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Content
1992
1991
- 182 Factors contributing to rapid growth in national expenditures on health care
by Mark J. Warshawsky
- 181 Securitization, risk, and the liquidity problem in banking
by Allen N. Berger & Gregory F. Udell
- 180 Debt buybacks signal sovereign countries' creditworthiness: theory and tests
by Sankarshan Acharya
- 179 Maximizing the market value of a firm to choose dynamic policies for managerial hiring, compensation, firing and tenuring
by Sankarshan Acharya
- 178 Efficient resolution of moral hazard via capital market: monitoring banks
by Sankarshan Acharya
- 177 Value of double leverage, bank holding companies and capital regulation
by Sankarshan Acharya
- 176 The profit-concentration relationship in banking
by Allen N. Berger
- 175 Can retail depositories fund mortgages profitably?
by Wayne Passmore
- 174 The structure of corporate ownership in Japan
by Stephen D. Prowse
- 173 Accounting for prediction variance in event studies
by Sally M. Davies
- 172 Debt and employment volatility over the business cycle
by Steven A. Sharpe
- 171 Debt maturity and the back-to-the-wall theory of corporate finance
by George W. Fenn & Steven A. Sharpe
- 170 Projections of health care expenditures as a share of GNP: actuarial and economic approaches
by Mark J. Warshawsky
- 169 The functional relationship between prices and market concentration: the case of the banking industry
by Timothy H. Hannan
- 168 Does consumer sentiment affect household spending? If so why?
by Christopher D. Carroll & Jeffrey C. Fuhrer & David W. Wilcox
- 167 More on the international similarity of interindustry wage differentials: evidence from the Federal Republic of Germany and the U.S
by Jean Helwege & Joachim Wagner
- 166 Noise traders, excess volatility, and securities transaction tax
by Paul H. Kupiec
- 165 Stock market volatility in OECD countries: recent trends, consequences for the real economy, and proposals for reform
by Paul H. Kupiec
- 164 Prudential margin policy in a futures-style settlement system
by George W. Fenn & Paul H. Kupiec
- 163 Empirical relationships between the total industrial production index and its diffusion indexes
by James E. Kennedy
- 162 Corporate medium-term notes
by Leland Crabbe
- 161 Cyclical patterns in the variance of economic activity
by Mark W. French & Daniel E. Sichel
- 160 Changes in the cost of equity capital for bank holding companies and the effects on raising capital
by James A. Berkovec & J. Nellie Liang
- 159 The term structure of interest rates over the business cycle
by Pamela Labadie
- 158 The effects of closure policies on bank risk-taking
by Sally M. Davies & Douglas A. McManus
- 157 The Globex trading system
by Patricia A. White
- 156 The impact of liabilities for retiree health benefits on share prices
by H. Fred Mittelstaedt & Mark J. Warshawsky
- 155 Callable corporate bonds: a vanishing breed
by Leland Crabbe
- 154 Monetary policy and credit conditions: evidence from the composition of external finance
by Anil K. Kashyap & Jeremy C. Stein & David W. Wilcox
- 153 Sourcing externalities
by Eric J. Bartelsman & Ricardo J. Caballero & Richard K. Lyons
- 152 A new test for mean reversion in stock prices
by Gregory R. Duffee
- 150 Market-based deposit insurance premiums: an evaluation
by Kathleen A. Kuester & James M. O'Brien
- 149 The characteristics of home mortgage debt, 1970-89: trends and implications
by Jack Goodman & Yana Hudson & Scott Yermish
- 148 Prediction techniques for Box-Cox regression models
by Sean Collins
- 147 Inferring market power from time-series data: the case of the banking firm
by Timothy H. Hannan & J. Nellie Liang
- 146 Equity underwriting risk
by J. Nellie Liang & James M. O'Brien
1990
- 151 Measurement and efficiency issues in commercial banking
by Allen N. Berger & David B. Humphrey
- 145 Financial accounting for pensions: measures of funding status
by Mark J. Warshawsky
- 144 Some problems with identification in parametric models
by J. S. Mehta & P. A. V. B. Swamy & Peter Von zur Muehlen
- 143 A test of the theory of optimal taxation for the United States: 1870-1989
by Gregory D. Hess
- 142 Are tax rates too volatile? An application of volatility tests to United States tax rates: 1870-1989
by Gregory D. Hess
