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Finance and Economics Discussion Series
from Board of Governors of the Federal Reserve System (U.S.) EDIRC .
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2005-43: The effects of mortgage prepayments on M2
Yueh-Yun C. O'Brien 2005-42: Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases
Domenico Giannone , Lucrezia Reichlin and David Small 2005-41: Estimates of home mortgage originations, repayments, and debt on one-to-four-family residences
Alan Greenspan and James Kennedy 2005-40: Risk, uncertainty, and asset prices
Geert Bekaert , Eric Engstrom and Yuhang Xing 2005-39: Do nonfinancial firms use interest rate derivatives to hedge?
Daniel Covitz and Steven Sharpe 2005-38: How biased are measures of cyclical movements in productivity and hours?
Stephanie Aaronson and Andrew Figura 2005-37: A computationally efficient characterization of pure strategy Nash equilibria in large entry games
Andrew Cohen 2005-36: Large investors: implications for equilibrium asset, returns, shock absorption, and liquidity
Matthew Pritsker 2005-35: Liquidity, default, taxes and yields on municipal bonds
Junbo Wang , Chunchi Wu and Frank Zhang 2005-34: Optimal policy projections
Lars E.O. Svensson and Robert Tetlow 2005-33: An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
Don H. Kim and Jonathan Wright 2005-32: The household spending response to the 2003 tax cut: evidence from survey data
Julia Lynn Coronado , Joseph P. Lupton and Louise M. Sheiner 2005-31: Has output become more predictable? changes in Greenbook forecast accuracy
Peter Tulip 2005-30: Why and when do spot prices of crude oil revert to futures price levels?
Mark W. French 2005-29: Using federal funds futures contracts for monetary policy analysis
Refet S. Gürkaynak 2005-28: Gestation lags and the relationship between investment and Q in regressions
Jonathan N. Millar 2005-27: External habit and the cyclicality of expected stock returns
Thomas Tallarini and Harold H. Zhang 2005-26: From the horse's mouth: gauging conditional expected stock returns from investor surveys
Gene Amromin and Steven Sharpe 2005-25: Prices, production, and inventories over the automotive model year
Adam Matthew Copeland , Wendy Dunn and George Hall 2005-24: Gestation lags for capital, cash flows, and Tobin's Q
Jonathan N. Millar 2005-23: Raising the bar for models of turnover
Erwan Quintin and John Stevens 2005-22: Growing old together: firm survival and employee turnover
Erwan Quintin and John Stevens 2005-21: A review of backtesting and backtesting procedures
Sean D. Campbell 2005-20: Branch banking, bank competition, and financial stability
Mark Carlson and Kris James Mitchener 2005-19: Temporary partial expensing in a general-equilibrium model
Rochelle Edge and Jeremy B. Rudd 2005-18: Yesterday's bad times are today's good old times: retail price changes in the 1890s were smaller, less frequent, and more permanent
Alan Kackmeister 2005-17: Are firms or workers behind the shift away from DB pension plan?
Stephanie Aaronson and Julia Coronado 2005-16: The effects of local banking market structure on the banking-lending channel of monetary policy
Robert M. Adams and Dean F. Amel 2005-15: The effects of competition from large, multimarket firms on the performance of small, single-market firms: evidence from the banking industry
Allen N. Berger , Astrid A. Dick , Lawrence G. Goldberg and Lawrence J. White 2005-14: Tracking the source of the decline in GDP volatility: an analysis of the automobile industry
Valerie Ann Ramey and Daniel J. Vine 2005-13: Housing, house prices, and the equity premium puzzle
Morris Davis and Robert F. Martin 2005-12: A nonlinear look at trend MFP growth and the business cycle: result from a hybrid Kalman/Markov switching model
Mark W. French 2005-11: Job-hopping in Silicon Valley: some evidence concerning the micro-foundations of a high technology cluster
Bruce Fallick , Charles Fleischman and James B. Rebitzer 2005-10: An empirical analysis of bond recovery rates: exploring a structural view of default
Daniel Covitz and Song Han 2005-09: Density selection and combination under model ambiguity: an application to stock returns
Stefania D'Amico 2005-08: Does trading frequency affect subordinated debt spreads?
Christopher Bianchi , Diana Hancock and Laura Kawano 2005-07: GSEs, mortgage rates, and secondary market activities
Andreas Lehnert , Wayne Passmore and Shane M. Sherlund 2005-06: The effect of housing government-sponsored enterprises on mortgage rates
Wayne Passmore , Shane M. Sherlund and Gillian Burgess 2005-05: The GSE implicit subsidy and the value of government ambiguity
Wayne Passmore 2005-04: Econometric tests of asset price bubbles: taking stock
Refet S. Gürkaynak 2005-03: Who competes with whom? the case of depository institutions
Robert M. Adams , Kenneth P. Brevoort and Elizabeth K. Kiser 2005-02: The reform of October 1979: how it happened and why
David E. Lindsey , Athanasios Orphanides and Robert H. Rasche 2005-01: Precautionary savings motives and tax efficiency of household portfolios: an empirical analysis
Gene Amromin 2004-70: The magnitude and cyclical behavior of financial market frictions
Andrew Theo Levin , Fabio M. Natalucci and Egon Zakrajsek 2004-69: Alternative estimates of the presidential premium
Sean D. Campbell and Canlin Li 2004-68: The reliability of inflation forecasts based on output gap estimates in real time
Athanasios Orphanides and Simon van Norden 2004-67: Learning dynamics with private and public signals
Adam Matthew Copeland 2004-66: Do actions speak louder than words? the response of asset prices to monetary policy actions and statements
Refet S. Gürkaynak , Brian Sack and Eric Thomas Swanson 2004-65: Measuring capital and technology: an expanded framework
Carol A. Corrado , Charles Hulten and Daniel Sichel 2004-64: Reading the minds of investors: an empirical term structure model for policy analysis
Jim Clouse
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