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Finance and Economics Discussion Series

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

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1998-06: Pricing the strategic value of poison put bonds Downloads
Alexander David
1998-05: Cleaning up the errors in the monthly \"Employment situation\" report: a multivariate state-space approach Downloads
Mark W. French
1998-04: Good news and bad news about share repurchases Downloads
George W. Fenn and J. Nellie Liang
1998-03: Monetary policy rules based on real-time data Downloads
Athanasios Orphanides
1998-02: Monetary policy in a stochastic equilibrium model with real and nominal rigidities Downloads
Jinill Kim
1998-01: Opportunistic and deliberate disinflation under imperfect credibility Downloads
Antulio Bomfim and Glenn Rudebusch
1997-59: Interest Rates and M2 in an Error-Correction Macro Model Downloads
William C. Whitesell
1997-58: The Subsidy Provided by the Federal Safety Net: Theory, Measurement, and Containment Downloads
Myron L. Kwast and Wayne Passmore
1997-57: The Wage Curve and the Phillips Curve Downloads
John Roberts
1997-56: Exploring the Robustness of the Oil Price-Macroeconomy Relationship Downloads
Mark A. Hooker
1997-55: Pensions, social security, and the distribution of wealth Downloads
Arthur B. Kennickell and Annika E. Sunden
1997-54: Unemployment and the durational structure of exit rates Downloads
Karl Whelan
1997-53: Inflation, taxes, and the durability of capital Downloads
Darrel Cohen and Kevin Hassett
1997-52: Market definition and the analysis of antitrust in banking Downloads
Myron L. Kwast, Martha Starr and John Wolken
1997-51: Wage curve vs. Phillips curve: are there macroeconomic implications? Downloads
Karl Whelan
1997-50: Consistency conditions for regulatory analysis of financial institutions: a comparison of frontier efficiency methods Downloads
Paul Bauer, Allen Berger, Gary Ferrier and David B. Humphrey
1997-49: Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence Downloads
Mark A. Hooker
1997-48: The sources of worker anxiety: evidence from the Michigan survey Downloads
Maria Ward Otoo
1997-47: Restraining the Leviathan: property tax limitations in Massachusetts Downloads
David Cutler, Douglas Elmendorf and Richard Zeckhauser
1997-46: Staggered price setting and real rigidities Downloads
Michael Kiley
1997-45: The supply of skilled labor and skill-based technological progress Downloads
Michael Kiley
1997-44: The effects of two-year college on the labor market and schooling experiences of young men Downloads
Brian J. Surette
1997-43: The GMM parameter normalization puzzle Downloads
Charles Fleischman
1997-42: Expectations, learning and the costs of disinflation: experiments using the FRB/US model Downloads
Antulio Bomfim, Robert Tetlow, Peter von zur Muehlen and John Williams
1997-41: Trading volume and information distribution in a market-clearing framework Downloads
Dominique Dupont
1997-40: Analyzing alternative intraday credit policies in real-time gross settlement systems Downloads
Craig H. Furfine and Jeff Stehm
1997-39: Internal capital markets and investment: do the cash flow constraints really bind? Downloads
Calvin Schnure
1997-38: The effects of interest rates and taxes on new car prices Downloads
Maura P. Doyle
1997-37: Risk, entrepreneurship and human capital accumulation Downloads
Murat Iyigun and Ann Owen
1997-36: A quantitative exploration of the opportunistic approach to disinflation Downloads
Athanasios Orphanides, David H. Small, Volker Wieland and David Wilcox
1997-35: Who uses electronic banking? Downloads
Arthur B. Kennickell and Myron L. Kwast
1997-34: Racial differences in short-run earnings stabilityand implications for credit markets Downloads
Raphael Bostic
1997-33: Premiums in private versus public bank branch sales Downloads
James A. Berkovec, John J. Mingo and Xuechun Zhang
