Publication:
Working Papers (Federal Reserve Bank of Atlanta)
1995-2019
The Research Department of the Federal Reserve Bank of Atlanta publishes a working paper series to convey the research of staff economists and visiting scholars and stimulate professional discussion and exploration of economic and financial subjects.
- 1990s
- European Monetary Union : Evidence from Structural VARs, Working Paper 95-1
- Insider Trading and the Problem of Corporate Agency, Working Paper 95-2
- Political Party Negotiations Income Distribution and Endogenous Growth, Working Paper 95-3
- Information Quality Performance Measurement and Security Demand in Rational Expectations Economics, Working Paper 95-4
- Collusion in Uniform-Price Auctions : Experimental Evidence and Implications for Treasury Auctions, Working Paper 95-5
- Error Bands for Impulse Responses, Working Paper 95-6
- Identifying Monetary Policy in a Small Open Economy under Flexible Exchange Rates, Working Paper 95-7
- Bankruptcy Law Capital Allocation and Aggregate Effects : A Dynamic Heterogeneous Agent Model with Incomplete Markets, Working Paper 95-8
- Clearinghouse Access and Bank Runs : Comparing New York and Chicago during the Panic of 1907, Working Paper 95-9
- Fiscal and Monetary Policy Interactions In an Endogenous Growth Model with Financial Intermediaries, Working Paper 95-10
- On the Efficiency of Cash Settlement, Working Paper 95-11
- The Implied Volatility of U.S. Interest Rates : Evidence from Callable U.S. Treasuries, Working Paper 95-12
- Empirical Tests of Two State-Variable HJM Models, Working Paper 95-13
- Off-Farm Income and Risk Reduction in Agriculture : When Does It Matter?, Working Paper 95-14
- An Intertemporal Model of Consumption and Portfolio Allocation, Working Paper 95-15
- Rational Expectations Equilibrium in an Economy with Segmented Capital Asset Markets, Working Paper 95-16
- Index Arbitrage and Nonlinear Dynamics Between the S&P 500 Futures and Cash, Working Paper 95-17
- Financial Market Breakdown Due to Strategy Constraints and Information Asymmetry, Working Paper 95-18
- Asymmetric Information about Volatility and Option Markets, Working Paper 95-19
- Nonaddictive Habit Formation and the Equity Premium Puzzle, Working Paper 96-1
- Applying Economic Restrictions to Foreign Exchange Rate Dynamics : Spot Rates, Futures, and Options, Working Paper 96-2
- Suspension of Payments, Bank Failures and the Nonbank Public's Losses, Working Paper 96-3
- An Endogenous Growth Model of Money, Banking, and Financial Repression, Working Paper 96-4
- Estimation of Risk-Neutral and Statistical Densities by Hermite Polynomial Approximation, Working Paper 96-5
- The Impact of a Dealer's Failure on OTC Derivatives Market Liquidity during Volatile Periods, Working Paper 96-6
- Emerging Debt and Equity Markets : An Exploratory Investigation of Integration Using Daily Data, Working Paper 96-7
- Identification, Vector Autoregression, and Block Recursion, Working Paper 96-8
- Pricing and Hedging Index Options under Stochastic Volatility : An Empirical Examination, Working Paper 96-9
- Payment System Settlement and Bank Incentives, Working Paper 96-10
- Endogenous Term Premia and Anomalies in the Term Structure of Interest Rates : Explaining the Predictability Smile, Working Paper 96-11
- Testing Term Structure Estimation Methods, Working Paper 96-12a
- Bayesian Methods for Dynamic Multivariate Models, Working Paper 96-13
- The Information Content of Financial Aggregates in Australia, Working Paper 96-14
- Specifying a Consistent Joint Maximum-Likelihood (JMLE) Approach to Testing Bond Models, Working Paper 96-15
- Price Reactions to Public Announcements, Working Paper 96-16
- MLE Is Alive and Well in the Financial Markets, Working Paper 96-17
- Are There Optimal Multiple Reserve Requirements?, Working Paper 96-18
- Corporate Hedging in the Insurance Industry : The Use of Financial Derivatives by U.S. Insurers, Working Paper 96-19
- Credible Monetary Policy with Long-Lived Agents : Recursive Approaches, Working Paper 96-20
- Pricing S&P 500 Index Options Using a Hilbert Space Basis, Working Paper 96-21
- Exchange Rate Pass-through and the Role of International Distribution Channels, Working Paper 96-22
- Callable U.S. Treasury Bonds : Optimal Calls, Anomalies, and Implied Volatilities, Working Paper 97-1
- Insider Trading, Costly Monitoring, and Managerial Incentives, Working Paper 97-2
- The Cost of Doing Business Abroad and International Capital Market Equilibrium, Working Paper 97-3
- A General Equilibrium Analysis of Check Float, Working Paper 97-4
- Is the Male Marriage Premium Due to Selection? : The Effect of Shotgun Weddings on the Return to Marriage, Working Paper 97-5a
- Interest Rate Swaps and Economic Exposure, Working Paper 97-6
- Trends in Velocity and Policy Expectations, Working Paper 97-7
- Financial Aggregates as Conditioning Information for Australian Output and Inflation, Working Paper 97-8
