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James Vickery

Personal Details

First Name:James
Middle Name:
Last Name:Vickery
Suffix:
RePEc Short-ID:pvi152
http://www.newyorkfed.org/research/economists/vickery/index.html
Terminal Degree:2004 Economics Department; Massachusetts Institute of Technology (MIT) (from RePEc Genealogy)

Affiliation

(50%) Research and Statistics Group
Federal Reserve Bank of New York

New York City, New York (United States)
http://www.newyorkfed.org/research/



33 Liberty Street, New York, NY 10045-0001
RePEc:edi:rfrbnus (more details at EDIRC)

(50%) Federal Reserve Bank of New York

New York City, New York (United States)
http://www.newyorkfed.org/



33 Liberty Street, New York, NY 10045-0001
RePEc:edi:frbnyus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Dong Beom Choi & Fernando M. Duarte & Thomas M. Eisenbach & James Vickery, 2018. "Ten Years after the Crisis, Is the Banking System Safer?," Liberty Street Economics 20181114, Federal Reserve Bank of New York.
  2. Andreas Fuster & Matthew Plosser & James Vickery, 2018. "Analyzing the Effects of CFPB Oversight," Liberty Street Economics 20181009, Federal Reserve Bank of New York.
  3. Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery, 2018. "The role of technology in mortgage lending," Staff Reports 836, Federal Reserve Bank of New York.
  4. Jesper Berg & Morten Bækmand Nielsen & James Vickery, 2018. "Peas in a pod? Comparing the U.S. and Danish mortgage finance systems," Staff Reports 848, Federal Reserve Bank of New York.
  5. Andreas Fuster & James Vickery, 2018. "Regulation and risk shuffling in bank securities portfolios," Staff Reports 851, Federal Reserve Bank of New York.
  6. Andreas Fuster & Matthew Plosser & James Vickery, 2018. "How Is Technology Changing the Mortgage Market?," Liberty Street Economics 20180625, Federal Reserve Bank of New York.
  7. David Finkelstein & Andreas Strzodka & James Vickery, 2018. "Credit risk transfer and de facto GSE reform," Staff Reports 838, Federal Reserve Bank of New York.
  8. Andreas Fuster & Matthew Plosser & James Vickery, 2018. "Does CFPB Oversight Crimp Credit?," Staff Reports 857, Federal Reserve Bank of New York.
  9. Andreas Fuster & James Vickery, 2018. "What Happens When Regulatory Capital Is Marked to Market?," Liberty Street Economics 20181011, Federal Reserve Bank of New York.
  10. Andreas Fuster & Akhtar Shah & James Vickery, 2018. "Landing a Jumbo Is Getting Easier," Liberty Street Economics 20180214, Federal Reserve Bank of New York.
  11. Lauren Thomas & Ulysses Velasquez & James Vickery, 2016. "Are Banks Being Roiled by Oil?," Liberty Street Economics 20161024, Federal Reserve Bank of New York.
  12. John Campbell & Andreas Fuster & David O. Lucca & Stijn Van Nieuwerburgh & James Vickery, 2015. "Rethinking Mortgage Design," Liberty Street Economics 20150824, Federal Reserve Bank of New York.
  13. Angela Deng & Tara Sullivan & James Vickery, 2015. "Available for Sale? Understanding Bank Securities Portfolios," Liberty Street Economics 20150211, Federal Reserve Bank of New York.
  14. Beverly Hirtle & Anna Kovner & James Vickery, 2015. "Bank Capital and Risk: Cautionary or Precautionary?," Liberty Street Economics 20150202, Federal Reserve Bank of New York.
  15. W. Scott Frame & Andreas Fuster & Joseph Tracy & James Vickery, 2015. "Evaluating the Rescue of Fannie Mae and Freddie Mac," Liberty Street Economics 20151015, Federal Reserve Bank of New York.
  16. W. Scott Frame & Andreas Fuster & Joseph Tracy & James Vickery, 2015. "The rescue of Fannie Mae and Freddie Mac," Staff Reports 719, Federal Reserve Bank of New York.
  17. Anna Kovner & James Vickery & Lily Zhou, 2014. "Do Big Banks Have Lower Operating Costs?," Liberty Street Economics 201404325a, Federal Reserve Bank of New York.
  18. Meru Bhanot & Beverly Hirtle & Anna Kovner & James Vickery, 2014. "The CLASS Model: A Top-Down Assessment of the U.S. Banking System," Liberty Street Economics 20140604, Federal Reserve Bank of New York.
  19. Meru Bhanot & Beverly Hirtle & Anna Kovner & James Vickery, 2014. "Assessing financial stability: the Capital and Loss Assessment under Stress Scenarios (CLASS) model," Staff Reports 663, Federal Reserve Bank of New York.