1997-32: Social security privatization: what it can and cannot accomplish Downloads
Randall P. Mariger
1997-31: Asymmetric adjustments of price and output Downloads
Reva Krieger and Peter Tinsley
1997-30: Declining required reserves and the volatility of the federal funds rate Downloads
James A. Clouse and Douglas Elmendorf
1997-29: The Evolution of Macro Models at the Federal Reserve Board Downloads
Flint Brayton, Andrew Levin, Ralph W. Tryon and John Williams
1997-28: The effects of bank mergers and acquisitions on small business lending Downloads
Allen Berger, Anthony Saunders, Joseph M. Scalise and Gregory Udell
1997-27: Default correlation: an analytical result Downloads
Chunsheng Zhou
1997-26: Nonparametric density estimation and tests of continuous time interest rate models Downloads
Matthew Pritsker
1997-25: Small business lending by banks involved in mergers Downloads
Nicholas A. Walraven
1997-24: Efficiency wages, nominal rigidities, and the cyclical behavior of real wages and marginal cost Downloads
Michael Kiley
1997-23: Dynamic equilibrium economies: a framework for comparing models and data Downloads
Jeremy Berkowitz, Francis Diebold and Lee Ohanian
1997-22: Margin requirements, volatility, and market integrity: what have we learned since the crash? Downloads
Paul Kupiec
1997-21: 'Home' base and monetary base rules: elementary evidence from the 1980s and 1990s Downloads
Philip Jefferson
1997-20: Extracting information from trading volume Downloads
Dominique Dupont
1997-19: The effect of automated underwriting on the profitability of mortgage securitization Downloads
Wayne Passmore and Roger Sparks
1997-18: Three sources of increasing returns to scale Downloads
Jinill Kim
1997-17: Price level determinacy and monetary policy under a balanced-budget requirement Downloads
Stephanie Schmitt-Grohe and Martín Uribe
1997-16: Path-dependent option valuation when the underlying path is discontinuous Downloads
Chunsheng Zhou
1997-15: A jump-diffusion approach to modeling credit risk and valuing defaultable securities Downloads
Chunsheng Zhou
1997-14: The pre-commitment approach: using incentives to set market risk capital requirements Downloads
Paul Kupiec and James M. O'Brien
1997-13: Credit derivatives in banking: useful tools for managing risk? Downloads
Greg Duffee and Chunsheng Zhou
1997-12: Measuring the social return to R&D Downloads
Charles Jones and John Williams
1997-11: Efficiency of financial institutions: international survey and directions for future research Downloads
Allen Berger and David B. Humphrey
1997-10: Inside the black box: what explains differences in the efficiencies of financial institutions? Downloads
Allen Berger and Loretta Mester
1997-9: The effects of megamergers on efficiency and prices: evidence from a bank profit function Downloads
Jalal Akhavein, Allen Berger and David B. Humphrey
1997-09: The Effects of Megamergers on Efficiency and Prices: Evidence from a Bank Profit Function Downloads
Jalal Akhavein, Allen Berger and David B. Humphrey
1997-08: Problem Loans and Cost Efficiency in Commercial Banks Downloads
Allen Berger and Robert DeYoung
1997-8: Problem loans and cost efficiency in commercial banks Downloads
Allen Berger and Robert DeYoung
1997-7: The Community Reinvestment Act and the profitability of mortgage-oriented banks Downloads
Glenn B. Canner and Wayne Passmore
1997-07: The Community Reinvestment Act and the Profitability of Mortgage-Oriented Banks Downloads
Glenn B. Canner and Wayne Passmore
1997-06: Earnings Forecasts and the Predictability of Stock Returns: Evidence from Trading the S&P Downloads
Martha Douvogiannis, Joel Lander and Athanasios Orphanides
1997-6: Earnings forecasts and the predictability of stock returns: evidence from trading the S&P Downloads
Martha Douvogiannis, Joel Lander and Athanasios Orphanides
1997-5: Computationally convenient distributional assumptions for common value auctions Downloads
Michael Gordy