- A Closed Form GARCH Option Pricing Model, Working Paper 97-9
- Spline Methods for Extracting Interest Rate Curves from Coupon Bond Prices, Working Paper 97-10
- Normalization, Probability Distribution, and Impulse Responses, Working Paper 97-11
- Derivatives and Corporate Risk Management : Participation and Volume Decisions in the Insurance Industry, Working Paper 97-12
- The Elasticity of Interest Rate Volatility : Chan, Karolyi, Longstaff, and Sanders Revisited, Working Paper 97-13a
- Macroeconomic Fluctuations in Europe : Demand or Supply, Permanent or Temporary?, Working Paper 97-14
- A Transitional Analysis of the Welfare Cost of Inflation, Working Paper 97-15
- Financial Fragility and the Exchange Rate Regime, Working Paper 97-16
- Jump Risk, Time-Varying Risk Premia, and Technical Trading Profits, Working Paper 97-17
- A Public Finance Analysis of Multiple Reserve Requirements, Working Paper 98-1
- On Government Credit Programs, Working Paper 98-2
- Determinants of Recent Immigrants' Locational Choices, Working Paper 98-3
- The Effects of Official English Laws on Limited-English-Proficient Workers, Working Paper 98-4a
- Demandable Debt as a Means of Payment : Banknotes versus Checks, Working Paper 98-5
- The Long-Run Real Effects of Monetary Policy : Keynesian Predictions from a Neoclassical Model, Working Paper 98-6
- Voluntary Disclosure under Imperfect Competition : Experimental Evidence, Working Paper 98-7
- Institutional Investors, Analyst Following, and the January Anomaly, Working Paper 98-8
- Bid-Ask Spreads in Multiple Dealer Settings : Some Experimental Evidence, Working Paper 98-9
- Financial Crises in Emerging Markets : A Canonical Model, Working Paper 98-10
- The Asian Liquidity Crisis, Working Paper 98-11
- Does Monetary Policy Generate Recessions?, Working Paper 98-12
- Stochastic Trends and Cointegration in the Market for Equities, Working Paper 98-13
- Time-Varying Volatility in Canadian and U.S. Stock Index and Index Futures Markets : A Multivariate Analysis, Working Paper 98-14
- Endogenous Market Structures and Financial Development, Working Paper 98-15
- Costly Intermediation and the Big Push, Working Paper 98-16
- Uncertain Litigation Cost and Seller Behavior : Evidence from an Auditing Game, Working Paper 98-17
- The Effects of Subject Pool and Design Experience on Rationality in Experimental Asset Markets, Working Paper 98-18
- Fiscal Competition and Reality : A Time Series Approach, Working Paper 98-19
- Preference-Free Option Pricing with Path-Dependent Volatility : A Closed-Form Approach, Working Paper 98-20
- Real-Time Gross Settlement and the Costs of Immediacy, Working Paper 98-21a
- Conditional Forecasts in Dynamic Multivariate Models, Working Paper 98-22
- An Experimental Study of Circuit Breakers : The Effects of Mandated Market Closures and Temporary Halts on Market Behavior, Working Paper 99-1
- Heterogeneity and the Welfare Cost of Dynamic Factor Taxes, Working Paper 99-2
- Improving Forecasts of the Federal Funds Rate in a Policy Model, Working Paper 99-3
- The Effect of Forecast Bias on Market Behavior : Evidence from Experimental Asset Markets, Working Paper 99-4
- Efficiency in Index Options Markets and Trading in Stock Baskets, Working Paper 99-5
- Barriers to International Capital Flows : Who Should Erect Them and How Big Should They Be?, Working Paper 99-6
- Concentrated Shareholdings and the Number of Outside Analysts, Working Paper 99-7
- Expected Stock Returns and Volatility in a Production Economy : A Theory and Some Evidence, Working Paper 99-8
- Does It Take Two? : The Effect of Partners' Characteristics on Teenage Pregnancy, Working Paper 99-9a
- Settlement Risk under Gross and Net Settlement, Working Paper 99-10a
- Payment Intermediation and the Origins of Banking, Working Paper 99-11
- Financial Regulatory Structure and the Resolution of Conflicting Goals, Working Paper 99-12
- Prior Parameter Uncertainty : Some Implications for Forecasting and Policy Analysis with VAR Models, Working Paper 99-13
- Portable Random Number Generators, Working Paper 99-14
- Liquidity Crises in Emerging Markets : Theory and Policy, Working Paper 99-15
- Why Didn't the United States Establish a Central Bank until after the Panic of 1907?, Working Paper 99-16
- Consumption and Asset Prices with Homothetic Recursive Preferences, Working Paper 99-17
- Consumption and Asset Prices with Recursive Preferences : Continuous-Time Approximations to Discrete-Time Models, Working Paper 99-18
- A Public Finance Analysis of Multiple Reserve Requirements, Working Paper 99-19
- A Discrete-Time Two-Factor Model for Pricing Bonds and Interest Rate Derivatives under Random Volatility, Working Paper 99-20
- Quantifying the Half-Life of Deviations from PPP : The Role of Economic Priors, Working Paper 99-21
- Modest Policy Interventions, Working Paper 99-22
