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Shane Mick Sherlund

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:

    Mentioned in:

    1. YELLEN: Monetary Policy Shouldn't Change Because People Are Worried About Financial Stability
      by Rob Wile in Business Insider on 2014-07-02 20:00:00
    2. Chair Janet L. Yellen: Monetary Policy and Financial Stability
      by Guest Author in The Big Picture on 2014-07-03 14:00:18
  1. Alvaro Mezza & Daniel R. Ringo & Shane M. Sherlund & Kamila Sommer, 2016. "Student Loans and Homeownership," Finance and Economics Discussion Series 2016-10, Board of Governors of the Federal Reserve System (U.S.).

    Mentioned in:

    1. The Student Debt Crisis: Could It Slow the U.S. Economy?
      by ? in Knowledge@Wharton on 2018-10-22 20:03:33

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Xenia Matschke & Shane M. Sherlund, 2006. "Do Labor Issues Matter in the Determination of U.S. Trade Policy? An Empirical Reevaluation," American Economic Review, American Economic Association, vol. 96(1), pages 405-421, March.

    Mentioned in:

    1. Do Labor Issues Matter in the Determination of U.S. Trade? An Empirical Reevaluation (AER 2006) in ReplicationWiki ()

Working papers

  1. Aurel Hizmo & Shane M. Sherlund, 2018. "The Effects of the Ability-to-Repay / Qualified Mortgage Rule on Mortgage Lending," FEDS Notes 2018-11-16, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Bhutta, Neil & Ringo, Daniel, 2021. "The effect of interest rates on home buying: Evidence from a shock to mortgage insurance premiums," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 195-211.

  2. Wayne Passmore & Shane M. Sherlund, 2016. "Government-Backed Mortgage Insurance Promoted a Speedier Recovery from the Great Recession," FEDS Notes 2016-04-12, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Daniel I. García, 2018. "Employment in the Great Recession : How Important Were Household Credit Supply Shocks?," Finance and Economics Discussion Series 2018-074, Board of Governors of the Federal Reserve System (U.S.).

  3. Alvaro Mezza & Daniel R. Ringo & Shane M. Sherlund & Kamila Sommer, 2016. "Student Loans and Homeownership," Finance and Economics Discussion Series 2016-10, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. James C. Cox & Daniel Kreisman & Susan Dynarski, 2018. "Designed to Fail: Effects of the Default Option and Information Complexity on Student Loan Repayment," NBER Working Papers 25258, National Bureau of Economic Research, Inc.
    2. Botsch, Matthew J. & Morris, Stephen D., 2021. "Job loss risk, expected mobility, and home ownership," Journal of Housing Economics, Elsevier, vol. 53(C).

  4. Steven A. Sharpe & Shane M. Sherlund, 2015. "Crowding Out Effects of Refinancing on New Purchase Mortgages," Finance and Economics Discussion Series 2015-17, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Mikel Bedayo & Gabriel Jiménez & José-Luis Peydró & Raquel Vegas, 2020. "Screening and loan origination time: lending standards, loan defaults and bank failures," Working Papers 2037, Banco de España.
    2. Andreas Fuster & Aurel Hizmo & Lauren Lambie-Hanson & James Vickery & Paul S. Willen, 2021. "How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic," NBER Working Papers 28843, National Bureau of Economic Research, Inc.
    3. Lynn M. Fisher & Mike Fratantoni & Stephen D. Oliner & Tobias J. Peter, 2021. "Jumbo rates below conforming rates: When did this happen and why?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(S2), pages 461-489, September.
    4. Andreas Fuster & Matthew Plosser & Philipp Schnabl & James Vickery, 2019. "The Role of Technology in Mortgage Lending," The Review of Financial Studies, Society for Financial Studies, vol. 32(5), pages 1854-1899.
    5. Andreas Fuster & Stephanie Lo & Paul S. Willen, 2017. "The time-varying price of financial intermediation in the mortgage market," Staff Reports 805, Federal Reserve Bank of New York.
    6. Neil Bhutta & Daniel R. Ringo, 2017. "The Effect of Interest Rates on Home Buying : Evidence from a Discontinuity in Mortgage Insurance Premiums," Finance and Economics Discussion Series 2017-086, Board of Governors of the Federal Reserve System (U.S.).
    7. Dong Beom Choi & Hyun‐Soo Choi & Jung‐Eun Kim, 2022. "Clogged Intermediation: Were Home Buyers Crowded Out?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 1065-1098, June.
    8. Ahnert, Toni & Kuncl, Martin, 2022. "Government loan guarantees, market liquidity, and lending standards," Working Paper Series 2710, European Central Bank.
    9. Joshua Bosshardt & Ali Kakhbod & Amir Kermani, 2023. "The Value of Intermediaries for GSE Loans," FHFA Staff Working Papers 23-01, Federal Housing Finance Agency.
    10. Stuart A. Gabriel & Matteo Iacoviello & Chandler Lutz, 2020. "A Crisis of Missed Opportunities? Foreclosure Costs and Mortgage Modification During the Great Recession," Finance and Economics Discussion Series 2020-053, Board of Governors of the Federal Reserve System (U.S.).
    11. Morris A Davis & William D Larson & Stephen D Oliner & Benjamin R Smith, 2023. "A Quarter Century of Mortgage Risk," Review of Finance, European Finance Association, vol. 27(2), pages 581-618.

  5. Alvaro Mezza & Shane M. Sherlund & Kamila Sommer, 2014. "Student Loans and Homeownership Trends," FEDS Notes 2014-10-15, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Nicolas Ziebarth & Martin Gervais, 2017. "Life after Debt: Post-Graduation Consequences of Federal Student Loans," 2017 Meeting Papers 238, Society for Economic Dynamics.
    2. Jordan Rappaport, 2015. "Millennials, baby boomers, and rebounding multifamily home construction," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 37-55.

  6. Merrill, Craig B. & Nadauld, Taylor & Sherlund, Shane M., 2013. "Why Did Financial Institutions Sell RMBS at Fire Sale Prices during the Financial Crisis?," Working Paper Series 2013-02, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

    Cited by:

    1. Sylvain Benoît & Christophe Hurlin & Christophe Pérignon, 2015. "Implied Risk Exposures," Post-Print hal-01485613, HAL.
    2. Bo Becker & Marcus Opp, 2013. "Regulatory reform and risk-taking: replacing ratings," NBER Working Papers 19257, National Bureau of Economic Research, Inc.

  7. Craig B. Merrill & Taylor D. Nadauld & René M. Stulz & Shane Sherlund, 2012. "Did Capital Requirements and Fair Value Accounting Spark Fire Sales in Distressed Mortgage-Backed Securities?," NBER Working Papers 18270, National Bureau of Economic Research, Inc.

    Cited by:

    1. Georgescu, Oana-Maria, 2015. "Contagion in the interbank market: Funding versus regulatory constraints," Journal of Financial Stability, Elsevier, vol. 18(C), pages 1-18.
    2. Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi, February.
    3. Joseph Briggs & Christopher Tonetti, 2019. "Risky Insurance: Insurance Portfolio Choice with Incomplete Markets," 2019 Meeting Papers 1388, Society for Economic Dynamics.
    4. Thomas Eisenbach & Fernando Duarte, 2014. "Fire-Sale Spillovers and Systemic Risk," 2014 Meeting Papers 541, Society for Economic Dynamics.
    5. Thomas L. Hogan, 2021. "A Review of the Regulatory Impact Analysis of Risk-Based Capital and Related Liquidity Rules," JRFM, MDPI, vol. 14(1), pages 1-29, January.
    6. Ralph S. J. Koijen & Motohiro Yogo, 2015. "The Cost of Financial Frictions for Life Insurers," American Economic Review, American Economic Association, vol. 105(1), pages 445-475, January.
    7. Biais, Bruno & Heider, Florian & Hoerova, Marie, 2022. "Variation margins, fire-sales and information-constrained optimality," TSE Working Papers 126554, Toulouse School of Economics (TSE).
    8. Derrick W. H. Fung & David Jou & Ai Ju Shao & Jason J. H. Yeh, 2018. "The China Risk-Oriented Solvency System: A Comparative Assessment with Other Risk-Based Supervisory Frameworks," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(1), pages 16-36, January.
    9. Jobst, Andreas A., 2014. "Measuring systemic risk-adjusted liquidity (SRL)—A model approach," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 270-287.
    10. E. Chrétien & V. Lyonnet, 2017. "Traditional and Shadow Banks during the Crisis," Débats économiques et financiers 27, Banque de France.
    11. Riedler, Jesper & Brueckbauer, Frank, 2017. "Evaluating regulation within an artificial financial system: A framework and its application to the liquidity coverage ratio regulation," ZEW Discussion Papers 17-022, ZEW - Leibniz Centre for European Economic Research.
    12. Douglas Gale & Tanju Yorulmazer, 2020. "Bank capital, fire sales, and the social value of deposits," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(4), pages 919-963, June.
    13. Podlich, Natalia, 2014. "On the role of the ECB's collateral framework in preventing fire sales," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100510, Verein für Socialpolitik / German Economic Association.
    14. Ralph S. J. Koijen & Motohiro Yogo, 2014. "Shadow Insurance," Staff Report 505, Federal Reserve Bank of Minneapolis.
    15. Kirti, Divya, 2018. "When gambling for resurrection is too risky," ESRB Working Paper Series 69, European Systemic Risk Board.
    16. Chernenko, Sergey & Sunderam, Adi, 2020. "Do fire sales create externalities?," Journal of Financial Economics, Elsevier, vol. 135(3), pages 602-628.
    17. Choi, Jaewon & Hoseinzade, Saeid & Shin, Sean Seunghun & Tehranian, Hassan, 2020. "Corporate bond mutual funds and asset fire sales," Journal of Financial Economics, Elsevier, vol. 138(2), pages 432-457.
    18. Federico Apicella & Raffaele Gallo & Giovanni Guazzarotti, 2022. "Insurers' investments before and after the Covid-19 outbreak," Temi di discussione (Economic working papers) 1363, Bank of Italy, Economic Research and International Relations Area.
    19. Aldasoro, Iñaki & Hüser, Anne-Caroline & Kok, Christoffer, 2022. "Contagion accounting in stress-testing," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
    20. Jansson, Walter, 2021. "Revisiting Subprime Pricing Irrationality During the Global Financial Crisis," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 3(2), pages 1-40, April.
    21. Aldasoro, Iñaki & Hüser, Anne-Caroline & Kok, Christoffer, 2020. "Contagion accounting," Bank of England working papers 897, Bank of England.
    22. Sergey Chernenko & Adi Sunderam, 2016. "Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds," NBER Working Papers 22391, National Bureau of Economic Research, Inc.
    23. Margrét Vilborg Bjarnadóttir & Louiqa Raschid, 2023. "Modeling Financial Products and Their Supply Chains," INFORMS Joural on Data Science, INFORMS, vol. 2(2), pages 138-160, October.
    24. David Musto & Greg Nini & Krista Schwarz, 2018. "Notes on Bonds: Illiquidity Feedback During the Financial Crisis," The Review of Financial Studies, Society for Financial Studies, vol. 31(8), pages 2983-3018.
    25. William Fuchs & Andrzej Skrzypacz, 2019. "Costs and benefits of dynamic trading in a lemons market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 105-127, July.
    26. Stijn Claessens, 2015. "An Overview of Macroprudential Policy Tools," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 397-422, December.
    27. Ralph S.J. Koijen & Motohiro Yogo, 2017. "Risk of Life Insurers: Recent Trends and Transmission Mechanisms," NBER Working Papers 23365, National Bureau of Economic Research, Inc.
    28. Timmer, Yannick, 2018. "Cyclical investment behavior across financial institutions," ESRB Working Paper Series 77, European Systemic Risk Board.
    29. Sergey Chernenko & Adi Sunderam, 2018. "Do Fire Sales Create Externalities?," NBER Working Papers 25104, National Bureau of Economic Research, Inc.
    30. Ellul, Andrew & Jotikasthira, Chotibhak & Lundblad, Christian T. & Wang, Yihui, 2013. "Mark-to-market accounting and systemic risk: evidence from the insurance industry," LSE Research Online Documents on Economics 60968, London School of Economics and Political Science, LSE Library.
    31. Maurizio Trapanese, 2021. "The economics of non-bank financial intermediation: why do we need to fill the regulation gap?," Questioni di Economia e Finanza (Occasional Papers) 625, Bank of Italy, Economic Research and International Relations Area.
    32. Leung, W.S. & Taylor, N. & Evans, K.P., 2015. "The determinants of bank risks: Evidence from the recent financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 277-293.
    33. Chernenko, Sergey & Sunderam, Adi, 2016. "Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds," ESRB Working Paper Series 23, European Systemic Risk Board.
    34. Douglas, Graeme & Noss, Joseph & Vause, Nicholas, 2017. "The impact of Solvency II regulations on life insurers’ investment behaviour," Bank of England working papers 664, Bank of England.
    35. Sen, Ishita & Humphry, David, 2018. "Capital regulation and product market outcomes," Bank of England working papers 715, Bank of England.
    36. Woon Sau Leung & Nicholas Taylor, 2013. "Testing for contagion: the impact of US structured markets on international financial markets," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 11, pages 256-284, Edward Elgar Publishing.
    37. Bradley Jones, 2016. "Institutionalizing Countercyclical Investment: A Framework for Long-term Asset Owners," IMF Working Papers 2016/038, International Monetary Fund.

  8. Nadauld, Taylor D. & Sherlund, Shane M., 2009. "The Role of the Securitization Process in the Expansion of Subprime Credit," Working Paper Series 2009-9, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

    Cited by:

    1. Benmelech, Efraim & Dlugosz, Jennifer & Ivashina, Victoria, 2012. "Securitization without adverse selection: The case of CLOs," Journal of Financial Economics, Elsevier, vol. 106(1), pages 91-113.
    2. G. Peersman & W. Wagner, 2014. "Shocks to Bank Lending, Risk-Taking, Securitization, and their Role for U.S. Business Cycle Fluctuations," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 14/874, Ghent University, Faculty of Economics and Business Administration.
    3. Ben S. Bernanke & Carol C. Bertaut & Steven B. Kamin & Laurie Pounder DeMarco, 2011. "International capital flows and the returns to safe assets in the United States, 2003-2007," International Finance Discussion Papers 1014, Board of Governors of the Federal Reserve System (U.S.).
    4. John Cotter & Stuart Gabriel & Richard Roll, 2014. "Can housing risk be diversified? A cautionary tale from the housing boom and bust," Working Papers 201412, Geary Institute, University College Dublin.
    5. Taipalus, Katja, 2012. "Detecting asset price bubbles with time-series methods," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2012_047.
    6. Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2015. "Credit supply and the housing boom," Staff Reports 709, Federal Reserve Bank of New York.
    7. Kau, James B. & Keenan, Donald C. & Lyubimov, Constantine & Carlos Slawson, V., 2011. "Subprime mortgage default," Journal of Urban Economics, Elsevier, vol. 70(2-3), pages 75-87, September.
    8. Alper Kara & David Marques-Ibanez & Steven Ongena, 2015. "Securitization and lending standards: Evidence from the European wholesale loan market," International Finance Discussion Papers 1141, Board of Governors of the Federal Reserve System (U.S.).
    9. Manuel Adelino & Antoinette Schoar & Felipe Severino, 2015. "Loan Originations and Defaults in the Mortgage Crisis: The Role of the Middle Class," NBER Working Papers 20848, National Bureau of Economic Research, Inc.
    10. Ongena, Steven & Kara, Alper & Marqués-Ibáñez, David, 2017. "Securitization and credit quality," Working Paper Series 2009, European Central Bank.
    11. Aiyar, Shekhar & Calomiris, Charles & Wieladek, Tomasz, 2014. "How does credit supply respond to monetary policy and bank minimum capital requirements?," Bank of England working papers 508, Bank of England.
    12. Ashcraft, A. & Goldsmith-Pinkham, P. & Vickery, J., 2010. "MBS Ratings and the Mortgage Credit Boom," Other publications TiSEM 5da00f7a-44c3-4829-903c-d, Tilburg University, School of Economics and Management.
    13. Fligstein, Neil & Goldstein, Adam, 2011. "Catalyst of Disaster: Subprime Mortgage Securitization and the Roots of the Great Recession," Institute for Research on Labor and Employment, Working Paper Series qt83x2h03n, Institute of Industrial Relations, UC Berkeley.
    14. Gabriele Galati & Richhild Moessner, 2013. "Macroprudential Policy – A Literature Review," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 846-878, December.
    15. Chintal Desai & Gregory Elliehausen & Edward Lawrence, 2014. "On the County-Level Credit Outcome Beta," Journal of Financial Services Research, Springer;Western Finance Association, vol. 45(2), pages 201-218, April.
    16. Jane K. Dokko & Brian M. Doyle & Skander J. van den Heuvel & Michael T. Kiley & Jinill Kim & Shane M. Sherlund & Jae W. Sim, 2009. "Monetary policy and the housing bubble," Finance and Economics Discussion Series 2009-49, Board of Governors of the Federal Reserve System (U.S.).
    17. Daniel I. García, 2018. "Employment in the Great Recession : How Important Were Household Credit Supply Shocks?," Finance and Economics Discussion Series 2018-074, Board of Governors of the Federal Reserve System (U.S.).
    18. Daniel I. García, 2022. "Second‐home buying and the housing boom and bust," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(1), pages 33-58, March.
    19. Dean Corbae & Erwan Quintin, 2019. "Asset Quality Dynamics," 2019 Meeting Papers 368, Society for Economic Dynamics.
    20. Herwartz, Helmut & Roestel, Jan, 2018. "A structural approach to identify financial transmission in distinguished scenarios of crises," Economics Working Papers 2018-08, Christian-Albrechts-University of Kiel, Department of Economics.
    21. Mariko Fujii, 2010. "Securitized Products, Financial Regulation, and Systemic Risk," Working Papers id:3007, eSocialSciences.
    22. Bikki Jaggi & James P. Winder & Cheng-Few Lee, 2010. "Is There a Future for Fair Value Accounting After the 2008–2009 Financial Crisis?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 469-493.
    23. Luis Otero-Gonzᬥz & Miguel Ezcurra-P鲥z & Rub鮠Lado-Sestayo & Pablo DurᮭSantomil, 2015. "The main determinants of subprime securitization in the Spanish RMBS securities," Applied Economics, Taylor & Francis Journals, vol. 47(58), pages 6301-6316, December.
    24. Mariko Fujii, 2012. "Securitized Products, Financial Regulation and Systemic Risk," Chapters, in: Masahiro Kawai & David G. Mayes & Peter Morgan (ed.), Implications of the Global Financial Crisis for Financial Reform and Regulation in Asia, chapter 5, Edward Elgar Publishing.
    25. Zhang, Jiarui & Xu, Xiaonian, 2020. "The effects of the monetary policy on the U.S. housing boom from 2001 to 2006," Research in Economics, Elsevier, vol. 74(4), pages 301-322.
    26. Chunshuo LI & Steven ONGENA, 2014. "Bank Loan Announcements and Borrower Stock Returns Before and During the Recent Financial Crisis," Swiss Finance Institute Research Paper Series 14-26, Swiss Finance Institute, revised Jul 2015.
    27. Mariko Fujii, 2010. "Securitized Products, Financial Regulation, and Systemic Risk," Finance Working Papers 23010, East Asian Bureau of Economic Research.
    28. Andre Guettler & Ulrich Hommel & Julia Reichert, 2011. "The influence of sponsor, servicer, and underwriter characteristics on RMBS performance," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(3), pages 281-311, September.

  9. Kristopher Gerardi & Andreas Lehnert & Shane M. Sherlund & Paul S. Willen, 2009. "Making sense of the subprime crisis," Public Policy Discussion Paper 09-1, Federal Reserve Bank of Boston.

    Cited by:

    1. Thorvardur Tjörvi Ólafsson & Karen Á. Vignisdóttir, 2012. "Households’ position in the financial crisis in Iceland. Analysis based on a nationwide household-level database," Economics wp59, Department of Economics, Central bank of Iceland.
    2. Fernando Ferreira & Joseph Gyourko, 2011. "Anatomy of the Beginning of the Housing Boom: U.S. Neighborhoods and Metropolitan Areas, 1993-2009," NBER Working Papers 17374, National Bureau of Economic Research, Inc.
    3. John V. Duca & John Muellbauer & Anthony Murphy, 2010. "Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future," SERC Discussion Papers 0049, Centre for Economic Performance, LSE.
    4. Akin, Ozlem & Marín, J.M. & Peydró, José-Luis, 2019. "Anticipating the Financial Crisis: Evidence from Insider Trading in Banks," EconStor Preprints 216803, ZBW - Leibniz Information Centre for Economics.
    5. Blackburn, McKinley L. & Vermilyea, Todd, 2012. "The prevalence and impact of misstated incomes on mortgage loan applications," Journal of Housing Economics, Elsevier, vol. 21(2), pages 151-168.
    6. Kelly, Robert & O'Toole, Conor, 2016. "Lending Conditions and Loan Default: What Can We Learn From UK Buy-to-Let Loans?," Research Technical Papers 04/RT/16, Central Bank of Ireland.
    7. Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Neglected Risks, Financial Innovation, and Financial Fragility," Working Papers 502, Barcelona School of Economics.
    8. Seru, Amit & Rajan, Uday & Vig, Vikrant, 2015. "The Failure of Models That Predict Failure: Distance, Incentives, and Defaults," Research Papers 3464, Stanford University, Graduate School of Business.
    9. Roberto Pancrazi & Mario Pietrunti, 2014. "Natural Expectations and Home Equity Extraction," Temi di discussione (Economic working papers) 984, Bank of Italy, Economic Research and International Relations Area.
    10. Katrin Assenmacher-Wesche & Stefan Gerlach, 2008. "Monetary policy, asset prices and macroeconomic conditions : a panel-VAR study," Working Paper Research 149, National Bank of Belgium.
    11. Janet L. Yellen, 2009. "Closing panel presentation," Speech 73, Federal Reserve Bank of San Francisco.
    12. James MacGee, 2012. "The Rise in Consumer Credit and Bankruptcy: Cause for Concern?," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 346, April.
    13. Horioka, Charles Yuji & Niimi, Yoko, 2020. "Was the expansion of housing credit in Japan good or bad?," Japan and the World Economy, Elsevier, vol. 53(C).
    14. Yavuz Arslan & Bulent Guler & Burhan Kuruscu, 2020. "Credit supply driven boom-bust cycles," BIS Working Papers 885, Bank for International Settlements.
    15. Victor Filipe Martins da Rocha & Yiannis Vailakis, 2012. "Endogenous debt constraints in collateralized economies with default penalties," Post-Print hal-00664551, HAL.
    16. Deniz Igan & Prachi Mishra & Thierry Tressel, 2011. "A Fistful of Dollars: Lobbying and the Financial Crisis," NBER Working Papers 17076, National Bureau of Economic Research, Inc.
    17. Lucca, David & Vickery, James, 2022. "Mortgage-Backed Securities," CEPR Discussion Papers 16989, C.E.P.R. Discussion Papers.
    18. Sarah Auster & Nicola Pavoni, 2020. "Limited Awareness and Financial Intermediation," CRC TR 224 Discussion Paper Series crctr224_2020_252, University of Bonn and University of Mannheim, Germany.
    19. Radygin, Alexander & Entov, Revold, 2013. ""Fundamental" theorem of privatization: ideology, evolution, practice," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, pages 7-45, December.
    20. Schlafmann, Kathrin & rozsypal, filip, 2017. "Overpersistence Bias in Individual Income Expectations and its Aggregate Implications," CEPR Discussion Papers 12028, C.E.P.R. Discussion Papers.
    21. Neil Bhutta & Jane K. Dokko & Hui Shan, 2010. "The depth of negative equity and mortgage default decisions," Finance and Economics Discussion Series 2010-35, Board of Governors of the Federal Reserve System (U.S.).
    22. Coskun, Yener, 2010. "Küresel Kriz Dersleri Işığında Aracı Kurumlarda Finansal Dayanıklılığı Artıran Düzenlemelerin Gözden Geçirilmesi [Review the Regulations of Financial Strength in Securities Firms in the Light of Gl," MPRA Paper 27072, University Library of Munich, Germany.
    23. Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013. "Financial stability monitoring," Staff Reports 601, Federal Reserve Bank of New York.
    24. Sommer, Kamila & Sullivan, Paul & Verbrugge, Randal, 2013. "The equilibrium effect of fundamentals on house prices and rents," Journal of Monetary Economics, Elsevier, vol. 60(7), pages 854-870.
    25. Larry D. Wall, 2012. "Central banking for financial stability Some lessons from the recent instability in the US and euro area," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 247-280, August.
    26. Chernenko, Sergey & Hanson, Samuel G. & Sunderam, Adi, 2016. "Who neglects risk? Investor experience and the credit boom," Journal of Financial Economics, Elsevier, vol. 122(2), pages 248-269.
    27. Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2013. "A Model of Shadow Banking," Journal of Finance, American Finance Association, vol. 68(4), pages 1331-1363, August.
    28. Thomas Schelkle, 2018. "Mortgage Default during the U.S. Mortgage Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1101-1137, September.
    29. Ben S. Bernanke & Carol C. Bertaut & Steven B. Kamin & Laurie Pounder DeMarco, 2011. "International capital flows and the returns to safe assets in the United States, 2003-2007," International Finance Discussion Papers 1014, Board of Governors of the Federal Reserve System (U.S.).
    30. 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.
    31. Bubb, Ryan & Kaufman, Alex, 2014. "Securitization and moral hazard: Evidence from credit score cutoff rules," Journal of Monetary Economics, Elsevier, vol. 63(C), pages 1-18.
    32. W. Scott Frame & Lawrence J. White, 2009. "Technological change, financial innovation, and diffusion in banking," FRB Atlanta Working Paper 2009-10, Federal Reserve Bank of Atlanta.
    33. Vojtech, Cindy M. & Kay, Benjamin S. & Driscoll, John C., 2020. "The real consequences of bank mortgage lending standards," Journal of Financial Intermediation, Elsevier, vol. 44(C).
    34. Lydon, Reamonn & McCarthy, Yvonne, 2011. "What Lies Beneath? Understanding Recent Trends in Irish Mortgage Arrears," Research Technical Papers 14/RT/11, Central Bank of Ireland.
    35. Miron, Jeffrey A., 2009. "Bailout or Bankruptcy?," Scholarly Articles 11380185, Harvard University Department of Economics.
    36. Farboodi, Maryam & Kondor, Peter, 2021. "Cleansing by tight credit: rational cycles and endogenous lending standards," LSE Research Online Documents on Economics 118900, London School of Economics and Political Science, LSE Library.
    37. Khandani, Amir E. & Lo, Andrew W. & Merton, Robert C., 2013. "Systemic risk and the refinancing ratchet effect," Journal of Financial Economics, Elsevier, vol. 108(1), pages 29-45.
    38. Kau, James B. & Keenan, Donald C. & Lyubimov, Constantine & Carlos Slawson, V., 2011. "Subprime mortgage default," Journal of Urban Economics, Elsevier, vol. 70(2-3), pages 75-87, September.
    39. Janet L. Yellen, 2009. "A Minsky meltdown: lessons for central bankers," Speech 70, Federal Reserve Bank of San Francisco.
    40. Ing-Haw Cheng & Sahil Raina & Wei Xiong, 2013. "Wall Street and the Housing Bubble," NBER Working Papers 18904, National Bureau of Economic Research, Inc.
    41. W. Scott Frame & Larry D. Wall & Lawrence J. White, 2018. "Technological Change and Financial Innovation in Banking: Some Implications for Fintech," FRB Atlanta Working Paper 2018-11, Federal Reserve Bank of Atlanta.
    42. Carlos Garriga & Aaron Hedlund, 2019. "Crises in the Housing Market: Causes, Consequences, and Policy Lessons," Working Papers 2019-33, Federal Reserve Bank of St. Louis.
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    53. Taylor D. Nadauld & Shane M. Sherlund, 2009. "The role of the securitization process in the expansion of subprime credit," Finance and Economics Discussion Series 2009-28, Board of Governors of the Federal Reserve System (U.S.).
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    55. Aron, Janine & Muellbauer, John, 2010. "Modelling and forecasting UK mortgage arrears and possessions," LSE Research Online Documents on Economics 58520, London School of Economics and Political Science, LSE Library.
    56. McGowan, Danny & Nguyen, Huyen & Schaeck, Klaus, 2022. "Deposit competition and securitization," IWH Discussion Papers 6/2021, Halle Institute for Economic Research (IWH), revised 2022.
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    58. 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.
    59. Daniel O. Beltran & Lawrence R. Cordell & Charles P. Thomas, 2013. "Asymmetric Information and the Death of ABS CDOs," International Finance Discussion Papers 1075, Board of Governors of the Federal Reserve System (U.S.).
    60. John Krainer & Stephen F. LeRoy & Munpyung O, 2009. "Mortgage default and mortgage valuation," Working Paper Series 2009-20, Federal Reserve Bank of San Francisco.
    61. Goel, Anand M. & Song, Fenghua & Thakor, Anjan V., 2014. "Correlated leverage and its ramifications," Journal of Financial Intermediation, Elsevier, vol. 23(4), pages 471-503.
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    64. Miron, Jeffrey A., 2009. "Bailout or Bankruptcy? A Libertarian Perspective on the Financial Crisis," Scholarly Articles 4319665, Harvard University Department of Economics.
    65. Jevgenijs Steinbuks & Gregory Elliehausen, 2014. "The Economic Effects of Legal Restrictions on High-Cost Mortgages," The Journal of Real Estate Finance and Economics, Springer, vol. 49(1), pages 47-72, July.
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    68. Jane K. Dokko & Brian M. Doyle & Skander J. van den Heuvel & Michael T. Kiley & Jinill Kim & Shane M. Sherlund & Jae W. Sim, 2009. "Monetary policy and the housing bubble," Finance and Economics Discussion Series 2009-49, Board of Governors of the Federal Reserve System (U.S.).
    69. Swarn Chatterjee & Joseph Goetz & Lance Palmer, 2009. "An Examination Of Short-Term Borrowing In The United States," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 3(2), pages 1-8.
    70. Stein, Jerome L., 2010. "Alan Greenspan, the quants and stochastic optimal control," Economics Discussion Papers 2010-17, Kiel Institute for the World Economy (IfW Kiel).
    71. Conklin, James N. & Frame, W. Scott & Gerardi, Kristopher & Liu, Haoyang, 2022. "Villains or scapegoats? The role of subprime borrowers in driving the U.S. housing boom," Journal of Financial Intermediation, Elsevier, vol. 51(C).
    72. Frederick T. Furlong & David Lang & Yelena Takhtamanova, 2014. "Mortgage Choice in the Housing Boom: Impacts of House Price Appreciation and Borrower Type," Working Paper Series 2014-5, Federal Reserve Bank of San Francisco.
    73. Carlos Garriga & Aaron Hedlund, 2018. "Housing Finance, Boom-Bust Episodes, and Macroeconomic Fragility," 2018 Meeting Papers 354, Society for Economic Dynamics.
    74. Chevallier, Julien, 2012. "Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis," Economic Modelling, Elsevier, vol. 29(3), pages 943-973.
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    77. Carol C. Bertaut & Fang Cai & Nyssa Kim, 2013. "\"Fool Me Once . . . \" Did U.S. investors play it safer in the European debt crisis?," International Finance Discussion Papers 1088, Board of Governors of the Federal Reserve System (U.S.).
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    79. Chintal Desai & Gregory Elliehausen & Jevgenijs Steinbuks, 2013. "Effects of Bankruptcy Exemptions and Foreclosure Laws on Mortgage Default and Foreclosure Rates," The Journal of Real Estate Finance and Economics, Springer, vol. 47(3), pages 391-415, October.
    80. Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010. "Financial Innovation and Financial Fragility," Working Papers 2010.114, Fondazione Eni Enrico Mattei.
    81. Larry D. Wall, 2010. "Prudential discipline for financial firms: micro, macro, and market structures," FRB Atlanta Working Paper 2010-09, Federal Reserve Bank of Atlanta.
    82. Noureddine Benlagha, 2013. "The Long-run Relationship among Index-linked Bonds and Conventional Bonds," Review of Economics & Finance, Better Advances Press, Canada, vol. 3, pages 15-24, February.
    83. Janine Aron & John Muellbauer, 2016. "Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK," Economics Series Working Papers 793, University of Oxford, Department of Economics.
    84. Catherine Mathieu & Henri Sterdyniak, 2009. "La globalisation financière en crise," SciencePo Working papers Main hal-03461769, HAL.
    85. Mauricio Pérez Salazar, 2008. "El origen del pánico de 2008: la crisis del mercado de crédito hipotecario en Estados Unidos," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 10(19), pages 19-54, July-Dece.
    86. Stefan Avdjiev & Patrick McGuire, 2012. "The Social Value of Policy Signals," BIS Working Papers 386, Bank for International Settlements.
    87. 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.
    88. Benlagha, N., 2013. "Co-movement of Index linked bonds and conventional bonds in France: Subprime crisis and Structural Break, 2003-01, 2012-04," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 13(1), pages 55-66.
    89. William D. Larson & Christos Makridis & Chad Redmer, 2021. "Borrower Expectations and Mortgage Performance: Evidence from the COVID-19 Pandemic," FHFA Staff Working Papers 21-02, Federal Housing Finance Agency.
    90. Yuliya Demyanyk, 2014. "The Impact of Missed Payments and Foreclosures on Credit Scores," Working Papers (Old Series) 1423, Federal Reserve Bank of Cleveland.
    91. Nadav Ben Zeev, 2019. "Adjustable-Rate Mortgages, Systematic Monetary Policy, And The Root Cause Of The Financial Crisis," Working Papers 1908, Ben-Gurion University of the Negev, Department of Economics.
    92. Steven Gjerstad, 2009. "Housing Market Price Tier Movements in an Expansion and Collapse," Working Papers 09-01, Chapman University, Economic Science Institute.
    93. Jerome L. Stein, 2009. "Application of Stochastic Optimal Control to Financial Market Debt Crises," CESifo Working Paper Series 2539, CESifo.
    94. Byrne, David & Kelly, Robert & O'Toole, Conor, 2017. "How does monetary policy pass-through affect mortgage default? Evidence from the Irish mortgage market," Research Technical Papers 04/RT/17, Central Bank of Ireland.
    95. Sergey Chernenko & Samuel G. Hanson & Adi Sunderam, 2014. "The Rise and Fall of Demand for Securitizations," NBER Working Papers 20777, National Bureau of Economic Research, Inc.
    96. Patrick Bajari & Chenghuan Sean Chu & Denis Nekipelov & Minjung Park, 2013. "A Dynamic Model of Subprime Mortgage Default: Estimation and Policy Implications," NBER Working Papers 18850, National Bureau of Economic Research, Inc.
    97. Jose J. Canals-Cerda & Sougata Kerr, 2014. "Forecasting credit card portfolio losses in the Great Recession: a study in model risk," Working Papers 14-10, Federal Reserve Bank of Philadelphia.
    98. Carlos Garriga & Aaron Hedlund, 2020. "Mortgage Debt, Consumption, and Illiquid Housing Markets in the Great Recession," American Economic Review, American Economic Association, vol. 110(6), pages 1603-1634, June.
    99. Kent, Christopher John, 2011. "Two depressions, one banking collapse: Lessons from Australia," Journal of Financial Stability, Elsevier, vol. 7(3), pages 126-137, August.
    100. Lang, William W. & Jagtiani, Julapa, 2010. "The Mortgage Financial Crises: The Role of Credit Risk Management and Corporate Governance," Working Papers 10-12, University of Pennsylvania, Wharton School, Weiss Center.
    101. Christopher L. Foote & Kristopher Gerardi & Paul S. Willen, 2010. "Reasonable people did disagree : optimism and pessimism about the U.S. housing market before the crash," Public Policy Discussion Paper 10-5, Federal Reserve Bank of Boston.
    102. Igor M Tomic & John Angelidis, 2018. "Macroprudential Policy: Resolution and Continued Challenges," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 9(4), pages 43-50, October.
    103. Coskun, Yener, 2010. "Global Financial Crisis and Mortgage Finance and Valuation Problems: An Assesment of the US and Turkish Mortgage Systems," MPRA Paper 35301, University Library of Munich, Germany.
    104. Bandyopadhyay, Arindam & Saha, Asish, 2009. "Factors Driving Demand and Default Risk in Residential Housing Loans: Indian Evidence," MPRA Paper 14352, University Library of Munich, Germany.
    105. Adam J. Levitin & Desen Lin & Susan M. Wachter, 2020. "Mortgage Risk Premiums during the Housing Bubble," The Journal of Real Estate Finance and Economics, Springer, vol. 60(4), pages 421-468, May.
    106. Pol, Eduardo, 2012. "The preponderant causes of the USA banking crisis 2007–08," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 41(5), pages 519-528.
    107. John Krainer & Elizabeth Laderman, 2011. "Prepayment and delinquency in the mortgage crisis period," Working Paper Series 2011-25, Federal Reserve Bank of San Francisco.
    108. Adelino, Manuel & Schoar, Antoinette & Severino, Felipe, 2018. "Perception of House Price Risk and Homeownership," CEPR Discussion Papers 13195, C.E.P.R. Discussion Papers.
    109. Kelly, Robert & O'Malley, Terence & O'Toole, Conor, 2015. "Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less?," Research Technical Papers 02/RT/15, Central Bank of Ireland.
    110. 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.
    111. Jörg Bibow, 2010. "Alternative Strategien der Budgetkonsolidierung in Österreich nach der Rezession," IMK Studies 03-2010, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    112. Gary A. Dymski & Jesus Hernandez & Lisa Mohanty, 2011. "Race, Power, and the Subprime/Foreclosure Crisis: A Mesoanalysis," Economics Working Paper Archive wp_669, Levy Economics Institute.
    113. William Lang & Julapa Jagtiani, 2010. "The Mortgage and Financial Crises: The Role of Credit Risk Management and Corporate Governance," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 38(2), pages 123-144, June.
    114. Wall, Larry D., 2012. "Central Banking for Financial Stability: Some Lessons from the Recent Instability in the United States and Euro Area," ADBI Working Papers 379, Asian Development Bank Institute.
    115. Paul Carrillo, 2013. "Testing for Fraud in the Residential Mortgage Market: How Much Did Early-Payment-Defaults Overpay for Housing?," The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 36-64, July.
    116. Gary Dymski & Jesus Hernandez & Lisa Mohanty, 2013. "Race, Gender, Power, and the US Subprime Mortgage and Foreclosure Crisis: A Meso Analysis," Feminist Economics, Taylor & Francis Journals, vol. 19(3), pages 124-151, July.
    117. Paul Bloxham & Christopher Kent, 2009. "Household Indebtedness," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(3), pages 327-339, September.
    118. Jerome L. Stein, 2010. "A Critique of the Literature on the US Financial Debt Crisis," CESifo Working Paper Series 2924, CESifo.
    119. Paul Willen, 2014. "Mandated Risk Retention in Mortgage Securitization: An Economist's View," American Economic Review, American Economic Association, vol. 104(5), pages 82-87, May.
    120. Bertaut, Carol & DeMarco, Laurie Pounder & Kamin, Steven & Tryon, Ralph, 2012. "ABS inflows to the United States and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 219-234.
    121. David Hargreaves & Gina Williamson, 2011. "Stress testing New Zealand banks’ dairy portfolios," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 74, pages 15-25, June.
    122. Zhang, Jiarui & Xu, Xiaonian, 2020. "The effects of the monetary policy on the U.S. housing boom from 2001 to 2006," Research in Economics, Elsevier, vol. 74(4), pages 301-322.
    123. James P. Dow, 2016. "Mortgage originations during 2002-2007 as an example of an evolutionary market," Journal of Evolutionary Economics, Springer, vol. 26(5), pages 1007-1032, December.
    124. Wu, JunJie & Sexton, Steven & Zilberman, David, 2019. "Energy price shocks, household location patterns and housing crises: Theory and implications," Energy Economics, Elsevier, vol. 80(C), pages 691-706.
    125. Stephen LeRoy & Munpyung O & John Krainer, 2009. "Subprime Mortgages," 2009 Meeting Papers 1077, Society for Economic Dynamics.
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    127. Jitendra Uttam & Chanwahn Kim, 2017. "Shifting Contours of India’s Asian Relations," International Studies, , vol. 54(1-4), pages 2-21, January.
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    131. Carol Bertaut & Laurie Pounder DeMarco & Steven B. Kamin & Ralph W. Tryon, 2011. "ABS Inflows to the United States and the Global Financial Crisis," NBER Working Papers 17350, National Bureau of Economic Research, Inc.
    132. Carol C. Bertaut & Steven B. Kamin & Laurie Pounder DeMarco & Ralph W. Tryon, 2011. "ABS inflows to the United States and the global financial crisis," International Finance Discussion Papers 1028, Board of Governors of the Federal Reserve System (U.S.).
    133. Lingxiao Li & Erdem Ucar, 2022. "Does Religion Affect Mortgage Delinquency?," International Real Estate Review, Global Social Science Institute, vol. 25(2), pages 237-265.
    134. Alexander Radygin & Revold Entov, 2014. "The Fundamental Privatization Theorem: Ideology, Evolution, Practice," Working Papers 0087, Gaidar Institute for Economic Policy, revised 2014.

