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Michael Falkenheim

Personal Details

First Name:Michael
Middle Name:
Last Name:Falkenheim
Suffix:
RePEc Short-ID:pfa754
[This author has chosen not to make the email address public]

Affiliation

Congressional Budget Office
United States Congress
Government of the United States

Washington, District of Columbia (United States)
http://www.cbo.gov/
RePEc:edi:cbogvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Michael Falkenheim & Youstiena Shafeek, 2026. "Estimating the Budgetary Cost of U.S. Commitments to the International Monetary Fund: Working Paper 2026-02," Working Papers 61550, Congressional Budget Office.
  2. Michael Falkenheim, 2022. "The Welfare Effects of Debt: Crowding Out and Risk Shifting: Working Paper 2022-10," Working Papers 58849, Congressional Budget Office.
  3. Michael Falkenheim & Wendy Kiska, 2021. "How CBO Estimates the Market Risk of Federal Credit Programs: Working Paper 2021-14," Working Papers 57581, Congressional Budget Office.
  4. Michael Falkenheim, 2021. "Fair-Value Budgeting: Practical Issues: Working Paper 2021-08," Working Papers 57264, Congressional Budget Office.
  5. Michael Falkenheim, 2021. "Fair-Value Cost Estimation and Government Cash Flows: Working Paper 2021-05," Working Papers 57062, Congressional Budget Office.
  6. Michael Falkenheim, 2021. "Governmental Risk Taking Under Market Imperfections: Working Paper 2021-07," Working Papers 57255, Congressional Budget Office.

Articles

  1. Michael Falkenheim & George Pennacchi, 2003. "The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach," Journal of Financial Services Research, Springer;Western Finance Association, vol. 24(2), pages 121-148, October.
  2. Veronica Balzarotti & Michael Falkenheim & Andrew Powell, 2002. "On the Use of Portfolio Risk Models and Capital Requirements in Emerging Markets: The Case of Argentina," The World Bank Economic Review, World Bank, vol. 16(2), pages 197-212, August.

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.

Working papers

  1. Michael Falkenheim, 2022. "The Welfare Effects of Debt: Crowding Out and Risk Shifting: Working Paper 2022-10," Working Papers 58849, Congressional Budget Office.

    Cited by:

    1. Andrew B. Abel & Stavros Panageas, 2025. "Running Primary Deficits Forever in a Dynamically Efficient Economy: Feasibility and Optimality," Econometrica, Econometric Society, vol. 93(5), pages 1601-1633, September.

  2. Michael Falkenheim, 2021. "Governmental Risk Taking Under Market Imperfections: Working Paper 2021-07," Working Papers 57255, Congressional Budget Office.

    Cited by:

    1. Elizabeth Ash & William Carrington & Rebecca Heller & Grace Hwang, 2023. "Exploring the Effects of Medicaid During Childhood on the Economy and the Budget: Working Paper 2023-07," Working Papers 59231, Congressional Budget Office.

Articles

  1. Michael Falkenheim & George Pennacchi, 2003. "The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach," Journal of Financial Services Research, Springer;Western Finance Association, vol. 24(2), pages 121-148, October.

    Cited by:

    1. Grira, Jocelyn & Hassan, M. Kabir & Soumaré, Issouf, 2016. "Pricing beliefs: Empirical evidence from the implied cost of deposit insurance for Islamic banks," Economic Modelling, Elsevier, vol. 55(C), pages 152-168.
    2. Stojanovic, Dusan & Vaughan, Mark D. & Yeager, Timothy J., 2008. "Do Federal Home Loan Bank membership and advances increase bank risk-taking?," Journal of Banking & Finance, Elsevier, vol. 32(5), pages 680-698, May.
    3. Darrell Duffie & Robert Jarrow & Amiyatosh Purnanandam & Wei Yang, 2003. "Market Pricing of Deposit Insurance," Journal of Financial Services Research, Springer;Western Finance Association, vol. 24(2), pages 93-119, October.
    4. Lucas, Deborah & Moore, Damien, 2019. "The student loan consolidation option," Journal of Public Economics, Elsevier, vol. 174(C), pages 1-12.
    5. Deborah Lucas & Damien Moore, 2007. "The Student Loan Consolidation Option: An Analysis of an Exotic Financial Derivative: Working Paper 2007-05," Working Papers 18540, Congressional Budget Office.
    6. Anginer, Deniz & Cerutti, Eugenio & Martínez Pería, María Soledad, 2017. "Foreign bank subsidiaries' default risk during the global crisis: What factors help insulate affiliates from their parents?," Journal of Financial Intermediation, Elsevier, vol. 29(C), pages 19-31.
    7. Dilip Madan & George Pennacchi, 2003. "Introduction: Special Issue on Pricing the Risks of Deposit Insurance," Journal of Financial Services Research, Springer;Western Finance Association, vol. 24(2), pages 89-92, October.
    8. Pennacchi, George, 2006. "Deposit insurance, bank regulation, and financial system risks," Journal of Monetary Economics, Elsevier, vol. 53(1), pages 1-30, January.
    9. Deborah Lucas & Marvin Phaup, 1975. "The Cost of Risk to the Government and Its Implications for Federal Budgeting," NBER Chapters, in: Measuring and Managing Federal Financial Risk, pages 29-54, National Bureau of Economic Research, Inc.
    10. Landskroner, Yoram & Paroush, Jacob, 2008. "Bank management and market discipline," Journal of Economics and Business, Elsevier, vol. 60(5), pages 395-414.
    11. Stone, Anna-Leigh, 2021. "Double the insurance, double the funds?," Journal of Banking & Finance, Elsevier, vol. 133(C).
    12. Rosalind L. Bennett & Mark D. Vaughan & Timothy J. Yeager, 2005. "Should the FDIC worry about the FHLB? The impact of Federal Home Loan Bank advances on the Bank Insurance Fund," Working Paper 05-05, Federal Reserve Bank of Richmond.
    13. Pennacchi, George G., 2005. "Risk-based capital standards, deposit insurance, and procyclicality," Journal of Financial Intermediation, Elsevier, vol. 14(4), pages 432-465, October.

  2. Veronica Balzarotti & Michael Falkenheim & Andrew Powell, 2002. "On the Use of Portfolio Risk Models and Capital Requirements in Emerging Markets: The Case of Argentina," The World Bank Economic Review, World Bank, vol. 16(2), pages 197-212, August.

    Cited by:

    1. Mr. Jorge A Chan-Lau, 2006. "Fundamentals-Based Estimation of Default Probabilities - A Survey," IMF Working Papers 2006/149, International Monetary Fund.
    2. Verónica Balzarotti & Christian Castro & Andrew Powell, 2004. "Reforming Capital Requirements in Emerging Countries: Calibrating Basel II using Historical Argentine Credit Bureau Data and CreditRisk+," Business School Working Papers capitalreqemerging, Universidad Torcuato Di Tella.
    3. Socol Adela, 2008. "Capital Adequacy In The Romanian Banking System," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(10), pages 1-42.
    4. Divino, Jose Angelo & Rocha, Líneke Clementino Sleegers, 2013. "Probability of default in collateralized credit operations," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 276-292.
    5. International Association of Deposit Insurers, 2011. "Evaluation of Deposit Insurance Fund Sufficiency on the Basis of Risk Analysis," IADI Research Papers 11-11, International Association of Deposit Insurers.
    6. Reinhart, Carmen, 2002. "Financial crises, credit ratings, and bank failures: An introduction," MPRA Paper 13247, University Library of Munich, Germany.
    7. Correa, Patricia & Brock, Philip, 2005. "Comments," LSE Research Online Documents on Economics 123175, London School of Economics and Political Science, LSE Library.

More information

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Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-AGE: Economics of Ageing (1) 2023-01-09
  2. NEP-DGE: Dynamic General Equilibrium (1) 2023-01-09
  3. NEP-MAC: Macroeconomics (1) 2021-06-28
  4. NEP-ORE: Operations Research (1) 2021-06-28
  5. NEP-UPT: Utility Models and Prospect Theory (1) 2023-01-09

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