- The Informativeness of Stochastic Frontier and Programming Frontier Efficiency Scores : Cost Efficiency and Other Measures of Bank Holding Company Performance, Working Paper 99-23
- 2000s
- Explaining Changes in the Age Distribution of Displaced Workers, Working Paper 2000-1
- Decentralized Production and Public Liquidity with Private Information, Working Paper 2000-2
- A Gibbs Simulator for Restricted VAR Models, Working Paper 2000-3
- The Effect of Medicaid Eligibility Expansions on Births, Working Paper 2000-4
- A Simultaneous Equations Analysis of Analysts' Forecast Bias and Institutional Ownership, Working Paper 2000-5
- An Analysis of Japanese Stock Return Dynamics Conditional on U.S. Monday Holiday Closures, Working Paper 2000-6
- Technology and Job Retention among Young Adults, 1980-98, Working Paper 2000-7
- Likelihood-Preserving Normalization in Multiple Equation Models, Working Paper 2000-8
- If at First You Don't Succeed : An Experimental Investigation of the Impact of Repitition Options on Corporate Takeovers, Working Paper 2000-9
- Corporate Board Composition, Protocols, and Voting Behavior : Experimental Evidence, Working Paper 2000-10
- Closing the Question on the Continuation of Turn-of-the-Month Effects : Evidence from the S&P 500 Index Futures Contract, Working Paper 2000-11
- Determinants of Immigrant Selectivity and Skills, Working Paper 2000-12a
- Does Family Structure Affect Children's Educational Outcomes?, Working Paper 2000-13a
- Financial Matchmakers in Credit Markets with Heterogeneous Borrowers, Working Paper 2000-14
- The CLS Bank : A Solution to the Risks of International Payments Settlement?, Working Paper 2000-15a
- Barriers to International Capital Flows : When, Why, How Big, and for Whom?, Working Paper 2000-16
- Government Financing in an Endogenous Growth Model with Financial Market Restrictions, Working Paper 2000-17
- Bank Capital Structure, Regulatory Capital, and Securities Innovations, Working Paper 2000-18
- Assessing Simple Policy Rules : A View from a Complete Macro Model, Working Paper 2000-19
- Derivatives on Volatility : Some Simple Solutions Based on Observables, Working Paper 2000-20
- The Determinants of the Flow of Funds of Managed Portfolios : Mutual Funds versus Pension Funds, Working Paper 2000-21
- A Theory of Transactions Privacy, Working Paper 2000-22
- The Use of Accruals to Manage Reported Earnings : Theory and Evidence, Working Paper 2000-23
- Subordinated Debt and Bank Capital Reform, Working Paper 2000-24
- Managing the Risk of Loans with Basis Risk : Sell, Hedge, or Do Nothing?, Working Paper 2000-25
- Has Monetary Policy Been So Bad That It Is Better to Get Rid of It? : The Case of Mexico, Working Paper 2000-26
- Asymmetric Shocks among U.S. States, Working Paper 2000-27
- Inflation, Trade Frictions, and Productive Activity in a Multiple-Matching Model of Money, Working Paper 2000-28
- Self-Selection among Undocumented Immigrants from Mexico, Working Paper 2001-1
- Does Science Discriminate against Women? : Evidence from Academia, 1973–97, Working Paper 2001-2
- Forces That Shape the Yield Curve : Parts 1 and 2, Working Paper 2001-3
- Is There Discrimination in Mortgage Pricing? : The Case of Overages, Working Paper 2001-4a
- Immediate Disclosure or Secrecy? : The Release of Information in Experimental Asset Markets, Working Paper 2001-5
- The Effect of Credit Scoring on Small Business Lending in Low- and Moderate-Income Areas, Working Paper 2001-6
- Gender Differences in Salary and Promotion for Faculty in the Humanities, 1977-95, Working Paper 2001-7
- A Generalized Method for Detecting Abnormal Returns and Changes in Systematic Risk, Working Paper 2001-8
- The Diffusion of Financial Innovations : An Examination of the Adoption of Small Business Credit Scoring by Large Banking Organizations, Working Paper 2001-9
- The Effect of the Common Bond and Membership Expansion on Credit Union Risk, Working Paper 2001-10
- Sub-Debt Yield Spreads as Bank Risk Measures, Working Paper 2001-11
- Employment of Women and Demand-Side Forces, Working Paper 2001-12
- Bank Failures in Banking Panics : Risky Banks or Road Kill?, Working Paper 2001-13
- Family Structure and Sex Differences in Postdisplacement Outcomes, Working Paper 2001-14
- Star Power : The Effect of Morningstar Ratings on Mutual Fund Flows, Working Paper 2001-15
- Private International Debt with Risk of Repudiation, Working Paper 2001-16a
- Permanent Income and Transitory Variation in Investment and Output, Working Paper 2001-17
- Transferability, Finality, and Debt Settlement, Working Paper 2001-18b
- Do Amnesty Programs Encourage Illegal Immigration? : Evidence from the Immigration Reform and Control Act (IRCA), Working Paper 2001-19
- Stability of Steady States in a Model of Pleasant Monetarist Arithmetic, Working Paper 2001-20
- Rational Exuberance : The Fundamentals of Pricing Firms, from Blue Chip to 'Dot Com', Working Paper 2001-21
- Comparing New Keynesian Models of the Business Cycle : A Bayesian Approach, Working Paper 2001-22b
