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Board of Governors of the Federal Reserve System (U.S.) Finance and Economics Discussion Series Contact information of
Board of Governors of the Federal Reserve System (U.S.): http://www.federalreserve.gov/ More information through EDIRC
Order information: http://www.federalreserve.gov/pubs/feds/fedsorder.html
For technical questions regarding this series, please contact
(Diane Rosenberger) Series handle: repec:fip:fedgfe
More pages of listings: 0 |1 |2 |3 |4 |5
1991
1990 151 Measurement and efficiency issues in commercial banking by Allen N. Berger & David B. Humphrey
145 Financial accounting for pensions: measures of funding status by Mark J. Warshawsky
144 Some problems with identification in parametric models by P.A.V.B. Swamy & J.S. Mehta & P. von zur Muehlen
143 A test of the theory of optimal taxation for the United States: 1870-1989 by Gregory D. Hess
142 Are tax rates too volatile? An application of volatility tests to United States tax rates: 1870-1989 by Gregory D. Hess
141 Are higher levels of inflation less predictable? A state-dependent conditional heteroskedasticity approach by Allan D. Brunner & Gregory D. Hess
140 Conditional asymmetries in real GNP: a semi-nonparametric approach by Allan D. Brunner
139 Trends and random walks in macroeconomic time series: a re-examination by Glenn D. Rudebusch
138 Switching costs, market concentration, and prices: the theory and its empirical implications in the bank deposit market by Steven A. Sharpe
137 Interest rate spreads, credit constraints and investment fluctuations: an empirical investigation by Mark Gertler & R. Glenn Hubbard & Anil K. Kashyap
136 Evidence on q and investment for Japanese firms by Takeo Hoshi & Anil K. Kashyap
135 Production and inventory control at the General Motors Corporation during the 1920s and 1930s by Anil K. Kashyap & David W. Wilcox
134 The role of banks in reducing financial distress in Japan by Takeo Hoshi & Anil K. Kashyap & David Scharfstein
133 A securities transactions tax: beyond the rhetoric, what can we really say? by A. Pat White & Paul Kupiec & Gregory Duffee
132 Efficient computation of stochastic coefficients models by I-Lok Chang & Charles Hallahan & P.A.V.B. Swamy
131 Financial liberalization and international trends in stock, corporate bond and foreign exchange market volatilities by Paul H. Kupiec
130 Who invented local power analysis? by Douglas A. McManus
129 Effects of using dependent and independent differences in tests of random walk models against regression models by M.W. Leslie Chandrakantha & J.S. Mehta & P.A.V.B. Swamy
128 Is it possible to find an econometric law that works well in explanation and prediction? The case of Australian money demand by P.A.V.B. Swamy & George S. Tavlas
127 Animal spirits, margin requirements, and stock price volatility by Paul Kupiec & Steven Sharpe
126 Here's looking at you: modelling and policy use of auction price expectations by F. Brayton & W. Kan & P.A. Tinsley & P. von zur Muehlen
125 Asset prices and the conduct of monetary policy : proceedings of the Monetary Affairs Workshop by Richard D. Porter
124 Internal net worth and the investment process: an application to U.S. agriculture by R. Glenn Hubbard & Anil Kashyap
123 Demographics and household savings by Arthur B. Kennickell
122 R&D spending and manufacturing productivity: an empirical analysis by Eric J. Bartelsman
121 Federally sponsored R&D and productivity growth by Eric J. Bartelsman
120 Optimal interest rate rules with information from money and auction markets by Peter von zur Muehlen
119 On the power of Dickey-Fuller tests against fractional alternatives by Francis X. Diebold & Glenn D. Rudebusch
118 Predicting inflation with commodity prices by Peter von zur Muehlen
117 Sticky inflation and interest rate rules with auction prices by Peter von zur Muehlen
116 Differences in the measurement of wealth, wealth inequality, and wealth composition obtained from alternative U.S. wealth surveys by F. Thomas Juster & Kathleen A. Kuester
