Finance and Economics Discussion Series

from Board of Governors of the Federal Reserve System (U.S.)
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2007-27: Corporate asset purchases and sales: theory and evidence

Missaka Warusawitharana

2007-26: The rise and fall of U.S. inflation persistence

Meredith Beechey and Pär Österholm

2007-25: Estimating the long-run user cost elasticity for a small open economy: evidence using data from South Africa

Brahima Coulibaly and Jonathan Millar

2007-24: Sectoral productivity in the United States: recent developments and the role of IT

Carol A. Corrado, Paul Lengermann, Eric J. Bartelsman and J. Joseph Beaulieu

2007-23: Incorporating vintage differences and forecasts into Markov switching models

Jeremy J. Nalewaik

2007-22: Bond risk premia and realized jump volatility

Jonathan Wright and Hao Zhou

2007-21: The contribution of multinational corporations to U.S. productivity growth, 1977-2000

Carol A. Corrado, Paul Lengermann and Larry Slifman

2007-20: Sources and uses of equity extracted from homes

Alan Greenspan and James Kennedy

2007-19: The value of Medicare managed care plans and their prescription drug benefits

Anne E. Hall

2007-18: Taylor rules

Athanasios Orphanides

2007-17: Do households have enough wealth for retirement?

David Love, Paul A. Smith and Lucy C. McNair

2007-16: Studying consumption with the Panel Study of Income Dynamics: comparisons with the Consumer Expenditure Survey and an application to the intergenerational transmission of well-being

Kerwin Kofi Charles, Sheldon Danziger, Geng Li and Robert F. Schoeni

2007-15: Learning by investing--embodied technology and business cycles

Geng Li

2007-14: Diagnosing and treating bifurcations in perturbation analysis of dynamic macro models

Jinill Kim, Andrew Theo Levin and Tack Yun

2007-13: A brief history of the 1987 stock market crash with a discussion of the Federal Reserve response

Mark Carlson

2007-12: Anchoring bias in consensus forecasts and its effect on market prices

Sean D. Campbell and Steven Sharpe

2007-11: Expected stock returns and variance risk premia

Tim Bollerslev and Hao Zhou

2007-10: Alternative methods of unit nonresponse weighting adjustments: an application from the 2003 Survey of Small Business Finances

Lieu N. Hazelwood, Traci L. Mach and John David Wolken

2007-09: A cohort-based model of labor force participation

Bruce Fallick and Jonathan Pingle

2007-08: Natural rate measures in an estimated DSGE model of the U.S. economy

Rochelle M. Edge, Michael Kiley and Jean-Philippe Laforte

2007-07: Estimating probabilities of recession in real time using GDP and GDI

Jeremy J. Nalewaik

2007-06: A closer look at the sensitivity puzzle: the sensitivity of expected future short rates and term premia to macroeconomic news

Meredith Beechey

2007-05: Rounding and the impact of news: a simple test of market rationality

Meredith Beechey and Jonathan Wright

2007-04: Rational seasonality

Travis Dean Nesmith

2007-03: Linear cointegration of nonlinear time series with an application to interest rate dynamics

Barry Edward Jones and Travis Dean Nesmith

2007-02: Measurement of monetary aggregates across countries

Yueh-Yun C. O'Brien

2007-01: A primer on the macroeconomic implications of population aging

Louise Sheiner, Daniel Sichel and Lawrence Slifman

2006-46: The competitive effects of risk-based bank capital regulation: an example from U.S. mortgage markets

Diana Hancock, Andreas Lehnert, Wayne Passmore and Shane M. Sherlund

2006-45: A quantitative comparison of sticky-price and sticky-information models of price setting

Michael Kiley

2006-44: Shifting trends in semiconductor prices and the pace of technological progress

Ana Aizcorbe, Stephen D. Oliner and Daniel E. Sichel

2006-43: Inflation measurement

David E. Lebow and Jeremy B. Rudd

2006-42: An estimate of the inflation risk premium using a three-factor affine term structure model

J. Benson Durham

2006-41: The profitability of small, single-market banks in an era of multimarket banking

Timothy H. Hannan and Robin A. Prager

2006-40: Acquisition targets and motives in the banking industry

Timothy H. Hannan and Steven J. Pilloff

2006-39: Incorporating judgement in fan charts

Pär Österholm

2006-38: A model in which outside and inside money are essential

David C. Mills

2006-37: Social Security's delayed retirement credit and the labor supply of older men

Jonathan Pingle

2006-36: Incompatibility and investment in ATM networks

Timothy H. Hannan and Ron Borzekowski

2006-35: Realized jumps on financial markets and predicting credit spreads

George Tauchen and Hao Zhou

2006-34: Requirements and prospects for a new time to payoff disclosure for open end credit under Truth in Lending

Thomas A. Durkin

2006-33: The relocation decisions of working couples

Jonathan Pingle

2006-32: What do financial asset prices say about the housing market?

J. Benson Durham

2006-31: Why are plant deaths countercyclical: reallocation timing or fragility?

Andrew Figura

2006-30: GSEs, mortgage rates, and secondary market activities

Andreas Lehnert, Wayne Passmore and Shane M. Sherlund

2006-29: A trend and variance decomposition of the rent-price ratio in housing markets

Sean D. Campbell, Morris Davis, Joshua Gallin and Robert F. Martin

2006-28: The U.S. Treasury yield curve: 1961 to the present

Refet S. Gürkaynak, Brian Sack and Jonathan Wright

2006-27: Are longer bankruptcies really more costly?

Daniel M. Covitz, Song Han and Beth Anne Wilson

2006-26: Solving linear rational expectations models: a horse race

Gary S. Anderson

2006-25: The price of residential land in large U.S. cities

Morris Davis and Michael G. Palumbo

2006-24: Intangible capital and economic growth

Carol A. Corrado, Charles Hulten and Daniel Sichel