- 141 Are higher levels of inflation less predictable? A state-dependent conditional heteroskedasticity approach
by Allan D. Brunner & Gregory D. Hess
- 140 Conditional asymmetries in real GNP: a semi-nonparametric approach
by Allan D. Brunner
- 139 Trends and random walks in macroeconomic time series: a re-examination
by Glenn D. Rudebusch
- 138 Switching costs, market concentration, and prices: the theory and its empirical implications in the bank deposit market
by Steven A. Sharpe
- 137 Interest rate spreads, credit constraints and investment fluctuations: an empirical investigation
by Mark Gertler & R. Glenn Hubbard & Anil K. Kashyap
- 136 Evidence on q and investment for Japanese firms
by Takeo Hoshi & Anil K. Kashyap
- 135 Production and inventory control at the General Motors Corporation during the 1920s and 1930s
by Anil K. Kashyap & David W. Wilcox
- 134 The role of banks in reducing financial distress in Japan
by Takeo Hoshi & Anil K. Kashyap & David Scharfstein
- 133 A securities transactions tax: beyond the rhetoric, what can we really say?
by Gregory R. Duffee & Paul H. Kupiec & Patricia A. White
- 132 Efficient computation of stochastic coefficients models
by I-Lok Chang & Charles Hallahan & P. A. V. B. Swamy
- 131 Financial liberalization and international trends in stock, corporate bond and foreign exchange market volatilities
by Paul H. Kupiec
- 130 Who invented local power analysis?
by Douglas A. McManus
- 129 Effects of using dependent and independent differences in tests of random walk models against regression models
by M. W. Leslie Chandrakantha & J. S. Mehta & P. A. V. B. Swamy
- 128 Is it possible to find an econometric law that works well in explanation and prediction? The case of Australian money demand
by P. A. V. B. Swamy & George S. Tavlas
- 127 Animal spirits, margin requirements, and stock price volatility
by Paul H. Kupiec & Steven A. Sharpe
- 126 Here's looking at you: modelling and policy use of auction price expectations
by Flint Brayton & William Kan & Peter A. Tinsley & Peter Von zur Muehlen
- 125 Asset prices and the conduct of monetary policy : proceedings of the Monetary Affairs Workshop
by Richard D. Porter
- 124 Internal net worth and the investment process: an application to U.S. agriculture
by R. Glenn Hubbard & Anil K. Kashyap
- 123 Demographics and household savings
by Arthur B. Kennickell
- 122 R&D spending and manufacturing productivity: an empirical analysis
by Eric J. Bartelsman
- 121 Federally sponsored R&D and productivity growth
by Eric J. Bartelsman
- 120 Optimal interest rate rules with information from money and auction markets
by Peter Von zur Muehlen
- 119 On the power of Dickey-Fuller tests against fractional alternatives
by Francis X. Diebold & Glenn D. Rudebusch
- 118 Predicting inflation with commodity prices
by Peter Von zur Muehlen
- 117 Sticky inflation and interest rate rules with auction prices
by Peter Von zur Muehlen
- 116 Differences in the measurement of wealth, wealth inequality, and wealth composition obtained from alternative U.S. wealth surveys
by F. Thomas Juster & Kathleen A. Kuester
- 115 The importance of market psychology in the determination of stock market volatility
by Gregory R. Duffee
- 114 Debt, liquidity constraints, and corporate investment: evidence from panel data
by Toni M. Whited
- 113 U.S. corporate leverage: developments in 1987 and 1988
by Ben S. Bernanke & John Y. Campbell & Toni M. Whited
- 112 Sticky prices: new evidence from retail catalogs
by Anil K. Kashyap
- 111 Event risk: an analysis of losses to bondholders and \"super poison put\" bond covenants
by Leland Crabbe
- 110 Is there a corporate debt crisis? Another look
by Mark J. Warshawsky
- 109 A primer on program trading and stock price volatility: a survey of the issues and the evidence
by Gregory R. Duffee & Paul H. Kupiec & Patricia A. White
- 108 Institutional investment patterns and corporate financial behavior in the U.S. and Japan
by Stephen D. Prowse
- 107 The dominance of inefficiencies over scale and product mix economies in banking
by Allen N. Berger & David B. Humphrey
- 106 The treasury yield curve as a cointegrated system
by Michael G. Bradley & Stephen A. Lumpkin
- 105 Some evidence on the empirical significance of credit rationing
by Allen N. Berger & Gregory F. Udell
- 104 Futures margins and stock price volatility: is there any link?
