Corporate Hedging, Investment and Value | by Jose M. Berrospide, Amiyatosh Purnanandam, and Uday Rajan | 2008-22
(May 2008) | Abstract
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Nested Simulation in Portfolio Risk Measurement | by Michael B. Gordy and Sandeep Juneja | 2008-21
(Apr 2008) | Abstract
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A New Look at the Wealth Adequacy of Older U.S. Households | by David A. Love, Paul A. Smith, and Lucy C. McNair | 2008-20
(Apr 2008) | Abstract |
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Happiness Maintenance and Asset Prices | by Antonio Falato | 2008-19
(Apr 2008) | Abstract |
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Exchange rates, Optimal Debt Composition, and Hedging in Small Open Economies | by Jose Berrospide | 2008-18
(Apr 2008) | Abstract |
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Expectations of risk and return among household investors: Are their Sharpe ratios countercyclical? | by Gene Amromin and Steven A. Sharpe | 2008-17
(Apr 2008) | Abstract |
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Corporate Hedging, Investment and Value | by Jose M. Berrospide, Amiyatosh Purnanandam, and Uday Rajan | 2008-16
(Apr 2008) | Abstract |
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Lack of Signal Error (LoSE) and Implications for OLS Regression: Measurement Error for Macro Data | by Jeremy J. Nalewaik | 2008-15
(Mar 2008) | Abstract |
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Firm Dynamics with Infrequent Adjustment and Learning | by Eugenio Pinto | 2008-14
(Mar 2008) | Abstract |
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The Trajectory of Wealth in Retirement | by David A. Love, Michael G. Palumbo, and Paul A. Smith | 2008-13
(Mar 2008) | Abstract |
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The Effect of Satellite Entry on Product Quality for Cable Television | by Chenghuan Sean Chu | 2008-12
(Mar 2008) | Abstract |
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Paying to Save: Tax Withholding and Asset Allocation Among Low- and Moderate-Income Taxpayers | by Michael S. Barr and Jane K. Dokko | 2008-11
(Mar 2008) | Abstract |
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Does the NEA Crowd Out Private Charitable Contributions to the Arts? | by Jane K. Dokko | 2008-10
(Mar 2008) | Abstract |
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The Human Capital That Matters: Expected Returns and the Income of Affluent Households | by Sean D. Campbell and George M. Korniotis | 2008-09
(Mar 2008) | Abstract |
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The "Growing Pains" of TIPS Issuance | by Jennifer E. Roush | 2008-08
(Feb 2008) | Abstract |
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Alternatives for Distressed Banks and the Panics of the Great Depression | by Mark Carlson | 2008-07
(Feb 2008) | Abstract |
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Challenges in Macro-Finance Modeling | by Don Kim | 2008-06
(Feb 2008) | Abstract |
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The TIPS Yield Curve and Inflation Compensation | by Refet S. Gürkaynak, Brian Sack, and Jonathan H. Wright | 2008-05
(Feb 2008) | Abstract |
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Footnotes Aren't Enough: The Impact of Pension Accounting on Stock Values | by Julia Coronado, Olivia S. Mitchell, Steven A. Sharpe, and S. Blake Nesbitt | 2008-04
(Feb 2008) | Abstract |
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Monetary Policy Actions and Long-Run Inflation Expectations | by Michael T. Kiley | 2008-03
(Feb 2008) | Abstract |
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Recent Trends in the Number and Size of Bank Branches: An Examination of Likely Determinants | by Timothy H. Hannan and Gerald A. Hanweck | 2008-02
(Jan 2008) | Abstract |
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The Jumbo-Conforming Spread: A Semiparametric Approach | by Shane M. Sherlund | 2008-01
(Jan 2008) | Abstract |
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2007 |
Continuous Time Extraction of a Nonstationary Signal with Illustrations in Continuous Low-pass and Band-pass Filtering | by Tucker S. McElroy and Thomas M. Trimbur | 2007-68
(Dec 2007) | Abstract |
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Nominal Mortgage Contracts and the Effects of Inflation on Portfolio Allocation | by Joseph B. Nichols | 2007-67
(Dec 2007) | Abstract |
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Stability of Risk Preference | by Claudia R. Sahm | 2007-66
