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Finance and Economics Discussion Series

From Board of Governors of the Federal Reserve System (US)
Contact information at EDIRC.

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2019-031: Understanding Bank and Nonbank Credit Cycles: A Structural Exploration
Ceyhun Bora Durdu and Molin Zhong
2019-030: When Simplicity Offers a Benefit, Not a Cost: Closed-Form Estimation of the GARCH(1,1) Model that Enhances the Efficiency of Quasi-Maximum Likelihood
Todd Prono
2019-029: Second Home Buyers and the Housing Boom and Bust Downloads
Daniel Garcia
2019-028: Likelihood Evaluation of Models with Occasionally Binding Constraints Downloads
Pablo Cuba-Borda, Luca Guerrieri, Matteo Iacoviello and Molin Zhong
2019-027: The Marginal Effect of Government Mortgage Guarantees on Homeownership Downloads
Serafin J. Grundl and You Suk Kim
2019-026: Assessing Macroeconomic Tail Risk Downloads
Francesca Loria, Christian Matthes and Donghai Zhang
2019-025: Information in Yield Spread Trades Downloads
Yang-Ho Park
2019-024: Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates Downloads
Gianni Amisano and Oreste Tristani
2019-023: How Does the Strength of Monetary Policy Transmission Depend on Real Economic Activity? Downloads
Horacio Sapriza and Judit Temesvary
2019-022: Marketplace Lending and Consumer Credit Outcomes: Evidence from Prosper Downloads
Timothy E Dore and Traci L. Mach
2019-021: Do Greasy Wheels Curb Inequality? Downloads
Cynthia Doniger
2019-020: Duration Dependence, Monetary Policy Asymmetries, and the Business Cycle Downloads
Travis Berge and Damjan Pfajfar
2019-019: New Financial Stability Governance Structures and Central Banks Downloads
Rochelle M. Edge and J. Nellie Liang
2019-018: Does Price Regulation Affect Competition? Evidence from Credit Card Solicitations Downloads
Yiwei Dou, Geng Li and Joshua Ronen
2019-017: Introducing the Distributional Financial Accounts of the United States Downloads
Michael M. Batty, Jesse Bricker, Joseph Briggs, Elizabeth Ball Holmquist, Susan Hume McIntosh, Kevin B. Moore, Eric Nielsen, Sarah Reber, Molly Shatto, Kamila Sommer, Tom Sweeney and Alice M. Henriques
2019-016: The Limits of p-Hacking: A Thought Experiment Downloads
Andrew Y. Chen
2019-015: Who Values Access to College? Downloads
Kartik B. Athreya, Felicia Ionescu, Urvi Neelakantan and Ivan Vidangos
2019-014: Inferring Term Rates from SOFR Futures Prices Downloads
Erik Heitfield and Yang-Ho Park
2019-013: Test Questions, Economic Outcomes, and Inequality Downloads
Eric Nielsen
2019-012: Getting Smart About Phones: New Price Indexes and the Allocation of Spending Between Devices and Services Plans in Personal Consumption Expenditures Downloads
David M. Byrne, Daniel Sichel and Ana M. Aizcorbe
2019-011: Over-the-Counter Market Liquidity and Securities Lending Downloads
Nathan Foley-Fisher, Stefan Gissler and Stephane Verani
2019-010: Lifecycle Patterns of Saving and Wealth Accumulation Downloads
Laura Feiveson and John Sabelhaus
2019-009: Monetary Policy Strategies for a Low-Rate Environment Downloads
Ben S. Bernanke, Michael Kiley and John Roberts
2019-008: Stress Testing Household Debt Downloads
Neil Bhutta, Jesse Bricker, Lisa J. Dettling, Jimmy Kelliher and Steven Laufer
2019-007: Trade Exposure and the Evolution of Inflation Dynamics Downloads
Simon Gilchrist and Egon Zakrajsek
2019-006: Robust Inference in First-Price Auctions: Experimental Findings as Identifying Restrictions Downloads
Serafin J. Grundl and Yu Zhu
2019-005: Banks as Regulated Traders Downloads
Antonio Falato, Diana A. Iercosan and Filip Zikes
2019-004: Karl Brunner and U.K. Monetary Debate Downloads
Edward Nelson
2019-003: Monetary Policy Options at the Effective Lower Bound: Assessing the Federal Reserve's Current Policy Toolkit Downloads
Hess Chung, Etienne Gagnon, Taisuke Nakata, Matthias Paustian, Bernd Schlusche, James Trevino, Diego Vilan and Wei Zheng
2019-002: Evaluating the Conditionality of Judgmental Forecasts Downloads
Travis Berge, Andrew C. Chang and Nitish R. Sinha
2019-001: The Monetary Base in Allan Meltzer's Analytical Framework Downloads
Edward Nelson
2018-089: Short Takes on Monetary Policy Strategy: An Introduction to Some Basic Concepts Downloads
James A. Clouse
2018-088: Can the US Interbank Market be Revived? Downloads
