Finance and Economics Discussion Series

From Board of Governors of the Federal Reserve System (U.S.)
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51: Collateral, loan quality, and bank risk

Allen Berger and Gregory Udell

50: After-hours stock prices and post-crash hangovers

David Neumark, Peter Tinsley and Suzanne Tosini

49: Unit roots in economic time series: a selective survey

Francis Diebold and Marc Nerlove

48: Deposit pricing, bank market structure, and welfare with cost- minimizing consumers

William C. Whitesell

47: Wage indexation in a multisector economy

John Duca and David VanHoose

46: The stochastic coefficients approach to econometric modeling, part III: estimation, stability testing, and prediction

Roger K. Conway, Michael R. LeBlanc and P. A. V. B. Swamy

45: The algebra of I (1)

Clive Granger and Jeffrey J. Hallman

44: Loan commitments and optimal monetary policy

John Duca and David VanHoose

43: Borrowed reserves targeting and nominal income smoothing

David VanHoose

42: Conditional heteroskedasticity in the market

Francis Diebold, Jong Im and C. Jevons Lee

41: Random walks versus fractional integration: power comparisons of scalar and joint tests of the variance-time function

Francis Diebold

40: Ex ante turning point forecasting with the composite leading index

Francis Diebold and Glenn Rudebusch

39: Bringing new issues to market: a theory of underwriting

Lawrence M. Benveniste and Paul A. Spindt

38: Determinants of household check writing: the impacts of the use of electronic banking services and alternative pricing of checking services

Neil B. Murphy

37: Imperfect information, adverse selection and interest rate sluggishness in the pricing of bank credit cards

J. Michael Woolley

36: Loan commitments and bank risk exposure

Robert B. Avery and Allen Berger

35: Risk-based capital and off-balance sheet activities

Robert B. Avery and Allen Berger

34: Market failure and resource use: economic incentives to use different payment instruments

Allen Berger and David B. Humphrey

33: Efficiency and equity of a gasoline tax increase

Mark W. French

32: Efficiency wages, inter-industry wage differentials, and the returns to ability

McKinley Blackburn and David Neumark

31: "Animal Spirits" in consumer expectations: filtering the information in consumer survey expectations

Jeffrey Fuhrer

30: The stochastic coefficients approach to econometric modeling, part II: description and motivation

Roger K. Conway, Michael R. LeBlanc and P. A. V. B. Swamy

29: Does marriage really make men more productive?

Sanders Korenman and David Neumark

28: On a problem in identifying linear parametric models

P. A. V. B. Swamy and Peter von zur Muehlen

27: A theory of credit rationing and the maturity structure of debt

Steven Sharpe

26: Dynamic price competition and the theory of contestable markets

Sally M. Davies

25: Learning about monetary regime shifts in an overlapping wage contract model

Jeffrey Fuhrer and Mark A. Hooker

24: The use of high-frequency data in model-based forecasting at the Federal Reserve Board

Carol Corrado and Jane Haltmaier

23: The price-concentration relationship in banking

Allen Berger and Timothy Hannan

22: Price smoothing, intermediate monetary targeting, and price level non- trend-stationarity

David VanHoose

21: Optimal monetary policy and alternative wage indexation schemes in a model with interest-sensitive labor supply

David VanHoose

20: New banking powers: a portfolio analysis of bank investment in real estate

David B. Humphrey, Myron L. Kwast, Peter Lloyd-Davies and Richard Rosen

19: On the solution of dynamic linear rational expectations models

Francis Diebold

18: On a problem in identifying linear parametric models

P. A. V. B. Swamy and Peter von zur Muehlen

17: Research and development with asymmetric firm sizes

Richard Rosen

16: Asymptotic consistency and normality of least absolute deviations applied to seemingly unrelated regression systems

Kathleen A. Kuester

15: Modeling buffer stock money - an appraisal

P. A. V. B. Swamy and George Tavlas

14: Combination monetary policies in a disaggregated economy with endogenous wage indexation

David VanHoose

13: Floating rate loan contracts and monetary policy

David VanHoose

12: Discount rate policy and alternative Federal Reserve operating procedures in a rational expectations setting

David VanHoose

11: The equity premium and time-varying risk behavior

James Nason

10: Aggregate debt and wealth: the significance of the bequest motive

Mark J. Warshawsky

9: State space modeling of time series: a review essay

Francis Diebold

8: Post-deregulation deposit rate pricing: the multivariate dynamics

Francis Diebold and Steven Sharpe

7: Long memory and persistence in aggregate output

Francis Diebold and Glenn Rudebusch

6: An application of operational-subjective statistical methods to rational expectations: comment

Francis Diebold

5: Estimating time-varying parameters in a nonlinear multivariate model: inferring changes in expectation behavior over time

Jeffrey Fuhrer

4: Age heterogeneity and the Tobin effect with infinite horizons

William C. Whitesell

3: What do regressions of interest rates on deficits imply?

Bharat Kolluri, Rao N. Singamesetti and P. A. V. B. Swamy

2: The stochastic coefficients approach to econometric modeling, part 1: a critique of fixed coefficients models

Roger K. Conway, Michael R. LeBlanc and P. A. V. B. Swamy

1: Why random walk models of the term structure are hard to reject

Allen Berger and Roger Craine