  10. Jane K. Dokko & Brian M. Doyle & Skander J. van den Heuvel & Michael T. Kiley & Jinill Kim & Shane M. Sherlund & Jae W. Sim, 2009. "Monetary policy and the housing bubble," Finance and Economics Discussion Series 2009-49, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Martha Starr, 2012. "Contributions of Economists to the Housing-Price Bubble," Journal of Economic Issues, Taylor & Francis Journals, vol. 46(1), pages 143-172.
    2. Michael W. McCracken & Joseph McGillicuddy, 2017. "An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts," Working Papers 2017-40, Federal Reserve Bank of St. Louis.
    3. Michael W. McCracken & Joseph T. McGillicuddy & Michael T. Owyang, 2022. "Binary Conditional Forecasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1246-1258, June.
    4. Tobias Adrian & J. Nellie Liang, 2014. "Monetary policy, financial conditions, and financial stability," Staff Reports 690, Federal Reserve Bank of New York.
    5. Ben S. Bernanke & Carol C. Bertaut & Steven B. Kamin & Laurie Pounder DeMarco, 2011. "International capital flows and the returns to safe assets in the United States, 2003-2007," International Finance Discussion Papers 1014, Board of Governors of the Federal Reserve System (U.S.).
    6. Kyungsoo Kim & Byoung-Ki Kim & Hail Park, 2011. "Monetary policy framework and financial procyclicality: international evidence," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 51-57, Bank for International Settlements.
    7. Taipalus, Katja, 2012. "Detecting asset price bubbles with time-series methods," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2012_047.
    8. Kenneth Kuttner, 2011. "Monetary Policy and Asset Price Volatility: Should We Refill the Bernanke-Gertler Prescription?," Department of Economics Working Papers 2011-04, Department of Economics, Williams College, revised Jun 2011.
    9. Matthew J. Eichner & Donald L. Kohn & Michael G. Palumbo, 2013. "Financial Statistics for the United States and the Crisis: What Did They Get Right, What Did They Miss, and How Could They Change?," NBER Chapters, in: Measuring Wealth and Financial Intermediation and Their Links to the Real Economy, pages 39-66, National Bureau of Economic Research, Inc.
    10. Kenneth N. Kuttner, 2013. "Low Interest Rates and Housing Bubbles: Still No Smoking Gun," World Scientific Book Chapters, in: Douglas D Evanoff & Cornelia Holthausen & George G Kaufman & Manfred Kremer (ed.), The Role of Central Banks in Financial Stability How Has It Changed?, chapter 8, pages 159-185, World Scientific Publishing Co. Pte. Ltd..
    11. Nelson, Edward, 2013. "Friedman's monetary economics in practice," Journal of International Money and Finance, Elsevier, vol. 38(C), pages 59-83.
    12. Mohammed Dore & Roelof Makken & Erik Eastman, 2013. "The Monetary Transmission Mechanism, Non-residential Fixed Investment and Housing," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 41(3), pages 215-224, September.
    13. Mahua Barari & Nityananda Sarkar & Srikanta Kundu & Kushal Banik Chowdhury, 2014. "Forecasting House Prices in the United States with Multiple Structural Breaks," International Econometric Review (IER), Econometric Research Association, vol. 6(1), pages 1-23, April.
    14. Erlend Nier & Ouarda Merrouche, 2017. "Capital Inflows, Monetary Policy, and Financial Imbalances," Post-Print hal-01638073, HAL.
    15. Christopher L. Foote & Kristopher Gerardi & Paul S. Willen, 2012. "Why did so many people make so many ex post bad decisions?: the causes of the foreclosure crisis," Public Policy Discussion Paper 12-2, Federal Reserve Bank of Boston.
    16. Yash P. Mehra & Bansi Sawhney, 2010. "Inflation measure, Taylor rules, and the Greenspan-Bernanke years," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 96(2Q), pages 123-151.
    17. Nicolas Groshenny, 2013. "Monetary Policy, Inflation And Unemployment: In Defense Of The Federal Reserve," Post-Print hal-04204720, HAL.
    18. Ouarda Merrouche & Erlend Nier, 2010. "What Caused the Global Financial Crisis: Evidenceon the Drivers of Financial Imbalances 1999: 2007," IMF Working Papers 2010/265, International Monetary Fund.
    19. Jean-Paul Pollin, 2010. "Commentaire : Articuler les explications pour comprendre la bulle immobilière," Économie et Statistique, Programme National Persée, vol. 438(1), pages 173-179.
    20. Alan Greenspan, 2010. "The Crisis," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 41(1 (Spring), pages 201-261.
    21. Gabriele Galati & Richhild Moessner, 2013. "Macroprudential Policy – A Literature Review," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 846-878, December.
    22. Lars E. O. Svensson, 2011. "Monetary policy after the crisis," Proceedings, Federal Reserve Bank of San Francisco, issue Nov, pages 35-49.
    23. James H. Stock & Mark W. Watson, 2010. "Modeling Inflation After the Crisis," Working Papers 2010-1, Princeton University. Economics Department..
    24. Svensson, Lars E.O., 2010. "Inflation Targeting," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 22, pages 1237-1302, Elsevier.
    25. Boris Hofmann & Gert Peersman, 2017. "Monetary Policy Transmission And Trade-Offs In The United States: Old And New," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 17/940, Ghent University, Faculty of Economics and Business Administration.
    26. Emiliano Brancaccio & Giuseppe Fontana, 2013. "'Solvency rule' versus 'Taylor rule': an alternative interpretation of the relation between monetary policy and the economic crisis," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 37(1), pages 17-33.
    27. Merrouche, Ouarda & Nier, Erlend, 2014. "The Global Financial Crisis?What Drove The Build-Up?," CEPR Discussion Papers 10015, C.E.P.R. Discussion Papers.
    28. Sohei Kaihatsu & Takushi Kurozumi, 2010. "Sources of Business Fluctuations: Financial or Technology Shocks?," Bank of Japan Working Paper Series 10-E-12, Bank of Japan.
    29. James H. Stock & Mark W. Watson, 2010. "Modeling Inflation After the Crisis," NBER Working Papers 16488, National Bureau of Economic Research, Inc.
    30. David Aikman & Andreas Lehnert & J. Nellie Liang & Michele Modugno, 2016. "Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy," Finance and Economics Discussion Series 2016-055, Board of Governors of the Federal Reserve System (U.S.).
    31. Jörg Bibow, 2010. "Alternative Strategien der Budgetkonsolidierung in Österreich nach der Rezession," IMK Studies 03-2010, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    32. Kenneth Kuttner & Ilhyock Shim, 2012. "Taming the Real Estate Beast: The Effects of Monetary and Macroprudential Policies on Housing Prices and Credit," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Frank Packer & Callan Windsor (ed.),Property Markets and Financial Stability, Reserve Bank of Australia.
    33. Jelena Vukomanovic & Sandra L. Doumas & W. R. Osterkamp & Barron J. Orr, 2013. "Housing Density and Ecosystem Function: Comparing the Impacts of Rural, Exurban, and Suburban Densities on Fire Hazard, Water Availability, and House and Road Distance Effects," Land, MDPI, vol. 2(4), pages 1-22, November.
    34. Bertaut, Carol & DeMarco, Laurie Pounder & Kamin, Steven & Tryon, Ralph, 2012. "ABS inflows to the United States and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 219-234.
    35. Zhang, Jiarui & Xu, Xiaonian, 2020. "The effects of the monetary policy on the U.S. housing boom from 2001 to 2006," Research in Economics, Elsevier, vol. 74(4), pages 301-322.
    36. Kenneth N Kuttner, 2012. "Discussant remarks on Filipa Sá, Pascal Towbin and Tomasz Wieladek’s paper "Capital inflows,financial innovation and housing booms"," BIS Papers chapters, in: Bank for International Settlements (ed.), Property markets and financial stability, volume 64, pages 76-82, Bank for International Settlements.
    37. Kyungsoo Kim, Byoung-Ki Kim, Hail Park, 2012. "Interest Rate-oriented Monetary Policy Framework and Financial Procyclicality," Korean Economic Review, Korean Economic Association, vol. 28, pages 161-188.
    38. Carol Bertaut & Laurie Pounder DeMarco & Steven B. Kamin & Ralph W. Tryon, 2011. "ABS Inflows to the United States and the Global Financial Crisis," NBER Working Papers 17350, National Bureau of Economic Research, Inc.
    39. Carol C. Bertaut & Steven B. Kamin & Laurie Pounder DeMarco & Ralph W. Tryon, 2011. "ABS inflows to the United States and the global financial crisis," International Finance Discussion Papers 1028, Board of Governors of the Federal Reserve System (U.S.).
    40. Peter Stalder, 2015. "Starker Franken und tiefe Zinsen: Wohin steuert der schweizerische Immobilienmarkt?," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 9(4), pages 45-66, December.