  20. Dennis Kuo & David R. Skeie & James Vickery & Thomas Youle, 2013. "Identifying term interbank loans from Fedwire payments data," Staff Reports 603, Federal Reserve Bank of New York.
  21. Darrell Duffie & David R. Skeie & James Vickery, 2013. "A sampling-window approach to transactions-based Libor fixing," Staff Reports 596, Federal Reserve Bank of New York.
  22. Andreas Fuster & James Vickery, 2013. "Securitization and the fixed-rate mortgage," Staff Reports 594, Federal Reserve Bank of New York.
  23. Cole,Shawn A. & Gine,Xavier & Vickery,James, 2013. "How does risk management influence production decisions? evidence from a field experiment," Policy Research Working Paper Series 6546, The World Bank.
  24. Tara Sullivan & James Vickery, 2013. "A Look at Bank Loan Performance," Liberty Street Economics 20131016b, Federal Reserve Bank of New York.
  25. Dafna Avraham & Patricia Selvaggi & James Vickery, 2012. "Peeling the Onion: A Structural View of U.S. Bank Holding Companies," Liberty Street Economics 20120720, Federal Reserve Bank of New York.
  26. James J. McAndrews & Donald P. Morgan & James Vickery, 2012. "What’s Driving Up Money Growth?," Liberty Street Economics 20120523, Federal Reserve Bank of New York.
  27. Dafna Avraham & Tara Sullivan & James Vickery, 2012. "Tracking the U.S. Banking Industry," Liberty Street Economics 20121010, Federal Reserve Bank of New York.
  28. James Vickery, 2012. "The Dodd-Frank Act’s Potential Effects on the Credit Rating Industry," Liberty Street Economics 20120215, Federal Reserve Bank of New York.
  29. James Vickery, 2011. "Why are Adjustable Rate Mortgages So Rare These Days?," Liberty Street Economics 20110511, Federal Reserve Bank of New York.
  30. Gine, Xavier & Menand, Lev & Townsend, Robert & Vickery, James, 2010. "Microinsurance : a case study of the Indian rainfall index insurance market," Policy Research Working Paper Series 5459, The World Bank.
  31. Adam B. Ashcraft & Paul Goldsmith-Pinkham & James Vickery, 2010. "MBS ratings and the mortgage credit boom," Staff Reports 449, Federal Reserve Bank of New York.
  32. James Vickery & Joshua Wright, 2010. "TBA trading and liquidity in the agency MBS market," Staff Reports 468, Federal Reserve Bank of New York.
  33. Toni Dechario & Patricia C. Mosser & Joseph Tracy & James Vickery & Joshua Wright, 2010. "A private lender cooperative model for residential mortgage finance," Staff Reports 466, Federal Reserve Bank of New York.
  34. Shawn Cole & Xavier Gine & Jeremy Tobacman & Petia Topalova & Robert M. Townsend & James Vickery, 2009. "Barriers to household risk management: evidence from India," Staff Reports 373, Federal Reserve Bank of New York.
  35. James Vickery, 2008. "Summary \"how do financial frictions shape the product market? evidence from mortgage originations\"," Proceedings 1076, Federal Reserve Bank of Chicago.
  36. Gine, Xavier & Townsend, Robert & Vickery, James, 2007. "Statistical analysis of rainfall insurance payouts in southern India," Policy Research Working Paper Series 4426, The World Bank.
  37. James Vickery, 2007. "Interest rates and consumer choice in the residential mortgage market: a summary," Proceedings 1041, Federal Reserve Bank of Chicago.
  38. Xavier Gine & Robert M. Townsend & James Vickery, 2007. "Patterns of rainfall insurance participation in rural India," Staff Reports 302, Federal Reserve Bank of New York.
  39. James Vickery, 2005. "How and why do small firms manage interest rate risk? Evidence from commercial loans," Staff Reports 215, Federal Reserve Bank of New York.
  40. Meredith Beechey & David Gruen & James Vickery, 2000. "The Efficient Market Hypothesis: A Survey," RBA Research Discussion Papers rdp2000-01, Reserve Bank of Australia.
  41. James Vickery, 1999. "Unemployment and Skills in Australia," RBA Research Discussion Papers rdp1999-12, Reserve Bank of Australia.
  42. Guy Debelle & James Vickery, 1998. "Labour Market Adjustment: Evidence on Interstate Labour Mobility," RBA Research Discussion Papers rdp9801, Reserve Bank of Australia.
  43. Guy Debelle & James Vickery, 1997. "Is the Phillips Curve a Curve? Some Evidence and Implications for Australia," RBA Research Discussion Papers rdp9706, Reserve Bank of Australia.