Kyungmin Kim, Antoine Martin and Ed Nosal
2018-087: The Impact of Post Stress Tests Capital on Bank Lending Downloads
William F. Bassett and Jose M. Berrospide
2018-086: The Optimal Inflation Rate with Discount Factor Heterogeneity Downloads
Antoine Lepetit
2018-085: The U.S. Syndicated Loan Market: Matching Data Downloads
Gregory J. Cohen, Melanie Friedrichs, Kamran Gupta, William Hayes, Seung Jung Lee, W. Blake Marsh, Nathan Mislang, Maya Shaton and Martin Sicilian
2018-084: Liquidity Regulation and Financial Intermediaries Downloads
Marco Macchiavelli and Luke Pettit
2018-083: A Promised Value Approach to Optimal Monetary Policy Downloads
Timothy S. Hills, Taisuke Nakata and Takeki Sunakawa
2018-082: Supervisory Stress Testing For CCPs: A Macro-Prudential, Two-Tier Approach Downloads
Edward L. Anderson, Fernando Cerezetti and Mark Manning
2018-081: Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement Downloads
Andrew Phin, Todd Prono, Jonathan J. Reeves and Konark Saxena
2018-080: Are Millennials Different? Downloads
Christopher J. Kurz, Geng Li and Daniel J. Vine
2018-079: How do Capital Requirements Affect Loan Rates? Evidence from High Volatility Commercial Real Estate Downloads
David P. Glancy and Robert J. Kurtzman
2018-078: Emergency Collateral Upgrades Downloads
Mark Carlson and Marco Macchiavelli
2018-077: Rural Affordable Rental Housing: Quantifying Need, Reviewing Recent Federal Support, and Assessing the Use of Low Income Housing Tax Credits in Rural Areas Downloads
Andrew M. Dumont
2018-076: The Non-Bank Credit Cycle Downloads
Esti Kemp, Rene van Stralen, Alexandros Vardoulakis and Peter J. Wierts
2018-075: On the U.S. Firm and Establishment Size Distributions Downloads
Illenin Kondo, Logan Lewis and Andrea Stella
2018-074: Employment in the Great Recession: How Important Were Household Credit Supply Shocks? Downloads
Daniel Garcia
2018-073: Perceptions and Expectations of Inflation by U.S. Households Downloads
Sandor Axelrod, David E. Lebow and Ekaterina V. Peneva
2018-072: Forward Guidance with Bayesian Learning and Estimation Downloads
Christopher J. Gust, Edward Herbst and J. David Lopez-Salido
2018-071: Employment Effects of Unconventional Monetary Policy: Evidence from QE Downloads
Stephan Luck and Thomas Zimmermann
2018-070: Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas Downloads
Gary S. Anderson
2018-069: The Effect of Common Ownership on Profits: Evidence From the U.S. Banking Industry Downloads
Jacob P. Gramlich and Serafin J. Grundl
2018-068: The Long and Short of It: Do Public and Private Firms Invest Differently? Downloads
Naomi E. Feldman, Laura Kawano, Elena Patel, Nirupama Rao, Michael Stevens and Jesse Edgerton
2018-067: Unemployment Risk Downloads
Michael Kiley
2018-066: The Differential Impact of Bank Size on Systemic Risk Downloads
Amy Lorenc and Jeffery Y. Zhang
2018-065: Price Pressure and Price Discovery in the Term Structure of Interest Rates Downloads
Scott Mixon and Tugkan Tuzun
2018-064: Measuring Aggregate Housing Wealth: New Insights from an Automated Valuation Model Downloads
Joshua H. Gallin, Raven S. Molloy, Eric Nielsen, Paul A. Smith and Kamila Sommer
2018-063: Bank Holdings and Systemic Risk Downloads
Celso Brunetti, Jeffrey Harris and Shawn Mankad
2018-062: The Role of Expectations in Changed Inflation Dynamics Downloads
Damjan Pfajfar and John Roberts
2018-061: Information and Liquidity of OTC Securities: Evidence from Public Registration of Rule 144A Bonds Downloads
Song Han, Alan G. Huang, Madhu Kalimipalli and Ke Wang
2018-060: The Shift from Active to Passive Investing: Potential Risks to Financial Stability? Downloads
Kenechukwu E. Anadu, Mathias S. Kruttli, Patrick E. McCabe, Emilio Osambela and Chae Hee Shin
2018-059: Some Implications of Uncertainty and Misperception for Monetary Policy Downloads
Christopher Erceg, James Hebden, Michael Kiley, J. David Lopez-Salido and Robert Tetlow
2018-058: Oil, Equities, and the Zero Lower Bound Downloads
Deepa Dhume Datta, Benjamin K. Johannsen, Hannah Kwon and Robert Vigfusson
2018-057: Hidden Baggage: Behavioral Responses to Changes in Airline Ticket Tax Disclosure Downloads
Sebastien Bradley and Naomi E. Feldman
2018-056: A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States Downloads
Martin M. Andreasen and Andrew C. Meldrum
