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Citations of
William Roberds

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. Cyril Monnet & William Roberds, 2006. "Credit and the no-surcharge rule," Working Paper 2006-25, Federal Reserve Bank of Atlanta. [Downloadable!]

    Cited by:

    1. Thorsten Koeppl & Cyril Monnet & Ted Temzelides, 2007. "A dynamic model of the payment system," Working Papers 07-22, Federal Reserve Bank of Philadelphia. [Downloadable!]
    2. Antoine Martin & Michael Orlando & David Skeie, 2008. "Payment networks in a search model of money," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(1), pages 104-132, January. [Downloadable!] (restricted)
      Other versions:

  2. Stephen Quinn & William Roberds, 2005. "The big problem of large bills: the Bank of Amsterdam and the origins of central banking," Working Paper 2005-16, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:

    Cited by:

    1. Stephen Quinn & William Roberds, 2006. "An economic explanation of the early Bank of Amsterdam, debasement, bills of exchange, and the emergence of the first central bank," Working Paper 2006-13, Federal Reserve Bank of Atlanta. [Downloadable!]

  3. Charles M. Kahn & William Roberds, 2005. "Credit and identity theft," Working Paper 2005-19, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. William Roberds & Stacey L. Schreft, 2008. "Data breaches and identity theft," Working Paper 2008-22, Federal Reserve Bank of Atlanta. [Downloadable!]
    2. Cyril Monnet & William Roberds, 2007. "Optimal pricing of payment services when cash is an alternative," Working Papers 07-26, Federal Reserve Bank of Philadelphia. [Downloadable!]
    3. Michele Braun & James McAndrews & William Roberds & Richard Sullivan, 2008. "Understanding risk management in emerging retail payments," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 137-159. [Downloadable!]
    4. Stacey L. Schreft, 2007. "Risks of identity theft: Can the market protect the payment system?," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 5-40. [Downloadable!]
    5. Cyril Monnet & William Roberds, 2006. "Credit and the no-surcharge rule," Working Paper 2006-25, Federal Reserve Bank of Atlanta. [Downloadable!]
    6. Antoine Martin & Michael Orlando & David Skeie, 2008. "Payment networks in a search model of money," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(1), pages 104-132, January. [Downloadable!] (restricted)
      Other versions:
    7. Marianne Crowe & Scott Schuh & Joanna Stavins, 2006. "Consumer behavior and payment choice: a conference summary," Public Policy Discussion Paper 06-1, Federal Reserve Bank of Boston. [Downloadable!]

  4. Charles M. Kahn & James McAndrews & William Roberds, 2004. "Money is privacy," Working Paper 2004-18, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:
    • Charles M. Kahn & James McAndrews & William Roberds, 2005. "Money Is Privacy," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(2), pages 377-399, 05. [Downloadable!] (restricted)

    Cited by:

    1. William Roberds & Stacey L. Schreft, 2008. "Data breaches and identity theft," Working Paper 2008-22, Federal Reserve Bank of Atlanta. [Downloadable!]
    2. Randall Wright, 2005. "Introduction to "Models of Monetary Economies II: The Next Generation"," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Oct, pages 2-9.
      Other versions:
    3. Charles M. Kahn & William Roberds, 2005. "Credit and identity theft," Conference Series ; [Proceedings], Federal Reserve Bank of Boston. [Downloadable!]
      Other versions:

  5. William Roberds & Charles M. Kahn, 2004. "Payments Settlement under Limited Enforcement: Private versus Public Systems," Econometric Society 2004 North American Winter Meetings 13, Econometric Society. [Downloadable!]
    Other versions:

    Cited by:

    1. R. Anton Braun & Etsuro Shioji, 2003. "Monetary Policy and the Term Structure of Interest Rates in Japan," CIRJE F-Series CIRJE-F-252, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
    2. Cornelia Holthausen & Cyril Monnet, 2003. "Money and payments: a modern perspective," Working Paper Series 245, European Central Bank. [Downloadable!]
    3. Jonathan Chiu & Alexandra Lai, 2007. "Modelling Payments Systems: A Review of the Literature," Working Papers 07-28, Bank of Canada. [Downloadable!]
    4. James Chapman & Jonathan Chiu & Miguel Molico, 2008. "A Model of Tiered Settlement Networks," Working Papers 08-12, Bank of Canada. [Downloadable!]

  6. Charles Kahn & James McAndrews & William Roberds, 2001. "A Theory of Transactions Privacy," Center for Financial Institutions Working Papers 01-12, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    Other versions:

    Cited by:

    1. Jeffery M. Lacker, 2002. "The economics of financial privacy : to opt out or to opt in?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 1-16. [Downloadable!]
    2. Kai-Lung Hui & I.P.L. Png, 2005. "The Economics of Privacy," Industrial Organization 0505007, EconWPA, revised 29 Aug 2005. [Downloadable!]
    3. Charles M. Kahn & William Roberds, 2005. "Credit and identity theft," Conference Series ; [Proceedings], Federal Reserve Bank of Boston. [Downloadable!]
      Other versions:
    4. Charles M. Kahn & James McAndrews & William Roberds, 2004. "Money is privacy," Working Paper 2004-18, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
      • Charles M. Kahn & James McAndrews & William Roberds, 2005. "Money Is Privacy," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(2), pages 377-399, 05. [Downloadable!] (restricted)
    5. Benjamin Hermalin & Michael Katz, 2006. "Privacy, property rights and efficiency: The economics of privacy as secrecy," Quantitative Marketing and Economics, Springer, vol. 4(3), pages 209-239, September. [Downloadable!] (restricted)

  7. Charles M. Kahn & William Roberds, 2000. "The CLS Bank: a solution to the risks of international payments settlement?," Working Paper 2000-15, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

    Cited by:

    1. Robert A. Eisenbeis, 2006. "Home country versus cross-border negative externalities in large banking organization failures and how to avoid them," Working Paper 2006-18, Federal Reserve Bank of Atlanta. [Downloadable!]
    2. Cornelia Holthausen & Cyril Monnet, 2003. "Money and payments: a modern perspective," Working Paper Series 245, European Central Bank. [Downloadable!]
    3. Rodrigo Andrés de Souza Peñaloza, 2003. "On Shadow-Prices of Banks in Real-Time Gross Settlement Systems," Working Papers Series 71, Central Bank of Brazil, Research Department. [Downloadable!]
    4. Antoine Martin & James McAndrews, 2008. "A study of competing designs for a liquidity-saving mechanism," Staff Reports 336, Federal Reserve Bank of New York. [Downloadable!]
    5. Fischer, Andreas M & Ranaldo, Angelo, 2008. "Does FOMC News Increase Global FX Trading?," CEPR Discussion Papers 6753, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    6. Enghin Atalay & Antoine Martin & James McAndrews, 2008. "The welfare effects of a liquidity-saving mechanism," Staff Reports 331, Federal Reserve Bank of New York. [Downloadable!]