  11. Shane M. Sherlund, 2008. "The jumbo-conforming spread: a semiparametric approach," Finance and Economics Discussion Series 2008-01, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Olsen, Edgar O. & Zabel, Jeffrey E., 2015. "US Housing Policy," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 887-986, Elsevier.
    2. Alex Kaufman, 2014. "The Influence of Fannie and Freddie on Mortgage Loan Terms," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(2), pages 472-496, June.
    3. Serafin J. Grundl & You Suk Kim, 2019. "The Marginal Effect of Government Mortgage Guarantees on Homeownership," Finance and Economics Discussion Series 2019-027, Board of Governors of the Federal Reserve System (U.S.).
    4. Grundl, Serafin & Kim, You Suk, 2021. "The marginal effect of government mortgage guarantees on homeownership," Journal of Monetary Economics, Elsevier, vol. 119(C), pages 75-89.
    5. Bo Li, 2024. "Testing Business Cycle Theories: Evidence from the Great Recession," Papers 2403.04104, arXiv.org.

  12. Shane M. Sherlund, 2008. "The past, present, and future of subprime mortgages," Finance and Economics Discussion Series 2008-63, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Christopher L. Foote & Kristopher Gerardi & Lorenz Goette & Paul S. Willen, 2009. "Reducing foreclosures: no easy answers," FRB Atlanta Working Paper 2009-15, Federal Reserve Bank of Atlanta.
    2. M. Dietsch & C. Welter-Nicol, 2014. "Do LTV and DSTI caps make banks more resilient?," Débats économiques et financiers 13, Banque de France.
    3. Taylor D. Nadauld & Shane M. Sherlund, 2009. "The role of the securitization process in the expansion of subprime credit," Finance and Economics Discussion Series 2009-28, Board of Governors of the Federal Reserve System (U.S.).
    4. Kristopher Gerardi & Lorenz Goette & Stephan Meier, 2010. "Financial literacy and subprime mortgage delinquency: evidence from a survey matched to administrative data," FRB Atlanta Working Paper 2010-10, Federal Reserve Bank of Atlanta.
    5. Signe-Mary McKernan & Ida Rademacher & Caroline Ratcliffe & Kasey Wiedrich & Megan Gallagher, 2011. "Weathering the storm: How have IDA homebuyers fared in the foreclosure crisis?," Housing Policy Debate, Taylor & Francis Journals, vol. 21(4), pages 605-625, June.
    6. Maximilian Schmeiser & Matthew Gross, 2016. "The Determinants of Subprime Mortgage Performance Following a Loan Modification," The Journal of Real Estate Finance and Economics, Springer, vol. 52(1), pages 1-27, January.
    7. Epouhe, Onesime & Hall, Arden, 2016. "Payment shock in HELOCs at the end of the draw period," Journal of Economics and Business, Elsevier, vol. 84(C), pages 131-147.
    8. Elizabeth Strom & Steven Reader, 2013. "Rethinking Foreclosure Dynamics in a Sunbelt City: What Parcel-Level Mortgage Data Can Teach Us About Subprime Lending and Foreclosures," Housing Policy Debate, Taylor & Francis Journals, vol. 23(1), pages 59-79, January.

  13. Shane M. Sherlund, 2008. "An outlook for subprime mortgages," Proceedings 1075, Federal Reserve Bank of Chicago.

    Cited by:

    1. John A. Tatom, 2009. "The U.S. Foreclosure Crisis: A Two-Pronged Assault on the Economy," Palgrave Macmillan Books, in: Robert R. Bliss & George G. Kaufman (ed.), Financial Institutions and Markets, chapter 6, pages 131-154, Palgrave Macmillan.
    2. Kristopher Gerardi & Andreas Lehnert & Shane M. Sherlund & Paul S. Willen, 2009. "Making sense of the subprime crisis," Public Policy Discussion Paper 09-1, Federal Reserve Bank of Boston.

  14. Christopher J. Mayer & Karen M. Pence & Shane M. Sherlund, 2008. "The rise in mortgage defaults," Finance and Economics Discussion Series 2008-59, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. David Aikman & Michael T. Kiley & Seung Jung Lee & Michael G. Palumbo & Missaka Warusawitharana, 2015. "Mapping Heat in the U.S. Financial System," Finance and Economics Discussion Series 2015-59, Board of Governors of the Federal Reserve System (U.S.).
    2. Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Evanoff, Douglas D., 2016. "Loan Product Steering in Mortgage Markets," Working Paper Series 2016-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    3. Sauro Mocetti & Eliana Viviano, 2015. "Looking behind mortgage delinquencies," Temi di discussione (Economic working papers) 999, Bank of Italy, Economic Research and International Relations Area.
    4. Rajdeep Sengupta & Geetesh Bhardwaj, 2015. "Credit Scoring and Loan Default," International Review of Finance, International Review of Finance Ltd., vol. 15(2), pages 139-167, June.
    5. Matthew J. Eichner & Donald L. Kohn & Michael G. Palumbo, 2010. "Financial statistics for the United States and the crisis: what did they get right, what did they miss, and how should they change?," Finance and Economics Discussion Series 2010-20, Board of Governors of the Federal Reserve System (U.S.).
    6. John V. Duca & John Muellbauer & Anthony Murphy, 2010. "Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future," SERC Discussion Papers 0049, Centre for Economic Performance, LSE.
    7. Yavuz Arslan & Bulent Guler & Temel Taskin, 2015. "Joint Dynamics of House Prices and Foreclosures," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 133-169, March.
    8. Franklin Allen and Giorgia Giovannetti, 2010. "Fragile Countries And The 2008-2009 Crisis," RSCAS Working Papers 2010/13, European University Institute.
    9. Blackburn, McKinley L. & Vermilyea, Todd, 2012. "The prevalence and impact of misstated incomes on mortgage loan applications," Journal of Housing Economics, Elsevier, vol. 21(2), pages 151-168.
    10. Killian McCarthy & Wilfred Dolfsma, 2009. "Editor's Feature," Journal of Economic Issues, Taylor & Francis Journals, vol. 43(2), pages 531-548.
    11. Frank P. Stafford & Erik Hurst & Bing Chen, 2012. "Diminishing Margins: Housing Market Declines and Family Financial Responses," Working Papers wp276, University of Michigan, Michigan Retirement Research Center.
    12. Stefano Colonnello & Mariela Dal Borgo, 2024. "Raising Household Leverage: Evidence from Co-Financed Mortgages," Working Papers 2024: 01, Department of Economics, University of Venice "Ca' Foscari".
    13. Campbell, John Y. & Cocco, Joao F., 2015. "A Model of Mortgage Default," Scholarly Articles 30758219, Harvard University Department of Economics.
    14. Efraim Benmelech & Ralf R. Meisenzahl & Rodney Ramcharan, 2016. "The Real Effects of Liquidity During the Financial Crisis: Evidence from Automobiles," NBER Working Papers 22148, National Bureau of Economic Research, Inc.
    15. Margarita María Mosso Martínez & Francisco López-Herrera, 2019. "Relación de equilibrio en la Morosidad y el Deterioro de la cartera de hipotecas bursatilizadas en México," Revista de Investigación en Ciencias Contables y Administrativas, Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, vol. 5(1), pages 3-31, December.
    16. Geetesh Bhardwaj & Rajdeep Sengupta, 2011. "Credit scoring and loan default," Working Papers 2011-040, Federal Reserve Bank of St. Louis.
    17. Anil Kumar, 2014. "Do restrictions on home equity extraction contribute to lower mortgage defaults? evidence from a policy discontinuity at the Texas border," Working Papers 1410, Federal Reserve Bank of Dallas.
    18. Lynn M. Fisher & Mike Fratantoni & Stephen D. Oliner & Tobias J. Peter, 2021. "Jumbo rates below conforming rates: When did this happen and why?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(S2), pages 461-489, September.
    19. Seru, Amit & Rajan, Uday & Vig, Vikrant, 2015. "The Failure of Models That Predict Failure: Distance, Incentives, and Defaults," Research Papers 3464, Stanford University, Graduate School of Business.
    20. Ben-David, Itzhak, 2011. "High Leverage and Willingness to Pay: Evidence from the Residential Housing Market," Working Paper Series 2011-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    21. Anthony A. DeFusco & Charles G. Nathanson & Eric Zwick, 2017. "Speculative Dynamics of Prices and Volume," NBER Working Papers 23449, National Bureau of Economic Research, Inc.
    22. John Gathergood & Joerg Weber, 2015. "Financial Literacy, Present Bias and Alternative Mortgage Products," Discussion Papers 2015/07, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    23. 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.
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    25. Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Tomasz Piskorski & Amit Seru, 2012. "Policy Intervention in Debt Renegotiation: Evidence from the Home Affordable Modification Program," NBER Working Papers 18311, National Bureau of Economic Research, Inc.
    26. Lawrence J. White, 2009. "Financial Regulation and the Current Crisis: A Guide for the Antitrust Community," Working Papers 09-11, New York University, Leonard N. Stern School of Business, Department of Economics.
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    31. Min Qi & Harald Scheule & Yan Zhang, 2021. "Positive Payment Shocks, Liquidity and Refinance Constraints and Default Risk of Home Equity Lines of Credit at End of Draw," The Journal of Real Estate Finance and Economics, Springer, vol. 62(3), pages 423-454, April.
    32. Mr. Pau Rabanal & Mr. Christopher W. Crowe & Mr. Giovanni Dell'Ariccia & Ms. Deniz O Igan, 2011. "How to Deal with Real Estate Booms: Lessons from Country Experiences," IMF Working Papers 2011/091, International Monetary Fund.
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    40. Basu, Kaushik, 2009. "A Simple Model of the Financial Crisis of 2007-9 with Implications for the Design of a Stimulus Package," Working Papers 09-11, Cornell University, Center for Analytic Economics.
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    42. Larry D. Wall, 2012. "Central banking for financial stability Some lessons from the recent instability in the US and euro area," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 247-280, August.
    43. Brent C Smith & Kenneth N. Daniels, 2018. "Unintended Consequences of Risk Based Pricing: Racial Differences in Mortgage Costs," Journal of Financial Services Research, Springer;Western Finance Association, vol. 54(3), pages 323-343, December.
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    45. Zhenguo Lin & Yingchun Liu & Jia Xie, 2015. "Immigrants and Mortgage Delinquency in the United States," Staff Working Papers 15-1, Bank of Canada.
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    49. David Zimmer, 2015. "Time-Varying Correlation in Housing Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 51(1), pages 86-100, July.
    50. Muellbauer, John & Murphy, Anthony & Duca, John V, 2011. "Shifting Credit Standards and the Boom and Bust in US House Prices," CEPR Discussion Papers 8361, C.E.P.R. Discussion Papers.
    51. Thomas Url, 2010. "Financial Market Crisis: Origin, Short-Term Reaction and Long-Term Adjustment Requirements," Austrian Economic Quarterly, WIFO, vol. 15(1), pages 54-77, April.
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    60. Braun, Tobias, 2011. "Wie interagieren Banken und Ratingagenturen? Eine ökonomische Analyse des Bewertungsmarktes für strukturierte Finanzprodukte," Discussion Papers 2011-17, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics.
    61. Ryan Bubb & Alex Kaufman, 2011. "Securitization and moral hazard: evidence from credit score cutoff rules," Public Policy Discussion Paper 11-6, Federal Reserve Bank of Boston.
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    63. Farboodi, Maryam & Kondor, Peter, 2021. "Cleansing by tight credit: rational cycles and endogenous lending standards," LSE Research Online Documents on Economics 118900, London School of Economics and Political Science, LSE Library.
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    192. Egle Jakucionyte & Swapnil Singh, 2020. "Bowling Alone, Buying Alone: The Decline of Co-Borrowers in the US Mortgage Market," Bank of Lithuania Working Paper Series 78, Bank of Lithuania.
    193. Bartram, Söhnke M. & Bodnar, Gordon M., 2009. "No place to hide: The global crisis in equity markets in 2008/2009," Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1246-1292, December.
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    195. Floros, Ioannis & White, Joshua T., 2016. "Qualified residential mortgages and default risk," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 86-104.
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    199. Wayne Passmore & Shane M. Sherlund, 2021. "FHA, Fannie Mae, Freddie Mac and the Great Recession," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(3), pages 733-777, September.
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    201. Paul Carrillo, 2013. "Testing for Fraud in the Residential Mortgage Market: How Much Did Early-Payment-Defaults Overpay for Housing?," The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 36-64, July.
    202. Tim Landvoigt, 2010. "Housing Demand during the Boom: The Role of Expectations and Credit Constraints," 2010 Meeting Papers 1022, Society for Economic Dynamics.
    203. Gaudêncio, João & Mazany, Agnieszka & Schwarz, Claudia, 2019. "The impact of lending standards on default rates of residential real estate loans," Occasional Paper Series 220, European Central Bank.
    204. Ramya Rajajagadeesan Aroul & Sanjiv Sabherwal & Sergiy Saydometov, 2022. "FEAR Index, city characteristics, and housing returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(1), pages 173-205, March.
    205. Jens Dick-Nielsen & Jacob Gyntelberg, 2019. "Highly Liquid Mortgage Bonds Using the Match Funding Principle," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-37, December.
    206. Noelia Araújo-Vila & Jose Antonio Fraiz-Brea & Arthur Filipe Araújo, 2020. "Spanish Economic-Financial Crisis: Social and Academic Interest," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 16(2), pages 135-149, November.
    207. Andréas Heinen & James B. Kau & Donald C. Keenan & Mi Lim Kim, 2021. "Spatial Dependence in Subprime Mortgage Defaults," The Journal of Real Estate Finance and Economics, Springer, vol. 62(1), pages 1-24, January.
    208. Ronel Elul, 2010. "What have we learned about mortgage default?," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 12-19.
    209. Bertaut, Carol & DeMarco, Laurie Pounder & Kamin, Steven & Tryon, Ralph, 2012. "ABS inflows to the United States and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 219-234.
    210. Charles Grant, 2021. "The Evolution of Arrears among US Households 1995–2013," JRFM, MDPI, vol. 14(2), pages 1-40, January.
    211. Ruben Hernandez-Murillo & Rajdeep Sengupta, 2011. "The effect of neighborhood contagion on mortgage selection," Working Papers 2011-036, Federal Reserve Bank of St. Louis.
    212. Morris A Davis & William D Larson & Stephen D Oliner & Benjamin R Smith, 2023. "A Quarter Century of Mortgage Risk," Review of Finance, European Finance Association, vol. 27(2), pages 581-618.
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  15. Carolyn L. Evans & Shane M. Sherlund, 2006. "Are antidumping duties for sale? case-level evidence on the Grossman-Helpman protection for sale model," International Finance Discussion Papers 888, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Moonsung Kang & Hongshik Lee & Soonchan Park, 2012. "Industry-specific effects of antidumping activities: evidence from the US, the European Union and China," Applied Economics, Taylor & Francis Journals, vol. 44(8), pages 999-1008, March.

