FRB Atlanta Working Paper

From Federal Reserve Bank of Atlanta
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95-14: Off-farm income and risk reduction in agriculture: when does it matter?

Hans Andersson, Buddhavarapu Sailesh Ramamurtie and Bharat Ramaswami

95-13: Empirical tests of two state-variable HJM models

Robert R. Bliss and Peter H. Ritchken

95-12: The implied volatility of U.S. interest rates: evidence from callable U. S. Treasuries

Robert R. Bliss and Ehud I. Ronn

95-11: On the efficiency of cash settlement

Charles Kahn and William Roberds

95-10: Fiscal and monetary policy interactions in an endogenous growth model with financial intermediaries

Marco Espinosa-Vega and Chong Yip

95-1: European Monetary Union: evidence from structural VARs

Joseph A. Whitt

94-9: The effect of tick size on Treasury auctions

Hugh Cohen and Douglas McBeth

94-8: Generalized method of moments estimation of Heath-Jarrow-Morton models of interest-rate contingent claims

Peter A. Abken and Hugh Cohen

94-7: Inflation uncertainty and the nominal term structure: a survey

Peter A. Abken

94-6: Data aggregation and the problem of measuring a bank's interest rate exposure

Hugh Cohen

94-5: Toward a modern macroeconomic model usable for policy analysis

Eric Leeper and Christopher Sims

94-4: Bargaining a monetary union

Roberto Chang

94-3: The income smoothing hypothesis: an analysis of the thrift industry

Iftekhar Hasan and William C. Hunter

94-2: When do long-run identifying restrictions give reliable results?

Jon Faust and Eric Leeper

94-17: Contractual opportunism, limited liability, and the role of financial coalitions

Thomas Noe and Stephen D. Smith

94-16: A welfare rationale for multiple reserve requirements

Marco Espinosa-Vega and Steven Russell

94-15: Open market operations with conventional, lasting real effects

Marco Espinosa-Vega and Steven Russell

94-14: Banks, payments, and coordination

James McAndrews and William Roberds

94-13: Market breakdowns and price crashes explained by information ambiguity

Jie Hu

94-12: Clearinghouse access and bank runs: trust companies in New York and Chicago during the Panic of 1907

Jon Moen and Ellis Tallman

94-11: Bank holding company capital targets in the early 1990s: the regulators versus the markets

David R. Peterson and Larry Wall

94-10: Commitment, coordination failures, and delayed reforms

Roberto Chang

94-1: Government expenditure financing in an endogenous growth model: a comparison

Theodore Palivos and Chong Yip

93-9: Rational expectations and the dynamic adjustment of security analysts' forecasts to new information

Lucy Ackert and William C. Hunter

93-8: Private investment and sovereign debt negotiations

Roberto Chang

93-7: Generalized method of moments tests of forward rate processes

Peter A. Abken

93-6: Managerial rents and optimal regulatory intervention in troubled banks

Thomas Noe, Michael J. Rebello and Larry Wall

93-5: The dynamic impacts of monetary policy: an exercise in tentative identification

David Gordon and Eric Leeper

93-4: Some implications of risk neutrality for time variation in stock returns

Ronald W. Best and Stephen D. Smith

93-3: Core deposits and physical capital: a reexamination of bank scale economies and efficiency with quasi-fixed inputs

William C. Hunter and Stephen G. Timme

93-2: Risk taking and failure in de novo savings and loans in the 1980s

William C. Hunter, James A. Verbrugge and David A. Whidbee

93-16: Excess return, excess volatility, and negative autocorrelation caused by uncertainty aversion and risk aversion

Jie Hu

93-15: Vague preferences, noisy markets, and other parables concerning the informational role of prices

Vicente Madrigal and Stephen D. Smith

93-14: Towards the systematic measurement of systemic risk

Hugh Cohen and William Roberds

93-13: Financial integration with and without international policy coordination

Roberto Chang

93-12: Monetary policy, interest rates, and inflation: budget arithmetic revisited

Marco Espinosa-Vega and Steven Russell

93-11: Educational achievement and economic growth: evidence from Taiwan

Ellis Tallman and Ping Wang

93-10: Liquidity shocks and financial crises during the national banking era

Jon Moen and Ellis Tallman

93-1: Has the Romers' narrative approach identified monetary policy shocks

Eric Leeper

92-9: A note on forward biases and equilibrium foreign exchange hedging in a production economy

Vikram Kumar and Stephen D. Smith

92-8: Rational expectations and security analysts' earnings forecasts

Lucy Ackert and William C. Hunter

92-7: Optimal venture capital solicitation under a horizon constraint

William C. Hunter

92-6: Stochastic specification in random production models of cost minimizing firms

Bryan W. Brown and MaryBeth Walker

92-5: Real effects of exchange risk on international trade

Vikram Kumar

92-4: Motivations for bank mergers and acquisitions: enhancing the deposit insurance put option versus increasing operating net cash flow

George J. Benston, William C. Hunter and Larry Wall

92-3: The choice of capital instruments by banking organizations

Pamela P. Peterson and Larry Wall

92-2: Cost savings associated with bank mergers

Aruna Srinivasan and Larry Wall

92-16: A new method of testing pricing models as applied to forward interest rate models

Hugh Cohen and Davidson Heath

92-15: Another hole in the ozone layer: changes in FOMC operating procedure and the term structure

William Roberds, David E. Runkle and Charles Whiteman

92-14: Budget constraints and time-series evidence on consumption: comment

William Roberds