by Paul H. Kupiec
- 103 Dynamic price competition, briefly sunk costs, and entry deterrence
by Sally M. Davies
1989
- 89-97 On the use of variance ratios in the analysis of nonstationary time series
by M. S. Leslie Chandrakantha & J. S. Mehta & P. A. V. B. Swamy
- 102 Sectoral shifts and interindustry wage differentials
by Jean Helwege
- 101 The evolution of the thrift industry crisis
by Alice P. White
- 100 How common is identification in parametric models?
by Douglas A. McManus
- 99 The long and short of industrial strength pricing
by William Kan & Reva Krieger & Peter A. Tinsley
- 98 Bank equity values, bank risk, and the implied market value of banks' assets, liabilities, and deposit insurance
by Kathleen A. Kuester & James M. O'Brien
- 96 Co-integration: is it a property of the real world?
by J. S. Mehta & P. A. V. B. Swamy & Peter Von zur Muehlen
- 95 Futures margins and stock price volatility: is there any link?
by Paul H. Kupiec
- 94 The stability of Wicksell's monetary policy rule
by Jeffrey C. Fuhrer & George R. Moore
- 93 The national survey of small business finances: description and preliminary evaluation
by Brenda G. Cox & Gregory E. Elliehausen & John D. Wolken
- 92 Real exchange rates, sectoral shifts, and aggregate unemployment
by Reva Krieger
- 91 Animal spirits, margin requirements, and stock price volatility
by Paul H. Kupiec & Steven A. Sharpe
- 90 Forecasting output with the composite leading index: an ex ante analysis
by Francis X. Diebold & Glenn D. Rudebusch
- 89 Monetary policy rules and the indicator properties of asset prices
by Jeffrey C. Fuhrer & George R. Moore
- 88 Are real estate specializing depositories viable? The evidence from commercial banks
by Robert A. Eisenbeis & Myron L. Kwast
- 87 Do firms differ much?
by Dean F. Amel & Luke M. Froeb
- 86 Bank monitoring and investment: evidence from the changing structure of Japanese corporate banking relations
by Takeo Hoshi & Anil K. Kashyap & David Scharfstein
- 85 Some red flags concerning market value accounting
by Allen N. Berger & Kathleen A. Kuester & James M. O'Brien
- 84 A reconciliation of flow of funds and Commerce Department statistics on U.S. international transactions and foreign investment position
by Sarah A. Hooker & John F. Wilson
- 83 Foundations of the structure-conduct-performance paradigm
by Timothy H. Hannan
- 82 Corporate structure, liquidity, and investment: evidence from Japanese industrial groups
by Takeo Hoshi & Anil K. Kashyap & David Scharfstein
- 81 Nonparametric exchange rate prediction?
