Printed from https://ideas.repec.org/s/fip/fedawp4.html
Content
2000
- 2000-13 Does family structure affect children's educational outcomes?
by Donna K. Ginther & Robert A. Pollak - 2000-12 Immigrant selectivity: evidence from occupational distributions
by Madeline Zavodny - 2000-11 Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract
by Edwin D. Maberly & Daniel F. Waggoner - 2000-10 Corporate board composition, protocols, and voting behavior: experimental evidence
by Ann B. Gillette & Thomas H. Noe & Michael J. Rebello - 2000-9 If at first you don't succeed: an experimental investigation of the impact of repetition options on corporate takeovers
by Ann B. Gillette & Thomas H. Noe - 2000-8 Likelihood-preserving normalization in multiple equation models
by Daniel F. Waggoner & Tao Zha - 2000-7 Technology and job retention among young adults, 1980-98
by Madeline Zavodny - 2000-6 An analysis of Japanese stock return dynamics conditional on U.S. Monday holiday closures
by Takato Hiraki & Edwin D. Maberly - 2000-5 A simultaneous equations analysis of analysts’ forecast bias and institutional ownership
by Lucy F. Ackert & George Athanassakos - 2000-4 The effect of Medicaid eligibility expansions on births
by Marianne P. Bitler & Madeline Zavodny - 2000-3 A Gibbs simulator for restricted VAR models
by Daniel F. Waggoner & Tao Zha - 2000-2 Decentralized production and public liquidity with private information
by David C. Nachman & Stephen D. Smith - 2000-1 Explaining changes in the age distribution of displaced workers
by Daniel Rodriguez & Madeline Zavodny - 99-9 Does it take two? the effect of partners' characteristics on teenage pregnancy
by Madeline Zavodny
1999
- 99-23 The informativeness of stochastic frontier and programming frontier efficiency scores: Cost efficiency and other measures of bank holding company performance
by Robert A. Eisenbeis & Gary D. Ferrier & Simon H. Kwan - 99-22 Modest policy interventions
by Eric M. Leeper & Tao Zha - 99-21 Quantifying the half-life of deviations from PPP: The role of economic priors
by Lutz Kilian & Tao Zha - 99-20 A discrete-time two-factor model for pricing bonds and interest rate derivatives under random volatility
by Steven Heston & Saikat Nandi - 99-19 A public finance analysis of multiple reserve requirements
by Marco A. Espinosa-Vega & Steven Russell - 99-18 Consumption and asset prices with recursive preferences: Continuous-time approximations to discrete-time models
by Mark Fisher - 99-17 Consumption and asset prices with homothetic recursive preferences
by Mark Fisher & Christian Gilles - 99-16 Why didn't the United States establish a central bank until after the panic of 1907?
by Jon R. Moen & Ellis W. Tallman - 99-15 Liquidity crises in emerging markets: Theory and policy
by Roberto Chang & Andres Velasco - 99-14 Portable random number generators
by Gerald P. Dwyer & K. B. Williams - 99-13 Prior parameter uncertainty: Some implications for forecasting and policy analysis with VAR models
by John C. Robertson & Ellis W. Tallman - 99-12 Financial regulatory structure and the resolution of conflicting goals
by Robert A. Eisenbeis & Larry D. Wall - 99-11 Payment intermediation and the origins of banking
by James J. McAndrews & William Roberds - 99-10 Settlement risk under gross and net settlement
by Charles M. Kahn & James J. McAndrews & William Roberds - 98-21 Real-time gross settlement and the costs of immediacy
by Charles M. Kahn & William Roberds - 99-8 Expected stock returns and volatility in a production economy: a theory and some evidence
by Padamja Singal & Stephen D. Smith - 99-7 Concentrated shareholdings and the number of outside analysts
by Sanjiv Sabherwal & Stephen D. Smith - 99-6 Barriers to international capital flows: who should erect them and how big should they be?