Articles

  1. Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery, 2019. "The Role of Technology in Mortgage Lending," Review of Financial Studies, Society for Financial Studies, vol. 32(5), pages 1854-1899.
  2. David Finkelstein & Andreas Strzodka & James Vickery, 2018. "Credit risk transfer and de facto GSE reform," Economic Policy Review, Federal Reserve Bank of New York, issue 24-3, pages 88-116.
  3. Jesper Berg & Morten Bækmand Nielsen & James Vickery, 2018. "Peas in a pod? Comparing the U.S. and Danish mortgage finance systems," Economic Policy Review, Federal Reserve Bank of New York, issue 24-3, pages 63-87.
  4. Shawn Cole & Xavier Giné & James Vickery, 2017. "How Does Risk Management Influence Production Decisions? Evidence from a Field Experiment," Review of Financial Studies, Society for Financial Studies, vol. 30(6), pages 1935-1970.
  5. Hirtle, Beverly & Kovner, Anna & Vickery, James & Bhanot, Meru, 2016. "Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model," Journal of Banking & Finance, Elsevier, vol. 69(S1), pages 35-55.
  6. W. Scott Frame & Andreas Fuster & Joseph Tracy & James Vickery, 2015. "The Rescue of Fannie Mae and Freddie Mac," Journal of Economic Perspectives, American Economic Association, vol. 29(2), pages 25-52, Spring.
  7. Andreas Fuster & James Vickery, 2015. "Securitization and the Fixed-Rate Mortgage," Review of Financial Studies, Society for Financial Studies, vol. 28(1), pages 176-211.
  8. Anna Kovner & James Vickery & Lily Zhou, 2014. "Do big banks have lower operating costs?," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 1-27.
  9. James Vickery & Joshua Wright, 2013. "TBA trading and liquidity in the agency MBS market," Economic Policy Review, Federal Reserve Bank of New York, vol. 19(May), pages 1-18.
  10. Shawn Cole & Xavier Gine & Jeremy Tobacman & Petia Topalova & Robert Townsend & James Vickery, 2013. "Barriers to Household Risk Management: Evidence from India," American Economic Journal: Applied Economics, American Economic Association, vol. 5(1), pages 104-135, January.
  11. Dafna Avraham & Patricia Selvaggi & James Vickery, 2012. "A Structural view of U.S. bank holding companies," Economic Policy Review, Federal Reserve Bank of New York, issue 07, pages 65-81.
  12. Adam Ashcraft & Paul Goldsmith-Pinkham & Peter Hull & James Vickery, 2011. "Credit Ratings and Security Prices in the Subprime MBS Market," American Economic Review, American Economic Association, vol. 101(3), pages 115-119, May.
  13. Diego Aragon & Emanuel Moench & James Vickery, 2010. "Why is the market share of adjustable-rate mortgages so low?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 16(Dec).
  14. Xavier Giné & Robert Townsend & James Vickery, 2008. "Patterns of Rainfall Insurance Participation in Rural India," World Bank Economic Review, World Bank Group, vol. 22(3), pages 539-566, October.
  15. Vickery, James, 2008. "How and why do small firms manage interest rate risk," Journal of Financial Economics, Elsevier, vol. 87(2), pages 446-470, February.
  16. Xavier Giné & Robert Townsend & James Vickery, 2007. "Statistical Analysis of Rainfall Insurance Payouts in Southern India," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 89(5), pages 1248-1254.
  17. Guy Debelle & James Vickery, 1999. "Labour Market Adjustment: Evidence on Interstate LabourMobility," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 32(3), pages 249-263, September.
  18. Guy Debelle & James Vickery, 1998. "Is the Phillips Curve A Curve? Some Evidence and Implications for Australia," The Economic Record, The Economic Society of Australia, vol. 74(227), pages 384-398, December.

