Printed from https://ideas.repec.org/s/fip/fednsr3.html
Content
2015
- 742 Macroprudential policy: case study from a tabletop exercise
by Tobias Adrian & Patrick de Fontnouvelle & Emily Yang & Andrei Zlate - 741 Interest rates and the market for new light vehicles
by Adam Copeland & George J. Hall & Louis J. Maccini - 740 Reference guide to U.S. repo and securities lending markets
by Viktoria Baklanova & Adam Copeland & Rebecca McCaughrin - 739 Intended college attendance: evidence from an experiment on college returns and costs
by Zachary Bleemer & Basit Zafar - 738 Good news is bad news: leverage cycles and sudden stops
by Ozge Akinci & Ryan Chahrour - 737 Nonlinear pricing with competition: the market for settling payments
by Adam Copeland & Rod Garratt - 736 The term structure of the price of variance risk
by Marianne Andries & Thomas M. Eisenbach & R. Jay Kahn & Martin C. Schmalz - 735 The price effects of cash versus in-kind transfers
by Jesse M. Cunha & Giacomo De Giorgi & Seema Jayachandran - 734 Subjective Intertemporal Substitution
by Richard K. Crump & Stefano Eusepi & Andrea Tambalotti & Giorgio Topa - 733 Credit supply and the rise in college tuition: evidence from the expansion in federal student aid programs
by David O. Lucca & Taylor D. Nadauld & Karen Shen - 732 Determinants of mortgage default and consumer credit use: the effects of foreclosure laws and foreclosure delays
by Sewin Chan & Andrew F. Haughwout & Andrew Hayashi & Wilbert Van der Klaauw - 731 Regional heterogeneity and the refinancing channel of monetary policy
by Martin Beraja & Andreas Fuster & Erik Hurst & Joseph Vavra - 730 Segregated balance accounts
by Rod Garratt & Antoine Martin & James J. McAndrews & Ed Nosal - 729 Supervising large, complex financial companies: what do supervisors do?
by Thomas M. Eisenbach & Andrew F. Haughwout & Beverly Hirtle & Anna Kovner & David O. Lucca & Matthew Plosser - 728 Small firms’ formalization: the stick treatment
by Giacomo De Giorgi & Matthew Ploenzke & Aminur Rahman - 727 Asset price effects of peer benchmarking: evidence from a natural experiment
by Sushant Acharya & Alvaro Pedraza - 726 Taking orders and taking notes: dealer information sharing in financial markets
by Nina Boyarchenko & David O. Lucca & Laura Veldkamp - 725 Insolvency after the 2005 bankruptcy reform
by Stefania Albanesi & Jaromir B. Nosal - 724 Watering a lemon tree: heterogeneous risk taking and monetary policy transmission
by Dong Beom Choi & Thomas M. Eisenbach & Tanju Yorulmazer - 723 Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds
by Tobias Adrian & Richard K. Crump & Erik Vogt - 722 Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks”
by Tobias Adrian - 721 The gender gap in mathematics: evidence from a middle-income country
by Prashant Bharadwaj & Giacomo De Giorgi & David Hansen & Christopher Neilson - 720 Gender roles and medical progress
by Stefania Albanesi & Claudia Olivetti - 719 The rescue of Fannie Mae and Freddie Mac
by W. Scott Frame & Andreas Fuster & Joseph Tracy & James Vickery - 718 Gender and dynamic agency: theory and evidence on the compensation of top executives
by Stefania Albanesi & Claudia Olivetti & María José Prados - 717 Does central clearing reduce counterparty risk in realistic financial networks?
