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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 ().

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94-14: Avoiding runs in money market mutual funds: have regulatory reforms reduced the potential for a crash?
Sean Collins and Phillip R. Mack
94-13: Plant shutdowns, compositional effects, and procyclical labor productivity: the stylized facts for auto assembly plants
Ana Aizcorbe
94-12: The effects of general inflation and idiosyncratic cost shocks on within-commodity price dispersion: evidence from microdata
J. Joseph Beaulieu and Joe P. Mattey
94-11: A general method of deriving the efficiencies of banks from a profit function
Jalal Akhavein, P. A. V. B. Swamy and Stephen B. Taubman
94-10: Health insurance and precautionary saving
Martha Starr
94-9: The existence and impact of destabilizing positive feedback traders: evidence from the S&P 500 Index futures market
Laura E. Kodres
94-8: Taxation and intergenerational transfers with family size heterogeneity: do parents with more children prefer higher taxes?
Gregory Hess and Athanasios Orphanides
94-7: Downsizing and productivity growth: myth or reality?
Martin N. Baily, Eric Bartelsman and John Haltiwanger
94-6: Rents and quasi-rents in the wage structure: evidence from hostile takeovers
David Neumark and Steven Sharpe
94-5: Capital market imperfections and the incentive to lease
Hien H. Nguyen and Steven Sharpe
94-4: Debt maturity choice and risk-free assets: the \"clientele effect\" and the commercial paper market
Calvin Schnure
94-3: Judging instrument relevance in instrumental variables estimation
Alastair Hall, Glenn Rudebusch and David Wilcox
94-2: The relationship between capital and earnings in banking
Allen Berger
94-1: Productivity dynamics: U.S. manufacturing plants, 1972-1986
Eric Bartelsman and Phoebus J. Dhrymes
93-42: The empirical properties of a monetary aggregates that adds bond and stock funds to M2
Athanasios Orphanides, Brian K. Reid and David H. Small
93-41: Did risk-based capital allocate bank credit and cause a credit crunch in the U.S.?
Allen Berger and Gregory Udell
93-40: Selection in failed bank auction prices: an econometric model of FDIC resolutions
James A. Berkovec and J. Nellie Liang
93-39: Bank commercial lending and the influence of thrift competition
Timothy Hannan and J. Nellie Liang
93-38: An efficiency model of deposit pricing and rate rigidity
Wayne Passmore and Roger Sparks
93-37: When are thrifts closed? An agency-theoretic model
Rebel Cole
93-36: What goes up must come down? Asymmetries and persistence in bank deposit interest rates
Richard Rosen
93-35: Asymmetric-information and principal-agent problems as sources of value in FSLIC-assisted acquisitions of insolvent thrifts
Rebel Cole, Robert Eisenbeis and Joseph A. McKenzie
93-34: Thrift asset-class returns and the efficient diversification of thrift institution portfolios
Rebel Cole and Joseph A. McKenzie
93-33: High real interest rates in the aftermath of disinflation: actual or expected?
Graciela Kaminsky and Leonardo Leiderman
93-32: Techniques for estimating dynamic comovement with an application to common international output fluctuations
Sharon Kozicki
93-31: Some monetary policy implications of safety and soundness reforms
James A. Clouse
93-30: Do consumers pay for one-stop banking? Evidence from a non-standard revenue function
Allen Berger, David B. Humphrey and Lawrence B. Pulley
93-29: Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model
Kenneth West and David Wilcox
93-28: Joint seasonal adjustment of economic time series
Eric Bartelsman and William P. Cleveland
93-27: The performance of S&P500 futures product margins under the span margining system
Paul Kupiec
93-26: Alternative tests of agency theories of callable corporate bonds
Leland Crabbe and Jean Helwege
93-25: Exchange rate episodes and the passthrough of exchange rates to import prices
P. A. V. B. Swamy and Stephan S. Thurman
93-24: Identifying monetary policy with a model of the federal funds rate
Wilbur Coleman, Christian Gilles and Pamela Labadie
93-23: Stochastic bubbles in Markov economies
Christian Gilles and Stephen LeRoy
93-22: Interest rate policies for price stability
Flint Brayton and Peter Tinsley
93-21: Fitting both data and theories: polynomial adjustment costs and error- correction decision rules
Peter Tinsley
93-20: Separating the likelihood and timing of bank failure
Rebel Cole and Jeffery W. Gunther
93-19: On the efficacy of a portfolio approach to margin setting in a futures- style settlement system
Paul Kupiec
93-18: Using efficiency measures to distinguish among alternative explanations of the structure-performance relationship in banking
Allen Berger and Timothy Hannan
93-17: Inflation persistence
Jeffrey Fuhrer and George R. Moore
93-16: Monetary policy and the behavior of long-term real interest rates
Jeffrey Fuhrer and George R. Moore
93-15: Optimal consumption dynamics with non-concave habit forming utility
Athanasios Orphanides and David Zervos
93-14: Random coefficient models: theory and applications
P. A. V. B. Swamy and George Tavlas
93-13: Utilizing cross-sectional evidence in modeling aggregate time series: consumer durables with fixed costs of adjustment
J. Joseph Beaulieu
93-12: Optimal durable and nondurable consumption with transactions costs
J. Joseph Beaulieu
93-11: Estimating the linear-quadratic inventory model: maximum likelihood versus generalized method of moments
Jeffrey Fuhrer, George R. Moore and Scott Schuh
93-10: Financial market imperfections, firm leverage and the cyclicality of employment
Steven Sharpe
93-9: Lines of credit, collateral, and relationship lending in small firm finance
Allen Berger and Gregory Udell
93-8: Is there a bank credit channel for monetary policy?
