P. Dean Corbae
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Dean Corbae & Pablo D'Erasmo, 2017.
"Reorganization Or Liquidation: Bankruptcy Choice And Firm Dynamics,"
Working Papers
17-14, Federal Reserve Bank of Philadelphia.
- Dean Corbae & Pablo D'Erasmo, 2017. "Reorganization or Liquidation: Bankruptcy Choice and Firm Dynamics," NBER Working Papers 23515, National Bureau of Economic Research, Inc.
- Dean Corbae & Pablo D'Erasmo, 2020. "Reorganization or Liquidation: Bankruptcy Choice and Firm Dynamics," Working Papers 769, Federal Reserve Bank of Minneapolis.
Mentioned in:
- Reorganization or Liquidation: Bankruptcy Choice and Firm Dynamics
by Christian Zimmermann in NEP-DGE blog on 2017-07-08 01:51:40
Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Corbae, Dean & Ouliaris, Sam, 1989.
"A Random Walk through the Gibson Paradox,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(3), pages 295-303, July-Sept.
Mentioned in:
- A random walk through the Gibson paradox (Journal of Applied Econometrics 1989) in ReplicationWiki ()
Working papers
- Dean Corbae & Pablo D'Erasmo, 2021.
"Capital Buffers in a Quantitative Model of Banking Industry Dynamics,"
Working Papers
21-24, Federal Reserve Bank of Philadelphia.
Cited by:
- Skander J. Van den Heuvel, 2022.
"The Welfare Effects of Bank Liquidity and Capital Requirements,"
Finance and Economics Discussion Series
2022-072, Board of Governors of the Federal Reserve System (U.S.).
- Skander Van den Heuvel, 2019. "The Welfare Effects of Bank Liquidity and Capital Requirements," 2019 Meeting Papers 325, Society for Economic Dynamics.
- Skander J. Van den Heuvel, 2022.
"The Welfare Effects of Bank Liquidity and Capital Requirements,"
Finance and Economics Discussion Series
2022-072, Board of Governors of the Federal Reserve System (U.S.).
- Dean Corbae & Pablo D'Erasmo, 2021.
"Capital Buffers in a Quantitative Model of Banking Industry Dynamics,"
Working Papers
779, Federal Reserve Bank of Minneapolis.
- Dean Corbae & Pablo D'Erasmo, 2021. "Capital Buffers in a Quantitative Model of Banking Industry Dynamics," Econometrica, Econometric Society, vol. 89(6), pages 2975-3023, November.
Cited by:
- Bonaccorsi di Patti, Emilia & Moscatelli, Mirko & Pietrosanti, Stefano, 2023. "The impact of bank regulation on the cost of credit: Evidence from a discontinuity in capital requirements," Journal of Financial Intermediation, Elsevier, vol. 55(C).
- NAKASHIMA, KIYOTAKA & Ogawa, Toshiaki, 2021. "The Impacts of Strengthening Regulatory Surveillance on Bank Behavior: A Dynamic Analysis from Incomplete to Complete Enforcement of Capital Regulation in Microprudential Policy," MPRA Paper 109147, University Library of Munich, Germany.
- Grégory Claeys & Chara Papioti & Andreas Tryphonides, 2020.
"Liquidity Risk, Market Power and the Informational Effects of Policy,"
Working Papers
1206, Barcelona School of Economics.
- Grégory Claeys & Chara Papioti & Andreas Tryphonides, 2023. "Liquidity risk, market power and the informational effects of policy," Post-Print hal-04164592, HAL.
- Claeys, Grégory & Papioti, Chara & Tryphonides, Andreas, 2023. "Liquidity risk, market power and the informational effects of policy," Journal of International Economics, Elsevier, vol. 142(C).
- Lang, Jan Hannes & Menno, Dominik, 2023.
"The state-dependent impact of changes in bank capital requirements,"
Discussion Papers
19/2023, Deutsche Bundesbank.
- Lang, Jan Hannes & Menno, Dominik, 2023. "The state-dependent impact of changes in bank capital requirements," Working Paper Series 2828, European Central Bank.
- Axelle Arquié, 2023. "Fire Sales and Bank Runs in the Presence of a Saving Allocation by Depositors," Working Papers 2023-09, CEPII research center.
- Jason Allen & Milena Wittwer, 2023. "Intermediary Market Power and Capital Constraints," Staff Working Papers 23-51, Bank of Canada.
- Yifei Wang & Toni M. Whited & Yufeng Wu & Kairong Xiao, 2020.
"Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation,"
NBER Working Papers
27258, National Bureau of Economic Research, Inc.
- Yifei Wang & Toni M. Whited & Yufeng Wu & Kairong Xiao, 2022. "Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation," Journal of Finance, American Finance Association, vol. 77(4), pages 2093-2141, August.
- van der Kwaak, Christiaan & Madeira, João & Palma, Nuno, 2023.
"The long-run effects of risk: an equilibrium approach,"
European Economic Review, Elsevier, vol. 153(C).
- Christiaan van der Kwaak & Joao Madeira & Nuno Palma, 2021. "The Long-Run Effects of Risk: An Equilibrium Approach," Economics Discussion Paper Series 2104, Economics, The University of Manchester, revised Jan 2023.
- Palma, Nuno & van der Kwaak, Christiaan & Madeira , João, 2022. "The long-run effects of risk: an equilibrium approach," CEPR Discussion Papers 15841, C.E.P.R. Discussion Papers.
- Greg Buchak & Gregor Matvos & Tomasz Piskorski & Amit Seru, 2023.
"Aggregate Lending and Modern Financial Intermediation: Why Bank Balance Sheet Models Are Miscalibrated,"
NBER Chapters, in: NBER Macroeconomics Annual 2023, volume 38,
National Bureau of Economic Research, Inc.
- Greg Buchak & Gregor Matvos & Tomasz Piskorski & Amit Seru, 2023. "Aggregate Lending and Modern Financial Intermediation: Why Bank Balance Sheet Models are Miscalibrated," NBER Working Papers 31484, National Bureau of Economic Research, Inc.
- Altermatt, Lukas & Wang, Zijian, 2021. "Oligopoly Banking, Risky Investment, and Monetary Policy," Economics Discussion Papers 30728, University of Essex, Department of Economics.
- Skander J. Van den Heuvel, 2022.
"The Welfare Effects of Bank Liquidity and Capital Requirements,"
Finance and Economics Discussion Series
2022-072, Board of Governors of the Federal Reserve System (U.S.).
- Skander Van den Heuvel, 2019. "The Welfare Effects of Bank Liquidity and Capital Requirements," 2019 Meeting Papers 325, Society for Economic Dynamics.
- Chenzi Yang & Fernando Moreira & Thomas Welsh Archibald, 2023. "Community banks' capital requirements and regional housing tenure," Australian Economic Papers, Wiley Blackwell, vol. 62(4), pages 723-746, December.
- Ogawa, Toshiaki, 2022. "Welfare implications of bank capital requirements under dynamic default decisions," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
- Brausewetter, Lars & Ludolph, Melina, 2023. "Distributional income effects of banking regulation in Europe," IWH Discussion Papers 24/2023, Halle Institute for Economic Research (IWH).
- Giampaolo Bonomi & Ali Uppal, 2023. "Kites and Quails: Monetary Policy and Communication with Strategic Financial Markets," Papers 2305.08958, arXiv.org.
- Ahmad Peivandi & Mohammad Abbas Rezaei & Ajay Subramanian, 2023. "Optimal design of bank regulation under aggregate risk," Mathematics and Financial Economics, Springer, volume 17, number 2, June.
- Ferrero, Andrea & Harrison, Richard & Nelson, Benjamin, 2022.
"House price dynamics, optimal LTV limits and the liquidity trap,"
Bank of England working papers
969, Bank of England.
- Ferrero, Andrea & Harrison, Richard & Nelson, Benjamin, 2018. "House Price Dynamics, Optimal LTV Limits and the Liquidity Trap," CEPR Discussion Papers 13400, C.E.P.R. Discussion Papers.
- Alessandro Villa, 2022. "Credit Misallocation and Macro Dynamics with Oligopolistic Financial Intermediaries," Working Paper Series WP 2022-41, Federal Reserve Bank of Chicago.
- Dean Corbae & Pablo D'Erasmo, 2020.
"Reorganization or Liquidation: Bankruptcy Choice and Firm Dynamics,"
Working Papers
769, Federal Reserve Bank of Minneapolis.
- Dean Corbae & Pablo D'Erasmo, 2017. "Reorganization Or Liquidation: Bankruptcy Choice And Firm Dynamics," Working Papers 17-14, Federal Reserve Bank of Philadelphia.
- Dean Corbae & Pablo D'Erasmo, 2017. "Reorganization or Liquidation: Bankruptcy Choice and Firm Dynamics," NBER Working Papers 23515, National Bureau of Economic Research, Inc.
Cited by:
- Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018.
"Macro Aspects of Housing,"
Globalization Institute Working Papers
340, Federal Reserve Bank of Dallas.
- Leung, Charles Ka Yui & Ng, Joe Cho Yiu, 2018. "Macro Aspects of Housing," MPRA Paper 93512, University Library of Munich, Germany.
- Charles Ka Yui LEUNG & Joe Cho Yiu NG, 2018. "Macro Aspects of Housing," ISER Discussion Paper 1030, Institute of Social and Economic Research, Osaka University.
- Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," GRU Working Paper Series GRU_2018_016, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Spencer, Adam, 2017.
"Policy Effects of International Taxation on Firm Dynamics and Capital Structure,"
MPRA Paper
78990, University Library of Munich, Germany.
- Adam Hal Spencer, 2020. "Policy effects of international taxation on firm dynamics and capital structure," Discussion Papers 2020-25, University of Nottingham, GEP.
- Adam Hal Spencer, 2020. "Policy effects of international taxation on firm dynamics and capital structure," Discussion Papers 2020/10, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Adam Hal Spencer, 2022. "Policy Effects of International Taxation on Firm Dynamics and Capital Structure [Foreign investment of us multinationals: The effect of tax policy and agency conflicts]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(4), pages 2149-2200.
- Cristina Fuentes-Albero, "undated".
"Financial Frictions, Financial Shocks, and Aggregate Volatility,"
Departmental Working Papers
201201, Rutgers University, Department of Economics.
- Cristina Fuentes-Albero, 2018. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Finance and Economics Discussion Series 2018-054, Board of Governors of the Federal Reserve System (U.S.).
- Fuentes-Albero, Cristina, 2012. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Dynare Working Papers 18, CEPREMAP.
- Cristina Fuentes‐Albero, 2019. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1581-1621, September.
- Cristina Fuentes-Albero, 2014. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Finance and Economics Discussion Series 2014-84, Board of Governors of the Federal Reserve System (U.S.).
- Heller, Yuval & Peleg Lazar, Sharon & Raviv, Alon, 2019.
"Banks Risk Taking and Creditors Bargaining Power,"
MPRA Paper
91381, University Library of Munich, Germany.
- Heller, Yuval & Peleg Lazar, Sharon & Raviv, Alon, 2022. "Banks’ risk taking and creditors’ bargaining power," Journal of Corporate Finance, Elsevier, vol. 74(C).
- Aili Zhang & Ping Chen & Shuanming Li & Wenyuan Wang, 2020. "Risk Modelling on Liquidations with L\'{e}vy Processes," Papers 2007.01426, arXiv.org.
- Antill, Samuel & Grenadier, Steven R., 2019. "Optimal capital structure and bankruptcy choice: Dynamic bargaining versus liquidation," Journal of Financial Economics, Elsevier, vol. 133(1), pages 198-224.
- Wenyuan Wang & Xiang Yu & Xiaowen Zhou, 2021. "On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy," Papers 2108.01800, arXiv.org, revised Nov 2023.
- Amir Kermani & Yueran Ma, 2020. "Two Tales of Debt," NBER Working Papers 27641, National Bureau of Economic Research, Inc.
- Laura Alfaro & Gonzalo Asis & Anusha Chari & Ugo Panizza, 2019.
"Corporate Debt, Firm Size and Financial Fragility in Emerging Markets,"
NBER Working Papers
25459, National Bureau of Economic Research, Inc.
- Alfaro, Laura & Asis, Gonzalo & Chari, Anusha & Panizza, Ugo, 2019. "Corporate debt, firm size and financial fragility in emerging markets," Journal of International Economics, Elsevier, vol. 118(C), pages 1-19.
- Satyajit Chatterjee & Burcu Eyigungor, 2019.
"The Firm Size and Leverage Relationship and Its Implications for Entry and Concentration in a Low Interest Rate World,"
Working Papers
19-18, Federal Reserve Bank of Philadelphia.
- Satyajit Chatterjee & Burcu Eyigungor, 2019. "The Firm Size and Leverage Relationship and Its Implications for Entry and Concentration in a Low Interest Rate World," 2019 Meeting Papers 1041, Society for Economic Dynamics.
- Zhang, Aili & Chen, Ping & Li, Shuanming & Wang, Wenyuan, 2022. "Risk modelling on liquidations with Lévy processes," Applied Mathematics and Computation, Elsevier, vol. 412(C).
- Toshiaki Ogawa, 2020. "Liquidity Management of Heterogeneous Banks during the Great Recession," IMES Discussion Paper Series 20-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
- Tan, Yingxian & Luo, Pengfei, 2021. "The impact of debt restructuring on dynamic investment and financing policies," Economic Modelling, Elsevier, vol. 102(C).
- Satyajit Chatterjee & Burcu Eyigungor, 2020. "The Firm Size and Leverage Relationship and Its Implications for Entry and Business Concentration," Working Papers 20-29, Federal Reserve Bank of Philadelphia.
- Li, Xin & Liu, Haibo & Tang, Qihe & Zhu, Jinxia, 2020. "Liquidation risk in insurance under contemporary regulatory frameworks," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 36-49.
- Tracey, Belinda, 2019. "The real effects of zombie lending in Europe," Bank of England working papers 783, Bank of England, revised 27 May 2021.
- Nam, Changwoo, 2021. "Social Welfare Analysis of Policy-based Finance with Support for Corporate Loan Interest," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 43(4), pages 45-67.
- Poeschl, Johannes, 2023. "Corporate debt maturity and investment over the business cycle," European Economic Review, Elsevier, vol. 152(C).
- Satyajit Chatterjee & Dean Corbae & Kyle Dempsey & José-Víctor Ríos-Rull, 2020.
"A Quantitative Theory of the Credit Score,"
Working Papers
770, Federal Reserve Bank of Minneapolis.
- Satyajit Chatterjee & Dean Corbae & Kyle Dempsey & José‐Víctor Ríos‐Rull, 2023. "A Quantitative Theory of the Credit Score," Econometrica, Econometric Society, vol. 91(5), pages 1803-1840, September.
- Satyajit Chatterjee & Dean Corbae & Kyle P. Dempsey & José-Víctor Ríos-Rull, 2020. "A Quantitative Theory of the Credit Score," NBER Working Papers 27671, National Bureau of Economic Research, Inc.
- Satyajit Chatterjee & Dean Corbae & Kyle Dempsey & José-Víctor Ríos-Rull, 2020. "A Quantitative Theory of the Credit Score," Working Papers 20-39, Federal Reserve Bank of Philadelphia.
- Satyajit c & Dean Corbae & Kyle Dempsey & Jose-Victor Rios-Rull, 2020. "A Quantitative Theory of the Credit Score," PIER Working Paper Archive 20-030, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
Cited by:
- Manuel Amador & Christopher Phelan, 2018.
"Reputation and Sovereign Default,"
NBER Working Papers
24682, National Bureau of Economic Research, Inc.
- Manuel Amador & Christopher Phelan, 2018. "Reputation and Sovereign Default," Staff Report 564, Federal Reserve Bank of Minneapolis.
- Christopher Phelan & Manuel Amador, 2017. "Reputation and Sovereign Default," 2017 Meeting Papers 1167, Society for Economic Dynamics.
- Manuel Amador & Christopher Phelan, 2021. "Reputation and Sovereign Default," Econometrica, Econometric Society, vol. 89(4), pages 1979-2010, July.
- Röttger, Joost & Gerke, Rafael, 2021. "The incentive effects of monetary policy on fiscal policy behaviour," Technical Papers 04/2021, Deutsche Bundesbank.
- Helena Chuliá & Sabuhi Khalili & Jorge M. Uribe, 2024. "Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI," IREA Working Papers 202402, University of Barcelona, Research Institute of Applied Economics, revised Feb 2024.
- Jose E. Gomez-Gonzalez & Jorge M. Uribe & Oscar M. Valencia, 2024. "Asymmetric Sovereign Risk: Implications for Climate Change Preparation," IREA Working Papers 202401, University of Barcelona, Research Institute of Applied Economics, revised Jan 2024.
- Florian Exler & Igor Livshits & James MacGee & Michèle Tertilt, 2020.
"Consumer Credit with Over-optimistic Borrowers,"
Staff Working Papers
20-57, Bank of Canada.
- Florian Exler & Igor Livshits & James MacGee & Michele Tertilt, 2021. "Consumer Credit with Over-Optimistic Borrowers," Working Papers 21-42, Federal Reserve Bank of Philadelphia.
- Florian Exler & Igor Livshits & James MacGee & Michèle Tertilt, 2020. "Consumer Credit With Over-Optimistic Borrowers," CRC TR 224 Discussion Paper Series crctr224_2020_245, University of Bonn and University of Mannheim, Germany.
- Tertilt, Michèle & Exler, Florian & Livshits, Igor & MacGee, Jim, 2020. "Consumer Credit with Over-Optimistic Borrowers," CEPR Discussion Papers 15570, C.E.P.R. Discussion Papers.
- Enrico Mallucci, 2020.
"Natural Disasters, Climate Change, and Sovereign Risk,"
International Finance Discussion Papers
1291r1, Board of Governors of the Federal Reserve System (U.S.), revised 14 Oct 2020.
- Enrico Mallucci, 2020. "Natural Disasters, Climate Change, and Sovereign Risk," FEDS Notes 2020-12-18-1, Board of Governors of the Federal Reserve System (U.S.).
- Mallucci, Enrico, 2022. "Natural disasters, climate change, and sovereign risk," Journal of International Economics, Elsevier, vol. 139(C).
- Kyle Dempsey & Felicia Ionescu, 2021. "Lending Standards and Borrowing Premia in Unsecured Credit Markets," Finance and Economics Discussion Series 2021-039, Board of Governors of the Federal Reserve System (U.S.).
- Laura Blattner & Scott Nelson & Jann Spiess, 2021. "Unpacking the Black Box: Regulating Algorithmic Decisions," Papers 2110.03443, arXiv.org, revised Jul 2023.
- Laura Blattner & Scott Nelson, 2021. "How Costly is Noise? Data and Disparities in Consumer Credit," Papers 2105.07554, arXiv.org.
- Bulent Guler & Yasin Kursat Onder & Temel Taskin, 2022. "Asymmetric Information and Sovereign Debt Disclosure," CAEPR Working Papers 2022-004 Classification-E, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Dean Corbae & Pablo D'Erasmo, 2020.
"Rising Bank Concentration,"
Staff Report
594, Federal Reserve Bank of Minneapolis.
- Corbae, Dean & D’Erasmo, Pablo, 2020. "Rising bank concentration," Journal of Economic Dynamics and Control, Elsevier, vol. 115(C).
- Dean Corbae & Pablo D'Erasmo, 2020. "Rising Bank Concentration," NBER Working Papers 26838, National Bureau of Economic Research, Inc.
Cited by:
- Salomón García, 2022. "Mortgage securitization and information frictions in general equilibrium," Working Papers 2221, Banco de España.
- Stephen Kho, 2023. "Deposit market concentration and monetary transmission: evidence from the euro area," Working Papers 790, DNB.
- Fernholz, Ricardo T. & Koch, Christoffer, 2021. "The rise of big U.S. banks and the fall of big European banks: A statistical decomposition," European Economic Review, Elsevier, vol. 135(C).
- Kho, Stephen, 2024. "Deposit market concentration and monetary transmission: evidence from the euro area," Working Paper Series 2896, European Central Bank.
- Dean Corbae & Pablo D'Erasmo, 2021.
"Capital Buffers in a Quantitative Model of Banking Industry Dynamics,"
Working Papers
779, Federal Reserve Bank of Minneapolis.
- Dean Corbae & Pablo D'Erasmo, 2021. "Capital Buffers in a Quantitative Model of Banking Industry Dynamics," Econometrica, Econometric Society, vol. 89(6), pages 2975-3023, November.
- Isabel Gödl-Hanisch, 2023. "Bank Concentration and Monetary Policy Pass-Through," CESifo Working Paper Series 10378, CESifo.
- Kallias, Antonios & Kallias, Konstantinos & Lu, Guancheng & Zhang, Song, 2021. "Why local banking market concentration hinders IPOs and how it can work to issuers’ advantage," Finance Research Letters, Elsevier, vol. 43(C).
- Dean Corbae & Andy Glover, 2018.
"Employer Credit Checks: Poverty Traps versus Matching Efficiency,"
Working Papers
2018-063, Human Capital and Economic Opportunity Working Group.
- Dean Corbae & Andrew Glover, 2018. "Employer Credit Checks: Poverty Traps versus Matching Efficiency," NBER Working Papers 25005, National Bureau of Economic Research, Inc.
Cited by:
- Gajendran Raveendranathan & Georgios Stefanidis, 2020. "The Unprecedented Fall in U.S. Revolving Credit," Department of Economics Working Papers 2020-05, McMaster University.
- Albanesi, Stefania & Vamossy, Domonkos, 2019.
"Predicting Consumer Default: A Deep Learning Approach,"
CEPR Discussion Papers
13914, C.E.P.R. Discussion Papers.
- Stefania Albanesi & Domonkos F. Vamossy, 2019. "Predicting Consumer Default: A Deep Learning Approach," Working Papers 2019-056, Human Capital and Economic Opportunity Working Group.
- Stefania Albanesi & Domonkos F. Vamossy, 2019. "Predicting Consumer Default: A Deep Learning Approach," NBER Working Papers 26165, National Bureau of Economic Research, Inc.
- Stefania Albanesi & Domonkos F. Vamossy, 2019. "Predicting Consumer Default: A Deep Learning Approach," Papers 1908.11498, arXiv.org, revised Oct 2019.
- Satyajit Chatterjee & Dean Corbae & Kyle Dempsey & José-Víctor Ríos-Rull, 2020.
"A Quantitative Theory of the Credit Score,"
Working Papers
770, Federal Reserve Bank of Minneapolis.
- Satyajit Chatterjee & Dean Corbae & Kyle P. Dempsey & José-Víctor Ríos-Rull, 2020. "A Quantitative Theory of the Credit Score," NBER Working Papers 27671, National Bureau of Economic Research, Inc.
- Satyajit Chatterjee & Dean Corbae & Kyle Dempsey & José‐Víctor Ríos‐Rull, 2023. "A Quantitative Theory of the Credit Score," Econometrica, Econometric Society, vol. 91(5), pages 1803-1840, September.
- Satyajit Chatterjee & Dean Corbae & Kyle Dempsey & José-Víctor Ríos-Rull, 2020. "A Quantitative Theory of the Credit Score," Working Papers 20-39, Federal Reserve Bank of Philadelphia.
- Satyajit c & Dean Corbae & Kyle Dempsey & Jose-Victor Rios-Rull, 2020. "A Quantitative Theory of the Credit Score," PIER Working Paper Archive 20-030, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Kristle Romero Cortes & Andrew Glover & Murat Tasci, 2020.
"The Unintended Consequences of Employer Credit Check Bans for Labor Markets,"
Research Working Paper
RWP 20-04, Federal Reserve Bank of Kansas City.
- Kristle Romero Cortes & Andrew Glover & Murat Tasci, 2019. "The Unintended Consequences of Employer Credit Check Bans for Labor Markets," Working Papers 19-05, Federal Reserve Bank of Cleveland.
- Kristle R. Cortes & Andrew Glover & Murat Tasci, 2022. "The Unintended Consequences of Employer Credit Check Bans for Labor Markets," The Review of Economics and Statistics, MIT Press, vol. 104(5), pages 997-1009, December.
- Kristle Cortés & Andy Glover & Murat Tasci, 2020. "The Unintended Consequences of Employer Credit Check Bans for Labor Markets," Working Papers 2020-037, Human Capital and Economic Opportunity Working Group.
- Florian Exler & Michèle Tertilt, 2020.
