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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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1996-21: Compensation Incentives and Risk Taking Behavior: Evidence from Mutual Funds Downloads
Athanasios Orphanides
96-20: Treasury yields and corporate bond yield spreads: an empirical analysis Downloads
Greg Duffee
1996-20: Treasury Yields and Corporate Bond Yield Spreads: An Empirical Analysis Downloads
Greg Duffee
1996-19: Inflation, Volatility, and Growth Downloads
Ruth A. Judson and Athanasios Orphanides
96-19: Inflation, volatility and growth Downloads
Ruth A. Judson and Athanasios Orphanides
96-18: Household saving and portfolio change: evidence from the 1983-89 SCF panel Downloads
Arthur B. Kennickell and Martha Starr
1996-18: Household Saving and Portfolio Change: Evidence from the 1983-89 SCF Panel Downloads
Arthur B. Kennickell and Martha Starr
96-17: Around and around: the expectations hypothesis Downloads
Mark Fisher and Christian Gilles
1996-17: Around and Around: The Expectations Hypothesis Downloads
Mark Fisher and Christian Gilles
96-16: Inflation and financial sector size Downloads
William B. English
1996-16: Inflation and Financial Sector Size Downloads
William B. English
1996-15: Commercial Banks and Real Estate Lending: The Texas Experience Downloads
Rebel Cole, Robert Eisenbeis and Paul M. Horvitz
96-15: Commercial banks and real estate lending: the Texas experience Downloads
Rebel Cole, Robert Eisenbeis and Paul M. Horvitz
96-14: Solving an empirical puzzle in the capital asset pricing model Downloads
Jalal Akhavein, John H. Leusner and P. A. V. B. Swamy
1996-14: Solving an Empirical Puzzle in the Capital Asset Pricing Model Downloads
Jalal Akhavein, John H. Leusner and P. A. V. B. Swamy
1996-13: Do Low Human Capital Coefficients Make Sense? A Puzzle and Some Answers Downloads
Ruth A. Judson
96-13: Do low human capital coefficients make sense? A puzzle and some answers Downloads
Ruth A. Judson
96-12: The impact of capital-based regulation on bank risk-taking: a dynamic model Downloads
Paul S. Calem and Rafael Rob
1996-12: The Impact of Capital-Based Regulation on Bank Risk-Taking: A Dynamic Model Downloads
Paul S. Calem and Rafael Rob
96-11: Regulatory competition and the efficiency of alternative derivative product margining systems Downloads
Paul Kupiec and Patricia A. White
96-10: Labor productivity: structural change and cyclical dynamics Downloads
Martin N. Baily, Eric Bartelsman and John Haltiwanger
96-9: Bubbles as payoffs at infinity Downloads
Christian Gilles and Stephen LeRoy
1996-09: Bubbles as Payoffs at Infinity Downloads
Christian Gilles and Stephen LeRoy
1996-08: Why Are Estimates of Agricultural Supply Response so Variable? Downloads
Francis Diebold and Russell L. Lamb
96-8: Why are estimates of agricultural supply response so variable? Downloads
Francis Diebold and Russell L. Lamb
1996-07: A Minor Redefinition of M2 Downloads
Sean Collins and William C. Whitesell
96-7: A minor redefinition of M2 Downloads
Sean Collins and William C. Whitesell
1996-06: The Effect of Changes in Ownership Structure on Performance: Evidence from the Thrift Industry Downloads
Rebel Cole and Hamid Mehran
96-6: The effect of changes in ownership structure on performance: evidence from the thrift industry Downloads
Rebel Cole and Hamid Mehran
96-5: Learning by doing and the value of optimal experimentation Downloads
Volker Wieland
1996-04: Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework Downloads
Chunsheng Zhou
96-4: Forecasting long- and short-horizon stock returns in a unified framework Downloads
Chunsheng Zhou
96-3: Stock market fluctuations and the term structure Downloads
Chunsheng Zhou
1996-03: Stock Market Fluctuations and the Term Structure Downloads
Chunsheng Zhou
1996-02: Measurement Error and Time Aggregation: A Closer Look at Estimates of Output-Labor Elasticities Downloads
Marcello Estevão
96-2: Measurement error and time aggregation: a closer look at estimates of output-labor elasticities Downloads
Marcello Estevão
1996-01: Saving and Financial Planning: Some Findings from a Focus Group Downloads
Arthur B. Kennickell, Martha Starr and Annika E. Sunden
96-1: Saving and financial planning: some findings from a focus group Downloads
Arthur B. Kennickell, Martha Starr and Annika E. Sunden
95-53: Reconciling the evidence on employment effects of minimum wages: a review of our research findings
David Neumark and William Wascher
95-52: Will bank proprietary mutual funds survive? Assessing their viability via scope and scale estimates
Sean Collins and Phillip R. Mack
95-51: Recent developments in bank capital regulation of market risks
Paul Kupiec and James M. O'Brien
95-50: On the credit risk of OTC derivative users
Vijay Bhasin
95-49: International trade and the accumulation of human capital
Ann Owen
95-48: The role of profits in wage determination: evidence from US manufacturing
Marcello Estevão and Stacey Tevlin
95-47: R&D, investment and industry dynamics
Saul Lach and Rafael Rob
95-46: Product innovation and the business cycle
Boyan Jovanovic and Saul Lach
95-45: Inflation, nominal wage rigidity, and the efficiency of labor markets
David E. Lebow, David J. Stockton and William Wascher
95-44: Balanced-budget rules, distortionary taxes, and aggregate instability
Stephanie Schmitt-Grohe and Martín Uribe
95-43: The cyclical sensitivity of seasonality in U.S. employment
Spencer Krane and William Wascher
95-42: Saving and growth with habit formation
Christopher Carroll, Jody Overland and David Weil
95-41: Saving and permanent income: evidence from the 1992 SCF
Arthur B. Kennickell
95-40: The equilibrium Fed funds rate and the indicator properties of term- structure spreads
Antulio Bomfim
95-39: Too much of a good thing? The economics of investment in R&D
Charles Jones and John Williams
95-38: Controlling information premia by repackaging asset backed securities
Alexander David
95-37: An analysis of time-series estimates of capacity utilization
James E. Kennedy
95-36: A pre-commitment approach to capital requirements for market risk
Paul Kupiec and James M. O'Brien
95-35: Engines of growth: domestic and foreign sources of innovation
Jonathan Eaton and Samuel Kortum
95-34: Labor supply and the Tax Reform Act of 1986: evidence from panel data
Randall P. Mariger
95-33: The comovement of output and labor productivity in aggregate data for auto assembly plants
Ana Aizcorbe and Sharon Kozicki
95-32: Are U.S. investment and capital stocks at optimal levels?
