Publication:
Staff Reports (Federal Reserve Bank of New York)
1995-2013
Technical working papers intended for publication in leading finance and economics journals. Current staff reports can be found at https://www.newyorkfed.org/research/staff_reports
- 1990s
- Central Bank Independence and Disinflationary Credibility : A Missing Link?, Staff Report 1
- Short-Term Speculators and the Origins of Near-Random-Walk Exchange Rate Behavior, Staff Report 3
- Head and Shoulders : Not Just a Flaky Pattern, Staff Report 4
- Using Option Prices to Estimate Realignment Probabilities in the European Monetary System, Staff Report 5
- An Efficient, Three-Step Algorithm for Estimating Error-Correction Models with an Application to the U.S. Macroeconomy, Staff Report 6
- The Relationship between Government Financial Condition and Expected Tax Rates Reflected in Municipal Bond Yields, Staff Report 7
- Preserving Firm Value through Exit : The Case of Voluntary Liquidations, Staff Report 8
- The Effects of Inflation on Wage Adjustments in Firm-Level Data : Grease or Sand?, Staff Report 9
- Error Correction Mechanisms and Short-Run Expectations, Staff Report 10
- Multiple Ratings and Credit Standards : Differences of Opinion in the Credit Rating Industry, Staff Report 12
- Rational Speculators and Exchange Rate Volatility, Staff Report 13
- Investment, Pass-Through, and Exchange Rates : A Cross-Country Comparison, Staff Report 14
- Housing Demand and Community Choice : An Empirical Analysis, Staff Report 16
- A Three-Factor Econometric Model of the U.S. Term Structure, Staff Report 19
- Technological Diffusion through Trade and Imitation, Staff Report 20
- Rational Bias in Macroeconomic Forecasts, Staff Report 21
- Entry Restrictions, Industry Evolution, and Dynamic Efficiency : Evidence from Commercial Banking, Staff Report 22
- Testing under Non-standard Conditions in Frequency Domain : With Applications to Markov Regime Switching Models of Exchange Rates and the Federal Funds Rate, Staff Report 23
- Foreign Investment Fluctuations and Emerging Market Stock Returns : The Case of Mexico, Staff Report 24
- Language, Learning, and Location, Staff Report 26
- Price Formation and Liquidity in the U.S. Treasury Market : Evidence from Intraday Patterns Around Announcements, Staff Report 27
- Traders' Broker Choice, Market Liquidity and Market Structure, Staff Report 28
- Agency Problems and Risk Taking At Banks, Staff Report 29
- Growth Uncertainty And Risksharing, Staff Report 30
- Identifying Inflation's Grease and Sand Effects in the Labor Market, Staff Report 31
- Option-Implied Probability Distributions and Currency Excess Returns, Staff Report 32
- Regulatory Evaluation of Value-At-Risk Models, Staff Report 33
- Demography, National Savings and International Capital Flows, Staff Report 34
- The Home Market, Trade, and Industrial Structure, Staff Report 35
- Estimation of Cross-Country Differences in Industry Production Functions, Staff Report 36
- How Big Are Potential Welfare Gains from International Sharing?, Staff Report 37
- How Workers Use 401(K) Plans : The Participation, Contribution, and Withdrawal Decisions, Staff Report 38
- Consistent Covariance Matrix Estimation in Probit Models with Autocorrelated Errors, Staff Report 39
- Economic Geography and Regional Production Structure : An Empirical Investigation, Staff Report 40
- Output Fluctuations in the United States : What Has Changed Since the Early 1980s?, Staff Report 41
- Identifying Noise Traders : The Head-And-Shoulders Pattern in U.S. Equities, Staff Report 42
- Soft Exchange Rate Bands and Speculative Attacks : Theory, and Evidence from the ERM, Staff Report 43
- The Dual Impact of Trade : Measuring Its Impact on Imitation and Growth, Staff Report 44
- Structural Change in the Mortgage Market and the Propensity to Refinance, Staff Report 45
- International Trade and American Wages in General Equilibrium, 1967-1995, Staff Report 46
- Employment versus Wage Adjustment and the U.S. Dollar, Staff Report 56
- Skilled Labor-Augmenting Technical Progress in U.S. Manufacturing, Staff Report 47
- The Performance of Investment Newsletters, Staff Report 48
- Implied Mortgage Refinancing Thresholds, Staff Report 49
- Piggy Banks : Financial Intermediaries as a Commitment to Save, Staff Report 50