  8. James McAndrews & William Roberds, 1999. "Payment intermediation and the origins of banking," Staff Reports 85, Federal Reserve Bank of New York. [Downloadable!]
    Other versions:

    Cited by:

    1. Charles M. Kahn & James McAndrews & William Roberds, 1999. "Settlement risk under gross and net settlement," Working Paper 99-10, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    2. KOBAYASHI Keiichiro, 2009. "A Monetary Model of Banking Crises," Discussion papers 09036, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
    3. Biaggio Bossone & Abdourahmane Sarr, 2002. "A New Financial System for Poverty Reduction and Growth," IMF Working Papers 02/178, International Monetary Fund. [Downloadable!]
    4. John Bryant, 2005. "Coordination, Fragility, High-Powered Money, and the Liquidity Trap: A "Tobinesque" Parable," Eastern Economic Journal, Eastern Economic Association, vol. 31(1), pages 97-106, Winter. [Downloadable!]
    5. Edgardo Barandiarán, 2000. "Chile Después del Peso: Viviendo con el Dólar," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 37(110), pages 241-267. [Downloadable!]
    6. John A. Weinberg, 1999. "Interconnection and Rivalry between Banks," Center for Financial Institutions Working Papers 00-15, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    7. Goetz von Peter, 2003. "A Unified Approach to Credit Crunches, Financial Instability, and Banking Crises," Macroeconomics 0312006, EconWPA. [Downloadable!]
    8. James McAndrews & Samira Rajan, 2000. "The timing and funding of Fedwire funds transfers," Economic Policy Review, Federal Reserve Bank of New York, issue Jul, pages 17-32. [Downloadable!]
    9. Edward S. Prescott & John A. Weinberg, 2000. "Incentives, communication, and payment instruments," Working Paper 00-11, Federal Reserve Bank of Richmond. [Downloadable!]
      Other versions:
    10. Gerald P. Dwyer, Jr. & Margarita Samartín, 2006. "Why do banks promise to pay par on demand?," Working Paper 2006-26, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    11. David R. Skeie, 2008. "Banking with nominal deposits and inside money," Staff Reports 242, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    12. Goetz von Peter, 2004. "Asset Prices and Banking Distress: A Macroeconomic Approach," Finance 0411034, EconWPA. [Downloadable!]
      Other versions:
    13. Stephen G. Cecchetti, 1999. "The future of financial intermediation and regulation: an overview," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue May. [Downloadable!]
    14. Kenneth N. Kuttner & James J. McAndrews, 2001. "Personal on-line payments," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 35-50. [Downloadable!]
    15. Kari Kemppainen, 2004. "Competition and regulation in European retail payment systems," Microeconomics 0404008, EconWPA. [Downloadable!]

  9. Charles M. Kahn & William Roberds, 1999. "Real-time gross settlement and the costs of immediacy," Working Paper 98-21, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

    Cited by:

    1. Charles M. Kahn & James McAndrews & William Roberds, 1999. "Settlement risk under gross and net settlement," Working Paper 99-10, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    2. Leinonen, Harry & Soramäki, Kimmo, 2003. "Simulating interbank payment and securities settlement mechanisms with the BoF-PSS2 simulator," Research Discussion Papers 23/2003, Bank of Finland. [Downloadable!]
    3. Brian Mantel, 2000. "Why don't consumers use electronic banking products? towards a theory of obstacles, incentives, and opportunities," Occasional Paper; Emerging Payments EPS-2000-1, Federal Reserve Bank of Chicago. [Downloadable!]
    4. Mark J Manning & Matthew Willison, . "Modelling the cross-border use of collateral in payment systems," Bank of England working papers 286, Bank of England. [Downloadable!]
    5. Can Okay, 2004. "The Drivers of The Recent Payment Systems Reforms Globally," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 4(2), pages 65-107. [Downloadable!]
    6. Thorsten Koeppl & Cyril Monnet & Ted Temzelides, 2007. "A dynamic model of the payment system," Working Papers 07-22, Federal Reserve Bank of Philadelphia. [Downloadable!]
    7. Rodrigo Andrés de Souza Peñaloza, 2003. "On Shadow-Prices of Banks in Real-Time Gross Settlement Systems," Working Papers Series 71, Central Bank of Brazil, Research Department. [Downloadable!]
    8. Shouyong Shi, 2006. "A Microfoundation of Monetary Economics," Working Papers tecipa-211, University of Toronto, Department of Economics. [Downloadable!]
    9. Antoine Martin, 2002. "Optimal pricing of intra-day liquidity," Research Working Paper RWP 02-02, Federal Reserve Bank of Kansas City. [Downloadable!]
      Other versions:
    10. Brian Mantel, 2000. "Why do consumers pay bills electronically? an empirical analysis," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q IV, pages 32-48. [Downloadable!]
    11. Kauko, Karlo, 2005. "The mixed oligopoly of cross-border payment systems," Research Discussion Papers 11/2005, Bank of Finland. [Downloadable!]
    12. David C. Mills, Jr., 2005. "Alternative central bank credit policies for liquidity provision in a model of payments," Finance and Economics Discussion Series 2005-55, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    13. Simon Buckle & Erin Campbell, . "Settlement bank behaviour and throughput rules in an RTGS payment system with collateralised intraday credit," Bank of England working papers 209, Bank of England. [Downloadable!]
    14. Joe Haslag & R.W. Hafer & Garett Jones, 2003. "The Effect of Monetary Policy on Economic Output," Working Papers 0311, Department of Economics, University of Missouri. [Downloadable!]
    15. Thor Koeppl & Cyril Monnet & Ted Temzelides, 2007. "Payments and Mechanism Design," Working Papers 1124, Queen's University, Department of Economics. [Downloadable!]
    16. Stephen Williamson, 2000. "The Research Agenda: Payment Systems and Private Money," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 2(1), November. [Downloadable!]