1997-05: Computationally Convenient Distributional Assumptions for Common Value Auctions Downloads
Michael Gordy
1997-4: Information sharing and competition in the motor vehicle industry Downloads
Maura P. Doyle and Christopher Snyder
1997-04: Information Sharing and Competition in the Motor Vehicle Industry Downloads
Maura P. Doyle and Christopher Snyder
1997-03: Estimating Dynamic Panel Data Models: A Practical Guide for Macroeconomists Downloads
Ruth A. Judson and Ann Owen
1997-3: Estimating dynamic panel data models: a practical guide for macroeconomists Downloads
Ruth A. Judson and Ann Owen
1997-2: The role of race in mortgage lending: revisiting the Boston Fed study Downloads
Raphael Bostic
1997-02: The Role of Race in Mortgage Lending: Revisiting the Boston Fed Study Downloads
Raphael Bostic
1997-1: Movements of wages over the business cycle: an intra-firm view Downloads
Beth Anne Wilson
1997-01: Movements of Wages over the Business Cycle: An Intra-Firm View Downloads
Beth Anne Wilson
1996-50: Smart systems and simple agents: industry pricing by parallel rules Downloads
Raymond Board and Peter Tinsley
1996-49: Off-farm labor supply and fertilizer use Downloads
Russell L. Lamb
1996-48: The endogeneity of employment adjustment costs: the tradeoff between efficiency and flexibility Downloads
Charles Fleischman
96-47: Moving endpoints and the internal consistency of agents' ex ante forecasts Downloads
Sharon Kozicki and Peter Tinsley
1996-46: Evidence on the Link between Firm-Level and Aggregate Inventory Behavior Downloads
Scott Schuh
96-46: Evidence on the link between firm-level and aggregate inventory behavior Downloads
Scott Schuh
96-45: Recent developments in bootstrapping time series Downloads
Jeremy Berkowitz and Lutz Kilian
1996-45: Recent Developments in Bootstrapping Time Series Downloads
Jeremy Berkowitz and Lutz Kilian
1996-44: The Effect of Deficit-Reduction Laws on Real Interest Rates Downloads
Douglas Elmendorf
96-44: The effects of deficit-reduction laws on real interest rates Downloads
Douglas Elmendorf
1996-43: Investment and Union Certification Downloads
Bruce Fallick and Kevin Hassett
96-43: Investment and union certification Downloads
Bruce Fallick and Kevin Hassett
96-42: A guide to FRB/US: a macroeconomic model of the United States Downloads
Flint Brayton and Peter Tinsley
1996-41: \"Forecasting the Forecasts of Others:\" Expectational Heterogeneity and Aggregate Dynamics Downloads
Antulio Bomfim
96-41: \"Forecasting the forecasts of others.\" Expectational heterogeneity and aggregate dynamics Downloads
Antulio Bomfim
1996-40: Motor Vehicle Stocks, Scrappage, and Sales Downloads
Darrel Cohen and Alan Greenspan
96-40: Motor vehicle stocks, scrappage, and sales Downloads
Darrel Cohen and Alan Greenspan
1996-39: Long-Horizon Exchange Rate Predictability? Downloads
Jeremy Berkowitz and Lorenzo Giorgianni
96-39: Long-horizon exchange rate predictability? Downloads
Jeremy Berkowitz and Lorenzo Giorgianni
96-38: What's good for GM...? Using auto industry stock returns to forecast business cycles and test the Q-theory of investment Downloads
Greg Duffee and Stephen D. Prowse
1996-38: What's Good for GM...? Using Auto Industry Stock Returns to Forecast Business Cycles and Test the Q-Theory of Investment Downloads
Greg Duffee and Stephen D. Prowse
1996-37: Generalized Spectral Estimation Downloads
Jeremy Berkowitz
96-37: Generalized spectral estimation Downloads
Jeremy Berkowitz
96-36: Debt maturity and the use of interest rate derivatives by non-financial firms Downloads
George W. Fenn, Mitchell A. Post and Steven Sharpe
96-35: Vehicle ownership, vehicle acquisitions and the growth of auto leasing: evidence from consumer surveys Downloads
Ana Aizcorbe and Martha Starr
1996-35: Vehicle Ownership, Vehicle Acquisitions, and the Growth of Auto Leasing: Evidence from Consumer Surveys Downloads
Ana Aizcorbe and Martha Starr
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