"Consumer Debt and Default: A Macro Perspective,"
CESifo Working Paper Series
8105, CESifo.
- Florian Exler & Michéle Tertilt, 2020. "Consumer Debt and default: A Macro Perspective," CRC TR 224 Discussion Paper Series crctr224_2020_153v2, University of Bonn and University of Mannheim, Germany.
- Exler, Florian & Tertilt, Michèle, 2020. "Consumer Debt and Default: A Macro Perspective," IZA Discussion Papers 12966, Institute of Labor Economics (IZA).
- Florian Exler & Igor Livshits & James MacGee & Michèle Tertilt, 2020.
"Consumer Credit with Over-optimistic Borrowers,"
Staff Working Papers
20-57, Bank of Canada.
- Florian Exler & Igor Livshits & James MacGee & Michele Tertilt, 2021. "Consumer Credit with Over-Optimistic Borrowers," Working Papers 21-42, Federal Reserve Bank of Philadelphia.
- Florian Exler & Igor Livshits & James MacGee & Michèle Tertilt, 2020. "Consumer Credit With Over-Optimistic Borrowers," CRC TR 224 Discussion Paper Series crctr224_2020_245, University of Bonn and University of Mannheim, Germany.
- Tertilt, Michèle & Exler, Florian & Livshits, Igor & MacGee, Jim, 2020. "Consumer Credit with Over-Optimistic Borrowers," CEPR Discussion Papers 15570, C.E.P.R. Discussion Papers.
- Tertilt, Michèle & Exler, Florian, 2020. "Consumer Debt and Default: A Macroeconomic Perspective," CEPR Discussion Papers 14425, C.E.P.R. Discussion Papers.
- Laura Blattner & Scott Nelson, 2021. "How Costly is Noise? Data and Disparities in Consumer Credit," Papers 2105.07554, arXiv.org.
- Erwan Quintin & Dean Corbae, 2016.
"Asset Quality Dynamics,"
2016 Meeting Papers
418, Society for Economic Dynamics.
- Dean Corbae & Erwan Quintin, 2019. "Asset Quality Dynamics," 2019 Meeting Papers 368, Society for Economic Dynamics.
Cited by:
- Pedro S. Amaral & Dean Corbae & Erwan Quintin, 2016.
"A New Perspective on the Finance-Development Nexus,"
Working Papers (Old Series)
1629, Federal Reserve Bank of Cleveland.
- Erwan Quintin & Dean Corbae & Pedro Amaral, 2017. "A New Perspective on the Finance-Development Nexus," 2017 Meeting Papers 118, Society for Economic Dynamics.
- Amaral, Pedro S., 2023.
"The demographic transition and the asset supply channel,"
European Economic Review, Elsevier, vol. 151(C).
- Amaral, Pedro, 2022. "The demographic transition and the asset supply channel," MPRA Paper 113613, University Library of Munich, Germany.
- Pedro S. Amaral & Dean Corbae & Erwan Quintin, 2020. "Cash‐Flow Tranching And The Macroeconomy," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(4), pages 1815-1843, November.
- Pedro S. Amaral & Dean Corbae & Erwan Quintin, 2017. "Financial Engineering and Economic Development," Working Papers 16-29R, Federal Reserve Bank of Cleveland.
- Babus, Ana & Hachem, Kinda, 2023. "Markets for financial innovation," Journal of Economic Theory, Elsevier, vol. 208(C).
- Thomas Siemsen & Sigurd Mølster Galaasen & Pablo D'Erasmo & Alfonso Irarrazabal & Dean Corbae, 2016.
"Stress Testing in a Structural Model of Bank Behavior,"
2016 Meeting Papers
1315, Society for Economic Dynamics.
Cited by:
- Toshiaki Ogawa, 2020. "Liquidity Management of Heterogeneous Banks during the Great Recession," IMES Discussion Paper Series 20-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
- Ogawa, Toshiaki, 2022. "Welfare implications of bank capital requirements under dynamic default decisions," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
- Toshiaki Ogawa, 2020. "Welfare Implications of Bank Capital Requirements under Dynamic Default Decisions," IMES Discussion Paper Series 20-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
- Dean Corbae & Pablo D'Erasmo, 2015.
"Foreign Competition and Banking Industry Dynamics,"
2015 Meeting Papers
1205, Society for Economic Dynamics.
Cited by:
- Alan Finkelstein Shapiro & Brendan Epstein, 2018. "Banking and Financial Access Reforms, Labor Markets, and Financial Shocks," 2018 Meeting Papers 2, Society for Economic Dynamics.
- Pablo D'Erasmo & Dean Corbae, 2018.
"Capital Requirements in a Quantitative Model of Banking Industry Dynamics,"
2018 Meeting Papers
1221, Society for Economic Dynamics.
- Pablo D'Erasmo, 2014. "Capital Requirements in a Quantitative Model of Banking Industry Dynamics," 2014 Meeting Papers 476, Society for Economic Dynamics.
- Dean Corbae & Pablo D'Erasmo, 2019. "Capital Requirements in a Quantitative Model of Banking Industry Dynamics," NBER Working Papers 25424, National Bureau of Economic Research, Inc.
- Dean Corbae & Pablo D'Erasmo, 2014. "Capital requirements in a quantitative model of banking industry dynamics," Working Papers 14-13, Federal Reserve Bank of Philadelphia.
- Epstein, Brendan & Finkelstein Shapiro, Alan, 2017. "Banking and Financial Participation Reforms, Labor Markets, and Financial Shocks," MPRA Paper 88697, University Library of Munich, Germany.
- Müting, Miriam, 2020. "Multinational lending retrenchment after the global financial crisis: The impact of policy interventions," Discussion Papers in Economics 72612, University of Munich, Department of Economics.
- Felipe Meza & Sangeeta Pratap & Carlos Urrutia, 2019.
"Credit, Misallocation and Productivity: A Disaggregated Analysis,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 34, pages 61-86, October.
- Felipe Meza & Sangeeta Pratap & Carlos Urrutia, 2019. "Code and data files for "Credit, Misallocation and Productivity: A Disaggregated Analysis"," Computer Codes 18-264, Review of Economic Dynamics.
- Dean Corbae & Pablo D'Erasmo, 2015.
"Foreign competition and banking industry dynamics: an application to Mexico,"
Working Papers
15-33, Federal Reserve Bank of Philadelphia.
- Dean Corbae & Pablo D’Erasmo, 2015. "Foreign Competition and Banking Industry Dynamics: An Application to Mexico," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 63(4), pages 830-867, November.
Cited by:
- Alan Finkelstein Shapiro & Brendan Epstein, 2018. "Banking and Financial Access Reforms, Labor Markets, and Financial Shocks," 2018 Meeting Papers 2, Society for Economic Dynamics.
- Pablo D'Erasmo & Dean Corbae, 2018.
"Capital Requirements in a Quantitative Model of Banking Industry Dynamics,"
2018 Meeting Papers
1221, Society for Economic Dynamics.
- Pablo D'Erasmo, 2014. "Capital Requirements in a Quantitative Model of Banking Industry Dynamics," 2014 Meeting Papers 476, Society for Economic Dynamics.
- Dean Corbae & Pablo D'Erasmo, 2019. "Capital Requirements in a Quantitative Model of Banking Industry Dynamics," NBER Working Papers 25424, National Bureau of Economic Research, Inc.
- Dean Corbae & Pablo D'Erasmo, 2014. "Capital requirements in a quantitative model of banking industry dynamics," Working Papers 14-13, Federal Reserve Bank of Philadelphia.
- Epstein, Brendan & Finkelstein Shapiro, Alan, 2017. "Banking and Financial Participation Reforms, Labor Markets, and Financial Shocks," MPRA Paper 88697, University Library of Munich, Germany.
- Müting, Miriam, 2020. "Multinational lending retrenchment after the global financial crisis: The impact of policy interventions," Discussion Papers in Economics 72612, University of Munich, Department of Economics.
- Liangliang Jiang & Ross Levine & Chen Lin, 2017.
"Does Competition Affect Bank Risk?,"
NBER Working Papers
23080, National Bureau of Economic Research, Inc.
- Liangliang Jiang & Ross Levine & Chen Lin, 2023. "Does Competition Affect Bank Risk?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(5), pages 1043-1076, August.
- Niepmann, Friederike, 2023. "Banking across borders with heterogeneous banks," Journal of International Economics, Elsevier, vol. 142(C).
- Felipe Meza & Sangeeta Pratap & Carlos Urrutia, 2019.
"Credit, Misallocation and Productivity: A Disaggregated Analysis,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 34, pages 61-86, October.
- Felipe Meza & Sangeeta Pratap & Carlos Urrutia, 2019. "Code and data files for "Credit, Misallocation and Productivity: A Disaggregated Analysis"," Computer Codes 18-264, Review of Economic Dynamics.
- Andrew Glover & Dean Corbae, 2015.
"A Simple Dynamic Theory of Credit Scores Under Adverse Selection,"
2015 Meeting Papers
1265, Society for Economic Dynamics.
Cited by:
- Kyle Herkenhoff & Gordon Phillips & Ethan Cohen-Cole, 2017.
"The Impact of Consumer Credit Access on Employment, Earnings, and Entrepreneurship,"
Working Papers
2017-011, Human Capital and Economic Opportunity Working Group.
- Kyle Herkenhoff & Gordon Phillips & Ethan Cohen-Cole, 2016. "The Impact of Consumer Credit Access on Employment, Earnings and Entrepreneurship," NBER Working Papers 22846, National Bureau of Economic Research, Inc.
- Kyle Herkenhoff, 2016. "The Impact of Consumer Credit Access on Employment, Earnings and Entrepreneurship," 2016 Meeting Papers 781, Society for Economic Dynamics.
- Kyle Herkenhoff & Gordon Phillips & Ethan Cohen-Cole, 2017.
"The Impact of Consumer Credit Access on Employment, Earnings, and Entrepreneurship,"
Working Papers
2017-011, Human Capital and Economic Opportunity Working Group.
- Dean Corbae & Pablo D'Erasmo, 2014.
"Capital requirements in a quantitative model of banking industry dynamics,"
Working Papers
14-13, Federal Reserve Bank of Philadelphia.
- Pablo D'Erasmo, 2014. "Capital Requirements in a Quantitative Model of Banking Industry Dynamics," 2014 Meeting Papers 476, Society for Economic Dynamics.
- Pablo D'Erasmo & Dean Corbae, 2018. "Capital Requirements in a Quantitative Model of Banking Industry Dynamics," 2018 Meeting Papers 1221, Society for Economic Dynamics.
- Dean Corbae & Pablo D'Erasmo, 2019. "Capital Requirements in a Quantitative Model of Banking Industry Dynamics," NBER Working Papers 25424, National Bureau of Economic Research, Inc.
Cited by:
- Nathaniel Pancost & Roberto Robatto, 2019.
"The Effects of Capital Requirements on Good and Bad Risk Taking,"
2019 Meeting Papers
638, Society for Economic Dynamics.
- N Aaron Pancost & Roberto Robatto & Itay Goldstein, 2023. "The Effects of Capital Requirements on Good and Bad Risk-Taking," The Review of Financial Studies, Society for Financial Studies, vol. 36(2), pages 733-774.
- Pancost, N. Aaron & Robatto, Roberto, 2019. "The effects of capital requirements on good and bad risk-taking," ESRB Working Paper Series 104, European Systemic Risk Board.
- David Andolfatto & Ed Nosal, 2020.
"Shadow Bank Runs,"
FRB Atlanta Working Paper
2020-14, Federal Reserve Bank of Atlanta.
- David Andolfatto & Ed Nosal, 2020. "Shadow Bank Runs," Working Papers 2020-012, Federal Reserve Bank of St. Louis.
- Nakashima, Kiyotaka & Ogawa, Toshiaki, 2020. "The Impacts of Strengthening Regulatory Surveillance on Bank Behavior: A Dynamic Analysis from Incomplete to Complete Enforcement of Capital Regulation in Microprudential Policy," MPRA Paper 99938, University Library of Munich, Germany.
- Gajendran Raveendranathan & Kyle Herkenhoff, 2019.
"Who Bears the Welfare Costs of Monopoly? The Case of the Credit Card Industry,"
2019 Meeting Papers
67, Society for Economic Dynamics.
- Kyle F. Herkenhoff & Gajendran Raveendranathan, 2019. "Who Bears the Welfare Costs of Monopoly? The Case of the Credit Card Industry," Department of Economics Working Papers 2019-13, McMaster University.
- Herkenhoff, Kyle & Raveendranathan, Gajendran, 2019. "Who Bears the Welfare Costs of Monopoly? The Case of the Credit Card Industry," IZA Discussion Papers 12836, Institute of Labor Economics (IZA).
- Kyle F. Herkenhoff & Gajendran Raveendranathan, 2020. "Who Bears the Welfare Costs of Monopoly? The Case of the Credit Card Industry," NBER Working Papers 26604, National Bureau of Economic Research, Inc.
- Kyle F. Herkenhoff & Gajendran Raveendranathan, 2019. "Who Bears the Welfare Costs of Monopoly? The Case of the Credit Card Industry," Working Papers 2019-071, Human Capital and Economic Opportunity Working Group.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2019.
"Default, Bailouts and the Vertical Structure of Financial Intermediaries,"
Working Papers
2019_04, Durham University Business School.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2020. "Default, Bailouts and the Vertical Structure of Financial Intermediaries," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 154-180, October.
- Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020.
"Are bank capital requirements optimally set? Evidence from researchers' views,"
Bank of Finland Research Discussion Papers
10/2020, Bank of Finland.
- Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers’ views," Journal of Financial Stability, Elsevier, vol. 50(C).
- Erica Jiang & Gregor Matvos & Tomasz Piskorski & Amit Seru, 2020. "Banking without Deposits: Evidence from Shadow Bank Call Reports," NBER Working Papers 26903, National Bureau of Economic Research, Inc.
- David Andolfatto & Ed Nosal, 2018.
"Bank Runs without Sequential Service,"
FRB Atlanta Working Paper
2018-6, Federal Reserve Bank of Atlanta.
- David Andolfatto & Ed Nosal, 2018. "Bank runs without sequential service," Working Papers 2018-16, Federal Reserve Bank of St. Louis.
- Dean Corbae & Pablo D'Erasmo, 2020.
"Rising Bank Concentration,"
NBER Working Papers
26838, National Bureau of Economic Research, Inc.
- Dean Corbae & Pablo D'Erasmo, 2020. "Rising Bank Concentration," Staff Report 594, Federal Reserve Bank of Minneapolis.
- Corbae, Dean & D’Erasmo, Pablo, 2020. "Rising bank concentration," Journal of Economic Dynamics and Control, Elsevier, vol. 115(C).
- C. Lanier Benkard & Przemyslaw Jeziorski & Gabriel Y. Weintraub, 2013. "Oblivious Equilibrium for Concentrated Industries," NBER Working Papers 19307, National Bureau of Economic Research, Inc.
- Fang, Xiang & Jutrsa, David & Peria, Soledad Martinez & Presbitero, Andrea F. & Ratnovski, Lev, 2022. "Bank capital requirements and lending in emerging markets: The role of bank characteristics and economic conditions," Journal of Banking & Finance, Elsevier, vol. 135(C).
- Müller, Carola, 2022. "Capital requirements, market structure, and heterogeneous banks," IWH Discussion Papers 15/2022, Halle Institute for Economic Research (IWH).
- Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2018.
"A Macroeconomic Model with Financially Constrained Producers and Intermediaries,"
NBER Working Papers
24757, National Bureau of Economic Research, Inc.
- Van Nieuwerburgh, Stijn & Landvoigt, Tim & Elenev, Vadim, 2017. "A Macroeconomic Model with Financially Constrained Producers and Intermediaries," CEPR Discussion Papers 12282, C.E.P.R. Discussion Papers.
- Tim Landvoigt & Stijn Van Nieuwerburgh & Vadim Elenev, 2016. "A Macroeconomic Model with Financially Constrained Producers and Intermediaries," 2016 Meeting Papers 1224, Society for Economic Dynamics.
- Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2021. "A Macroeconomic Model With Financially Constrained Producers and Intermediaries," Econometrica, Econometric Society, vol. 89(3), pages 1361-1418, May.
- Saki Bigio & Javier Bianchi, 2014.
"Banks, Liquidity Management and Monetary Policy,"
2014 Meeting Papers
489, Society for Economic Dynamics.
- Javier Bianchi & Saki Bigio, 2014. "Banks, Liquidity Management, and Monetary Policy," Staff Report 503, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Saki Bigio, 2022. "Banks, Liquidity Management, and Monetary Policy," Econometrica, Econometric Society, vol. 90(1), pages 391-454, January.
- Javier Bianchi & Saki Bigio, 2014. "Banks, Liquidity Management and Monetary Policy," NBER Working Papers 20490, National Bureau of Economic Research, Inc.
- Javier Bianchi & Saki Bigio, 2014. "Banks, Liquidity Management and Monetary Policy," Working Papers 18, Peruvian Economic Association.
- Aliaga-Díaz, Roger & Olivero , María Pía & Powell, Andrew, 2016. "Anti-Cyclical Bank Capital Regulation and Monetary Policy," School of Economics Working Paper Series 2016-16, LeBow College of Business, Drexel University.
- Akio Ino & Yusuke Matsuki, 2020. "Welfare analysis of bank merger with financial instability," Working Papers e149, Tokyo Center for Economic Research.
- Manuel Muñoz, 2018.
"Rethinking Capital Regulation: The Case for a Dividend Prudential Target,"
CNMV Working Papers
CNMV Working Papers no. 6, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
- Muñoz, Manuel A., 2019. "Rethinking capital regulation: the case for a dividend prudential target," ESRB Working Paper Series 97, European Systemic Risk Board.
- Manuel A. Muñoz, 2021. "Rethinking Capital Regulation: The Case for a Dividend Prudential Target," International Journal of Central Banking, International Journal of Central Banking, vol. 17(3), pages 271-336, September.
- Muñoz, Manuel A., 2020. "Rethinking capital regulation: the case for a dividend prudential target," Working Paper Series 2433, European Central Bank.
- Mankart, Jochen, 2020. "Comments on “Rising Bank Concentration”," Journal of Economic Dynamics and Control, Elsevier, vol. 115(C).
- Suarez, Javier & Mendicino, Caterina & Nikolov, Kalin & Rubio-RamÃrez, Juan Francisco & Supera, Dominik, 2020.
"Twin Defaults and Bank Capital Requirements,"
CEPR Discussion Papers
14427, C.E.P.R. Discussion Papers.
- Mendicino, Caterina & Nikolov, Kalin & Ramirez, Juan-Rubio & Suarez, Javier & Supera, Dominik, 2020. "Twin defaults and bank capital requirements," Working Paper Series 2414, European Central Bank.
- Matteo Benetton, 2021. "Leverage Regulation and Market Structure: A Structural Model of the U.K. Mortgage Market," Journal of Finance, American Finance Association, vol. 76(6), pages 2997-3053, December.
- Yasser Boualam & Clément Mazet-Sonilhac, 2021. "Aggregate Implications of Credit Relationship Flows: a Tale of Two Margin," Working papers 801, Banque de France.
- Bergoeing, Raphael & Piguillem, Facundo, 2022. "Cooperatives versus traditional banks: the impact of interbank market exclusion," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
- Juliane M. Begenau, 2015. "Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model," Harvard Business School Working Papers 15-072, Harvard Business School, revised Sep 2016.
- Mankart, Jochen & Michaelides, Alexander & Pagratis, Spyros, 2018.
"Bank capital buffers in a dynamic model,"
Discussion Papers
51/2018, Deutsche Bundesbank.
- Jochen Mankart & Alexander Michaelides & Spyros Pagratis, 2020. "Bank capital buffers in a dynamic model," Financial Management, Financial Management Association International, vol. 49(2), pages 473-502, June.
- Faia, Ester & Ottaviano, Gianmarco, 2017.
"Global Banking: Endogenous Competition and Risk Taking,"
CEPR Discussion Papers
11940, C.E.P.R. Discussion Papers.
- Faia, Ester & Laffitte, Sébastien & Mayer, Maximilian & Ottaviano, Gianmarco, 2021. "Global banking: Endogenous competition and risk taking," European Economic Review, Elsevier, vol. 133(C).
- Tirupam Goel, 2016. "Banking industry dynamics and size-dependent capital regulation," BIS Working Papers 599, Bank for International Settlements.
- Martínez, J-F. & Peiris, M.U. & Tsomocos, D.P., 2020. "Macroprudential policy analysis in an estimated DSGE model with a heterogeneous banking system: An application to Chile," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
- Raphaël Cardot-Martin & Fabien Labondance & Catherine Refait-Alexandre, 2021.
"Capital ratios and banking crises in the European Union,"
Working Papers
2021-05, CRESE.
- Cardot-Martin, Raphaël & Labondance, Fabien & Refait-Alexandre, Catherine, 2022. "Capital ratios and banking crises in the European Union," International Economics, Elsevier, vol. 172(C), pages 389-402.
- Raphaël Cardot-Martin & Fabien Labondance & Catherine Refait-Alexandre, 2022. "Capital ratios and banking crises in the European Union," International Economics, CEPII research center, issue 172, pages 389-402.
- Chenzi Yang & Fernando Moreira & Thomas Welsh Archibald, 2023. "Community banks' capital requirements and regional housing tenure," Australian Economic Papers, Wiley Blackwell, vol. 62(4), pages 723-746, December.
- Petr Pavlík, 2017. "Financial theory approach to the investigation of the impact of Basel III capital adequacy on commercial banks [Vědecké metody zkoumání dopadu kapitálové regulace obchodních bank]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2017(4), pages 41-56.
- Caterina Mendicino & Kalin Nikolov & Juan Rubio-Ramirez & Javier Suarez & Dominik Supera, 2020.
"Twin Default Crises,"
Working Papers
wp2020_2006, CEMFI.
- Caterina Mendicino & Kalin Nikolov & Juan Rubio-Ramirez & Javier Suarez, 2020. "Twin Default Crises," Working Papers 2020-01, FEDEA.
- Begenau, Juliane, 2020. "Capital requirements, risk choice, and liquidity provision in a business-cycle model," Journal of Financial Economics, Elsevier, vol. 136(2), pages 355-378.
- Jermann, Urban & Xiang, Haotian, 2023. "Dynamic banking with non-maturing deposits," Journal of Economic Theory, Elsevier, vol. 209(C).
- Cao, Jin & Chollete, Loran, 2014. "Capital Adequacy and Liquidity in Banking Dynamics: Theory and Regulatory Implications," UiS Working Papers in Economics and Finance 2014/16, University of Stavanger.
- Brugués, Felipe & De Simone, Rebeca, 2024. "Taxation when Markets are not Competitive: Evidence from a Loan Tax," IDB Publications (Working Papers) 13409, Inter-American Development Bank.
- Xiang, Haotian, 2022. "Corporate debt choice and bank capital regulation," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Gardó, Sándor & Klaus, Benjamin, 2020.
"Overcapacities in banking: Measurement, trends and determinants,"
Economic Modelling, Elsevier, vol. 91(C), pages 819-834.
- Gardó, Sándor & Klaus, Benjamin, 2019. "Overcapacities in banking: measurements, trends and determinants," Occasional Paper Series 236, European Central Bank.
- Victor Aguirregabiria & Robert Clark & Hui Wang, 2019.
"The Geographic Flow of Bank Funding and Access to Credit: Branch Networks, Local Synergies, and Competition,"
Working Papers
tecipa-639, University of Toronto, Department of Economics.
- Aguirregabiria, Victor & Clark, Robert & Wang, Hui, 2019. "The Geographic Flow of Bank Funding and Access to Credit: Branch Networks, Local Synergies, and Competition," CEPR Discussion Papers 13741, C.E.P.R. Discussion Papers.
- Greg Buchak & Gregor Matvos & Tomasz Piskorski & Amit Seru, 2018. "Beyond the Balance Sheet Model of Banking: Implications for Bank Regulation and Monetary Policy," NBER Working Papers 25149, National Bureau of Economic Research, Inc.
- Walther, Ansgar, 2020. "Financial policy in an exuberant world," Working Paper Series 2380, European Central Bank.
- Thamae, Retselisitsoe I & Odhiambo, Nicholas M, 2022.
"The impact of bank regulation on bank lending: A review of international literature,"
Working Papers
29837, University of South Africa, Department of Economics.
