Working Paper
When does the prime rate change?
Mester, Loretta J.; Saunders, Anthony (1990)
Working Papers , Paper 90-16

Journal Article
The prime rate and the cost of funds: is the prime too high?
Hafer, Rik (1983-05)
Review , Volume 65 , Issue May , Pages 17-21

Journal Article
When is the prime rate second choice?
Gendreau, Brian C. (1983-05)
Business Review , Issue May/Jun , Pages 13-23

Journal Article
Commercial paper, commercial banks
Judd, John P. (1978)
FRBSF Economic Letter

Journal Article
Are prime rate changes asymmetric?
Dueker, Michael J. (2000-09)
Review , Volume 82 , Issue Sep , Pages 33-40

Working Paper
Who changes the prime rate?
Mester, Loretta J.; Saunders, Anthony (1990)
Working Papers , Paper 90-26

Journal Article
Costs, competition and the prime
Runyon, Herbert (1981)
FRBSF Economic Letter

Journal Article
Is the prime rate too high?
Furlong, Frederick T. (1991)
FRBSF Economic Letter

Journal Article
The persistence of the prime rate
Booth, James R. (1994)
FRBSF Economic Letter

Working Paper
Conditional heteroskedasticity in qualitative response models of time series: a Gibbs sampling approach to the bank prime rate
Dueker, Michael J. (1998)
Previous time series applications of qualitative response models have ignored features of the data, such as conditional heteroskedasticity, that are routinely addressed in time-series econometrics of financial data. This article addresses this issue by adding Markov-switching heteroskedasticity to a dynamic ordered probit model of discrete changes in the bank prime lending rate and estimation via the Gibbs sampler. The dynamic ordered probit model of Eichengreen, Watson and Grossman (1995) allows for serial autocorrelation in probit analysis of a time series, and the present article ...
Working Papers , Paper 1998-011