by Rod Garratt & Peter Zimmerman - 716 Business cycle fluctuations and the distribution of consumption
by Giacomo De Giorgi & Luca Gambetti - 715 Informational contagion in the laboratory
by Marco Cipriani & Sven Fischer & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati - 714 The equity risk premium: a review of models
by Fernando M. Duarte & Carlo Rosa - 713 How mortgage finance affects the urban landscape
by Sewin Chan & Andrew F. Haughwout & Joseph Tracy - 712 Overnight RRP operations as a monetary policy tool: some design considerations
by Josh Frost & Lorie Logan & Antoine Martin & Patrick E. McCabe & Fabio M. Natalucci & Julie Remache - 711 Anxiety and pro-cyclical risk taking with Bayesian agents
by Thomas M. Eisenbach & Martin C. Schmalz - 710 What Do Data on Millions of U.S. Workers Reveal about Life-Cycle Earnings Dynamics?
by Fatih Guvenen & Fatih Karahan & Serdar Ozkan & Jae Song - 709 Credit supply and the housing boom
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - 708 Betting against beta (and gamma) using government bonds
by J. Benson Durham
2014
- 707 Grown-up business cycles
by Benjamin Pugsley & Ayşegül Şahin - 706 Option-implied term structures
by Erik Vogt - 705 Hybrid intermediaries
by Nicola Cetorelli - 704 Banks' incentives and the quality of internal risk models
by Matthew Plosser & João A. C. Santos - 703 Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty
by Marianne Andries & Thomas M. Eisenbach & Martin C. Schmalz - 702 The sensitivity of housing demand to financing conditions: evidence from a survey
by Andreas Fuster & Basit Zafar - 701 When does a central bank’s balance sheet require fiscal support?
by Marco Del Negro & Christopher A. Sims - 700 Tuition, jobs, or housing: what's keeping millennials at home?
by Zachary Bleemer & Meta Brown & Donghoon Lee & Wilbert Van der Klaauw - 699 Population aging, migration spillovers, and the decline in interstate migration
by Fatih Karahan & Serena Rhee - 698 Costly information, planning complementarities and the Phillips Curve
by Sushant Acharya - 697 CDS and equity market reactions to stock issuances in the U.S. financial industry: evidence from the 2002-13 period
by Marcia Millon Cornette & Hamid Mehran & Kevin Pan & Minh Phan & Chenyang Wei - 696 Supervisory stress tests
by Beverly Hirtle & Andreas Lehnert - 695 Dynamic prediction pools: an investigation of financial frictions and forecasting performance
by Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide - 694 Counterparty risk in material supply contracts
by Nina Boyarchenko & Anna M. Costello - 693 Bank heterogeneity and capital allocation: evidence from \\"fracking\\" shocks
by Matthew Plosser - 692 How does risk management influence production decisions? evidence from a field experiment
by Shawn Cole & Xavier Gine & James Vickery - 691 What predicts U.S. recessions?
by Weiling Liu & Emanuel Moench - 690 Monetary policy, financial conditions, and financial stability
by Tobias Adrian & J. Nellie Liang - 689 Job search behavior over the business cycle
by Toshihiko Mukoyama & Christina Patterson & Ayşegül Şahin - 688 A Leverage-Based Measure of Financial Instability
by Tobias Adrian & Karol Jan Borowiecki & Alexander Tepper - 687 Shifts in the Beveridge curve
by Peter A. Diamond & Ayşegül Şahin - 686 Africa is on time
by Maxim L. Pinkovskiy & Xavier X. Sala-i-Martin - 685 Information heterogeneity and intended college enrollment
by Zachary Bleemer & Basit Zafar - 684 Direct purchases of U.S. Treasury securities by Federal Reserve banks
by Kenneth D. Garbade - 683 University choice: the role of expected earnings, non-pecuniary outcomes, and financial constraints
by Adeline Delavande & Basit Zafar - 682 Educational assortative mating and household income inequality
by Lasse Eika & Magne Mogstad & Basit Zafar - 681 What determines the composition of international bank flows?