(Dec 2007) | Abstract |
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Bank Core Deposits and the Mitigation of Monetary Policy | by Lamont Black, Diana Hancock, and Wayne Passmore | 2007-65
(Dec 2007) | Abstract |
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Two Pitfalls of Linearization Methods | by Jinill Kim and Sunghyun Henry Kim | 2007-64
(Dec 2007) | Abstract |
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Explaining a Productive Decade | by Stephen D. Oliner, Daniel E. Sichel, and Kevin J. Stiroh | 2007-63
(Dec 2007) | Abstract |
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Risk and Concentration in Payment and Securities Settlement Systems | by David C. Mills, Jr. and Travis D. Nesmith | 2007-62
(Dec 2007) | Abstract |
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The Evolution of Household Income Volatility | by Karen E. Dynan, Douglas W. Elmendorf, and Daniel E. Sichel | 2007-61
(Nov 2007) | Abstract |
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Hyperbolic Discounting and Uniform Savings Floors | by Benjamin A. Malin | 2007-59
(Nov 2007) | Abstract |
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Gauging the Uncertainty of the Economic Outlook from Historical Forecasting Errors | by David Reifschneider and Peter Tulip | 2007-60
(Nov 2007) | Abstract |
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Imperfect Monitoring and the Discounting of Inside Money | by David C. Mills, Jr. | 2007-58
(Nov 2007) | Abstract |
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Financial Market Perceptions of Recession Risk | by Thomas B. King, Andrew T. Levin, and Roberto Perli | 2007-57
(Oct 2007) | Abstract |
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Welfare-Maximizing Monetary Policy under Parameter Uncertainty | by Rochelle M. Edge, Thomas Laubach, and John C. Williams | 2007-56
(Oct 2007) | Abstract |
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Implied Interest Rate Skew, Term Premiums, and the "Conundrum" | by J. Benson Durham | 2007-55
(Oct 2007) | Abstract |
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Reserve Requirement Systems in OECD Countries | by Yueh-Yun C. O’Brien | 2007-54
(Oct 2007) | Abstract |
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Documentation of the Research and Statistics Division's Estimated DSGE Model of the U.S. Economy: 2006 Version | by Rochelle M. Edge, Michael T. Kiley, and Jean-Philippe Laforte | 2007-53
(Oct 2007) | Abstract |
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Do High Debt Payments Hinder Household Consumption Smoothing? | by Kathleen W. Johnson and Geng Li | 2007-52
(Oct 2007) | Abstract |
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The Effects of Past Entry, Market Consolidation, and Expansion by Incumbents on the Probability of Entry | by Robert M. Adams and Dean F. Amel | 2007-51
(Oct 2007) | Abstract |
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Choice of Mortgage Contracts: Evidence from the Survey of Consumer Finances | by Brahima Coulibaly and Geng Li | 2007-50
(Oct 2007) | Abstract |
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Operational Problems and Aggregate Uncertainty in the Federal Funds Market | by Elizabeth Klee | 2007-49
(Oct 2007) | Abstract |
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Habit Persistence, Non-separability Between Consumption and Leisure, or Rule-of-Thumb Consumers: Which Accounts for the Predictability of Consumption Growth? | by Michael T. Kiley | 2007-48
(Oct 2007) | Abstract |
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Credit Derivatives and Risk Management | by Michael S. Gibson | 2007-47
(Oct 2007) | Abstract |
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Cracking the Conundrum | by David Backus and Jonathan H. Wright | 2007-46
(Oct 2007) | Abstract |
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Does Health Affect Portfolio Choice? | by Paul Smith and David Love | 2007-45
(Oct 2007) | Abstract |
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Will Monetary Policy Become More of a Science? | by Frederic S. Mishkin | 2007-44
(Sep 2007) | Abstract
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Combining Forecasts From Nested Models (JEL C52, C53) | by Todd E. Clark and Michael W. McCracken | 2007-43
(Sep 2007) | Abstract
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Averaging Forecasts from VARs with Uncertain Instabilities (JEL C32, C53, E37) | by Todd E. Clark and Michael W. McCracken | 2007-42
(Sep 2007) | Abstract