- Retselisitsoe I. Thamae & Nicholas M. Odhiambo, 2022. "The impact of bank regulation on bank lending: a review of international literature," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(4), pages 405-418, December.
- Mikkelsen, Jakob & Poeschl, Johannes, 2019. "Banking Panic Risk and Macroeconomic Uncertainty," MPRA Paper 94729, University Library of Munich, Germany.
- Burkhard Raunig & Michael Sigmund, 2022. "The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements (Burkhard Raunig, Michael Sigmund)," Working Papers 244, Oesterreichische Nationalbank (Austrian Central Bank).
- Xu Tian, 2022. "Uncertainty and the Shadow Banking Crisis: Estimates from a Dynamic Model," Management Science, INFORMS, vol. 68(2), pages 1469-1496, February.
- Dean Corbae & Andrew Glover & Daphne Chen, 2013.
"Can Employer Credit Checks Create Poverty Traps?,"
2013 Meeting Papers
875, Society for Economic Dynamics.
Cited by:
- Jane K. Dokko & Jessica Hayes & Geng Li, 2015. "Credit Scores and Committed Relationships," Finance and Economics Discussion Series 2015-81, Board of Governors of the Federal Reserve System (U.S.).
- Kyle Herkenhoff & Gordon Phillips & Ethan Cohen-Cole, 2017.
"The Impact of Consumer Credit Access on Employment, Earnings, and Entrepreneurship,"
Working Papers
2017-011, Human Capital and Economic Opportunity Working Group.
- Kyle Herkenhoff & Gordon Phillips & Ethan Cohen-Cole, 2016. "The Impact of Consumer Credit Access on Employment, Earnings and Entrepreneurship," NBER Working Papers 22846, National Bureau of Economic Research, Inc.
- Kyle Herkenhoff, 2016. "The Impact of Consumer Credit Access on Employment, Earnings and Entrepreneurship," 2016 Meeting Papers 781, Society for Economic Dynamics.
- Daphne Chen & Jake Zhao, 2016.
"The Impact of Personal Bankruptcy on Labor Supply Decisions,"
Department of Economics Working Papers
16-01, Stony Brook University, Department of Economics.
- Daphne Chen & Jake Zhao, 2017. "The Impact of Personal Bankruptcy on Labor Supply Decisions," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 26, pages 40-61, October.
- Jesse Bricker & Geng Li, 2017. "Credit Scores, Social Capital, and Stock Market Participation," Finance and Economics Discussion Series 2017-008, Board of Governors of the Federal Reserve System (U.S.).
- Dean Corbae & Erwan Quintin, 2013.
"Leverage and the Foreclosure Crisis,"
NBER Working Papers
19323, National Bureau of Economic Research, Inc.
- Dean Corbae & Erwan Quintin, 2015. "Leverage and the Foreclosure Crisis," Journal of Political Economy, University of Chicago Press, vol. 123(1), pages 1-65.
Cited by:
- Hui Chen & Michael Michaux & Nikolai Roussanov, 2020.
"Houses as ATMs: Mortgage Refinancing and Macroeconomic Uncertainty,"
Journal of Finance, American Finance Association, vol. 75(1), pages 323-375, February.
- Hui Chen & Michael Michaux & Nikolai Roussanov, 2013. "Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty," NBER Working Papers 19421, National Bureau of Economic Research, Inc.
- Nikolai Roussanov & Michael Michaux & Hui Chen, 2011. "Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty," 2011 Meeting Papers 1369, Society for Economic Dynamics.
- Kim, Jiseob & Wang, Yicheng, 2018. "Macroeconomic and distributional effects of mortgage guarantee programs for the poor," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 124-151.
- Fernando Ferreira & Joseph Gyourko, 2015. "A New Look at the U.S. Foreclosure Crisis: Panel Data Evidence of Prime and Subprime Borrowers from 1997 to 2012," NBER Working Papers 21261, National Bureau of Economic Research, Inc.
- Li Gan & Qinghua Zhang, 2013.
"Market Thickness and the Impact of Unemployment on Housing Market Outcomes,"
NBER Working Papers
19564, National Bureau of Economic Research, Inc.
- Gan, Li & Wang, Pengfei & Zhang, Qinghua, 2018. "Market thickness and the impact of unemployment on housing market outcomes," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 27-49.
- David P. Glancy & Robert J. Kurtzman & Lara Loewenstein & Joseph B. Nichols, 2021.
"Recourse as Shadow Equity: Evidence from Commercial Real Estate Loans,"
Working Papers
21-20, Federal Reserve Bank of Cleveland.
- David Glancy & Robert Kurtzman & Lara Loewenstein & Joseph Nichols, 2023. "Recourse as shadow equity: Evidence from commercial real estate loans," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(5), pages 1108-1136, September.
- David P. Glancy & Robert J. Kurtzman & Lara Loewenstein & Joseph B. Nichols, 2021. "Recourse as Shadow Equity: Evidence from Commercial Real Estate Loans," Finance and Economics Discussion Series 2021-079, Board of Governors of the Federal Reserve System (U.S.).
- Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018.
"Macro Aspects of Housing,"
Globalization Institute Working Papers
340, Federal Reserve Bank of Dallas.
- Leung, Charles Ka Yui & Ng, Joe Cho Yiu, 2018. "Macro Aspects of Housing," MPRA Paper 93512, University Library of Munich, Germany.
- Charles Ka Yui LEUNG & Joe Cho Yiu NG, 2018. "Macro Aspects of Housing," ISER Discussion Paper 1030, Institute of Social and Economic Research, Osaka University.
- Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," GRU Working Paper Series GRU_2018_016, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Wenli Li & Florian Oswald, 2017. "Recourse and residential mortgages: The case of Nevada," Sciences Po publications info:hdl:2441/6ka8i7k76r8, Sciences Po.
- Greg Kaplan & Kurt Mitman & Giovanni L. Violante, 2020.
"The Housing Boom and Bust: Model Meets Evidence,"
Journal of Political Economy, University of Chicago Press, vol. 128(9), pages 3285-3345.
- Violante, Giovanni & Kaplan, Greg & Mitman, Kurt, 2017. "The Housing Boom and Bust: Model Meets Evidence," CEPR Discussion Papers 12215, C.E.P.R. Discussion Papers.
- Greg Kaplan & Kurt Mitman & Giovanni L. Violante, 2017. "The Housing Boom and Bust: Model Meets Evidence," NBER Working Papers 23694, National Bureau of Economic Research, Inc.
- Tim Landvoigt & Stijn Van Nieuwerburgh & Vadim Elenev, 2015.
"Phasing out the GSEs,"
2015 Meeting Papers
977, Society for Economic Dynamics.
- Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2015. "Phasing Out the GSEs," NBER Working Papers 21626, National Bureau of Economic Research, Inc.
- Elenev, Vadim & Landvoigt, Tim & Van Nieuwerburgh, Stijn, 2016. "Phasing out the GSEs," Journal of Monetary Economics, Elsevier, vol. 81(C), pages 111-132.
- Serdar Ozkan & Kurt Mitman & Fatih Karahan & Aaron Hedlund, 2017.
"Monetary Policy, Heterogeneity, and the Housing Channel,"
2017 Meeting Papers
1610, Society for Economic Dynamics.
- Serdar Ozkan & Kurt Mitman & Fatih Karahan & Aaron Hedlund, 2016. "Monetary Policy, Heterogeneity and the Housing Channel," 2016 Meeting Papers 663, Society for Economic Dynamics.
- Daniel L. Greenwald & Tim Landvoigt & Stijn Van Nieuwerburgh, 2021.
"Financial Fragility with SAM?,"
Journal of Finance, American Finance Association, vol. 76(2), pages 651-706, April.
- Tim Landvoigt & Stijn Van Nieuwerburgh & Daniel Greenwald, 2017. "Financial Fragility with SAM?," 2017 Meeting Papers 1525, Society for Economic Dynamics.
- Hanming Fang & You Suk Kim & Wenli Li, 2015.
"The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation,"
NBER Working Papers
21810, National Bureau of Economic Research, Inc.
- Hanming Fang & You Suk Kim & Wenli Li, 2015. "The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation," PIER Working Paper Archive 15-041, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2015.
- Hanming Fang & You Suk Kim & Wenli Li, 2015. "The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation," Finance and Economics Discussion Series 2015-114, Board of Governors of the Federal Reserve System (U.S.).
- Campbell, John Y. & Cocco, Joao F., 2015.
"A Model of Mortgage Default,"
Scholarly Articles
30758219, Harvard University Department of Economics.
- Campbell, John Y. & Cocco, João F., 2014. "A model of mortgage default," CFS Working Paper Series 452, Center for Financial Studies (CFS).
- John Y. Campbell & João F. Cocco, 2011. "A Model of Mortgage Default," NBER Working Papers 17516, National Bureau of Economic Research, Inc.
- John Y. Campbell & João F. Cocco, 2015. "A Model of Mortgage Default," Journal of Finance, American Finance Association, vol. 70(4), pages 1495-1554, August.
- Gete, Pedro & Zecchetto, Franco, 2017.
"Distributional Implications of Government Guarantees in Mortgage Markets,"
MPRA Paper
80643, University Library of Munich, Germany.
- Pedro Gete & Franco Zecchetto, 2018. "Distributional Implications of Government Guarantees in Mortgage Markets," The Review of Financial Studies, Society for Financial Studies, vol. 31(3), pages 1064-1097.
- Albanesi, Stefania & De Giorgi, Giacomo & Nosal, Jaromir, 2017.
"Credit Growth and the Financial Crisis: A New Narrative,"
CEPR Discussion Papers
12230, C.E.P.R. Discussion Papers.
- Stefania Albanesi & Giacomo De Giorgi & Jaromir Nosal, 2017. "Credit Growth and the Financial Crisis: A New Narrative," NBER Working Papers 23740, National Bureau of Economic Research, Inc.
- Stefania Albanesi, 2016. "Credit Growth and the Financial Crisis: A New Narrative," 2016 Meeting Papers 575, Society for Economic Dynamics.
- Albanesi, Stefania & DeGiorgi, Giacomo & Nosal, Jaromir, 2022. "Credit growth and the financial crisis: A new narrative," Journal of Monetary Economics, Elsevier, vol. 132(C), pages 118-139.
- Stefania Albanesi, 2017. "Credit Growth and the Financial Crisis: A New Narrative," Working Paper 6174, Department of Economics, University of Pittsburgh.
- Stefania Albanesi & Giacomo DeGiorgi & Jaromir Nosal, 2017. "Credit Growth and the Financial Crisis: A New Narrative," Working Papers 2017-066, Human Capital and Economic Opportunity Working Group.
- Robert Clark & Shaoteng Li, 2022.
"The Strategic Response of Banks to Macroprudential Policies: Evidence from Mortgage Stress Tests in Canada [LIBOR manipulation?],"
Review of Finance, European Finance Association, vol. 26(1), pages 187-216.
- Robert Clark & Shaoteng Li, 2020. "The strategic response of banks to macroprudential policies: Evidence from mortgage stress tests in Canada," Working Paper 1445, Economics Department, Queen's University.
- You Suk Kim & Wenli Li & Hanming Fang, 2016.
"The Dynamics of Subprime Adjustable-Rate Mortgage Default: A Structural Estimation,"
2016 Meeting Papers
400, Society for Economic Dynamics.
- Hanming Fang & You Suk Kim & Wenli Li, 2016. "The dynamics of subprime adjustable-rate mortgage default: a structural estimation," Working Papers 16-2, Federal Reserve Bank of Philadelphia.
- Dimitris Christelis & Michael Ehrmann & Dimitris Georgarakos, 2015. "Exploring Differences in Household Debt Across Euro Area Countries and the United States," Staff Working Papers 15-16, Bank of Canada.
- Yavuz Arslan & Bulent Guler & Burhan Kuruscu, 2020.
"Credit supply driven boom-bust cycles,"
BIS Working Papers
885, Bank for International Settlements.
- Yavuz Arslan & Bulent Guler & Burhan Kuruscu, 2020. "Credit Supply Driven Boom-Bust Cycles," Working Papers tecipa-664, University of Toronto, Department of Economics.
- Yavuz Arslan & Bulent Guler & Burhan Kuruscu, 2021. "Credit Supply Driven Boom-Bust Cycles," CAEPR Working Papers 2021-005 Classification- , Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Charles Ka Yui Leung & Chung-Yi Tse, 2017.
"Flipping in the Housing Market,"
ISER Discussion Paper
0989, Institute of Social and Economic Research, Osaka University.
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13914, C.E.P.R. Discussion Papers.
- Stefania Albanesi & Domonkos F. Vamossy, 2019. "Predicting Consumer Default: A Deep Learning Approach," Working Papers 2019-056, Human Capital and Economic Opportunity Working Group.
- Stefania Albanesi & Domonkos F. Vamossy, 2019. "Predicting Consumer Default: A Deep Learning Approach," NBER Working Papers 26165, National Bureau of Economic Research, Inc.
- Stefania Albanesi & Domonkos F. Vamossy, 2019. "Predicting Consumer Default: A Deep Learning Approach," Papers 1908.11498, arXiv.org, revised Oct 2019.
- Song Han & Benjamin J. Keys & Geng Li, 2015. "Information, Contract Design, and Unsecured Credit Supply: Evidence from Credit Card Mailings," Finance and Economics Discussion Series 2015-103, Board of Governors of the Federal Reserve System (U.S.).
- Patrick Bajari & Chenghuan Sean Chu & Minjung Park, 2008. "An Empirical Model of Subprime Mortgage Default From 2000 to 2007," NBER Working Papers 14625, National Bureau of Economic Research, Inc.
- Gajendran Raveendranathan, 2018.
"Improved Matching, Directed Search, and Bargaining in the Credit Card Market,"
Department of Economics Working Papers
2018-05, McMaster University.
- Gajendran Raveendranathan, 2018. "Improved Matching, Directed Search, and Bargaining in the Credit Card Market," 2018 Meeting Papers 112, Society for Economic Dynamics.
- Cyril Monnet & Erwan Quintin, 2018.
"Optimal Exclusion,"
2018 Meeting Papers
181, Society for Economic Dynamics.
- Cyril Monnet & Erwan Quintin, 2018. "Optimal Exclusion," Diskussionsschriften dp1814, Universitaet Bern, Departement Volkswirtschaft.
- Florian Exler & Michèle Tertilt, 2020.
"Consumer Debt and Default: A Macro Perspective,"
CESifo Working Paper Series
8105, CESifo.
- Florian Exler & Michéle Tertilt, 2020. "Consumer Debt and default: A Macro Perspective," CRC TR 224 Discussion Paper Series crctr224_2020_153v2, University of Bonn and University of Mannheim, Germany.
- Exler, Florian & Tertilt, Michèle, 2020. "Consumer Debt and Default: A Macro Perspective," IZA Discussion Papers 12966, Institute of Labor Economics (IZA).
- Sharma, Priyanka, 2017. "Is more information always better? A case in credit markets," Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 269-283.
- Igor Livshits & Ariel Zetlin-Jones & Natalia Kovrijnykh, 2017. "Building Credit Histories with Competing Lenders," 2017 Meeting Papers 807, Society for Economic Dynamics.
- Sergey Kovbasyuk & Giancarlo Spagnolo, 2021.
"Memory And Markets,"
Working Papers
w0284, New Economic School (NES).
- Sergei Kovbasyuk & Giancarlo Spagnolo, 2017. "Memory and Markets," CEIS Research Paper 415, Tor Vergata University, CEIS, revised 07 Dec 2017.
- Sergei Kovbasyuk & Giancarlo Spagnolo, 2016. "Memory and Markets," EIEF Working Papers Series 1606, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2017.
- Rodney Ramcharan & Christopher Crowe, 2013.
"The Impact of House Prices on Consumer Credit: Evidence from an Internet Bank,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1085-1115, September.
- Christopher Crowe & Rodney Ramcharan, 2012. "The impact of house prices on consumer credit: evidence from an internet bank," Finance and Economics Discussion Series 2012-60, Board of Governors of the Federal Reserve System (U.S.).
- Jiseob Kim, 2020. "How Unsecured Credit Policies Influence Mortgage and Unsecured Loan Defaults," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 1271-1304, August.
- Davis, Andrew & Kim, Jiseob, 2017. "Explaining changes in the US credit card market: Lenders are using more information," Economic Modelling, Elsevier, vol. 61(C), pages 76-92.
- Tertilt, Michèle & Exler, Florian, 2020. "Consumer Debt and Default: A Macroeconomic Perspective," CEPR Discussion Papers 14425, C.E.P.R. Discussion Papers.
- Juan M. Sanchez, 2009. "The role of information in the rise in consumer bankruptcies," Working Paper 09-04, Federal Reserve Bank of Richmond.
- Martin Dumav, 2013. "Health Insurance over the Life Cycle with Adverse Selection," 2013 Meeting Papers 1138, Society for Economic Dynamics.
- Kim, Jiseob, 2019. "How foreclosure delays impact mortgage defaults and mortgage modifications," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 18-37.
- Mark Aguiar & Satyajit Chatterjee & Harold L. Cole & Zachary Stangebye, 2017. "Self-Fulfilling Debt Crises, Revisited: The Art of the Desperate Deal," Working Papers 17-7, Federal Reserve Bank of Philadelphia.
- Rodney Ramcharan & Christopher Crowe, 2013. "The Impact of House Prices on Consumer Credit: Evidence from an Internet Bank," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1085-1115, September.
- Leonardo Martinez & Juan Hatchondo, 2017. "Credit Risk without Commitment," 2017 Meeting Papers 1326, Society for Economic Dynamics.
- Konstantin Egorov & Michal Fabinger, 2016. "Reputational Effects in Sovereign Default," CIRJE F-Series CIRJE-F-999, CIRJE, Faculty of Economics, University of Tokyo.
- Grey Gordon & Pablo Guerron-Quintana, 2019. "A Quantitative Theory of Hard and Soft Sovereign Defaults," 2019 Meeting Papers 412, Society for Economic Dynamics.
- Grey Gordon, 2019. "Efficient Computation with Taste Shocks," Working Paper 19-15, Federal Reserve Bank of Richmond.
- Dean Corbae & Pablo D'Erasmo, 2010.
"A Quantitative Model of Banking Industry Dynamics,"
2010 Meeting Papers
268, Society for Economic Dynamics.
Cited by:
- Priyo, Asad Karim Khan, 2023. "Investigating Excess Reserve Accumulation and Credit Crunch in U.S. Commercial Banks Focusing on the Financial Crisis," MPRA Paper 117851, University Library of Munich, Germany.
- Friederike Niepmann, 2016.
"Banking Across Borders With Heterogeneous Banks,"
International Finance Discussion Papers
1177, Board of Governors of the Federal Reserve System (U.S.).
- Friederike Niepmann, 2013. "Banking across borders with heterogeneous banks," Staff Reports 609, Federal Reserve Bank of New York.
- Niepmann, Friederike, 2018. "Banking Across Borders With Heterogeneous Banks," CEPR Discussion Papers 12606, C.E.P.R. Discussion Papers.
- Dávila, Eduardo & Walther, Ansgar, 2022.
"Corrective regulation with imperfect instruments,"
Working Paper Series
2723, European Central Bank.
- Eduardo Dávila & Ansgar Walther, 2021. "Corrective Regulation with Imperfect Instruments," Cowles Foundation Discussion Papers 2295, Cowles Foundation for Research in Economics, Yale University.
- Walther, Ansgar & Dávila, Eduardo, 2021. "Corrective Regulation with Imperfect Instruments," CEPR Discussion Papers 16448, C.E.P.R. Discussion Papers.
- Eduardo Dávila & Ansgar Walther, 2021. "Corrective Regulation with Imperfect Instruments," NBER Working Papers 29160, National Bureau of Economic Research, Inc.
- Dávila, Eduardo & Walther, Ansgar, 2022. "Corrective regulation with imperfect instruments," Report of the Advisory Scientific Committee 20220, European Systemic Risk Board.
- Dávila, Eduardo & Walther, Ansgar, 2022. "Corrective regulation with imperfect instruments," ESRB Working Paper Series 139, European Systemic Risk Board.
- Niepmann, Friederike, 2023. "Banking across borders with heterogeneous banks," Journal of International Economics, Elsevier, vol. 142(C).
- Cornelia Kerl & Friederike Niepmann, 2016.
"What Determines the Composition of International Bank Flows?,"
International Finance Discussion Papers
1170, Board of Governors of the Federal Reserve System (U.S.).
- Cornelia Kerl & Friederike Niepmann, 2014. "What determines the composition of international bank flows?," Staff Reports 681, Federal Reserve Bank of New York.
- Dávila, Eduardo & Walther, Ansgar, 2020.
"Does size matter? Bailouts with large and small banks,"
Journal of Financial Economics, Elsevier, vol. 136(1), pages 1-22.
- Eduardo Dávila & Ansgar Walther, 2017. "Does Size Matter? Bailouts with Large and Small Banks," NBER Working Papers 24132, National Bureau of Economic Research, Inc.
- Alexandru GRIBINCEA & Georgeta GHERGHINA, 2013. "Necessity To Diminish The Giant Banks," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 3, pages 71-75.
- Satyajit Chatterjee & Dean Corbae & José-Víctor Ríos-Rull, 2007.
"A finite-life private-information theory of unsecured consumer debt,"
Working Papers
07-14, Federal Reserve Bank of Philadelphia.
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Cited by:
- Dean Corbae & Andy Glover, 2018.
"Employer Credit Checks: Poverty Traps versus Matching Efficiency,"
Working Papers
2018-063, Human Capital and Economic Opportunity Working Group.
- Dean Corbae & Andrew Glover, 2018. "Employer Credit Checks: Poverty Traps versus Matching Efficiency," NBER Working Papers 25005, National Bureau of Economic Research, Inc.
- Felicia Ionescu, 2011. "The Interplay Between Different Types of Unsecured Credit and Amplification of Consumer Default," 2011 Meeting Papers 912, Society for Economic Dynamics.
- Daniel, Sanches, 2011.
"A dynamic model of unsecured credit,"
Journal of Economic Theory, Elsevier, vol. 146(5), pages 1941-1964, September.
- Daniel R. Sanches, 2010. "A dynamic model of unsecured credit," Working Papers 11-2, Federal Reserve Bank of Philadelphia.
- Athreya, Kartik & Tam, Xuan S. & Young, Eric R., 2009. "Unsecured credit markets are not insurance markets," Journal of Monetary Economics, Elsevier, vol. 56(1), pages 83-103, January.
- Kartik B. Athreya & Jose Mustre-del-Rio & Juan M. Sanchez, 2017.
"The Persistence of Financial Distress,"
Working Papers
2017-38, Federal Reserve Bank of St. Louis.
- Kartik B. Athreya & Jessica Sackett Romero, 2019. "The Persistence of Financial Distress," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue March.
- Juan Sanchez & Jose Mustre-del-Rio & Kartik Athreya, 2016. "The Persistence of Financial Distress," 2016 Meeting Papers 1424, Society for Economic Dynamics.
- Kartik B. Athreya & Jose Mustre-del-Rio & Juan M. Sanchez, 2017. "The Persistence of Financial Distress," Research Working Paper RWP 17-15, Federal Reserve Bank of Kansas City.
- Kartik B. Athreya & Jose Mustre-del-Rio & Juan M. Sanchez, 2017. "The Persistence of Financial Distress," Working Paper 17-14, Federal Reserve Bank of Richmond.
- Kartik Athreya & Jose Mustre-del-Rio & Juan Sanchez, 2018. "The Persistence of Financial Distress," 2018 Meeting Papers 308, Society for Economic Dynamics.
- Kartik Athreya & José Mustre-del-Río & Juan M Sánchez, 2019. "The Persistence of Financial Distress," The Review of Financial Studies, Society for Financial Studies, vol. 32(10), pages 3851-3883.
- Livshits, Igor & MacGee, James & Tertilt, Michèle, 2014.
"The democratization of credit and the rise in consumer bankruptcies,"
Working Papers
14-07, University of Mannheim, Department of Economics.
- Igor Livshits & James C. Mac Gee & Michèle Tertilt, 2016. "The Democratization of Credit and the Rise in Consumer Bankruptcies," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(4), pages 1673-1710.
- Dean Corbae' & Tzu-Ying Chen, 2010. "Can Credit Market Signalling Improve Labor Market Outcomes?," 2010 Meeting Papers 685, Society for Economic Dynamics.