- Comparing Dynamic Equilibrium Economies to Data : A Bayesian Approach, Working Paper 2001-23a
- Minimum-Variance Kernels, Economic Risk Premia, and Tests of Multi-beta Models, Working Paper 2001-24
- Measures of the Riskiness of Banking Organizations : Subordinated Debt Yields, Risk-Based Capital, and Examination Ratings, Working Paper 2001-25
- The Price of Inflation and Foreign Exchange Risk in International Equity Markets, Working Paper 2001-26
- Socially Excessive Bankruptcy Costs and the Benefits of Interest Rate Ceilings on Loans, Working Paper 2001-27
- Race, Internet Usage, and E-Commerce, Working Paper 2002-1
- How Important Are Capital and Total Factor Productivity for Economic Growth?, Working Paper 2002-2a
- Stock Implied Volatility, Stock Turnover, and the Stock-Bond Return Relation, Working Paper 2002-3a
- Nominal and Real Disturbances and Money Demand in the Chinese Hyperinflation, Working Paper 2002-4
- Human Capital and Economic Development, Working Paper 2002-5
- Credit Scoring and the Availability, Price, and Risk of Small Business Credit, Working Paper 2002-6
- International Money and Common Currencies in Historical Perspective, Working Paper 2002-7
- Evaluating Wall Street Journal Survey Forecasters : A Multivariate Approach, Working Paper 2002-8a
- The Impact of Welfare Reform on Marriage and Divorce, Working Paper 2002-9
- Gender and the Internet, Working Paper 2002-10
- Trade and the Skill Premium in Developing Countries : The Role of Intermediate Goods and Some Evidence from Peru, Working Paper 2002-11
- Empirical Studies of Financial Innovation : Lots of Talk, Little Action?, Working Paper 2002-12
- Winter Blues : A SAD Stock Market Cycle, Working Paper 2002-13a
- Priors from General Equilibrium Models for VARs, Working Paper 2002-14a
- Are Stocks in New Industries Like Lottery Tickets?, Working Paper 2002-15
- Emerging Market Liberalization and the Impact on Uncovered Interest Rate Parity, Working Paper 2002-16
- The Rise in Comovement across National Stock Markets : Market Integration or IT Bubble?, Working Paper 2002-17a
- Subordinated Debt and Prompt Corrective Regulatory Action, Working Paper 2002-18
- Modest Policy Interventions, Working Paper 2002-19
- Country versus Region Effects in International Stock Returns, Working Paper 2002-20b
- A Dynamic Model with Vertical Specialization, Credit Chains, and Incomplete Enforcement, Working Paper 2002-21
- Forecasting Using Relative Entropy, Working Paper 2002-22
- A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns, Working Paper 2002-23b
- Bubbles in Experimental Asset Markets : Irrational Exuberance No More, Working Paper 2002-24
- Circuit Breakers with Uncertainty about the Presence of Informed Agents : I Know What You Know . . . I Think, Working Paper 2002-25
- Asset Prices and Informed Traders' Abilities : Evidence from Experimental Asset Markets, Working Paper 2002-26
- Identifying Business Cycle Turning Points in Real Time, Working Paper 2002-27
- Forecasting Brazilian Output in the Presence of Breaks : A Comparison of Linear and Nonlinear Models, Working Paper 2002-28
- Incorporating Insurance Rate Estimates and Differential Mortality into Net Marginal Social Security Tax Rate Calculations, Working Paper 2002-29
- Why Choose Women's Work If It Pays Less? : A Structural Model of Occupational Choice, Working Paper 2002-30
- The Major Supervisory Initiatives Post-FDICIA : Are They Based on the Goals of PCA? Should They Be?, Working Paper 2002-31
- Redistribution and Fiscal Policy, Working Paper 2002-32a
- Payments Settlement under Limited Enforcement : Private versus Public Systems, Working Paper 2002-33
- Asset Allocation and Section 529 Plans, Working Paper 2003-1
- Does Immigration Affect Wages? : A Look at Occupation-Level Evidence, Working Paper 2003-2a
- Does the Beige Book Move Financial Markets?, Working Paper 2003-3
- Stare Down the Barrel and Center the Crosshairs : Targeting the Ex Ante Equity Premium, Working Paper 2003-4
- Playing the Field : Geomagnetic Storms and the Stock Market, Working Paper 2003-5b
- Dynamic Strategies, Asset Pricing Models, and the Out-of-Sample Performance of the Tangency Portfolio, Working Paper 2003-6
- The Present-Value Model of the Current Account Has Been Rejected : Round Up the Usual Suspects, Working Paper 2003-7a
- Firm-Level Evidence on International Stock Market Comovement, Working Paper 2003-8
- Are Treasury Inflation Protected Securities Really Tax Disadvantaged?, Working Paper 2003-9a
- Race, Wages, and Assimilation among Cuban Immigrants, Working Paper 2003-10
- Which Industries Are the Best Employers for Women? : An Application of a New Equal Employment Opportunity Index, Working Paper 2003-11
- What's in a Name? An Experimental Examination of Investment Behavior, Working Paper 2003-12
- An Experimental Examination of the House Money Effect in a Multi-Period Setting, Working Paper 2003-13
