Federal Reserve Bank of New York
Staff Reports
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2013
- 620 Trading partners in the interbank lending market
by Gara Afonso & Anna Kovner & Antoinette Schoar - 619 Time-varying structural vector autoregressions and monetary policy: a corrigendum
by Marco Del Negro & Giorgio Primiceri - 618 Inflation in the Great Recession and New Keynesian models
by Marco Del Negro & Marc P. 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 McAndrews & Susan McLaughlin - 615 Dynamic effects of credit shocks in a data-rich environment
by Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic - 614 Going global: markups and product quality in the Chinese art market
by Jennie Bai & Jia Guo & Benjamin Mandel - 613 The gender unemployment gap
by Stefania Albanesi & Aysegül Sahin - 612 Shared knowledge and the coagglomeration of occupations
by Todd M. Gabe & Jaison R. Abel - 611 A bargaining theory of trade invoicing and pricing
by Linda Goldberg & Cédric Tille - 610 Up close it feels dangerous: '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 Eggertsson & Marc P. 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 Skeie & James Vickery & Thomas Youle - 602 Household leveraging and deleveraging
by Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti - 601 Financial stability monitoring
by Tobias Adrian & Daniel Covitz & Nellie J. 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 M. 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 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, volatility, and flights to safety in the U.S. treasury market: evidence from a new class of dynamic order book models
by Robert Engle & Michael 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 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 Cúrdia & 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 & Josh Lerner - 571 Information acquisition and financial intermediation
by Nina Boyarchenko - 570 Pricing TIPS and treasuries with linear regressions
by Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench - 569 A new look at second liens
by Donghoon Lee & Christopher 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 Aysegül Sahin & 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 Patrick E. McCabe & Marco Cipriani & Michael Holscher & Antoine Martin - 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 How deeply held are anti-American attitudes among Pakistani youth? Evidence using experimental variation in information
by Adeline Delavande & Basit Zafar - 557 An analysis of OTC interest rate derivatives transactions: implications for public reporting
by Michael Fleming & John Jackson & Ada Li & Asani Sarkar & Patricia Zobel - 556 The supply side of the housing boom and bust of the 2000s
by Andrew Haughwout & Richard W. Peach & John Sporn & Joseph Tracy - 555 Securities lending
by Paul C. Lipson & Bradley K. Sabel & Frank M. Keane - 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 fed funds market
by Gara Afonso & Ricardo Lagos - 549 Trade dynamics in the market for federal funds
by Gara 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 P. Giannoni - 545 Follow the money: quantifying domestic effects of foreign bank shocks in the Great Recession
by Nicola Cetorelli & Linda S. Goldberg - 544 Defaults and losses on commercial real estate bonds during the Great Depression era
by Tyler Wiggers & Adam B. Ashcraft - 543 The price is right: updating of inflation expectations in a randomized price information experiment
by Olivier Armantier & Scott Nelson & Giorgio Topa & Wilbert van der Klaauw & Basit Zafar - 542 Crime, house prices, and inequality: the effect of UPPs in Rio
by Claudio Frischtak & Benjamin R. Mandel - 541 House price booms, current account deficits, and low interest rates
by Andrea Ferrero - 540 Is increased price flexibility stabilizing? Redux
by Saroj Bhattarai & Gauti Eggertsson & Raphael Schoenle - 539 Corporate governance of financial institutions
by Hamid Mehran & Lindsay Mollineaux - 538 Precarious slopes? The Great Recession, federal stimulus, and New Jersey schools
by Rajashri Chakrabarti & Sarah Sutherland - 537 The hitchhiker’s guide to missing import price changes and pass-through
by Etienne Gagnon & Benjamin R. Mandel & Robert J. Vigfusson - 536 Heterogeneous inflation expectations, learning, and market outcomes
by Carlos Madeira & Basit Zafar - 535 Optimal target criteria for stabilization policy
by Marc P. Giannoni & Michael Woodford - 529 Repo and securities lending
by Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin
2011
- 534 The impact of the Great Recession on school district finances: evidence from New York
by Rajashri Chakrabarti & Elizabeth Setren - 533 Dodd-Frank one year on: implications for shadow banking
by Tobias Adrian - 532 Financial intermediary balance sheet management
by Tobias Adrian & Hyun Song Shin - 531 Financial Intermediary Balance Sheet Management
by John B. Donaldson & Natalia Gershun & Marc P. Giannoni - 530 What do drug monopolies cost consumers in developing countries?