  16. Diana Hancock & Andreas Lehnert & Wayne Passmore & Shane M. Sherlund, 2006. "The competitive effects of risk-based bank capital regulation: an example from U.S. mortgage markets," Finance and Economics Discussion Series 2006-46, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Richard Herring, 2007. "The Rocky Road to Implementation of Basel II in the United States," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 35(4), pages 411-429, December.
    2. Valentin Bolotnyy, 2014. "The Government-Sponsored Enterprises and the Mortgage Crisis: The Role of the Affordable Housing Goals," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(3), pages 724-755, September.
    3. Leonid Katranzhy & Oleksandr Podskrebko & Vitaliy Krasko, 2018. "Modelling The Dynamics Of The Adequacy Of Bank'S Regulatory Capital," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(1).
    4. David Aikman & Andreas Lehnert & J. Nellie Liang & Michele Modugno, 2016. "Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy," Finance and Economics Discussion Series 2016-055, Board of Governors of the Federal Reserve System (U.S.).

  17. Diana Hancock & Andreas Lehnert & Wayne Passmore & Shane M. Sherlund, 2005. "An analysis of the potential competitive impacts of Basel II capital standards on U.S. mortgage rates and mortgage securitization," Basel II White Paper 3, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. William Poole, 2007. "The GSEs: where do we stand?," Speech 109, Federal Reserve Bank of St. Louis.
    2. W. Scott Frame & Diana Hancock & Wayne Passmore, 2007. "Federal Home Loan Bank advances and commercial bank portfolio composition," FRB Atlanta Working Paper 2007-17, Federal Reserve Bank of Atlanta.
    3. Robert Eisenbeis & W. Frame & Larry Wall, 2007. "An Analysis of the Systemic Risks Posed by Fannie Mae and Freddie Mac and An Evaluation of the Policy Options for Reducing Those Risks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 31(2), pages 75-99, June.
    4. Yener Altunbas & Leonardo Gambacorta & David Marques, 2008. "Securitization and the bank lending channel," Proceedings 1101, Federal Reserve Bank of Chicago.
    5. Tyler T. Yang & Jessie Y. Zhang, 2014. "Mortgage defaults and risk-based capital: post-global financial crisis development and implications for emerging markets," Chapters, in: Susan Wachter & Man Cho & Moon Joong Tcha (ed.), The Global Financial Crisis and Housing, chapter 10, pages 231-261, Edward Elgar Publishing.
    6. R. Alton Gilbert, 2006. "Keep the Leverage Ratio for Large Banks to Limit the Competititive Effects of Implementing Basel II Captial Requirements," NFI Policy Briefs 2006-PB-01, Indiana State University, Scott College of Business, Networks Financial Institute.
    7. Allen Frankel, 2006. "Prime or not so prime? An exploration of US housing finance in the new century," BIS Quarterly Review, Bank for International Settlements, March.

  18. Gillian Burgess & Wayne Passmore & Shane M. Sherlund, 2005. "The effect of housing government-sponsored enterprises on mortgage rates," Finance and Economics Discussion Series 2005-06, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Leu, Shawn C.-Y. & Robertson, Mari L., 2021. "Mortgage credit volumes and monetary policy after the Great Recession," Economic Modelling, Elsevier, vol. 94(C), pages 483-500.
    2. William Poole, 2007. "The GSEs: where do we stand?," Speech 109, Federal Reserve Bank of St. Louis.
    3. Jaffee, Dwight M. & Quigley, John M., 2010. "Housing Policy, Mortgage Policy, and the Federal Housing Administration," Berkeley Program on Housing and Urban Policy, Working Paper Series qt45b4w550, Berkeley Program on Housing and Urban Policy.
    4. Lynn M. Fisher & Mike Fratantoni & Stephen D. Oliner & Tobias J. Peter, 2021. "Jumbo rates below conforming rates: When did this happen and why?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(S2), pages 461-489, September.
    5. Valentin Bolotnyy, 2014. "The Government-Sponsored Enterprises and the Mortgage Crisis: The Role of the Affordable Housing Goals," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(3), pages 724-755, September.
    6. Elena Loutskina & Philip E. Strahan, 2009. "Securitization and the Declining Impact of Bank Finance on Loan Supply: Evidence from Mortgage Originations," Journal of Finance, American Finance Association, vol. 64(2), pages 861-889, April.
    7. W. Scott Frame & Diana Hancock & Wayne Passmore, 2007. "Federal Home Loan Bank advances and commercial bank portfolio composition," FRB Atlanta Working Paper 2007-17, Federal Reserve Bank of Atlanta.
    8. Jaffee, Dwight M. & Quigley, John M., 2007. "Housing Subsidies and Homeowners: What Role for Government-Sponsored Enterprises?," Berkeley Program on Housing and Urban Policy, Working Paper Series qt6g8986r5, Berkeley Program on Housing and Urban Policy.
    9. James Vickery & Joshua Wright, 2010. "TBA trading and liquidity in the agency MBS market," Staff Reports 468, Federal Reserve Bank of New York.
    10. Neil Bhutta & Daniel R. Ringo, 2017. "The Effect of Interest Rates on Home Buying : Evidence from a Discontinuity in Mortgage Insurance Premiums," Finance and Economics Discussion Series 2017-086, Board of Governors of the Federal Reserve System (U.S.).
    11. Diana Hancock & Wayne Passmore, 2015. "How Does the Federal Reserve's Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(4), pages 855-890, November.
    12. Robert Eisenbeis & W. Frame & Larry Wall, 2007. "An Analysis of the Systemic Risks Posed by Fannie Mae and Freddie Mac and An Evaluation of the Policy Options for Reducing Those Risks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 31(2), pages 75-99, June.
    13. Andreas Lehnert & Wayne Passmore & Shane M. Sherlund, 2006. "GSEs, mortgage rates, and secondary market activities," Finance and Economics Discussion Series 2006-30, Board of Governors of the Federal Reserve System (U.S.).
    14. Shane M. Sherlund, 2008. "The jumbo-conforming spread: a semiparametric approach," Finance and Economics Discussion Series 2008-01, Board of Governors of the Federal Reserve System (U.S.).
    15. Wayne Passmore & Alexander H. von Hafften, 2018. "GSE guarantees, financial stability, and home equity accumulation," Economic Policy Review, Federal Reserve Bank of New York, issue 24-3, pages 11-27.
    16. Tatom, John A., 2008. "New actions on the housing and financial crises—do no harm?," MPRA Paper 9823, University Library of Munich, Germany.
    17. Michael Davies & Jacob Gyntelberg & Eric Chan, 2007. "Housing finance agencies in Asia," BIS Working Papers 241, Bank for International Settlements.
    18. Stanley Fischer, 2017. "Housing and Financial Stability : a speech at the DNB-Riksbank Macroprudential Conference Series, Amsterdam, Netherlands, June 20, 2017," Speech 956, Board of Governors of the Federal Reserve System (U.S.).
    19. Adam B. Ashcraft & Morten L. Bech & W. Scott Frame, 2008. "The Federal Home Loan Bank System: the lender of next-to-last resort?," Staff Reports 357, Federal Reserve Bank of New York.
    20. Olsen, Edgar O. & Zabel, Jeffrey E., 2015. "US Housing Policy," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 887-986, Elsevier.
    21. W. Scott Frame, 2009. "The 2008 federal intervention to stabilize Fannie Mae and Freddie Mac," FRB Atlanta Working Paper 2009-13, Federal Reserve Bank of Atlanta.
    22. Philip Strahan, 2008. "Liquidity Production in 21st Century Banking," NBER Working Papers 13798, National Bureau of Economic Research, Inc.
    23. Neil Bhutta, 2012. "GSE Activity and Mortgage Supply in Lower-Income and Minority Neighborhoods: The Effect of the Affordable Housing Goals," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 238-261, June.
    24. Jomadar, Dinesh, 2009. "Litigations, Damages And Solutions In Residential Mortgage-Backed Securities," MPRA Paper 29253, University Library of Munich, Germany, revised 30 Jun 2009.
    25. Alex Kaufman, 2014. "The Influence of Fannie and Freddie on Mortgage Loan Terms," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(2), pages 472-496, June.
    26. Daniel I. García, 2018. "Employment in the Great Recession : How Important Were Household Credit Supply Shocks?," Finance and Economics Discussion Series 2018-074, Board of Governors of the Federal Reserve System (U.S.).
    27. Quigley, John M., 2006. "Federal Credit and Insurance Programs: Housing," Berkeley Program on Housing and Urban Policy, Working Paper Series qt41d5k3bd, Berkeley Program on Housing and Urban Policy.
    28. Jeske, Karsten & Krueger, Dirk & Mitman, Kurt, 2013. "Housing, mortgage bailout guarantees and the macro economy," Journal of Monetary Economics, Elsevier, vol. 60(8), pages 917-935.
    29. Serafin J. Grundl & You Suk Kim, 2019. "The Marginal Effect of Government Mortgage Guarantees on Homeownership," Finance and Economics Discussion Series 2019-027, Board of Governors of the Federal Reserve System (U.S.).
    30. Tobias Adrian & Adam B. Ashcraft, 2012. "Shadow banking: a review of the literature," Staff Reports 580, Federal Reserve Bank of New York.
    31. Zhao, Yunhui, 2016. "Got Hurt for What You Paid? Revisiting Government Subsidy in the U.S. Mortgage Market," MPRA Paper 81083, University Library of Munich, Germany, revised 01 Aug 2017.
    32. Patric H. Hendershott & Thomas G. Thibodeau & Halbert C. Smith, 2009. "Evolution of the American Real Estate and Urban Economics Association1," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(4), pages 559-598, December.
    33. Randall S. Kroszner & Philip E. Strahan, 2014. "Regulation and Deregulation of the US Banking Industry: Causes, Consequences, and Implications for the Future," NBER Chapters, in: Economic Regulation and Its Reform: What Have We Learned?, pages 485-543, National Bureau of Economic Research, Inc.
    34. Elena Loutskina & Philip E. Strahan, 2006. "Securitization and the Declining Impact of Bank Finance on Loan Supply: Evidence from Mortgage Acceptance Rates," NBER Working Papers 11983, National Bureau of Economic Research, Inc.
    35. Tobias Adrian & Adam B. Ashcraft & Nicola Cetorelli, 2013. "Shadow bank monitoring," Staff Reports 638, Federal Reserve Bank of New York.
    36. Ronel Elul, 2015. "The government-sponsored enterprises: past and future," Business Review, Federal Reserve Bank of Philadelphia, issue Q1, pages 11-20.
    37. Chavaz, Matthieu, 2016. "Dis-integrating credit markets: diversification, securitization, and lending in a recovery," Bank of England working papers 617, Bank of England.
    38. Grundl, Serafin & Kim, You Suk, 2021. "The marginal effect of government mortgage guarantees on homeownership," Journal of Monetary Economics, Elsevier, vol. 119(C), pages 75-89.
    39. Jaffee, Dwight M. & Quigley, John M., 2009. "The Government Sponsored Enterprises: Recovering From a Failed Experiment," Berkeley Program on Housing and Urban Policy, Working Paper Series qt8v17v5vz, Berkeley Program on Housing and Urban Policy.