Stephen Oliner and Glenn Rudebusch
93-7: Evidence on the role of cash flow for investment
Simon Gilchrist and Charles P. Himmelberg
93-6: The cyclical behavior of short term business lending: implications for financial propagation mechanisms
Mark Gertler and Simon Gilchrist
93-5: The role of credit market imperfections in the monetary transmission mechanism: arguments and evidence
Mark Gertler and Simon Gilchrist
93-4: Monetary policy, business cycles and the behavior of small manufacturing firms
Mark Gertler and Simon Gilchrist
93-3: Are shocks to labor demand transitory or persistent? Evidence from labor flows and wages
Martha Starr
93-2: Forecast-heterogeneity in the business cycle: small deviations from rationality, large dynamic effects
Antulio Bomfim
93-1: Does foreign exchange intervention signal future monetary policy?
Graciela Kaminsky and Karen Lewis
89-97: On the use of variance ratios in the analysis of nonstationary time series
M. S. Leslie Chandrakantha, J. S. Mehta and P. A. V. B. Swamy
216: Rational addiction with learning and regret
Athanasios Orphanides and David Zervos
215: Corporate control, portfolio choice, and the decline of banking
Gary Gorton and Richard Rosen
214: Clearance and settlement of mortgage-backed securities through the Participants Trust Company
Jeff Stehm
213: The influence of risk-adjusted capital regulations on asset allocation by savings and loans
Wayne Passmore
212: On the ramifications of a securities transaction tax for the function and efficiency of capital markets
Paul Kupiec
211: Bank efficiency derived from a profit function
Allen Berger, Diana Hancock and David B. Humphrey
210: A dynamic model of entry and performance in the U.S. banking industry
Dean F. Amel and J. Nellie Liang
209: The continuing weakness in the M2
Joshua N. Feinman and Richard D. Porter
208: A causal relationship between stock returns and volume
Rochelle L. Antoniewicz
207: Determinants of savings and loan failure rates: estimates of a time- varying proportional hazard function
Jean Helwege
206: Effects of risk on the demand for oil inventories
Mark W. French
205: Near-rationality and strategic complementarity in a macroeconomic model: policy effects, persistence and multipliers
Antulio Bomfim and Francis Diebold
204: An analysis of the implementation of prompt corrective action
David S. Jones and Kathleen Kuester King
203: Megamergers in banking and the use of cost efficiency as an antitrust defense
Allen Berger and David B. Humphrey
202: Value of latent information: alternative event study methods
Sankarshan Acharya
201: Diversification and risk in banking: evidence from ex post returns
Patrick H. McAllister and Douglas A. McManus
200: Yields and tax rates on corporate, municipal and industrial bonds: testing market integration and the Miller hypothesis with micro-data
Leland Crabbe and Christopher M. Turner
199: The effect of SEC amendments to rule 2A-7 on the commercial paper market
Leland Crabbe and Mitchell A. Post
198: Circumstances on which different criteria of estimation can be applied to estimate policy effects
J. S. Mehta, Rao N. Singamesetti and P. A. V. B. Swamy
197: Hostile takeovers and expropriation of extramarginal wages: a test
David Neumark and Steven Sharpe
196: Dividend-price ratios and expected inflation: is there more to the story than the proxy effect?
Paul Kupiec
195: Labor hoarding when unemployment is a worker discipline device
Athanasios Orphanides
194: The timing of stabilizations
Athanasios Orphanides
193: The uncertain unit root in real GNP
Glenn Rudebusch
192: Trading volume and return reversals
Greg Duffee
191: Reexamining the relationship between stock returns and stock return volatility
Greg Duffee
190: Theory and evidence on reform of the Treasury's auction procedures
Vincent Reinhart
189: A market evaluation of the risk-based capital standards for the U.S. financial system
Lawrence R. Cordell and Kathleen Kuester King
188: 'Distribution free' estimates of efficiency of the U.S. banking industry and tests of the standard distributional assumptions
Allen Berger
187: Market power and the pricing of mortgage securitization
John L. Goodman and Wayne Passmore
186: Floating ceilings on deposit interest rates
Patrick H. McAllister
185: The effect of a rating change on commercial paper outstandings
Leland Crabbe and Mitchell A. Post
184: Estimates of the effect of FAS 106 on corporate earnings
Carrie Cristea, H. Fred Mittelstaedt and Mark J. Warshawsky
183: Consumer switching costs, market structure and prices: the theory and its application in the bank deposit market
Steven Sharpe
182: Factors contributing to rapid growth in national expenditures on health care
Mark J. Warshawsky
181: Securitization, risk, and the liquidity problem in banking
Allen Berger and Gregory Udell
180: Debt buybacks signal sovereign countries' creditworthiness: theory and tests
Sankarshan Acharya
179: Maximizing the market value of a firm to choose dynamic policies for managerial hiring, compensation, firing and tenuring
Sankarshan Acharya
178: Efficient resolution of moral hazard via capital market: monitoring banks
Sankarshan Acharya
177: Value of double leverage, bank holding companies and capital regulation
Sankarshan Acharya
176: The profit-concentration relationship in banking
Allen Berger
175: Can retail depositories fund mortgages profitably?
Wayne Passmore
174: The structure of corporate ownership in Japan
Stephen D. Prowse
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