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Content
1996
- 1996-50 Smart systems and simple agents: industry pricing by parallel rules
by Raymond Board & Peter A. Tinsley - 1996-49 Off-farm labor supply and fertilizer use
by Russell L. Lamb - 1996-48 The endogeneity of employment adjustment costs: the tradeoff between efficiency and flexibility
by Charles A. Fleischman - 96-47 Moving endpoints and the internal consistency of agents' ex ante forecasts
by Sharon Kozicki & Peter A. Tinsley - 96-46 Evidence on the link between firm-level and aggregate inventory behavior
by Scott Schuh - 96-45 Recent developments in bootstrapping time series
by Jeremy Berkowitz & Lutz Kilian - 96-44 The effects of deficit-reduction laws on real interest rates
by Douglas W. Elmendorf - 96-43 Investment and union certification
by Bruce Fallick & Kevin A. Hassett - 96-42 A guide to FRB/US: a macroeconomic model of the United States
by Flint Brayton & Peter A. Tinsley - 96-41 \"Forecasting the forecasts of others.\" Expectational heterogeneity and aggregate dynamics
by Antulio N. Bomfim - 96-40 Motor vehicle stocks, scrappage, and sales
by Darrel Cohen & Alan Greenspan - 96-39 Long-horizon exchange rate predictability?
by Jeremy Berkowitz & Lorenzo Giorgianni - 96-38 What's good for GM...? Using auto industry stock returns to forecast business cycles and test the Q-theory of investment
by Gregory R. Duffee & Stephen D. Prowse - 96-37 Generalized spectral estimation
by Jeremy Berkowitz - 96-36 Debt maturity and the use of interest rate derivatives by non-financial firms
by George W. Fenn & Mitchell A. Post & Steven A. Sharpe - 96-35 Vehicle ownership, vehicle acquisitions and the growth of auto leasing: evidence from consumer surveys
by Ana M. Aizcorbe & Martha Starr-McCluer - 96-34 Initial public offerings in hot and cold markets
by Jean Helwege & J. Nellie Liang - 96-33 The lead of output over inflation in sticky price models
by Michael T. Kiley - 96-32 Taxation of labor income and the demand for risky assets
by Douglas W. Elmendorf & Miles S. Kimball - 96-31 Tax exhaustion, firm investment, and leasing; a test of the Q model of investment
by Michael P. O'Malley - 96-30 Is \"learning-by-exporting\" important? Micro-dynamic evidence from Colombia, Mexico and Morocco
by Sofronis Clerides & Saul Lach & James Tybout - 96-29 Estimating the price of default risk
by Gregory R. Duffee - 96-28 Minimum wage effects on employment and school enrollment: reply to Evans and Turner
by David Neumark & William L. Wascher - 96-27 The effect of interest-rate changes on household saving and consumption: a survey
by Douglas W. Elmendorf - 96-26 A comparison of the household sector from the Flow of Funds Accounts and the Survey of Consumer Finances
by Rochelle L. Antoniewicz - 96-25 Does corporate lending by banks and finance companies differ? Evidence on specialization in private debt contracting
by Mark S. Carey & Mitchell A. Post & Steven A. Sharpe - 96-24 The opportunistic approach to disinflation
by Athanasios Orphanides & David W. Wilcox - 96-23 Endogenous price stickiness and business cycle persistence
by Michael T. Kiley - 96-22 Changes in REIT liquidity 1990-94: evidence from intra-day transactions
by Vijay Bhasin & Rebel A. Cole & Joseph K. Kiely - 96-21 Compensation incentives and risk taking behavior: evidence from mutual funds
by Athanasios Orphanides - 96-20 Treasury yields and corporate bond yield spreads: an empirical analysis
by Gregory R. Duffee - 96-19 Inflation, volatility and growth
by Ruth A. Judson & Athanasios Orphanides - 96-18 Household saving and portfolio change: evidence from the 1983-89 SCF panel
by Arthur B. Kennickell & Martha Starr-McCluer - 96-17 Around and around: the expectations hypothesis
by Mark Fisher & Christian Gilles - 96-16 Inflation and financial sector size
by William B. English - 96-15 Commercial banks and real estate lending: the Texas experience
by Rebel A. Cole & Robert A. Eisenbeis & Paul M. Horvitz - 96-14 Solving an empirical puzzle in the capital asset pricing model
by Jalal D. Akhavein & John H. Leusner & P. A. V. B. Swamy - 96-13 Do low human capital coefficients make sense? A puzzle and some answers
by Ruth A. Judson - 96-12 The impact of capital-based regulation on bank risk-taking: a dynamic model
by Paul S. Calem & Rafael Rob - 96-11 Regulatory competition and the efficiency of alternative derivative product margining systems
by Paul H. Kupiec & Patricia A. White - 96-10 Labor productivity: structural change and cyclical dynamics
by Martin N. Baily & Eric J. Bartelsman & John Haltiwanger - 96-9 Bubbles as payoffs at infinity
by Christian Gilles & Stephen F. LeRoy - 96-8 Why are estimates of agricultural supply response so variable?