by Cornelia Kerl & Friederike Niepmann - 680 Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences
by Luci Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon M. Potter - 679 The effect of state pension cut legislation on bank values
by Lee Cohen & Marcia Millon Cornette & Hamid Mehran & Hassan Tehranian - 678 The revolving door and worker flows in banking regulation
by David O. Lucca & Amit Seru & Francesco Trebbi - 677 Simple and reliable way to compute option-based risk-neutral distributions
by Allan M. Malz - 676 Liquidity risk and U.S. bank lending at home and abroad
by Ricardo Correa & Linda S. Goldberg & Tara N. Rice - 675 International banking and liquidity risk transmission: lessons from across countries
by Claudia M. Buch & Linda S. Goldberg - 674 Understanding mortgage spreads
by Nina Boyarchenko & Andreas Fuster & David O. Lucca - 673 Dealer financial conditions and lender-of-last resort facilities
by Viral V. Acharya & Michael J. Fleming & Warren B. Hrung & Asani Sarkar - 672 The FRBNY staff underlying inflation gauge: UIG
by Marlene Amstad & Simon M. Potter & Robert W. Rich - 671 A primer on the GCF Repo® Service
by Paul Agueci & Leyla Alkan & Adam Copeland & Isaac Davis & Antoine Martin & Kate Pingitore & Caroline Prugar & Tyisha Rivas - 670 Gates, fees, and preemptive runs
by Marco Cipriani & Antoine Martin & Patrick E. McCabe & Bruno Parigi - 669 Lights, camera,...income! Estimating poverty using national accounts, survey means, and lights
by Maxim L. Pinkovskiy & Xavier X. Sala-i-Martin - 668 Measuring student debt and its performance
by Meta Brown & Andrew F. Haughwout & Donghoon Lee & Joelle Scally & Wilbert Van der Klaauw - 667 LIBOR: origins, economics, crisis, scandal, and reform
by David Hou & David R. Skeie - 666 Bank holding company dividends and repurchases during the financial crisis
by Beverly Hirtle - 665 Arbitrage-free affine models of the forward price of foreign currency
by J. Benson Durham - 664 Financial stability policies for shadow banking
by Tobias Adrian - 663 Assessing financial stability: the Capital and Loss Assessment under Stress Scenarios (CLASS) model
by Meru Bhanot & Beverly Hirtle & Anna Kovner & James Vickery - 662 World welfare is rising: estimation using nonparametric bounds on welfare measures
by Maxim L. Pinkovskiy - 661 Liquidity policies and systemic risk
by Tobias Adrian & Nina Boyarchenko - 660 The over-the-counter theory of the fed funds market: a primer
by Gara M. dup Afonso & Ricardo Lagos
2013
- 659 No guarantees, no trade: how banks affect export patterns
by Friederike Niepmann & Tim Schmidt-Eisenlohr - 658 More on U.S. Treasury term premiums: spot and expected measures
by J. Benson Durham - 657 Momentum and the term structure of interest rates
by J. Benson Durham - 656 Arbitrage-free models of stocks and bonds
by J. Benson Durham - 655 Fundamental disagreement
by Philippe Andrade & Richard K. Crump & Stefano Eusepi & Emanuel Moench - 654 ECB monetary operations and the interbank repo market
by Peter G. Dunne & Michael J. Fleming & Andrey Zholos - 653 Coordinating monetary and macroprudential policies
by Bianca De Paoli & Matthias Paustian - 652 The effects of policy guidance on perceptions of the Fed’s reaction function
by Katherine Femia & Steven Friedman & Brian P. Sack - 651 Intermediary balance sheets
by Tobias Adrian & Nina Boyarchenko - 650 Did liquidity providers become liquidity seekers?
by Jaewon Choi & Or Shachar - 649 Fiscal foundations of inflation: imperfect knowledge
by Stefano Eusepi & Bruce Preston - 648 The Effects of the saving and banking glut on the U.S. economy
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - 647 The FRBNY DSGE model
by Matthew Cocci & Marco Del Negro & Stefano Eusepi & Marc Giannoni & Raiden B. Hasegawa & M. Henry Linder & Argia M. Sbordone & Andrea Tambalotti - 646 Unemployment Benefits and Unemployment in the Great Recession: The Role of Equilibrium Effects
by Marcus Hagedorn & Fatih Karahan & Iourii Manovskii & Kurt Mitman - 645 Fire-sale spillovers and systemic risk
by Fernando M. Duarte & Thomas M. Eisenbach - 644 The capital structure and governance of a mortgage securitization utility
by Patricia C. Mosser & Joseph Tracy & Joshua Wright - 643 Did cuts in state aid during the Great Recession lead to changes in local property taxes?