by Marco A. Espinosa-Vega & Bruce Smith & Chong K. Yip - 99-5 Efficiency in index options markets and trading in stock baskets
by Lucy F. Ackert & Yisong S. Tian - 99-4 The effect of forecast bias on market behavior: evidence from experimental asset markets
by Lucy F. Ackert & Bryan K. Church & Ping Zhang - 99-3 Improving forecasts of the federal funds rate in a policy model
by John C. Robertson & Ellis W. Tallman - 99-2 Heterogeneity and the welfare cost of dynamic factor taxes
by Zsolt Becsi - 99-1 An experimental study of circuit breakers: the effects of mandated market closures and temporary halts on market behavior
by Lucy F. Ackert & Bryan K. Church & Narayanan Jayaraman
1998
- 98-22 Conditional forecasts in dynamic multivariate models
by Daniel F. Waggoner & Tao Zha - 98-20 Preference-free option pricing with path-dependent volatility: A closed-form approach
by Steven Heston & Saikat Nandi - 98-19 Fiscal competition and reality: A time series approach
by Zsolt Becsi - 98-18 The effects of subject pool and design experience on rationality in experimental asset markets
by Lucy F. Ackert & Bryan K. Church - 98-17 Uncertain litigation cost and seller behavior: Evidence from an auditing game
by Lucy F. Ackert & Bryan K. Church & Ping Zhang - 98-16 Costly intermediation and the big push
by Zsolt Becsi & Ping Wang & Mark A. Wynne - 98-15 Endogenous market structures and financial development
by Zsolt Becsi & Ping Wang & Mark A. Wynne - 98-14 Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis
by Lucy F. Ackert & Marie D. Racine - 98-13 Stochastic trends and cointegration in the market for equities
by Lucy F. Ackert & Marie D. Racine - 98-12 Does monetary policy generate recessions?
by Christopher A. Sims & Tao Zha - 98-11 The Asian liquidity crisis
by Roberto Chang & Andres Velasco - 98-10 Financial crises in emerging markets: a canonical model
by Roberto Chang & Andres Velasco - 98-9 Bid-ask spreads in multiple dealer settings: Some experimental evidence
by Lucy F. Ackert & Bryan K. Church - 98-8 Institutional investors, analyst following, and the January anomaly
by Lucy F. Ackert & George Athanassakos - 98-7 Voluntary disclosure under imperfect competition: Experimental evidence
by Lucy F. Ackert & Bryan K. Church & Mandira Roy Sankar - 98-6 The long-run real effects of monetary policy: Keynesian predictions from a neoclassical model
by Marco A. Espinosa-Vega & Steven Russell - 98-5 Demandable debt as a means of payment: banknotes versus checks
by Charles M. Kahn & William Roberds - 98-4 The effects of official English laws on limited-English-proficient workers
by Madeline Zavodny - 98-3 Determinants of recent immigrants' locational choices
by Madeline Zavodny - 98-2 On government credit programs
by Marco A. Espinosa-Vega & Bruce Smith & Chong K. Yip - 98-1 A public finance analysis of multiple reserve requirements
by Marco A. Espinosa-Vega & Steven Russell - 97-5 Is the male marriage premium due to selection? The effect of shotgun weddings on the return to marriage
by Donna K. Ginther & Madeline Zavodny
1997
- 97-17 Jump risk, time-varying risk premia, and technical trading profits
by Chenyang Feng & Stephen D. Smith - 97-16 Financial fragility and the exchange rate regime
by Roberto Chang & Andres Velasco - 97-15 A transitional analysis of the welfare cost of inflation
by Clark A. Burdick - 97-14 Macroeconomic fluctuations in Europe: demand or supply, permanent or temporary?