by Francis X. Diebold & Russell L. Lamb - 96-7 A minor redefinition of M2
by Sean Collins & William C. Whitesell - 96-6 The effect of changes in ownership structure on performance: evidence from the thrift industry
by Rebel A. Cole & Hamid Mehran - 96-5 Learning by doing and the value of optimal experimentation
by Volker W. Wieland - 96-4 Forecasting long- and short-horizon stock returns in a unified framework
by Chunsheng Zhou - 96-3 Stock market fluctuations and the term structure
by Chunsheng Zhou - 96-2 Measurement error and time aggregation: a closer look at estimates of output-labor elasticities
by Marcello Estevao - 96-1 Saving and financial planning: some findings from a focus group
by Arthur B. Kennickell & Martha Starr-McCluer & Annika E. Sunden
1995
- 95-53 Reconciling the evidence on employment effects of minimum wages: a review of our research findings
by David Neumark & William L. Wascher - 95-52 Will bank proprietary mutual funds survive? Assessing their viability via scope and scale estimates
by Sean Collins & Phillip R. Mack - 95-51 Recent developments in bank capital regulation of market risks
by Paul H. Kupiec & James M. O'Brien - 95-50 On the credit risk of OTC derivative users
by Vijay Bhasin - 95-49 International trade and the accumulation of human capital
by Ann L. Owen - 95-48 The role of profits in wage determination: evidence from US manufacturing
by Marcello Estevao & Stacey Tevlin - 95-47 R&D, investment and industry dynamics
by Saul Lach & Rafael Rob - 95-46 Product innovation and the business cycle
by Boyan Jovanovic & Saul Lach - 95-45 Inflation, nominal wage rigidity, and the efficiency of labor markets
by David E. Lebow & David J. Stockton & William L. Wascher - 95-44 Balanced-budget rules, distortionary taxes, and aggregate instability
by Stephanie Schmitt-Grohe & Martin Uribe - 95-43 The cyclical sensitivity of seasonality in U.S. employment
by Spencer D. Krane & William L. Wascher - 95-42 Saving and growth with habit formation
by Christopher D. Carroll & Jody Overland & David N. Weil - 95-41 Saving and permanent income: evidence from the 1992 SCF
by Arthur B. Kennickell - 95-40 The equilibrium Fed funds rate and the indicator properties of term- structure spreads
by Antulio N. Bomfim - 95-39 Too much of a good thing? The economics of investment in R&D
by Charles I. Jones & John C. Williams - 95-38 Controlling information premia by repackaging asset backed securities
by Alexander David - 95-37 An analysis of time-series estimates of capacity utilization
by James E. Kennedy - 95-36 A pre-commitment approach to capital requirements for market risk
by Paul H. Kupiec & James M. O'Brien - 95-35 Engines of growth: domestic and foreign sources of innovation
by Jonathan Eaton & Samuel Kortum - 95-34 Labor supply and the Tax Reform Act of 1986: evidence from panel data
by Randall P. Mariger - 95-33 The comovement of output and labor productivity in aggregate data for auto assembly plants
by Ana M. Aizcorbe & Sharon Kozicki - 95-32 Are U.S. investment and capital stocks at optimal levels?
