Printed from https://ideas.repec.org/s/fip/fedpwp3.html
Content
2014
- 14-38 Understanding house price index revisions
by Ronel Elul & Joseph M. Silverstein & Tom Stark - 14-37 Banking panics and protracted recessions
by Daniel R. Sanches - 14-36 Enhancing prudential standards in financial regulations
by Franklin Allen & Itay Goldstein & Julapa Jagtiani & William W. Lang - 14-35 Using bankruptcy to reduce foreclosures: does strip-down of mortgages affect the supply of mortgage credit?
by Wenli Li & Ishani Tewari & Michelle J. White - 14-34 Sourcing substitution and related price index biases
by W. Erwin Diewert & John S. Greenlees & Alice O. Nakamura & Leonard I. Nakamura & Marshall B. Reinsdorf - 14-33 An anatomy of u.s. Personal bankruptcy under chapter 13
by Hulya Eraslan & Gizem Koşar & Wenli Li & Pierre-Daniel G. Sarte - 14-32 The supply and demand of skilled workers in cities and the role of industry composition
by Jeffrey Brinkman - 14-31 Credit, bankruptcy, and aggregate fluctuations
by Makoto Nakajima & José-Víctor Ríos-Rull - 14-30 Microeconomic uncertainty, international trade, and aggregate fluctuations
by George Alessandria & Horag Choi & Joseph P. Kaboski & Virgiliu Midrigan - 14-29 Analyzing data revisions with a dynamic stochastic general equilibrium model
by Dean Croushore & Keith Sill - 14-28 Identity theft as a teachable moment
by Julia S. Cheney & Robert M. Hunt & Vyacheslav Mikhed & Dubravka Ritter & Michael Vogan - 14-27 Reverse mortgage loans: a quantitative analysis
by Makoto Nakajima & Irina A. Telyukova - 14-26 Agglomeration and innovation
by Gerald A. Carlino & William R. Kerr - 14-25 Credit access after consumer bankruptcy filing: new evidence
by Julapa Jagtiani & Wenli Li - 14-24 Lliquidity, trends, and the great recession
by Pablo Guerrón-Quintana & Ryo Jinnai - 14-23 The impact of the home valuation code of conduct on appraisal and mortgage outcomes
by Lei Ding & Leonard I. Nakamura - 14-22 Fiscal policy: ex ante and ex post
by Dean Croushore & Simon van Norden - 14-21 Should defaults be forgotten? Evidence from variation in removal of negative consumer credit information
by Marieke Bos & Leonard I. Nakamura - 14-20 Macro fiscal policy in economic unions: states as agents
by Gerald A. Carlino & Robert P. Inman - 14-19 Partisan conflict
by Marina Azzimonti-Renzo - 14-18 Financial benefits, travel costs, and bankruptcy
by Vyacheslav Mikhed & Barry Scholnick - 14-17 How do exogenous shocks cause bankruptcy? Balance sheet and income statement channels
by Vyacheslav Mikhed & Barry Scholnick - 14-16 The evolution of u.s. Community banks and its impact on small business lending
by Julapa Jagtiani & Ian Kotliar & Ramain Quinn Maingi - 14-15 Meeting technologies and optimal trading mechanisms in competitive search markets
by Benjamin Lester & Ludo Visschers & Ronald Wolthoff - 14-14 Trade adjustment dynamics and the welfare gains from trade
by George Alessandria & Horag Choi & Kim J. Ruhl - 14-13 Capital requirements in a quantitative model of banking industry dynamics
by Dean Corbae & Pablo D'Erasmo - 14-12 Market exposure and endogenous firm volatility over the business cycle
by Pablo D'Erasmo & Ryan A. Decker & Herman J. Moscoso Boedo - 14-11 Misallocation, informality, and human capital: understanding the role of institutions
by Pablo D'Erasmo & Herman J. Moscoso Boedo & Asli Senkal - 14-10 Forecasting credit card portfolio losses in the Great Recession: a study in model risk
by Jose J. Canals-Cerda & Sougata Kerr - 15-2 Recourse and residential mortgages: the case of Nevada
by Wenli Li & Florian Oswald - 14-9 Competing for order flow in OTC markets
by Benjamin Lester & Guillaume Rocheteau & Pierre-Olivier Weill - 14-8 Foreclosure delay and consumer credit performance