by Francis X. Diebold & James M. Nason
- 80 Forecast combination and encompassing: reconciling two divergent literatures
by Francis X. Diebold
- 79 The effect of Bayesian priors on the moving-average representation of vector autoregressions
by James E. Kennedy
- 78 The causes of financial instability
by Martin H. Wolfson
- 77 Coherent methods of estimating technical progress
by Leonard A. Lupo & John D. Sneed & P. A. V. B. Swamy
- 76 Postretirement health benefit plans: costs and liabilities for private employers
by Mark J. Warshawsky
- 75 Sectoral and aggregate shocks to industrial output in Germany, Japan and Canada
by Reva Krieger
- 74 Dynamics of market concentration
by Dean F. Amel & J. Nellie Liang
- 73 The impact of technology adoption on market structure
by Timothy H. Hannan & John M. McDowell
- 72 Tolerance-width groupings for editing banking deposits data: an analysis of variance of variances
by Laura L. Bauer & David A. Pierce
- 71 A theory of credit rationing and the maturity structure of debt
by Steven A. Sharpe
- 70 Asymmetric information, bank lending, and implicit contracts: a stylized model of customer relationships
by Steven A. Sharpe
- 69 Microeconomic sources of beta risk instability
by Paul H. Kupiec
- 68 Systematic risk, market structure and entry barriers
by J. Nellie Liang & John D. Wolken
- 67 Bank equity values, bank risk, and the implied market values of banks' assets and liabilities
by Kathleen A. Kuester & James M. O'Brien
- 66 Capital structure, bankruptcy costs, and firm-specific human capital
by Jean Helwege
- 65 Loan commitments and bank risk exposure
by Robert B. Avery & Allen N. Berger
- 64 Returns to bidders and targets in the acquisition process: evidence from the banking industry
by Timothy H. Hannan & John D. Wolken
- 63 The impact of bank regulatory requirements on large corporate lending
by Timothy H. Hannan
- 62 A survey of exchange-traded basket instruments
by Paul H. Kupiec
- 61 The simple microanalytics of payments system risk
by Matthew D. Gelfand & David E. Lindsey
- 60 Discrimination in consumer lending
by Gregory E. Elliehausen & Edward C. Lawrence
- 59 Price rigidity and market structure: theory and evidence from the banking industry
by Allen N. Berger & Timothy H. Hannan
- 58 The adequacy of funding of private defined benefit pension plans
by Mark J. Warshawsky
- 57 Is consumption too smooth? Long memory and the Deaton paradox
by Francis X. Diebold & Glenn D. Rudebusch
- 56 The use of survey data in forecasting business fixed investments
by Jane Haltmaier
- 55 Forecasting Australian monetary aggregates
by P. A. V. B. Swamy & George S. Tavlas
- 54 Underpricing of seasoned issues: the case of U.S. Treasury bills
by Paul A. Spindt & Richard W. Stolz
- 53 Initial margin requirements and stock returns volatility: another look
by Paul H. Kupiec
- 52 Market structure and the nature of price rigidity: evidence from the market for consumer deposits
by David Neumark & Steven A. Sharpe
1988
- 51 Collateral, loan quality, and bank risk
by Allen N. Berger & Gregory F. Udell
- 50 After-hours stock prices and post-crash hangovers
by David Neumark & Peter A. Tinsley & Suzanne Tosini
- 49 Unit roots in economic time series: a selective survey
by Francis X. Diebold & Marc Nerlove
- 48 Deposit pricing, bank market structure, and welfare with cost- minimizing consumers
by William C. Whitesell
- 47 Wage indexation in a multisector economy
by John V. Duca & David D. VanHoose
- 46 The stochastic coefficients approach to econometric modeling, part III: estimation, stability testing, and prediction
by Roger K. Conway & Michael R. LeBlanc & P. A. V. B. Swamy
- 45 The algebra of I (1)
by Clive W. J. Granger & Jeffrey J. Hallman
- 44 Loan commitments and optimal monetary policy
by John V. Duca & David D. VanHoose
- 43 Borrowed reserves targeting and nominal income smoothing
by David D. VanHoose
- 42 Conditional heteroskedasticity in the market
by Francis X. Diebold & Jong Im & C. Jevons Lee
- 41 Random walks versus fractional integration: power comparisons of scalar and joint tests of the variance-time function
by Francis X. Diebold
- 40 Ex ante turning point forecasting with the composite leading index
by Francis X. Diebold & Glenn D. Rudebusch
- 39 Bringing new issues to market: a theory of underwriting
by Lawrence M. Benveniste & Paul A. Spindt
- 38 Determinants of household check writing: the impacts of the use of electronic banking services and alternative pricing of checking services
by Neil B. Murphy
- 37 Imperfect information, adverse selection and interest rate sluggishness in the pricing of bank credit cards
by Michael J. Woolley
- 36 Loan commitments and bank risk exposure
by Robert B. Avery & Allen N. Berger
- 35 Risk-based capital and off-balance sheet activities
by Robert B. Avery & Allen N. Berger
- 34 Market failure and resource use: economic incentives to use different payment instruments
by Allen N. Berger & David B. Humphrey
- 33 Efficiency and equity of a gasoline tax increase
by Mark W. French
- 32 Efficiency wages, inter-industry wage differentials, and the returns to ability
by McKinley Blackburn & David Neumark
- 31 \"Animal Spirits\" in consumer expectations: filtering the information in consumer survey expectations
by Jeffrey C. Fuhrer
- 30 The stochastic coefficients approach to econometric modeling, part II: description and motivation
by Roger K. Conway & Michael R. LeBlanc & P. A. V. B. Swamy
- 29 Does marriage really make men more productive?