by Peter R. Hartley & Joseph A. Whitt - 97-13 The stability of interest rate processes
by Robert R. Bliss & David C. Smith - 97-12 Derivatives and corporate risk management: participation and volume decisions in the insurance industry
by J. David Cummins & Richard D. Phillips & Stephen D. Smith - 97-11 Normalization, probability distribution, and impulse responses
by Daniel F. Waggoner & Tao Zha - 97-10 Spline methods for extracting interest rate curves from coupon bond prices
by Daniel F. Waggoner - 97-9 A closed-form GARCH option pricing model
by Steven Heston & Saikat Nandi - 97-8 Financial aggregates as conditioning information for Australian output and inflation
by Naveen Chandra & Ellis W. Tallman - 97-7 Trends in velocity and policy expectations
by David B. Gordon & Eric M. Leeper & Tao Zha - 97-6 Interest rate swaps and economic exposure
by Gautam Goswami & Milind M. Shrikhande - 97-4 A general equilibrium analysis of check float
by James J. McAndrews & William Roberds - 97-3 The cost of doing business abroad and international capital market equilibrium
by Milind M. Shrikhande - 97-2 Insider trading, costly monitoring, and managerial incentives
by Jie Hu & Thomas H. Noe - 97-1 Callable U.S. Treasury bonds: optimal calls, anomalies, and implied volatilities
by Robert R. Bliss & Ehud I. Ronn
1996
- 96-22 Exchange rate pass-through and the role of international distribution channels
by Ramarao Desiraju & Milind M. Shrikhande - 96-21 Pricing S&P 500 index options using a Hilbert space basis
by Peter A. Abken & Dilip B. Madan & Buddhavarapu Sailesh Ramamurtie - 96-20 Credible monetary policy with long-lived agents: recursive approaches
by Roberto Chang - 96-19 Corporate hedging in the insurance industry: the use of financial derivatives by U.S. insurers
by J. David Cummins & Richard D. Phillips & Stephen D. Smith - 96-18 Are there optimal multiple reserve requirements?
by Marco A. Espinosa-Vega & Steven Russell - 96-17 MLE is alive and well in the financial markets
by Buddhavarapu Sailesh Ramamurtie & Scott Ulman - 96-16 Price reactions to public announcements
by Buddhavarapu Sailesh Ramamurtie & Michael J. Rebello - 96-15 Specifying a consistent joint maximum-likelihood (JMLE) approach to testing bond models
by Buddhavarapu Sailesh Ramamurtie & Scott Ulman - 96-14 The information content of financial aggregates in Australia
by Naveen Chandra & Ellis W. Tallman - 96-13 Bayesian methods for dynamic multivariate models
by Christopher A. Sims & Tao Zha - 96-12 Testing term structure estimation methods
by Robert R. Bliss - 96-11 Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile
by William Roberds & Charles H. Whiteman - 96-10 Payment system settlement and bank incentives
by Charles M. Kahn & William Roberds - 96-9 Pricing and hedging index options under stochastic volatility: an empirical examination
by Saikat Nandi - 96-8 Identification, vector autoregression, and block recursion
by Tao Zha - 96-7 Emerging debt and equity markets: an exploratory investigation of integration using daily data
by Mandeep S. Chahal & Michael J. Rebello & Stephen D. Smith - 96-6 The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods
by Peter A. Abken & Ellis W. Tallman & Larry D. Wall - 96-5 Estimation of risk-neutral and statistical densities by Hermite polynomial approximation: with an application to Eurodollar futures options
by Peter A. Abken & Dilip B. Madan & Buddhavarapu Sailesh Ramamurtie - 96-4 An endogenous growth model of money, banking, and financial repression
by Marco A. Espinosa-Vega & Chong K. Yip - 96-3 Suspension of payments, bank failures, and the nonbank public's losses
by Gerald P. Dwyer & Iftekhar Hasan - 96-2 Applying economic restrictions to foreign exchange rate dynamics: spot rates, futures, and options
by Michael Dothan & Buddhavarapu Sailesh Ramamurtie & Scott Ulman - 96-1 Nonaddictive habit formation and the equity premium puzzle
by Milind M. Shrikhande
1995
- 95-19 Asymmetric information about volatility and option markets
by Saikat Nandi - 95-18 Financial market breakdown due to strategy constraints and information asymmetry
by Jie Hu - 95-17 Index arbitrage and nonlinear dynamics between the S&P 500 futures and cash
by Gerald P. Dwyer & Peter Locke & Wei Yu - 95-16 Rational expectations equilibrium in an economy with segmented capital asset markets
by Amin H. Amershi & Buddhavarapu Sailesh Ramamurtie - 95-15 An intertemporal model of consumption and portfolio allocation
by Hans Andersson & Buddhavarapu Sailesh Ramamurtie & Bharat Ramaswami - 95-14 Off-farm income and risk reduction in agriculture: when does it matter?
