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Thomas F. Cosimano

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This is information that was supplied by Thomas Cosimano in registering through RePEc. If you are Thomas F. Cosimano , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Thomas
Middle Name: F.
Last Name: Cosimano
Suffix:

RePEc Short-ID: pco247

Email:
Homepage: http://www.nd.edu/~tcosiman/
Postal Address:
Phone:

Affiliation

(89%) Department of Finance
Mendoza College of Business
University of Notre Dame
Location: South Bend, Indiana (United States)
Homepage: http://www.nd.edu/~finance/
Email:
Phone: (574) 631-6370
Fax:
Postal: 102 Mendoza College of Business, Notre Dame, IN 46556
Handle: RePEc:edi:dfbndus (more details at EDIRC)
(11%) Department of Economics
University of Notre Dame
Location: South Bend, Indiana (United States)
Homepage: http://economics.nd.edu/
Email:
Phone: (574) 631-7698
Fax:
Postal: 434 Flanner Hall, Notre Dame, IN 46556
Handle: RePEc:edi:deendus (more details at EDIRC)

Works

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Working papers

  1. Thomas F. Cosimano & Dalia Hakura, 2011. "Bank Behavior in Response to Basel III: A Cross-Country Analysis," IMF Working Papers 11/119, International Monetary Fund.
  2. Dalia Hakura & Ralph Chami & Thomas F. Cosimano & Adolfo Barajas, 2010. "U.S. Bank Behavior in the Wake of the 2007-2009 Financial Crisis," IMF Working Papers 10/131, International Monetary Fund.
  3. Connel Fullenkamp & Thomas F. Cosimano & Michael T. Gapen & Ralph Chami & Peter Montiel & Adolfo Barajas, 2008. "Macroeconomic Consequences of Remittances," IMF Occasional Papers 259, International Monetary Fund.
  4. Thomas Cosimano & Michael Gapen & David Kendrick & Volker Wieland, 2006. "Robustness of computer algorithms to simulate optimal experimentation problems," Computing in Economics and Finance 2006 32, Society for Computational Economics.
  5. Michael Gapen & Thomas Cosimano & Ralph Chami, 2006. "Optimal Fiscal and Monetary Policy in the Presence of Remittances," Computing in Economics and Finance 2006 34, Society for Computational Economics.
  6. Michael T. Gapen & Thomas F. Cosimano & Ralph Chami, 2006. "Beware of Emigrants Bearing Gifts: Optimal Fiscal and Monetary Policy in the Presence of Remittances," IMF Working Papers 06/61, International Monetary Fund.
  7. Michael T. Gapen & Thomas F. Cosimano, 2005. "Optimal Experimentation a Comparison of the Perturbation and Dynamic Programming Algorithms," Computing in Economics and Finance 2005 92, Society for Computational Economics.
  8. Thomas F. Cosimano & Ralph Chami & Adolfo Barajas, 2005. "Did the Basel Accord cause a Credit Slowdown in Latin America?," IMF Working Papers 05/38, International Monetary Fund.
  9. Thomas F. Cosimano & Michael T. Gapen, 2003. "Optimal Fiscal and Monetary Policy with Nominal and Indexed Debt," IMF Working Papers 03/225, International Monetary Fund.
  10. Scott L. Baier & Charles T. Carlstrom & Ralph Chami & Thomas F. Cosimano & Timothy S. Fuerst & Collen Fullenkamp, 2003. "Capital trading, stock trading, and the inflation tax on equity: a note," Working Paper 0321, Federal Reserve Bank of Cleveland.
  11. Thomas F. Cosimano, 2003. "Optimal Experimentation and the Perturbation Method," Computing in Economics and Finance 2003 71, Society for Computational Economics.
  12. Ralph Chami & Thomas F. Cosimano, 2001. "Monetary Policy with a Touch of Basel," IMF Working Papers 01/151, International Monetary Fund.
  13. Thomas F. Cosimano & Ralph Chami & Connel Fullenkamp, 1999. "Ownership of Capital in Monetary Economics and the Inflation Tax on Equity," IMF Working Papers 99/167, International Monetary Fund.
  14. Thomas F. Cosimano & Connel Fullenkamp & Ralph Chami, 1999. "The Stock Market Channel of Monetary Policy," IMF Working Papers 99/22, International Monetary Fund.
  15. Karp, Larry & Cosimano, Thomas F., 1986. "A Comment on Market Structure and the Durability of Goods," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt0nb0c02w, Department of Agricultural & Resource Economics, UC Berkeley.