by Darrel Cohen & Kevin A. Hassett & James E. Kennedy - 95-31 Taxes, capital gains realizations, and revenues: a critical review and some new results
by Randall P. Mariger - 95-30 The limits to \"growing an economy.\"
by John C. Williams - 95-29 Determinants of U.S. commercial bank performance: regulatory and econometric issues
by James R. Barth & Ray Y. Chou & John S. Jahera & P. A. V. B. Swamy - 95-28 Credit rating enhancement norms and ratings-based bank capital and deposit insurance premium
by Sankarshan Acharya - 95-27 The role of principal agent-conflicts in the 1980s thrift crisis
by Rebel A. Cole & Robert A. Eisenbeis - 95-26 Noise traders, excess volatility, and a securities transactions tax
by Paul H. Kupiec - 95-25 Branch banking and the geography of bank pricing
by Paul S. Calem & Leonard I. Nakamura - 95-24 Techniques for verifying the accuracy of risk measurement models
by Paul H. Kupiec - 95-23 The role of capital in financial institutions
by Allen N. Berger & Richard J. Herring & Giorgio P. Szego - 95-22 The coexistence of multiple distribution systems for financial services: the case of property-liability insurance
by Allen N. Berger & J. David Cummins & Mary A. Weiss - 95-21 Universal banking and the future of small business lending
by Allen N. Berger & Gregory F. Udell - 95-20 Bank capitalization, regulation, and the credit crunch: a critical review of the research findings
by Steven A. Sharpe - 95-19 Asset pricing in an incomplete market with a locally risky discount factor
by Sankarshan Acharya & Dilip B. Madan - 95-18 Charter value, minimum bank capital requirement and deposit insurance pricing in equilibrium
by Sankarshan Acharya - 95-17 Comparing four models of aggregate fluctuations due to self-fulfilling expectations
by Stephanie Schmitt-Grohe - 95-16 Debtholders' option to walk out of a bankruptcy process, degree of diversification and multi-tier capital structure
by Sankarshan Acharya - 95-15 Efficient resolution of moral hazard under no arbitrage: risk premium, volatility and leverage
by Sankarshan Acharya - 95-14 A review of the recent empirical literature on displaced workers
by Bruce Fallick - 95-13 Putting the squeeze on a market for lemons: government-sponsored mortgage securitization
by Wayne Passmore & Roger Sparks - 95-12 Factor utilization and margins for adjusting output: evidence from manufacturing plants
by Joe P. Mattey & Steven Strongin - 95-11 The use of bank trading risk models for regulatory capital purposes
by Paul H. Kupiec & James M. O'Brien - 95-10 On the concavity of the consumption function
by Christopher D. Carroll & Miles S. Kimball - 95-9 Trade in ideas: patenting and productivity in the OECD
by Jonathan Eaton & Samuel Kortum - 95-8 Financial intermediation and monetary policy in a general equilibrium banking model
by Pamela Labadie - 95-7 Minimum wage effects on school and work transitions of teenagers
by David Neumark & William L. Wascher - 95-6 The international transmission of economic fluctuations: effects of U. S. business cycles on the Canadian economy
by Stephanie Schmitt-Grohe - 95-5 Households' deposit insurance coverage: evidence and analysis of potential reforms
by Arthur B. Kennickell & Myron L. Kwast & Martha Starr-McCluer - 95-4 Unionization and acquisitions
by Bruce Fallick & Kevin A. Hassett - 95-3 Public policy toward pensions: why defined-contribution pensions dominate government-insured defined-benefit pensions
by Randall P. Mariger - 95-2 Research and productivity growth: theory and evidence from patent data