by Paul S. Calem & Julapa Jagtiani & William W. Lang - 14-7 The economics of debt collection: enforcement of consumer credit contracts
by Viktar Fedaseyeu & Robert M. Hunt - 14-6 Continuous Markov equilibria with quasi-geometric discounting
by Satyajit Chatterjee & Burcu Eyigungor - 14-5 The continuing power of the yield spread in forecasting recessions
by Dean Croushore & Katherine Marsten
2013
- 13-49 Competition, syndication, and entry in the venture capital market
by Suting Hong - 13-48 Natural amenities, neighborhood dynamics, and persistence in the spatial distribution of income
by Sanghoon Lee & Jeffrey Lin - 13-47 Assessing DSGE model nonlinearities
by S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide - 13-46 Fiscal stimulus and distortionary taxation
by Thorsten Drautzburg & Harald Uhlig - 13-45 Entrepreneurial tail risk: implications for employment dynamics
by Thorsten Drautzburg - 13-44 Polarized business cycles
by Marina Azzimonti-Renzo - 13-43 The dynamics of public investment under persistent electoral advantage
by Marina Azzimonti-Renzo - 13-42 Dynamic market participation and endogenous information aggregation
by Edison Yu - 13-41 The political polarization index
by Marina Azzimonti-Renzo - 13-40 Macro fiscal policy in economic unions: states as agents
by Gerald A. Carlino & Robert P. Inman - 13-39 Identifying long-run risks: a bayesian mixed-frequency approach
by Frank Schorfheide & Dongho Song & Amir Yaron - 13-38 Debt collection agencies and the supply of consumer credit
by Viktar Fedaseyeu - 13-37 Do supply restrictions raise the value of urban land? The (neglected) role of production externalities
by Satyajit Chatterjee & Burcu Eyigungor - 13-36 House-price expectations, alternative mortgage products, and default
by Jan K. Brueckner & Paul S. Calem & Leonard I. Nakamura - 13-35 Inflation and real activity with firm-level productivity shocks
by Michael Dotsey & Robert G. King & Alexander L. Wolman - 13-34 Reverse Kalman filtering U.S. inflation with sticky professional forecasts
by James M. Nason & Gregor W. Smith - 13-33 Export dynamics in large devaluations
by George Alessandria & Sangeeta Pratap & Vivian Z. Yue - 13-32 On the welfare properties of fractional reserve banking
by Daniel R. Sanches - 13-31 Measuring the performance of banks: theory, practice, evidence, and some policy implications
by Joseph P. Hughes & Loretta J. Mester - 13-30 Debt dilution and seniority in a model of defaultable sovereign debt
by Satyajit Chatterjee & Burcu Eyigungor - 13-29 Macroeconomic dynamics near the ZLB: a tale of two equilibria
by S. Boragan Aruoba & Frank Schorfheide - 13-28 Banking crises and the role of bank coalitions
by Daniel R. Sanches - 13-27 Reverse mortgage loans: a quantitative analysis
by Makoto Nakajima & Irina A. Telyukova - 13-26 Stress tests and information disclosure
by Itay Goldstein & Yaron Leitner - 13-25 Congestion, agglomeration, and the structure of cities
by Jeffrey Brinkman - 13-24 Credit access and credit performance after consumer bankruptcy filing: new evidence
by Julapa Jagtiani & Wenli Li - 13-23 Large capital infusions, investor reactions, and the return and risk performance of financial institutions over the business cycle and recent finanical crisis
by Elyas Elyasiani & Loretta J. Mester & Michael S. Pagano - 13-22 Trend-cycle decomposition: implications from an exact structural identification
by Mardi Dungey & Jan P. A. M. Jacobs & Jing Tian & Simon van Norden - 13-21 Credit ratings and bank monitoring ability
by Leonard I. Nakamura & Kasper Roszbach - 13-20 Subsidizing price discovery