by Hans Andersson & Buddhavarapu Sailesh Ramamurtie & Bharat Ramaswami - 95-13 Empirical tests of two state-variable HJM models
by Robert R. Bliss & Peter H. Ritchken - 95-12 The implied volatility of U.S. interest rates: evidence from callable U. S. Treasuries
by Robert R. Bliss & Ehud I. Ronn - 95-11 On the efficiency of cash settlement
by Charles M. Kahn & William Roberds - 95-10 Fiscal and monetary policy interactions in an endogenous growth model with financial intermediaries
by Marco A. Espinosa-Vega & Chong K. Yip - 95-9 Clearinghouse access and bank runs: comparing New York and Chicago during the Panic of 1907
by Jon R. Moen & Ellis W. Tallman - 95-8 Bankruptcy law, capital allocation, and aggregate effects: a dynamic heterogeneous agent model with incomplete markets
by Tao Zha - 95-7 Identifying monetary policy in a small open economy under flexible exchange rates
by David O. Cushman & Tao Zha - 95-6 Error bands for impulse responses
by Christopher A. Sims & Tao Zha - 95-5 Collusion in uniform-price auctions: experimental evidence and implications for Treasury auctions
by Gautam Goswami & Thomas H. Noe & Michael J. Rebello - 95-4 Information quality, performance measurement, and security demand in rational expectations economies
by Thomas H. Noe & Buddhavarapu Sailesh Ramamurtie - 95-3 Political party negotiations, income distribution, and endogenous growth
by Roberto Chang - 95-2 Insider trading and the problem of corporate agency
by Thomas H. Noe - 95-1 European Monetary Union: evidence from structural VARs
by Joseph A. Whitt
1994
- 94-17 Contractual opportunism, limited liability, and the role of financial coalitions
by Thomas H. Noe & Stephen D. Smith - 94-16 A welfare rationale for multiple reserve requirements
by Marco A. Espinosa-Vega & Steven Russell - 94-15 Open market operations with conventional, lasting real effects
by Marco A. Espinosa-Vega & Steven Russell - 94-14 Banks, payments, and coordination
by James J. McAndrews & William Roberds - 94-13 Market breakdowns and price crashes explained by information ambiguity
by Jie Hu - 94-12 Clearinghouse access and bank runs: trust companies in New York and Chicago during the Panic of 1907
by Jon R. Moen & Ellis W. Tallman - 94-11 Bank holding company capital targets in the early 1990s: the regulators versus the markets
by David R. Peterson & Larry D. Wall - 94-10 Commitment, coordination failures, and delayed reforms
by Roberto Chang - 94-9 The effect of tick size on Treasury auctions
by Hugh Cohen & Douglas McBeth - 94-8 Generalized method of moments estimation of Heath-Jarrow-Morton models of interest-rate contingent claims
by Peter A. Abken & Hugh Cohen - 94-7 Inflation uncertainty and the nominal term structure: a survey
by Peter A. Abken - 94-6 Data aggregation and the problem of measuring a bank's interest rate exposure
by Hugh Cohen - 94-5 Toward a modern macroeconomic model usable for policy analysis
by Eric M. Leeper & Christopher A. Sims - 94-4 Bargaining a monetary union
by Roberto Chang - 94-3 The income smoothing hypothesis: an analysis of the thrift industry
by Iftekhar Hasan & William C. Hunter - 94-2 When do long-run identifying restrictions give reliable results?