  10. James McAndrews & William Roberds, 1999. "A general equilibrium analysis of check float," Staff Reports 84, Federal Reserve Bank of New York. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Franklin Allen & James McAndrews & Philip Strahan, 2001. "E-Finance: An Introduction," Center for Financial Institutions Working Papers 01-36, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
      Other versions:
    2. Edward S. Prescott & John A. Weinberg, 2000. "Incentives, communication, and payment instruments," Working Paper 00-11, Federal Reserve Bank of Richmond. [Downloadable!]
      Other versions:
    3. Stephen Quinn & William Roberds, 2008. "The evolution of the check as a means of payment: a historical survey," Economic Review, Federal Reserve Bank of Atlanta. [Downloadable!]

  11. Charles M. Kahn & James McAndrews & William Roberds, 1999. "Settlement risk under gross and net settlement," Staff Reports 86, Federal Reserve Bank of New York. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Morten L. Bech & Bart Hobijn, 2007. "Technology Diffusion within Central Banking: The Case of Real-Time Gross Settlement," International Journal of Central Banking, International Journal of Central Banking, vol. 3(3), pages 147-181, September. [Downloadable!]
      Other versions:
    2. Morten L. Bech & Rod Garratt, 2006. "Illiquidity in the interbank payment system following wide-scale disruptions," Staff Reports 239, Federal Reserve Bank of New York. [Downloadable!]
    3. Baris Serifsoy & Marco Weiß, 2007. "Settling for Efficiency - A Framework for the European Securities Transactions Industry," Working Paper Series: Finance and Accounting 151, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
      Other versions:
    4. Edgardo Barandiarán, 2000. "Chile Después del Peso: Viviendo con el Dólar," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 37(110), pages 241-267. [Downloadable!]
    5. David C. Mills, Jr. & Travis D. Nesmith, 2007. "Risk and concentration in payment and securities settlement systems," Finance and Economics Discussion Series 2007-62, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    6. Edward S. Prescott & John A. Weinberg, 2000. "Incentives, communication, and payment instruments," Working Paper 00-11, Federal Reserve Bank of Richmond. [Downloadable!]
      Other versions:
    7. Jonathan Chiu & Alexandra Lai, 2007. "Modelling Payments Systems: A Review of the Literature," Working Papers 07-28, Bank of Canada. [Downloadable!]
    8. Olivier Armantier & Jeffrey Arnold & James McAndrews, 2008. "Changes in the timing distribution of Fedwire funds transfers," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 83-112. [Downloadable!]
    9. Stephen Millard, 2007. "The foundations of money, payments and central banking: A review essay," Money Macro and Finance (MMF) Research Group Conference 2006 106, Money Macro and Finance Research Group. [Downloadable!]
    10. Kari Kemppainen, 2004. "Competition and regulation in European retail payment systems," Microeconomics 0404008, EconWPA. [Downloadable!]
    11. Nilssen,T., 2000. "Risk externalities in a payments oligopoly," Memorandum 10/2000, Oslo University, Department of Economics. [Downloadable!]
    12. Baris Serifsoy & Marco Weiß, 2003. "Efficient Systems for the Securities Transaction Industry- A Framework for the European Union," Working Paper Series: Finance and Accounting 120, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]

  12. James McAndrews & William Roberds, 1997. "A model of check exchange," Working Papers 97-16, Federal Reserve Bank of Philadelphia. [Downloadable!]

    Cited by:

    1. Sherrill Shaffer, 1997. "Network diseconomies and optimal structure," Working Papers 97-19, Federal Reserve Bank of Philadelphia. [Downloadable!]
    2. Nilssen,T., 2000. "Risk externalities in a payments oligopoly," Memorandum 10/2000, Oslo University, Department of Economics. [Downloadable!]

  13. William Roberds & Charles H. Whiteman, 1996. "Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile," Working Paper 96-11, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

    Cited by:

    1. Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2005. "The empirical failure of the expectations hypothesis of the term structure of bond yields," Working Papers 2003-021, Federal Reserve Bank of St. Louis. [Downloadable!]
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    2. Ravi Bansal & George Tauchen & Hao Zhou, 2003. "Regime-shifts, risk premiums in the term structure, and the business cycle," Finance and Economics Discussion Series 2003-21, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    3. Peter Carr & Liuren Wu, 2004. "Variance Risk Premia," Finance 0409015, EconWPA. [Downloadable!]
    4. Marcelo Dabós & Federico Bugallo, 2000. "Term Structure of Interest Rates Changes during International Financial Crisis: The Case of Argentina vs. USA," Working Papers 25, Universidad de San Andres, Departamento de Economia, revised Apr 2000. [Downloadable!]
    5. Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2006. "A Further Examination of the Expectations Hypothesis for the Term Structure," The School of Economics Discussion Paper Series 0611, Economics, The University of Manchester. [Downloadable!]
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    6. Markus Leippold & Liuren Wu, 2002. "Design and Estimation of Quadratic Term Structure Models," Finance 0207014, EconWPA. [Downloadable!]
    7. Daniel L. Thornton, 2005. "Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates," Working Papers 2004-010, Federal Reserve Bank of St. Louis. [Downloadable!]
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    8. Hibiki Ichiue, 2004. "Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with Affine Term Structure Model," Econometric Society 2004 Far Eastern Meetings 581, Econometric Society. [Downloadable!]
    9. Carriero, Andrea & Favero, Carlo A & Kaminska, Iryna, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," CEPR Discussion Papers 4301, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    10. Peter Hoerdahl & Oreste Tristani, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Econometric Society 2004 North American Summer Meetings 379, Econometric Society. [Downloadable!]
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    11. D H Kim, 2002. "Another look at yield spreads: The role of liquidity," Centre for Growth and Business Cycle Research Discussion Paper Series 04, Economics, The Univeristy of Manchester. [Downloadable!]
    12. Martin Evans, 1998. "Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation?," Finance 9809001, EconWPA. [Downloadable!]
    13. Jääskelä, Jarkko & Vilmunen, Jouko, 1999. "Anticipated Monetary Policy and the Dynamic Behaviour of the Term Structure of Interest Rates," Research Discussion Papers 12/1999, Bank of Finland. [Downloadable!]
    14. Daniel L. Thornton, 2004. "Tests of the expectations hypothesis: resolving the Campbell-Shiller paradox," Working Papers 2003-022, Federal Reserve Bank of St. Louis. [Downloadable!]
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    15. David Backus & Silverio Foresi & Abon Mozumdar & Liuren Wu, 1998. "Predictable Changes in Yields and Forward Rates," NBER Working Papers 6379, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    16. Qiang Dai & Kenneth J. Singleton, 2001. "Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure," NBER Working Papers 8167, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    17. Petko S. Kalev & Brett A. Inder, 2006. "The information content of the term structure of interest rates," Applied Economics, Taylor and Francis Journals, vol. 38(1), pages 33-45, January. [Downloadable!] (restricted)
    18. Iichiro Uesugi & Guy M. Yamashiro, 2003. "On the Relationship Between the Very Short Forward and the Spot Interest Rate," Discussion papers 03013, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
    19. Monfort, A. & Pegoraro, F., 2007. "Switching VARMA Term Structure Models - Extended Version," Documents de Travail 191, Banque de France. [Downloadable!]
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    20. Gianna Boero & Costanza Torricelli, 2002. "The information in the term structure of German interest rates," European Journal of Finance, Taylor and Francis Journals, vol. 8(1), pages 21-45, March. [Downloadable!] (restricted)

