Central Bank Research Hub - Series: Board of Governors of the Federal Reserve System FEDS series 2005

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Title Author(s)

Using Structural Shocks to Identify Models of Investment

Paper: 2005-69, 25.12.2005

Using Subjective Expectations to Forecast Longevity: Do Survey Respondents Know Something We Don't Know?

Paper: 2005-68, 25.12.2005

Escaping the Samaritan's Dilemma: Implications of a Dynamic Model of Altruistic Intergenerational Transfers

Paper: 2005-67, 25.12.2005

Modelling Inflation Dynamics: A Critical Review Survey of Recent Research

Paper: 2005-66, 25.12.2005

Retail Deposit Fees and Multimarket Banking

Paper: 2005-65, 25.12.2005

Post Brown vs. the Board of Education: The Effects of the End of Court-Ordered Desegregation

Paper: 2005-64, 25.12.2005

Expectations Formation and the Effectiveness of Strategies for Limiting the Consequences of the Zero Bound on Interest Rates

Paper: 2005-70, 25.12.2005

Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms

Paper: 2005-63, 20.12.2005

JEL: C14, G12, G13

An Inflation Goal with Multiple Reference Measures

Paper: 2005-62, 20.12.2005

JEL: E42, E52, E58

How Did the 2003 Dividend Tax Cut Affect Stock Prices?

Paper: 2005-61, 20.12.2005

The Sustainability of Health Spending Growth

Paper: 2005-60, 15.12.2005

A No-Arbitrage Analysis of Economic Determinants of the Credit Spread Term Structure

Paper: 2005-59, 15.12.2005

JEL: E43, G12, G13

Robustifying Learnability

Paper: 2005-58, 15.12.2005

JEL: C6, E5

How Did the 2003 Dividend Tax Cut Affect Stock Prices and Corporate Payout Policy?

Paper: 2005-57, 15.12.2005

Competition and Price Discrimination in the Market for Mailing Lists

Paper: 2005-56, 05.12.2005

Alternative Central Bank Credit Policies for Liquidity Provision in a Model of Payments

Paper: 2005-55, 05.12.2005

JEL: C73, E40, E58

Can Financial Innovaition Help to Explain the Reduced Volatility of Econonomic Activity?

Paper: 2005-54, 05.12.2005

Jump-Diffusion Processes and Affine Term Structure Models: Additional Closed-Form Approximate Solutions, Distributional Assumptions for Jumps, and Parameter Estimates

Paper: 2005-53, 05.12.2005

Solving Stochastic Money-in-the-Utility-Function Models

Paper: 2005-52, 05.12.2005

JEL: C61, C62, D81, D84, E40, G12

Monetary Policy with Imperfect Knowledge

Paper: 2005-51, 25.11.2005

JEL: E52

Measuring Counterparty Credit Exposure to a Margined Counterparty

Paper: 2005-50, 25.11.2005

Job Creation and Housing Construction: Constraints on Metropolitan Area Employment Growth

Paper: 2005-49, 29.10.2005

Term Structure Estimation with Survey Data on Interest Rate Forecasts

Paper: 2005-48, 29.10.2005

JEL: E43, E47, G12

Stock Market Volatility and the Great Moderation

Paper: 2005-47, 25.10.2005

ATM Surcharge Bans and Bank Market Structure: The Case of Iowa and its Neighbors

Paper: 2005-46, 12.10.2005

The Effects of Welfare Reform and Related Policies on Single Mothers' Welfare Use and Employment in the 1990s

Paper: 2005-45, 12.10.2005

The Effect of Anticipated Tax Changes on Intertemporal Labor Supply and the Realization of Taxable Income

Paper: 2005-44, 12.10.2005

The Effects of Mortgage Prepayments on M2

Paper: 2005-43, 12.10.2005

Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases

Paper: 2005-42, 12.10.2005

JEL: C33, C53, E52

Estimates of Home Mortgage Originations, Repayments, and Debt on One-to-Four-Family Residences

Paper: 2005-41, 27.09.2005

Risk, Uncertainty, and Asset Prices

Paper: 2005-40, 26.09.2005

JEL: E44, G12, G15

Do Nonfinancial Firms Use Interest Rate Derivatives to Hedge?

Paper: 2005-39, 26.09.2005

JEL: G32

How Biased are Measures of Cyclical Movements in Productivity and Hours?

Paper: 2005-38, 26.09.2005

JEL: E01, J23

A Computationally Efficient Characterization of Pure Strategy Nash Equilibria in Large Entry Games

Paper: 2005-37, 19.09.2005

Large Investors: Implications for Equilibrium Asset, Returns, Shock Absorption, and Liquidity

Paper: 2005-36, 19.09.2005

JEL: D82, D84, F36, G14, G15

Liquidity, Default, Taxes and Yields on Municipal Bonds

Paper: 2005-35, 06.09.2005

Optimal Policy Projections

Paper: 2005-34, 06.09.2005

JEL: E52, E58

An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates

Paper: 2005-33, 06.09.2005

JEL: E43

The Household Spending Response to the 2003 Tax Cut: Evidence from Survey Data

Paper: 2005-32, 06.09.2005

JEL: E21, E62, H31

Has Output Become More Predictable? Changes in Greenbook Forecast Accuracy

Paper: 2005-31, 06.09.2005

JEL: E37

Why and When do Spot Prices of Crude Oil Revert to Futures Price Levels?

Paper: 2005-30, 30.08.2005

JEL: G12, Q40

Using Federal Funds Futures Contracts for Monetary Policy Analysis

Paper: 2005-29, 26.07.2005

Gestation Lags and the Relationship Between Investment and Q in Regressions

Paper: 2005-28, 09.06.2005

External Habit and the Cyclicality of Expected Stock Returns

Paper: 2005-27, 09.06.2005

JEL: G12

From the Horse's Mouth: Gauging Conditional Expected Stock Returns from Investor Surveys

Paper: 2005-26, 28.05.2005

Prices, Production, and Inventories over the Automotive Model Year

Paper: 2005-25, 28.05.2005

JEL: D21, D42, E22, L11, L62

Gestation Lags for Capital, Cash Flows, and Tobins's Q

Paper: 2005-24, 28.05.2005

Raising the Bar for Models of Turnover

Paper: 2005-23, 28.05.2005

JEL: J24, J31, J63

Growing Old Together: Firm Survival and Employee Turnover

Paper: 2005-22, 28.05.2005

JEL: J24, J31, J63

A Reveiw of Backtesting and Backtesting Procedures

Paper: 2005-21, 05.05.2005

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