by Jon Faust & Eric M. Leeper - 94-1 Government expenditure financing in an endogenous growth model: a comparison
by Theodore Palivos & Chong K. Yip
1993
- 93-16 Excess return, excess volatility, and negative autocorrelation caused by uncertainty aversion and risk aversion
by Jie Hu - 93-15 Vague preferences, noisy markets, and other parables concerning the informational role of prices
by Vicente Madrigal & Stephen D. Smith - 93-14 Towards the systematic measurement of systemic risk
by Hugh Cohen & William Roberds - 93-13 Financial integration with and without international policy coordination
by Roberto Chang - 93-12 Monetary policy, interest rates, and inflation: budget arithmetic revisited
by Marco A. Espinosa-Vega & Steven Russell - 93-11 Educational achievement and economic growth: evidence from Taiwan
by Ellis W. Tallman & Ping Wang - 93-10 Liquidity shocks and financial crises during the national banking era
by Jon R. Moen & Ellis W. Tallman - 93-9 Rational expectations and the dynamic adjustment of security analysts' forecasts to new information
by Lucy F. Ackert & William C. Hunter - 93-8 Private investment and sovereign debt negotiations
by Roberto Chang - 93-7 Generalized method of moments tests of forward rate processes
by Peter A. Abken - 93-6 Managerial rents and optimal regulatory intervention in troubled banks
by Thomas H. Noe & Michael J. Rebello & Larry D. Wall - 93-5 The dynamic impacts of monetary policy: an exercise in tentative identification
by David B. Gordon & Eric M. Leeper - 93-4 Some implications of risk neutrality for time variation in stock returns
by Ronald W. Best & Stephen D. Smith - 93-3 Core deposits and physical capital: a reexamination of bank scale economies and efficiency with quasi-fixed inputs
by William C. Hunter & Stephen G. Timme - 93-2 Risk taking and failure in de novo savings and loans in the 1980s
by William C. Hunter & James A. Verbrugge & David A. Whidbee - 93-1 Has the Romers' narrative approach identified monetary policy shocks
by Eric M. Leeper
1992
- 92-16 A new method of testing pricing models as applied to forward interest rate models
by Hugh Cohen & Davidson Heath - 92-15 Another hole in the ozone layer: changes in FOMC operating procedure and the term structure
by William Roberds & David E. Runkle & Charles H. Whiteman - 92-14 Budget constraints and time-series evidence on consumption: comment
by William Roberds - 92-13 The dynamic impacts of monetary policy: an exercise in tentative identification
by David B. Gordon & Eric M. Leeper - 92-12 A note on competition, fixed costs, and the profitability of depository intermediates
by Iftekhar Hasan & Stephen D. Smith - 92-11 Form invariance in biased sampling problems
by Vicente Madrigal & Stephen D. Smith - 92-10 Money demand and relative prices in hyperinflations: evidence from Germany and China
by Ellis W. Tallman & Ping Wang - 92-9 A note on forward biases and equilibrium foreign exchange hedging in a production economy
by Vikram Kumar & Stephen D. Smith - 92-8 Rational expectations and security analysts' earnings forecasts
by Lucy F. Ackert & William C. Hunter - 92-7 Optimal venture capital solicitation under a horizon constraint
by William C. Hunter - 92-6 Stochastic specification in random production models of cost minimizing firms
by Bryan W. Brown & Mary Beth Walker - 92-5 Real effects of exchange risk on international trade
by Vikram Kumar - 92-4 Motivations for bank mergers and acquisitions: enhancing the deposit insurance put option versus increasing operating net cash flow
by George J. Benston & William C. Hunter & Larry D. Wall - 92-3 The choice of capital instruments by banking organizations
by Pamela P. Peterson & Larry D. Wall - 92-2 Cost savings associated with bank mergers