Articles

  1. Chami, Ralph & Cosimano, Thomas F., 2010. "Monetary policy with a touch of Basel," Journal of Economics and Business, Elsevier, vol. 62(3), pages 161-175, May.
  2. Yu Chen & Thomas Cosimano & Alex Himonas, 2010. "Continuous time one-dimensional asset-pricing models with analytic price–dividend functions," Economic Theory, Springer, vol. 42(3), pages 461-503, March.
  3. Cosimano, Thomas F., 2010. "Sumru Altug and Pamela Labadie, Asset pricing for dynamic economies , Cambridge University Press (2008)," International Review of Economics & Finance, Elsevier, vol. 19(3), pages 525-526, June.
  4. Yu Chen & Thomas Cosimano & Alex Himonas, 2008. "Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks," Annals of Finance, Springer, vol. 4(3), pages 305-344, July.
  5. Cosimano, Thomas F., 2008. "Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1857-1894, June.
  6. Chen, Yu & Cosimano, Thomas F. & Himonas, Alex A., 2008. "Analytic solving of asset pricing models: The by force of habit case," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3631-3660, November.
  7. Gapen Michael T. & Cosimano Thomas F., 2005. "Solving Ramsey Problems with Nonlinear Projection Methods," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(2), pages 1-38, June.
  8. Ovidiu L. Calin & Yu Chen & Thomas F. Cosimano & Alex A. Himonas, 2005. "Solving Asset Pricing Models when the Price-Dividend Function Is Analytic," Econometrica, Econometric Society, vol. 73(3), pages 961-982, 05.
  9. Adolfo Barajas & Ralph Chami & Thomas Cosimano, 2004. ""Did the Basel Accord Cause a Credit Slowdown in Latin America?”," Journal of LACEA Economia, LACEA - LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION.
  10. Scott Baier & Charles T. Carlstrom & Ralph Chami & Thomas Cosimano & Timothy Fuerst & Connel Fullenkamp, 2003. "Capital Trading, Stock Trading, and the Inflation Tax on Equity: A Note," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 987-990, October.
  11. Chami, Ralph & Cosimano, Thomas F. & Fullenkamp, Connel, 2002. "Managing ethical risk: How investing in ethics adds value," Journal of Banking & Finance, Elsevier, vol. 26(9), pages 1697-1718, September.
  12. Ralph Chami & Thomas F. Cosimano & Connel Fullenkamp, 2001. "Capital Trading, Stock Trading, and the Inflation Tax on Equity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(3), pages 575-606, July.
  13. Cosimano, Thomas F. & McDonald, Bill, 1998. "What's different among banks?," Journal of Monetary Economics, Elsevier, vol. 41(1), pages 57-70, February.
  14. Cosimano, Thomas F, 1996. "Intermediation," Economica, London School of Economics and Political Science, vol. 63(249), pages 131-43, February.
  15. Cosimano, Thomas F & Sheehan, Richard G, 1994. "Is the Conventional View of Discount Window Borrowing Consistent with the Behavior of Weekly Reporting Banks?," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 761-70, November.
  16. Balvers, Ronald J & Cosimano, Thomas F, 1994. "Inflation Variability and Gradualist Monetary Policy," Review of Economic Studies, Wiley Blackwell, vol. 61(4), pages 721-38, October.
  17. Balvers, Ronald J. & Cosimano, Thomas F., 1993. "Periodic learning about a hidden state variable," Journal of Economic Dynamics and Control, Elsevier, vol. 17(5-6), pages 805-827.
  18. Cosimano, Thomas F & Van Huyck, John B, 1993. "Central Bank Secrecy, Interest Rates, and Monetary Control," Economic Inquiry, Western Economic Association International, vol. 31(3), pages 370-82, July.
  19. Bundt, Thomas P. & Cosimano, Thomas F. & Halloran, John A., 1992. "DIDMCA and bank market risk: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 16(6), pages 1179-1193, December.
