FRB Atlanta Working Paper

From Federal Reserve Bank of Atlanta
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92-13: The dynamic impacts of monetary policy: an exercise in tentative identification

David Gordon and Eric Leeper

92-12: A note on competition, fixed costs, and the profitability of depository intermediates

Iftekhar Hasan and Stephen D. Smith

92-11: Form invariance in biased sampling problems

Vicente Madrigal and Stephen D. Smith

92-10: Money demand and relative prices in hyperinflations: evidence from Germany and China

Ellis Tallman and Ping Wang

92-1: Risk neutral valuation, asymmetric information, and the efficient markets hypothesis

Vicente Madrigal and Stephen D. Smith

91-9: Generalized put-call parity

David Babbel and Larry Eisenberg

91-8: Money demand and relative prices in the German hyperinflation

Ellis Tallman and Ping Wang

91-7: Estimating the minimum risk maturity gap

James E. McNulty, George E. Morgan and Stephen D. Smith

91-6: Stationary representations, cointegration, and rational expectations with an application to the forward foreign exchange market

Janice L. Boucher

91-5: A stochastic dominance approach to the evaluation of foreign exchange forecasts

William C. Hunter and Stephen G. Timme

91-4: Valuation of default-risky interest-rate swaps

Peter A. Abken

91-3: On the sustainability of international coordination

Marco Espinosa-Vega and Chong Yip

91-2: Fiscal policy and trade adjustment: are the deficits really twins?

Jeffrey A. Rosensweig and Ellis Tallman

91-18: Competition for more than one class of borrowers using different credit- worthiness tests

Larry Wall

91-17: In search of the liquidity effect

David Gordon and Eric Leeper

91-16: Option pricing with random volatilities in complete markets

Larry Eisenberg and Robert Jarrow

91-15: Quantity-adjusting options and forward contracts

David Babbel and Larry Eisenberg

91-14: Legal restrictions and welfare in a simple model of money

William Roberds

91-13: The wild card option in T-bond futures is relatively worthless

Hugh Cohen

91-12: Multiple reserve requirements: the case of small open economies

Marco Espinosa-Vega

91-11: Consumer attitudes and business cycles

Eric Leeper

91-10: Misspecification bias in tests of the forward foreign exchange rate unbiasedness hypothesis

Janice L. Boucher

91-1: The inflationary implications of reducing market interest rates via alternative monetary policy instruments

Marco Espinosa-Vega and Steven Russell

90-9: Human capital and endogenous growth: evidence from Taiwan

Ellis Tallman and Ping Wang

90-8: Quasi-fixed inputs in the estimation of bank scale economies

William C. Hunter and Stephen G. Timme

90-7: Monetary aggregates as monetary targets: a statistical investigation

William Roberds and Charles Whiteman

90-12: Effects of devaluation with a partial wage floor

Vikram Kumar

90-11: Potential diversification and bank acquisition prices

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

90-10: The behavior of real rates of interest in a small, opening economy

Rosemary Cunningham and Thomas J. Cunningham

89-9: The effect of Continental Illinois' failure on the financial performance of other banks

David R. Peterson and Larry Wall

89-8: Nominal exchange rates and unit roots: a reconsideration

Joseph A. Whitt

89-7: Macroeconomic factors and asset excess returns

Ellis Tallman

89-6: The demand for labor at the world's largest banking organizations

William C. Hunter and Stephen G. Timme

89-5: Analytic derivatives of the matrix exponential for estimation of continuous-time ARMA models

Peter A. Zadrozny

89-4: How little we know about budget policy effects

Preston J. Miller and William Roberds

89-3: An examination of cost subadditivity and multiproduct production in large U.S. banks

William C. Hunter, Stephen G. Timme and Won Keun Yang

89-2: Costs of financial intermediation under regulation: development banks and commercial banks

Aruna Srinivasan

89-10: Tests of a simple optimizing model of daily price limits on futures contracts

Lucy Ackert and William C. Hunter

89-1: A survey and analysis of index-linked certificates of deposit

Peter A. Abken

88-9: A source of unbiased implied volatility forecasts

Steven P. Feinstein

88-8: Commodity prices and monetary policy

Joseph A. Whitt

88-7: Valuation effects of new capital issues by large bank holding companies

Pamela P. Peterson and Larry Wall

88-6: Technological change in large U.S. commercial banks

William C. Hunter and Stephen G. Timme

88-5: What's the surprise in money supply announcements?

Thomas J. Cunningham and Thomas J. Cunningham

88-4: The U.S. dollar and the \"delayed J curve.\"

Paul D. Koch and Jeffrey A. Rosensweig

88-3: The shifting structure of occupations and the effect on labor force participation rates of American males 1860-1980

Jon Moen

88-2: A quarterly Bayesian VAR model of the US economy

William Roberds

88-10: Discrete option replication with transactions costs: an analysis of hedging errors

Peter A. Abken

88-1: Countervailing advantage and foreign direct investment in the United States

William J. Kahley

86-8: On deregulation, concentration, and innovation in commercial banking

William C. Hunter and Stephen G. Timme

27: Sovereign Risk and Financial Risk

Simon Gilchrist, Bin Wei, Vivian Yue and Egon Zakrajšek

15: Mortgage Lock-in, Lifecycle Migration, and the Welfare Effects of Housing Market Liquidity

Kristopher Gerardi, Franklin Qian and David Hao Zhang

14: Stimulus through Insurance: The Marginal Propensity to Repay Debt

Gizem Kosar, Davide Melcangi, Laura Pilossoph and David Wiczer

13: Firm Exit and Liquidity: Evidence from the Great Recession

Fernando Leibovici and David Wiczer

12: The Inflation Accelerator

Andres Blanco, Corina Boar, Callum Jones and Virgiliu Midrigan

10: Nonlinear Inflation Dynamics in Menu Cost Economies

Andres Blanco, Corina Boar, Callum Jones and Virgiliu Midrigan