by Aruna Srinivasan & Larry D. Wall - 92-1 Risk neutral valuation, asymmetric information, and the efficient markets hypothesis
by Vicente Madrigal & Stephen D. Smith
1991
- 91-18 Competition for more than one class of borrowers using different credit- worthiness tests
by Larry D. Wall - 91-17 In search of the liquidity effect
by David B. Gordon & Eric M. Leeper - 91-16 Option pricing with random volatilities in complete markets
by Laurence K. Eisenberg & Robert A. Jarrow - 91-15 Quantity-adjusting options and forward contracts
by David F. Babbel & Laurence K. Eisenberg - 91-14 Legal restrictions and welfare in a simple model of money
by William Roberds - 91-13 The wild card option in T-bond futures is relatively worthless
by Hugh Cohen - 91-12 Multiple reserve requirements: the case of small open economies
by Marco A. Espinosa-Vega - 91-11 Consumer attitudes and business cycles
by Eric M. Leeper - 91-10 Misspecification bias in tests of the forward foreign exchange rate unbiasedness hypothesis
by Janice L. Boucher - 91-9 Generalized put-call parity
by David F. Babbel & Laurence K. Eisenberg - 91-8 Money demand and relative prices in the German hyperinflation
by Ellis W. Tallman & Ping Wang - 91-7 Estimating the minimum risk maturity gap
by James E. McNulty & George E. Morgan & Stephen D. Smith - 91-6 Stationary representations, cointegration, and rational expectations with an application to the forward foreign exchange market
by Janice L. Boucher - 91-5 A stochastic dominance approach to the evaluation of foreign exchange forecasts
by William C. Hunter & Stephen G. Timme - 91-4 Valuation of default-risky interest-rate swaps
by Peter A. Abken - 91-3 On the sustainability of international coordination
by Marco A. Espinosa-Vega & Chong K. Yip - 91-2 Fiscal policy and trade adjustment: are the deficits really twins?
by Jeffrey A. Rosensweig & Ellis W. Tallman - 91-1 The inflationary implications of reducing market interest rates via alternative monetary policy instruments
by Marco A. Espinosa-Vega & Steven Russell
1990
- 90-12 Effects of devaluation with a partial wage floor
by Vikram Kumar - 90-11 Potential diversification and bank acquisition prices
by George J. Benston & William C. Hunter & Larry D. Wall - 90-10 The behavior of real rates of interest in a small, opening economy
by Rosemary Thomas Cunningham & Thomas J. Cunningham - 90-9 Human capital and endogenous growth: evidence from Taiwan
by Ellis W. Tallman & Ping Wang - 90-8 Quasi-fixed inputs in the estimation of bank scale economies
by William C. Hunter & Stephen G. Timme - 90-7 Monetary aggregates as monetary targets: a statistical investigation
by William Roberds & Charles H. Whiteman
1989
- 89-10 Tests of a simple optimizing model of daily price limits on futures contracts
by Lucy F. Ackert & William C. Hunter - 89-9 The effect of Continental Illinois' failure on the financial performance of other banks
by David R. Peterson & Larry D. Wall - 89-8 Nominal exchange rates and unit roots: a reconsideration
by Joseph A. Whitt - 89-7 Macroeconomic factors and asset excess returns
by Ellis W. Tallman - 89-6 The demand for labor at the world's largest banking organizations
by William C. Hunter & Stephen G. Timme - 89-5 Analytic derivatives of the matrix exponential for estimation of continuous-time ARMA models
by Peter A. Zadrozny - 89-4 How little we know about budget policy effects
by Preston J. Miller & William Roberds - 89-3 An examination of cost subadditivity and multiproduct production in large U.S. banks
by William C. Hunter & Stephen G. Timme & Won Keun Yang - 89-2 Costs of financial intermediation under regulation: development banks and commercial banks
by Aruna Srinivasan