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Forecasting with Small Macroeconomic VARs in the Presence of Instabilities (JEL C53, E17, E37) | by Todd E. Clark and Michael W. McCracken | 2007-41
(Sep 2007) | Abstract
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Housing and the Monetary Transmission Mechanism | by Frederic S. Mishkin | 2007-40
(Sep 2007) | Abstract
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An Efficiency Perspective on the Gains from Mergers and Asset Purchases | by Sugata Ray and Missaka Warusawitharana | 2007-39
(Aug 2007) | Abstract
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Transaction Costs and Consumption | by Geng Li | 2007-38
(Aug 2007) | Abstract
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The Rise in U.S. Household Indebtedness: Causes and Consequences | by Karen E. Dynan and Donald L. Kohn | 2007-37
(Aug 2007) | Abstract
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Why Do Firms Offer Risky Defined Benefit Pension Plans? | by David A. Love, Paul A. Smith, and David Wilcox | 2007-36
(Aug 2007) | Abstract
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Executive Compensation: A New View from a Long-Term Perspective, 1936-2005 | by Carola Frydman and Raven E. Saks | 2007-35
(Aug 2007) | Abstract
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News, Noise, and Estimates of the "True" Unobserved State of the Economy | by Dennis J. Fixler and Jeremy J. Nalewaik | 2007-34
(Aug 2007) | Abstract
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Robust Monetary Policy with Imperfect Knowledge (JEL E52) | by Athanasios Orphanides and John C. Williams | 2007-33
(Aug 2007) | Abstract
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Labor Reallocation over the Business Cycle: New Evidence from Internal Migration | by Raven E. Saks and Abigail Wozniak | 2007-32
(Aug 2007) | Abstract
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Federal Home Loan Bank Advances and Commercial Bank Portfolio Composition (JEL G18, G21, G38) | by W. Scott Frame, Diana Hancock, Wayne Passmore | 2007-31
(Aug 2007) | Abstract
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Employer-to-Employer Flows in the United States: Estimates Using Linked Employer-Employee Data | by Melissa Bjelland, Bruce Fallick, John Haltiwanger, and Erika McEntarfer | 2007-30
(Jul 2007) | Abstract
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Bank Commercial Loan Fair Value Practices | by John Tschirhart, James O'Brien, Michael Moise, and Emily Yang | 2007-29
(Jul 2007) | Abstract
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Racial Dispersion in Consumer Credit Interest Rates | by Wendy Edelberg | 2007-28
(Jun 2007) | Abstract
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Corporate Asset Purchases and Sales: Theory and Evidence (JEL G31, G34) | by Missaka Warusawitharana | 2007-27
(Jun 2007) | Abstract
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The Rise and Fall of U.S. Inflation Persistence (JEL E52, E58) | by Meredith Beechey and Par Osterholm | 2007-26
(Jun 2007) | Abstract
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Estimating the Long-Run User Cost Elasticity for a Small Open Economy: Evidence Using Data from South Africa (JEL C23, E22, E44, E62) | by Brahima Coulibaly and Jonathan Millar | 2007-25
(Jun 2007) | Abstract
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Sectoral productivity in the United States: Recent developments and the role of IT | by Carol Corrado, Paul Lengermann, Eric J. Bartelsman, and J. Joseph Beaulieu | 2007-24
(Jun 2007) | Abstract
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Incorporating Vintage Differences and Forecasts into Markov Switching Models | by Jeremy J. Nalewaik | 2007-23
(May 2007) | Abstract
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Bond Risk Premia and Realized Jump Volatility (JEL C22, E43, G12, G14) | by Jonathan Wright and Hao Zhou | 2007-22
(May 2007) | Abstract
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The Contribution of Multinational Corporations to U.S. Productivity Growth, 1977-2000 | by Carol Corrado, Paul Lengermann, and Larry Slifman | 2007-21
(May 2007) | Abstract
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Sources and Uses of Equity Extracted from Homes | by Alan Greenspan and James Kennedy | 2007-20
(Apr 2007) | Abstract
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The Value Of Medicare Managed Care Plans and Their Prescription Drug Benefits | by Anne E. Hall | 2007-19
(Apr 2007) | Abstract
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Taylor Rules (JEL E52) | by Athanasios Orphanides | 2007-18