Chapters

  1. Guy Debelle & James Vickery, 1998. "The Macroeconomics of Australian Unemployment," RBA Annual Conference Volume (Discontinued), in: Guy Debelle & Jeff Borland (ed.),Unemployment and the Australian Labour Market, Reserve Bank of Australia.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Citations, Discounted by Citation Age
  5. Number of Citations, Weighted by Simple Impact Factor
  6. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Recursive Impact Factor
  8. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  11. h-index
  12. Number of Registered Citing Authors
  13. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  14. Number of Journal Pages, Weighted by Simple Impact Factor
  15. Number of Journal Pages, Weighted by Recursive Impact Factor
  16. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  17. Euclidian citation score
  18. Breadth of citations across fields

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 33 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-URE: Urban & Real Estate Economics (17) 2010-06-11 2010-09-03 2010-09-25 2013-01-26 2015-03-27 2015-04-19 2018-03-05 2018-03-12 2018-04-30 2018-06-18 2018-06-25 2018-07-30 2020-02-17 2020-03-09 2020-03-30 2020-03-30 2020-03-30. Author is listed
  2. NEP-BAN: Banking (12) 2010-06-11 2013-01-26 2013-03-23 2014-03-22 2018-03-05 2018-03-12 2018-04-30 2018-06-25 2018-07-09 2018-07-30 2020-03-02 2020-03-09. Author is listed
  3. NEP-RMG: Risk Management (7) 2005-10-04 2009-07-11 2010-06-11 2013-07-28 2013-12-29 2014-11-01 2018-07-09. Author is listed
  4. NEP-AGR: Agricultural Economics (6) 2007-10-06 2007-12-15 2010-11-06 2013-07-28 2013-12-29 2014-11-01. Author is listed
  5. NEP-IAS: Insurance Economics (6) 2007-10-06 2007-12-15 2009-07-11 2010-09-03 2010-11-06 2013-07-28. Author is listed
  6. NEP-MFD: Microfinance (6) 2009-07-11 2010-11-06 2011-01-16 2013-07-28 2013-12-29 2014-11-01. Author is listed
  7. NEP-EXP: Experimental Economics (5) 2009-07-11 2011-01-16 2013-07-28 2013-12-29 2014-11-01. Author is listed
  8. NEP-DEV: Development (4) 2007-10-06 2007-12-15 2009-07-11 2011-01-16
  9. NEP-PAY: Payment Systems & Financial Technology (4) 2018-03-05 2018-04-30 2018-06-25 2020-03-09
  10. NEP-CWA: Central & Western Asia (3) 2007-10-06 2007-12-15 2009-07-11
  11. NEP-FMK: Financial Markets (3) 2005-10-04 2010-06-11 2010-09-25
  12. NEP-CFN: Corporate Finance (2) 2005-10-04 2014-03-22
  13. NEP-MON: Monetary Economics (2) 2013-03-23 2020-03-16
  14. NEP-BEC: Business Economics (1) 2005-10-04
  15. NEP-ENE: Energy Economics (1) 2020-03-23
  16. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2018-07-09
  17. NEP-MAC: Macroeconomics (1) 2020-03-16
  18. NEP-MST: Market Microstructure (1) 2010-09-25

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