- Mr. Tamon Asonuma, 2016. "Serial Sovereign Defaults and Debt Restructurings," IMF Working Papers 2016/066, International Monetary Fund.
- Felicia Ionescu & Marius Ionescu, 2012. "The Interplay Between Student Loans and Credit Cards: Implications for Default," Working Papers 2012-014, Human Capital and Economic Opportunity Working Group.
- Sharma, Priyanka, 2017. "Is more information always better? A case in credit markets," Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 269-283.
- Naveed Chehrazi & Thomas A. Weber, 2015. "Dynamic Valuation of Delinquent Credit-Card Accounts," Management Science, INFORMS, vol. 61(12), pages 3077-3096, December.
- Daphne Chen & Jake Zhao, 2016.
"The Impact of Personal Bankruptcy on Labor Supply Decisions,"
Department of Economics Working Papers
16-01, Stony Brook University, Department of Economics.
- Daphne Chen & Jake Zhao, 2017. "The Impact of Personal Bankruptcy on Labor Supply Decisions," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 26, pages 40-61, October.
- Victor Rios-Rull & Dean Corbae: & Satyajit Chatterjee, 2011.
"A Theory of Credit Scoring and the Competitive Pricing of Default Risk,"
2011 Meeting Papers
1115, Society for Economic Dynamics.
- Satyajit Chatterjee & Dean Corbae & Jose-Victor Rios-Rull & Kyle Dempsey, 2018. "A Theory of Credit Scoring and the Competitive Pricing of Default Risk," 2018 Meeting Papers 550, Society for Economic Dynamics.
- Dean Corbae, 2014. "A Theory of Credit Scoring and Competitive Pricing of Default Risk," 2014 Meeting Papers 274, Society for Economic Dynamics.
- Bulent Guler, 2015.
"Innovations in Information Technology and the Mortgage Market,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 456-483, July.
- Bulent Guler, 2014. "Code for "Innovations in Information Technology and the Mortgage Market"," Computer Codes 13-129, Review of Economic Dynamics.
- Bulent Guler, 2010. "Innovations in Information Technology and the Mortgage Market," 2010 Meeting Papers 856, Society for Economic Dynamics.
- Andrew Glover & Dean Corbae, 2017. "The Costs and Benefits of Employer Credit Checks," 2017 Meeting Papers 447, Society for Economic Dynamics.
- Igor Livshits, 2015. "Recent Developments In Consumer Credit And Default Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 29(4), pages 594-613, September.
- Toan Phan, 2016. "Information, Insurance and the Sustainability of Sovereign Debt," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 93-108, October.
- Juan M. Sanchez, 2009. "The role of information in the rise in consumer bankruptcies," Working Paper 09-04, Federal Reserve Bank of Richmond.
- Felicia Ionescu & Marius Ionescu, 2014. "The Interplay Between Student Loans and Credit Card Debt: Implications for Default in the Great Recession," Finance and Economics Discussion Series 2014-14, Board of Governors of the Federal Reserve System (U.S.).
- Andrew Glover & Dean Corbae, 2015. "A Simple Dynamic Theory of Credit Scores Under Adverse Selection," 2015 Meeting Papers 1265, Society for Economic Dynamics.
- Kocherlakota, Narayana & Wright, Randall, 2008. "Introduction to monetary and macro economics," Journal of Economic Theory, Elsevier, vol. 142(1), pages 1-4, September.
- Juan M. Sánchez, 2018. "The Information Technology Revolution And The Unsecured Credit Market," Economic Inquiry, Western Economic Association International, vol. 56(2), pages 914-930, April.
- Juan M. Sanchez, 2008. "The Role of Information in Consumer Debt and Bankruptcy," 2008 Meeting Papers 523, Society for Economic Dynamics.
- Kyle F. Herkenhoff, 2012. "Informal unemployment insurance and labor market dynamics," Working Papers 2012-057, Federal Reserve Bank of St. Louis.
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- Dean Corbae, 2007.
"Politico-Economic Consequences of Rising Wage Inequality,"
2007 Meeting Papers
129, Society for Economic Dynamics.
- Corbae, Dean & D'Erasmo, Pablo & Kuruscu, Burhanettin, 2009. "Politico-economic consequences of rising wage inequality," Journal of Monetary Economics, Elsevier, vol. 56(1), pages 43-61, January.
Cited by:
- Pablo D'Erasmo & Enrique G. Mendoza, 2019.
"History Remembered: Optimal Sovereign Default on Domestic and External Debt,"
Working Papers
19-31, Federal Reserve Bank of Philadelphia.
- Pablo D'Erasmo & Enrique G. Mendoza, 2018. "History Remembered: Optimal Sovereign Default on Domestic and External Debt," PIER Working Paper Archive 18-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 14 Sep 2018.
- D’Erasmo, Pablo & Mendoza, Enrique G., 2021. "History remembered: Optimal sovereign default on domestic and external debt," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 969-989.
- Pablo D'Erasmo & Enrique G. Mendoza, 2018. "History Remembered: Optimal Sovereign Default on Domestic and External Debt," NBER Working Papers 25073, National Bureau of Economic Research, Inc.
- Marina Azzimonti-Renzo & Vincenzo Quadrini, 2012.
"Financial globalization, inequality, and the raising of public debt,"
Working Papers
12-6, Federal Reserve Bank of Philadelphia.
- Quadrini, Vincenzo & de Francisco, Eva & Azzimonti, Marina, 2012. "Financial Globalization, Inequality, and the Raising of Public Debt," CEPR Discussion Papers 8893, C.E.P.R. Discussion Papers.
- Rüdiger Bachmann & Jinhui H. Bai, 2013.
"Public consumption over the business cycle,"
Quantitative Economics, Econometric Society, vol. 4(3), pages 417-451, November.
- Ruediger Bachmann & Jinhui Bai, 2011. "Public Consumption Over the Business Cycle," NBER Working Papers 17230, National Bureau of Economic Research, Inc.
- Ruediger Bachmann, 2011. "Public Consumption Over the Business Cycle," 2011 Meeting Papers 701, Society for Economic Dynamics.
- Pablo D'Erasmo & Enrique Mendoza, 2015.
"Distributional Incentives in an Equilibrium Model of Domestic Sovereign Default,"
PIER Working Paper Archive
15-031, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 27 Aug 2015.
- Pablo D'Erasmo & Enrique G. Mendoza, 2016. "Distributional Incentives in an Equilibrium Model of Domestic Sovereign Default," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 7-44.
- Pablo D'Erasmo & Enrique G. Mendoza, 2016. "Distributional Incentives in an Equilibrium Model of Domestic Sovereign Default," Working Papers 16-23, Federal Reserve Bank of Philadelphia.
- Pablo D'Erasmo & Enrique G. Mendoza, 2016. "Distributional Incentives In An Equilibrium Model Of Domestic Sovereign Default," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 7-44, February.
- Pablo D'Erasmo & Enrique G. Mendoza, 2013. "Distributional Incentives in an Equilibrium Model of Domestic Sovereign Default," NBER Chapters, in: Sovereign Debt and Financial Crises, National Bureau of Economic Research, Inc.
- Pablo D'Erasmo & Enrique G. Mendoza, 2013. "Distributional Incentives in an Equilibrium Model of Domestic Sovereign Default," NBER Working Papers 19477, National Bureau of Economic Research, Inc.
- Elizabeth M. Caucutt & Thomas F. Cooley & Nezih Guner, 2007.
"The Farm, the City, and the Emergence of Social Security,"
NBER Working Papers
12854, National Bureau of Economic Research, Inc.
- Elizabeth M. Caucutt & Thomas F. Cooley & Nezih Guner, 2012. "The Farm, the City, and the Emergence of Social Security," Working Papers 672, Barcelona School of Economics.
- Elizabeth M. Caucutt & Thomas F. Cooley & Nezih Guner, 2012. "The Farm, the City, and the Emergence of Social Security," UFAE and IAE Working Papers 923.12, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Cooley, Thomas & Guner, Nezih & Caucutt, Elizabeth, 2007. "The Farm, the City and the Emergence of Social Security," CEPR Discussion Papers 6131, C.E.P.R. Discussion Papers.
- Thomas Cooley & Nezih Guner & Elizabeth Caucutt, 2007. "The Farm, The City, and the Emergence of Social Security," 2007 Meeting Papers 113, Society for Economic Dynamics.
- Caucutt, Elizabeth M. & Cooley, Thomas F. & Guner, Nezih, 2008. "The Farm, the City, and the Emergence of Social Security," IZA Discussion Papers 3731, Institute of Labor Economics (IZA).
- Thomas F. Cooley & Elizabeth M. Caucutt & Nezih Guner, 2006. "The Farm, the City, and the Emergence of Social Security," Working Papers 06-21, New York University, Leonard N. Stern School of Business, Department of Economics.
- Elizabeth Caucutt & Thomas Cooley & Nezih Guner, 2013. "The farm, the city, and the emergence of social security," Journal of Economic Growth, Springer, vol. 18(1), pages 1-32, March.
- Alessandro Riboni & Facundo Piguillem, 2011.
"Dynamic Bargaining over Redistribution in Legislatures,"
2011 Meeting Papers
1320, Society for Economic Dynamics.
- Facundo Piguillem & Alessandro Riboni, 2016. "Dynamic Bargaining over Redistribution in Legislatures," Working Papers 2016-15, Center for Research in Economics and Statistics.
- Facundo Piguillem & Alessandro Riboni, 2012. "Dynamic Bargaining over Redistribution in Legislatures," EIEF Working Papers Series 1206, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2012.
- Enrique Mendoza, 2017.
"Optimal Domestic (and External) Sovereign Default,"
2017 Meeting Papers
279, Society for Economic Dynamics.
- Pablo D'Erasmo & Enrique G. Mendoza, 2016. "Optimal Domestic (and External) Sovereign Default," NBER Working Papers 22509, National Bureau of Economic Research, Inc.
- Pablo D'Erasmo & Enrique G. Mendoza, 2017. "Optimal Domestic (and External) Sovereign Default," Working Papers 17-4, Federal Reserve Bank of Philadelphia.
- Pablo D'Erasmo & Enrique Mendoza, 2016. "Optimal Domestic (And External) Sovereign Default," Working Papers id:11228, eSocialSciences.
- Pablo D'Erasmo & Enrique Mendoza, 2011. "Optimal Domestic (and External) Sovereign Default," PIER Working Paper Archive 16-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 04 Aug 2016.
- Minchung Hsu & Tomoaki Yamada, 2019.
"Population Aging, Health Care, and Fiscal Policy Reform: The Challenges for Japan,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(2), pages 547-577, April.
- HSU Minchung & YAMADA Tomoaki, 2017. "Population Aging, Health Care, and Fiscal Policy Reform: The challenges for Japan," Discussion papers 17038, Research Institute of Economy, Trade and Industry (RIETI).
- Jinhui H. Bai & Ruediger Bachmann, 2010.
"Government Purchases Over the Business Cycle: the Role of Heterogeneity and Wealth Bias in Political Decision Making,"
2010 Meeting Papers
621, Society for Economic Dynamics.
- Ruediger Bachmann & Jinhui Bai, 2013. "Politico-Economic Inequality and the Comovement of Government Purchases," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 565-580, October.
- Ruediger Bachmann & Jinhui Bai, 2010. "Government Purchases Over the Business Cycle: the Role of Economic and Political Inequality," NBER Working Papers 16247, National Bureau of Economic Research, Inc.
- Dressler, Scott, 2016. "A long-run, short-run, and politico-economic analysis of the welfare costs of inflation," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 255-269.
- Kirill Borissov & Alexander Surkov, 2010.
"Endogenous Growth in a Model with Heterogeneous Agents and Voting on Public Goods,"
EUSP Department of Economics Working Paper Series
2010/01, European University at St. Petersburg, Department of Economics, revised 29 Sep 2010.
- Borissov, Kirill & Surkov, Alexander, 2010. "Endogenous growth in a model with heterogeneous agents and voting on public goods," MPRA Paper 27517, University Library of Munich, Germany.
- Yamada, Tomoaki, 2011. "A politically feasible social security reform with a two-tier structure," Journal of the Japanese and International Economies, Elsevier, vol. 25(3), pages 199-224, September.
- Facundo Piguillem & Anderson Schneider, 2013.
"Heterogeneous Labor Skills, The Median Voter and Labor Taxes,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(2), pages 332-349, April.
- Anderson L. Schneider & Facundo Piguillem, 2008. "Heterogeneous Labor Skills, The Median Voter and Labor Taxes," 2008 Meeting Papers 835, Society for Economic Dynamics.
- Facundo Piguillem & Anderson L. Schneider, 2010. "Heterogeneous Labor Skills, The Median Voter and Labor Taxes," EIEF Working Papers Series 1002, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2009.
- Facundo Piguillem & Anderson Schneider, 2013. "Code and data files for "Heterogeneous Labor Skills, The Median Voter and Labor Taxes"," Computer Codes 11-142, Review of Economic Dynamics.
- William R. Kerr, 2011.
"Income Inequality and Social Preferences for Redistribution and Compensation Differentials,"
NBER Working Papers
17701, National Bureau of Economic Research, Inc.
- Kerr, William R., 2013. "Income inequality and social preferences for redistribution and compensation differentials," Bank of Finland Research Discussion Papers 31/2013, Bank of Finland.
- Kerr, William R., 2014. "Income inequality and social preferences for redistribution and compensation differentials," Journal of Monetary Economics, Elsevier, vol. 66(C), pages 62-78.
- Bartak, Jakub & Jabłoński, Łukasz & Tomkiewicz, Jacek, 2022. "Does income inequality explain public debt change in OECD countries?," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 211-224.
- Jeff Thurk, 2010. "International Protection of Intellectual Property: A Quantitative Assessment," 2010 Meeting Papers 479, Society for Economic Dynamics.
- Daniel Carroll & Jim Dolmas & Eric Young, 2021.
"The Politics of Flat Taxes,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 174-201, January.
- Daniel Carroll & Jim Dolmas & Eric Young, 2020. "Code and data files for "The Politics of Flat Taxes"," Computer Codes 18-193, Review of Economic Dynamics.
- Daniel R. Carroll & Jim Dolmas & Eric Young, 2017. "The Politics of Flat Taxes," Working Papers 14-42R, Federal Reserve Bank of Cleveland.
- Daniel R. Carroll & Jim Dolmas & Eric Young, 2019. "The Politics of Flat Taxes," Working Papers 14-42R2, Federal Reserve Bank of Cleveland.
- Kirill Borissov & Thierry Brechet & Stephane Lambrecht, 2012.
"Environmental Maintenance in a Dynamic Model with Heterogenous Agents,"
EUSP Department of Economics Working Paper Series
2012/02, European University at St. Petersburg, Department of Economics.
- Kirill Borissov & Thierry Brechet & Stephane Lambrecht, 2012. "Environmental Maintenance in a Dynamic Model with Heterogenous Agents," CEEES Paper Series CE3S-02/12, European University at St. Petersburg, Department of Economics.
- BORISSOV, Kirill & BRECHET, Thierry & LAMBRECHT, Stéphane, 2012. "Environmental maintenance in a dynamic model with heterogenous agents," LIDAM Discussion Papers CORE 2012008, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Kirill Borissov & Thierry Bréchet & Stéphane Lambrecht, 2012. "Environmental Maintenance in a Dynamic Model with Heterogenous Agents," Working Papers hal-00989799, HAL.
- Jang, Youngsoo, 2021. "Democracy or Optimal Policy: Income Tax Decisions without Commitment," MPRA Paper 110475, University Library of Munich, Germany.
- Athreya, Kartik B., 2014. "Big Ideas in Macroeconomics: A Nontechnical View," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262019736, December.
- Daniel R. Carroll & Eric Young, 2014. "The Piketty Transition," Working Papers (Old Series) 1432, Federal Reserve Bank of Cleveland.
- Jang, Youngsoo, 2023. "On the Time Consistency of Universal Basic Income," MPRA Paper 117674, University Library of Munich, Germany.
- Lopez-Velasco, Armando R., 2020. "Voting over redistribution in the Meltzer–Richard model under interdependent labor inputs," Economics Letters, Elsevier, vol. 192(C).
- Daniel R. Carroll & Jim Dolmas & Eric Young, 2015. "Majority Voting: A Quantitative Investigation," Working Papers (Old Series) 1442, Federal Reserve Bank of Cleveland.
- Pavel Brendler, 2020.
"Why hasn't Social Security changed since 1977?,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 36, pages 134-157, April.
- Pavel Brendler, 2019. "Code and data files for "Why hasn't Social Security changed since 1977?"," Computer Codes 19-49, Review of Economic Dynamics.
- Jang, Youngsoo, 2021. "Democracy or Optimal Policy: Income Tax Decisions without Commitment," MPRA Paper 110466, University Library of Munich, Germany.
- Daniel R. Carroll, 2013. "The demand for income tax progressivity in the growth model," Working Papers (Old Series) 1106, Federal Reserve Bank of Cleveland.
- Marco Cozzi, 2015.
"The Krusell–Smith Algorithm: Are Self-Fulfilling Equilibria Likely?,"
Computational Economics, Springer;Society for Computational Economics, vol. 46(4), pages 653-670, December.
- Marco Cozzi, 2014. "The Krusell-smith Algorithm: Are Self-fulfilling Equilibria Likely?," Working Paper 1323, Economics Department, Queen's University.
- Ruediger Bachmann & Jinhui Bai, 2012.
"Online Appendix to "Politico-Economic Inequality and the Comovement of Government Purchases","
Online Appendices
11-243, Review of Economic Dynamics.
- Ruediger Bachmann & Jinhui Bai, 2013. "Politico-Economic Inequality and the Comovement of Government Purchases," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 565-580, October.
- Wu, Chunzan, 2021. "More unequal income but less progressive taxation," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 949-968.
- Satyajit Chatterjee & Dean Corbae, 2006.
"On the aggregate welfare cost of Great Depression unemployment,"
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06-18, Federal Reserve Bank of Philadelphia.
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UiS Working Papers in Economics and Finance
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"Hysteresis and the welfare costs of recessions,"
Economic Modelling, Elsevier, vol. 95(C), pages 136-144.
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"The Welfare Costs of Self‐Fulfilling Bank Runs,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 401-440, March.
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"Racial unemployment gaps and the disparate impact of the inflation tax,"
ECON - Working Papers
433, Department of Economics - University of Zurich.
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"Finite-Life, Private-Information Theory of Unsecured Debt,"
2006 Meeting Papers
781, Society for Economic Dynamics.
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"Accounting for the Rise in Consumer Bankruptcies,"
Discussion Papers
06-001, Stanford Institute for Economic Policy Research.
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"A Quantitative Theory of Information and Unsecured Credit,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 4(3), pages 153-183, July.
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"Accounting for the Rise in Consumer Bankruptcies,"
Discussion Papers
06-001, Stanford Institute for Economic Policy Research.
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2006 Meeting Papers
878, Society for Economic Dynamics.
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2011 Meeting Papers
1320, Society for Economic Dynamics.
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2004 Meeting Papers
823, Society for Economic Dynamics.
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- Kartik Athreya & Xuan S. Tam & Eric R. Young, 2012.
"A Quantitative Theory of Information and Unsecured Credit,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 4(3), pages 153-183, July.
- Kartik Athreya, 2008. "A Quantitative Theory of Information and Unsecured Credit," 2008 Meeting Papers 68, Society for Economic Dynamics.
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"Credit Lines,"
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"Experiments with Network Formation,"
Levine's Working Paper Archive
666156000000000319, David K. Levine.
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"Social games: Matching and the play of finitely repeated games,"
Games and Economic Behavior, Elsevier, vol. 70(1), pages 170-191, September.
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- Jackson, Matthew O. & Watts, Alison, 2005. "Social Games: Matching and the play of finitely repeated games," Working Papers 1212, California Institute of Technology, Division of the Humanities and Social Sciences.
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"Superstars Need Social Benefits: An Experiment on Network Formation,"
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IAST Working Papers
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"Behavioral Effects in Individual Decisions of Network Formation: Complexity Reduces Payoff Orientation and Social Preferences,"
FCN Working Papers
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"Competition fosters trust,"
Games and Economic Behavior, Elsevier, vol. 76(1), pages 195-209.
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"A Survey of Models of Network Formation: Stability and Efficiency,"
Game Theory and Information
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057, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
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- Yangbo Song & Mihaela Schaar, 2015. "Dynamic network formation with incomplete information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(2), pages 301-331, June.
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"(Anti-) coordination in networks,"
Research Memorandum
041, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Kovarik, Jaromir & Mengel, Friederike & Romero, Jose Gabriel, 2010. "(Anti-) Coordination in Networks," Sustainable Development Papers 61370, Fondazione Eni Enrico Mattei (FEEM).
- Jaromir Kovarik & Friederike Mengel & José Gabriel Romero, 2010. "(Anti-) Coordination in Networks," Working Papers 2010.49, Fondazione Eni Enrico Mattei.
- Zhang, Yang & He, Longfei, 2021. "Theory and experiments on network games of public goods: inequality aversion and welfare preference," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 326-347.
- Gary Charness & Francesco Feri & Miguel A. Meléndez‐Jiménez & Matthias Sutter, 2014.
"Experimental Games on Networks: Underpinnings of Behavior and Equilibrium Selection,"
Econometrica, Econometric Society, vol. 82, pages 1615-1670, September.
- Gary Charness & Francesco Feri & Miguel A. Meléndez‐Jiménez & Matthias Sutter, 2014. "Experimental Games on Networks: Underpinnings of Behavior and Equilibrium Selection," Econometrica, Econometric Society, vol. 82(5), pages 1615-1670, September.
- Gary Charness & Francesco Feri & Miguel A. Meléndez-Jiménez & Matthias Sutter, 2014. "Experimental games on networks: Underpinnings of behavior and equilibrium selection," Working Papers 2014-14, Faculty of Economics and Statistics, Universität Innsbruck.
- Charness, Gary & Feri, Francesco & Meléndez-Jiménez, Miguel A. & Sutter, Matthias, 2014. "Experimental Games on Networks: Underpinnings of Behavior and Equilibrium Selection," IZA Discussion Papers 8104, Institute of Labor Economics (IZA).
- Charness, Gary & Feri, Francesco & Meléndez-Jiménez, Miguel A & Sutter, Matthias, 2013. "Experimental Games on Networks: Underpinnings of Behavior andEquilibrium Selection," University of California at Santa Barbara, Economics Working Paper Series qt6m0584qv, Department of Economics, UC Santa Barbara.
- Goeree, J.K. & Riedl, A.M. & Ule, A., 2005.
"In search of stars: network formation among heterogeneous agents,"
Research Memorandum
033, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Goeree, Jacob K. & Riedl, Arno & Ule, Aljaz, 2009. "In search of stars: Network formation among heterogeneous agents," Games and Economic Behavior, Elsevier, vol. 67(2), pages 445-466, November.
- Aljaž Ule & Jacob K. Goeree & Arno Riedl, 2007. "In Search of Stars: Network Formation among Heterogeneous Agents," Working Papers 2007.65, Fondazione Eni Enrico Mattei.
- Goeree, Jacob K. & Riedl, Arno & Ule, Aljaz, 2005. "In Search of Stars: Network Formation among Heterogeneous Agents," IZA Discussion Papers 1754, Institute of Labor Economics (IZA).
- Ule, Aljaz & Goeree, Jacob K. & Riedl, Arno, 2007. "In Search of Stars: Network Formation among Heterogeneous Agents," Coalition Theory Network Working Papers 9099, Fondazione Eni Enrico Mattei (FEEM).
- Eloisa Campioni & Vittorio Larocca & Loredana Mirra & Luca Panaccione, 2017. "Financial literacy and bank runs: an experimental analysis," CEIS Research Paper 402, Tor Vergata University, CEIS, revised 07 Jul 2017.
- Zekeriya Eser & Joe Peek, 2006. "Reciprocity and Network Coordination: Evidence from Japanese Banks," Hi-Stat Discussion Paper Series d05-157, Institute of Economic Research, Hitotsubashi University.
- Berninghaus, Siegfried K. & Ehrhart, Karl-Martin & Ott, Marion, 2008.
"Myopically Forward-Looking Agents in a Network Formation Game: Theory and Experimental Evidence,"
Sonderforschungsbereich 504 Publications
08-02, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Berninghaus, Siegfried & Ehrhart, Karl-Martin & Ott, Marion, 2008. "Myopically forward-looking agents in a network formation game : theory and experimental evidence," Papers 08-02, Sonderforschungsbreich 504.