  14. Charles M. Kahn & William Roberds, 1995. "On the efficiency of cash settlement," Working Paper 95-11, Federal Reserve Bank of Atlanta. [Downloadable!]

    Cited by:

    1. Jeffrey M. Lacker, 1997. "Clearing, settlement, and monetary policy," Working Paper 97-01, Federal Reserve Bank of Richmond. [Downloadable!]
      Other versions:

  15. James J. McAndrews & William Roberds, 1994. "Banks, payments, and coordination," Working Papers 94-20, Federal Reserve Bank of Philadelphia.
    Other versions:
    Published as:

    Cited by:

    1. Charles M. Kahn & William Roberds, 1995. "On the efficiency of cash settlement," Working Paper 95-11, Federal Reserve Bank of Atlanta. [Downloadable!]
    2. Jon R. Moen & Ellis W. Tallman, 1999. "Why didn't the United States establish a central bank until after the panic of 1907?," Working Paper 99-16, Federal Reserve Bank of Atlanta. [Downloadable!]
    3. KOBAYASHI Keiichiro, 2009. "A Monetary Model of Banking Crises," Discussion papers 09036, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
    4. Jeffrey M. Lacker, 1997. "Clearing, settlement, and monetary policy," Working Paper 97-01, Federal Reserve Bank of Richmond. [Downloadable!]
      Other versions:
    5. Scott Freeman, 2002. "Payments and Output," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 5(3), pages 602-617, July. [Downloadable!] (restricted)
    6. Goetz von Peter, 2003. "A Unified Approach to Credit Crunches, Financial Instability, and Banking Crises," Macroeconomics 0312006, EconWPA. [Downloadable!]
    7. Goetz von Peter, 2005. "Debt-Deflation: Concepts, and a Stylised Model," Macroeconomics 0505001, EconWPA. [Downloadable!]
      Other versions:
    8. James McAndrews, 1997. "Banking and payment system stability in an electronic money world," Working Papers 97-9, Federal Reserve Bank of Philadelphia. [Downloadable!]
    9. Jonathan Chiu & Alexandra Lai, 2007. "Modelling Payments Systems: A Review of the Literature," Working Papers 07-28, Bank of Canada. [Downloadable!]
    10. David R. Skeie, 2008. "Banking with nominal deposits and inside money," Staff Reports 242, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    11. Goetz von Peter, 2004. "Asset Prices and Banking Distress: A Macroeconomic Approach," Finance 0411034, EconWPA. [Downloadable!]
      Other versions:
    12. Xavier Freixas & Bruno Parigi, 1996. "Contagion and Efficiency in Gross and Net Interbank Payment Systems," Economics Working Papers 176, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 1996. [Downloadable!]

  16. Hugh Cohen & William Roberds, 1993. "Towards the systematic measurement of systemic risk," Working Paper 93-14, Federal Reserve Bank of Atlanta.

    Cited by:

    1. Charles M. Kahn & William Roberds, 1995. "On the efficiency of cash settlement," Working Paper 95-11, Federal Reserve Bank of Atlanta. [Downloadable!]
    2. William R. Emmons, 1995. "Interbank netting agreement and the distribution of bank default risk," Working Papers 1995-016, Federal Reserve Bank of St. Louis. [Downloadable!]

  17. William Roberds & David Runkle & Charles H. Whiteman, 1992. "Another hole in the ozone layer: changes in FOMC operating procedure and the term structure," Working Paper 92-15, Federal Reserve Bank of Atlanta.
    Published as:

    Cited by:

    1. Michael Dotsey & Christopher Otrok, 1995. "The rational expectations hypothesis of the term structure, monetary policy, and time-varying term premia," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 65-81. [Downloadable!]
    2. Joseph R. Dziwura & Eric M. Green, 1996. "Interest rate expectations and the shape of the yield curve," Research Paper 9631, Federal Reserve Bank of New York. [Downloadable!]

  18. Charles H. Whiteman & William Roberds, 1990. "Monetary aggregates as monetary targets: a statistical investigation," Working Paper 90-7, Federal Reserve Bank of Atlanta.
    Published as:

    Cited by:

    1. Ellis W Tallman & Naveen Chandra, 1997. "Financial Aggregates as Conditioning Information for Australian Output and Inflation," RBA Research Discussion Papers rdp9704, Reserve Bank of Australia. [Downloadable!]
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    2. Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey, 2008. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2008/13, Reserve Bank of New Zealand. [Downloadable!]
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    3. Richard M. Todd, 1990. "Vector autoregression evidence on monetarism: another look at the robustness debate," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr, pages 19-37. [Downloadable!]

  19. William Roberds, 1988. "A quarterly Bayesian VAR model of the US economy," Working Paper 88-2, Federal Reserve Bank of Atlanta.

    Cited by:

    1. Chan G. Huh, 1991. "Recession probability indexes: a survey," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 31-40. [Downloadable!]