by Samuel Kortum - 95-1 Fitting the term structure of interest rates with smoothing splines
by Mark Fisher & Douglas Nychka & David Zervos
1994
- 94-36 The efficiency cost of market power in the banking industry: a test of the \"quiet life\" and related hypotheses
by Allen N. Berger & Timothy H. Hannan - 94-35 International patenting and technology diffusion
by Jonathan Eaton & Samuel Kortum - 94-34 The predictive failure of the Baba, Hendry and Starr model of the demand for M1 in the United States
by Gregory D. Hess & Christopher S. Jones & Richard D. Porter - 94-33 An RBC model with growth: the role of human capital
by Tor Einarsson & Milton H. Marquis - 94-32 Optimal disinflation paths when growth is endogenous
by Tor Einarsson & Milton H. Marquis - 94-31 Making the Cobb-Douglas functional form an efficient nonparametric estimator through localization
by Douglas A. McManus - 94-30 Measuring scale and scope economies in banking using the localized translog functional form
by Douglas A. McManus - 94-29 Thrift stock returns and balance sheet interest rate sensitivity
by Stephen A. Lumpkin & James M. O'Brien - 94-28 Idiosyncratic variation of Treasury bill yields
by Gregory R. Duffee - 94-27 On measuring credit risks of derivative instruments
by Gregory R. Duffee - 94-26 The efficiency of bank branches
by Allen N. Berger & John H. Leusner & John J. Mingo - 94-25 Optimal reform postponement
by Athanasios Orphanides - 94-24 Leverage as a state variable for employment, inventory accumulation, and fixed investment
by Charles W. Calomiris & Athanasios Orphanides & Steven A. Sharpe - 94-23 Bank scale economies, mergers, concentration, and efficiency: the U.S. experience
by Allen N. Berger & David B. Humphrey - 94-22 Is there a pecking order? Evidence from a panel of IPO firms
by Jean Helwege & J. Nellie Liang - 94-21 Partial market value accounting, bank capital, volatility, and bank risk
by Mark S. Carey - 94-20 The information content of bank examinations
by Allen N. Berger & Sally M. Davies - 94-19 Optimal bank portfolios and the credit crunch
by Wayne Passmore & Steven A. Sharpe - 94-18 The financial accelerator and the flight to quality
by Ben S. Bernanke & Mark Gertler & Simon Gilchrist - 94-17 An overview of the secondary market for U.S. Treasury securities in London and Tokyo
by Brian Madigan & Jeff Stehm - 94-16 How long do junk bonds spend in default?
by Jean Helwege - 94-15 Estimating the interest rate sensitivity of liquid retail deposit values
by James M. O'Brien & Athanasios Orphanides & David H. Small - 94-14 Avoiding runs in money market mutual funds: have regulatory reforms reduced the potential for a crash?
by Sean Collins & Phillip R. Mack - 94-13 Plant shutdowns, compositional effects, and procyclical labor productivity: the stylized facts for auto assembly plants
by Ana M. Aizcorbe - 94-12 The effects of general inflation and idiosyncratic cost shocks on within-commodity price dispersion: evidence from microdata
by J. Joseph Beaulieu & Joe P. Mattey - 94-11 A general method of deriving the efficiencies of banks from a profit function
by Jalal D. Akhavein & P. A. V. B. Swamy & Stephen B. Taubman - 94-10 Health insurance and precautionary saving
by Martha Starr-McCluer - 94-9 The existence and impact of destabilizing positive feedback traders: evidence from the S&P 500 Index futures market
by Laura E. Kodres - 94-8 Taxation and intergenerational transfers with family size heterogeneity: do parents with more children prefer higher taxes?
by Gregory D. Hess & Athanasios Orphanides - 94-7 Downsizing and productivity growth: myth or reality?