- Sanjeev Goyal & Pénélope Hernández & Guillem Martínez-Cánovas & Frédéric Moisan & Manuel Muñoz-Herrera & Ángel Sánchez, 2021.
"Integration and diversity,"
Post-Print
halshs-03051962, HAL.
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- Sanjeev Goyal & Penelope Hernandez & Guillem Martinez-Canovas & Frederic Moisan & Manuel Munoz-Herrera & Angel Sanchez, 2019. "Integration and Diversity," Working Papers 20190025, New York University Abu Dhabi, Department of Social Science, revised Sep 2020.
- Sanjeev Goyal & Penélope Hernández & Guillem Martínez-Cánovas & Frederic Moisan & Manuel Muñoz-Herrera & Angel Sánchez, 2021. "Integration and Diversity," Post-Print hal-03188210, HAL.
- Sanjeev Goyal & Penélope Hernández & Guillem Martínez-Cánovas & Frédéric Moisan & Manuel Muñoz-Herrera & Angel Sánchez, 2021. "Integration and diversity," Experimental Economics, Springer;Economic Science Association, vol. 24(2), pages 387-413, June.
- Iryna Sikora, 2015. "Creative Production and Exchange of Ideas," 2015 Papers psi700, Job Market Papers.
- Mariya Teteryatnikova & James Tremewan, 2015. "Stability in Network Formation Games with Streams of Payoffs: An Experimental Study," Vienna Economics Papers vie1508, University of Vienna, Department of Economics.
- Arifovic, Jasmina & Evans, George W. & Kostyshyna, Olena, 2020. "Are sunspots learnable? An experimental investigation in a simple macroeconomic model," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
- Kris De Jaegher, 2016. "Endogenous thresholds and assurance networks in collective action," Rationality and Society, , vol. 28(2), pages 202-252, May.
- Jasmina Arifovic & George Evans & Olena Kostyshyna, 2013. "Are Sunspots Learnable? An Experimental Investigation in a Simple General-Equilibrium Model," Staff Working Papers 13-14, Bank of Canada.
- Sabihaini Sabihaini & Sri Astuti & Rifki Indra Perwira & Marita Marita, 2023. "Antecedent Strategic Alignment and Its Effect on Business Resilience," Technium Social Sciences Journal, Technium Science, vol. 44(1), pages 895-909, June.
- Kleimeier, S. & Sander, H., 2005.
"Regional versus global integration of euro-zone retail banking markets: understanding the recent evidence from price-based integration measures,"
Research Memorandum
032, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Kleimeier, Stefanie & Sander, Harald, 2006. "Regional versus global integration of euro-zone retail banking markets: Understanding the recent evidence from price-based integration measures," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(3), pages 353-368, July.
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- Siegfried Berninghaus & Stephan Schosser & Bodo Vogt, 2015. "Myopic behavior and overall utility maximization - A study of linked hawks and doves -," FEMM Working Papers 150014, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
- Harmsen - van Hout, Marjolein J.W. & Dellaert, Benedict G.C. & Herings, P. Jean-Jacques, 2016. "Heuristic decision making in network linking," European Journal of Operational Research, Elsevier, vol. 251(1), pages 158-170.
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- Leon Petrosyan & Artem Sedakov, 2016. "The Subgame-Consistent Shapley Value for Dynamic Network Games with Shock," Dynamic Games and Applications, Springer, vol. 6(4), pages 520-537, December.
- Siegfried Berninghaus & Karl-Martin Ehrhart & Marion Ott, 2006.
"A network experiment in continuous time: The influence of link costs,"
Experimental Economics, Springer;Economic Science Association, vol. 9(3), pages 237-251, September.
- Berninghaus, Siegfried & Ehrhart, Karl-Martin & Ott, Marion, 2005. "A network experiment in continuous time : the influence of link costs," Papers 05-02, Sonderforschungsbreich 504.
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- Berninghaus, Siegfried K. & Ehrhart, Karl-Martin & Ott, Marion, 2012. "Forward-looking behavior in Hawk–Dove games in endogenous networks: Experimental evidence," Games and Economic Behavior, Elsevier, vol. 75(1), pages 35-52.
- Corbae, Dean & Duffy, John, 2008.
"Experiments with network formation,"
Games and Economic Behavior, Elsevier, vol. 64(1), pages 81-120, September.
- Dean Corbae & John Duffy, 2003. "Experiments with Network Formation," Levine's Working Paper Archive 666156000000000319, David K. Levine.
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- Md. Sayed Iftekhar & John G. Tisdell, 2016. "An Agent Based Analysis of Combinatorial Bidding for Spatially Targeted Multi-Objective Environmental Programs," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 64(4), pages 537-558, August.
- Yangbo Song & Mihaela Schaar, 2020. "Dynamic network formation with foresighted agents," International Journal of Game Theory, Springer;Game Theory Society, vol. 49(2), pages 345-384, June.
- Filippo Vergara Caffarelli, 2009. "Networks with decreasing returns to linking," Temi di discussione (Economic working papers) 734, Bank of Italy, Economic Research and International Relations Area.
- Di Cagno, Daniela & Sciubba, Emanuela, 2010. "Trust, trustworthiness and social networks: Playing a trust game when networks are formed in the lab," Journal of Economic Behavior & Organization, Elsevier, vol. 75(2), pages 156-167, August.
- Sayed, Iftekhar & John, Tisdell, 2016. "An agent based analysis of the impacts of land use restriction and network structures on participation in conservation reserve programs," Working Papers 250161, University of Western Australia, School of Agricultural and Resource Economics.
- Mariya Teteryatnikova & James Tremewan, 2020. "Myopic and farsighted stability in network formation games: an experimental study," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(4), pages 987-1021, June.
- Doğan, Gönül & van Assen, Marcel & Potters, Jan, 2013. "The effect of link costs on simple buyer–seller networks," Games and Economic Behavior, Elsevier, vol. 77(1), pages 229-246.
- Schuster, Stephan, 2012. "Applications in Agent-Based Computational Economics," MPRA Paper 47201, University Library of Munich, Germany.
- Satyajit Chatterjee & Dean Corbae, 2003.
"On the welfare gains of eliminating a small likelihood of economic crises: A case for stabilization policies?,"
Working Papers
03-20, Federal Reserve Bank of Philadelphia.
Cited by:
- Heymann, Daniel & Ramos, Adrián, 2005.
"MERCOSUR in Transition: Macroeconomic Perspectives,"
IDB Publications (Working Papers)
2932, Inter-American Development Bank.
- Heymann, Daniel & Ramos, Adrián, 2005. "MERCOSUR in transition: macroeconomic perspectives," Documentos de Proyectos 3910, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Preston J. Miller & Gary H. Stern, 2004. "Avoiding significant monetary policy mistakes," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 28(Dec), pages 2-9.
- Ennis, Huberto M. & Keister, Todd, 2005. "Optimal fiscal policy under multiple equilibria," Journal of Monetary Economics, Elsevier, vol. 52(8), pages 1359-1377, November.
- Merlin, Giovanni Tondin, 2018. "Entrepreneurship, financial frictions and the welfare gains of business cycles," Textos para discussão 484, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Heymann, Daniel & Ramos, Adrián, 2005.
"MERCOSUR in Transition: Macroeconomic Perspectives,"
IDB Publications (Working Papers)
2932, Inter-American Development Bank.
- Satyajit Chatterjee & Dean Corbae & Makoto Nakajima & Jose-Victor Rios-Rull, 2002.
"A Quantitative Theory of Unsecured Consumer Credit with Risk of Default,"
Centro de Altisimos Estudios Rios Pe©rez(CAERP)
2, Centro de Altisimos Estudios Rios Perez (CAERP).
- Satyajit Chatterjee & Dean Corbae & Makoto Nakajima & José-Víctor Ríos-Rull, 2007. "A Quantitative Theory of Unsecured Consumer Credit with Risk of Default," Econometrica, Econometric Society, vol. 75(6), pages 1525-1589, November.
- Satyajit Chatterjee & Dean Corbae & Makoto Nakajima & José-Víctor Ríos-Rull, 2007. "A quantitative theory of unsecured consumer credit with risk of default," Working Papers 07-16, Federal Reserve Bank of Philadelphia.
Cited by:
- Cuadra Gabriel & Sapriza Horacio, 2006. "Sovereign Default, Terms of Trade and Interest Rates in Emerging Markets," Working Papers 2006-01, Banco de México.
- Juan Carlos Hatchondo & Mr. Francisco Roch & Mr. Leonardo Martinez, 2012.
"Fiscal Rules and the Sovereign Default Premium,"
IMF Working Papers
2012/030, International Monetary Fund.
- Leonardo Martinez & Francisco Roch & Juan Hatchondo, 2015. "Fiscal rules and the sovereign default premium," 2015 Meeting Papers 1262, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2015. "Fiscal rules and the Sovereign Default Premium," CAEPR Working Papers 2015-010, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2012. "Fiscal rules and the sovereign default premium," Working Paper 12-01, Federal Reserve Bank of Richmond.
- Francisco Covas, 2005.
"Uninsured Idiosyncratic Production Risk With Borrowing Constraints,"
Computing in Economics and Finance 2005
198, Society for Computational Economics.
- Covas, Francisco, 2006. "Uninsured idiosyncratic production risk with borrowing constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 2167-2190, November.
- Francisco Covas, 2005. "Uninsured Idiosyncratic Production Risk with Borrowing Constraints," Staff Working Papers 05-26, Bank of Canada.
- Sandra Lizarazo, 2009.
"Contagion of Financial Crises in Sovereing Debt Markets,"
Working Papers
0906, Centro de Investigacion Economica, ITAM.
- Lizarazo, Sandra, 2009. "Contagion of Financial Crises in Sovereign Debt Markets," MPRA Paper 20795, University Library of Munich, Germany, revised 06 Feb 2010.
- Poledna, Sebastian & Miess, Michael Gregor & Hommes, Cars & Rabitsch, Katrin, 2023. "Economic forecasting with an agent-based model," European Economic Review, Elsevier, vol. 151(C).
- Kyle F. Herkenhoff, 2018.
"The Impact of Consumer Credit Access on Unemployment,"
NBER Working Papers
25187, National Bureau of Economic Research, Inc.
- Kyle Herkenhoff, 2014. "The Impact of Consumer Credit Access on Unemployment," 2014 Meeting Papers 448, Society for Economic Dynamics.
- Kyle F Herkenhoff, 2019. "The Impact of Consumer Credit Access on Unemployment," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(6), pages 2605-2642.
- Arvind Agrawal & James W. Gentry, 2020. "Why do many consumers prefer to pay now when they could pay later?," Journal of Consumer Affairs, Wiley Blackwell, vol. 54(2), pages 607-627, June.
- Dean Corbae & Andy Glover, 2018.
"Employer Credit Checks: Poverty Traps versus Matching Efficiency,"
Working Papers
2018-063, Human Capital and Economic Opportunity Working Group.
- Dean Corbae & Andrew Glover, 2018. "Employer Credit Checks: Poverty Traps versus Matching Efficiency," NBER Working Papers 25005, National Bureau of Economic Research, Inc.
- Pablo D'Erasmo & Dean Corbae, 2018.
"Capital Requirements in a Quantitative Model of Banking Industry Dynamics,"
2018 Meeting Papers
1221, Society for Economic Dynamics.
- Pablo D'Erasmo, 2014. "Capital Requirements in a Quantitative Model of Banking Industry Dynamics," 2014 Meeting Papers 476, Society for Economic Dynamics.
- Dean Corbae & Pablo D'Erasmo, 2019. "Capital Requirements in a Quantitative Model of Banking Industry Dynamics," NBER Working Papers 25424, National Bureau of Economic Research, Inc.
- Dean Corbae & Pablo D'Erasmo, 2014. "Capital requirements in a quantitative model of banking industry dynamics," Working Papers 14-13, Federal Reserve Bank of Philadelphia.
- Aaron Hedlund, 2014. "Illiquidity and its Discontents: Trading Delays and Foreclosures in the Housing Market," Working Papers 1417, Department of Economics, University of Missouri.
- Bertola, Giuseppe & Koeniger, Winfried, 2004.
"Consumption Smoothing and the Structure of Labor and Credit Markets,"
IZA Discussion Papers
1052, Institute of Labor Economics (IZA).
- Winfried Koeniger & Giuseppe Bertola, 2004. "Consumption Smoothing and the Structure of Labor and Credit Markets," 2004 Meeting Papers 263, Society for Economic Dynamics.
- Mitman, Kurt & Krueger, Dirk & Perri, Fabrizio, 2016.
"Macroeconomics and Household Heterogeneity,"
CEPR Discussion Papers
11308, C.E.P.R. Discussion Papers.
- Krueger, D. & Mitman, K. & Perri, F., 2016. "Macroeconomics and Household Heterogeneity," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 843-921, Elsevier.
- Dirk Krueger & Kurt Mitman & Fabrizio Perri, 2016. "Macroeconomics and Household Heterogeneity," Staff Report 529, Federal Reserve Bank of Minneapolis.
- Dirk Krueger & Kurt Mitman & Fabrizio Perri, 2016. "Macroeconomics and Household Heterogeneity," NBER Working Papers 22319, National Bureau of Economic Research, Inc.
- Felicia Ionescu & Nicole B. Simpson, 2014.
"Default Risk and Private Student Loans: Implications for Higher Education Policies,"
Finance and Economics Discussion Series
2014-66, Board of Governors of the Federal Reserve System (U.S.).
- Ionescu, Felicia & Simpson, Nicole, 2016. "Default risk and private student loans: Implications for higher education policies," Journal of Economic Dynamics and Control, Elsevier, vol. 64(C), pages 119-147.
- Peter Benczur & Cosmin L. Ilut, 2014.
"Evidence for Relational Contracts in Sovereign Bank Lending,"
NBER Working Papers
20391, National Bureau of Economic Research, Inc.
- Cosmin Ilut & Peter Benczur, 2010. "Evidence for Relational Contracts in Sovereign Bank Lending," 2010 Meeting Papers 91, Society for Economic Dynamics.
- Péter Benczúr & Cosmin L. Ilut, 2016. "Evidence For Relational Contracts In Sovereign Bank Lending," Journal of the European Economic Association, European Economic Association, vol. 14(2), pages 375-404, April.
- Péter Benczúr & Cosmin L. Ilut, 2016. "Evidence for Relational Contracts in Sovereign Bank Lending," Journal of the European Economic Association, European Economic Association, vol. 14(2), pages 375-404.
- Lance Lochner & Alexander Monge-Naranjo, 2011.
"Credit Constraints in Education,"
NBER Working Papers
17435, National Bureau of Economic Research, Inc.
- Lance Lochner & Alexander Monge-Naranjo, 2012. "Credit Constraints in Education," Annual Review of Economics, Annual Reviews, vol. 4(1), pages 225-256, July.
- Lance Lochner & Alexander Monge-Naranjo, 2011. "Credit Constraints in Education," Working Papers 2011-036, Human Capital and Economic Opportunity Working Group.
- Lance Lochner & Alexander Monge-Naranjo, 2012. "Credit Constraints in Education," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20121, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
- Michal Rubaszek & Dobromil Serwa, 2011.
"Determinants of credit to households in a life-cycle model,"
NBP Working Papers
92, Narodowy Bank Polski.
- Rubaszek, Michał & Serwa, Dobromil, 2012. "Determinants of credit to households in a life-cycle model," Working Paper Series 1420, European Central Bank.
- Grey Gordon & Shi Qiu, 2015.
"A Divide and Conquer Algorithm for Exploiting Policy Function Monotonicity,"
CAEPR Working Papers
2015-002, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Grey Gordon & Shi Qiu, 2018. "A divide and conquer algorithm for exploiting policy function monotonicity," Quantitative Economics, Econometric Society, vol. 9(2), pages 521-540, July.
- Grey Gordon & Shi Qiu, 2017. "A Divide and Conquer Algorithm for Exploiting Policy Function Monotonicity," CAEPR Working Papers 2017-006, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Timothy J Kehoe & David K Levine, 2006. "Bankruptcy and Collateral in Debt Constrained Models," Levine's Working Paper Archive 784828000000000698, David K. Levine.
- Igor Livshits & James MacGee & Michele Tertilt, 2006.
"Accounting for the Rise in Consumer Bankruptcies,"
Discussion Papers
06-001, Stanford Institute for Economic Policy Research.
- Igor Livshits & James MacGee & Michèle Tertilt, 2007. "Accounting for the Rise in Consumer Bankruptcies," NBER Working Papers 13363, National Bureau of Economic Research, Inc.
- Igor Livshits & James MacGee & Michèle Tertilt, 2010. "Accounting for the Rise in Consumer Bankruptcies," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pages 165-193, April.
- Igor Livshits & James MacGee & Michele Tertilt, 2006. "Accounting for the Rise in Consumer Bankruptcies," University of Western Ontario, Economic Policy Research Institute Working Papers 20066, University of Western Ontario, Economic Policy Research Institute.
- Xavier Mateos-Planas & Giulio Seccia, 2013. "Consumer Default with Complete Markets: Default-based Pricing and Finite Punishment," Working Papers 711, Queen Mary University of London, School of Economics and Finance.
- Guzmán González-Torres & Giacomo Rodano, 2020. "Court efficiency and aggregate productivity: the credit channel," Temi di discussione (Economic working papers) 1287, Bank of Italy, Economic Research and International Relations Area.
- Cars Hommes & Mario He & Sebastian Poledna & Melissa Siqueira & Yang Zhang, 2022. "CANVAS: A Canadian Behavioral Agent-Based Model," Staff Working Papers 22-51, Bank of Canada.
- Meghir, Costas & Li, Wenli & Oswald, Florian, 2022.
"Consumer Bankruptcy, Mortgage Default and Labor Supply,"
CEPR Discussion Papers
17117, C.E.P.R. Discussion Papers.
- Wenli Li & Costas Meghir & Florian Oswald, 2022. "Consumer Bankruptcy, Mortgage Default and Labor Supply," Working Papers 22-26, Federal Reserve Bank of Philadelphia.
- Wenli Li & Costas Meghir & Florian Oswald, 2022. "Consumer Bankruptcy, Mortgage Default and Labor Supply," Cowles Foundation Discussion Papers 2327, Cowles Foundation for Research in Economics, Yale University.
- Wenli Li & Costas Meghir & Florian Oswald, 2022. "Consumer Bankruptcy, Mortgage Default and Labor Supply," NBER Working Papers 29868, National Bureau of Economic Research, Inc.
- Antunes, António & Cavalcanti, Tiago & Villamil, Anne, 2008. "The effect of financial repression and enforcement on entrepreneurship and economic development," Journal of Monetary Economics, Elsevier, vol. 55(2), pages 278-297, March.
- Youichiro Higashi & Kazuya Hyogo & Norio Takeoka & Hiroyuki Tanaka, 2017. "Comparative impatience under random discounting," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(3), pages 621-651, March.
- Song Han & Geng Li, 2009.
"Household borrowing after personal bankruptcy,"
Finance and Economics Discussion Series
2009-17, Board of Governors of the Federal Reserve System (U.S.).
- Song Han & Geng Li, 2011. "Household Borrowing after Personal Bankruptcy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(2‐3), pages 491-517, March.
- Song Han & Geng Li, 2011. "Household Borrowing after Personal Bankruptcy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 491-517, March.
- Juan Carlos Hatchondo & Cesar Sosa-Padilla & Leonardo Martinez, 2010. "Debt dilution, overborrowing, and sovereign default risk," 2010 Meeting Papers 481, Society for Economic Dynamics.
- Chatterjee, Satyajit & Gordon, Grey, 2012.
"Dealing with consumer default: Bankruptcy vs garnishment,"
Journal of Monetary Economics, Elsevier, vol. 59(S), pages 1-16.
- Satyajit Chatterjee & Grey Gordon, 2011. "Dealing with consumer default: bankruptcy vs. garnishment," Working Papers 11-35, Federal Reserve Bank of Philadelphia.
- Carlo Strub & Andrew Clausen, 2014.
"A General and Intuitive Envelope Theorem,"
2014 Meeting Papers
235, Society for Economic Dynamics.
- Clausen, Andrew & Strub, Carlo, 2013. "A General and Intuitive Envelope Theorem," SIRE Discussion Papers 2015-43, Scottish Institute for Research in Economics (SIRE).
- Andrew Clausen & Carlo Strub, 2012. "Envelope theorems for non-smooth and non-concave optimization," ECON - Working Papers 062, Department of Economics - University of Zurich.
- Andrew Clausen & Carlo Strub, 2016. "A General and Intuitive Envelope Theorem," Edinburgh School of Economics Discussion Paper Series 274, Edinburgh School of Economics, University of Edinburgh.
- Andrew Clausen & Carlo Strub, 2014. "A General and Intuitive Envelope Theorem," Edinburgh School of Economics Discussion Paper Series 248, Edinburgh School of Economics, University of Edinburgh.
- Karsten Jeske & Sagiri Kitao, 2005.
"Health insurance and tax policy,"
FRB Atlanta Working Paper
2005-14, Federal Reserve Bank of Atlanta.
- Karsten Jeske & Sagiri Kitao, 2006. "Health Insurance and Tax Policy," 2006 Meeting Papers 57, Society for Economic Dynamics.
- Viktor Tsyrennikov & Serguei Maliar & Lilia Maliar & Cristina Arellano, 2015.
"Envelope Condition Method with an Application to Default Risk Models,"
2015 Meeting Papers
1239, Society for Economic Dynamics.
- Cristina Arellano & Lilia Maliar & Serguei Maliar & Viktor Tsyrennikov, 2014. "Envelope Condition Method with an Application to Default Risk Models," BYU Macroeconomics and Computational Laboratory Working Paper Series 2014-04, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Arellano, Cristina & Maliar, Lilia & Maliar, Serguei & Tsyrennikov, Viktor, 2016. "Envelope condition method with an application to default risk models," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 436-459.
- Gabriel Cuadra & Juan M. Sanchez & Horacio Sapriza, 2009.
"Fiscal policy and default risk in emerging markets,"
Working Paper
09-01, Federal Reserve Bank of Richmond.
- Juan M. Sanchez & Horacio Sapriza & Gabriel Cuadra, 2009. "Fiscal Policy and Default Risk in Emerging Markets," 2009 Meeting Papers 701, Society for Economic Dynamics.
- Cuadra Gabriel & Sapriza Horacio, 2007. "Fiscal Policy and Default Risk in Emerging Markets," Working Papers 2007-03, Banco de México.
- Gabriel Cuadra & Juan Sanchez & Horacio Sapriza, 2010. "Fiscal Policy and Default Risk in Emerging Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 452-469, April.
- Gaillard, Alexandre & Kankanamge, Sumudu, 2018. "Entrepreneurship, Labor Market Mobility and the Role of Entrepreneurial Insurance," TSE Working Papers 18-929, Toulouse School of Economics (TSE), revised Jan 2019.
- Costas Azariadis & Leo Kaas, 2012.
"Endogenous Credit Limits with Small Default Costs,"
Working Paper Series of the Department of Economics, University of Konstanz
2012-17, Department of Economics, University of Konstanz.
- Azariadis, Costas & Kaas, Leo, 2013. "Endogenous credit limits with small default costs," Journal of Economic Theory, Elsevier, vol. 148(2), pages 806-824.
- Costas Azariadis & Leo Kaas, 2012. "Endogenous credit limits with small default costs," Working Papers 2012-048, Federal Reserve Bank of St. Louis.
- Pablo D'Erasmo & Herman J. Moscoso Boedo & Asli Senkal, 2014.
"Misallocation, informality, and human capital: understanding the role of institutions,"
Working Papers
14-11, Federal Reserve Bank of Philadelphia.
- D׳Erasmo, Pablo N. & Moscoso Boedo, Hernan J. & Şenkal, Aslı, 2014. "Misallocation, informality, and human capital: Understanding the role of institutions," Journal of Economic Dynamics and Control, Elsevier, vol. 42(C), pages 122-142.
- Maliar, Lilia & Maliar, Serguei, 2022.
"Deep learning classification: Modeling discrete labor choice,"
Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
- Maliar, Serguei, 2020. "Deep Learning Classification: Modeling Discrete Labor Choice," CEPR Discussion Papers 15346, C.E.P.R. Discussion Papers.
- Bora Durdu & Enrique G. Mendoza, 2004.
