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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- 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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