Board of Governors of the Federal Reserve System (U.S.)
Finance and Economics Discussion Series
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1993
- 93-12 Optimal durable and nondurable consumption with transactions costs
by J. Joseph Beaulieu - 93-11 Estimating the linear-quadratic inventory model: maximum likelihood versus generalized method of moments
by Jeffrey Fuhrer & George Moore & Scott Schuh - 93-10 Financial market imperfections, firm leverage and the cyclicality of employment
by Steven A. Sharpe - 93-9 Lines of credit, collateral, and relationship lending in small firm finance
by Allen N. Berger & Gregory F. Udell - 93-8 Is there a bank credit channel for monetary policy?
by Stephen D. Oliner & Glenn D. Rudebusch - 93-7 Evidence on the role of cash flow for investment
by Simon Gilchrist & Charles P. Himmelberg - 93-6 The cyclical behavior of short term business lending: implications for financial propagation mechanisms
by Mark Gertler & Simon Gilchrist - 93-5 The role of credit market imperfections in the monetary transmission mechanism: arguments and evidence
by Mark Gertler & Simon Gilchrist - 93-4 Monetary policy, business cycles and the behavior of small manufacturing firms
by Mark Gertler & Simon Gilchrist - 93-3 Are shocks to labor demand transitory or persistent? Evidence from labor flows and wages
by Martha Starr-McCluer - 93-2 Forecast-heterogeneity in the business cycle: small deviations from rationality, large dynamic effects
by Antulio N. Bomfim - 93-1 Does foreign exchange intervention signal future monetary policy?
by Graciela L. Kaminsky & Karen K. Lewis
1992
- 216 Rational addiction with learning and regret
by Athanasios Orphanides & David Zervos - 215 Corporate control, portfolio choice, and the decline of banking
by Gary Gorton & Richard Rosen - 214 Clearance and settlement of mortgage-backed securities through the Participants Trust Company
by Jeff Stehm - 213 The influence of risk-adjusted capital regulations on asset allocation by savings and loans
by Wayne Passmore - 212 On the ramifications of a securities transaction tax for the function and efficiency of capital markets
by Paul Kupiec - 211 Bank efficiency derived from a profit function
by Allen N. Berger & Diana Hancock & David B. Humphrey - 210 A dynamic model of entry and performance in the U.S. banking industry
by Dean F. Amel & J. Nellie Liang - 209 The continuing weakness in the M2
by Joshua N. Feinman & Richard D. Porter - 208 A causal relationship between stock returns and volume
by Rochelle L. Antoniewicz - 207 Determinants of savings and loan failure rates: estimates of a time- varying proportional hazard function
by Jean Helwege - 206 Effects of risk on the demand for oil inventories
by Mark W. French - 205 Near-rationality and strategic complementarity in a macroeconomic model: policy effects, persistence and multipliers
by Antulio N. Bomfim & Francis X. Diebold - 204 An analysis of the implementation of prompt corrective action
by David S. Jones & Kathleen Kuester King - 203 Megamergers in banking and the use of cost efficiency as an antitrust defense
by Allen N. Berger & David B. Humphrey - 202 Value of latent information: alternative event study methods
by Sankarshan Acharya - 201 Diversification and risk in banking: evidence from ex post returns
by Patrick H. McAllister & Douglas A. McManus - 200 Yields and tax rates on corporate, municipal and industrial bonds: testing market integration and the Miller hypothesis with micro-data
by Leland Crabbe & Christopher M. Turner - 199 The effect of SEC amendments to rule 2A-7 on the commercial paper market
by Leland Crabbe & Mitchell A. Post - 198 Circumstances on which different criteria of estimation can be applied to estimate policy effects
by P.A.V.B. Swamy & J.S. Mehta & Rao N. Singamesetti - 197 Hostile takeovers and expropriation of extramarginal wages: a test
by David Neumark & Steven A. Sharpe - 196 Dividend-price ratios and expected inflation: is there more to the story than the proxy effect?
