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Francisco Covas

Personal Details

First Name:Francisco
Middle Name:
Last Name:Covas
Suffix:
RePEc Short-ID:pco180
http://www.federalreserve.gov/research/staff/covasfranciscob.htm
Terminal Degree:2004 Department of Economics; University of California-San Diego (UCSD) (from RePEc Genealogy)

Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (United States)
http://www.federalreserve.gov/
RePEc:edi:frbgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queraltoy & Jae Sim, 2015. "Macroeconomic Effects of Banking Sector Losses across Structural Models," BIS Working Papers 507, Bank for International Settlements.
  2. Francisco Covas & Marcelo Rezende & Cindy M. Vojtech, 2015. "Why Are Net Interest Margins of Large Banks So Compressed?," FEDS Notes 2015-10-05, Board of Governors of the Federal Reserve System (U.S.).
  3. Francisco Covas & John C. Driscoll, 2014. "Bank Liquidity and Capital Regulation in General Equilibrium," Finance and Economics Discussion Series 2014-85, Board of Governors of the Federal Reserve System (U.S.).
  4. Francisco Covas & Ben Rump & Egon Zakrajšek, 2013. "Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach," Finance and Economics Discussion Series 2013-55, Board of Governors of the Federal Reserve System (U.S.).
  5. Francisco Covas & Shigeru Fujita, 2011. "Private equity premium in a general equilibrium model of uninsurable investment risk," Working Papers 11-18, Federal Reserve Bank of Philadelphia.
  6. Francisco Covas & Shigeru Fujita, 2009. "Procyclicality of capital requirements in a general equilibrium model of liquidity dependence," Working Papers 09-23, Federal Reserve Bank of Philadelphia.
  7. Francisco Covas & Yahong Zhang, 2008. "Price-Level versus Inflation Targeting with Financial Market Imperfections," Staff Working Papers 08-26, Bank of Canada.
  8. Francisco Covas & Wouter den Haan, 2007. "Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms," Staff Working Papers 07-44, Bank of Canada.
  9. Francisco Covas & Shigeru Fujita, 2007. "Private risk premium and aggregate uncertainty in the model of uninsurable investment risk," Working Papers 07-30, Federal Reserve Bank of Philadelphia.
  10. Francisco Covas & Wouter den Haan, 2006. "The Role of Debt and Equity Finance over the Business Cycle," Staff Working Papers 06-45, Bank of Canada.
  11. Francisco Covas, 2005. "Uninsured Idiosyncratic Production Risk with Borrowing Constraints," Staff Working Papers 05-26, Bank of Canada.
  12. Francisco Covas, 2004. "Risk-Taking Executives, The Value of the Firm and Economic Performance," 2004 Meeting Papers 80, Society for Economic Dynamics.
  13. de Macedo, J.B. & Nunes, L.C. & Covas, F., 1999. "Moving the Escudo into the Euro," Papers 1999-14, Laval - Laboratoire Econometrie.

Articles

  1. Covas, Francisco B. & Rump, Ben & Zakrajšek, Egon, 2014. "Stress-testing US bank holding companies: A dynamic panel quantile regression approach," International Journal of Forecasting, Elsevier, vol. 30(3), pages 691-713.
  2. Paul Calem & Francisco Covas & Jason Wu, 2013. "The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45, pages 59-91, August.
  3. Francisco Covas & Wouter J. Den Haan, 2012. "The Role of Debt and Equity Finance Over the Business Cycle," Economic Journal, Royal Economic Society, vol. 122(565), pages 1262-1286, December.
  4. Francisco Covas & Wouter J. Den Haan, 2011. "The Cyclical Behavior of Debt and Equity Finance," American Economic Review, American Economic Association, vol. 101(2), pages 877-899, April.
  5. Covas Francisco & Fujita Shigeru, 2011. "Private Equity Premium and Aggregate Uncertainty in a Model of Uninsurable Investment Risk," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-36, July.
  6. Francisco Covas & Shigeru Fujita, 2010. "Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence," International Journal of Central Banking, International Journal of Central Banking, vol. 6(34), pages 137-173, December.
  7. Francisco Covas & Yahong Zhang, 2010. "Price-level versus inflation targeting with financial market imperfections," Canadian Journal of Economics, Canadian Economics Association, vol. 43(4), pages 1302-1332, November.
  8. Covas, Francisco, 2006. "Uninsured idiosyncratic production risk with borrowing constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 2167-2190, November.
  9. Francisco Covas & J.M.C. Santos Silva, 2000. "A modified hurdle model for completed fertility," Journal of Population Economics, Springer;European Society for Population Economics, vol. 13(2), pages 173-188.
    RePEc:ptu:bdpart:b199905 is not listed on IDEAS

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Portuguese Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (12) 2005-10-08 2006-12-16 2007-01-13 2007-03-03 2007-08-27 2007-12-01 2008-08-31 2009-10-31 2013-09-25 2014-12-03 2015-06-27 2015-08-19. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (11) 2005-10-08 2006-12-16 2007-01-13 2007-03-03 2007-12-01 2008-08-31 2009-10-31 2011-05-30 2014-12-03 2015-06-27 2015-08-19. Author is listed
  3. NEP-BEC: Business Economics (6) 2006-12-16 2007-03-03 2007-08-27 2007-12-01 2009-10-31 2011-05-30. Author is listed
  4. NEP-CFN: Corporate Finance (5) 2004-08-02 2005-10-08 2006-12-16 2007-08-27 2011-05-30. Author is listed
  5. NEP-BAN: Banking (4) 2011-05-30 2013-09-25 2014-12-03 2015-06-27
  6. NEP-FMK: Financial Markets (4) 2005-10-08 2007-03-03 2007-08-27 2013-09-25
  7. NEP-CBA: Central Banking (3) 2008-08-31 2013-09-25 2014-12-03
  8. NEP-MON: Monetary Economics (3) 2008-08-31 2014-12-03 2015-06-27
  9. NEP-ENT: Entrepreneurship (2) 2005-10-08 2011-05-30
  10. NEP-FIN: Finance (1) 2005-10-08
  11. NEP-FOR: Forecasting (1) 2013-09-25
  12. NEP-LAM: Central and South America (1) 2013-09-25
  13. NEP-LTV: Unemployment, Inequality and Poverty (1) 2013-09-25
  14. NEP-NEU: Neuroeconomics (1) 2013-09-25
  15. NEP-REG: Regulation (1) 2009-10-31

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