  20. Preston J. Miller & William Roberds, 1987. "The quantitative significance of the Lucas critique," Staff Report 109, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Published as:

    Cited by:

    1. Preston J. Miller & Will Roberds, 1989. "How little we know about budget policy effects," Staff Report 120, Federal Reserve Bank of Minneapolis. [Downloadable!]
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    2. Daniel F. Waggoner & Tao Zha, 1998. "Conditional forecasts in dynamic multivariate models," Working Paper 98-22, Federal Reserve Bank of Atlanta. [Downloadable!]
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    3. Preston J. Miller & Richard M. Todd, 1992. "Real effects of monetary policy in a world economy," Staff Report 154, Federal Reserve Bank of Minneapolis. [Downloadable!]
    4. Pierre-Yves Henin & Marie Podevin, 2002. "Assessing the Effects of Policy Changes: Lesson from the European 1992 Experience," Annales d'Economie et de Statistique, ADRES, issue 67-68, pages 15, Juillet-D. [Downloadable!]
    5. Preston J. Miller & William Roberds, 1992. "How little we know about deficit policy effects," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Win, pages 2-11. [Downloadable!]
    6. David E. Runkle, 1989. "The U.S. economy in 1990 and 1991: continued expansion likely," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall, pages 19-26. [Downloadable!]
    7. Freeman, John R., 1996. "A Computable Equilibrium Model for the Study of Political Economy," Bulletins 7484, University of Minnesota, Economic Development Center. [Downloadable!]
    8. Preston J. Miller & David E. Runkle, 1989. "The U.S. economy in 1989 and 1990: walking a fine line," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Win, pages 3-10. [Downloadable!]
    9. Eric M. Leeper & Tao Zha, 1999. "Modest policy interventions," Working Paper 99-22, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    10. Daniel M. Chin & John F. Geweke & Preston J. Miller, 2000. "Predicting turning points," Staff Report 267, Federal Reserve Bank of Minneapolis. [Downloadable!]

  21. William Roberds, 1986. "Models of policy under stochastic replanning," Staff Report 104, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Published as:

    Cited by:

    1. Joseph G. Haubrich & Joseph A. Ritter, 1998. "Dynamic commitment and imperfect policy rules," Working Papers 1995-015, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    2. Hakan Kara, 2004. "Monetary Policy under Imperfect Commitment : Reconciling Theory with Evidence," Working Papers 0415, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
    3. Nunes, Ricardo, 2008. "Delegation and Loose Commitment," MPRA Paper 11555, University Library of Munich, Germany. [Downloadable!]
    4. Kenneth Kasa, 1999. "Model uncertainty, robust policies, and the value of commitment," Working Papers in Applied Economic Theory 99-14, Federal Reserve Bank of San Francisco. [Downloadable!]
    5. William Roberds, 1986. "Solution of linear-quadratic- Gaussian dynamic games using variational methods," Staff Report 105, Federal Reserve Bank of Minneapolis. [Downloadable!]
    6. Fabrizio Zampolli & Andrew P. Blake, 2005. "Time Consistent Policy in Markov Switching Models," Computing in Economics and Finance 2005 134, Society for Computational Economics. [Downloadable!]
      Other versions:
    7. Davide Debortoli & Ricardo Nunes, 2008. "The macroeconomic effect of external pressures on monetary policy," International Finance Discussion Papers 944, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    8. Andrew P Blake & Fabrizio Zampolli, . "Optimal monetary policy in Markov-switching models with rational expectations agents," Bank of England working papers 298, Bank of England. [Downloadable!]
    9. Joseph G. Haubrich & Joseph A. Ritter, 1992. "Commitment as irreversible investment," Working Paper 9217, Federal Reserve Bank of Cleveland. [Downloadable!]
    10. A. Hakan Kara, 2007. "Monetary Policy under Imperfect Commitment: Reconciling Theory with Evidence," International Journal of Central Banking, International Journal of Central Banking, vol. 3(1), pages 149-178, March. [Downloadable!]
    11. A. Hakan Kara, 2003. "Optimal Monetary Policy, Commitment, and Imperfect Credibility," Working Papers 0301, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
    12. Andrea Tambalotti & Ernst Schaumburg, 2004. "An Investigation of the Gains from Commitment in Monetary Policy," Econometric Society 2004 North American Summer Meetings 282, Econometric Society. [Downloadable!]
      Other versions:
    13. A. Hakan Kara, 2004. "Optimal Monetary Policy, Commitment, and Imperfect Credibility," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 4(1), pages 31-66. [Downloadable!]

  22. Charles M. Kahn & William Roberds, . "Payment System Settlement and Bank Incentives," Center for Financial Institutions Working Papers 97-32, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Charles M. Kahn & James McAndrews & William Roberds, 1999. "Settlement risk under gross and net settlement," Working Paper 99-10, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    2. Leinonen, Harry & Soramäki, Kimmo, 2003. "Simulating interbank payment and securities settlement mechanisms with the BoF-PSS2 simulator," Research Discussion Papers 23/2003, Bank of Finland. [Downloadable!]
    3. William R. Emmons, 1997. "Recent developments in wholesale payments systems," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 23-43. [Downloadable!]
    4. Jeffrey M. Lacker, 1997. "Clearing, settlement, and monetary policy," Working Paper 97-01, Federal Reserve Bank of Richmond. [Downloadable!]
      Other versions:
    5. Cornelia Holthausen & Thomas Ronde, 2000. "Regulating access to international large-value payment systems," Working Paper Series 22, European Central Bank. [Downloadable!]
    6. David Vanhoose, 2000. "Central bank policy making in competing payment systems," Atlantic Economic Journal, International Atlantic Economic Society, vol. 28(2), pages 117-139, June. [Downloadable!] (restricted)
    7. Thorsten Koeppl & Cyril Monnet & Ted Temzelides, 2007. "A dynamic model of the payment system," Working Papers 07-22, Federal Reserve Bank of Philadelphia. [Downloadable!]
    8. Alexandra Lai & Nikil Chande & Sean O'Connor, 2006. "Credit in a Tiered Payments System," Working Papers 06-36, Bank of Canada. [Downloadable!]
      Other versions:
    9. James McAndrews, 1997. "Banking and payment system stability in an electronic money world," Working Papers 97-9, Federal Reserve Bank of Philadelphia. [Downloadable!]
    10. Edward S. Prescott & John A. Weinberg, 2000. "Incentives, communication, and payment instruments," Working Paper 00-11, Federal Reserve Bank of Richmond. [Downloadable!]
      Other versions:
    11. Rodrigo Andrés de Souza Peñaloza, 2003. "On Shadow-Prices of Banks in Real-Time Gross Settlement Systems," Working Papers Series 71, Central Bank of Brazil, Research Department. [Downloadable!]
    12. Leonardo Bartolini & Spence Hilton & James McAndrews, 2008. "Settlement delays in the money market," Staff Reports 319, Federal Reserve Bank of New York. [Downloadable!]
    13. Charles M. Kahn & William Roberds, 1999. "Real-time gross settlement and the costs of immediacy," Working Paper 98-21, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    14. Cornelia Holthausen & Jean-Charles Rochet, 2002. "Efficient pricing of large value interbank payment systems," Working Paper Series 184, European Central Bank. [Downloadable!]
      Other versions:
    15. Jonathan Chiu & Alexandra Lai, 2007. "Modelling Payments Systems: A Review of the Literature," Working Papers 07-28, Bank of Canada. [Downloadable!]
    16. Xavier Freixas & Bruno Parigi, 1996. "Contagion and Efficiency in Gross and Net Interbank Payment Systems," Economics Working Papers 176, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 1996. [Downloadable!]
    17. Thorsten Koeppl & Cyril Monnet & Ted Temzelides, 2006. "A dynamic model of settlement," Working Paper Series 604, European Central Bank. [Downloadable!]
      Other versions:
    18. James McAndrews & William Roberds, 1999. "A general equilibrium analysis of check float," Staff Reports 84, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    19. Nilssen,T., 2000. "Risk externalities in a payments oligopoly," Memorandum 10/2000, Oslo University, Department of Economics. [Downloadable!]
    20. Leinonen, Harry & Soramäki, Kimmo, 1999. "Optimizing Liquidity Usage and Settlement Speed in Payment Systems," Research Discussion Papers 16/1999, Bank of Finland. [Downloadable!]
    21. Thor Koeppl & Cyril Monnet & Ted Temzelides, 2007. "Payments and Mechanism Design," Working Papers 1124, Queen's University, Department of Economics. [Downloadable!]

