Finance and Economics Discussion Series
From Board of Governors of the Federal Reserve System (U.S.) Contact information at EDIRC. Bibliographic data for series maintained by Ryan Wolfslayer ; Keisha Fournillier (). Access Statistics for this working paper series.
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- 2007-49: Operational problems and aggregate uncertainty in the federal funds market

- Elizabeth Klee
- 2007-48: Habit persistence, non-separability between consumption and leisure, or rule-of thumb consumers: which accounts for the predictability of consumption growth?

- Michael Kiley
- 2007-47: Credit derivatives and risk management

- Michael S. Gibson
- 2007-46: Cracking the conundrum

- David Backus and Jonathan Wright
- 2007-45: Does health affect portfolio choice?

- David Love and Paul A. Smith
- 2007-44: Will monetary policy become more of a science?

- Frederic Mishkin
- 2007-43: Combining forecasts from nested models

- Todd Clark and Michael McCracken
- 2007-42: Averaging forecasts from VARs with uncertain instabilities

- Todd Clark and Michael McCracken
- 2007-41: Forecasting with small macroeconomic VARs in the presence of instabilities

- Todd Clark and Michael McCracken
- 2007-40: Housing and the monetary transmission mechanism

- Frederic Mishkin
- 2007-39: An efficiency perspective on the gains from mergers and asset purchases

- Sugata Ray and Missaka Warusawitharana
- 2007-38: Transaction costs and consumption

- Geng Li
- 2007-37: The rise in U.S. household indebtedness: causes and consequences

- Karen E. Dynan and Donald L. Kohn
- 2007-36: Why do firms offer risky defined benefit pension plans?

- David Love, Paul A. Smith and David Wilcox
- 2007-35: Executive compensation: a new view from a long-term perspective, 1936-2005

- Carola Frydman and Raven E. Saks
- 2007-34: News, noise, and estimates of the \"true\" unobserved state of the economy

- Dennis Fixler and Jeremy J. Nalewaik
- 2007-33: Robust monetary policy with imperfect knowledge

- Athanasios Orphanides and John Williams
- 2007-32: Labor reallocation over the business cycle: new evidence from internal migration

- Raven E. Saks and Abigail Wozniak
- 2007-31: Federal Home Loan Bank advances and commercial bank portfolio composition

- W Frame, Diana Hancock and Wayne Passmore
- 2007-30: Employer-to-employer flows in the United States: estimates using linked employer-employee data

- Melissa Bjelland, Bruce Fallick, John Haltiwanger and Erika McEntarfer
- 2007-29: Bank commercial loan fair value practices

- Michael Moise, James M. O'Brien, John Tschirhart and Emily Yang
- 2007-28: Racial dispersion in consumer credit interest rates

- Wendy Edelberg
- 2007-27: Corporate asset purchases and sales: theory and evidence

- Missaka Warusawitharana
- 2007-26: The rise and fall of U.S. inflation persistence

- Meredith Beechey and Pär Österholm
- 2007-25: Estimating the long-run user cost elasticity for a small open economy: evidence using data from South Africa

- Brahima Coulibaly and Jonathan N. Millar
- 2007-24: Sectoral productivity in the United States: recent developments and the role of IT

- Eric Bartelsman, J. Joseph Beaulieu, Carol Corrado and Paul Lengermann
- 2007-23: Incorporating vintage differences and forecasts into Markov switching models

- Jeremy J. Nalewaik
- 2007-22: Bond risk premia and realized jump volatility

- Jonathan Wright and Hao Zhou
- 2007-21: The contribution of multinational corporations to U.S. productivity growth, 1977-2000

- Carol Corrado, Paul Lengermann and Lawrence Slifman
- 2007-20: Sources and uses of equity extracted from homes

- Alan Greenspan and James E. Kennedy
- 2007-19: The value of Medicare managed care plans and their prescription drug benefits

- Anne E. Hall
- 2007-18: Taylor rules

- Athanasios Orphanides
- 2007-17: Do households have enough wealth for retirement?

