to econometric modeling, part III: estimation, stability testing, and prediction

P.A.V.B. Swamy, Roger K. Conway and Michael R. LeBlanc

45: The algebra of I (1)

Clive W. J. Granger and Jeff Hallman

44: Loan commitments and optimal monetary policy

John V. Duca and David VanHoose

43: Borrowed reserves targeting and nominal income smoothing

David VanHoose

42: Conditional heteroskedasticity in the market

Francis Diebold, Jong Im and C. Jevons Lee

41: Random walks versus fractional integration: power comparisons of scalar and joint tests of the variance-time function

Francis Diebold

40: Ex ante turning point forecasting with the composite leading index

Francis Diebold and Glenn Rudebusch

39: Bringing new issues to market: a theory of underwriting

Lawrence M. Benveniste and Paul A. Spindt

38: Determinants of household check writing: the impacts of the use of electronic banking services and alternative pricing of checking services

Neil B. Murphy

37: Imperfect information, adverse selection and interest rate sluggishness in the pricing of bank credit cards

Michael J. Woolley

36: Loan commitments and bank risk exposure

Robert B. Avery and Allen N. Berger

35: Risk-based capital and off-balance sheet activities

Robert B. Avery and Allen N. Berger

34: Market failure and resource use: economic incentives to use different payment instruments

Allen N. Berger and David B. Humphrey

33: Efficiency and equity of a gasoline tax increase

Mark French

32: Efficiency wages, inter-industry wage differentials, and the returns to ability

McKinley L. Blackburn and David Neumark

31: "Animal Spirits" in consumer expectations: filtering the information in consumer survey expectations

Jeffrey C. Fuhrer

30: The stochastic coefficients approach to econometric modeling, part II: description and motivation

P.A.V.B. Swamy, Roger K. Conway and Michael R. Leblanc

29: Does marriage really make men more productive?

David Neumark and Sanders D. Korenman