by Rebecca Hellerstein - 528 Which financial frictions? Parsing the evidence from the financial crisis of 2007-09
by Tobias Adrian & Paolo Colla & Hyun Song Shin - 527 The macroeconomic effects of large-scale asset purchase programs
by Han Chen & Vasco Cúrdia & Andrea Ferrero - 526 Housing busts and household mobility: an update
by Fernando Ferreira & Joseph Gyourko & Joseph Tracy - 525 Incentives and responses under No Child Left Behind: credible threats and the role of competition
by Rajashri Chakrabarti - 524 Optimal disinflation under learning
by Timothy Cogley & Christian Matthes & Argia M. Sbordone - 523 Do we know what we owe? A comparison of borrower- and lender-reported consumer debt
by Meta Brown & Andrew Haughwout & Donghoon Lee & Wilbert van der Klaauw - 522 The international role of the dollar: Does it matter if this changes?
by Linda Goldberg - 521 Early contract renegotiation: An analysis of U.S. labor contracts from 1970 to 1995
by Robert Rich & Joseph Tracy - 520 The great escape? A quantitative evaluation of the Fed’s liquidity facilities
by Marco Del Negro & Gauti Eggertsson & Andrea Ferrero & Nobuhiro Kiyotaki - 519 Expectations versus fundamentals: does the cause of banking panics matter for prudential policy?
by Todd Keister & Vijay Narasiman - 518 Market declines: Is banning short selling the solution?
by Robert Battalio & Hamid Mehran & Paul Schultz - 517 An analysis of CDS transactions: implications for public reporting
by Kathryn Chen & Michael Fleming & John Jackson & Ada Li & Asani Sarkar - 516 Belief updating among college students: evidence from experimental variation in information
by Matthew Wiswall & Basit Zafar - 515 Learning the fiscal theory of the price level: some consequences of debt management policy
by Stefano Eusepi & Bruce Preston - 514 Real estate investors, the leverage cycle, and the housing market crisis
by Andrew Haughwout & Donghoon Lee & Joseph Tracy & Wilbert van der Klaauw - 513 Decomposing short-term return reversal
by Zhi Da & Qianqiu Liu & Ernst Schaumburg - 512 The pre-FOMC announcement drift
by David O. Lucca & Emanuel Moench - 511 Liquidity management of U.S. global banks: internal capital markets in the Great Recession
by Nicola Cetorelli & Linda Goldberg - 510 Evaluating interest rate rules in an estimated DSGE model
by Vasco Cúrdia & Andrea Ferrero & Ging Cee Ng & Andrea Tambalotti - 509 Inflation expectations and behavior: Do survey respondents act on their beliefs?
by Olivier Armantier & Wändi Bruine de Bruin & Giorgio Topa & Wilbert van der Klaauw & Basit Zafar - 508 The dynamics and differentiation of Latin American metal exports
by Benjamin Mandel - 507 Mapping change in the federal funds market
by Morten L. Bech & Carl T. Bergstrom & Rodney J. Garratt & Martin Rosvall - 506 Repo runs: evidence from the tri-party repo market
by Adam Copeland & Antoine Martin & Michael Walker - 505 Sustainable social security: four options
by Sagiri Kitao - 504 The empirical content of models with multiple equilibria in economies with social interactions
by Alberto Bisin & Andrea Moro & Giorgio Topa - 503 The production impact of "cash-for-clunkers": implications for stabilization policy
by Adam Copeland & James Kahn - 502 Corporate governance and banks: what have we learned from the financial crisis?
by Hamid Mehran & Alan Morrison & Joel Shapiro - 501 Stereotypes and madrassas: experimental evidence from Pakistan
by Adeline Delavande & Basit Zafar - 500 Determinants of college major choice: identification using an information experiment
by Matthew Wiswall & Basit Zafar - 499 Global bond risk premiums
by Rebecca Hellerstein - 498 A model of liquidity hoarding and term premia in inter-bank markets
by Viral V. Acharya & David Skeie - 497 A note on bank lending in times of large bank reserves
by Antoine Martin & James McAndrews & David Skeie - 496 Central bank transparency, the accuracy of professional forecasts, and interest rate volatility
by Menno Middeldorp - 495 Sectoral price facts in a sticky-price model
by Carlos Carvalho & Jae Won Lee - 494 Are credit default swaps associated with higher corporate defaults?