115 The importance of market psychology in the determination of stock market volatility by Gregory R. Duffee
114 Debt, liquidity constraints, and corporate investment: evidence from panel data by Toni M. Whited
113 U.S. corporate leverage: developments in 1987 and 1988 by Ben S. Bernanke & John Y. Campbell & Toni M. Whited
112 Sticky prices: new evidence from retail catalogs by Anil K. Kashyap
111 Event risk: an analysis of losses to bondholders and "super poison put" bond covenants by Leland Crabbe
110 Is there a corporate debt crisis? Another look by Mark J. Warshawsky
109 A primer on program trading and stock price volatility: a survey of the issues and the evidence by Gregory Duffee & Paul Kupiec & Patricia White
108 Institutional investment patterns and corporate financial behavior in the U.S. and Japan by Stephen D. Prowse
107 The dominance of inefficiencies over scale and product mix economies in banking by Allen N. Berger & David B. Humphrey
106 The treasury yield curve as a cointegrated system by Michael G. Bradley & Stephen A. Lumpkin
105 Some evidence on the empirical significance of credit rationing by Allen N. Berger & Gregory F. Udell
104 Futures margins and stock price volatility: is there any link? by Paul H. Kupiec
103 Dynamic price competition, briefly sunk costs, and entry deterrence by Sally M. Davies
1989 102 Sectoral shifts and interindustry wage differentials by Jean Helwege
101 The evolution of the thrift industry crisis by Alice P. White
100 How common is identification in parametric models? by Douglas A. McManus
99 The long and short of industrial strength pricing by William Kan & Reva Krieger & P.A. Tinsley
98 Bank equity values, bank risk, and the implied market value of banks' assets, liabilities, and deposit insurance by Kathleen A. Kuester & James M. O'Brien
96 Co-integration: is it a property of the real world? by P.A.V.B. Swamy & Peter von zur Muehlen & J.S. Mehta
95 Futures margins and stock price volatility: is there any link? by Paul H. Kupiec
94 The stability of Wicksell's monetary policy rule by Jeff Fuhrer & George Moore
93 The national survey of small business finances: description and preliminary evaluation by Brenda G. Cox & Gregory E. Elliehausen & John D. Wolken
92 Real exchange rates, sectoral shifts, and aggregate unemployment by Reva Krieger
91 Animal spirits, margin requirements, and stock price volatility by Paul Kupiec & Steve Sharpe
90 Forecasting output with the composite leading index: an ex ante analysis by Francis X. Diebold & Glenn D. Rudebusch
89-97 On the use of variance ratios in the analysis of nonstationary time series by M.S. Leslie Chandrakantha & J.S. Mehta & P.A.V.B. Swamy
89 Monetary policy rules and the indicator properties of asset prices by Jeff Fuhrer & George Moore
88 Are real estate specializing depositories viable? The evidence from commercial banks by Robert A. Eisenbeis & Myron L. Kwast
87 Do firms differ much? by Dean Amel & Luke Froeb
86 Bank monitoring and investment: evidence from the changing structure of Japanese corporate banking relations by Takeo Hoshi & Anil Kashyap & David Scharfstein
85 Some red flags concerning market value accounting by Allen N. Berger & Kathleen A. Kuester & James M. O'Brien
84 A reconciliation of flow of funds and Commerce Department statistics on U.S. international transactions and foreign investment position by Sarah A. Hooker & John F. Wilson
83 Foundations of the structure-conduct-performance paradigm by Timothy H. Hannan
82 Corporate structure, liquidity, and investment: evidence from Japanese industrial groups by Takeo Hoshi & Anil Kashyap & David Scharfstein
81 Nonparametric exchange rate prediction? by Francis X. Diebold & James M. Nason
80 Forecast combination and encompassing: reconciling two divergent literatures by Francis X. Diebold
79 The effect of Bayesian priors on the moving-average representation of vector autoregressions by James E. Kennedy
78 The causes of financial instability by Martin H. Wolfson