by Braz Camargo & Kyungmin (Teddy) Kim & Benjamin Lester - 13-19 Estimating dynamic equilibrium models with stochastic volatility
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez - 13-18 Dynamics of investment, debt, and default
by Grey Gordon & Pablo Guerrón-Quintana - 13-17 Competition in bank-provided payment services
by Wilko Bolt & David B. Humphrey - 13-16 Improving GDP measurement: a measurement-error perspective
by S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song - 13-15 The cost of delay
by Lawrence R. Cordell & Liang Geng & Laurie Goodman & Lidan Yang - 13-14 Market run-ups, market freezes, inventories, and leverage
by Philip Bond & Yaron Leitner - 13-13 Who said large banks don’t experience scale economies? Evidence from a risk-return-driven cost function
by Joseph P. Hughes & Loretta J. Mester - 13-12 Modeling the credit card revolution: the role of debt collection and informal bankruptcy
by Lukasz A. Drozd & Ricardo Serrano-Padial - 13-11 Local deficits and local jobs: can U.S. statess stabilize their own economies?
by Gerald A. Carlino & Robert P. Inman - 13-10 Risk, economic growth and the value of U.S. corporations
by Luigi Bocola & Nils M. Gornemann - 13-09 Worker flows and job flows: a quantitative investigation
by Shigeru Fujita & Makoto Nakajima - 13-08 Understanding and measuring risks in Agency CMOs
by Nicholas Arcidiacono & Lawrence R. Cordell & Andrew Davidson & Alex Levin - 13-07 Competing with asking prices
by Benjamin Lester & Ludo Visschers & Ronald Wolthoff - 14-4 Shrinkage estimation of high-dimensional factor models with structural instabilities
by Xu Cheng & Zhipeng Liao & Frank Schorfheide - 14-3 Recall and unemployment
by Shigeru Fujita & Giuseppe Moscarini - 14-2 The perils of nominal targets
by Roc Armenter - 14-1 A tale of two commitments: equilibrium default and temptation
by Makoto Nakajima
2012
- 13-06 Dichotomy between macroprudential policy and monetary policy on credit and inflation
by Hyunduk Suh - 13-05 Interest rates and prices in an inventory model of money with credit
by Michael Dotsey & Pablo Guerrón-Quintana - 13-04 On the timing of monetary policy reform
by Roc Armenter - 13-03 Does junior inherit? Refinancing and the blocking power of second mortgages
by Philip Bond & Ronel Elul & Sharon Garyn-Tal & David K. Musto - 13-02 Durable financial regulation: monitoring financial instruments as a counterpart to regulating financial institutions
by Leonard I. Nakamura - 13-01 Regional resilience
by Jeffrey Lin - 12-30 Business cycle implications of internal consumption habit for new Keynesian models
by Takashi Kano & James M. Nason - 12-29 Should defaults be forgotten? Evidence from legally mandated removal
by Marieke Bos & Leonard I. Nakamura - 12-28 Macroprudential policy: its effects and relationship to monetary policy
by Hyunduk Suh - 12-27 Sequential Monte Carlo sampling for DSGE models
by Edward P. Herbst & Frank Schorfheide - 12-26 Estimating a dynamic equilibrium model of firm location choices in an urban economy
by Jeffrey Brinkman & Daniele Coen-Pirani & Holger Sieg - 12-25 A tractable circular city model with an application to the effects of development constraints on land rents
by Satyajit Chatterjee & Burcu Eyigungor - 12-24 Business cycles and financial crises: the roles of credit supply and demand shocks
by James M. Nason & Ellis W. Tallman - 12-23 A narrative analysis of post-World War II changes in federal aid
by Gerald A. Carlino & Robert P. Inman - 12-22 The agglomeration of R&D labs
by Gerald A. Carlino & Jake Carr & Robert M. Hunt & Tony E. Smith - 12-21 Monetary policy with heterogeneous agents
by Nils M. Gornemann & Keith Kuester & Makoto Nakajima - 12-20 Do falling iceberg costs explain recent U.S. export growth?