by Paul H. Kupiec - 195 Labor hoarding when unemployment is a worker discipline device
by Athanasios Orphanides - 194 The timing of stabilizations
by Athanasios Orphanides - 193 The uncertain unit root in real GNP
by Glenn D. Rudebusch - 192 Trading volume and return reversals
by Gregory R. Duffee - 191 Reexamining the relationship between stock returns and stock return volatility
by Gregory R. Duffee - 190 Theory and evidence on reform of the Treasury's auction procedures
by Vincent Reinhart - 189 A market evaluation of the risk-based capital standards for the U.S. financial system
by Lawrence R. Cordell & Kathleen Kuester King - 188 'Distribution free' estimates of efficiency of the U.S. banking industry and tests of the standard distributional assumptions
by Allen N. Berger - 187 Market power and the pricing of mortgage securitization
by John L. Goodman, Jr. & S. Wayne Passmore - 186 Floating ceilings on deposit interest rates
by Patrick H. McAllister - 185 The effect of a rating change on commercial paper outstandings
by Leland Crabbe & Mitchell A. Post - 184 Estimates of the effect of FAS 106 on corporate earnings
by Mark Warshawsky & H. Fred Mittelstaedt & Carrie Cristea - 183 Consumer switching costs, market structure and prices: the theory and its application in the bank deposit market
by Steven A. Sharpe
1991
- 182 Factors contributing to rapid growth in national expenditures on health care
by Mark J. Warshawsky - 181 Securitization, risk, and the liquidity problem in banking
by Allen N. Berger & Gregory F. Udell - 180 Debt buybacks signal sovereign countries' creditworthiness: theory and tests
by Sankarshan Acharya - 179 Maximizing the market value of a firm to choose dynamic policies for managerial hiring, compensation, firing and tenuring
by Sankarshan Acharya - 178 Efficient resolution of moral hazard via capital market: monitoring banks
by Sankarshan Acharya - 177 Value of double leverage, bank holding companies and capital regulation
by Sankarshan Acharya - 176 The profit-concentration relationship in banking
by Allen N. Berger - 175 Can retail depositories fund mortgages profitably?
by Wayne Passmore - 174 The structure of corporate ownership in Japan
by Stephen D. Prowse - 173 Accounting for prediction variance in event studies
by Sally M. Davies - 172 Debt and employment volatility over the business cycle
by Steven A. Sharpe - 171 Debt maturity and the back-to-the-wall theory of corporate finance
by George Fenn & Steven A. Sharpe - 170 Projections of health care expenditures as a share of GNP: actuarial and economic approaches
by Mark J. Warshawsky - 169 The functional relationship between prices and market concentration: the case of the banking industry
by Timothy H. Hannan - 168 Does consumer sentiment affect household spending? If so why?
by Christopher D. Carroll & Jeffrey C. Fuhrer & David W. Wilcox - 167 More on the international similarity of interindustry wage differentials: evidence from the Federal Republic of Germany and the U.S
by Jean Helwege & Joachim Wagner - 166 Noise traders, excess volatility, and securities transaction tax
by Paul Kupiec - 165 Stock market volatility in OECD countries: recent trends, consequences for the real economy, and proposals for reform
by Paul Kupiec - 164 Prudential margin policy in a futures-style settlement system
by George Fenn & Paul Kupiec - 163 Empirical relationships between the total industrial production index and its diffusion indexes
by James E. Kennedy - 162 Corporate medium-term notes
by Leland Crabbe - 161 Cyclical patterns in the variance of economic activity
by Mark W. French & Daniel E. Sichel - 160 Changes in the cost of equity capital for bank holding companies and the effects on raising capital
by James A. Berkovec & J. Nellie Liang - 159 The term structure of interest rates over the business cycle
by Pamela Labadie - 158 The effects of closure policies on bank risk-taking
by Sally M. Davies & Douglas A. McManus - 157 The Globex trading system
by A. Patricia White - 156 The impact of liabilities for retiree health benefits on share prices
by H. Fred Mittelstaedt & Mark Warshawsky - 155 Callable corporate bonds: a vanishing breed
by Lee Crabbe - 154 Monetary policy and credit conditions: evidence from the composition of external finance
by Anil K. Kashyap & Jeremy C. Stein & David W. Wilcox - 153 Sourcing externalities
by Eric J. Bartelsman & Ricardo J. Caballero & Richard K. Lyons - 152 A new test for mean reversion in stock prices
by Gregory R. Duffee - 150 Market-based deposit insurance premiums: an evaluation
by Kathleen A. Kuester & James M. O'Brien - 149 The characteristics of home mortgage debt, 1970-89: trends and implications
by Jack L. Goodman, Jr. & Yana Hudson & Scott Yermish - 148 Prediction techniques for Box-Cox regression models
by Sean Collins - 147 Inferring market power from time-series data: the case of the banking firm
by Timothy H. Hannan & J. Nellie Liang - 146 Equity underwriting risk
by J. Nellie Liang & James M. O'Brien
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
- 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 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 - 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 - 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
1988
- 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 - 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 - 5 Estimating time-varying parameters in a nonlinear multivariate model: inferring changes in expectation behavior over time
by Jeffrey C. Fuhrer - 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 - 4 Age heterogeneity and the Tobin effect with infinite horizons
by William C. Whitesell - 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