77 Coherent methods of estimating technical progress by P.A.V.B. Swamy & Leonard A. Lupo & John D. Sneed
76 Postretirement health benefit plans: costs and liabilities for private employers by Mark J. Warshawsky
75 Sectoral and aggregate shocks to industrial output in Germany, Japan and Canada by Reva Krieger
74 Dynamics of market concentration by Dean F. Amel & J. Nellie Liang
73 The impact of technology adoption on market structure by Timothy H. Hannan & John M. McDowell
72 Tolerance-width groupings for editing banking deposits data: an analysis of variance of variances by David A. Pierce & Laura L. Bauer
71 A theory of credit rationing and the maturity structure of debt by Steven A. Sharpe
70 Asymmetric information, bank lending, and implicit contracts: a stylized model of customer relationships by Steven A. Sharpe
69 Microeconomic sources of beta risk instability by Paul H. Kupiec
68 Systematic risk, market structure and entry barriers by J. Nellie Liang & John D. Wolken
67 Bank equity values, bank risk, and the implied market values of banks' assets and liabilities by Kathleen A. Kuester & James M. O'Brien
66 Capital structure, bankruptcy costs, and firm-specific human capital by Jean Helwege
65 Loan commitments and bank risk exposure by Robert B. Avery & Allen N. Berger
64 Returns to bidders and targets in the acquisition process: evidence from the banking industry by Timothy H. Hannan & John D. Wolken
63 The impact of bank regulatory requirements on large corporate lending by Timothy H. Hannan
62 A survey of exchange-traded basket instruments by Paul H. Kupiec
61 The simple microanalytics of payments system risk by Matthew D. Gelfand & David E. Lindsey
60 Discrimination in consumer lending by Gregory E. Elliehausen & Edward C. Lawrence
59 Price rigidity and market structure: theory and evidence from the banking industry by Timothy H. Hannan & Allen N. Berger
58 The adequacy of funding of private defined benefit pension plans by Mark J. Warshawsky
57 Is consumption too smooth? Long memory and the Deaton paradox by Francis X. Diebold & Glenn D. Rudebusch
56 The use of survey data in forecasting business fixed investments by Jane Haltmaier
55 Forecasting Australian monetary aggregates by P.A.V.B. Swamy & George S. Tavlas
54 Underpricing of seasoned issues: the case of U.S. Treasury bills by Paul A. Spindt & Richard W. Stolz
53 Initial margin requirements and stock returns volatility: another look by Paul H. Kupiec
52 Market structure and the nature of price rigidity: evidence from the market for consumer deposits by David Neumark & Steven A. Sharpe
1988 51 Collateral, loan quality, and bank risk by Allen N. Berger & Gregory F. Udell
50 After-hours stock prices and post-crash hangovers by David Neumark & P.A. Tinsley & Suzanne Tosini
49 Unit roots in economic time series: a selective survey by Francis X. Diebold & Marc Nerlove
48 Deposit pricing, bank market structure, and welfare with cost- minimizing consumers by William C. Whitesell
47 Wage indexation in a multisector economy by John V. Duca & David D. VanHoose
46 The stochastic coefficients approach to econometric modeling, part III: estimation, stability testing, and prediction by P.A.V.B. Swamy & Roger K. Conway & Michael R. LeBlanc
45 The algebra of I (1) by C.W.J. Granger & Jeff Hallman
44 Loan commitments and optimal monetary policy by John V. Duca & David D. VanHoose
43 Borrowed reserves targeting and nominal income smoothing by David D. VanHoose
42 Conditional heteroskedasticity in the market by Francis X. Diebold & Jong Im & C. Jevons Lee
41 Random walks versus fractional integration: power comparisons of scalar and joint tests of the variance-time function by Francis X. Diebold
40 Ex ante turning point forecasting with the composite leading index by Francis X. Diebold & Glenn D. Rudebusch
39 Bringing new issues to market: a theory of underwriting by Lawrence M. Benveniste & Paul A. Spindt
38 Determinants of household check writing: the impacts of the use of electronic banking services and alternative pricing of checking services by Neil B. Murphy