by Rajashri Chakrabarti & Max Livingston & Joydeep Roy - 642 Federal Reserve tools for managing rates and reserves
by Antoine Martin & James J. McAndrews & Ali Palida & David R. Skeie - 641 Merit Aid, Student Mobility, and the Role of College Selectivity
by Rajashri Chakrabarti & Joydeep Roy - 640 Banking globalization, transmission, and monetary policy autonomy
by Linda S. Goldberg - 639 Accounting for breakout in Britain: The Industrial Revolution through a Malthusian lens
by Karol Jan Borowiecki & Alexander Tepper - 638 Shadow bank monitoring
by Tobias Adrian & Adam B. Ashcraft & Nicola Cetorelli - 637 Heterogeneity and stability: bolster the strong, not the weak
by Dong Beom Choi - 636 Negative equity and housing investment
by Andrew F. Haughwout & Sarah Sutherland & Joseph Tracy - 635 Auctions implemented by the Federal Reserve Bank of New York during the Great Recession
by Olivier Armantier & John Sporn - 634 Financial education and the debt behavior of the young
by Meta Brown & John Grigsby & Wilbert Van der Klaauw & Jaya Wen & Basit Zafar - 633 International Trade, Risk and the Role of Banks
by Friederike Niepmann & Tim Schmidt-Eisenlohr - 632 Still not out of the woods? New Jersey schools during the recession and beyond
by Rajashri Chakrabarti & Max Livingston - 631 The long road to recovery: New York Schools in the aftermath of the Great Recession
by Rajashri Chakrabarti & Max Livingston - 630 The fragility of short-term secured funding markets
by Antoine Martin & David R. Skeie & Ernst-Ludwig von Thadden - 629 Evaluating the quality of fed funds lending estimates produced from Fedwire payments data
by Anna Kovner & David R. Skeie - 628 The macroeconomics of trend inflation
by Guido Ascari & Argia M. Sbordone - 627 Preferences and biases in educational choices and labor market expectations: shrinking the black box of gender
by Ernesto Reuben & Matthew Wiswall & Basit Zafar - 626 Time variation in asset price responses to macro announcements
by Linda S. Goldberg & Christian Grisse - 625 Dynamic Leverage Asset Pricing
by Tobias Adrian & Emanuel Moench & Hyun Song Shin - 624 Price and size discovery in financial markets: evidence from the U.S. Treasury securities market
by Michael J. Fleming & Giang Nguyen - 623 How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007
by Viral V. Acharya & Gara M. dup Afonso & Anna Kovner - 622 The Microstructure of China's Government Bond Market
by Jennie Bai & Michael J. Fleming & Casidhe Horan - 621 Time-Varying Inflation Risk and Stock Returns
by Martijn Boons & Frans de Roon & Fernando M. Duarte & Marta Szymanowska - 620 Trading Partners in the Interbank Lending Market
by Gara M. dup Afonso & Anna Kovner & Antoinette Schoar - 619 Time-Varying Structural Vector Autoregressions and Monetary Policy: a Corrigendum
by Marco Del Negro & Giorgio E. Primiceri - 618 Inflation in the Great Recession and New Keynesian models
by Marco Del Negro & Marc Giannoni & Frank Schorfheide - 617 The impact of housing markets on consumer debt: credit report evidence from 1999 to 2012
by Meta Brown & Sarah Stein & Basit Zafar - 616 The risk of fire sales in the tri-party repo market
by Brian Begalle & Antoine Martin & James J. McAndrews & Susan McLaughlin - 615 Dynamic effects of credit shocks in a data-rich environment
by Jean Boivin & Marc Giannoni & Dalibor Stevanovic - 614 Going global: markups and product quality in the Chinese art market
by Jennie Bai & Jia Guo & Benjamin R. Mandel - 613 The gender unemployment gap
by Stefania Albanesi & Ayşegül Şahin - 612 Shared knowledge and the coagglomeration of occupations