by Sanders Korenman & David Neumark
- 28 On a problem in identifying linear parametric models
by P. A. V. B. Swamy & Peter Von zur Muehlen
- 27 A theory of credit rationing and the maturity structure of debt
by Steven A. Sharpe
- 26 Dynamic price competition and the theory of contestable markets
by Sally M. Davies
- 25 Learning about monetary regime shifts in an overlapping wage contract model
by Jeffrey C. Fuhrer & Mark A. Hooker
- 24 The use of high-frequency data in model-based forecasting at the Federal Reserve Board
by Carol Corrado & Jane Haltmaier
- 23 The price-concentration relationship in banking
by Allen N. Berger & Timothy H. Hannan
- 22 Price smoothing, intermediate monetary targeting, and price level non- trend-stationarity
by David D. VanHoose
- 21 Optimal monetary policy and alternative wage indexation schemes in a model with interest-sensitive labor supply
by David D. VanHoose
- 20 New banking powers: a portfolio analysis of bank investment in real estate
by David B. Humphrey & Myron L. Kwast & Peter Lloyd-Davies & Richard J. Rosen
- 19 On the solution of dynamic linear rational expectations models
by Francis X. Diebold
- 18 On a problem in identifying linear parametric models
by P. A. V. B. Swamy & Peter Von zur Muehlen
- 17 Research and development with asymmetric firm sizes
by Richard J. Rosen
- 16 Asymptotic consistency and normality of least absolute deviations applied to seemingly unrelated regression systems
by Kathleen A. Kuester
- 15 Modeling buffer stock money - an appraisal
by P. A. V. B. Swamy & George S. Tavlas
- 14 Combination monetary policies in a disaggregated economy with endogenous wage indexation
by David D. VanHoose
- 13 Floating rate loan contracts and monetary policy
by David D. VanHoose
- 12 Discount rate policy and alternative Federal Reserve operating procedures in a rational expectations setting
by David D. VanHoose
- 11 The equity premium and time-varying risk behavior
by James M. Nason
- 10 Aggregate debt and wealth: the significance of the bequest motive
by Mark J. Warshawsky
- 9 State space modeling of time series: a review essay
by Francis X. Diebold
- 8 Post-deregulation deposit rate pricing: the multivariate dynamics
by Francis X. Diebold & Steven A. Sharpe
- 7 Long memory and persistence in aggregate output
by Francis X. Diebold & Glenn D. Rudebusch
- 6 An application of operational-subjective statistical methods to rational expectations: comment
by Francis X. Diebold
- 5 Estimating time-varying parameters in a nonlinear multivariate model: inferring changes in expectation behavior over time
by Jeffrey C. Fuhrer
- 4 Age heterogeneity and the Tobin effect with infinite horizons
by William C. Whitesell
- 3 What do regressions of interest rates on deficits imply?
by Bharat R. Kolluri & Rao N. Singamesetti & P. A. V. B. Swamy
- 2 The stochastic coefficients approach to econometric modeling, part 1: a critique of fixed coefficients models
by Roger K. Conway & Michael R. LeBlanc & P. A. V. B. Swamy
1987
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