- Impacts of Priors on Convergence and Escapes from Nash Inflation, Working Paper 2003-14
- Money and Prices in Models of Bounded Rationality, Working Paper 2003-15
- Policy Interaction, Expectations, and the Liquidity Trap, Working Paper 2003-16
- Discussion of Evans and Honkapohja, "Policy Interaction, Expectations, and the Liquidity Trap", Working Paper 2003-17
- Learning about Monetary Policy Rules when Long-Horizon Expectations Matter, Working Paper 2003-18
- Discussion of Preston, "Learning about Monetary Policy Rules when Long-Horizon Expectations Matter", Working Paper 2003-19
- Did the Great Inflation Occur Despite Policymaker Commitment to a Taylor Rule?, Working Paper 2003-20
- Inflation Scares and Forecast-Based Monetary Policy, Working Paper 2003-21
- Irrational Expectations and Econometric Practice Discussion of Orphanides and Williams, "Inflation Scares and Forecast-Based Monetary Policy", Working Paper 2003-22
- Learning and Monetary Policy Shifts, Working Paper 2003-23
- Modest Policy Interventions, Working Paper 2003-24
- Drifts and Volatilities : Monetary Policies and Outcomes in the Post WWII U.S., Working Paper 2003-25
- Discussion of Cogley and Sargent's "Drifts and Volatilities : Monetary Policy and Outcomes in the Post WWII U.S.", Working Paper 2003-26
- Comparing Solution Methods for Dynamic Equilibrium Economies, Working Paper 2003-27
- Choosing the Best Volatility Models : The Model Confidence Set Approach, Working Paper 2003-28
- Bulk Commodities and the Liverpool and London Markets of the Mid-19th Century, Working Paper 2003-29a
- Comparing New Keynesian Models in the Euro Area : A Bayesian Approach, Working Paper 2003-30a
- Optimal Fear of Floating : The Role of Currency Mismatches and Fiscal Constraints, Working Paper 2003-31
- Using the Kalman Filter to Smooth the Shocks of a Dynamic Stochastic General Equilibrium Model, Working Paper 2003-32
- Female Labor Force Intermittency and Current Earnings : A Switching Regression Model with Unknown Sample Selection, Working Paper 2003-33
- Some Results on the Solution of the Neoclassical Growth Model, Working Paper 2003-34
- Home Bias in Financial Markets : Robust Satisficing with Info Gaps, Working Paper 2003-35
- Does Opening a Stock Exchange Increase Economic Growth?, Working Paper 2003-36
- The Economics of International Monies, Working Paper 2003-37
- The Ups and Downs of Jobs in Georgia : What Can We Learn about Employment Dynamics from State Administrative Data?, Working Paper 2003-38
- Reserve Requirements, Bank Runs, and Optimal Policies in Small Open Economies, Working Paper 2003-39
- Stabilization Programs and Policy Credibility : Peru in the 1990s, Working Paper 2003-40
- The Influence of Year-End Bonuses on Colorectal Cancer Screening, Working Paper 2003-41
- New York and the Politics of Central Banks, 1781 to the Federal Reserve Act, Working Paper 2003-42
- The Call Loan Market in the U.S. Financial System Prior to the Federal Reserve System, Working Paper 2003-43
- Estimating Nonlinear Dynamic Equilibrium Economies : A Likelihood Approach, Working Paper 2004-1
- Gender Differences in Information Technology Usage : A U.S.-Japan Comparison, Working Paper 2004-2
- Estimating Dynamic Equilibrium Economies : Linear versus Nonlinear Likelihood, Working Paper 2004-3
- Emerging Competition and Risk-Taking Incentives at Fannie Mae and Freddie Mac, Working Paper 2004-4
- Common Trends and Common Cycles in Canada : Who Knew So Much Has Been Going On?, Working Paper 2004-5a
- Volatility Forecasts, Trading Volume, and the ARCH versus Option-ImpliedVolatility Trade-off, Working Paper 2004-6
- Examining Contributions to Core Consumer Inflation Measures, Working Paper 2004-7
- Winter Blues and Time Variation in the Price of Risk, Working Paper 2004-8
- Along the New Keynesian Phillips Curve with Nominal and Real Rigidities, Working Paper 2004-9
- What Are the Consequences of an Amnesty for Undocumented Immigrants?, Working Paper 2004-10
- Can Capital-Skill Complementarity Explain the Rising Skill Premium in Developing Countries? : Evidence from Peru, Working Paper 2004-11
- Job Separation Behavior of Welfare Recipients : Results from a Unique Case Study, Working Paper 2004-12
- Normalization in Econometrics, Working Paper 2004-13
- Were There Regime Switches in U.S. Monetary Policy?, Working Paper 2004-14
- MCMC Method for Markov Mixture Simultaneous-Equation Models : A Note, Working Paper 2004-15
- The Impact of 9/11 on Hours of Work in the United States, Working Paper 2004-16a
- Factor Returns, Institutions, and Geography : A View From Trade, Working Paper 2004-17
- Money Is Privacy, Working Paper 2004-18
- Wage Gains among Job Changers across the Business Cycle : Insight from State Administrative Data, Working Paper 2004-19
- Analyzing Imputed Financial Data : A New Approach to Cluster Analysis, Working Paper 2004-20
- Understanding 401(k) Plans, Working Paper 2004-21