(Apr 2007) | Abstract
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Do Households Have Enough Wealth for Retirement? | by David A. Love, Paul A. Smith, and Lucy C. McNair | 2007-17
(Apr 2007) | Abstract
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Studying Consumption with the Panel Study of Income Dynamics: Comparisons with the Consumer Expenditure Survey and an Application to the Intergenerational Transmission of Well-being | by Kerwin Kofi Charles, Sheldon Danziger, Geng Li, and Robert F. Schoeni | 2007-16
(Apr 2007) | Abstract
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Learning By Investing--Embodied Technology and Business Cycles (JEL E22, E32) | by Geng Li | 2007-15
(Apr 2007) | Abstract
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Diagnosing and Treating Bifurcations in Perturbation Analysis of Dynamic Macro Models (JEL C61, C63, E52) | by Jinill Kim, Andrew T. Levin, and Tack Yun | 2007-14
(Apr 2007) | Abstract
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A Brief History of the 1987 Stock Market Crash with a Discussion of the Federal Reserve Response (JEL E58, G18, N22) | by Mark Carlson | 2007-13
(Apr 2007) | Abstract
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Anchoring Bias in Consensus Forecasts and its Effect on Market Prices | by Sean D. Campbell and Steven A. Sharpe | 2007-12
(Apr 2007) | Abstract
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Expected Stock Returns and Variance Risk Premia (JEL G12, G14) | by Tim Bollerslev and Hao Zhou | 2007-11
(Apr 2007) | Abstract
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Alternative Methods of Unit Nonresponse Weighting Adjustments: An Application from the 2003 Survey of Small Business Finances | by Lieu N. Hazelwood, Traci L. Mach, and John D. Wolken | 2007-10
(Apr 2007) | Abstract
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A Cohort-Based Model of Labor Force Participation | by Bruce Fallick and Jonathan Pingle | 2007-09
(Apr 2007) | Abstract
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Natural Rate Measures in an Estimated DSGE Model of the U.S. Economy | by Rochelle M. Edge, Michael T. Kiley, and Jean-Philippe Laforte | 2007-08
(Mar 2007) | Abstract
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Estimating Probabilities of Recession in Real Time Using GDP and GDI | by Jeremy J. Nalewaik | 2007-07
(Mar 2007) | Abstract
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A Closer Look at the Sensitivity Puzzle: The Sensitivity of Expected Future Short Rates and Term Premia to Macroeconomic News | by Meredith Beechey | 2007-06
(Mar 2007) | Abstract
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Rounding and the Impact of News: A Simple Test of Market Rationality (JEL E44, G14) | by Meredith Beechey and Jonathan H. Wright | 2007-05
(Feb 2007) | Abstract
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Rational Seasonality (JEL C43, D11, E31) | by Travis D. Nesmith | 2007-04
(Feb 2007) | Abstract
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Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics (JEL C14, C32, C51, C82, E4) | by Barry E. Jones and Travis D. Nesmith | 2007-03
(Feb 2007) | Abstract
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Measurement of Monetary Aggregates across Countries | by Yueh-Yun C. O'Brien | 2007-02
(Feb 2007) | Abstract
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A Primer on the Macroeconomic Implications of Population Aging | by Louise Sheiner, Daniel Sichel, and Lawrence Slifman | 2007-01
(Jan 2007) | Abstract
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2006 |
The Competitive Effects of Risk-Based Bank Capital Regulation: An Example from U.S. Mortgage Markets (JEL G18, G21) | by Diana Hancock, Andreas Lehnert, Wayne Passmore, and Shane M. Sherlund | 2006-46
(Dec 2006) | Abstract
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A Quantitative Comparison of Sticky-Price and Sticky-Information Models of Price Setting (JEL E3) | by Michael T. Kiley | 2006-45
(Nov 2006) | Abstract
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Shifting Trends in Semiconductor Prices and the Pace of Technological Progress | by Ana Aizcorbe, Stephen D. Oliner, and Daniel E. Sichel | 2006-44
(Nov 2006) | Abstract
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Inflation Measurement (JEL C43, E31) | by David E. Lebow and Jeremy B. Rudd | 2006-43
(Oct 2006) | Abstract
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An Estimate of the Inflation Risk Premium Using a Three-Factor Affine< |