"Putting the brakes on Sudden Stops: the financial frictions - moral hazard tradeoff of asset price guarantees,"
Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
- Bora Durdu & Enrique G. Mendoza, 2004. "Putting the brakes on Sudden Stops: the financial frictions-moral hazard tradeoff of asset price guarantees," Working Paper Series 2004-33, Federal Reserve Bank of San Francisco.
- Enrique G. Mendoza & Ceyhun Bora Durdu, 2004. "Putting the Brakes on Sudden Stops: The Financial Frictions-Moral Hazard Tradeoff of Asset Price Guarantees," NBER Working Papers 10790, National Bureau of Economic Research, Inc.
- Dirk Krueger, 2012.
"Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises,"
2012 Meeting Papers
102, Society for Economic Dynamics.
- Karsten Jeske & Dirk Krueger & Kurt Mitman, 2011. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," PIER Working Paper Archive 11-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Karsten Jeske & Dirk Krueger & Kurt Mitman, 2011. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," NBER Working Papers 17537, National Bureau of Economic Research, Inc.
- Krueger, Dirk & Jeske, Karsten & Mitman, Kurt, 2011. "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," CEPR Discussion Papers 8624, C.E.P.R. Discussion Papers.
- Gajendran Raveendranathan & Georgios Stefanidis, 2020. "The Unprecedented Fall in U.S. Revolving Credit," Department of Economics Working Papers 2020-05, McMaster University.
- Grey Gordon & Pablo Guerrón-Quintana, 2019. "On Regional Borrowing, Default, and Migration," Working Paper 19-4, Federal Reserve Bank of Richmond.
- Dávila, Eduardo, 2016.
"Using elasticities to derive optimal bankruptcy exemptions,"
ESRB Working Paper Series
26, European Systemic Risk Board.
- Eduardo Dávila, 2020. "Using Elasticities to Derive Optimal Bankruptcy Exemptions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(2), pages 870-913.
- Guettabi, Mouhcine & Munasib, Abdul, 2015. "The Impact of Obesity on Consumer Bankruptcy," Economics & Human Biology, Elsevier, vol. 17(C), pages 208-224.
- Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2011.
"Costly financial intermediation in neoclassical growth theory,"
Quantitative Economics, Econometric Society, vol. 2(1), pages 1-36, March.
- Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2011. "Costly financial intermediation in neoclassical growth theory," Working Papers 685, Federal Reserve Bank of Minneapolis.
- Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2008. "Costly Financial Intermediation in Neoclassical Growth Theory," NBER Working Papers 14351, National Bureau of Economic Research, Inc.
- Gajendran Raveendranathan & Kyle Herkenhoff, 2019.
"Who Bears the Welfare Costs of Monopoly? The Case of the Credit Card Industry,"
2019 Meeting Papers
67, Society for Economic Dynamics.
- Kyle F. Herkenhoff & Gajendran Raveendranathan, 2019. "Who Bears the Welfare Costs of Monopoly? The Case of the Credit Card Industry," Department of Economics Working Papers 2019-13, McMaster University.
- Herkenhoff, Kyle & Raveendranathan, Gajendran, 2019. "Who Bears the Welfare Costs of Monopoly? The Case of the Credit Card Industry," IZA Discussion Papers 12836, Institute of Labor Economics (IZA).
- Kyle F. Herkenhoff & Gajendran Raveendranathan, 2020. "Who Bears the Welfare Costs of Monopoly? The Case of the Credit Card Industry," NBER Working Papers 26604, National Bureau of Economic Research, Inc.
- Kyle F. Herkenhoff & Gajendran Raveendranathan, 2019. "Who Bears the Welfare Costs of Monopoly? The Case of the Credit Card Industry," Working Papers 2019-071, Human Capital and Economic Opportunity Working Group.
- Felicia Ionescu, 2011. "The Interplay Between Different Types of Unsecured Credit and Amplification of Consumer Default," 2011 Meeting Papers 912, Society for Economic Dynamics.
- Albanesi, Stefania & Vamossy, Domonkos, 2019.
"Predicting Consumer Default: A Deep Learning Approach,"
CEPR Discussion Papers
13914, C.E.P.R. Discussion Papers.
- Stefania Albanesi & Domonkos F. Vamossy, 2019. "Predicting Consumer Default: A Deep Learning Approach," Working Papers 2019-056, Human Capital and Economic Opportunity Working Group.
- Stefania Albanesi & Domonkos F. Vamossy, 2019. "Predicting Consumer Default: A Deep Learning Approach," NBER Working Papers 26165, National Bureau of Economic Research, Inc.
- Stefania Albanesi & Domonkos F. Vamossy, 2019. "Predicting Consumer Default: A Deep Learning Approach," Papers 1908.11498, arXiv.org, revised Oct 2019.
- xavier Ragot & Francois Le Grand, 2018. "Sovereign Default and Liquidity: The Case for a World Safe," 2018 Meeting Papers 889, Society for Economic Dynamics.
- Popov, Sergey V. & Wiczer, David G., 2009.
"Equilibrium sovereign default with endogenous exchange rate depreciation,"
MPRA Paper
18854, University Library of Munich, Germany.
- Sergey V. Popov & David Wiczer, 2014. "Equilibrium Sovereign Default with Exchange Rate Depreciation," Working Papers 2014-49, Federal Reserve Bank of St. Louis.
- Sergey V. Popov & David G. Wiczer, 2010. "Equilibrium Sovereign Default with Endogenous Exchange Rate Depreciation," 2010 Meeting Papers 314, Society for Economic Dynamics.
- Mendicino, Caterina & Cavalcanti, Tiago & Antunes, Antonio & Peruffo, Marcel & Villamil, Anne, 2021.
"Tighter Credit and Consumer Bankruptcy Insurance,"
VfS Annual Conference 2021 (Virtual Conference): Climate Economics
242407, Verein für Socialpolitik / German Economic Association.
- Cavalcanti, Tiago & Antunes, António & Mendicino, Caterina & Peruffo, Marcel & Villamil, Anne, 2020. "Tighter Credit and Consumer Bankruptcy Insurance," CEPR Discussion Papers 14330, C.E.P.R. Discussion Papers.
- António R. Antunes & Tiago Cavalcanti, 2019. "Tighter Credit and Consumer Bankruptcy Insurance," Working Papers w201921, Banco de Portugal, Economics and Research Department.
- Borys Grochulski, 2008.
"Optimal personal bankruptcy design : A Mirrlees approach,"
Working Paper
08-05, Federal Reserve Bank of Richmond.
- Borys Grochulski, 2007. "Optimal Personal Bankruptcy Design: A Mirrlees Approach," 2007 Meeting Papers 1008, Society for Economic Dynamics.
- Ignacio Presno & Demian Pouzo, 2012. "Sovereign Default Risk and Uncertainty Premia," 2012 Meeting Papers 608, Society for Economic Dynamics.
- Song Han & Benjamin J. Keys & Geng Li, 2015. "Information, Contract Design, and Unsecured Credit Supply: Evidence from Credit Card Mailings," Finance and Economics Discussion Series 2015-103, Board of Governors of the Federal Reserve System (U.S.).
- Patrick Bajari & Chenghuan Sean Chu & Minjung Park, 2008. "An Empirical Model of Subprime Mortgage Default From 2000 to 2007," NBER Working Papers 14625, National Bureau of Economic Research, Inc.
- Makoto Nakajima, 2009. "Equilibrium Default and Temptation," 2009 Meeting Papers 863, Society for Economic Dynamics.
- Krueger, Dirk & Perri, Fabrizio, 2011.
"Public versus private risk sharing,"
Journal of Economic Theory, Elsevier, vol. 146(3), pages 920-956, May.
- Dirk Krueger & Fabrizio Perri, 2009. "Public versus Private Risk Sharing," NBER Working Papers 15582, National Bureau of Economic Research, Inc.
- Perri, Fabrizio & Krueger, Dirk, 2010. "Public versus Private Risk Sharing," CEPR Discussion Papers 7625, C.E.P.R. Discussion Papers.
- Marco Cozzi, 2016.
"Job Displacement Risk and Severance Pay,"
Department Discussion Papers
1601, Department of Economics, University of Victoria.
- Giulio Fella & Marco Cozzi, 2015. "Job Displacement Risk And Severance Pay," Working Paper 1338, Economics Department, Queen's University.
- Marco Cozzi & Giulio Fella, 2016. "Job Displacement Risk and Severance Pay," Working Papers 795, Queen Mary University of London, School of Economics and Finance.
- Cozzi, Marco & Fella, Giulio, 2016. "Job displacement risk and severance pay," LSE Research Online Documents on Economics 86232, London School of Economics and Political Science, LSE Library.
- Giulio Fella & Marco Cozzi, 2016. "Job Displacement Risk and Severance Pay," Discussion Papers 1615, Centre for Macroeconomics (CFM).
- Cozzi, Marco & Fella, Giulio, 2016. "Job displacement risk and severance pay," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 166-181.
- Koppl, Thorsten V., 2006.
"Risk sharing through financial markets with endogenous enforcement of trades,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 1987-2014, November.
- Koeppl, Thorsten Volker, 2004. "Risk sharing through financial markets with endogenous enforcement of trades," Working Paper Series 319, European Central Bank.
- Thorsten V. Koeppl, 2004. "Risk Sharing through Financial Markets with Endogenous Enforcement of Trades," Econometric Society 2004 North American Winter Meetings 326, Econometric Society.
- Thorsten V. Koeppl, 2004. "Risk Sharing Through Financial Markets With Endogenous Enforcement Of Trades," Working Paper 1048, Economics Department, Queen's University.
- Ábrahám, Árpád & Cárceles-Poveda, Eva, 2010.
"Endogenous trading constraints with incomplete asset markets,"
Journal of Economic Theory, Elsevier, vol. 145(3), pages 974-1004, May.
- Eva Carceles Poveda & Arpad Abraham, 2004. "Endogenous Trading Constraints with Incomplete Asset Markets," 2004 Meeting Papers 667, Society for Economic Dynamics.
- Camelia M. Kuhnen & Brian T. Melzer, 2017.
"Non-Cognitive Abilities and Financial Delinquency: The Role of Self-Efficacy in Avoiding Financial Distress,"
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0211, Federal Reserve Bank of Cleveland.
- Ricardo Lagos & Randall Wright, 2005. "A Unified Framework for Monetary Theory and Policy Analysis," Journal of Political Economy, University of Chicago Press, vol. 113(3), pages 463-484, June.
- Ricardo Lagos & Randall Wright, 2004. "A unified framework for monetary theory and policy analysis," Staff Report 346, Federal Reserve Bank of Minneapolis.
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- Guillaume Rocheteau & Pierre-Olivier Weill & Tsz-Nga Wong, 2015. "Working through the Distribution: Money in the Short and Long Run," NBER Working Papers 21779, National Bureau of Economic Research, Inc.
- Randall Wright, 2005. "Introduction to \\"Models of Monetary Economies II: The Next Generation\\"," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 29(Oct), pages 2-9.
- Irina A. Telyukova & Randall Wright, 2007.
"A model of money and credit, with application to the credit card debt puzzle,"
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0711, Federal Reserve Bank of Cleveland.
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- Irina A. Telyukova & Randall Wright, 2006. "A Model of Money and Credit, with Application to the Credit Card Debt Puzzle," 2006 Meeting Papers 45, Society for Economic Dynamics.
- Thomas Wiseman, 2015. "A Note on the Essentiality of Money under Limited Memory," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(4), pages 881-893, October.
- Guillaume Rocheteau & Pierre-Olivier Weill & Tsz-Nga Wong, 2018.
"An Heterogeneous-Agent New-Monetarist Model with an Application to Unemployment,"
NBER Working Papers
25220, National Bureau of Economic Research, Inc.
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"Money Holdings, Inflation, And Welfare In A Competitive Market,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(2), pages 407-423, May.
- Scott J. Dressler, 2009. "Money Holdings, Inflation, and Welfare in a Competitive Market," Villanova School of Business Department of Economics and Statistics Working Paper Series 2, Villanova School of Business Department of Economics and Statistics.
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"Efficient monetary allocations and the illiquidity of bonds,"
Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1693-1715, October.
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- Berentsen, Aleksander & Camera, Gabriele & Waller, Christopher, 2007.
"Money, credit and banking,"
Journal of Economic Theory, Elsevier, vol. 135(1), pages 171-195, July.
- Aleksander Berentsen & Gabriele Camera & Christopher Waller, "undated". "Money, Credit and Banking," IEW - Working Papers 219, Institute for Empirical Research in Economics - University of Zurich.
- Aleksander Berentsen & Gabriele Camera, 2004. "Money, Credit, and Banking," 2004 Meeting Papers 473, Society for Economic Dynamics.
- Aleksander Berentsen & Gabriele Camera & Christopher Waller, 2005. "Money, Credit and Banking," CESifo Working Paper Series 1617, CESifo.
- Berentsen, Aleksander & Molico, Miguel & Wright, Randall, 2002.
"Indivisibilities, Lotteries, and Monetary Exchange,"
Journal of Economic Theory, Elsevier, vol. 107(1), pages 70-94, November.
- Berentsen, Aleksander & Molico, Miguel & Wright, Randall, 2002. "Indivisibilities, Lotteries, and Monetary Exchange," MPRA Paper 68582, University Library of Munich, Germany.
- Guillaume Rocheteau & Peter Rupert & Randall Wright, 2007.
"Inflation and Unemployment in General Equilibrium,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 109(4), pages 837-855, December.
- Rocheteau, Guillaume & Rupert, Peter & Wright, Randall, 2007. "Inflation and Unemployment in General Equilibrium," University of California at Santa Barbara, Economics Working Paper Series qt2fq1855f, Department of Economics, UC Santa Barbara.
- Mihaela Schaar & Jie Xu & William Zame, 2013.
"Efficient online exchange via fiat money,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(2), pages 211-248, October.
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- Elisabeth Curtis & Randall Wright, 2002.
"Price setting, price dispersion, and the value of money - or - The law of two prices,"
Working Papers (Old Series)
0209, Federal Reserve Bank of Cleveland.
- Curtis, Elisabeth & Wright, Randall, 2004. "Price setting, price dispersion, and the value of money: or, the law of two prices," Journal of Monetary Economics, Elsevier, vol. 51(8), pages 1599-1621, November.
- Ben R. Craig & Christopher J. Waller, 2000. "Dual-currency economies as multiple-payment systems," Economic Review, Federal Reserve Bank of Cleveland, issue Q I, pages 2-13.
- Gabriele Camera & Ben R. Craig & Christopher J. Waller, 2003.
"Currency competition in a fundamental model of money,"
Working Papers (Old Series)
0311, Federal Reserve Bank of Cleveland.
- Camera, Gabriele & Craig, Ben & Waller, Christopher J., 2004. "Currency competition in a fundamental model of money," Journal of International Economics, Elsevier, vol. 64(2), pages 521-544, December.
- Derek Laing & Victor E. Li & Ping Wang, 1998. "Inflation and economic activity in a multiple matching model of money," Working Papers 1998-018, Federal Reserve Bank of St. Louis.
- Shouyong Shi, 2006. "A Microfoundation of Monetary Economics," Working Papers tecipa-211, University of Toronto, Department of Economics.
- Pidong Huang & Young Sik Kim & Manjong Lee, 2014. "Optimal Allocation of Social Cost for Electronic Payment System: A Ramsey Approach," Discussion Paper Series 1402, Institute of Economic Research, Korea University.
- Mahmoudi, Babak, 2013. "Open-Market Operations, Asset Distributions, and Endogenous Market Segmentation," MPRA Paper 50089, University Library of Munich, Germany.
- Edward J. Green & Ruilin Zhou, 2001. "Price level uniformity in a random matching model with perfectly patient traders," Working Paper Series WP-01-17, Federal Reserve Bank of Chicago.
- Manolis Galenianos & Philipp Kircher, 2005. "A Model of Money with Multilateral Matching, Second Version," PIER Working Paper Archive 07-004, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Nov 2006.
- Dean Corbae & Sam Ouliaris & Peter C.B. Phillips, 1997.
"Band Spectral Regression with Trending Data,"
Cowles Foundation Discussion Papers
1163, Cowles Foundation for Research in Economics, Yale University.
- Dean Corbae & Sam Ouliaris & Peter C. B. Phillips, 2002. "Band Spectral Regression with Trending Data," Econometrica, Econometric Society, vol. 70(3), pages 1067-1109, May.
- Corbae, D. & Ouliaris, S. & Phillips, P.C.B., 1997. "Band Spectral Regression with Trending Data," Working Papers 97-09, University of Iowa, Department of Economics.
Cited by:
- Felipe, Jesus & Lanzafame, Matteo, 2018.
"The PRC’s Long-Run Growth through the Lens of the Export-Led Growth Model,"
ADB Economics Working Paper Series
555, Asian Development Bank.
- Felipe, Jesus & Lanzafame, Matteo, 2020. "The PRC's long-run growth through the lens of the export-led growth model," Journal of Comparative Economics, Elsevier, vol. 48(1), pages 163-181.
- Peter C.B. Phillips, 1999. "Discrete Fourier Transforms of Fractional Processes," Cowles Foundation Discussion Papers 1243, Cowles Foundation for Research in Economics, Yale University.
- Alfred A. Haug & Ian P. King, 2011.
"Empirical Evidence on Inflation and Unemployment in the Long Run,"
Working Papers
1109, University of Otago, Department of Economics, revised Aug 2011.
- Alfred A. Haug & Ian P. King, 2011. "Empirical Evidence on Inflation and Unemployment in the Long Run," Department of Economics - Working Papers Series 1128, The University of Melbourne.
- Haug, Alfred A. & King, Ian P., 2011. "Empirical evidence on inflation and unemployment in the long run," MPRA Paper 33409, University Library of Munich, Germany.
- Phillips, Peter C.B., 2005.
"Challenges of trending time series econometrics,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(5), pages 401-416.
- Peter C.B. Phillips, 2004. "Challenges of Trending Time Series Econometrics," Cowles Foundation Discussion Papers 1472, Cowles Foundation for Research in Economics, Yale University.
- Peter C.B. Phillips & Igor Kheifets, 2021. "On Multicointegration," Cowles Foundation Discussion Papers 2306, Cowles Foundation for Research in Economics, Yale University.
- Andersson, Fredrik N.G. & Edgerton, David L. & Opper, Sonja, 2013.
"A Matter of Time: Revisiting Growth Convergence in China,"
World Development, Elsevier, vol. 45(C), pages 239-251.
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- Chambers, MJ, 2018.
"Frequency Domain Estimation of Cointegrating Vectors with Mixed Frequency and Mixed Sample Data,"
Economics Discussion Papers
21144, University of Essex, Department of Economics.
- Chambers, Marcus J., 2020. "Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data," Journal of Econometrics, Elsevier, vol. 217(1), pages 140-160.
- Puneet Vatsa, 2022. "Do crop prices share common trends and common cycles?," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(2), pages 363-382, April.
- Jinho Choi & Juan Carlos Escanciano & Junjie Guo, 2022. "Generalized band spectrum estimation with an application to the New Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 1055-1078, August.
- Jürgen Bierbaumer-Polly, 2012. "Regionale Konjunkturzyklen in Österreich," WIFO Monatsberichte (monthly reports), WIFO, vol. 85(11), pages 833-848, November.
- Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2008.
"Money growth, output gaps and inflation at low and high frequency: Spectral estimates for Switzerland,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(2), pages 411-435, February.
- Katrin Assenmacher & Stefan Gerlach, 2006. "Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland," Working Papers 2006-05, Swiss National Bank.
- Gerlach, Stefan & Assenmacher, Katrin, 2006. "Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland," CEPR Discussion Papers 5723, C.E.P.R. Discussion Papers.
- Jingjing Lyu & Bernd Süssmuth, 2024. "Global Linkages across Sectors and Frequency Bands: A Band Spectral Panel Regression Approach," CESifo Working Paper Series 10970, CESifo.
- Alain Kabundi & Asi Mbelu, 2016.
"Has the Exchange Rate Pass-Through changed in South Africa?,"
Working Papers
649, Economic Research Southern Africa.
- Alain Kabundi & Asi Mbelu, 2016. "Has the Exchange Rate PassThrough changed in South Africa," Working Papers 7556, South African Reserve Bank.
- Alain Kabundi & Asi Mbelu, 2018. "Has the Exchange Rate Pass‐Through changed in South Africa?," South African Journal of Economics, Economic Society of South Africa, vol. 86(3), pages 339-360, September.
- Peter C. B. Phillips, 2023.
"Discrete Fourier Transforms of Fractional Processes with Econometric Applications,"
Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Theory, volume 45, pages 3-71,
Emerald Group Publishing Limited.
- Peter C.B. Phillips, 2021. "Discrete Fourier Transforms of Fractional Processes with Econometric Applications," Cowles Foundation Discussion Papers 2303, Cowles Foundation for Research in Economics, Yale University.
- Cleiton Guollo Taufemback, 2023. "Asymptotic Behavior of Temporal Aggregation in Mixed‐Frequency Datasets," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(4), pages 894-909, August.
- Charlotte S. Hansen & Bjorn E. Tuypens, 2004. "Long-Run Regressions: Theory and Application to US Asset Markets," Finance 0410018, University Library of Munich, Germany.
- Andersson, Fredrik N. G., 2011. "Band Spectrum Regressions using Wavelet Analysis," Working Papers 2011:22, Lund University, Department of Economics.
- Hualde Javier & Iacone Fabrizio, 2012. "First Stage Estimation of Fractional Cointegration," Journal of Time Series Econometrics, De Gruyter, vol. 4(1), pages 1-32, May.
- Erik Hjalmarsson, 2006. "Inference in Long-Horizon Regressions," International Finance Discussion Papers 853, Board of Governors of the Federal Reserve System (U.S.).
- Mr. Paul Cashin & Mr. Sam Ouliaris, 2001.
"Key Features of Australian Business Cycles,"
IMF Working Papers
2001/171, International Monetary Fund.
- Paul Cashin & Sam Ouliaris, 2004. "Key Features of Australian Business Cycles," Australian Economic Papers, Wiley Blackwell, vol. 43(1), pages 39-58, March.
- Andra C. Ghent & Michael T. Owyang, 2009.
"Is housing the business cycle? evidence from U.S. cities,"
Working Papers
2009-007, Federal Reserve Bank of St. Louis.
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- Gan, Li & Zhang, Qinghua, 2006.
"The thick market effect on local unemployment rate fluctuations,"
Journal of Econometrics, Elsevier, vol. 133(1), pages 127-152, July.
- Qinghua Zhang & Li Gan, 2004. "The thick market effect of local unemployment rate fluctuation," Econometric Society 2004 North American Winter Meetings 179, Econometric Society.
- Li Gan & Qinghua Zhang, 2005. "The Thick Market Effect on Local Unemployment Rate Fluctuations," NBER Working Papers 11248, National Bureau of Economic Research, Inc.
- Jürgen Bierbaumer-Polly & Peter Huber & Petr Rozmahel, 2015.
"The Impact of EU Accession on Regional Business Cycle Synchronisation and Sector Specialisation,"
WIFO Working Papers
494, WIFO.
- Bierbaumer-Polly, Jürgen & Huber, Peter & Huber, Petr, 2015. "The Impact of EU-Accession on Regional Business Cycle Synchronization and Sector Specialization," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113154, Verein für Socialpolitik / German Economic Association.
- Zhijie Xiao & Peter C.B. Phillips, 1998. "Higher Order Approximations for Wald Statistics in Cointegrating Regressions," Cowles Foundation Discussion Papers 1192, Cowles Foundation for Research in Economics, Yale University.
- Canova, Fabio, 2020. "FAQ: How do I measure the Output gap?," CEPR Discussion Papers 14943, C.E.P.R. Discussion Papers.
- Yohei Yamamoto & Pierre Perron, 2013.
"Estimating and testing multiple structural changes in linear models using band spectral regressions,"
Econometrics Journal, Royal Economic Society, vol. 16(3), pages 400-429, October.
- Yohei Yamamoto & Pierre Perron, 2012. "Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions," Global COE Hi-Stat Discussion Paper Series gd12-250, Institute of Economic Research, Hitotsubashi University.
- Pierre Perron & Yohei Yamamoto, 2011. "Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions," Boston University - Department of Economics - Working Papers Series WP2011-049, Boston University - Department of Economics.
- Neslihan Sakarya & Robert M. de Jong, 2022. "The spectral analysis of the Hodrick–Prescott filter," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 479-489, May.
