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Working Paper
Data aggregation and the problem of measuring a bank's interest rate exposure
Cohen, Hugh
(1994)
FRB Atlanta Working Paper
, Paper 94-6
Working Paper
Bargaining a monetary union
Chang, Roberto
(1994)
FRB Atlanta Working Paper
, Paper 94-4
Working Paper
Generalized method of moments estimation of Heath-Jarrow-Morton models of interest-rate contingent claims
Cohen, Hugh; Abken, Peter A.
(1994)
FRB Atlanta Working Paper
, Paper 94-8
Working Paper
The Shift to Remote Work Lessens Wage-Growth Pressures
Barrero, Jose Maria; Bloom, Nicholas; Davis, Steven J.; Meyer, Brent; Mihaylov, Emil
(2022-07-08)
The recent shift to remote work raised the amenity value of employment. As compensation adjusts to share the amenity-value gains with employers, wage-growth pressures moderate. We find empirical support for this mechanism in the wage-setting behavior of US employers, and we develop novel survey data to quantify its force. Our data imply a cumulative wage-growth moderation of 2.0 percentage points over two years. This moderation offsets more than half the real-wage catchup effect that Blanchard (2022) highlights in his analysis of near-term inflation pressures. The amenity-values gains ...
FRB Atlanta Working Paper
, Paper 2022-7
Working Paper
A Uniformly Valid Test for Instrument Exogeneity
Gospodinov, Nikolay; Dovonon, Prosper
(2025-09-25)
This paper studies the limiting behavior of the test for instrument exogeneity in linear models when there is uncertainty about the strength of the identification signal. We consider the test for conditional moment restrictions with an expanding set of constructed instruments. We establish the uniform validity of the standard normal asymptotic approximation, under the null, of this specification test over all possible degrees of model identification. As a result, this allows the researcher to use standard inference for testing instrument exogeneity without the need of any prior knowledge if ...
FRB Atlanta Working Paper
, Paper 2025-9
Working Paper
A Critical Review of the Common Ownership Literature
Gerardi, Kristopher; Lowry, Michelle; Schenone, Carola
(2023-11-08)
The rapid growth in index funds and significant consolidation in the asset-management industry over the past few decades has led to higher levels of common ownership and increased attention on the topic by academic researchers. A consensus has yet to emerge from the literature regarding the consequences of increased common ownership on firm behavior and market outcomes. Given the potential implications for firms and investors alike, it is perhaps not surprising that policymakers, legal scholars, finance and accounting academics, and practitioners have all taken a keen interest in the subject. ...
FRB Atlanta Working Paper
, Paper 2023-17
Working Paper
Market breakdowns and price crashes explained by information ambiguity
Hu, Jie
(1994)
FRB Atlanta Working Paper
, Paper 94-13
Working Paper
On the sustainability of international coordination
Yip, Chong K.; Espinosa-Vega, Marco A.
(1991)
FRB Atlanta Working Paper
, Paper 91-3
Working Paper
Discrete option replication with transactions costs: an analysis of hedging errors
Abken, Peter A.
(1988)
FRB Atlanta Working Paper
, Paper 88-10
Working Paper
Dividend Momentum and Stock Return Predictability: A Bayesian Approach
Antolin-Diaz, Juan; Petrella, Ivan; Rubio-Ramirez, Juan F.
(2021-11-10)
A long tradition in macro finance studies the joint dynamics of aggregate stock returns and dividends using vector autoregressions (VARs), imposing the cross-equation restrictions implied by the Campbell-Shiller (CS) identity to sharpen inference. We take a Bayesian perspective and develop methods to draw from any posterior distribution of a VAR that encodes a priori skepticism about large amounts of return predictability while imposing the CS restrictions. In doing so, we show how a common empirical practice of omitting dividend growth from the system amounts to imposing the extra ...
FRB Atlanta Working Paper
, Paper 2021-25
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