by Jaison R. Abel & Todd M. Gabe - 611 A bargaining theory of trade invoicing and pricing
by Linda S. Goldberg & Cédric Tille - 610 Anxiety in the face of risk
by Thomas M. Eisenbach & Martin C. Schmalz - 609 Banking across borders with heterogeneous banks
by Friederike Niepmann - 608 The inflation-output trade-off revisited
by Gauti B. Eggertsson & Marc Giannoni - 607 Risk-neutral systemic risk indicators
by Allan M. Malz - 606 Buyout activity: the impact of aggregate discount rates
by Valentin Haddad & Erik Loualiche & Matthew Plosser - 605 Geographical reallocation and unemployment during the Great Recession: the role of the housing bust
by Fatih Karahan & Serena Rhee - 604 How much do bank shocks affect investment? Evidence from matched bank-firm loan data
by Mary Amiti & David E. Weinstein - 603 Identifying term interbank loans from Fedwire payments data
by Dennis Kuo & David R. Skeie & James Vickery & Thomas Youle - 602 Household leveraging and deleveraging
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - 601 Financial stability monitoring
by Tobias Adrian & Daniel M. Covitz & J. Nellie Liang - 600 Capital controls: a normative analysis
by Bianca De Paoli & Anna Lipinska - 599 Money market funds intermediation, bank instability, and contagion
by Marco Cipriani & Antoine Martin & Bruno Parigi - 598 The high-frequency response of energy prices to monetary policy: understanding the empirical evidence
by Carlo Rosa - 597 Rollover risk as market discipline: a two-sided inefficiency
by Thomas M. Eisenbach - 596 A sampling-window approach to transactions-based Libor fixing
by Darrell Duffie & David R. Skeie & James Vickery - 595 Estimating the impacts of U.S. LSAPs on emerging market economies’ local currency bond markets
by Jeffrey Moore & Sunwoo Nam & Myeongguk Suh & Alexander Tepper - 594 Securitization and the fixed-rate mortgage
by Andreas Fuster & James Vickery - 593 Gender discrimination and social identity: experimental evidence from urban Pakistan
by Adeline Delavande & Basit Zafar - 592 A boost in the paycheck: survey evidence on workers’ response to the 2011 payroll tax cuts
by Grant Graziani & Wilbert Van der Klaauw & Basit Zafar - 591 Chinese exports and U.S. import prices
by Benjamin R. Mandel
2012
- 590 Liquidity and volatility in the U.S. treasury market
by Robert Engle & Michael J. Fleming & Eric Ghysels & Giang Nguyen - 589 No good deals—no bad models
by Nina Boyarchenko & Mario Cerrato & John Crosby & Stewart Hodges - 588 The measurement and behavior of uncertainty: evidence from the ECB Survey of Professional Forecasters
by Robert W. Rich & Joseph Song & Joseph Tracy - 587 Agglomeration and job matching among college graduates
by Jaison R. Abel & Richard Deitz - 586 Importers, exporters, and exchange rate disconnect
by Mary Amiti & Oleg Itskhoki & Jozef Konings - 585 Rare shocks, great recessions
by Vasco Curdia & Marco Del Negro & Daniel L. Greenwald - 584 Exchange rate pass-through, markups, and inventories
by Adam Copeland & James A. Kahn - 583 Discussion of “An Integrated Framework for Multiple Financial Regulations”
by Tobias Adrian - 582 Payment size, negative equity, and mortgage default
by Andreas Fuster & Paul S. Willen - 581 Forecasting through the rear-view mirror: data revisions and bond return predictability
by Eric Ghysels & Casidhe Horan & Emanuel Moench - 580 Shadow banking: a review of the literature
by Tobias Adrian & Adam B. Ashcraft - 579 When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads
by Jennie Bai & Shang-Jin Wei - 578 Have financial markets become more informative?