  19. Andreas Lehnert & Wayne Passmore & Shane M. Sherlund, 2005. "GSEs, mortgage rates, and secondary market activities," Finance and Economics Discussion Series 2005-07, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. William Poole, 2007. "The GSEs: where do we stand?," Speech 109, Federal Reserve Bank of St. Louis.
    2. Richard K. Green & Susan M. Wachter, 2005. "The American Mortgage in Historical and International Context," Journal of Economic Perspectives, American Economic Association, vol. 19(4), pages 93-114, Fall.
    3. Guidolin, Massimo & Tam, Yu Man, 2013. "A yield spread perspective on the great financial crisis: Break-point test evidence," International Review of Financial Analysis, Elsevier, vol. 26(C), pages 18-39.
    4. Fieldhouse, Andrew & Mertens, Karel & Ravn, Morten O., 2017. "The macroeconomic effects of Government asset purchases: evidence from postwar US housing credit policy," LSE Research Online Documents on Economics 86167, London School of Economics and Political Science, LSE Library.
    5. Benjamin Nelson & Gabor Pinter & Konstantinos Theodoridis, 2018. "Do contractionary monetary policy shocks expand shadow banking?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 198-211, March.
    6. Dwight Jaffee & John M. Quigley, 2012. "The Future of the Government-Sponsored Enterprises: The Role for Government in the U.S. Mortgage Market," NBER Chapters, in: Housing and the Financial Crisis, pages 361-417, National Bureau of Economic Research, Inc.
    7. Deng, Yongheng & Gabriel, Stuart A. & Sanders, Anthony B., 2011. "CDO market implosion and the pricing of subprime mortgage-backed securities," Journal of Housing Economics, Elsevier, vol. 20(2), pages 68-80, June.
    8. Ambrose, Brent W. & Coulson, N. Edward & Yoshida, Jiro, 2018. "Reassessing Taylor rules using improved housing rent data," Journal of Macroeconomics, Elsevier, vol. 56(C), pages 243-257.
    9. IANCU, Aurel, 2013. "Extending Financialisation and Increasing Fragility of the Financial System," Working Papers of National Institute for Economic Research 130307, Institutul National de Cercetari Economice (INCE).
    10. Diana Hancock & Wayne Passmore, 2015. "How Does the Federal Reserve's Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(4), pages 855-890, November.
    11. Patrick Honohan, 2009. "Bank Failures: The Limitations of Risk Modeling," World Scientific Book Chapters, in: Douglas D Evanoff & Philipp Hartmann & George G Kaufman (ed.), The First Credit Market Turmoil Of The 21st Century Implications for Public Policy, chapter 8, pages 103-123, World Scientific Publishing Co. Pte. Ltd..
    12. Robert Eisenbeis & W. Frame & Larry Wall, 2007. "An Analysis of the Systemic Risks Posed by Fannie Mae and Freddie Mac and An Evaluation of the Policy Options for Reducing Those Risks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 31(2), pages 75-99, June.
    13. Andreas Lehnert & Wayne Passmore & Shane M. Sherlund, 2006. "GSEs, mortgage rates, and secondary market activities," Finance and Economics Discussion Series 2006-30, Board of Governors of the Federal Reserve System (U.S.).
    14. Myroslav Pidkuyko, 2019. "Heterogeneous spillovers of housing credit policy," Working Papers 1940, Banco de España.
    15. Hurst, Erik & Keys, Benjamin J. & Seru, Amit & Vavra, Joseph, 2015. "Regional Redistribution through the U.S. Mortgage Market," Research Papers 3458, Stanford University, Graduate School of Business.
    16. Tatom, John A., 2008. "New actions on the housing and financial crises—do no harm?," MPRA Paper 9823, University Library of Munich, Germany.
    17. Diana Hancock & Wayne Passmore, 2012. "The Federal Reserve's portfolio and its effects on mortgage markets," Finance and Economics Discussion Series 2012-22, Board of Governors of the Federal Reserve System (U.S.).
    18. Karan Bhanot & Donald Lien & Margot Quijano, 2008. "Will Pulling Out The Rug Help? Uncertainty About Fannie And Freddie'S Federal Guarantee And The Cost Of The Subsidy," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-28.
    19. Alex Kaufman, 2014. "The Influence of Fannie and Freddie on Mortgage Loan Terms," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(2), pages 472-496, June.
    20. Diana Hancock & Wayne Passmore, 2014. "How the Federal Reserve's Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates," Finance and Economics Discussion Series 2014-12, Board of Governors of the Federal Reserve System (U.S.).
    21. Quigley, John M., 2006. "Federal Credit and Insurance Programs: Housing," Berkeley Program on Housing and Urban Policy, Working Paper Series qt41d5k3bd, Berkeley Program on Housing and Urban Policy.
    22. Iancu, Aurel, 2013. "Financialisation: Structure, Extent, Consequences," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 172-192, June.
    23. Myroslav Pidkuyko, 2022. "Online Appendix to "Heterogeneous Spillovers of Housing Credit Policy"," Online Appendices 21-100, Review of Economic Dynamics.
    24. Alex Kaufman, 2012. "The influence of Fannie and Freddie on mortgage loan terms," Finance and Economics Discussion Series 2012-33, Board of Governors of the Federal Reserve System (U.S.).

  20. Shane M. Sherlund, 2004. "Quasi Empirical Likelihood Estimation of Moment Condition Models," Econometric Society 2004 North American Summer Meetings 507, Econometric Society.

    Cited by:

    1. Fan, Yanqin & Gentry, Matthew & Li, Tong, 2011. "A new class of asymptotically efficient estimators for moment condition models," Journal of Econometrics, Elsevier, vol. 162(2), pages 268-277, June.

  21. Xenia Matschke & Shane M. Sherlund, 2004. "Do Labor Issues Matter in the Determination of U.S. Trade Policy? An Empirical Reevaluation," Working papers 2004-36, University of Connecticut, Department of Economics, revised May 2005.

    Cited by:

    1. Chung, Sunghoon & Lee, Joonhyung & Osang, Thomas, 2014. "Did China Tire Safeguard Save U.S. Workers?," MPRA Paper 59112, University Library of Munich, Germany.
    2. Christopher Laincz & Xenia Matschke & Yoto V. Yotov, 2016. "Policy and Politics: Trade Adjustment Assistance in the Crossfire," CESifo Working Paper Series 5697, CESifo.
    3. Facchini, Giovanni & van Biesebroeck, Johannes & Willmann, Gerald, 2003. "Protection for Sale with Imperfect Rent Capturing," Economics Working Papers 2004-01, Christian-Albrechts-University of Kiel, Department of Economics.
    4. Carolyn L. Evans & Shane M. Sherlund, 2011. "Are Antidumping Duties for Sale? Case‐Level Evidence on the Grossman‐Helpman Protection for Sale Model," Southern Economic Journal, John Wiley & Sons, vol. 78(2), pages 330-357, October.
    5. John K. Wilson & Martin P. Shanahan, 2012. "Did Good Institutions Produce Good Tariffs? Evidence From Tariff Protection In Colonial Victoria," Australian Economic History Review, Economic History Society of Australia and New Zealand, vol. 52(2), pages 128-147, July.
    6. Arnaud Costinot, 2009. "Jobs, Jobs, Jobs: A "New" Perspective on Protectionism," Journal of the European Economic Association, MIT Press, vol. 7(5), pages 1011-1041, September.
    7. Matschke, Xenia, 2008. "Costly revenue-raising and the case for favoring import-competing industries," Journal of International Economics, Elsevier, vol. 74(1), pages 143-157, January.
    8. Blanchard, Emily & Willmann, Gerald, 2022. "Unequal gains, prolonged pain: A model of protectionist overshooting and escalation," Journal of International Economics, Elsevier, vol. 135(C).
    9. Costenot, Arnaud, 2006. "Jobs, Jobs, Jobs: A New Perspective on Protectionism," University of California at San Diego, Economics Working Paper Series qt1bt8n04n, Department of Economics, UC San Diego.
    10. Lopez, Rigoberto A. & Matschke, Xenia, 2005. "Food Protection for Sale," Research Reports 25195, University of Connecticut, Food Marketing Policy Center.
    11. Christoph Moser & Robert Grundke, 2014. "Hidden Protectionism? Evidence from Non-tariff Barriers to Trade in the United States," KOF Working papers 14-369, KOF Swiss Economic Institute, ETH Zurich.
    12. Imai, Susumu & Katayama, Hajime & Krishna, Kala, 2009. "Is protection really for sale? A survey and directions for future research," International Review of Economics & Finance, Elsevier, vol. 18(2), pages 181-191, March.
    13. Tatyana Chesnokova, 2010. "Lobby Interaction and Trade Policy," School of Economics and Public Policy Working Papers 2010-04, University of Adelaide, School of Economics and Public Policy.
    14. Ponzetto, Giacomo & Petrova, Maria & Enikolopov, Ruben, 2011. "The Dracula Effect: Voter Information and Trade Policy," CEPR Discussion Papers 8726, C.E.P.R. Discussion Papers.
    15. Hajime Katayama & Susumu Imai & Kala Krishna, 2006. "Protection For Sale Or Surge Protection?," Working Paper 1114, Economics Department, Queen's University.
    16. Matschke, Xenia N., 2004. "Labor Market Rigidities And The Political Economy Of Trade Protection," Santa Cruz Department of Economics, Working Paper Series qt2274x2pn, Department of Economics, UC Santa Cruz.
    17. Ram C. Acharya, 2018. "Endogenous trade policy in general equilibrium: An interaction of redistribution rule, trade openness, and labor market condition," Economics and Politics, Wiley Blackwell, vol. 30(3), pages 423-443, November.
    18. Kim, JunYun & Magee, Stephen & Lee, Hongshik, 2023. "Capitalization of the economy and labor return: How does lobbying affect resource allocation?," Economic Modelling, Elsevier, vol. 120(C).
    19. Giacomo Ponzetto, 2008. "Asymmetric information and trade policy," Economics Working Papers 1253, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2010.
    20. Marvasi, Enrico, 2013. "Protection for Sale, Monopolistic Competition and Variable Markups," MPRA Paper 48511, University Library of Munich, Germany.
    21. Xenia Matschke, 2006. "Do Labor Market Imperfections Increase Trade Protection? A Theoretical Investigation," Working papers 2006-12, University of Connecticut, Department of Economics, revised Apr 2007.
    22. Jacob Wood & Jie Wu & Yilin Li & Jungsuk Kim, 2019. "The Impact of TBT and SPS Measures on Japanese and Korean Exports to China," Sustainability, MDPI, vol. 11(21), pages 1-23, November.
    23. Baybars Karacaovali, 2011. "Trade Policy Determinants and Trade Reform in a Developing Country," Fordham Economics Discussion Paper Series dp2011-03, Fordham University, Department of Economics.
    24. Per G. Fredriksson & Xenia Matschke & Jenny Minier, 2011. "Trade Policy in Majoritarian Systems: The Case of the U.S," Research Papers in Economics 2011-01, University of Trier, Department of Economics.
    25. Olarreaga, Marcelo & Gawande, Kishore & Krishna, Pravin, 2009. "Lobbying competition over trade policy," CEPR Discussion Papers 7305, C.E.P.R. Discussion Papers.
    26. Yoto V. Yotov, 2010. "Trade‐Induced Unemployment: How Much Do We Care?," Review of International Economics, Wiley Blackwell, vol. 18(5), pages 972-989, November.
    27. Malcolm, Michael, 2017. "Do local exports impact congressional voting on free trade agreements?," Economics Letters, Elsevier, vol. 154(C), pages 31-34.
    28. Per G. Fredriksson & Xenia Matschke & Jenny Minier, 2008. "For Sale: Trade Policy in Majoritarian Systems," Working papers 2008-20, University of Connecticut, Department of Economics.
    29. Uysal, Pinar & Yotov, Yoto V. & Zylkin, Thomas, 2015. "Firm heterogeneity and trade-induced layoffs: An empirical investigation," European Economic Review, Elsevier, vol. 75(C), pages 80-97.
    30. Graham Mallard, 2014. "Static Common Agency And Political Influence: An Evaluative Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 28(1), pages 17-35, February.
    31. Barbara Annicchiarico & Enrico Marvasi, 2018. "Protection for Sale with Price Interactions and Incomplete Pass-Through," Working Papers LuissLab 18141, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    32. Michele Santoni, 2017. "Protective Excise Taxation," Journal of Industry, Competition and Trade, Springer, vol. 17(4), pages 421-445, December.
    33. Josh Ederington & Jenny Minier, 2008. "Reconsidering the empirical evidence on the Grossman‐Helpman model of endogenous protection," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(2), pages 501-516, May.
    34. Xiangjun Ma & John McLaren, 2018. "A Swing-State Theorem, with Evidence," NBER Working Papers 24425, National Bureau of Economic Research, Inc.
    35. Rigoberto A. Lopez, 2008. "Does ‘Protection for Sale’ Apply to the US Food Industries?," Journal of Agricultural Economics, Wiley Blackwell, vol. 59(1), pages 25-40, February.
    36. Annicchiarico, Barbara & Marvasi, Enrico, 2019. "Protection for sale under monopolistic competition: Beyond the CES," European Journal of Political Economy, Elsevier, vol. 60(C).
    37. Baybars Karacaovali, 2012. "Trade Policy Determinants and Trade Reform in a Developing Country: The Case of Colombia," Working Papers 201220R, University of Hawaii at Manoa, Department of Economics.
    38. Giacomo A. M. Ponzetto, 2011. "Heterogeneous Information and Trade Policy," 2011 Meeting Papers 189, Society for Economic Dynamics.

  22. Barrett, Christopher B. & Sherlund, Shane M. & Adesina, Akinwumi A., 2003. "Macroeconomic Shocks, Human Capital And Productive Efficiency: Evidence From West African Farmers," Working Papers 14744, Cornell University, Department of Applied Economics and Management.

    Cited by:

    1. Christopher B. Barrett, 2005. "Rural poverty dynamics: development policy implications," Agricultural Economics, International Association of Agricultural Economists, vol. 32(s1), pages 45-60, January.
    2. Santos, Paulo & Barrett, Christopher B., 2004. "Interest And Identity In Network Formation," 2004 Annual meeting, August 1-4, Denver, CO 19920, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  23. Sherlund, Shane M. & Barrett, Christopher B. & Adesina, Akinwumi A., 1998. "Smallholder Technical Efficiency With Stochastic Exogenous Production Conditions," Working Papers 14760, Cornell University, Department of Applied Economics and Management.

    Cited by:

    1. Yongil Jeon & Ishak Haji Omar & K. Kuperan & Dale Squires & Indah Susilowati, 2006. "Developing country fisheries and technical efficiency: the Java Sea purse seine fishery," Applied Economics, Taylor & Francis Journals, vol. 38(13), pages 1541-1552.
    2. Kelemework, D., 2008. "A comparative analysis of the technical efficiency of irrigated and rainfed agriculture: a case of Awash and Rift valleys of Ethiopia," Conference Papers h044137, International Water Management Institute.

  24. Sherlund, Shane M. & Barrett, Christopher B., 1998. "Exogenous Production Shocks And Technical Efficiency Among Traditional Ivorien Rice Farmers," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20945, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    Cited by:

    1. Sherlund, Shane M. & Barrett, Christopher B. & Adesina, Akinwumi A., 2002. "Smallholder technical efficiency controlling for environmental production conditions," Journal of Development Economics, Elsevier, vol. 69(1), pages 85-101, October.

Articles

  1. Nadauld, Taylor D. & Sherlund, Shane M., 2013. "The impact of securitization on the expansion of subprime credit," Journal of Financial Economics, Elsevier, vol. 107(2), pages 454-476.

    Cited by:

    1. Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Evanoff, Douglas D., 2016. "Loan Product Steering in Mortgage Markets," Working Paper Series 2016-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    2. Tobias Berg & Daniel Streitz & Michael Wedow, 2015. "Real Effects of Securitization," BAFFI CAREFIN Working Papers 1514, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    3. Griffin, John M. & Kruger, Samuel & Maturana, Gonzalo, 2021. "What drove the 2003–2006 house price boom and subsequent collapse? Disentangling competing explanations," Journal of Financial Economics, Elsevier, vol. 141(3), pages 1007-1035.
    4. Lucca, David & Vickery, James, 2022. "Mortgage-Backed Securities," CEPR Discussion Papers 16989, C.E.P.R. Discussion Papers.
    5. Tomasz Piskorski & Amit Seru & James Witkin, 2013. "Asset Quality Misrepresentation by Financial Intermediaries: Evidence from RMBS Market," NBER Working Papers 18843, National Bureau of Economic Research, Inc.
    6. Bronson Argyle & Taylor D. Nadauld & Christopher Palmer & Ryan D. Pratt, 2018. "The Capitalization of Consumer Financing into Durable Goods Prices," NBER Working Papers 24699, National Bureau of Economic Research, Inc.
    7. Stefano Colonnello & Matthias Efing & Francesca Zucchi, 2016. "Empty Creditors and Strong Shareholders: The Real Effects of Credit Risk Trading," Swiss Finance Institute Research Paper Series 16-17, Swiss Finance Institute, revised Jun 2016.
    8. Solomon Y. Deku & Alper Kara & Nodirbek Karimov, 2021. "Do investors value frequent issuers in securitization?," Review of Quantitative Finance and Accounting, Springer, vol. 57(4), pages 1247-1282, November.
    9. Deeksha Gupta, 2018. "Too Much Skin-in-the-Game? The Effect of Mortgage Market Concentration on Credit and House Prices," 2018 Meeting Papers 512, Society for Economic Dynamics.
    10. Katerina Ivanov, 2021. "Credit Enhancement Mechanism in Loan Securitization and Its Implication to Systemic Risk," Discussion Paper Series 2021-01, McColl School of Business, Queens University of Charlotte.
    11. Elliot Anenberg & Aurel Hizmo & Edward Kung & Raven Molloy, 2019. "Measuring mortgage credit availability: A frontier estimation approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 865-882, September.
    12. Lewis, Brittany Almquist, 2023. "Creditor rights, collateral reuse, and credit supply," Journal of Financial Economics, Elsevier, vol. 149(3), pages 451-472.
    13. Alper Kara & David Marques-Ibanez & Steven Ongena, 2015. "Securitization and lending standards: Evidence from the European wholesale loan market," International Finance Discussion Papers 1141, Board of Governors of the Federal Reserve System (U.S.).
    14. Carol Royal & Loretta O’Donnell, 2013. "Beyond the illusion of numbers: A challenge for financial regulators and analysts," The Economic and Labour Relations Review, , vol. 24(4), pages 568-583, December.
    15. Huong Le & Rajesh Narayanan & Lai Vo, 2016. "Has the Effect of Asset Securitization on Bank Risk Taking Behavior Changed?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 49(1), pages 39-64, February.
    16. Lingxiao Li & Bing Zhu, 2020. "Housing Wealth, Consumption Channels and Mortgage Liberalization," International Real Estate Review, Global Social Science Institute, vol. 23(4), pages 433-465.
    17. Milonas, Kristoffer, 2017. "The effect of foreclosure laws on securitization: Evidence from U.S. states," Journal of Financial Stability, Elsevier, vol. 33(C), pages 1-22.
    18. Tim Zhang, 2022. "Uniform Mortgage Regulation and Distortion in Capital Allocation [Loan originations and defaults in the mortgage crisis: the role of the middle class]," Review of Finance, European Finance Association, vol. 26(4), pages 1011-1050.
    19. Elliot Anenberg & Aurel Hizmo & Edward Kung & Raven S. Molloy, 2017. "Measuring Mortgage Credit Availability : A Frontier Estimation Approach," Finance and Economics Discussion Series 2017-101, Board of Governors of the Federal Reserve System (U.S.).
    20. Anderson, Alyssa Gray, 2019. "Ambiguity in securitization markets," Journal of Banking & Finance, Elsevier, vol. 102(C), pages 231-255.
    21. Solomon Y. Deku & Alper Kara & Artur Semeyutin, 2021. "The predictive strength of MBS yield spreads during asset bubbles," Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 111-142, January.
    22. 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.
    23. Xiao, Shuhua & Zhu, Shushang & Wu, Ying, 2023. "Asset securitization, cross holdings, and systemic risk in banking," Journal of Financial Stability, Elsevier, vol. 67(C).
    24. Cziraki, Peter, 2018. "Trading by bank insiders before and during the 2007–2008 financial crisis," Journal of Financial Intermediation, Elsevier, vol. 33(C), pages 58-82.
    25. Colonnello, Stefano & Efing, Matthias & Zucchi, Francesca, 2019. "Shareholder bargaining power and the emergence of empty creditors," Journal of Financial Economics, Elsevier, vol. 134(2), pages 297-317.
    26. Griffin, John M. & Kruger, Samuel & Maturana, Gonzalo, 2019. "Do labor markets discipline? Evidence from RMBS bankers," Journal of Financial Economics, Elsevier, vol. 133(3), pages 726-750.
    27. Marco Di Maggio & Amir Kermani & Sanket Korgaonkar, 2019. "Partial Deregulation and Competition: Effects on Risky Mortgage Origination," Management Science, INFORMS, vol. 65(10), pages 4676-4711, October.
    28. Bin Wei & Feng Zhao, 2022. "Racial Disparities in Mortgage Lending: New Evidence Based on Processing Time," FRB Atlanta Working Paper 2022-1, Federal Reserve Bank of Atlanta.
    29. Deku, Solomon Y. & Kara, Alper & Marqués-Ibáñez, David, 2019. "Do reputable issuers provide better-quality securitizations?," Working Paper Series 2236, European Central Bank.
    30. Rojas, Alejandro, 2021. "Mortgage credit growth for lower-income borrowers during the 2000s housing boom: Evidence and implications," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 220-233.
    31. Joseph L. Breeden & Jose J. Canals-Cerda, 2016. "Consumer risk appetite, the credit cycle, and the housing bubble," Working Papers 16-5, Federal Reserve Bank of Philadelphia.
    32. Li, Yongjia & Tahsin, Salman, 2021. "Home price appreciation and residential lending standards," Journal of Economics and Business, Elsevier, vol. 114(C).
    33. Tahsin, Salman, 2022. "Home price growth and minority access to mortgage credit," Journal of Economics and Business, Elsevier, vol. 120(C).
    34. Bayeh, Antonio & Bitar, Mohammad & Burlacu, Radu & Walker, Thomas, 2021. "Competition, securitization, and efficiency in US banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 553-576.
    35. Craig B. Merrill & Taylor D. Nadauld & Philip E. Strahan, 2019. "Final Demand for Structured Finance Securities," Management Science, INFORMS, vol. 65(1), pages 390-412, January.
    36. Wayne Passmore & Shane M. Sherlund, 2021. "FHA, Fannie Mae, Freddie Mac and the Great Recession," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(3), pages 733-777, September.
    37. Alyssa G. Anderson, 2015. "Ambiguity in Securitization Markets," Finance and Economics Discussion Series 2015-33, Board of Governors of the Federal Reserve System (U.S.).
    38. Samuel Kruger & Gonzalo Maturana, 2021. "Collateral Misreporting in the Residential Mortgage-Backed Security Market," Management Science, INFORMS, vol. 67(5), pages 2729-2750, May.
    39. Karimov, Nodirbek & Kara, Alper & Downing, Gareth & Marqués-Ibáñez, David, 2024. "The impact of regulatory changes on rating behaviour," Working Paper Series 2920, European Central Bank.
    40. Costello, Anna M., 2019. "The value of collateral in trade finance," Journal of Financial Economics, Elsevier, vol. 134(1), pages 70-90.
    41. Deku, Solomon Y. & Kara, Alper & Zhou, Yifan, 2019. "Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 245-254.

  2. Jane Dokko & Brian M. Doyle & Michael T. Kiley & Jinill Kim & Shane Sherlund & Jae Sim & Skander Van Den Heuvel, 2011. "Monetary policy and the global housing bubble [Assessing dynamic efficiency: theory and evidence]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 26(66), pages 237-287.

    Cited by:

    1. Fabian Lindner, 2014. "The Interaction of Mortgage Credit and Housing Prices in the US," IMK Working Paper 133-2014, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    2. Matteo LUCIANI, "undated". "Monetary Policy and the Housing Market: A Structural Factor Analysis," Working Papers wp2010-7, Department of the Treasury, Ministry of the Economy and of Finance.
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    9. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & Schwarzmüller, Tim & van Roye, Björn & Scheide, Joachim, 2014. "Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion," Kieler Beiträge zur Wirtschaftspolitik 5, Kiel Institute for the World Economy (IfW Kiel).
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    17. Christophe Blot & Paul Hubert & Fabien Labondance, 2020. "The asymmetric effects of monetary policy on stock price bubbles," Documents de Travail de l'OFCE 2020-12, Observatoire Francais des Conjonctures Economiques (OFCE).
    18. Roy, Saktinil & Kemme, David M., 2020. "The run-up to the global financial crisis: A longer historical view of financial liberalization, capital inflows, and asset bubbles," International Review of Financial Analysis, Elsevier, vol. 69(C).
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    22. Andreas Fuster & Basit Zafar, 2021. "The Sensitivity of Housing Demand to Financing Conditions: Evidence from a Survey," American Economic Journal: Economic Policy, American Economic Association, vol. 13(1), pages 231-265, February.
    23. Emanuel Kohlscheen & Aaron Mehrotra & Dubravko Mihaljek, 2020. "Residential Investment and Economic Activity: Evidence from the Past Five Decades," International Journal of Central Banking, International Journal of Central Banking, vol. 16(6), pages 287-329, December.
    24. Janet L. Yellen, 2016. "Macroeconomic Research After the Crisis : a speech at \"The Elusive 'Great' Recovery: Causes and Implications for Future Business Cycle Dynamics\" 60th annual economic conference sponsored b," Speech 915, Board of Governors of the Federal Reserve System (U.S.).
    25. Alter, Adrian & Mahoney, Elizabeth M., 2021. "Local house-price vulnerability: Evidence from the U.S. and Canada," Journal of Housing Economics, Elsevier, vol. 54(C).
    26. Lars E. O. Svensson, 2018. "Monetary policy and macroprudential policy: Different and separate?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(3), pages 802-827, August.
    27. Heike Joebges & Sebastian Dullien & Alejandro Márquez-Velázquez, 2015. "What causes housing bubbles?," IMK Studies 43-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    28. Orhan SANLI & Osman PEKER, 2023. "Effect of Inflation, Exchange Rate, Interest Rates and Income on House Sales: a Case of Turkiye," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 10(1), pages 37-60, January.
    29. Kiley, Michael T., 2021. "What macroeconomic conditions lead financial crises?," Journal of International Money and Finance, Elsevier, vol. 111(C).
    30. He Gao & Walter Timo de Vries & Minrui Zheng & Jianping Ye, 2023. "State Capacity to Influence Actor Relations within the Chinese Real Estate Market: An Analytical Framework," Land, MDPI, vol. 12(8), pages 1-18, August.
    31. Rosen Azad Chowdhury & Dilshad Jahan & Tapas Mishra & Mamata Parhi, 2024. "Monetary policy shock and impact asymmetry in bank lending channel: Evidence from the UK housing sector," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 511-530, January.
    32. Bäckman, Claes & Lutz, Chandler, 2020. "The impact of interest-only loans on affordability," Regional Science and Urban Economics, Elsevier, vol. 80(C).
    33. McCarthy, Yvonne & McQuinn, Kieran, 2017. "Credit conditions in a boom and bust property market: Insights for macro-prudential policy," The Quarterly Review of Economics and Finance, Elsevier, vol. 64(C), pages 171-182.
    34. Passmore, Stuart Wayne & von Hafften, Alexander H., 2020. "Financing affordable and sustainable homeownership with Fixed-COFI mortgages," Regional Science and Urban Economics, Elsevier, vol. 80(C).
    35. Heike Joebges & Sebastian Dullien & Alejandro Márquez-Velázquez, 2015. "What causes housing bubbles? A theoretical and empirical inquiry," Competence Centre on Money, Trade, Finance and Development 1501, Hochschule fuer Technik und Wirtschaft, Berlin.
    36. Rybacki, Jakub, 2019. "ECB policy consistency – loss of independence and the real estate bubble?," MPRA Paper 95906, University Library of Munich, Germany.
    37. David L. Reifschneider, 2016. "Gauging the Ability of the FOMC to Respond to Future Recessions," Finance and Economics Discussion Series 2016-068, Board of Governors of the Federal Reserve System (U.S.).
    38. Thomas Goda & Chris Stewart & Alejandro Torres García, 2016. "Absolute Income Inequality and Rising House Prices," Documentos de Trabajo de Valor Público 15247, Universidad EAFIT.
    39. Jerome H. Powell, 2019. "Business Debt and Our Dynamic Financial System : a speech At \"Mapping the Financial Frontier: What Does the Next Decade Hold?” 24th Annual Financial Markets Conference, sponsored by the Federal ," Speech 1066, Board of Governors of the Federal Reserve System (U.S.).
    40. Chang, Yuk Ying & Anderson, Hamish & Shi, Song, 2018. "China and international housing price growth," China Economic Review, Elsevier, vol. 50(C), pages 294-312.
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    43. Scott, C. Patrick, 2016. "Asymmetric preferences and monetary policy deviations," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 325-334.
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    45. Chung Yim Yiu, 2023. "A Natural Quasi-Experiment of the Monetary Policy Shocks on the Housing Markets of New Zealand during COVID-19," JRFM, MDPI, vol. 16(2), pages 1-16, January.
    46. Mahua Barari & Srikanta Kundu, 2019. "The Role of the Federal Reserve in the U.S. Housing Crisis: A VAR Analysis with Endogenous Structural Breaks," JRFM, MDPI, vol. 12(3), pages 1-20, July.
    47. Dominika Ehrenbergerova & Josef Bajzik, 2020. "The Effect of Monetary Policy on House Prices - How Strong is the Transmission?," Working Papers 2020/14, Czech National Bank.

  3. Christopher Mayer & Karen Pence & Shane M. Sherlund, 2009. "The Rise in Mortgage Defaults," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 27-50, Winter.
    See citations under working paper version above.
  4. Kristopher Gerardi & Andreas Lehnert & Shane M. Sherlund & Paul Willen, 2008. "Making Sense of the Subprime Crisis," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 39(2 (Fall)), pages 69-159.
    See citations under working paper version above.
  5. Christopher B. Barrett & Shane M. Sherlund & Akinwumi A. Adesina, 2008. "Shadow wages, allocative inefficiency, and labor supply in smallholder agriculture," Agricultural Economics, International Association of Agricultural Economists, vol. 38(1), pages 21-34, January.

    Cited by:

    1. Nafziger, Steven, 2010. "Peasant communes and factor markets in late nineteenth-century Russia," Explorations in Economic History, Elsevier, vol. 47(4), pages 381-402, October.
    2. Almeida, Alexandre N. & Bravo-Ureta, Boris E., 2019. "Agricultural productivity, shadow wages and off-farm labor decisions in Nicaragua," Economic Systems, Elsevier, vol. 43(1), pages 99-110.
    3. Meilin Ma & Richard J. Sexton, 2021. "Modern agricultural value chains and the future of smallholder farming systems," Agricultural Economics, International Association of Agricultural Economists, vol. 52(4), pages 591-606, July.
    4. Adetutu, Morakinyo O. & Ajayi, Victor, 2020. "The impact of domestic and foreign R&D on agricultural productivity in sub-Saharan Africa," World Development, Elsevier, vol. 125(C).
    5. Rakhshanda, Kousar & Awudu, Abdulai, 2013. "Impacts of rural non-farm employment on household welfare in Pakistan," 2013 Second Congress, June 6-7, 2013, Parma, Italy 149890, Italian Association of Agricultural and Applied Economics (AIEAA).
    6. Hernandez, Ricardo & Berdegue, Julio A. & Reardon, Thomas, 2012. "Modern Markets and Guava Farmers in Mexico," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 127649, International Association of Agricultural Economists.
    7. Daniel R. LaFave & Evan D. Peet & Duncan Thomas, 2020. "Farm Profits, Prices and Household Behavior," NBER Working Papers 26636, National Bureau of Economic Research, Inc.
    8. Brummund, Peter & Merfeld, Joshua D., 2021. "Should Farmers Farm More? Comparing Marginal Products within Malawian Households," IZA Discussion Papers 14703, Institute of Labor Economics (IZA).
    9. Alem, Yonas & Eggert, Håkan & Ruhinduka, Remidius, 2015. "Improving Welfare through Climate-friendly Agriculture: The Case of the System of Rice Intensification," Working Papers in Economics 630, University of Gothenburg, Department of Economics.
    10. John Cockburn, 2004. "Income Contributions of Child Work in Rural Ethiopia," Development and Comp Systems 0409016, University Library of Munich, Germany.
    11. Thottappilly, Anna, 2021. "Identifying the Income Effect on Nutrition for Agricultural Households: Separability of Production and Consumption," 2021 Conference, August 17-31, 2021, Virtual 315335, International Association of Agricultural Economists.
    12. Dillon, Brian & Barrett, Christopher B., 2017. "Agricultural factor markets in Sub-Saharan Africa: An updated view with formal tests for market failure," Food Policy, Elsevier, vol. 67(C), pages 64-77.
    13. Chiara Del Bo & Carlo Fiorio & Massimo Florio, 2011. "Shadow Wages for the EU Regions," Fiscal Studies, Institute for Fiscal Studies, vol. 32(1), pages 109-143, March.
    14. Marc F. Bellemare, 2018. "Contract farming: opportunity cost and trade†offs," Agricultural Economics, International Association of Agricultural Economists, vol. 49(3), pages 279-288, May.
    15. Palacios-Lopez,Amparo & López,Ramón & Palacios-Lopez,Amparo & López,Ramón, 2015. "Market imperfections exacerbate the gender gap: the case of Malawi," Policy Research Working Paper Series 7300, The World Bank.
    16. Hernandez-Solano, A. & Yunez-Naude, A., 2018. "The shadow value of agricultural land rent of rural households and alternative uses of land for sustainable development: the case of Mexico," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277260, International Association of Agricultural Economists.
    17. Xia, Fang & Hou, Lingling & Jin, Songqing & Li, Dongqing, 2020. "Land size and productivity in the livestock sector: evidence from pastoral areas in China," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(3), July.
    18. Feuerbacher, Arndt & McDonald, Scott & Dukpa, Chencho & Grethe, Harald, 2020. "Seasonal rural labor markets and their relevance to policy analyses in developing countries," Food Policy, Elsevier, vol. 93(C).
    19. Julien, Jacques C. & Bravo-Ureta, Boris E. & Rada, Nicholas E., 2023. "Gender and agricultural Productivity: Econometric evidence from Malawi, Tanzania, and Uganda," World Development, Elsevier, vol. 171(C).
    20. Nin-Pratt, Alejandro & McBride, Linden, 2014. "Agricultural intensification in Ghana: Evaluating the optimist’s case for a Green Revolution," Food Policy, Elsevier, vol. 48(C), pages 153-167.
    21. Tsuda, Shunsuke, 2022. "Refugee inflows, surplus farm labor, and crop marketization in rural Africa," Journal of Development Economics, Elsevier, vol. 155(C).
    22. Palacios-López, Amparo & López, Ramon E., 2014. "Gender Differences in Agricultural Productivity: The Role of Market Imperfections," Working Papers 164061, University of Maryland, Department of Agricultural and Resource Economics.
    23. Kassahun, Habtamu Tilahun & Jacobsen, Jette Bredahl & Nicholson, Charles F., 2020. "Revisiting money and labor for valuing environmental goods and services in developing countries," Ecological Economics, Elsevier, vol. 177(C).
    24. Alex Almeida & Boris Bravo-Ureta, 2011. "Agricultural Productivity And Off-Farm Labor Decisions By Heads And Spouses In Nicaragua: A Semiparametric Analysis Using Panel Data," ERSA conference papers ersa11p508, European Regional Science Association.
    25. Habtamu Tilahun Kassahun & Bo Jellesmark Thorsen & Joffre Swait & Jette Bredahl Jacobsen, 2020. "Social Cooperation in the Context of Integrated Private and Common Land Management," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 75(1), pages 105-136, January.
    26. Rakhe Balachandran & Jerrod Penn & Maria Bampasidou, 2023. "Understanding the variation in estimates of off‐farm labour supply elasticities: A meta‐analysis," Journal of Agricultural Economics, Wiley Blackwell, vol. 74(1), pages 116-134, February.
    27. Blaise Waly BASSE & Amadou Abdoulaye FALL, 2023. "Allocation de la main-d’œuvre dans les exploitations rizicoles au Sénégal," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 57, pages 49-61.
    28. Feuerbacher, Arndt & McDonald, Scott & Thierfelder, Karen, 2020. "Peasant Households and Pandemic Viral Diseases," MPRA Paper 100867, University Library of Munich, Germany.
    29. Yonas Alem & Håkan Eggert & Remidius Ruhinduka, 2015. "Improving Welfare Through Climate-Friendly Agriculture: The Case of the System of Rice Intensification," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 62(2), pages 243-263, October.
    30. Christopher Barrett & Daniel Clay, 2003. "How Accurate is Food-for-Work Self-Targeting in the Presence of Imperfect Factor Markets? Evidence from Ethiopia," Journal of Development Studies, Taylor & Francis Journals, vol. 39(5), pages 152-180.
    31. Sauer, Johannes & Balint, Borbala, 2006. "Romanian Maize - Distorted Prices and Producer Efficiency," 2006 Annual meeting, July 23-26, Long Beach, CA 21410, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    32. Mukasa Adamon N. & Adeleke Oluwole Salami, 2016. "Working Paper 231 - Gender productivity differentials among smallholder farmers in Africa: A cross-country comparison," Working Paper Series 2324, African Development Bank.
    33. Bezu, Sosina & Barrett, Christopher B. & Holden, Stein T., 2010. "Does the nonfarm economy offer pathways for upward mobility? Evidence from a panel data study in Ethiopia," MPRA Paper 35754, University Library of Munich, Germany, revised 2011.

  6. Andreas Lehnert & Wayne Passmore & Shane Sherlund, 2008. "GSEs, Mortgage Rates, and Secondary Market Activities," The Journal of Real Estate Finance and Economics, Springer, vol. 36(3), pages 343-363, April.
    See citations under working paper version above.
  7. Xenia Matschke & Shane M. Sherlund, 2006. "Do Labor Issues Matter in the Determination of U.S. Trade Policy? An Empirical Reevaluation," American Economic Review, American Economic Association, vol. 96(1), pages 405-421, March.
    See citations under working paper version above.
  8. Robert Haveman & Karen Holden & Barbara Wolfe & Shane Sherlund, 2006. "Do Newly Retired Workers in the United States Have Sufficient Resources to Maintain Well-Being?," Economic Inquiry, Western Economic Association International, vol. 44(2), pages 249-264, April.

    Cited by:

    1. Karen Smith & Mauricio Soto & Rudolph G. Penner, 2009. "How Seniors Change Their Asset Holdings During Retirement," Working Papers, Center for Retirement Research at Boston College wp2009-31, Center for Retirement Research, revised Dec 2009.
    2. David A. Love & Michael G. Palumbo & Paul A. Smith, 2008. "The trajectory of wealth in retirement," Finance and Economics Discussion Series 2008-13, Board of Governors of the Federal Reserve System (U.S.).
    3. Xiaobo Xu & Martin Young & Liping Zou & Jiali Fang, 2023. "Retirement Income and Financial Market Participation in New Zealand," IJFS, MDPI, vol. 11(1), pages 1-23, January.
    4. David A. Love & Lucy C. McNair & Paul A. Smith, 2008. "A new look at the wealth adequacy of older U.S. households," Finance and Economics Discussion Series 2008-20, Board of Governors of the Federal Reserve System (U.S.).
    5. Jim Been & Michael Hurd & Susann Rohwedder, 2014. "Responses of Time-use to Shocks in Wealth during the Great Recession," Working Papers wp313, University of Michigan, Michigan Retirement Research Center.
    6. Hugo Benitez-Silva & Na Yin, 2007. "An Empirical Study of the Effects of Social Security Reforms on Claming Behavior and Benefits Receipt Using Aggregate and Public-Use Administrative Micro Data," Department of Economics Working Papers 07-05, Stony Brook University, Department of Economics.
    7. Marilyn Clark-Murphy & Paul Gerrans & Craig Speelman, 2009. "Return Chasing as a Driver in Individual Retirement Savings Investment Choices: Evidence from Australia," Journal of Family and Economic Issues, Springer, vol. 30(1), pages 4-19, March.
    8. Elsa Fornero & Annamaria Lusardi & Chiara Monticone, 2009. "Adequacy of Saving for Old Age in Europe," CeRP Working Papers 87, Center for Research on Pensions and Welfare Policies, Turin (Italy).
    9. Jeffrey Thompson & Timothy M. Smeeding, 2010. "Recent Trends in the Distribution of Income: Labor, Wealth and More Complete Measures of Well Being," Working Papers wp225, Political Economy Research Institute, University of Massachusetts at Amherst.
    10. David Love & Lucie Schmidt, 2015. "Comprehensive Wealth of Immigrants and Natives," Working Papers wp328, University of Michigan, Michigan Retirement Research Center.

  9. Christopher B. Barrett & Shane M. Sherlund & Akinwumi A. Adesina, 2006. "Macroeconomic Shocks, Human Capital and Productive Efficiency: Evidence from West African Rice Farmers," Journal of African Economies, Centre for the Study of African Economies, vol. 15(3), pages 343-372, September.

    Cited by:

    1. Fujie, Takeshi & Senda, Tetsuji, 2019. "Effects of Aggregate Shocks on the Productivity of Farm Households in Prewar Japan," Japanese Journal of Agricultural Economics (formerly Japanese Journal of Rural Economics), Agricultural Economics Society of Japan (AESJ), vol. 21.
    2. Josephson, Anna & Shively, Gerald E., 2021. "Unanticipated events, perceptions, and household labor allocation in Zimbabwe," World Development, Elsevier, vol. 141(C).
    3. Masino, Serena, 2013. "Macro-Institutional Instability and the Incentive to Innovate," MPRA Paper 45178, University Library of Munich, Germany.
    4. Serena Masino, 2012. "Macroeconomic Instability and the Incentive to Innovate," Centre for Growth and Business Cycle Research Discussion Paper Series 167, Economics, The University of Manchester.
    5. Md Abdus Salam & Asif Reza Anik, 2023. "Social safety nets and productivity outcomes: Evidence and implications for Bangladeshi rice growers," Asian Economic Journal, East Asian Economic Association, vol. 37(3), pages 401-428, September.
    6. Masino, Serena, 2012. "Macroeconomic instability and the incentive to innovate," MPRA Paper 38766, University Library of Munich, Germany.
    7. Masino, Serena, 2012. "Macroeconomic instability and the incentive to innovate," MPRA Paper 38830, University Library of Munich, Germany.
    8. Xiaojing Li & Apurbo Sarkar & Xianli Xia & Waqar Hussain Memon, 2021. "Village Environment, Capital Endowment, and Farmers’ Participation in E-Commerce Sales Behavior: A Demand Observable Bivariate Probit Model Approach," Agriculture, MDPI, vol. 11(9), pages 1-20, September.

  10. Sherlund, Shane M. & Barrett, Christopher B. & Adesina, Akinwumi A., 2002. "Smallholder technical efficiency controlling for environmental production conditions," Journal of Development Economics, Elsevier, vol. 69(1), pages 85-101, October.

    Cited by:

    1. Imori, Denise & Guilhoto, Joaquim José Martins & Postali, Fernando Antonio Slaibe, 2012. "Production efficiency of family farms and business farms in the Brazilian regions," MPRA Paper 46995, University Library of Munich, Germany.
    2. Kellermann, Magnus A., 2015. "Total Factor Productivity Decomposition and Unobserved Heterogeneity in Stochastic Frontier Models," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 44(1), pages 1-25, April.
    3. Giannis Karagiannis & Magnus Kellermann, 2019. "Stochastic frontier models with correlated effects," Journal of Productivity Analysis, Springer, vol. 51(2), pages 175-187, June.
    4. Daniel Solís & Boris E. Bravo‐Ureta & Ricardo E. Quiroga, 2009. "Technical Efficiency among Peasant Farmers Participating in Natural Resource Management Programmes in Central America," Journal of Agricultural Economics, Wiley Blackwell, vol. 60(1), pages 202-219, February.
    5. Nelson Mango & Clifton Makate & Benjamin Hanyani-Mlambo & Shephard Siziba & Mark Lundy & Caroline Elliott, 2015. "A stochastic frontier analysis of technical efficiency in smallholder maize production in Zimbabwe: The post-fast-track land reform outlook," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 1117189-111, December.
    6. Scheierling, Susanne M. & Treguer, David O. & Booker, James F., 2015. "Water Productivity in Agriculture: Looking for Water in the Agricultural Productivity and Efficiency Literature," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205677, Agricultural and Applied Economics Association.
    7. Anthony Baffoe‐Bonnie & Genti Kostandini, 2019. "Annual and cropping season environmental production conditions effects on smallholder technical efficiency in sub‐Saharan Africa: Evidence from Ethiopia," Agricultural Economics, International Association of Agricultural Economists, vol. 50(6), pages 779-791, November.
    8. Elizaphan J. O. Rao & Bernhard Brümmer & Matin Qaim, 2012. "Farmer Participation in Supermarket Channels, Production Technology, and Efficiency: The Case of Vegetables in Kenya," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 94(4), pages 891-912.
    9. Burki, Abid A. & Ahmad, Shabbir, 2010. "Bank governance changes in Pakistan: Is there a performance effect?," Journal of Economics and Business, Elsevier, vol. 62(2), pages 129-146, March.
    10. Arouna, Aminou & Michler, Jeffrey D. & Lokossou, Jourdain C., 2019. "Contract Farming and Rural Transformation: Evidence from a Field Experiment in Benin," 2019 Sixth International Conference, September 23-26, 2019, Abuja, Nigeria 295717, African Association of Agricultural Economists (AAAE).
    11. Ali M. Oumer & Michael Burton & Atakelty Hailu & Amin Mugera, 2020. "Sustainable agricultural intensification practices and cost efficiency in smallholder maize farms: Evidence from Ethiopia," Agricultural Economics, International Association of Agricultural Economists, vol. 51(6), pages 841-856, November.
    12. Adetutu, Morakinyo O. & Ajayi, Victor, 2020. "The impact of domestic and foreign R&D on agricultural productivity in sub-Saharan Africa," World Development, Elsevier, vol. 125(C).
    13. Paulo Santos & Christopher B. Barrett, 2016. "Heterogeneous wealth dynamics: On the roles of risk and ability," Monash Economics Working Papers 36-16, Monash University, Department of Economics.
    14. Agnes Gold & Stefan Gold, 2019. "Drivers of Farm Efficiency and Their Potential for Development in a Changing Agricultural Setting in Kerala, India," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 31(4), pages 855-880, September.
    15. Djuraeva, Mukhayyo & Bobojonov, Ihtiyor & Kuhn, Lena & Glauben, Thomas, 2023. "The impact of agricultural extension type and form on technical efficiency under transition: An empirical assessment of wheat production in Uzbekistan," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 203-221.
    16. Bachewe, Fantu Nisrane & Koru, Bethlehem & Taffesse, Alemayehu Seyoum, 2018. "Productivity and efficiency in high-potential areas," IFPRI book chapters, in: The economics of teff: Exploring Ethiopia’s biggest cash crop, chapter 7, pages 149-180, International Food Policy Research Institute (IFPRI).
    17. Barrett,Christopher B. & Sheahan,Megan Britney & Barrett,Christopher B. & Sheahan,Megan Britney, 2014. "Understanding the agricultural input landscape in Sub-Saharan Africa : recent plot, household, and community-level evidence," Policy Research Working Paper Series 7014, The World Bank.
    18. Naser, Nazar & Saeedeh, Delfan & Farhad, Zand, 2015. "Reviewing morphologic specifications of acorn leaves and fruits in lorestan province," Asian Journal of Agriculture and Rural Development, Asian Economic and Social Society (AESS), vol. 5(06), pages 1-8, June.
    19. Asante, Bright O. & Temoso, Omphile & Addai, Kwabena N. & Villano, Renato A., 2019. "Evaluating productivity gaps in maize production across different agroecological zones in Ghana," Agricultural Systems, Elsevier, vol. 176(C).
    20. Ezra D. Berkhout & Robert A. Schipper & Arie Kuyvenhoven & Ousmane Coulibaly, 2010. "Does heterogeneity in goals and preferences affect efficiency? A case study of farm households in northern Nigeria," Agricultural Economics, International Association of Agricultural Economists, vol. 41(3‐4), pages 265-273, May.
    21. Yen H. T. Nguyen & Tuyen Q. Tran & Dung T. Hoang & Thu M. T. Tran & Trung T. Nguyen, 2023. "Land quality, income, and poverty among rural households in the North Central Region, Vietnam," Poverty & Public Policy, John Wiley & Sons, vol. 15(2), pages 150-172, June.
    22. Ekbom, Anders & Alem, Yonas & Sterner, Thomas, 2012. "Integrating Soil Sciences into Agricultural Production Frontiers," Working Papers in Economics 550, University of Gothenburg, Department of Economics.
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