- Shocks and Government Beliefs : The Rise and Fall of American Inflation, Working Paper 2004-22
- Resolving Large Financial Intermediaries : Banks Versus Housing Enterprises, Working Paper 2004-23a
- Agency Problems and Goal Conflicts, Working Paper 2004-24
- Employment Growth and Labor Force Participation : How Many Jobs Are Enough?, Working Paper 2004-25
- Fussing and Fuming over Fannie and Freddie : How Much Smoke, How Much Fire?, Working Paper 2004-26
- Convergence Properties of the Likelihood of Computed Dynamic Models, Working Paper 2004-27
- Trading Institutions and Price Discovery : The Cash and Futures Markets for Crude Oil, Working Paper 2004-28
- The Role of Social Capital in the Remittance Decisions of Mexican Migrants from 1969 to 2000, Working Paper 2004-29
- Optimal Minimum Wage in a Competitive Economy, Working Paper 2004-30
- Income and Education of the States of the United States : 1840–2000, Working Paper 2004-31
- Debt Maturity, Risk, and Asymmetric Information, Working Paper 2004-32
- Tax Policy Design in the Presence of Social Preferences : Some Experimental Evidence, Working Paper 2004-33
- Human Capital and Economic Development, Working Paper 2004-34
- The "Risk-Adjusted" Price-Concentration Relationship in Banking, Working Paper 2004-35
- Investment Opportunity Set, Product Mix, and the Relationship between Bank CEO Compensation and Risk-Taking, Working Paper 2004-36
- On the Fit and Forecasting Performance of New Keynesian Models, Working Paper 2004-37
- Policy Predictions If the Model Doesn't Fit, Working Paper 2004-38
- On the Solution of the Growth Model with Investment-Specific Technological Change, Working Paper 2004-39
- Identifying the New Keynesian Phillips Curve, Working Paper 2005-1a
- Testing the Significance of Calendar Effects, Working Paper 2005-2
- Do Free Trade Agreements Actually Increase Members' International Trade?, Working Paper 2005-3
- Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-beta Models, Working Paper 2005-4
- Hedging, Financing, and Investment Decisions : A Simultaneous Equations Framework, Working Paper 2005-5
- Aggregate Unemployment in Krusell and Smith's Economy : A Note, Working Paper 2005-6
- The Model Confidence Set, Working Paper 2005-7a
- Fiscal Policy and Minimum Wage for Redistribution : An Equivalence Result, Working Paper 2005-8
- A, B, C's (and D's) for Understanding VARs, Working Paper 2005-9
- Small Business Credit Scoring and Credit Availability, Working Paper 2005-10
- Earnings on the Information Technology Rollercoaster : Insight from Matched Employer-Employee Data, Working Paper 2005-11
- Market Imperfections, Working Paper 2005-12
- Asset-Pricing Models and Economic Risk Premia : A Decomposition, Working Paper 2005-13
- Health Insurance and Tax Policy, Working Paper 2005-14
- Housing and the Macroeconomy : The Role of Implicit Guarantees for Government-Sponsored Enterprises, Working Paper 2005-15
- The Big Problem of Large Bills : The Bank of Amsterdam and the Origins of Central Banking, Working Paper 2005-16
- When the Shoe Is on the Other Foot : Experimental Evidence on Evaluation Disparities, Working Paper 2005-17
- What's Up with the Decline in Female Labor Force Participation?, Working Paper 2005-18
- Credit and Identity Theft, Working Paper 2005-19
- Capital-Skill Complementarity and Inequality : A Sensitivity Analysis, Working Paper 2005-20
- Housing, Portfolio Choice, and the Macroeconomy, Working Paper 2005-21
- Freshman Learning Communities, College Performance, and Retention, Working Paper 2005-22
- Trade, Gravity, and Sudden Stops : On How Commercial Trade Can Increase the Stability of Capital Flows, Working Paper 2005-23a
- Monetary Policy and the House Price Boom across U.S. States, Working Paper 2005-24
- Housing Tenure and Wealth Distribution in Life-Cycle Economies, Working Paper 2005-25
- Monetary Policy Analysis with Potentially Misspecified Models, Working Paper 2005-26
- Markov-Switching Structural Vector Autoregressions : Theory and Application, Working Paper 2005-27
- SBA Guaranteed Lending and Local Economic Growth, Working Paper 2005-28
- The Price of Corporate Social Responsibility : The Case of Black Economic Empowerment Transactions in South Africa, Working Paper 2005-29
- Debt, Hedging, and Human Capital, Working Paper 2005-30
- The Push-Pull Effects of the Information Technology Boom and Bust : Insight from Matched Employer-Employee Data, Working Paper 2006-1
- An Analysis of the Systemic Risks Posed by Fannie Mae and Freddie Mac and an Evaluation of the Policy Options for Reducing Those Risks, Working Paper 2006-2
- Transparency, Expectations, and Forecasts, Working Paper 2006-3
- Interwar U.K. Unemployment : The Benjamin and Kochin Hypothesis or the Legacy of "Just" Taxes?, Working Paper 2006-4
- Bank Relationships and Small Firms Financial Performance, Working Paper 2006-5
- The Origins of Bubbles in Laboratory Asset Markets, Working Paper 2006-6
