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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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2001-26: GSEs, mortgage rates, and the long-run effects of mortgage securitization Downloads
Wayne Passmore, Roger Sparks and Jamie Ingpen
2001-25: Employment persistence Downloads
Charles Fleischman and Joshua H. Gallin
2001-24: Anticipations of monetary policy in financial markets Downloads
Joe Lange, Brian P. Sack and William C. Whitesell
2001-23: Does stock market wealth matter for consumption? Downloads
Karen E. Dynan and Dean M. Maki
2001-22: Using subordinated debt to monitor bank holding companies: is it feasible? Downloads
Diana Hancock and Myron L. Kwast
2001-21: Disentangling the wealth effect: a cohort analysis of household saving in the 1990s Downloads
Dean M. Maki and Michael G. Palumbo
2001-20: The production-side approach to estimating embodied technological change Downloads
Plutarchos Sakellaris and Daniel Wilson
2001-19: Looking ahead: young men, wage growth, and labor market participation Downloads
Stephanie Aaronson
2001-18: The importance of employer-to-employer flows in the U.S. labor market Downloads
Bruce Fallick and Charles Fleischman
2001-17: Incorporating event risk into value-at-risk Downloads
Michael S. Gibson
2001-16: Market definition in banking: recent evidence Downloads
Dean F. Amel and Martha Starr
2001-15: Investigating the sources of default risk: lessons from empirically evaluating credit risk models Downloads
Gurdip Bakshi, Dilip B. Madan and Frank X. Zhang
2001-14: Measuring the reaction of monetary policy to the stock market Downloads
Roberto Rigobon and Brian P. Sack
2001-13: How well does the New Keynesian sticky-price model fit the data? Downloads
John Roberts
2001-12: The effect of past and future economic fundamentals on spending and pricing behavior in the FRB/US macroeconomic model Downloads
Peter von zur Muehlen
2001-11: Optimal portfolio allocation in a world without Treasury securities Downloads
Antulio N. Bomfim
2001-10: The Pavlovian response of term rates to Fed announcements Downloads
Selva Demiralp and Oscar Jorda
2001-09: A primer on the economics and time series econometrics of wealth effects Downloads
Morris Davis and Michael Palumbo
2001-08: Estimates of the productivity trend using time-varying parameter techniques Downloads
John Roberts
2001-07: Transition dynamics in vintage capital models: explaining the postwar catch-up of Germany and Japan Downloads
Simon Gilchrist and John Williams
2001-06: Production function estimation with industry capacity data Downloads
Plutarchos Sakellaris
2001-05: Patterns of plant adjustment Downloads
Plutarchos Sakellaris
2001-04: A two-sector approach to modeling U.S. NIPA data Downloads
Karl Whelan
2001-03: The effects of geographic expansion on bank efficiency Downloads
Allen Berger and Robert De Young
2001-02: Activist vs. non-activist monetary policy: optimal rules under extreme uncertainty Downloads
Peter von zur Muehlen
2001-01: NAIRU uncertainty and nonlinear policy rules Downloads
Laurence H. Meyer, Eric Swanson and Volker Wieland
2000-53: Estimating the value and interest rate risk of interest-bearing transactions deposits Downloads
James M. O'Brien
2000-52: Do the rich save more? Downloads
Karen E. Dynan, Jonathan Skinner and Stephen Zeldes
2000-51: Monetary policy when the nominal short-term interest rate is zero Downloads
James A. Clouse, Dale Henderson, Athanasios Orphanides, David H. Small and Peter Tinsley
2000-50: Pre-announcement effects, news, and volatility: monetary policy and the stock market Downloads
Antulio N. Bomfim
2000-49: The flypaper effect unstuck: evidence on endogenous grants from the Federal Highway Aid Program Downloads
Brian Knight
2000-48: Bankruptcy in general equilibrium Downloads
Tarun Sabarwal
2000-47: Parameterizing credit risk models with rating data Downloads
Mark S. Carey and Mark Hrycay
2000-46: Empirical evidence on human capital spillovers Downloads
Jeremy B. Rudd
2000-45: A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model Downloads
Hao Zhou
2000-44: Credit scoring and mortgage securitization: do they lower mortgage rates? Downloads
Andrea Heuson, Wayne Passmore and Roger Sparks
2000-43: Factor supplies and specialization in the world economy Downloads
James Harrigan and Egon Zakrajsek
2000-42: Using Treasury STRIPS to measure the yield curve Downloads
Brian P. Sack
2000-41: An analysis of European banks SND issues and its implications for the design of a mandatory subordinated debt policy Downloads
Andrea Sironi
2000-40: Testing for market discipline in the European banking industry: evidence from subordinated debt issues Downloads
Andrea Sironi
2000-39: Did U.S. bank supervisors get tougher during the credit crunch? Did they get easier during the banking boom? Did it matter to bank lending? Downloads
Allen Berger, Margaret Kyle and Joseph M. Scalise
2000-38: Do minimum wages raise the NAIRU? Downloads
Peter Tulip
2000-37: Efficiency barriers to the consolidation of the European financial services industry Downloads
Allen Berger, Robert DeYoung and Gregory Udell
2000-36: The integration of the financial services industry: where are the efficiencies? Downloads
Allen Berger
2000-35: A guide to the use of chain aggregated NIPA data Downloads
Karl Whelan
2000-34: A quantitative defense of stabilization policy Downloads
Darrel Cohen
2000-33: Deriving inflation expectations from nominal and inflation-indexed Treasury yields Downloads
Brian P. Sack
2000-32: On signal extraction and non-certainty-equivalence in optimal monetary policy rules Downloads
Eric Swanson
2000-31: Have the doors opened wider? trends in homeownership rates by race and income Downloads
Raphael W. Bostic and Brian J. Surette
2000-30: A real options approach to housing investment Downloads
Chris Downing and Nancy Wallace
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