Articles

  1. Kahn, Charles M. & Roberds, William, 2007. "Transferability, finality, and debt settlement," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 955-978, May. [Downloadable!] (restricted)

    Cited by:

    1. Joydeep Bhattacharya & Joseph H. Haslag & Antoine Martin, 2007. "Why does overnight liquidity cost more than intraday liquidity?," Staff Reports 281, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    2. Cornelia Holthausen & Cyril Monnet, 2003. "Money and payments: a modern perspective," Working Paper Series 245, European Central Bank. [Downloadable!]
    3. Gerald P. Dwyer, Jr. & Margarita Samartín, 2006. "Why do banks promise to pay par on demand?," Working Paper 2006-26, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    4. Thorsten Koeppl & Cyril Monnet & Ted Temzelides, 2006. "A dynamic model of settlement," Working Paper Series 604, European Central Bank. [Downloadable!]
      Other versions:
    5. Stephen Quinn & William Roberds, 2008. "The evolution of the check as a means of payment: a historical survey," Economic Review, Federal Reserve Bank of Atlanta. [Downloadable!]
    6. Schnabel, Isabel & Shin, Hyun Song, 2001. "Foreshadowing LTCM: The Crisis of 1763," Sonderforschungsbereich 504 Publications 02-46, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]

  2. Charles M. Kahn & James McAndrews & William Roberds, 2005. "Money Is Privacy," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(2), pages 377-399, 05. [Downloadable!] (restricted)
    Other versions:
    • Charles M. Kahn & James McAndrews & William Roberds, 2004. "Money is privacy," Working Paper 2004-18, Federal Reserve Bank of Atlanta. [Downloadable!]

    See citations under working paper version above.

  3. Charles M. Kahn & William Roberds, 2005. "Credit and identity theft," Conference Series ; [Proceedings], Federal Reserve Bank of Boston. [Downloadable!]
    Other versions:
    Published as:

    See citations under working paper version above.

  4. Kahn, Charles M & McAndrews, James & Roberds, William, 2003. " Settlement Risk under Gross and Net Settlement," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(4), pages 591-608, August.
    Other versions:

    See citations under working paper version above.

  5. Stephen F. Quinn & William Roberds, 2003. "Are on-line currencies virtual banknotes?," Economic Review, Federal Reserve Bank of Atlanta, issue Q2, pages 1-15. [Downloadable!]

    Cited by:

    1. Ramon P. DeGennaro, 2005. "Market imperfections," Working Paper 2005-12, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    2. Stephen Quinn & William Roberds, 2008. "The evolution of the check as a means of payment: a historical survey," Economic Review, Federal Reserve Bank of Atlanta. [Downloadable!]

  6. Charles M. Kahn & William Roberds, 2002. "The economics of payment finality," Economic Review, Federal Reserve Bank of Atlanta, issue Q2, pages 1-12. [Downloadable!]

    Cited by:

    1. Thorsten Koeppl & Cyril Monnet & Ted Temzelides, 2007. "A dynamic model of the payment system," Working Papers 07-22, Federal Reserve Bank of Philadelphia. [Downloadable!]
    2. Stephen Millard, 2007. "The foundations of money, payments and central banking: A review essay," Money Macro and Finance (MMF) Research Group Conference 2006 106, Money Macro and Finance Research Group. [Downloadable!]
    3. Thor Koeppl & Cyril Monnet & Ted Temzelides, 2007. "Payments and Mechanism Design," Working Papers 1124, Queen's University, Department of Economics. [Downloadable!]

  7. Kahn, Charles M. & Roberds, William, 2001. "Real-time gross settlement and the costs of immediacy," Journal of Monetary Economics, Elsevier, vol. 47(2), pages 299-319, April. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  8. Kahn, Charles M. & Roberds, William, 2001. "The CLS bank: a solution to the risks of international payments settlement?," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 54(1), pages 191-226, June. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  9. James McAndrews & William Roberds, 2000. "The economics of check float," Economic Review, Federal Reserve Bank of Atlanta, issue Q4, pages 17-27. [Downloadable!]

    Cited by:

    1. Franklin Allen & James McAndrews & Philip Strahan, 2001. "E-Finance: An Introduction," Center for Financial Institutions Working Papers 01-36, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
      Other versions:
    2. Kari Kemppainen, 2004. "Competition and regulation in European retail payment systems," Microeconomics 0404008, EconWPA. [Downloadable!]