- Welfare Recipiency, Job Separation Outcomes, and Postseparation Earnings : Insight from Linked Personnel and State Administrative Data, Working Paper 2006-7
- Asymmetric Labor Force Participation Decisions over the Business Cycle : Evidence from U.S. Microdata, Working Paper 2006-8
- Energy Price Shocks and the Macroeconomy : The Role of Consumer Durables, Working Paper 2006-9
- Specification Tests of Asset Pricing Models Using Excess Returns, Working Paper 2006-10
- The Long-Run Fisher Effect : Can It Be Tested?, Working Paper 2006-11
- Smoking : Taxing Health and Social Security, Working Paper 2006-12
- 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
- Crude Substitution : The Cyclical Dynamics of Oil Prices and the College Premium, Working Paper 2006-14a
- Cross-Border Banking : Challenges for Deposit Insurance and Financial Stability in the European Union, Working Paper 2006-15a
- Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities), Working Paper 2006-16
- Business Cycles and Monetary Regimes in Emerging Economies : A Role for a Monopolistic Banking Sector, Working Paper 2006-17b
- Home Country versus Cross-Border Negative Externalities in Large Banking Organization Failures and How to Avoid Them, Working Paper 2006-18
- Indeterminacy in a Forward-Looking Regime-Switching Model, Working Paper 2006-19a
- The Conquest of South American Inflation, Working Paper 2006-20
- Business Cycles : A Role for Imperfect Competition in the Banking System, Working Paper 2006-21
- Methods for Inference in Large Multiple-Equation Markov-Switching Models, Working Paper 2006-22
- Liquidity Creation without a Lender of Last Resort : Clearinghouse Loan Certificates in the Banking Panic of 1907, Working Paper 2006-23b
- The Predictive Power of the Senior Loan Officer Survey : Do Lending Officers Know Anything Special?, Working Paper 2006-24
- Credit and the No-Surcharge Rule, Working Paper 2006-25
- Why Do Banks Promise to Pay Par on Demand?, Working Paper 2006-26
- Preconditions for a Successful Implementation of Supervisors' Prompt Corrective Action : Is There a Case for a Banking Standard in the European Union?, Working Paper 2006-27
- When Target CEOs Contract with Acquirers : Evidence from Bank Mergers and Acquisitions, Working Paper 2006-28
- Why Do Borrowers Pledge Collateral? : New Empirical Evidence on the Role of Asymmetric Information, Working Paper 2006-29a
- The Role of Labor Market Intermittency in Explaining Gender Wage Differentials, Working Paper 2007-1
- Does Geography Matter to Bondholders?, Working Paper 2007-2
- The McKenna Rule and U.K. World War I Finance, Working Paper 2007-03
- Model Comparison Using the Hansen-Jagannathan Distance, Working Paper 2007-4
- Uninsurable Individual Risk and the Cyclical Behavior of Unemployment and Vacancies, Working Paper 2007-5
- Corporate Social Responsibility and Shareholder's Value : An Event Study Analysis, Working Paper 2007-6
- Simple versus Optimal Rules as Guides to Policy, Working Paper 2007-7
- Remittances and the Dutch Disease, Working Paper 2007-8a
- Multiple Safety Net Regulators and Agency Problems in the European Union : Is Prompt Corrective Action Partly the Solution?, Working Paper 2007-9
- Information Criteria for Impulse Response Function Matching Estimation of DSGE Models, Working Paper 2007-10b
- Commercial Lending Distance and Historically Underserved Areas, Working Paper 2007-11a
- Understanding the New Keynesian Model When Monetary Policy Switches Regimes, Working Paper 2007-12
- U.S. Tax Policy and Health Insurance Demand : Can a Regressive Policy Improve Welfare?, Working Paper 2007-13
- Taylor Rules with Headline Inflation : A Bad Idea, Working Paper 2007-14
- Microentrepreneurship and the Business Cycle : Is Self-Employment a Desired Outcome?, Working Paper 2007-15
- Evidence of Demand Factors in the Determination of the Labor Market Intermittency Penalty, Working Paper 2007-16
- Federal Home Loan Bank Advances and Commercial Bank Portfolio Composition, Working Paper 2007-17
- Does Disability Explain State-Level Differences in the Quality of Medicare Beneficiary Hospital Inpatient Care?, Working Paper 2007-18
- Cigarette Smoking and Food Insecurity among Low-Income Families in the United States, 2001, Working Paper 2007-19
- What Determines the Output Drop after an Energy Price Increase : Household or Firm Energy Share?, Working Paper 2007-20
- Accounting for Changes in the Homeownership Rate, Working Paper 2007-21
- A Discrete Choice Model of Dividend Reinvestment Plans : Classification and Prediction, Working Paper 2007-22
- Asymmetric Expectation Effects of Regime Shifts and the Great Moderation, Working Paper 2007-23
- Optimal Simple and Implementable Monetary and Fiscal Rules, Working Paper 2007-24
- Equilibrium Mortgage Choice and Housing Tenure Decisions with Refinancing, Working Paper 2007-25
- Optimal Fiscal Feedback on Debt in an Economy with Nominal Rigidities, Working Paper 2007-26