- Why Did Thrift Goodwill Matter in 1989?, Staff Report 51
- Institutional Affiliation and the Role of Venture Capital : Evidence from Initial Public Offerings in Japan, Staff Report 52
- Trade Inventories, Staff Report 53
- Microeconomic Inventory Adjustment and Aggregate Dynamics, Staff Report 54
- The Consolidation of the Financial Services Industry : Causes, Consequences, and Implications for the Future, Staff Report 55
- What Was the Market's View of U.K. Monetary Policy : Estimating Inflation Risk and Expected Inflation with Indexed Bonds, Staff Report 57
- Are Apparent Findings of Nonlinearity Due to Structural Instability in Economic Time Series?, Staff Report 59
- Competitive Devaluations : A Welfare-Based Approach, Staff Report 58
- Do Investors Mistake a Good Company for a Good Investment?, Staff Report 60
- Nonlinear Risk, Staff Report 61
- Banks' Payments-Driven Revenues, Staff Report 62
- Exchange Rates and Local Labor Markets, Staff Report 63
- U.S. Wages in General Equilibrium : The Effects of Prices, Technology, and Factor Supplies, 1963-1991, Staff Report 64
- Nonlinear Impulse Response Functions, Staff Report 65
- Fluctuations in Confidence and Asymmetric Business Cycles, Staff Report 66
- The Role of Consumption Substitutability in the International Transmission of Shocks, Staff Report 67
- Looking beyond the CEO : Executive Compensation at Banks, Staff Report 68
- Bank Loan Sales : A New Look at the Motivations for Secondary Market Activity, Staff Report 69
- Determinants of Currency Risk Premiums, Staff Report 70
- Structural Estimates of the U.S. Sacrifice Ratio, Staff Report 71
- The Nature and Growth of Vertical Specialization in World Trade, Staff Report 72
- Liquidity in U.S. Fixed Income Markets : A Comparison of the Bid-Ask Spread in Corporate, Government and Municipal Bond Markets, Staff Report 73
- Importing Equality : The Effects of Increased Competition on the Gender Wage Gap, Staff Report 74
- Sunk Costs, Contestability, and the Latent Contract Market, Staff Report 75
- The Term Structure of Announcement Effects, Staff Report 76
- International Trade and Factor Mobility : An Empirical Investigation, Staff Report 81
- Consumption, Aggregate Wealth and Expected Stock Returns, Staff Report 77
- Are There "Bank Effects" in Borrowers' Costs of Funds : Evidence from a Matched Sample of Borrowers and Banks, Staff Report 78
- Explaining Inequality the World Round : Cohort Size, Kuznets Curves, and Openness, Staff Report 79
- Purchasing Power Parity : Three Stakes through the Heart of the Unit Root Null, Staff Report 80
- Heat Waves, Meteor Showers, and Trading Volume : An Analysis of Volatility Spillovers in the U.S. Treasury Market, Staff Report 82
- What Was Behind the M2 Breakdown?, Staff Report 83
- A General Equilibrium Analysis of Check Float, Staff Report 84
- Payment Intermediation and the Origins of Banking, Staff Report 85
- Settlement Risk under Gross and Net Settlement, Staff Report 86
- Nonlinear Time Series Modelling : An Introduction, Staff Report 87
- Does Talk Matter After All : Inflation Targeting and Central Bank Behavior, Staff Report 88
- Assessing the Impact of Short-Sale Constraints on the Gain from International Diversification, Staff Report 89
- Borrower Risk and the Price and Nonprice Terms of Bank Loans, Staff Report 90
- Borders and Business Cycles, Staff Report 91
- What Inventory Behavior Tells Us about Business Cycles, Staff Report 92
- Resurrecting the (C)CAPM : A Cross-Sectional Test When Risk Premia Are Time-Varying, Staff Report 93
- Can World Real Interest Rates Explain Business Cycles in a Small Open Economy?, Staff Report 94
- Bond Market Discipline of Banks : Is the Market Tough Enough?, Staff Report 95
- 2000s
- 2010s
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Although some items are missing and numbering may not be sequential, the full collection for 1996-2013 from the Federal Reserve Bank of New York archives has been added to FRASER. A small number of reports are currently unavailable in digital format. In addition, SR 273 (2007) was withdrawn from the series at the request of the author prior to posting on FRASER.
1995-2013
Federal Reserve Bank of New York
Federal Reserve Bank of New York
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