Darrel Cohen, Kevin Hassett and James E. Kennedy
95-31: Taxes, capital gains realizations, and revenues: a critical review and some new results
Randall P. Mariger
95-30: The limits to \"growing an economy.\"
John Williams
95-29: Determinants of U.S. commercial bank performance: regulatory and econometric issues
James Barth, Ray Chou, John S. Jahera and P. A. V. B. Swamy
95-28: Credit rating enhancement norms and ratings-based bank capital and deposit insurance premium
Sankarshan Acharya
95-27: The role of principal agent-conflicts in the 1980s thrift crisis
Rebel Cole and Robert Eisenbeis
95-26: Noise traders, excess volatility, and a securities transactions tax
Paul Kupiec
95-25: Branch banking and the geography of bank pricing
Paul S. Calem and Leonard Nakamura
95-24: Techniques for verifying the accuracy of risk measurement models
Paul Kupiec
95-23: The role of capital in financial institutions
Allen Berger, Richard J. Herring and Giorgio Szego
95-22: The coexistence of multiple distribution systems for financial services: the case of property-liability insurance
Allen Berger, John Cummins and Mary Weiss
95-21: Universal banking and the future of small business lending
Allen Berger and Gregory Udell
95-20: Bank capitalization, regulation, and the credit crunch: a critical review of the research findings
Steven Sharpe
95-19: Asset pricing in an incomplete market with a locally risky discount factor
Sankarshan Acharya and Dilip B. Madan
95-18: Charter value, minimum bank capital requirement and deposit insurance pricing in equilibrium
Sankarshan Acharya
95-17: Comparing four models of aggregate fluctuations due to self-fulfilling expectations
Stephanie Schmitt-Grohe
95-16: Debtholders' option to walk out of a bankruptcy process, degree of diversification and multi-tier capital structure
Sankarshan Acharya
95-15: Efficient resolution of moral hazard under no arbitrage: risk premium, volatility and leverage
Sankarshan Acharya
95-14: A review of the recent empirical literature on displaced workers
Bruce Fallick
95-13: Putting the squeeze on a market for lemons: government-sponsored mortgage securitization
Wayne Passmore and Roger Sparks
95-12: Factor utilization and margins for adjusting output: evidence from manufacturing plants
Joe P. Mattey and Steven Strongin
95-11: The use of bank trading risk models for regulatory capital purposes
Paul Kupiec and James M. O'Brien
95-10: On the concavity of the consumption function
Christopher Carroll and Miles Kimball
95-9: Trade in ideas: patenting and productivity in the OECD
Jonathan Eaton and Samuel Kortum
95-8: Financial intermediation and monetary policy in a general equilibrium banking model
Pamela Labadie
95-7: Minimum wage effects on school and work transitions of teenagers
David Neumark and William Wascher
95-6: The international transmission of economic fluctuations: effects of U. S. business cycles on the Canadian economy
Stephanie Schmitt-Grohe
95-5: Households' deposit insurance coverage: evidence and analysis of potential reforms
Arthur B. Kennickell, Myron L. Kwast and Martha Starr
95-4: Unionization and acquisitions
Bruce Fallick and Kevin Hassett
95-3: Public policy toward pensions: why defined-contribution pensions dominate government-insured defined-benefit pensions
Randall P. Mariger
95-2: Research and productivity growth: theory and evidence from patent data
Samuel Kortum
95-1: Fitting the term structure of interest rates with smoothing splines
Mark Fisher, Douglas Nychka and David Zervos
94-36: The efficiency cost of market power in the banking industry: a test of the \"quiet life\" and related hypotheses
Allen Berger and Timothy Hannan
94-35: International patenting and technology diffusion
Jonathan Eaton and Samuel Kortum
94-34: The predictive failure of the Baba, Hendry and Starr model of the demand for M1 in the United States
Gregory Hess, Christopher Jones and Richard D. Porter
94-33: An RBC model with growth: the role of human capital
Tor Einarsson and Milton Marquis
94-32: Optimal disinflation paths when growth is endogenous
Tor Einarsson and Milton Marquis
94-31: Making the Cobb-Douglas functional form an efficient nonparametric estimator through localization
Douglas A. McManus
94-30: Measuring scale and scope economies in banking using the localized translog functional form
Douglas A. McManus
94-29: Thrift stock returns and balance sheet interest rate sensitivity
Stephen A. Lumpkin and James M. O'Brien
94-28: Idiosyncratic variation of Treasury bill yields
Greg Duffee
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