Publication
Finance and Economics Discussion Series
1987-1995
Board of Governors of the Federal Reserve System staff working papers in the Finance and Economics Discussion Series (FEDS) investigate a broad range of issues in economics and finance, with a focus on the U.S. economy and domestic financial markets.
- 1980s
- Why Random Walk Models of the Term Structure are Hard to Reject, No. 1
- The Stochastic Coefficients Approach to Econometric Modeling: Part I: A Critique of Fixed Coefficients Models, No. 2
- What Do Regressions of Interest Rates on Deficits Imply?, No. 3
- Age Heterogeneity and the Tobin Effect With Infinite Horizons, No. 4
- Estimating Time-Varying Parameters in a Nonlinear Multivariate Model: Inferring Changes in Expectation Behavior Over Time, No. 5
- An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment, No. 6
- Long Memory and Persistence in Aggregate Output, No. 7
- Post-Deregulation Deposit Rate Pricing: The Multivariate Dynamics, No. 8
- State Space Modeling of Time Series: A Review Essay, No. 9
- Aggregate Debt and Wealth: The Significance of the Bequest Motive, No. 10
- The Equity Premium and Time-Varying Risk Behavior, No. 11
- Discount Rate Policy and Alternative Federal Reserve Operating Procedures in a Rational Expectations Setting, No. 12
- Floating Rate Loan Contracts and Monetary Policy, No. 13
- Combination Monetary Policies in a Disaggregated Economy with Endogenous Wage Indexation, No. 14
- Modeling Buffer Stock Money - An Appraisal, No. 15
- Asymptotic Consistency and Normality of Least Absolute Deviations Applied to Seemingly Unrelated Regression Systems, No. 16
- Research and Development with Asymmetric Firm Sizes, No. 17
- On a Problem in Identifying Linear Parametric Models, No. 18
- On the Solution of Dynamic Linear Rational Expectations Models, No. 19
- New Banking Powers: A Portfolio Analysis of Bank Investment in Real Estate, No. 20
- Optimal Monetary Policy and Alternative Wage Indexation Schemes in a Model with Interest-Sensitive Labor Supply, No. 21
- Price Smoothing, Intermediate Monetary Targeting, and Price Level Non-Trend-Stationarity, No. 22
- The Price-Concentration Relationship in Banking, No. 23
- The Use of High-Frequency Data in Model-Based Forecasting at the Federal Reserve Board, No. 24
- Learning About Monetary Regime Shifts in an Overlapping Wage Contract Model, No. 25
- Dynamic Price Competition and the Theory of Contestable Markets, No. 26
- A Theory of Credit Rationing and the Maturity Structure of Debt, No. 27
- On a Problem in Identifying Linear Parametric Models, No. 28
- Does Marriage Really Make Men More Productive?, No. 29
- The Stochastic Coefficients Approach to Economic Modeling: Part II: Description and Motivation, No. 30
- "Animal Spirits" in Consumer Expectations: Filtering the Information in Consumer Survey Expectations, No. 31
- Efficiency Wages, Inter-Industry Wage Differentials, and the Returns to Ability, No. 32
- Efficiency and Equity of a Gasoline Tax Increase, No. 33
- Market Failure and Resource Use: Economic Incentives to Use Different Payment Instruments, No. 34
- Risk-Based Capital and Off-Balance Sheet Activities, No. 35
- Loan Commitments and Bank Risk Exposure, No. 36
- Imperfect Information, Adverse Selection, and Interest Rate Sluggishness in the Pricing of Bank Credit Cards, No. 37
- Determinants of Household Check Writing: The Impacts of the Use of Electronic Banking Services and Alternative Pricing of Checking Services, No. 38
- Bringing New Issues to Market: A Theory of Underwriting, No. 39
- Ex Ante Turning Point Forecasting with the Composite Leading Index, No. 40
- Random Walks Versus Fractional Integration: Power Comparisons of Scalar and Joint Tests of the Variance-Time Function, No. 41
- Conditional Heteroskedasticity in the Market Model, No. 42
- Borrowed Reserves Targeting and Nominal Income Smoothing, No. 43
- Loan Commitments and Optimal Monetary Policy, No. 44
- The Algebra of I(1), No. 45
- The Stochastic Coefficients Approach to Econometric Modeling: Part III: Estimation, Stability Testing, and Prediction, No. 46
- Wage Indexation in a Multisector Economy, No. 47
- Deposit Pricing, Bank Market Structure, and Welfare with Cost-Minimizing Consumers, No. 48