- Assessing the Welfare Impact of the 2001 Tax Reform on Dual-Earner Families, Working Paper 2007-27
- Great Moderations and U.S. Interest Rates : Unconditional Evidence, Working Paper 2008-1a
- Bond Positions, Expectations, and the Yield Curve, Working Paper 2008-2
- Comments on Jeske and Krueger's "Housing and the Macroeconomy : The Role of Implicit Guarantees for Government Sponsored Enterprises", Working Paper 2008-3
- Comments on Piazzesi and Schneider's "Bond Positions, Expectations, and the Yield Curve", Working Paper 2008-4
- On Policy Interactions among Nations : When Do Cooperation and Commitment Matter?, Working Paper 2008-5
- The Tax Treatment of Homeowners and Landlords and the Progressivity of Income Taxation, Working Paper 2008-6
- The Labor Market Experience and Impact of Undocumented Workers, Working Paper 2008-7c
- Working with Children? : The Probability of Mothers Exiting the Workforce at Time of Birth, Working Paper 2008-8
- The Exact Distribution of the Hansen-Jagannathan Bound, Working Paper 2008-9
- Technology Shocks, Employment, and Labor Market Frictions, Working Paper 2008-10
- Productivity, Energy Prices, and the Great Moderation : A New Link, Working Paper 2008-11
- Remittances, Exchange Rate Regimes, and the Dutch Disease : A Panel Data Analysis, Working Paper 2008-12
- Issues in Central Bank Finance and Independence, Working Paper 2008-13
- Financial and Real Integration, Working Paper 2008-14
- Bayesian Semiparametric Stochastic Volatility Modeling, Working Paper 2008-15
- Exchange Rates and Fundamentals : A Generalization, Working Paper 2008-16
- Firm Entry and Labor Market Dynamics, Working Paper 2008-17
- Structural Vector Autoregressions : Theory of Identification and Algorithms for Inference, Working Paper 2008-18
- Generalizing the Taylor Principle : Comment, Working Paper 2008-19
- Learning, Adaptive Expectations, and Technology Shocks, Working Paper 2008-20
- Returns to Investors in Stocks in New Industries, Working Paper 2008-21
- Data Breaches and Identity Theft, Working Paper 2008-22
- Elimination of Gender-Related Employment Disparities through Statistical Process Control, Working Paper 2008-24
- Determinants of Domestic and Cross-Border Bank Acquisitions in the European Union, Working Paper 2008-26
- Bank Capital Ratios across Countries : Why Do They Vary?, Working Paper 2008-27
- Undocumented Worker Employment and Firm Survivability, Working Paper 2008-28
- Subprime Mortgages, Foreclosures, and Urban Neighborhoods, Working Paper 2009-1
- Making Sense of the Subprime Crisis, Working Paper 2009-2
- The Federal Home Loan Bank System : The Lender of Next-to-Last Resort?, Working Paper 2009-4
- Understanding Markov-Switching Rational Expectations Models, Working Paper 2009-5
- Decomposing Changes in the Aggregate Labor Force Participation Rate, Working Paper 2009-6a
- Product Market Regulation and Market Work : A Benchmark Analysis, Working Paper 2009-7
- Entry Barriers, Competition, and Technology Adoption, Working Paper 2009-8
- The Surprising Use of Credit Scoring in Small Business Lending by Community Banks and the Attendant Effects on Credit Availability and Risk, Working Paper 2009-9
- Technological Change, Financial Innovation, and Diffusion in Banking, Working Paper 2009-10
- Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology, Working Paper 2009-11
- A Note on the Estimation of Asset Pricing Models Using Simple Regression Betas, Working Paper 2009-12
- The 2008 Federal Intervention to Stabilize Fannie Mae and Freddie Mac, Working Paper 2009-13
- Reducing Foreclosures : No Easy Answers, Working Paper 2009-15
- Business Cycle Implications of Internal Consumption Habit for New Keynesian Models, Working Paper 2009-16
- U.K. World War I and Interwar Data for Business Cycle and Growth Analysis, Working Paper 2009-18
- The Financial Crisis of 2008 in Fixed Income Markets, Working Paper 2009-20
- Sector-Specific Human Capital and the Distribution of Earnings, Working Paper 2009-21
- Wage Dispersion and Wage Dynamics within and across Firms, Working Paper 2009-22
- Cointegrated TFP Processes and International Business Cycles, Working Paper 2009-23
- Overborrowing and Systemic Externalities in the Business Cycle, Working Paper 2009-24
- Decomposing the Foreclosure Crisis : House Price Depreciation versus Bad Underwriting, Working Paper 2009-25
- Inflation and Monetary Regimes, Working Paper 2009-26
- Price Distributions and Competition, Working Paper 2009-27
- Job Search with Bidder Memories, Working Paper 2009-28
- 2010s
Select a resource to view.
In order to aid in the retrieval of information from this publication, significant tables, charts, and/or articles have been extracted and can be viewed individually or across a span of issues.
/
0
More Information
less
Current working papers available from https://www.atlantafed.org/research/publications/wp
1995-2019
Federal Reserve Bank of Atlanta
Federal Reserve Bank of Atlanta
Save & Share
less
