IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to follow this author

Andreas Fuster

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

Personal Details

First Name:Andreas
Middle Name:
Last Name:Fuster
Suffix:
RePEc Short-ID:pfu92
Email:
Homepage:
Postal Address:
Phone:
Location: New York City, New York (United States)
Homepage: http://www.newyorkfed.org/research/
Email:
Phone:
Fax:
Postal: 33 Liberty Street, New York, NY 10045-0001
Handle: RePEc:edi:rfrbnus (more details at EDIRC)
in new window

  1. Fuster, Andreas & Zafar, Basit, 2014. "The sensitivity of housing demand to financing conditions: evidence from a survey," Staff Reports 702, Federal Reserve Bank of New York.
  2. Boyarchenko, Nina & Fuster, Andreas & Lucca, David O., 2014. "Understanding mortgage spreads," Staff Reports 674, Federal Reserve Bank of New York.
  3. Beshears, John Leonard & Choi, James J & Fuster, Andreas & Laibson, David I. & Madrian, Brigitte, 2013. "What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting," Scholarly Articles 12378032, Harvard University Department of Economics.
  4. Keith M. Marzilli Ericson & Andreas Fuster, 2013. "The Endowment Effect," NBER Working Papers 19384, National Bureau of Economic Research, Inc.
  5. Andreas Fuster & James Vickery, 2013. "Securitization and the fixed-rate mortgage," Staff Reports 594, Federal Reserve Bank of New York.
  6. Fuster, Andreas & Hebert, Benjamin Michael & Laibson, David I., 2012. "Investment Dynamics with Natural Expectations," Scholarly Articles 10139283, Harvard University Department of Economics.
  7. Andreas Fuster & Paul S. Willen, 2012. "Payment size, negative equity, and mortgage default," Staff Reports 582, Federal Reserve Bank of New York.
  8. Andreas Fuster & Benjamin Hebert & David Laibson, 2011. "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing," NBER Working Papers 17301, National Bureau of Economic Research, Inc.
  9. Laibson, David I. & Fuster, Andreas & Mendel, Brock, 2010. "Natural Expectations and Macroeconomic Fluctuations," Scholarly Articles 9938147, Harvard University Department of Economics.
  10. Andreas Fuster & Paul S. Willen, 2010. "$1.25 Trillion is still real money : some facts about the effects of the Federal Reserve’s mortgage market investments," Public Policy Discussion Paper 10-4, Federal Reserve Bank of Boston.
  11. Andreas Fuster & Paul S. Willen, 2010. "Insuring consumption using income-linked assets," Working Papers 10-1, Federal Reserve Bank of Boston.
  12. Andreas Fuster & Stephan Meier, 2009. "Another hidden cost of incentives: the detrimental effect on norm enforcement," Working Papers 09-2, Federal Reserve Bank of Boston.
  13. Keith M. Marzilli Ericson & Andreas Fuster, 2009. "Expectations as Endowments: Reference-Dependent Preferences and Exchange Behavior," Levine's Working Paper Archive 814577000000000415, David K. Levine.
  1. Keith M. Marzilli Ericson & Andreas Fuster, 2014. "The Endowment Effect," Annual Review of Economics, Annual Reviews, vol. 6(1), pages 555-579, 08.
  2. Fuster, Andreas & Goodman, Laurie & Lucca, David O. & Madar, Laurel & Molloy, Linsey & Willen, Paul S., 2013. "The rising gap between primary and secondary mortgage rates," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 17-39.
  3. John Beshears & James J. Choi & Andreas Fuster & David Laibson & Brigitte C. Madrian, 2013. "What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting," American Economic Review, American Economic Association, vol. 103(3), pages 570-74, May.
  4. Andreas Fuster & Benjamin Hebert & David Laibson, 2012. "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 1 - 48.
  5. Andreas Fuster & Paul S. Willen, 2011. "Insuring Consumption Using Income-Linked Assets," Review of Finance, European Finance Association, vol. 15(4), pages 835-873.
  6. Keith M. Marzilli Ericson & Andreas Fuster, 2011. "Expectations as Endowments: Evidence on Reference-Dependent Preferences from Exchange and Valuation Experiments," The Quarterly Journal of Economics, Oxford University Press, vol. 126(4), pages 1879-1907.
  7. Andreas Fuster & Stephan Meier, 2010. "Another Hidden Cost of Incentives: The Detrimental Effect on Norm Enforcement," Management Science, INFORMS, vol. 56(1), pages 57-70, January.
  8. Andreas Fuster & David Laibson & Brock Mendel, 2010. "Natural Expectations and Macroeconomic Fluctuations," Journal of Economic Perspectives, American Economic Association, vol. 24(4), pages 67-84, Fall.
  1. Andreas Fuster & Benjamin Hebert & David Laibson, 2011. "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 1-48 National Bureau of Economic Research, Inc.
13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2013-01-07 2013-01-26 2013-09-26
  2. NEP-CBA: Central Banking (3) 2010-04-11 2010-09-25 2011-08-29
  3. NEP-CBE: Cognitive & Behavioural Economics (2) 2009-12-19 2014-07-28
  4. NEP-DGE: Dynamic General Equilibrium (1) 2010-04-11
  5. NEP-EVO: Evolutionary Economics (1) 2013-09-24
  6. NEP-EXP: Experimental Economics (3) 2009-03-22 2013-09-24 2014-07-28
  7. NEP-HPE: History & Philosophy of Economics (1) 2014-07-28
  8. NEP-MAC: Macroeconomics (3) 2011-08-29 2013-09-26 2014-12-29
  9. NEP-MON: Monetary Economics (1) 2010-09-25
  10. NEP-RMG: Risk Management (1) 2010-04-11
  11. NEP-UPT: Utility Models & Prospect Theory (1) 2013-09-24
  12. NEP-URE: Urban & Real Estate Economics (5) 2013-01-07 2013-01-26 2013-09-26 2014-06-22 2014-12-29. Author is listed
This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Recursive Impact Factor

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Andreas Fuster should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.