  10. Charles M. Kahn & William Roberds, 1999. "The design of wholesale payments networks: the importance of incentives," Economic Review, Federal Reserve Bank of Atlanta, issue Q3, pages 30-39. [Downloadable!]

    Cited by:

    1. Antoine Martin & James McAndrews, 2008. "Should there be intraday money markets?," Staff Reports 337, Federal Reserve Bank of New York. [Downloadable!]
    2. Antoine Martin, 2002. "Optimal pricing of intra-day liquidity," Research Working Paper RWP 02-02, Federal Reserve Bank of Kansas City. [Downloadable!]
      Other versions:
    3. Huberto M. Ennis & John A. Weinberg, 2007. "Interest on reserves and daylight credit," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 111-142. [Downloadable!]

  11. Roberds, William & Whiteman, Charles H., 1999. "Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile," Journal of Monetary Economics, Elsevier, vol. 44(3), pages 555-580, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  12. McAndrews, James & Roberds, William, 1999. "A General Equilibrium Analysis of Check Float," Journal of Financial Intermediation, Elsevier, vol. 8(4), pages 353-377, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  13. William Roberds, 1998. "The impact of fraud on new methods of retail payment," Economic Review, Federal Reserve Bank of Atlanta, issue Q 1, pages 42-52. [Downloadable!]

    Cited by:

    1. Joanna Stavins, 2003. "Network externalities in the market for electronic check payments," New England Economic Review, Federal Reserve Bank of Boston, pages 19-30. [Downloadable!]
    2. Gautam Gowrisankaran & Joanna Stavins, 1999. "Network externalities and technology adoption: lessons from electronic payments," Working Papers 99-5, Federal Reserve Bank of Boston. [Downloadable!]
    3. Joanna Stavins, 2002. "Effect of consumer characteristics on the use of payment instruments," New England Economic Review, Federal Reserve Bank of Boston, issue Q 3, pages 19-31. [Downloadable!]
    4. Paul Kellogg, 2003. "Evolving operational risk management for retail payments," Emerging Issues, Federal Reserve Bank of Chicago. [Downloadable!]
    5. Loretta J. Mester, 2000. "The changing nature of the payments system: should new players mean new rules?," Business Review, Federal Reserve Bank of Philadelphia, issue Mar, pages 3-26. [Downloadable!]
    6. Gautam Gowrisankaran & Joanna Stavins, 2002. "Network externalities and technology adoption: lessons from electronic payments," Working Papers in Applied Economic Theory 2002-16, Federal Reserve Bank of San Francisco. [Downloadable!]
    7. Gautam Gowrisankaran & Joanna Stavins, 2002. "Network Externalities and Technology Adoption: Lessons from Electronic Payments," NBER Working Papers 8943, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    8. Catharine Lemieux, 2003. "Network vulnerabilities and risks in the retail payment system," Emerging Issues, Federal Reserve Bank of Chicago. [Downloadable!]

  14. Kahn, Charles M & Roberds, William, 1998. "Payment System Settlement and Bank Incentives," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 11(4), pages 845-70.
    Other versions:
    Published as:

    See citations under working paper version above.

  15. Charles M. Kahn & William Roberds, 1998. "On the role of bank coalitions in the provision of liquidity," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 206-225.

    Cited by:

    1. William Roberds, 1997. "What's really new about the new forms of retail payment?," Economic Review, Federal Reserve Bank of Atlanta, issue Q 1, pages 32-45. [Downloadable!]
    2. Charles M. Kahn & William Roberds, . "Payment System Settlement and Bank Incentives," Center for Financial Institutions Working Papers 97-32, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
      Other versions:
    3. Xavier Freixas & Bruno Parigi, 1996. "Contagion and Efficiency in Gross and Net Interbank Payment Systems," Economics Working Papers 176, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 1996. [Downloadable!]

  16. William Roberds, 1997. "What's really new about the new forms of retail payment?," Economic Review, Federal Reserve Bank of Atlanta, issue Q 1, pages 32-45. [Downloadable!]

    Cited by:

    1. Nadia Piffaretti, 1998. "A Theoretical Approach to Electronic Money," Macroeconomics 9803005, EconWPA. [Downloadable!]
      Other versions:

  17. Roberds, William & Runkle, David & Whiteman, Charles H, 1996. "A Daily View of Yield Spreads and Short-Term Interest Rate Movements," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(1), pages 34-53, February. [Downloadable!] (restricted)

    Cited by:

    1. Thornton, Daniel L., 2000. "The relationship between the federal funds rate and the Fed's federal funds rate target : is it open market or open mouth operations?," Discussion Paper Series 1: Economic Studies 2000,09, Deutsche Bundesbank, Research Centre. [Downloadable!]
      Other versions:
    2. Jennifer E. Roush, 2001. "Evidence uncovered: long-term interest rates, monetary policy, and the expectations theory," International Finance Discussion Papers 712, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    3. Vitor Gaspar & Gabriel Pérez Quir? & Hugo Rodr?uez Mendiz?al, 2004. "Interest Rate Determination in the Interbank Market," UFAE and IAE Working Papers 603.04, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
      Other versions:
    4. Lucio Sarno & Daniel L. Thornton, 2002. "The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation," Working Papers 2000-032, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    5. Elizabeth Klee, 2007. "Operational problems and aggregate uncertainty in the federal funds market," Finance and Economics Discussion Series 2007-49, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    6. Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2006. "A Further Examination of the Expectations Hypothesis for the Term Structure," The School of Economics Discussion Paper Series 0611, Economics, The University of Manchester. [Downloadable!]
      Other versions:
    7. Leonardo Bartolini & Giuseppe Bertola & Alessandro Prati, 2000. "Day-to-day monetary policy and the volatility of the federal funds interest rate," Staff Reports 110, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    8. D H Kim, 2002. "Another look at yield spreads: The role of liquidity," Centre for Growth and Business Cycle Research Discussion Paper Series 04, Economics, The Univeristy of Manchester. [Downloadable!]
    9. Bartolini, Leonardo & Bertola, Giuseppe & Prati, Alessandro, 2002. "The Overnight Interbank Market: Evidence from the G7 and the Euro Zone," CEPR Discussion Papers 3090, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    10. Peter Anker & Jörn Wasmund, 2005. "Signalling with official interest rates: the case of the German discount and lombard rate," European Journal of Finance, Taylor and Francis Journals, vol. 11(1), pages 17-31, February. [Downloadable!] (restricted)
    11. Matteo Modena, 2008. "The Term Structure and the Expectations Hypothesis: a Threshold Model," Working Papers 2008_36, Department of Economics, University of Glasgow. [Downloadable!]
      Other versions:
    12. Daniel L. Thornton, 2004. "Tests of the expectations hypothesis: resolving the Campbell-Shiller paradox," Working Papers 2003-022, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    13. William Poole & Robert H & Rasche & Daniel L. Thornton, 2002. "Market anticipations of monetary policy actions," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 65-94. [Downloadable!]
    14. Jondeau, E. & Sedillot, F., 1998. "La prevision des taux longs français et allemands a partir d'un modele a anticipations rationnelles," Documents de Travail 55, Banque de France. [Downloadable!]
    15. Iichiro Uesugi & Guy M. Yamashiro, 2003. "On the Relationship Between the Very Short Forward and the Spot Interest Rate," Discussion papers 03013, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
    16. Chris Downing & Stephen Oliner, 2004. "The term structure of commercial paper rates," Finance and Economics Discussion Series 2004-18, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:

  18. McAndrews James J. & Roberds William, 1995. "Banks, Payments, and Coordination," Journal of Financial Intermediation, Elsevier, vol. 4(4), pages 305-327, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  19. William Roberds, 1995. "Financial crises and the payments system: lessons from the National Banking Era," Economic Review, Federal Reserve Bank of Atlanta, issue Sep, pages 15-31.

    Cited by:

    1. Marco Espinosa & Steven Russell, 1996. "The Mexican economic crisis: alternative views," Economic Review, Federal Reserve Bank of Atlanta, issue Jan, pages 21-44. [Downloadable!]
    2. Robert L. Hetzel, 2009. "Should increased regulation of bank risk-taking come from regulators or from the market?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 161-200. [Downloadable!]
    3. Bruce J. Summers & R. Alton Gilbert, 1996. "Clearing and settlement of U.S. dollar payments: back to the future?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 3-27. [Downloadable!]
    4. Humphrey, David B. & Setsuya, Sato & Masayoshi, Tsurumi & Vesala, Jukka M., 1996. "The evolution of payments in Europe, Japan, and the U.S. : lessons for emerging market economies," Policy Research Working Paper Series 1676, The World Bank. [Downloadable!]

  20. William Roberds, 1994. "Changes in payments technology and the welfare cost of inflation," Economic Review, Federal Reserve Bank of Atlanta, issue May, pages 1-12.

    Cited by:

    1. O'Reilly, B., 1998. "The Benefits of Low Inflation: Taking Shock "A nickel ain't worth a dime any more" [Yogi Berra]," Technical Reports 83, Bank of Canada. [Downloadable!]
    2. William Roberds, 1997. "What's really new about the new forms of retail payment?," Economic Review, Federal Reserve Bank of Atlanta, issue Q 1, pages 32-45. [Downloadable!]

  21. William Roberts & David Runkle & Charles H. Whiteman, 1993. "Another hole in the ozone layer: changes in FOMC operating procedure and the term structure," Proceedings, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:

    See citations under working paper version above.

  22. William Roberds, 1993. "The rise of electronic payments networks and the future role of the Fed with regard to payment finality," Economic Review, Federal Reserve Bank of Atlanta, issue Mar, pages 1-22.

    Cited by:

    1. Matthew Willison, . "Real-Time Gross Settlement and hybrid payment systems: a comparison," Bank of England working papers 252, Bank of England. [Downloadable!]
    2. Jeffrey M. Lacker, 1997. "Clearing, settlement, and monetary policy," Working Paper 97-01, Federal Reserve Bank of Richmond. [Downloadable!]
      Other versions:
    3. Antoine Martin & James McAndrews, 2008. "Should there be intraday money markets?," Staff Reports 337, Federal Reserve Bank of New York. [Downloadable!]
    4. Kurt Johnson & James J. McAndrews & Kimmo Soramaki, 2004. "Economizing on liquidity with deferred settlement mechanisms," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 51-72. [Downloadable!]

  23. William Roberds, 1992. "What hath the Fed wrought? Interest rate smoothing in theory and practice," Economic Review, Federal Reserve Bank of Atlanta, issue Jan, pages 12-24.

    Cited by:

    1. Fischer, Andreas M, 2000. "Do Interventions Smooth Interest Rates?," CEPR Discussion Papers 2479, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    2. Luisa Corrado & Sean Holly, 2004. " Habit Formation and Interest Rate Smoothing," CDMA Conference Paper Series 0404, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
      Other versions:

  24. Preston J. Miller & William Roberds, 1992. "How little we know about deficit policy effects," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Win, pages 2-11. [Downloadable!]

    Cited by:

    1. Alain Paquet, 1998. "Prudence fiscale, indicateurs d'endettement et évolution de l'état des finances des administrations publiques au Canada," Cahiers de recherche CREFE / CREFE Working Papers 59, CREFE, Université du Québec à Montréal. [Downloadable!]
    2. Christophe Kamps, 2001. "Fiscal Consolidation in Europe: Pre- and Post-Maastricht," Kiel Working Papers 1028, Kiel Institute for the World Economy. [Downloadable!]

  25. Roberds, William & Whiteman, Charles H, 1992. "Monetary Aggregates as Monetary Targets: A Statistical Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 24(2), pages 141-61, May. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  26. Miller, Preston J & Roberds, William T, 1991. "The Quantitative Significance of the Lucas Critique: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(4), pages 389, October.

    Cited by:

    1. Preston J. Miller & Richard M. Todd, 1992. "Real effects of monetary policy in a world economy," Staff Report 154, Federal Reserve Bank of Minneapolis. [Downloadable!]
    2. Pierre-Yves Henin & Marie Podevin, 2002. "Assessing the Effects of Policy Changes: Lesson from the European 1992 Experience," Annales d'Economie et de Statistique, ADRES, issue 67-68, pages 15, Juillet-D. [Downloadable!]

  27. Miller, Preston J & Roberds, William T, 1991. "The Quantitative Significance of the Lucas Critique," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(4), pages 361-87, October.
    Other versions:

    See citations under working paper version above.

  28. Roberds, William, 1987. "Models of Policy under Stochastic Replanning," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(3), pages 731-55, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

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