- Unit Roots in Economic Time Series: A Selective Survey, No. 49
- After-Hours Stock Prices and Post-Crash Hangovers, No. 50
- Collateral, Loan Quality, and Bank Risk, No. 51
- Market Structure and the Nature of Price Rigidity: Evidence from the Market for Consumer Deposits, No. 52
- Initial Margin Requirements and Stock Returns Volatility: Another Look, No. 53
- Underpricing of Seasoned Issues: The Case of US Treasury Bills, No. 54
- Forecasting Australian Monetary Aggregates, No. 55
- The Use of Survey Data in Forecasting Business Fixed Investment, No. 56
- Is Consumption Too Smooth? Long Memory and the Deaton Paradox, No. 57
- The Adequacy of Funding of Private Defined Benefit Pension Plans, No. 58
- Price Rigidity and Market Structure: Theory and Evidence from the Banking Industry, No. 59
- Discrimination in Consumer Lending, No. 60
- The Simple Microanalytics of Payments System Risk, No. 61
- A Survey of Exchange-Trade Basket Instruments, No. 62
- The Impact of Bank Regulatory Requirements on Large Corporate Lending, No. 63
- Returns to Bidders and Targets in the Acquisition Process: Evidence from the Banking Industry, No. 64
- Loan Commitments and Bank Risk Exposure, No. 65
- Capital Structure, Bankruptcy Costs, and Firm-Specific Human Capital, No. 66
- Bank Equity Values, Bank Risk, and the Implied Market Values of Banks' Assets and Liabilities, No. 67
- Systematic Risk, Market Structure and Entry Barriers, No. 68
- Microeconomic Sources of Beta Risk Instability, No. 69
- Asymmetric Information, Bank Lending, and Implicit Contracts: A Stylized Model of Customer Relationships, No. 70
- A Theory of Credit Rationing and the Maturity Structure of Debt, No. 71
- Tolerance-Width Groupings for Editing Banking Deposits Data: An Analysis of Variance of Variances, No. 72
- The Impact of Technology Adoption on Market Structure, No. 73
- Dynamics of Market Concentration, No. 74
- Sectoral and Aggregate Shocks to Industrial Output in Germany, Japan and Canada, No. 75
- Postretirement Health Benefit Plans: Costs and Liabilities for Private Employers, No. 76
- Coherent Methods of Estimating Technical Progress, No. 77
- The Causes of Financial Instability, No. 78
- The Effect of Bayesian Priors on the Moving-Average Representation of Vector Autoregressions, No. 79
- Forecast Combination and Encompassing: Reconciling Two Divergent Literatures, No. 80
- Nonparametric Exchange Rate Prediction?, No. 81
- Corporate Structure, Liquidity and Investment: Evidence from Japanese Industrial Groups, No. 82
- Foundations of the Structure-Conduct-Performance Paradigm in Banking, No. 83
- A Reconciliation of Flow of Funds and Commerce Department Statistics on U.S. International Transactions and Foreign Investment Position, No. 84
- Some Red Flags Concerning Market Value Accounting, No. 85
- Bank Monitoring and Investment: Evidence from the Changing Structure of Japanese Corporate Banking Relationships, No. 86
- Do Firms Differ Much?, No. 87
- Are Real Estate Specializing Depositories Viable? The Evidence from Commercial Banks, No. 88
- Monetary Policy Rules and the Indicator Properties of Asset Prices, No. 89
- Forecasting Output with the Composite Leading Index: An Ex Ante Analysis, No. 90
- Animal Spirits, Margin Requirements and Stock Price Volatility, No. 91
- Real Exchange Rates, Sectoral Shifts, and Aggregate Unemployment, No. 92
- The National Survey of Small Business Finances: Description and Preliminary Evaluation, No. 93
- The Stability of Wicksell's Monetary Policy Rule, No. 94
- Futures Margins and Stock Price Volatility: Is There Any Link?, No. 95
- Co-Integration: Is It a Property of the Real World?, No. 96
- On the Use of Variance Ratios in the Analysis of Nonstationary Time Series, No. 97
- Bank Equity Values, Bank Risk, and the Implied Market Value of Banks' Assets, Liabilities and Deposit Insurance, No. 98
- The Long and Short of Industrial Strength Pricing, No. 99
- How Common is Identification in Parametric Models?, No. 100
- The Evolution of the Thrift Industry Crisis, No. 101
- Sectoral Shifts and Interindustry Wage Differentials, No. 102
- 1990s
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1987-1995
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