- David Love, Lucy C. McNair and Paul A. Smith
- 2007-16: Studying consumption with the Panel Study of Income Dynamics: comparisons with the Consumer Expenditure Survey and an application to the intergenerational transmission of well-being

- Kerwin Kofi Charles, Sheldon Danziger, Geng Li and Robert Schoeni
- 2007-15: Learning by investing--embodied technology and business cycles

- Geng Li
- 2007-14: Diagnosing and treating bifurcations in perturbation analysis of dynamic macro models

- Jinill Kim, Andrew Levin and Tack Yun
- 2007-13: A brief history of the 1987 stock market crash with a discussion of the Federal Reserve response

- Mark Carlson
- 2007-12: Anchoring bias in consensus forecasts and its effect on market prices

- Sean D. Campbell and Steven Sharpe
- 2007-11: Expected stock returns and variance risk premia

- Tim Bollerslev and Hao Zhou
- 2007-10: Alternative methods of unit nonresponse weighting adjustments: an application from the 2003 Survey of Small Business Finances

- Lieu N. Hazelwood, Traci L. Mach and John Wolken
- 2007-09: A cohort-based model of labor force participation

- Bruce Fallick and Jonathan Pingle
- 2007-08: Natural rate measures in an estimated DSGE model of the U.S. economy

- Rochelle Edge, Michael Kiley and Jean-Philippe Laforte
- 2007-07: Estimating probabilities of recession in real time using GDP and GDI

- Jeremy J. Nalewaik
- 2007-06: A closer look at the sensitivity puzzle: the sensitivity of expected future short rates and term premia to macroeconomic news

- Meredith Beechey
- 2007-05: Rounding and the impact of news: a simple test of market rationality

- Meredith Beechey and Jonathan Wright
- 2007-04: Rational seasonality

- Travis Nesmith
- 2007-03: Linear cointegration of nonlinear time series with an application to interest rate dynamics

- Barry Jones and Travis Nesmith
- 2007-02: Measurement of monetary aggregates across countries

- Yueh-Yun C. O'Brien
- 2007-01: A primer on the macroeconomic implications of population aging

- Louise Sheiner, Daniel Sichel and Lawrence Slifman
- 2006-46: The competitive effects of risk-based bank capital regulation: an example from U.S. mortgage markets

- Diana Hancock, Andreas Lehnert, Wayne Passmore and Shane Sherlund
- 2006-45: A quantitative comparison of sticky-price and sticky-information models of price setting

- Michael Kiley
- 2006-44: Shifting trends in semiconductor prices and the pace of technological progress

- Ana Aizcorbe, Stephen Oliner and Daniel Sichel
- 2006-43: Inflation measurement

- David E. Lebow and Jeremy B. Rudd
- 2006-42: An estimate of the inflation risk premium using a three-factor affine term structure model

- J. Benson Durham
- 2006-41: The profitability of small, single-market banks in an era of multimarket banking

- Timothy Hannan and Robin A. Prager
- 2006-40: Acquisition targets and motives in the banking industry

- Timothy Hannan and Steven J. Pilloff
- 2006-39: Incorporating judgement in fan charts

- Pär Österholm
- 2006-38: A model in which outside and inside money are essential

- David Mills
- 2006-37: Social Security's delayed retirement credit and the labor supply of older men

- Jonathan Pingle
- 2006-36: Incompatibility and investment in ATM networks

- Ron Borzekowski and Timothy Hannan
- 2006-35: Realized jumps on financial markets and predicting credit spreads

- George Tauchen and Hao Zhou
- 2006-34: Requirements and prospects for a new time to payoff disclosure for open end credit under Truth in Lending

- Thomas A. Durkin
- 2006-33: The relocation decisions of working couples

- Jonathan Pingle
- 2006-32: What do financial asset prices say about the housing market?

- J. Benson Durham
- 2006-31: Why are plant deaths countercyclical: reallocation timing or fragility?