- Fredy Gamboa-Estrada, 2023. "The Role of Foreign Investors and Local Agents in the Derivatives Market and their Impact on the Exchange Rate in Colombia: A Wavelet Analysis," IHEID Working Papers 12-2023, Economics Section, The Graduate Institute of International Studies.
- Andersson , Fredrik N. G. & Ljungberg, Jonas, 2014. "Grain Market Integration in the Baltic Sea Region in the 19th Century," Working Papers 2014:3, Lund University, Department of Economics.
- Mr. Paul Cashin, 2004. "Caribbean Business Cycles," IMF Working Papers 2004/136, International Monetary Fund.
- Haug, Alfred A. & King, Ian, 2014. "In the long run, US unemployment follows inflation like a faithful dog," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 42-52.
- Feng Zhu, 2005. "The fragility of the Phillips curve: A bumpy ride in the frequency domain," BIS Working Papers 183, Bank for International Settlements.
- Omoshoro-Jones, Oyeyinka Sunday, 2021. "Asymmetry in Okun’s Law Revisited: New evidence on cyclical unemployment–cyclical output trade-off in the Free State Province using NARDL model," MPRA Paper 107126, University Library of Munich, Germany.
- Mr. Siang Meng Tan & Ms. Joey Chew & Mr. Sam Ouliaris, 2011. "Exchange Rate Pass-Through Over the Business Cycle in Singapore," IMF Working Papers 2011/141, International Monetary Fund.
- Peter C.B. Phillips, 2003.
"Laws and Limits of Econometrics,"
Cowles Foundation Discussion Papers
1397, Cowles Foundation for Research in Economics, Yale University.
- Peter C. B. Phillips, 2003. "Laws and Limits of Econometrics," Economic Journal, Royal Economic Society, vol. 113(486), pages 26-52, March.
- Matteo Lanzafame, 2016. "Potential Growth in Asia and Its Determinants: An Empirical Investigation," Asian Development Review, MIT Press, vol. 33(2), pages 1-27, September.
- Cleiton Guollo Taufemback, 2023. "Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain," Journal of Time Series Analysis, Wiley Blackwell, vol. 44(1), pages 69-92, January.
- Mr. Alfredo Baldini, 2005. "Fiscal Policy and Business Cycles in an Oil-Producing Economy: The Case of Venezuela," IMF Working Papers 2005/237, International Monetary Fund.
- M. Azimmohseni & M. Khalafi & M. Kordkatuli, 2019. "Time series analysis of covariance based on linear transfer function models," Statistical Inference for Stochastic Processes, Springer, vol. 22(1), pages 1-16, April.
- Wada, Tatsuma, 2022. "Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO," Journal of International Money and Finance, Elsevier, vol. 128(C).
- Peter C.B. Phillips, 1999.
"Unit Root Log Periodogram Regression,"
Cowles Foundation Discussion Papers
1244, Cowles Foundation for Research in Economics, Yale University.
- Phillips, Peter C.B., 2007. "Unit root log periodogram regression," Journal of Econometrics, Elsevier, vol. 138(1), pages 104-124, May.
- Baffes, John & Kabundi, Alain, 2023.
"Commodity price shocks: Order within chaos?,"
Resources Policy, Elsevier, vol. 83(C).
- Baffes,John,Kabundi,Alain Ntumba, 2021. "Commodity Price Shocks : Order within Chaos ?," Policy Research Working Paper Series 9792, The World Bank.
- Keen Meng Choy & Ichiro Sugimoto, 2013. "Trade, the Staple Theory of Growth, and Fluctuations in Colonial Singapore, 1900–39," Australian Economic History Review, Economic History Society of Australia and New Zealand, vol. 53(2), pages 121-145, July.
- Chambers, M.J. & McCrorie, J.R., 2004.
"Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems,"
Other publications TiSEM
0d3ed468-36ef-4baf-8339-8, Tilburg University, School of Economics and Management.
- Chambers, M.J. & McCrorie, J.R., 2004. "Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems," Discussion Paper 2004-40, Tilburg University, Center for Economic Research.
- Andrew Filardo & Mr. Gaston Gelos & Thomas McGregor, 2022. "Exchange-Rate Swings and Foreign Currency Intervention," IMF Working Papers 2022/158, International Monetary Fund.
- Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas, 2007. "Nonstationarity-extended local Whittle estimation," Journal of Econometrics, Elsevier, vol. 141(2), pages 1353-1384, December.
- Mr. Jeromin Zettelmeyer & Ivanna Vladkova Hollar, 2008. "Fiscal Positions in Latin America: Have They Really Improved?," IMF Working Papers 2008/137, International Monetary Fund.
- Wozniak, Abigail & Murray, Thomas J., 2012. "Timing is everything: Short-run population impacts of immigration in US cities," Journal of Urban Economics, Elsevier, vol. 72(1), pages 60-78.
- Tommaso Proietti, 2007.
"Band Spectral Estimation for Signal Extraction,"
CEIS Research Paper
104, Tor Vergata University, CEIS.
- Proietti, Tommaso, 2008. "Band spectral estimation for signal extraction," Economic Modelling, Elsevier, vol. 25(1), pages 54-69, January.
- Andersson, Fredrik N.G., 2023. "Income inequality and carbon emissions in the United States 1929–2019," Ecological Economics, Elsevier, vol. 204(PA).
- Peter C. B. Phillips, 2021. "Pitfalls in Bootstrapping Spurious Regression," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 163-217, December.
- Xiao, Zhijie & Phillips, Peter C. B., 2002. "Higher order approximations for Wald statistics in time series regressions with integrated processes," Journal of Econometrics, Elsevier, vol. 108(1), pages 157-198, May.
- Richard Ashley & Randal Verbrugge, 2009. "Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 4-20.
- Chambers, Marcus J. & Roderick McCrorie, J., 2007. "Frequency domain estimation of temporally aggregated Gaussian cointegrated systems," Journal of Econometrics, Elsevier, vol. 136(1), pages 1-29, January.
- Taniguchi, Masanobu, 2008. "Non-regular estimation theory for piecewise continuous spectral densities," Stochastic Processes and their Applications, Elsevier, vol. 118(2), pages 153-170, February.
- Jürgen Bierbaumer-Polly & Peter Huber & Petr Rozmahel, 2016. "Regional Business-Cycle Synchronization, Sector Specialization and EU Accession," Journal of Common Market Studies, Wiley Blackwell, vol. 54(3), pages 544-568, May.
- Canova, Fabio, 2020. "FAQ: How do I extract the output gap?," Working Paper Series 386, Sveriges Riksbank (Central Bank of Sweden).
- Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Local Whittle Estimation in Nonstationary and Unit Root Cases," Cowles Foundation Discussion Papers 1266, Cowles Foundation for Research in Economics, Yale University, revised Sep 2003.
- Russell Cooper & Dean Corbae, 1997.
"Financial Fragility and the Great Depression,"
NBER Working Papers
6094, National Bureau of Economic Research, Inc.
- Cooper, R. & Corbae, D., 1997. "Financial Fragility and the Great Depression," Working Papers 97-08, University of Iowa, Department of Economics.
Cited by:
- Wouter J. den Haan & Garey Ramey & Joel Watson, 1999.
"Liquidity Flows and Fragility of Business Enterprises,"
Cowles Foundation Discussion Papers
1215, Cowles Foundation for Research in Economics, Yale University.
- Wouter Denhaan & Garey Ramey & Joel Watson, 1999. "FORTRAN code for Liquidity Flows and Fragility of Business Enterprises," QM&RBC Codes 58, Quantitative Macroeconomics & Real Business Cycles.
- Wouter den Haan & Garey Ramey & Joel Watson, 1999. "Liquidity Flows and Fragility of Business Enterprises," NBER Working Papers 7057, National Bureau of Economic Research, Inc.
- den Haan, Wouter J. & Ramey, Garey & Watson, Joel, 2000. "Liquidity Flows and Fragility of Business Enterprises," University of California at San Diego, Economics Working Paper Series qt2kc182ts, Department of Economics, UC San Diego.
- den Haan, Wouter J. & Ramey, Garey & Watson, Joel, 2003. "Liquidity flows and fragility of business enterprises," Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1215-1241, September.
- den Haan, Wouter J. & Ramey, Garey & Watson, Joel, 2000. "Liquidity Flows and Fragility of business Enterprises," University of California at San Diego, Economics Working Paper Series qt3d899423, Department of Economics, UC San Diego.
- Lagunoff, Roger & Schreft, Stacey L., 2001.
"A Model of Financial Fragility,"
Journal of Economic Theory, Elsevier, vol. 99(1-2), pages 220-264, July.
- Roger Lagunoff & Stacey L. Schreft, 1998. "A model of financial fragility," Research Working Paper 98-01, Federal Reserve Bank of Kansas City.
- Roger Lagunoff & Stacey L. Schreft, 1998. "A Model of Financial Fragility," Game Theory and Information 9803001, University Library of Munich, Germany, revised 30 Apr 1998.
- Wouter J. DenHaan, 2002.
"Temporary Shocks and Unavoidable Transistions to a High-Unemployment Regime,"
NBER Working Papers
9349, National Bureau of Economic Research, Inc.
- Den Haan, Wouter, 2003. "Temporary Shocks and Unavoidable Transitions to a High-Unemployment Regime," CEPR Discussion Papers 3704, C.E.P.R. Discussion Papers.
- Franklin Allen & Douglas Gale, 1999.
"Financial Contagion,"
Levine's Working Paper Archive
2092, David K. Levine.
- Franklin Allen & Douglas Gale, 2000. "Financial Contagion," Journal of Political Economy, University of Chicago Press, vol. 108(1), pages 1-33, February.
- Allen, Franklin & Gale, Douglas, 1998. "Financial Contagion," Working Papers 98-33, C.V. Starr Center for Applied Economics, New York University.
- Scott J. Dressler & Erasmus K. Kersting, 2012.
"Economies of Scale in Banking, Confidence Shocks, and Business Cycles,"
Villanova School of Business Department of Economics and Statistics Working Paper Series
18, Villanova School of Business Department of Economics and Statistics.
- Dressler, Scott J. & Kersting, Erasmus K., 2014. "Economies Of Scale In Banking, Confidence Shocks, And Business Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 18(5), pages 1069-1090, July.
- Dressler, Scott J., 2009. "Economies of scale in banking, confidence shocks, and business cycles," MPRA Paper 13310, University Library of Munich, Germany.
- Harold L. Cole & Lee E. Ohanian, 1999. "The Great Depression in the United States from a neoclassical perspective," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 23(Win), pages 2-24.
- Franklin Allen & Douglas Gale, 1998. "Financial Contagion Journal of Political Economy," Center for Financial Institutions Working Papers 98-31, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Den Haan, Wouter J., 2003. "Temporary shocks and unavoidable transitions to a high-unemployment regime," Working Paper Series 239, European Central Bank.
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"Money and finance with costly commitment,"
Working Papers
96-8, Federal Reserve Bank of Philadelphia.
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Cited by:
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"Communal Responsibility and the Coexistence of Money and Credit under Anonymous Matching,"
Working Papers
0006, European Historical Economics Society (EHES).
- Ritschl, Albrecht & Boerner, Lars, 2011. "Communal Responsibility and the Coexistence of Money and Credit Under Anonymous Matching," CEPR Discussion Papers 8184, C.E.P.R. Discussion Papers.
- Lars Boerner & Albrecht Ritschl, 2010. "Communal Responsibility and the Coexistence of Money and Credit Under Anonymous Matching," SFB 649 Discussion Papers SFB649DP2010-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Lars Boerner & Albrecht Ritschl, 2010. "Communal Responsibility and the Coexistence of Money and Credit Under Anonymous Matching," CEP Discussion Papers dp1034, Centre for Economic Performance, LSE.
- Corbae, P Dean & Neely, Christopher J & Weller, Paul, 1995.
"Endogenous Realignments and the Sustainability of a Target Zone,"
CEPR Discussion Papers
1253, C.E.P.R. Discussion Papers.
Cited by:
- Bernd Kempa & Michael Nelles, 1999. "Misalignments of real exchange rates and the credibility of nominal currency bands," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 135(4), pages 613-628, December.
- Yannacopoulos, Athanasios N., 2008. "Rational expectations models: An approach using forward-backward stochastic differential equations," Journal of Mathematical Economics, Elsevier, vol. 44(3-4), pages 251-276, February.
- Xanthi-Isidora Kartala & Nikolaos Englezos & Athanasios N. Yannacopoulos, 2020. "Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions," Mathematics of Operations Research, INFORMS, vol. 45(2), pages 403-433, May.
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International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(2), pages 377-399, May.
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Articles
- Dean Corbae & Pablo D'Erasmo, 2021.
"Capital Buffers in a Quantitative Model of Banking Industry Dynamics,"
Econometrica, Econometric Society, vol. 89(6), pages 2975-3023, November.
See citations under working paper version above.
- Dean Corbae & Pablo D'Erasmo, 2021. "Capital Buffers in a Quantitative Model of Banking Industry Dynamics," Working Papers 779, Federal Reserve Bank of Minneapolis.
- Corbae, Dean & D’Erasmo, Pablo, 2020.
"Rising bank concentration,"
Journal of Economic Dynamics and Control, Elsevier, vol. 115(C).
See citations under working paper version above.
- Dean Corbae & Pablo D'Erasmo, 2020. "Rising Bank Concentration," NBER Working Papers 26838, National Bureau of Economic Research, Inc.
- Dean Corbae & Pablo D'Erasmo, 2020. "Rising Bank Concentration," Staff Report 594, Federal Reserve Bank of Minneapolis.
- Pedro S. Amaral & Dean Corbae & Erwan Quintin, 2020.
"Cash‐Flow Tranching And The Macroeconomy,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(4), pages 1815-1843, November.
Cited by:
- Amaral, Pedro S., 2023.
"The demographic transition and the asset supply channel,"
European Economic Review, Elsevier, vol. 151(C).
- Amaral, Pedro, 2022. "The demographic transition and the asset supply channel," MPRA Paper 113613, University Library of Munich, Germany.
- Amaral, Pedro S., 2023.
"The demographic transition and the asset supply channel,"
European Economic Review, Elsevier, vol. 151(C).
- Dean Corbae & Mariacristina De Nardi & Lance Lochner, 2017.
"RED Special Issue on Human Capital and Inequality, an introduction,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 25, pages 1-3, April.
Cited by:
- Koeniger, Winfried & Zanella, Carlo, 2020.
"Opportunity and Inequality across Generations,"
Economics Working Paper Series
2003, University of St. Gallen, School of Economics and Political Science.
- Koeniger, Winfried & Zanella, Carlo, 2022. "Opportunity and Inequality across Generations," IZA Discussion Papers 15073, Institute of Labor Economics (IZA).
- Winfried Koeniger & Carlo Zanella, 2020. "Opportunity and Inequality across Generations," CESifo Working Paper Series 8099, CESifo.
- Koeniger, Winfried & Zanella, Carlo, 2022. "Opportunity and inequality across generations," Journal of Public Economics, Elsevier, vol. 208(C).
- Koeniger, Winfried & Prat, Julien, 2014.
"Human Capital and Optimal Redistribution,"
CEPR Discussion Papers
10267, C.E.P.R. Discussion Papers.
- Koeniger, Winfried & Prat, Julien, 2014. "Human capital and optimal redistribution," CFS Working Paper Series 497, Center for Financial Studies (CFS).
- Julien Prat & Winfried Koeniger, 2015. "Human Capital and Optimal Redistribution," 2015 Meeting Papers 794, Society for Economic Dynamics.
- Koeniger, Winfried & Prat, Julien, 2014. "Human Capital and Optimal Redistribution," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100357, Verein für Socialpolitik / German Economic Association.
- Koeniger, Winfried & Prat, Julien, 2014. "Human Capital and Optimal Redistribution," Economics Working Paper Series 1434, University of St. Gallen, School of Economics and Political Science, revised May 2015.
- Koeniger, Winfried & Prat, Julien, 2014. "Human Capital and Optimal Redistribution," IZA Discussion Papers 8666, Institute of Labor Economics (IZA).
- Winfried Koeniger & Julien Prat, 2018. "Human Capital and Optimal Redistribution," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 1-26, January.
- Koeniger, Winfried & Prat, Julien, 2017. "Human Capital and Optimal Redistribution," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168073, Verein für Socialpolitik / German Economic Association.
- Koeniger, Winfried & Zanella, Carlo, 2020.
"Opportunity and Inequality across Generations,"
Economics Working Paper Series
2003, University of St. Gallen, School of Economics and Political Science.
- Dean Corbae & Erwan Quintin, 2015.
"Leverage and the Foreclosure Crisis,"
Journal of Political Economy, University of Chicago Press, vol. 123(1), pages 1-65.
See citations under working paper version above.
- Dean Corbae & Erwan Quintin, 2013. "Leverage and the Foreclosure Crisis," NBER Working Papers 19323, National Bureau of Economic Research, Inc.
- Dean Corbae & Pablo D’Erasmo, 2015.
"Foreign Competition and Banking Industry Dynamics: An Application to Mexico,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 63(4), pages 830-867, November.
See citations under working paper version above.
- Dean Corbae & Pablo D'Erasmo, 2015. "Foreign competition and banking industry dynamics: an application to Mexico," Working Papers 15-33, Federal Reserve Bank of Philadelphia.
- Chen, Daphne & Corbae, Dean, 2011.
"On the welfare implications of restricting bankruptcy information,"
Journal of Macroeconomics, Elsevier, vol. 33(1), pages 4-13, March.
Cited by:
- Florian Exler & Michèle Tertilt, 2020.
"Consumer Debt and Default: A Macro Perspective,"
CESifo Working Paper Series
8105, CESifo.
- Florian Exler & Michéle Tertilt, 2020. "Consumer Debt and default: A Macro Perspective," CRC TR 224 Discussion Paper Series crctr224_2020_153v2, University of Bonn and University of Mannheim, Germany.
- Exler, Florian & Tertilt, Michèle, 2020. "Consumer Debt and Default: A Macro Perspective," IZA Discussion Papers 12966, Institute of Labor Economics (IZA).
- Grey Gordon, 2014.
"Optimal Bankruptcy Code: A Fresh Start for Some,"
CAEPR Working Papers
2014-002, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Gordon, Grey, 2017. "Optimal bankruptcy code: A fresh start for some," Journal of Economic Dynamics and Control, Elsevier, vol. 85(C), pages 123-149.
- Tertilt, Michèle & Exler, Florian, 2020. "Consumer Debt and Default: A Macroeconomic Perspective," CEPR Discussion Papers 14425, C.E.P.R. Discussion Papers.
- Florian Exler & Michèle Tertilt, 2020.
"Consumer Debt and Default: A Macro Perspective,"
CESifo Working Paper Series
8105, CESifo.
- Corbae, Dean & D'Erasmo, Pablo & Kuruscu, Burhanettin, 2009.
"Politico-economic consequences of rising wage inequality,"
Journal of Monetary Economics, Elsevier, vol. 56(1), pages 43-61, January.
See citations under working paper version above.
- Dean Corbae, 2007. "Politico-Economic Consequences of Rising Wage Inequality," 2007 Meeting Papers 129, Society for Economic Dynamics.
- Corbae, Dean & Duffy, John, 2008.
"Experiments with network formation,"
Games and Economic Behavior, Elsevier, vol. 64(1), pages 81-120, September.
See citations under working paper version above.
- Dean Corbae & John Duffy, 2003. "Experiments with Network Formation," Levine's Working Paper Archive 666156000000000319, David K. Levine.
- Chatterjee, Satyajit & Corbae, Dean & Ríos-Rull, José-Víctor, 2008.
"A finite-life private-information theory of unsecured consumer debt,"
Journal of Economic Theory, Elsevier, vol. 142(1), pages 149-177, September.
See citations under working paper version above.
- Satyajit Chatterjee & Dean Corbae & José-Víctor Ríos-Rull, 2007. "A finite-life private-information theory of unsecured consumer debt," Working Papers 07-14, Federal Reserve Bank of Philadelphia.
- Chatterjee, Satyajit & Corbae, Dean, 2007.
"On the aggregate welfare cost of Great Depression unemployment,"
Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1529-1544, September.
See citations under working paper version above.
- Satyajit Chatterjee & Dean Corbae, 2006. "On the aggregate welfare cost of Great Depression unemployment," Working Papers 06-18, Federal Reserve Bank of Philadelphia.
- Satyajit Chatterjee & Dean Corbae & Makoto Nakajima & José-Víctor Ríos-Rull, 2007.
"A Quantitative Theory of Unsecured Consumer Credit with Risk of Default,"
Econometrica, Econometric Society, vol. 75(6), pages 1525-1589, November.
See citations under working paper version above.
- Satyajit Chatterjee & Dean Corbae & Makoto Nakajima & José-Víctor Ríos-Rull, 2007. "A quantitative theory of unsecured consumer credit with risk of default," Working Papers 07-16, Federal Reserve Bank of Philadelphia.
- Satyajit Chatterjee & Dean Corbae & Makoto Nakajima & Jose-Victor Rios-Rull, 2002. "A Quantitative Theory of Unsecured Consumer Credit with Risk of Default," Centro de Altisimos Estudios Rios Pe©rez(CAERP) 2, Centro de Altisimos Estudios Rios Perez (CAERP).
- Dean Corbae & Joseph Ritter, 2004.
"Decentralized credit and monetary exchange without public record keeping,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(4), pages 933-951, November.
- Dean Corbae & Joseph Ritter, 2006. "Decentralized credit and monetary exchange without public record keeping," Studies in Economic Theory, in: Charalambos D. Aliprantis & Nicholas C. Yannelis & Gabriele Camera (ed.), Recent Developments on Money and Finance, pages 235-253, Springer.
Cited by:
- V. Bignon & R. Breton & M. Rojas Breu, 2015.
"Monetary Union with A Single Currency and Imperfect Credit Market Integration,"
Working papers
541, Banque de France.
- Bignon, V. & Breton, R. & Rojas Breu, M., 2013. "Currency Union with and without Banking Union," Working papers 450, Banque de France.
- Vincent Bignon & Régis Breton & Mariana Rojas Breu, 2015. "Monetary Union with a Single Currency and Imperfect Credit Market Integration," FIW Working Paper series 153, FIW.
- Régis Breton & Mariana Rojas Breu & Vincent Bignon, 2013. "Monetary Union, Banks and Financial Integration," Post-Print hal-01685888, HAL.
- Pedro Gomis‐Porqueras & Daniel Sanches, 2013.
"Optimal Monetary Policy in a Model of Money and Credit,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 701-730, June.
- Pedro Gomis-Porqueras & Daniel R. Sanches, 2010. "Optimal monetary policy in a model of money and credit," Working Papers 11-4, Federal Reserve Bank of Philadelphia.
- Pedro Gomis-Porqueras & Daniel R. Sanches, 2011. "Optimal monetary policy in a model of money and credit," Working Papers 11-28, Federal Reserve Bank of Philadelphia.
- Pedro Gomis-Porqueras & Daniel Sanches, 2013. "Optimal Monetary Policy in a Model of Money and Credit," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 701-730, June.
- Charles M. Kahn & William Roberds, 2005.
"Credit and identity theft,"
Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
- Charles M. Kahn & William Roberds, 2005. "Credit and identity theft," FRB Atlanta Working Paper 2005-19, Federal Reserve Bank of Atlanta.
- Kahn, Charles M. & Roberds, William, 2008. "Credit and identity theft," Journal of Monetary Economics, Elsevier, vol. 55(2), pages 251-264, March.
- Charles M. Kahn & William Roberds, 2006. "Credit and Identity Theft," 2006 Meeting Papers 34, Society for Economic Dynamics.
- Gabriele Camera & Yiting Li, 2008.
"Another Example of a Credit System that Co‐Exists with Money,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1295-1308, September.
- Gabriele Camera & Yiting Li, 2008. "Another Example of a Credit System that Co-Exists with Money," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1295-1308, September.
- Zachary Bethune & Guillaume Rocheteau & Russell Wong & Cathy Zhang, 2020.
"Lending Relationships and Optimal Monetary Policy,"
Working Paper
20-13, Federal Reserve Bank of Richmond.
- Guillaume Rocheteau & Tsz-Nga Wong & Cathy Zhang, 2018. "Lending Relationships and Optimal Monetary Policy," Purdue University Economics Working Papers 1306, Purdue University, Department of Economics.