by Martin N. Baily & Eric J. Bartelsman & John Haltiwanger - 94-6 Rents and quasi-rents in the wage structure: evidence from hostile takeovers
by David Neumark & Steven A. Sharpe - 94-5 Capital market imperfections and the incentive to lease
by Hien H. Nguyen & Steven A. Sharpe - 94-4 Debt maturity choice and risk-free assets: the \"clientele effect\" and the commercial paper market
by Calvin Schnure - 94-3 Judging instrument relevance in instrumental variables estimation
by Alastair R. Hall & Glenn D. Rudebusch & David W. Wilcox - 94-2 The relationship between capital and earnings in banking
by Allen N. Berger - 94-1 Productivity dynamics: U.S. manufacturing plants, 1972-1986
by Eric J. Bartelsman & Phoebus J. Dhrymes
1993
- 93-42 The empirical properties of a monetary aggregates that adds bond and stock funds to M2
by Athanasios Orphanides & Brian K. Reid & David H. Small - 93-41 Did risk-based capital allocate bank credit and cause a credit crunch in the U.S.?
by Allen N. Berger & Gregory F. Udell - 93-40 Selection in failed bank auction prices: an econometric model of FDIC resolutions
by James A. Berkovec & J. Nellie Liang - 93-39 Bank commercial lending and the influence of thrift competition
by Timothy H. Hannan & J. Nellie Liang - 93-38 An efficiency model of deposit pricing and rate rigidity
by Wayne Passmore & Roger Sparks - 93-37 When are thrifts closed? An agency-theoretic model
by Rebel A. Cole - 93-36 What goes up must come down? Asymmetries and persistence in bank deposit interest rates
by Richard J. Rosen - 93-35 Asymmetric-information and principal-agent problems as sources of value in FSLIC-assisted acquisitions of insolvent thrifts
by Rebel A. Cole & Robert A. Eisenbeis & Joseph A. McKenzie - 93-34 Thrift asset-class returns and the efficient diversification of thrift institution portfolios
by Rebel A. Cole & Joseph A. McKenzie - 93-33 High real interest rates in the aftermath of disinflation: actual or expected?
by Graciela L. Kaminsky & Leonardo Leiderman - 93-32 Techniques for estimating dynamic comovement with an application to common international output fluctuations
by Sharon Kozicki - 93-31 Some monetary policy implications of safety and soundness reforms
by James A. Clouse - 93-30 Do consumers pay for one-stop banking? Evidence from a non-standard revenue function
by Allen N. Berger & David B. Humphrey & Lawrence B. Pulley - 93-29 Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model
by Kenneth D. West & David W. Wilcox - 93-28 Joint seasonal adjustment of economic time series
by Eric J. Bartelsman & William P. Cleveland - 93-27 The performance of S&P500 futures product margins under the span margining system
by Paul H. Kupiec - 93-26 Alternative tests of agency theories of callable corporate bonds
by Leland Crabbe & Jean Helwege - 93-25 Exchange rate episodes and the passthrough of exchange rates to import prices
by P. A. V. B. Swamy & Stephan S. Thurman - 93-24 Identifying monetary policy with a model of the federal funds rate
by Wilbur John Coleman & Christian Gilles & Pamela Labadie - 93-23 Stochastic bubbles in Markov economies
by Christian Gilles & Stephen F. LeRoy - 93-22 Interest rate policies for price stability
by Flint Brayton & Peter A. Tinsley - 93-21 Fitting both data and theories: polynomial adjustment costs and error- correction decision rules
by Peter A. Tinsley - 93-20 Separating the likelihood and timing of bank failure
by Rebel A. Cole & Jeffery W. Gunther - 93-19 On the efficacy of a portfolio approach to margin setting in a futures- style settlement system
by Paul H. Kupiec - 93-18 Using efficiency measures to distinguish among alternative explanations of the structure-performance relationship in banking
by Allen N. Berger & Timothy H. Hannan - 93-17 Inflation persistence
by Jeffrey C. Fuhrer & George R. Moore - 93-16 Monetary policy and the behavior of long-term real interest rates
by Jeffrey C. Fuhrer & George R. Moore - 93-15 Optimal consumption dynamics with non-concave habit forming utility
by Athanasios Orphanides & David Zervos - 93-14 Random coefficient models: theory and applications
by P. A. V. B. Swamy & George S. Tavlas - 93-13 Utilizing cross-sectional evidence in modeling aggregate time series: consumer durables with fixed costs of adjustment
by J. Joseph Beaulieu - 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 C. Fuhrer & George R. 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 J. 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 H. 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