by Jennie Bai & Thomas Philippon & Alexi Savov - 577 On bounding credit event risk premia
by Jennie Bai & Pierre Collin-Dufresne & Robert S. Goldstein & Jean Helwege - 576 Banking across borders
by Friederike Niepmann - 575 Assessing the quality of “Furfine-based” algorithms
by Olivier Armantier & Adam Copeland - 574 The forward guidance puzzle
by Marco Del Negro & Marc Giannoni & Christina Patterson - 573 Abbott and Bacon Districts: education finances during the Great Recession
by Rajashri Chakrabarti & Sarah Sutherland - 572 Doing well by doing good? Community development venture capital
by Anna Kovner & Joshua Lerner - 571 Information acquisition and financial intermediation
by Nina Boyarchenko - 570 Decomposing real and nominal yield curves
by Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench - 569 A new look at second liens
by Donghoon Lee & Christopher J. Mayer & Joseph Tracy - 568 Do informal referrals lead to better matches? Evidence from a firm's employee referral system
by Meta Brown & Elizabeth Setren & Giorgio Topa - 567 Intermediary leverage cycles and financial stability
by Tobias Adrian & Nina Boyarchenko - 566 Mismatch unemployment
by Ayşegül Şahin & Joseph Song & Giorgio Topa & Giovanni L. Violante - 565 Housing markets and residential segregation: impacts of the Michigan school finance reform on inter- and intra-district sorting
by Rajashri Chakrabarti & Joydeep Roy - 564 The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds
by Marco Cipriani & Michael Holscher & Antoine Martin & Patrick E. McCabe - 563 Federal Reserve liquidity provision during the financial crisis of 2007-2009
by Michael J. Fleming - 562 Payment changes and default risk: theimpact of refinancing on expected credit losses
by Joseph Tracy & Joshua Wright - 561 Estimating a structural model of herd behavior in financial markets
by Marco Cipriani & Antonio Guarino - 560 How "unconventional" are large-scale asset purchases? The impact of monetary policy on asset prices
by Carlo Rosa - 559 Shadow banking regulation
by Tobias Adrian & Adam B. Ashcraft - 558 Information and anti-American attitudes
by Adeline Delavande & Basit Zafar - 557 An analysis of OTC interest rate derivatives transactions: implications for public reporting
by Michael J. Fleming & John Jackson & Ada Li & Asani Sarkar & Patricia Zobel - 556 The supply side of the housing boom and bust of the 2000s
by Andrew F. Haughwout & Richard Peach & John Sporn & Joseph Tracy - 555 Securities lending
by Frank M. Keane & Paul C. Lipson & Bradley K. Sabel - 554 DSGE model-based forecasting
by Marco Del Negro & Frank Schorfheide - 553 The private premium in public bonds
by Anna Kovner & Chenyang Wei - 552 Workforce skills across the urban-rural hierarchy
by Jaison R. Abel & Todd M. Gabe & Kevin Stolarick - 551 Deficits, public debt dynamics, and tax and spending multipliers
by Matthew Denes & Gauti B. Eggertsson & Sophia Gilbukh - 550 An empirical study of trade dynamics in the interbank market
by Gara M. dup Afonso & Ricardo Lagos - 549 Trade dynamics in the market for federal funds
by Gara M. dup Afonso & Ricardo Lagos - 548 Leverage and asset prices: an experiment
by Marco Cipriani & Ana Fostel & Daniel Houser - 547 Long-term debt pricing and monetary policy transmission under imperfect knowledge
by Stefano Eusepi & Marc Giannoni & Bruce Preston - 546 Optimal interest rate rules and inflation stabilization versus price-level stabilization
by Marc Giannoni - 545 Follow the money: quantifying domestic effects of foreign bank shocks in the Great Recession
by Nicola Cetorelli & Linda S. Goldberg