- Zachary Bethune & Guillaume Rocheteau & Tsz-Nga Wong & Cathy Zhang, 2022. "Lending Relationships and Optimal Monetary Policy [A Comprehensive Revision of the U.S. Monetary Services (Divisia) Indexes]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(4), pages 1833-1872.
- Zachary Bethune & Guillaume Rocheteau & Tsz-Nga Wong & Cathy Zhang, 2021. "Lending Relationships and Optimal Monetary Policy," Post-Print hal-04120465, HAL.
- Ohik Kwon & Manjong Lee, 2020.
"Credit Market Frictions and Coessentiality of Money and Credit,"
Working Papers
2020-23, Economic Research Institute, Bank of Korea.
- Ohik Kwon & Manjong Lee, 2016. "Credit Market Frictions and Coessentiality of Money and Credit," Discussion Paper Series 1602, Institute of Economic Research, Korea University.
- Ohik Kwon & Manjong Lee, 2024. "Credit Market Frictions and Coessentiality of Money and Credit," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(1), pages 257-278, February.
- Vincent Bignon & Régis Breton & Mariana Rojas Breu, 2018.
"Currency Union with and without Banking Union,"
Working Papers
hal-01685893, HAL.
- Bignon, V. & Breton, R. & Rojas Breu, M., 2013. "Currency Union with and without Banking Union," Working papers 450, Banque de France.
- Shouyong Shi, 2006.
"Viewpoint: A microfoundation of monetary economics,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 39(3), pages 643-688, August.
- Shouyong Shi, 2006. "Viewpoint: A microfoundation of monetary economics," Canadian Journal of Economics, Canadian Economics Association, vol. 39(3), pages 643-688, August.
- Antoine Martin & Michael J. Orlando & David R. Skeie, 2006.
"Payment networks in a search model of money,"
Staff Reports
263, Federal Reserve Bank of New York.
- Antoine Martin & Michael Orlando & David Skeie, 2006. "Payments network in a search model of money," 2006 Meeting Papers 580, Society for Economic Dynamics.
- Antoine Martin & Michael Orlando & David Skeie, 2008. "Payment networks in a search model of money," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(1), pages 104-132, January.
- Carli, Francesco & Gomis-Porqueras, Pedro, 2021.
"Real consequences of open market operations: The role of limited commitment,"
European Economic Review, Elsevier, vol. 132(C).
- Carli, Francesco & Gomis Porqueras, Pedro, 2019. "Real consequences of open market operations: the role of limited commitment," MPRA Paper 94088, University Library of Munich, Germany.
- Wright, Randall & Xiao, Sylvia Xiaolin & Zhu, Yu, 2018.
"Frictional capital reallocation I: Ex ante heterogeneity,"
Journal of Economic Dynamics and Control, Elsevier, vol. 89(C), pages 100-116.
- Randall Wright & Sylvia Xiaolin Xiao & Yu Zhu, 2019. "Frictional Capital Reallocation I: Ex Ante Heterogeneity," Staff Working Papers 19-4, Bank of Canada.
- Chao Gu & Cyril Monnet & Ed Nosal & Randall Wright, 2019.
"On the Instability of Banking and Financial Intermediation,"
Working Papers
1901, Department of Economics, University of Missouri.
- Chao Gu & Cyril Monnet & Ed Nosal & Randall Wright, 2019. "On the Instability of Banking and Financial Intermediation," 2019 Meeting Papers 352, Society for Economic Dynamics.
- Françoise Vasselin, 2018. "The Competition Between Cash and Mobile Payments in Markets with Mobile Partnerships A Monetary Search Model Point of View," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01722404, HAL.
- Monnet, Cyril & Roberds, William, 2008. "Optimal pricing of payment services," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1428-1440, November.
- Pingle, Mark & Mukhopadhyay, Sankar, 2010. "Private money as a competing medium of exchange," Journal of Macroeconomics, Elsevier, vol. 32(2), pages 541-554, June.
- Cyril Monnet & William Roberds, 2006. "Credit and the no-surcharge rule," FRB Atlanta Working Paper 2006-25, Federal Reserve Bank of Atlanta.
- Cyril Monnet & William Roberds, 2007. "Optimal pricing of payment services when cash is an alternative," Working Papers 07-26, Federal Reserve Bank of Philadelphia.
- Thomas Wiseman, 2015. "A Note on the Essentiality of Money under Limited Memory," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(4), pages 881-893, October.
- Russell Wong & Cathy Zhang & Guillaume Rocheteau, 2017. "Lending Relationships, Banking Crises and Optimal Monetary Policies," 2017 Meeting Papers 152, Society for Economic Dynamics.
- Sofía Bauducco & Alexandre Janiak, 2015. "On the welfare cost of bank concentration," Documentos de Trabajo 321, Centro de Economía Aplicada, Universidad de Chile.
- Ed Nosal & Guillaume Rocheteau, 2006. "The economics of payments," Policy Discussion Papers, Federal Reserve Bank of Cleveland, issue Feb.
- Kahn, Charles M. & Roberds, William, 2009. "Why pay? An introduction to payments economics," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 1-23, January.
- Yu Awaya & Hiroki Fukai & Makoto Watanabe, 2017.
"A Model of Collateral,"
Tinbergen Institute Discussion Papers
17-098/VII, Tinbergen Institute.
- Yu Awaya & Hiroki Fukai & Makoto Watanabe, 2017. "A Model of Collateral," CESifo Working Paper Series 6731, CESifo.
- Françoise Vasselin, 2018. "The Competition Between Cash and Mobile Payments in Markets with Mobile Partnerships A Monetary Search Model Point of View," Working Papers hal-01722404, HAL.
- Shouyong Shi, 2006. "A Microfoundation of Monetary Economics," Working Papers tecipa-211, University of Toronto, Department of Economics.
- Dean Corbae & Ted Temzelides & Randall Wright, 2003.
"Directed Matching and Monetary Exchange,"
Econometrica, Econometric Society, vol. 71(3), pages 731-756, May.
Cited by:
- Amendola, Nicola, 2008.
"A "double coincidence" search model of money,"
MPRA Paper
7839, University Library of Munich, Germany.
- Nicola Amendola, 2008. "A "Double Coincidence" Search Model of Money," CEIS Research Paper 126, Tor Vergata University, CEIS, revised 18 Jul 2008.
- Briana Chang & Shengxing Zhang, 2015.
"Endogenous Market Making and Network Formation,"
Discussion Papers
1534, Centre for Macroeconomics (CFM).
- Chang, Briana & Zhang, Shengxing, 2015. "Endogenous market making and network formation," LSE Research Online Documents on Economics 86275, London School of Economics and Political Science, LSE Library.
- Kadam, Sangram V. & Kotowski, Maciej H., 2015.
"Time Horizons, Lattice Structures, and Welfare in Multi-period Matching Markets,"
Working Paper Series
rwp15-031, Harvard University, John F. Kennedy School of Government.
- Kadam, Sangram V. & Kotowski, Maciej H., 2018. "Time horizons, lattice structures, and welfare in multi-period matching markets," Games and Economic Behavior, Elsevier, vol. 112(C), pages 1-20.
- Shouyong Shi & Hongfei Sun & Guido Menzio, 2010.
"A Monetary Theory with Non-Degenerate Distributions,"
2010 Meeting Papers
598, Society for Economic Dynamics.
- Guido Menzio & Shouyong Shi & Hongfei Sun, 2013. "A Monetary Theory with Non-degenerate Distributions," Working Papers tecipa-495, University of Toronto, Department of Economics.
- Guido Menzio & Shouyong Shi & Hongfei Sun, 2011. "A Monetary Theory with Non-Degenerate Distributions," PIER Working Paper Archive 11-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Guido Menzio & Amy Hongfei Sun & Shouyong Shi, 2011. "A Monetary Theory With Non-degenerate Distributions," Working Paper 1264, Economics Department, Queen's University.
- Menzio, Guido & Shi, Shouyong & Sun, Hongfei, 2013. "A monetary theory with non-degenerate distributions," Journal of Economic Theory, Elsevier, vol. 148(6), pages 2266-2312.
- Shouyong Shi & Hongfei Sun & Guido Menzio, 2009. "Monetary Theory with Non-degenerate Distributions," 2009 Meeting Papers 172, Society for Economic Dynamics.
- Guido Menzio & Shouyong Shi & Hongfei Sun, 2011. "A Monetary Theory with Non-Degenerate Distributions," Working Papers tecipa-425, University of Toronto, Department of Economics.
- Chao Gu & Fabrizio Mattesini & Randall Wright, 2013. "Banking: A New Monetarist Approach," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(2), pages 636-662.
- Liu, Ce, 2018. "Stability in Repeated Matching Markets," Working Papers 2018-13, Michigan State University, Department of Economics.
- Stephen D. Williamson & Randall Wright, 2010.
"New Monetarist Economics: methods,"
Staff Report
442, Federal Reserve Bank of Minneapolis.
- Stephen D. Williamson & Randall Wright, 2010. "New monetarist economics: methods," Review, Federal Reserve Bank of St. Louis, vol. 92(May), pages 265-302.
- Williamson, Stephen D. & Wright, Randall, 2010. "New Monetarist Economics: Methods," MPRA Paper 21486, University Library of Munich, Germany.
- Maria Bigoni & Gabriele Camera & Marco Casari, 2018.
"Money Is More Than Memory,"
Working Papers
18-17, Chapman University, Economic Science Institute.
- Bigoni, Maria & Camera, Gabriele & Casari, Marco, 2014. "Money is more than memory," CFS Working Paper Series 496, Center for Financial Studies (CFS).
- Maria Bigoni & Gabriele Camera & Marco Casari, 2014. "Money is More than a Memory," Working Papers 14-17, Chapman University, Economic Science Institute.
- Bigoni, Maria & Camera, Gabriele & Casari, Marco, 2020. "Money is more than memory," Journal of Monetary Economics, Elsevier, vol. 110(C), pages 99-115.
- M. Bigoni & G. Camera & M. Casari, 2015. "Money is more than memory," Working Papers wp1030, Dipartimento Scienze Economiche, Universita' di Bologna.
- Kim, Young Sik & Lee, Manjong, 2012.
"Intermediary cost and coexistence puzzle,"
Economics Letters, Elsevier, vol. 117(1), pages 142-145.
- Young Sik Kim & Manjong Lee, 2012. "Intermediary Cost and Coexistence Puzzle," Working Paper Series no84, Institute of Economic Research, Seoul National University.
- Young Sik Kim & Manjong Lee, 2011. "Intermediary Cost and Coexistence Puzzle," Discussion Paper Series 1103, Institute of Economic Research, Korea University.
- Williamson, Stephen D. & Wright, Randall, 2010.
"New Monetarist Economics: Models,"
MPRA Paper
21030, University Library of Munich, Germany.
- Stephen D. Williamson & Randall Wright, 2010. "New Monetarist Economics: models," Staff Report 443, Federal Reserve Bank of Minneapolis.
- Williamson, Stephen & Wright, Randall, 2010. "New Monetarist Economics: Models," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 2, pages 25-96, Elsevier.
- Kubota, So & 久保田, 荘, 2019. "Market Structure and Indeterminacy of Stationary Equilibria in a Decentralized Monetary Economy," Discussion paper series HIAS-E-84, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Burdett, Kenneth & Trejos, Alberto & Wright, Randall, 2017. "A new suggestion for simplifying the theory of money," Journal of Economic Theory, Elsevier, vol. 172(C), pages 423-450.
- Raskovich, Alexander, 2007. "Ordered bargaining," International Journal of Industrial Organization, Elsevier, vol. 25(5), pages 1126-1143, October.
- Benjamin Lester & Andrew Postlewaite & Randall Wright, 2008. "Information, Liquidity and Asset Prices," PIER Working Paper Archive 08-039, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Aleksander Berentsen & Guido Menzio & Randall Wright, 2008.
"Inflation and Unemployment in the Long Run,"
NBER Working Papers
13924, National Bureau of Economic Research, Inc.
- Aleksander Berentsen & Guido Menzio & Randall Wright, 2009. "Inflation and unemployment in the long run," IEW - Working Papers 442, Institute for Empirical Research in Economics - University of Zurich.
- Randall Wright & Guido Menzio & Aleksander Berentsen, 2008. "Inflation and Unemployment in the Long Run," 2008 Meeting Papers 34, Society for Economic Dynamics.
- Aleksander Berentsen & Guido Menzio & Randall Wright, 2008. "Inflation and Unemployment in the Long Run," PIER Working Paper Archive 08-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Aleksander Berentsen & Guido Menzio & Randall Wright, 2011. "Inflation and Unemployment in the Long Run," American Economic Review, American Economic Association, vol. 101(1), pages 371-398, February.
- Berentsen, Aleksander & Menzio, Guido & Wright, Randall D., 2009. "Inflation and unemployment in the long run," Kiel Working Papers 1501, Kiel Institute for the World Economy (IfW Kiel).
- Shouyong Shi, 2006.
"Viewpoint: A microfoundation of monetary economics,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 39(3), pages 643-688, August.
- Shouyong Shi, 2006. "Viewpoint: A microfoundation of monetary economics," Canadian Journal of Economics, Canadian Economics Association, vol. 39(3), pages 643-688, August.
- Kiyotaki, Nobuhiro & Lagos, Ricardo & Wright, Randall, 2016. "Introduction to the symposium issue on money and liquidity," Journal of Economic Theory, Elsevier, vol. 164(C), pages 1-9.
- William Luther, 2014. "Evenly rotating economy: A new modeling technique for an old equilibrium construct," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 27(4), pages 403-417, December.
- Borghan Nezami Narajabad & Cyril Monnet, 2012. "Why Rent When You Can Buy? A Theory of Repurchase Agreements," 2012 Meeting Papers 647, Society for Economic Dynamics.
- Wright, Randall, 2010. "A uniqueness proof for monetary steady state," Journal of Economic Theory, Elsevier, vol. 145(1), pages 382-391, January.
- Gabriele Camera & Dror Goldberg & Avi Weiss, 2016.
"Endogenous Market Formation and Monetary Trade: an Experiment,"
Working Papers
16-19, Chapman University, Economic Science Institute.
- Avi Weiss & Gabriele Camera & Dror Goldberg, 2016. "Endogenous Market Formation and Monetary Trade: an Experiment," Working Papers 2016-04, Bar-Ilan University, Department of Economics.
- Gabriele Camera & Dror Goldberg & Avi WeissBar-Ilan, 2020. "Endogenous Market Formation and Monetary Trade: An Experiment," Journal of the European Economic Association, European Economic Association, vol. 18(3), pages 1553-1588.
- Gabriele Camera & Dror Goldberg & Avi Weiss, 2019. "Endogenous Market Formation and Monetary Trade: an Experiment," Working Papers 19-04, Chapman University, Economic Science Institute.
- Makoto Watanabe, 2018.
"Middle Men: The Visible Market-Makers,"
The Japanese Economic Review, Springer, vol. 69(2), pages 156-170, June.
- Watanabe Watanabe, Makoto, 2006. "Middlemen: the visible market makers," UC3M Working papers. Economics we061002, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Liu, Ce & Ali, S. Nageeb, 2019. "Conventions and Coalitions in Repeated Games," Working Papers 2019-8, Michigan State University, Department of Economics.
- Morimitsu Kurino, 2020. "Credibility, efficiency, and stability: a theory of dynamic matching markets," The Japanese Economic Review, Springer, vol. 71(1), pages 135-165, January.
- Guillaume Rocheteau & Randall Wright, 2004.
"Money in search equilibrium, in competitive equilibrium, and in competitive search equilibrium,"
Working Papers (Old Series)
0405, Federal Reserve Bank of Cleveland.
- Guillaume Rocheteau & Randall Wright, 2003. "Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium," PIER Working Paper Archive 03-031, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Guillaume Rocheteau & Randall Wright, 2005. "Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium," Econometrica, Econometric Society, vol. 73(1), pages 175-202, January.
- Randall Wright & Guillame Rocheteau, 2003. "Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium," Levine's Bibliography 666156000000000302, UCLA Department of Economics.
- Galenianos, Manolis & Kircher, Philipp, 2008.
"A model of money with multilateral matching,"
Journal of Monetary Economics, Elsevier, vol. 55(6), pages 1054-1066, September.
- Galenianos, Manolis & Kircher, Philipp, 2008. "A model of money with multilateral matching," LSE Research Online Documents on Economics 29701, London School of Economics and Political Science, LSE Library.
- Goldberg, Dror, 2007. "Money with partially directed search," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 979-993, May.
- Randall Wright & Philipp Kircher & Benoit Julîen & Veronica Guerrieri, 2017.
"Directed Search: A Guided Tour,"
NBER Working Papers
23884, National Bureau of Economic Research, Inc.
- Kircher, Philipp & Wright, Randall & Julien, Benoit & Guerrieri, Veronica, 2017. "Directed Search: A Guided Tour," CEPR Discussion Papers 12315, C.E.P.R. Discussion Papers.
- Luca Anderlini & Dino Gerardi & Roger Lagunoff, 2007.
"Social Memory and Evidence from the Past,"
Working Papers
gueconwpa~07-07-01, Georgetown University, Department of Economics.
- Luca Anderlini & Dino Gerardi & Roger Lagunoff, 2007. "Social Memory and Evidence from the Past," Cowles Foundation Discussion Papers 1601, Cowles Foundation for Research in Economics, Yale University.
- Luca Anderlini & Dino Gerardi & Roger Lagunoff, 2007. "Social Memory and Evidence from the Past," Levine's Bibliography 321307000000000850, UCLA Department of Economics.
- Andrés Álvarez & Vincent Bignon, 2013.
"L. Walras and C. Menger: two ways on the path of modern monetary theory,"
The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 20(1), pages 89-124, February.
- Andrés Alvarez & Vincent Bignon, 2010. "L. Walras and C. Menger: Two ways on the path of modern monetary theory," Working Papers hal-04140901, HAL.
- Andrés Alvarez & Vincent Bignon, 2010. "L. Walras and C. Menger: Two ways on the path of modern monetary theory," EconomiX Working Papers 2010-25, University of Paris Nanterre, EconomiX.
- Ce Liu, 2020. "Stability in Repeated Matching Markets," Papers 2007.03794, arXiv.org, revised Mar 2021.
- Randall Wright, 2005. "Introduction to \\"Models of Monetary Economies II: The Next Generation\\"," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 29(Oct), pages 2-9.
- Irina A. Telyukova & Randall Wright, 2007.
"A model of money and credit, with application to the credit card debt puzzle,"
Working Papers (Old Series)
0711, Federal Reserve Bank of Cleveland.
- Irina A. Telyukova & Randall Wright, 2008. "A Model of Money and Credit, with Application to the Credit Card Debt Puzzle," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(2), pages 629-647.
- Irina A. Telyukova & Randall Wright, 2006. "A Model of Money and Credit, with Application to the Credit Card Debt Puzzle," 2006 Meeting Papers 45, Society for Economic Dynamics.
- He, Ping & Huang, Lixin & Wright, Randall, 2008.
"Money, banking, and monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 55(6), pages 1013-1024, September.
- Randall Wright & Lixin Huang & Ping He, 2008. "Money, Banking, and Monetary Policy," 2008 Meeting Papers 347, Society for Economic Dynamics.
- Chang, Briana & Zhang, Shengxing, 2015. "Endogenous market making and network formation," LSE Research Online Documents on Economics 65105, London School of Economics and Political Science, LSE Library.
- Alexander Raskovich, 2006. "Ordered Bargaining," EAG Discussions Papers 200610, Department of Justice, Antitrust Division.
- Kotowski, Maciej, 2019. "A Perfectly Robust Approach to Multiperiod Matching Problems," Working Paper Series rwp19-016, Harvard University, John F. Kennedy School of Government.
- Guillaume Rocheteau & Peter Rupert & Randall Wright, 2007.
"Inflation and Unemployment in General Equilibrium,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 109(4), pages 837-855, December.
- Rocheteau, Guillaume & Rupert, Peter & Wright, Randall, 2007. "Inflation and Unemployment in General Equilibrium," University of California at Santa Barbara, Economics Working Paper Series qt2fq1855f, Department of Economics, UC Santa Barbara.
- Jean, Kasie & Rabinovich, Stanislav & Wright, Randall, 2010. "On the multiplicity of monetary equilibria: Green-Zhou meets Lagos-Wright," Journal of Economic Theory, Elsevier, vol. 145(1), pages 392-401, January.
- Ang, Joshua Ping, 2014. "Barter, Money and Direct Search Equilibrium," MPRA Paper 95352, University Library of Munich, Germany, revised 27 Jul 2019.
- Kahn, Charles M. & Roberds, William, 2009. "Why pay? An introduction to payments economics," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 1-23, January.
- Maria Bigoni & Gabriele Camera & Marco Casari, 2019. "Cooperation among strangers with and without a monetary system," Working Papers 19-01, Chapman University, Economic Science Institute.
- Fuchs Max & Michaelis Jochen, 2023. "Is a Secondary Currency Essential? – On the Welfare Effects of a New Currency," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 243(2), pages 153-167, April.
- Giovanni Bella, 2009. "A Search Model for Joint Implementation," Working Papers 2009.80, Fondazione Eni Enrico Mattei.
- Chao Gu & Randall Wright, 2016.
"Monetary Mechanisms,"
Working Papers
1601, Department of Economics, University of Missouri.
- Gu, Chao & Wright, Randall, 2016. "Monetary mechanisms," Journal of Economic Theory, Elsevier, vol. 163(C), pages 644-657.
- Joshua R. Hendrickson & Thomas L. Hogan & William J. Luther, 2016. "The Political Economy Of Bitcoin," Economic Inquiry, Western Economic Association International, vol. 54(2), pages 925-939, April.
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"Decentralized credit and monetary exchange without public record keeping,"
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Cambridge Books,
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- Halkos, George, 2012. "Importance and influence of organizational changes on companies and their employees," MPRA Paper 36811, University Library of Munich, Germany.
- Halkos, George & Matsiori, Steriani, 2012. "Determinants of willingness to pay for coastal zone quality improvement," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 41(4), pages 391-399.
- Halkos, George, 2012. "Assessing the economic value of protecting artificial lakes," MPRA Paper 39557, University Library of Munich, Germany.
- Halkos, George, 2011. "Economic valuation of coastal zone quality improvements," MPRA Paper 35395, University Library of Munich, Germany.
- Corbae,Dean & Durlauf,Steven N. & Hansen,Bruce E. (ed.), 2006.
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"Is the recent low oil price attributable to the shale revolution?,"
Energy Economics, Elsevier, vol. 67(C), pages 72-82.
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- Cheolbeom Park & Erdenebat Bataa, 2017. "Is the Recent Low Oil Price Attributable to the Shale Revolution?," Discussion Paper Series 1704, Institute of Economic Research, Korea University.
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"On real interest rate persistence: the role of breaks,"
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- Alfred A. Haug, 2013. "On Real Interest Rate Persistence: The Role of Breaks," Working Papers 1303, University of Otago, Department of Economics, revised Jan 2013.
- Ms. Juliana Dutra Araujo, 2009. "Fiscal Cycles in the Caribbean," IMF Working Papers 2009/158, International Monetary Fund.
- Boldea, Otilia & Hall, Alastair R., 2013.
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Journal of Econometrics, Elsevier, vol. 172(1), pages 158-167.
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- Otilia Boldea & Alastair R. Hall, 2009. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 126, Economics, The University of Manchester.
- Otilia Boldea & Alastair R. Hall, 2012. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 174, Economics, The University of Manchester.
- Felipe, Jesus & Lanzafame, Matteo, 2018.
"The PRC’s Long-Run Growth through the Lens of the Export-Led Growth Model,"
ADB Economics Working Paper Series
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- Felipe, Jesus & Lanzafame, Matteo, 2020. "The PRC's long-run growth through the lens of the export-led growth model," Journal of Comparative Economics, Elsevier, vol. 48(1), pages 163-181.
- Mohitosh Kejriwal, 2020.
"A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(3), pages 669-685, June.
- Mohitosh Kejriwal, 2017. "A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence," Purdue University Economics Working Papers 1303, Purdue University, Department of Economics.
- Cem Ertur & Antonio Musolesi, 2017.
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- Cem Ertur & Antonio Musolesi, 2015. "Weak and Strong cross-sectional dependence: a panel data analysis of international technology diffusion," SEEDS Working Papers 0415, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Feb 2015.
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