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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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2001-34: The ability of banks to lend to informationally opaque small businesses
Allen N. Berger , Leora F. Klapper and Gregory F. Udell 2001-33: Systemic risk and financial consolidation: are they related?
Gianni De Nicolo and Myron L. Kwast 2001-32: Reexamining stock valuation and inflation: the implications of analysts' earnings forecasts
Steven Sharpe 2001-31: How accurate are Value-at-Risk models at commercial banks?
Jeremy Berkowitz and James O'Brien 2001-30: New tests of the New-Keynesian Phillips Curve
Jeremy Rudd and Karl T. Whelan 2001-29: Production synergies, technology adoption, unemployment, and wages
Gwen Eudey and Miguel Molico 2001-28: Jump-diffusion term structure and Ito conditional moment generator
Hao Zhou 2001-27: The hidden dangers of historical simulation
Matthew Pritsker 2001-26: GSEs, mortgage rates, and the long-run effects of mortgage securitization
Wayne Passmore , Roger Sparks and Jamie Ingpen 2001-25: Employment persistence
Charles Fleischman and Joshua Gallin 2001-24: Anticipations of monetary policy in financial markets
Joe Lange , Brian Sack and William Whitesell 2001-23: Does stock market wealth matter for consumption?
Karen E. Dynan and Dean M. Maki 2001-22: Using subordinated debt to monitor bank holding companies: is it feasible?
Diana Hancock and Myron L. Kwast 2001-21: Disentangling the wealth effect: a cohort analysis of household saving in the 1990s
Dean M. Maki and Michael G. Palumbo 2001-20: The production-side approach to estimating embodied technological change
Plutarchos Sakellaris and Daniel Wilson 2001-19: Looking ahead: young men, wage growth, and labor market participation
Stephanie Aaronson 2001-18: The importance of employer-to-employer flows in the U.S. labor market
Bruce Fallick and Charles Fleischman 2001-17: Incorporating event risk into value-at-risk
Michael S. Gibson 2001-16: Market definition in banking: recent evidence
Dean F. Amel and Martha Starr 2001-15: Investigating the sources of default risk: lessons from empirically evaluating credit risk models
Gurdip Bakshi , Dilip Madan and Frank Zhang 2001-14: Measuring the reaction of monetary policy to the stock market
Roberto Rigobon and Brian Sack 2001-13: How well does the New Keynesian sticky-price model fit the data?
John M. Roberts 2001-12: The effect of past and future economic fundamentals on spending and pricing behavior in the FRB/US macroeconomic model
Peter von zur Muehlen 2001-11: Optimal portfolio allocation in a world without Treasury securities
Antulio N. Bomfim 2001-10: The Pavlovian response of term rates to Fed announcements
Selva Demiralp and Oscar Jorda 2001-09: A primer on the economics and time series econometrics of wealth effects
Morris Davis and Michael G. Palumbo 2001-08: Estimates of the productivity trend using time-varying parameter techniques
John M. Roberts 2001-07: Transition dynamics in vintage capital models: explaining the postwar catch-up of Germany and Japan
Simon Gilchrist and John C. Williams 2001-06: Production function estimation with industry capacity data
Plutarchos Sakellaris 2001-05: Patterns of plant adjustment
Plutarchos Sakellaris 2001-04: A two-sector approach to modeling U.S. NIPA data
Karl T. Whelan 2001-03: The effects of geographic expansion on bank efficiency
Allen N. Berger and Robert De Young 2001-02: Activist vs. non-activist monetary policy: optimal rules under extreme uncertainty
Peter von zur Muehlen 2001-01: NAIRU uncertainty and nonlinear policy rules
Laurence H. Meyer , Eric Thomas Swanson and Volker Wieland 2000-53: Estimating the value and interest rate risk of interest-bearing transactions deposits
James M. O'Brien 2000-52: Do the rich save more?
Karen E. Dynan , Jonathan Skinner and Stephen Zeldes 2000-51: Monetary policy when the nominal short-term interest rate is zero
James Clouse , Dale Henderson , Athanasios Orphanides , David Small and Peter Tinsley 2000-50: Pre-announcement effects, news, and volatility: monetary policy and the stock market
Antulio N. Bomfim 2000-49: The flypaper effect unstuck: evidence on endogenous grants from the Federal Highway Aid Program
Brian G. Knight 2000-48: Bankruptcy in general equilibrium
Tarun Sabarwal 2000-47: Parameterizing credit risk models with rating data
Mark Carey and Mark Hrycay 2000-46: Empirical evidence on human capital spillovers
Jeremy Rudd 2000-45: A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model
Hao Zhou 2000-44: Credit scoring and mortgage securitization: do they lower mortgage rates?
Andrea Heuson , Wayne Passmore and Roger Sparks 2000-43: Factor supplies and specialization in the world economy
James Harrigan and Egon Zakrajsek 2000-42: Using Treasury STRIPS to measure the yield curve
Brian Sack 2000-41: An analysis of European banks SND issues and its implications for the design of a mandatory subordinated debt policy
Andrea Sironi 2000-40: Testing for market discipline in the European banking industry: evidence from subordinated debt issues
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?
Allen N. Berger , Margaret K. Kyle and Joseph M. Scalise 2000-38: Do minimum wages raise the NAIRU?
Peter Tulip
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