by George Alessandria & Horag Choi - 12-19 On the inherent instability of private money
by Daniel R. Sanches - 12-18 Credit risk analysis of credit card portfolios under economic stress conditions
by Piu Banerjee & Jose J. Canals-Cerda - 12-17 Building the Innovation Union: Lessons from the 2008 Financial Crisis
by Alice O. Nakamura & Leonard I. Nakamura & Masao Nakamura - 12-16 Trade wedges, inventories, and international business cycles
by George Alessandria & Joseph P. Kaboski & Virgiliu Midrigan - 12-15 Insuring student loans against the financial risk of failing to complete college
by Satyajit Chatterjee & Felicia Ionescu - 12-14 Debt dilution and seniority in a model of defaultable sovereign debt
by Satyajit Chatterjee & Burcu Eyigungor - 12-13 A primer on market discipline and governance of financial institutions for those in a state of shocked disbelief
by Joseph P. Hughes & Loretta J. Mester - 12-12 Getting rid of paper: savings from Check 21
by David B. Humphrey & Robert M. Hunt - 12-11 Private liquidity and banking regulation
by Cyril Monnet & Daniel R. Sanches - 12-10 Nonlinear adventures at the zero lower bound
by Jesús Fernández-Villaverde & Grey Gordon & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez - 12-9 Forecast bias in two dimensions
by Dean Croushore - 12-8 Market run-ups, market freezes, inventories, and leverage
by Philip Bond & Yaron Leitner - 12-7 The private premium in public bonds
by Anna Kovner & Chenyang Wei - 12-6 Financial globalization, inequality, and the raising of public debt
by Marina Azzimonti-Renzo & Vincenzo Quadrini - 12-5 Home production and Social Security reform
by Michael Dotsey & Wenli Li & Fang Yang - 12-4 Bayesian estimation of DSGE models
by Pablo Guerrón-Quintana & James M. Nason - 12-3 Common and idiosyncratic disturbances in developed small open economies
by Pablo Guerrón-Quintana - 12-2 Exogenous vs. endogenous separation
by Shigeru Fujita & Garey Ramey
2011
- 11-48 Optimal labor-market policy in recessions
by Philip Jung & Keith Kuester - 11-47 Supply-side policies and the zero lower bound
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez - 11-46 Large capital infusions, investor reactions, and the return and risk performance of financial institutions over the business cycle and recent finanical crisis
by Elyas Elyasiani & Loretta J. Mester & Michael S. Pagano - 11-45 On the network topology of variance decompositions: Measuring the connectedness of financial firms
by Francis X. Diebold & Kamil Yilmaz - 11-44 Declining labor turnover and turbulence
by Shigeru Fujita - 11-43 Soverign risk and the effects of fiscal retrenchment in deep recessions
by Giancarlo Corsetti & Keith Kuester & Andre Meier & Gernot J. Müller - 11-42 The agglomeration of R&D labs
by Gerald A. Carlino & Jake Carr & Robert M. Hunt & Tony E. Smith - 11-41 Improving GDP measurement: a forecast combination perspective
by S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song - 11-40 Do Phillips curves conditionally help to forecast inflation?
by Michael Dotsey & Shigeru Fujita & Tom Stark - 11-39 Rising indebtedness and temptation: a welfare analysis
by Makoto Nakajima - 11-38 Portage and path dependence
by Hoyt Bleakley & Jeffrey Lin - 11-37 How much did banks pay to become too-big-to-fail and to become systematically important?
by Elijah Brewer & Julapa Jagtiani - 11-36 Trading dynamics in decentralized markets with adverse selection
by Braz Camargo & Benjamin Lester - 11-35 Dealing with consumer default: bankruptcy vs. garnishment
by Satyajit Chatterjee & Grey Gordon - 11-34 Can oil prices forecast exchange rates?
by Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi - 11-33 Maturity, indebtedness, and default risk
by Satyajit Chatterjee & Burcu Eyigungor - 11-32 Fiscal volatility shocks and economic activity
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Keith Kuester & Juan F. Rubio-Ramirez - 11-31 Out-of-sample forecast tests robust to the choice of window size
by Atsushi Inoue & Barbara Rossi - 11-30 Collateral damage: Sizing and assessing the subprime CDO crisis
by Lawrence R. Cordell & Yilin Huang & Meredith Williams - 11-29 On the implementation of Markov-perfect monetary policy
by Michael Dotsey & Andreas Hornstein - 11-28 Optimal monetary policy in a model of money and credit
by Pedro Gomis-Porqueras & Daniel R. Sanches - 11-27 Who said large banks don't experience scale economies? Evidence from a risk-return-driven cost function
by Joseph P. Hughes & Loretta J. Mester - 11-26 A quantitative analysis of the U.S. housing and mortgage markets and the foreclosure crisis
by Satyajit Chatterjee & Burcu Eyigungor - 11-25 Real-time data and fiscal policy analysis: a survey of the literature
by Jacopo Cimadomo - 11-24 Core measures of inflation as predictors of total inflation
by Theodore M. Crone & N. Neil K. Khettry & Loretta J. Mester & Jason A. Novak - 11-23 The dynamics of public investment under persistent electoral advantage
by Marina Azzimonti-Renzo - 11-22 The trust preferred CDO market: from start to (expected) finish
by Lawrence R. Cordell & Michael Hopkins & Yilin Huang - 11-21 Partisan cycles and the consumption volatility puzzle
by Marina Azzimonti-Renzo & Matthew Talbert - 11-20 Inference for VARs identified with sign restrictions
by Eleonara Granziera & Mihye Lee & Hyungsik Roger Moon & Frank Schorfheide - 11-19 Establishment heterogeneity, exporter dynamics, and the effects of trade liberalization
by George Alessandria & Horag Choi - 11-18 Private equity premium in a general equilibrium model of uninsurable investment risk
by Francisco Covas & Shigeru Fujita - 11-17 Limited and varying consumer attention: evidence from shocks to the salience of bank overdraft fees
by Victor Stango & Jonathan Zinman - 11-16 The long and large decline in state employment growth volatility
by Gerald A. Carlino & Robert H. DeFina & Keith Sill - 11-15 Home equity withdrawal in retirement
by Makoto Nakajima & Irina A. Telyukova - 11-14 Bankruptcy: is it enough to forgive or must we also forget?
by Ronel Elul & Piero Gottardi - 11-13 Credit cycle and adverse selection effects in consumer credit markets -- evidence from the HELOC market
by Paul S. Calem & Matthew Cannon & Leonard I. Nakamura - 11-12 Subprime mortgages and the housing bubble
by Jan K. Brueckner & Paul S. Calem & Leonard I. Nakamura - 11-11 Is technology-enhanced credit counseling as effective as in-person delivery?