by Stavros Peristiani & Vanessa Savino - 493 Efficient, regression-based estimation of dynamic asset pricing models
by Tobias Adrian & Richard K. Crump & Emanuel Moench - 492 Bank capital regulation and structured finance
by Antoine Martin & Bruno M. Parigi - 491 FOMC communication policy and the accuracy of Fed Funds futures
by Menno Middeldorp - 490 Robust capital regulation
by Viral Acharya & Hamid Mehran & Til Schuermann & Anjan Thakor - 489 Expectations of inflation: the biasing effect of thoughts about specific prices
by Wändi Bruine de Bruin & Wilbert van der Klaauw & Giorgio Topa - 488 Liquidity hoarding
by Douglas Gale & Tanju Yorulmazer - 487 Central bank transparency and the crowding out of private information in an experimental asset market
by Menno Middeldorp & Stephanie Rosenkranz - 486 Vouchers, responses, and the test-taking population: regression discontinuity evidence from Florida
by Rajashri Chakrabarti - 485 BASEL III: long-term impact on economic performance and fluctuations
by Paolo Angelini & Laurent Clerc & Vasco Cúrdia & Leonardo Gambacorta & Andrea Gerali & Alberto Locarno & Roberto Motto & Werner Roeger & Skander Van den Heuvel & Jan Vlcek - 484 Comovement revisited
by Maria Kasch & Asani Sarkar - 483 Stigma in financial markets: evidence from liquidity auctions and discount window borrowing during the crisis
by Olivier Armantier & Eric Ghysels & Asani Sarkar & Jeffrey Shrader - 482 Household debt and saving during the 2007 recession
by Rajashri Chakrabarti & Donghoon Lee & Wilbert van der Klaauw & Basit Zafar - 481 Responses to the financial crisis, treasury debt, and the impact on short-term money markets
by Warren B. Hrung & Jason S. Seligman
2010
- 480 The financial crisis at the kitchen table: trends in household debt and credit
by Meta Brown & Andrew Haughwout & Donghoon Lee & Wilbert van der Klaauw - 479 An introduction to the FRBNY Consumer Credit Panel
by Donghoon Lee & Wilbert van der Klaauw - 478 Double majors: one for me, one for the parents?
by Basit Zafar - 477 The tri-party repo market before the 2010 reforms
by Adam Copeland & Antoine Martin & Michael Walker - 476 Fitting observed inflation expectations
by Marco Del Negro & Stefano Eusepi - 475 Equity premium predictions with adaptive macro indexes
by Jennie Bai - 474 Firm value and cross-listings: the impact of stock market prestige
by Nicola Cetorelli & Stavros Peristiani - 473 Bailouts and financial fragility
by Todd Keister - 472 Do charter schools crowd out private school enrollment? Evidence from Michigan
by Rajashri Chakrabarti & Joydeep Roy - 471 Effect of constraints on tiebout competition: evidence from the Michigan school finance reform
by Rajashri Chakrabarti & Joydeep Roy - 470 Knowledge in cities
by Todd Gabe & Jaison R. Abel & Adrienne Ross & Kevin Stolarick - 469 Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting
by Viral V. Acharya & Hamid Mehran & Anjan Thakor - 468 TBA trading and liquidity in the agency MBS market
by James Vickery & Joshua Wright - 467 Tax buyouts
by Marco Del Negro & Fabrizio Perri & Fabiano Schivardi - 466 A private lender cooperative model for residential mortgage finance
by Toni Dechario & Patricia Mosser & Joseph Tracy & James Vickery & Joshua Wright - 465 Jump-robust volatility estimation using nearest neighbor truncation
by Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg - 464 Funding liquidity risk and the cross-section of stock returns
by Tobias Adrian & Erkko Etula - 463 The central-bank balance sheet as an instrument of monetary policy
by Vasco Cúrdia & Michael Woodford - 462 The impact of competition on technology adoption: an apples-to-PCs analysis
by Adam Copeland & Adam Hale Shapiro - 461 Financial amplification of foreign exchange risk premia
by Tobias Adrian & Erkko Etula & Jan J. J. Groen - 460 The information value of the stress test and bank opacity
by Donald P. Morgan & Stavros Peristiani & Vanessa Savino - 459 Do underwriters matter? The impact of the near loss of an equity underwriter
by Anna Kovner - 458 Shadow banking
by Zoltan Pozsar & Tobias Adrian & Adam Ashcraft & Hayley Boesky - 457 Resolving troubled systemically important cross-border financial institutions: is a new corporate organizational form required?