37 Imperfect information, adverse selection and interest rate sluggishness in the pricing of bank credit cards by Michael J. Woolley
36 Loan commitments and bank risk exposure by Robert B. Avery & Allen N. Berger
35 Risk-based capital and off-balance sheet activities by Robert B. Avery & Allen N. Berger
34 Market failure and resource use: economic incentives to use different payment instruments by Allen N. Berger & David B. Humphrey
33 Efficiency and equity of a gasoline tax increase by Mark French
32 Efficiency wages, inter-industry wage differentials, and the returns to ability by McKinley Blackburn & David Neumark
31 "Animal Spirits" in consumer expectations: filtering the information in consumer survey expectations by Jeffrey C. Fuhrer
30 The stochastic coefficients approach to econometric modeling, part II: description and motivation by P.A.V.B. Swamy & Roger K. Conway & Michael R. Leblanc
29 Does marriage really make men more productive? by David Neumark & Sanders D. Korenman
28 On a problem in identifying linear parametric models by P.A.V.B. Swamy & Peter von zur Muehlen
27 A theory of credit rationing and the maturity structure of debt by Steven A. Sharpe
26 Dynamic price competition and the theory of contestable markets by Sally M. Davies
25 Learning about monetary regime shifts in an overlapping wage contract model by Jeffrey C. Fuhrer & Mark A. Hooker
24 The use of high-frequency data in model-based forecasting at the Federal Reserve Board by Carol Corrado & Jane Haltmaier
23 The price-concentration relationship in banking by Allen N. Berger & Timothy H. Hannan
22 Price smoothing, intermediate monetary targeting, and price level non- trend-stationarity by David D. VanHoose
21 Optimal monetary policy and alternative wage indexation schemes in a model with interest-sensitive labor supply by David D. VanHoose
20 New banking powers: a portfolio analysis of bank investment in real estate by Richard J. Rosen & Peter Lloyd-Davies & Myron L. Kwast & David B. Humphrey
19 On the solution of dynamic linear rational expectations models by Francis X. Diebold
18 On a problem in identifying linear parametric models by P.A.V.B. Swamy & Peter von zur Muehlen
17 Research and development with asymmetric firm sizes by Richard J. Rosen
16 Asymptotic consistency and normality of least absolute deviations applied to seemingly unrelated regression systems by Kathleen A. Kuester
15 Modeling buffer stock money - an appraisal by P.A.V.B. Swamy & George S. Tavlas
14 Combination monetary policies in a disaggregated economy with endogenous wage indexation by David D. VanHoose
13 Floating rate loan contracts and monetary policy by David D. VanHoose
12 Discount rate policy and alternative Federal Reserve operating procedures in a rational expectations setting by David D. VanHoose
11 The equity premium and time-varying risk behavior by James M. Nason
10 Aggregate debt and wealth: the significance of the bequest motive by Mark J. Warshawsky
9 State space modeling of time series: a review essay by Francis X. Diebold
8 Post-deregulation deposit rate pricing: the multivariate dynamics by Francis X. Diebold & Steven A. Sharpe
7 Long memory and persistence in aggregate output by Francis X. Diebold & Glenn D. Rudebusch
6 An application of operational-subjective statistical methods to rational expectations: comment by Francis X. Diebold
5 Estimating time-varying parameters in a nonlinear multivariate model: inferring changes in expectation behavior over time by Jeffrey C. Fuhrer
4 Age heterogeneity and the Tobin effect with infinite horizons by William C. Whitesell
3 What do regressions of interest rates on deficits imply? by P.A.V.B. Swamy & Bharat R. Kolluri & Rao N. Singamesetti
2 The stochastic coefficients approach to econometric modeling, part 1: a critique of fixed coefficients models by P.A.V.B. Swamy & Roger K. Conway & Michael R. LeBlanc
1987 0 |1 |2 |3 |4 |5 Access
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