by John M. Barron & Michael E. Staten - 11-10 UK World War I and interwar data for business cycle and growth analysis
by James M. Nason & Shaun P. Vahey - 10-35 Effects of extended unemployment insurance benefits: evidence from the monthly CPS
by Shigeru Fujita - 09-21 Securitization and mortgage default
by Ronel Elul - 12-1 The macroeconomics of firms' savings
by Roc Armenter & Viktoria Hnatkovska - 11-9 Floats, pegs and the transmission of fiscal policy
by Giancarlo Corsetti & Keith Kuester & Gernot J. Müller - 11-8 A quantitative analysis of unemployment benefit extensions
by Makoto Nakajima - 11-7 Estimation and evaluation of DSGE models: progress and challenges
by Frank Schorfheide - 11-6 U.S. trade and inventory dynamics
by George Alessandria & Joseph P. Kaboski & Virgiliu Midrigan - 11-5 Evaluating DSGE model forecasts of comovements
by Edward P. Herbst & Frank Schorfheide
2010
- 10-37 Consumption and time use over the life cycle
by Michael Dotsey & Wenli Li & Fang Yang - 10-36 Market run-ups, market freezes, and leverage
by Philip Bond & Yaron Leitner - 10-34 An empirical analysis of on-the-job search and job-to-job transitions
by Shigeru Fujita - 10-33 The agglomeration of R&D labs
by Gerald A. Carlino & Jake Carr & Robert M. Hunt & Tony E. Smith - 10-32 Payday lending: new research and the big question
by John P. Caskey - 10-31 Insuring student loans against the risk of college failure
by Satyajit Chatterjee & Felicia Ionescu - 10-30 The emergence and future of central counterparties
by Thorsten Koeppl & Cyril Monnet - 10-29 Comment on Cavalcanti and Nosal's \"Counterfeiting as private money in mechanism design\"
by Cyril Monnet - 10-28 Inducing agents to report hidden trades: a theory of an intermediary
by Yaron Leitner - 10-27 Portage: path dependence and increasing returns in U.S. history
by Hoyt Bleakley & Jeffrey Lin - 10-26 Corporate governance structure and mergers
by Elijah Brewer & William E. Jackson & Julapa Jagtiani - 10-25 How committed are bank lines of credit? Experiences in the subprime mortgage crisis
by Rocco Huang - 10-24 Business cycles in the equilibrium model of labor market search and self-insurance
by Makoto Nakajima - 10-23 Pairwise credit and the initial cost of lending
by Daniel R. Sanches - 10-22 Durable financial regulation: monitoring financial instruments as a counterpart to regulating financial institutions
by Leonard I. Nakamura - 10-21 Credit ratings and bank monitoring ability
by Leonard I. Nakamura & Kasper Roszbach - 10-20 Sustainable monetary policy and inflation expectations
by Roc Armenter - 10-19 Evaluating real-time VAR forecasts with an informative democratic prior
by Jonathan H. Wright - 10-18 The great trade collapse of 2008-2009: an inventory adjustment?
by George Alessandria & Joseph P. Kaboski & Virgiliu Midrigan - 10-17 Can banks circumvent minimum capital requirements? The case of mortgage portfolios under Basel II
by Chris Henderson & Julapa Jagtiani - 10-16 Did bankruptcy reform cause mortgage default rates to rise?
by Wenli Li & Michelle J. White & Ning S. Zhu - 10-15 Reading the recent monetary history of the U.S., 1959-2007
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez - 10-14 Fortune or virtue: time-variant volatilities versus parameter drifting
by Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez - 10-13 What \"triggers\" mortgage default?
by Souphala Chomsisengphet & Ronel Elul & Robert M. Hunt & Nicholas S. Souleles - 10-12 Maturity, indebtedness, and default risk
by Satyajit Chatterjee & Burcu Eyigungor - 10-11 Optimal capital income taxation with housing
by Makoto Nakajima - 10-10 Do falling iceberg costs explain recent U.S. export growth?
by George Alessandria & Horag Choi - 11-4 Optimal monetary policy in a model of money and credit
by Pedro Gomis-Porqueras & Daniel R. Sanches - 11-3 Strategic default on first and second lien mortgages during the financial crisis
by Julapa Jagtiani & William W. Lang - 11-2 A dynamic model of unsecured credit
by Daniel R. Sanches - 11-1 Lessons from the latest data on U.S. productivity
by Jan P. A. M. Jacobs & Simon van Norden - 10-9 A revenue-based frontier measure of banking competition
by Santiago Carbó-Valverde & David B. Humphrey & Francisco Rodríguez-Fernández - 10-8 \"Cream-skimming\" in subprime mortgage securitizations : which subprime mortgage loans were sold by depository institutions prior to the crisis of 2007?
by Paul S. Calem & Chris Henderson & Jonathan Liles - 10-7 Fraud deterrence in dynamic Mirrleesian economies
by Roc Armenter & Thomas M. Mertens