by Christine Cumming & Robert A. Eisenbeis - 456 Executive compensation and risk taking
by Patrick Bolton & Hamid Mehran & Joel Shapiro - 455 State-dependent pricing under infrequent information: a unified framework
by Marco Bonomo & Carlos Carvalho & René Garcia - 454 Can subjective expectations data be used in choice models? Evidence on cognitive biases
by Basit Zafar - 453 Bayesian social learning, conformity, and stubbornness: evidence from the AP top 25
by Daniel F. Stone & Basit Zafar - 452 Bootstrapping density-weighted average derivatives
by Matias D. Cattaneo & Richard K. Crump & Michael Jansson - 451 Subsidizing job creation in the Great Recession
by Sagiri Kitao & Aysegül Sahin & Joseph Song - 450 Is economics coursework, or majoring in economics, associated with different civic behaviors?
by Sam Allgood & William Bosshardt & Wilbert van der Klaauw & Michael Watts - 449 MBS ratings and the mortgage credit boom
by Adam Ashcraft & Paul Goldsmith-Pinkham & James Vickery - 448 Design of contingent capital with a stock price trigger for mandatory conversion
by Suresh Sundaresan & Zhenyu Wang - 447 Quantifying the benefits of a liquidity-saving mechanism
by Enghin Atalay & Antoine Martin & James McAndrews - 446 Global banks and international shock transmission: evidence from the crisis
by Nicola Cetorelli & Linda S. Goldberg - 445 Deferred compensation, risk, and company value: investor reactions to CEO incentives
by Chenyang Wei & David Yermack - 444 Repo runs
by Antoine Martin & David Skeie & Ernst-Ludwig von Thadden - 443 The effect of question wording on reported expectations and perceptions of inflation
by Wändi Bruine de Bruin & Wilbert van der Klaauw & Julie S. Downs & Baruch Fischhoff & Giorgio Topa & Olivier Armantier - 442 Short-run fiscal policy: welfare, redistribution, and aggregate effects in the short and long run
by Sagiri Kitao - 441 Large-scale asset purchases by the Federal Reserve: did they work?
by Joseph Gagnon & Matthew Raskin & Julie Remache & Brian Sack - 440 Productivity and the density of human capital
by Jaison R. Abel & Ishita Dey & Todd M. Gabe - 439 The changing nature of financial intermediation and the financial crisis of 2007-09
by Tobias Adrian & Hyun Song Shin - 438 Liquidity-saving mechanisms in collateral-based RTGS payment systems
by Marius Jurgilas & Antoine Martin - 437 Stressed, not frozen: the Federal Funds market in the financial crisis
by Gara Afonso & Anna Kovner & Antoinette Schoar - 436 Social Security, benefit claiming, and labor force participation: a quantitative general equilibrium approach
by Selahattin Imrohoroglu & Sagiri Kitao - 435 Labor-dependent capital income taxation that encourages work and saving
by Sagiri Kitao - 434 Correlated disturbances and U.S. business cycles
by Vasco Cúrdia & Ricardo Reis - 433 The paradox of toil
by Gauti Eggertsson - 432 Subprime mortgage lending in New York City: prevalence and performance
by Ebiere Okah & James Orr - 431 Financial amplification mechanisms and the Federal Reserve's supply of liquidity during the crisis
by Asani Sarkar & Jeffrey Shrader - 430 Loss aversion, asymmetric market comovements, and the home bias
by Kevin Amonlirdviman & Carlos Carvalho - 429 Central bank dollar swap lines and overseas dollar funding costs
by Linda S. Goldberg & Craig Kennedy & Jason Miu - 428 Macro risk premium and intermediary balance sheet quantities
by Tobias Adrian & Emanuel Moench & Hyun Song Shin - 427 Performance maximization of actively managed funds
by Paolo Guasoni & Gur Huberman & Zhenyu Wang - 426 Repo market effects of the Term Securities Lending Facility
by Michael J. Fleming & Warren B. Hrung & Frank M. Keane - 425 The measurement of rent inflation
by Jonathan McCarthy & Richard W. Peach - 424 Policy perspectives on OTC derivatives market infrastructure
by Darrell Duffie & Ada Li & Theo Lubke - 423 The Federal Reserve's Commercial Paper Funding Facility
by Tobias Adrian & Karin Kimbrough & Dina Marchioni - 422 Financial intermediation, asset prices, and macroeconomic dynamics
by Tobias Adrian & Emanuel Moench & Hyun Song Shin - 421 Monetary cycles, financial cycles, and the business cycle
by Tobias Adrian & Arturo Estrella & Hyun Song Shin