2018-055: The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror Downloads
Eric Engstrom and Steven Sharpe
2018-054: Financial Frictions, Financial Shocks, and Aggregate Volatility Downloads
Cristina Fuentes-Albero
2018-053: Tapping into Financial Synergies: Alleviating Financial Constraints Through Acquisitions Downloads
Rohan Williamson and Jie Yang
2018-052: Preventing Controversial Catastrophes Downloads
Steven D. Baker, Burton Hollifield and Emilio Osambela
2018-051: From Taylor's Rule to Bernanke's Temporary Price Level Targeting Downloads
James Hebden and J. David Lopez-Salido
2018-050: Speed Limit Policy and Liquidity Traps Downloads
Taisuke Nakata, Sebastian Schmidt and Paul Yoo
2018-049: Attenuating the Forward Guidance Puzzle: Implications for Optimal Monetary Policy Downloads
Taisuke Nakata, Ryota Ogaki, Sebastian Schmidt and Paul Yoo
2018-048: Income Inequality, Financial Crises, and Monetary Policy Downloads
Isabel Cairo and Jae W. Sim
2018-047: Half-full or Half-empty? Financial Institutions, CDS Use, and Corporate Credit Risk Downloads
Cecilia Caglio, R. Matthew Darst and Eric Parolin
2018-046: Self-confirming Price Dispersion in Monetary Economies Downloads
Garth Baughman and Stanislav Rabinovich
2018-045: The Local Impact of Containerization Downloads
Leah Brooks, Nicolas Gendron-Carrier and Gisela Rua
2018-044: A Nowcasting Model for the Growth Rate of Real GDP of Ecuador: Implementing a Time-Varying Intercept Downloads
Manuel Gonzalez-Astudillo and Daniel Baquero
2018-043: Financial Heterogeneity and Monetary Union Downloads
Simon Gilchrist, Raphael Schoenle, Jae W. Sim and Egon Zakrajsek
2018-042: The Money View Versus the Credit View Downloads
Sarah S. Baker, J. David Lopez-Salido and Edward Nelson
2018-041: Nothing is Certain Except Death and Taxes: The Lack of Policy Uncertainty from Expiring "Temporary" Taxes Downloads
Andrew C. Chang
2018-040: An Output Gap Measure for the Euro Area: Exploiting Country-Level and Cross-Sectional Data Heterogeneity Downloads
Manuel Gonzalez-Astudillo
2018-039: The Rise of Shadow Banking: Evidence from Capital Regulation Downloads
Rustom M. Irani, Rajkamal Iyer, Ralf R. Meisenzahl and Jose-Luis Peydro
2018-038: What Macroeconomic Conditions Lead Financial Crises? Downloads
Michael Kiley
2018-037: Efficient Mismatch Downloads
David Arseneau and Brendan Epstein
2018-036: Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective Downloads
Laura Liu
2018-035: Can More Housing Supply Solve the Affordability Crisis? Evidence from a Neighborhood Choice Model Downloads
Elliot Anenberg and Edward Kung
2018-034: The Nature of Household Labor Income Risk Downloads
Seth Pruitt and Nicholas Turner
2018-033: Publication Bias and the Cross-Section of Stock Returns Downloads
Andrew Y. Chen and Thomas Zimmermann
2018-032: Voluntary Reserve Targets Downloads
Garth Baughman and Francesca Carapella
2018-031: The Origins of Aggregate Fluctuations in a Credit Network Economy Downloads
Engin L. Altinoglu
2018-030: How Much Does Health Insurance Cost? Comparison of Premiums in Administrative and Survey Data Downloads
Jeff Larrimore and David Splinter
2018-029: Reconsidering the Consequences of Worker Displacements: Firm versus Worker Perspective Downloads
Aaron Flaaen, Matthew Shapiro and Isaac Sorkin
2018-028: Optimal Public Debt with Life Cycle Motives Downloads
William Peterman and Erick Sager
2018-027: The Regulatory and Monetary Policy Nexus in the Repo Market Downloads
Sriya Anbil and Zeynep Senyuz
2018-026: The Fed's Asymmetric Forecast Errors Downloads
Andrew C. Chang
2018-025: A Day Late and a Dollar Short: Liquidity and Household Formation among Student Borrowers Downloads
Sarena Goodman, Adam Isen and Constantine Yannelis
2018-024: How Much has Wealth Concentration Grown in the United States? A Re-Examination of Data from 2001-2013 Downloads
Jesse Bricker, Alice M. Henriques and Lars Peter Hansen
2018-023: New Perspectives on the Decline of U.S. Manufacturing Employment Downloads
Teresa Fort, Justin Pierce and Peter K. Schott
2018-022: Collateral Runs Downloads
Sebastian Infante and Alexandros Vardoulakis
2018-021: Spectral Backtests of Forecast Distributions with Application to Risk Management Downloads
Michael Gordy and Alexander J. McNeil
Page updated 2019-05-20
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