- Andrew Figura
- 2006-30: GSEs, mortgage rates, and secondary market activities

- Andreas Lehnert, Wayne Passmore and Shane Sherlund
- 2006-29: A trend and variance decomposition of the rent-price ratio in housing markets

- Sean D. Campbell, Morris Davis, Joshua H. Gallin and Robert Martin
- 2006-28: The U.S. Treasury yield curve: 1961 to the present

- Refet Gürkaynak, Brian P. Sack and Jonathan Wright
- 2006-27: Are longer bankruptcies really more costly?

- Daniel M. Covitz, Song Han and Beth Anne Wilson
- 2006-26: Solving linear rational expectations models: a horse race

- Gary Anderson
- 2006-25: The price of residential land in large U.S. cities

- Morris Davis and Michael Palumbo
- 2006-24: Intangible capital and economic growth

- Carol Corrado, Charles R. Hulten and Daniel Sichel
- 2006-23: Explaining cyclical movements in employment: creative destruction or changes in utilization

- Andrew Figura
- 2006-22: Monetary policy implementation without averaging or rate corridors

- William C. Whitesell
- 2006-21: Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements

- Norman J. Morin
- 2006-20: Inflation targeting under imperfect knowledge

- Athanasios Orphanides and John Williams
- 2006-19: A retrospective evaluation of the effects of temporary partial expensing

- Darrel Cohen and Jason Cummins
- 2006-18: 'Captive markets': the impact of kidnappings on corporate investment in Colombia

- Rony Pshisva and Gustavo Suarez
- 2006-17: The choice at the checkout: quantifying demand across payment instruments

- Ron Borzekowski and Elizabeth K. Kiser
- 2006-16: Consumers' use of debit cards: patterns, preferences, and price response

- Shaista Ahmed, Ron Borzekowski and Elizabeth K. Kiser
- 2006-15: Do macro variables, asset markets, or surveys forecast inflation better?

- Andrew Ang, Geert Bekaert and Min Wei
- 2006-14: Executive financial incentives and payout policy: firm responses to the 2003 dividend tax cut

- Jeffrey Brown, J. Nellie Liang and Scott Weisbenner
- 2006-13: Currents and undercurrents: changes in the distribution of wealth, 1989-2004

- Arthur B. Kennickell
- 2006-12: A fully-rational liquidity-based theory of IPO underpricing and underperformance

- Matthew Pritsker
- 2006-11: Credit market competition and capital regulation

- Franklin Allen, Elena Carletti and Robert Marquez
- 2006-10: Forecasting professional forecasters

- Eric Ghysels and Jonathan Wright
- 2006-09: Incentives and prices for motor vehicles: what has been happening in recent years?

- Carol Corrado, Wendy E. Dunn and Maria Ward Otoo
- 2006-08: Real-time model uncertainty in the United States: the Fed from 1996-2003

- Brian Ironside and Robert Tetlow
- 2006-07: The yield curve and predicting recessions

- Jonathan Wright
- 2006-06: Taxation with representation: intergovernmental grants in a plebiscite democracy

- Byron F. Lutz
- 2006-05: The road to price stability

- Athanasios Orphanides
- 2006-04: Outstanding outsourcers: a firm- and plant-level analysis of production sharing

- Christopher J. Kurz
- 2006-03: Do homeowners know their house values and mortgage terms?

- Brian Bucks and Karen Pence
- 2006-02: Paper or plastic? the effect of time on the use of check and debit cards at grocery stores

- Elizabeth Klee
- 2006-01: Families' use of payment instruments during a decade of change in the U.S. payment system

- Elizabeth Klee
- 2005-70: Expectations formation and the effectiveness of strategies for limiting the consequences of the zero bound on interest rates

- David L. Reifschneider and John Roberts
- 2005-69: Using structural shocks to identify models of investment

- John Roberts
- 2005-68: Using subjective expectations to forecast longevity: do survey respondents know something we don't know?

- Maria G. Perozek
- 2005-67: Escaping the Samaritan's Dilemma: implications of a dynamic model of altruistic intergenerational transfers

- Maria G. Perozek
- 2005-66: Modelling inflation dynamics: a critical review of recent research

- Jeremy B. Rudd and Karl Whelan
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