  20. Balvers, Ronald J & Cosimano, Thomas F & McDonald, Bill, 1990. " Predicting Stock Returns in an Efficient Market," Journal of Finance, American Finance Association, vol. 45(4), pages 1109-28, September.
  21. Baye, Michael R & Cosimano, Thomas F, 1990. "Choosing Sides in Matching Games: Nash Equilibria and Comparative Statics," Economica, London School of Economics and Political Science, vol. 57(227), pages 283-93, August.
  22. Balvers, Ronald J & Cosimano, Thomas F, 1990. "Actively Learning about Demand and the Dynamics of Price Adjustment," Economic Journal, Royal Economic Society, vol. 100(402), pages 882-98, September.
  23. Cosimano, Thomas F. & Van Huyck, John B., 1989. "Dynamic monetary control and interest rate stabilization," Journal of Monetary Economics, Elsevier, vol. 23(1), pages 53-63, January.
  24. Benson, Bruce L. & Cosimano, Thomas F., 1989. "Spatial competition with free entry, Chamberlinian tangencies, and social efficiency: A reevaluation," Journal of Urban Economics, Elsevier, vol. 26(1), pages 84-89, July.
  25. Cosimano, Thomas F & Jansen, Dennis W, 1988. "Estimates of the Variance of U.S. Inflation Based upon the ARCH Model: A Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 20(3), pages 409-21, August.
  26. Cosimano, Thomas F. & Jansen, Dennis W., 1988. "Federal Reserve Policy, 1975-1985: An empirical analysis," Journal of Macroeconomics, Elsevier, vol. 10(1), pages 27-47.
  27. Cosimano, Thomas F., 1988. "The banking industry under uncertain monetary policy," Journal of Banking & Finance, Elsevier, vol. 12(1), pages 117-139, March.
  28. Cosimano, Thomas F. & Jansen, Dennis W., 1987. "The relation between money growth variability and the variability of money about target," Economics Letters, Elsevier, vol. 25(4), pages 355-358.
  29. Cosimano, Thomas F, 1987. "Reserve Accounting and Variability in the Federal Funds Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 19(2), pages 198-209, May.
  30. Cosimano, Thomas F, 1987. "The Federal Funds Market under Bank Deregulation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 19(3), pages 326-39, August.
  31. Bays, Michael R. & Cosimano, Thomas F., 1986. "Erratic monetary policy and the dispersion of commodity prices," Journal of Macroeconomics, Elsevier, vol. 8(2), pages 201-212.
  32. Cosimano, Thomas F., 1985. "Erratic monetary policy and price variability," Journal of Macroeconomics, Elsevier, vol. 7(3), pages 313-331.
  33. Subrahmanyam, Ganti & Cosimano, Thomas F., 1979. "Money and biased technical progress," Journal of Monetary Economics, Elsevier, vol. 5(4), pages 497-504, October.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2010-07-17 2011-07-02. Author is listed
  2. NEP-BEC: Business Economics (1) 2010-07-17
  3. NEP-CBA: Central Banking (2) 2006-08-05 2010-07-17. Author is listed
  4. NEP-CMP: Computational Economics (1) 2006-07-15
  5. NEP-FIN: Finance (1) 2004-02-29
  6. NEP-FMK: Financial Markets (2) 2005-10-22 2010-07-17. Author is listed
  7. NEP-HIS: Business, Economic & Financial History (1) 2005-10-22
  8. NEP-MAC: Macroeconomics (2) 2004-02-29 2006-08-05. Author is listed
  9. NEP-MON: Monetary Economics (1) 2006-08-05
  10. NEP-PBE: Public Economics (1) 2006-08-05
  11. NEP-REG: Regulation (2) 2005-10-22 2011-07-02. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Simple Impact Factor
  2. Number of Journal Pages, Weighted by Recursive Impact Factor
  3. Number of Journal Pages, Weighted by Number of Authors
  4. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  6. Wu-Index

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