Federal Reserve Bank of New York
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2015
- 712 Overnight RRP operations as a monetary policy tool: some design considerations
by Frost, Joshua & Logan, Lorie & Martin, Antoine & McCabe, Patrick E. & Natalucci, Fabio M. & Remache, Julie - 711 Anxiety, overconfidence, and excessive risk taking
by Eisenbach, Thomas M. & Schmalz, Martin C. - 710 What do data on millions of U.S. workers reveal about life-cycle earnings risk?
by Guvenen, Fatih & Karahan, Fatih & Ozkan, Serdar & Song, Jae - 709 Credit supply and the housing boom
by Justiniano, Alejandro & Primiceri, Giorgio E. & Tambalotti, Andrea - 708 Betting against beta (and gamma) using government bonds
by Durham, J. Benson
2014
- 707 Grown-up business cycles
by Pugsley, Benjamin & Sahin, Aysegul - 706 Option-implied term structures
by Vogt, Erik - 705 Hybrid intermediaries
by Cetorelli, Nicola - 704 Banks' incentives and the quality of internal risk models
by Plosser, Matthew & Santos, Joao A. C. - 703 Asset pricing with horizon-dependent risk aversion
by Andries, Marianne & Eisenbach, Thomas M. & Schmalz, Martin C. - 702 The sensitivity of housing demand to financing conditions: evidence from a survey
by Fuster, Andreas & Zafar, Basit - 701 When does a central bank’s balance sheet require fiscal support?
by Del Negro, Marco & Sims, Christopher A. - 700 Debt, jobs, or housing: what's keeping millennials at home?
by Bleemer, Zachary & Brown, Meta & Lee, Donghoon & Van der Klaauw, Wilbert - 699 Population aging, migration spillovers, and the decline in interstate migration
by Karahan, Fatih & Rhee, Serena - 698 Costly information, planning complementarities and the Phillips Curve
by Acharya, Sushant - 697 CDS and equity market reactions to stock issuances in the U.S. financial industry: evidence from the 2002-13 period
by Cornette, Marcia Millon & Mehran, Hamid & Pan, Kevin & Phan, Minh & Wei, Chenyang - 696 Supervisory stress tests
by Hirtle, Beverly & Lehnert, Andreas - 695 Dynamic prediction pools: an investigation of financial frictions and forecasting performance
by Del Negro, Marco & Hasegawa, Raiden B. & Schorfheide, Frank - 694 Counterparty risk in material supply contracts
by Boyarchenko, Nina & Costello, Anna M. - 693 Bank heterogeneity and capital allocation: evidence from "fracking" shocks
by Plosser, Matthew - 692 How does risk management influence production decisions? evidence from a field experiment
by Cole, Shawn & Gine, Xavier & Vickery, James - 691 What predicts U.S. recessions?
by Liu, Weiling & Moench, Emanuel - 690 Monetary policy, financial conditions, and financial stability
by Adrian, Tobias & Liang, J. Nellie - 689 Job search behavior over the business cycle
by Mukoyama, Toshihiko & Patterson, Christina & Sahin, Aysegul - 688 A leverage-based measure of financial instability
by Tepper, Alexander & Borowiecki, Karol Jan - 687 Shifts in the Beveridge curve
by Diamond, Peter A. & Sahin, Aysegul - 686 Africa is on time
by Pinkovskiy, Maxim L. & Sala-i-Martin, Xavier X. - 685 Information heterogeneity and intended college enrollment
by Bleemer, Zachary & Zafar, Basit - 684 Direct purchases of U.S. Treasury securities by Federal Reserve banks
by Garbade, Kenneth D. - 683 University choice: the role of expected earnings, non-pecuniary outcomes, and financial constraints
by Delavande, Adeline & Zafar, Basit - 682 Educational assortative mating and household income inequality
by Eika, Lasse & Mogstad, Magne & Zafar, Basit - 681 What determines the composition of international bank flows?
by Kerl, Cornelia & Niepmann, Friederike - 680 Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences
by Alessi, Luci & Ghysels, Eric & Onorante, Luca & Peach, Richard & Potter, Simon M. - 679 The effect of state pension cut legislation on bank values
by Cohen, Lee & Cornette, Marcia Millon & Mehran, Hamid & Tehranian, Hassan - 678 The revolving door and worker flows in banking regulation
by Lucca, David O. & Seru, Amit & Trebbi, Francesco - 677 Simple and reliable way to compute option-based risk-neutral distributions
by Malz, Allan M. - 676 Liquidity risk and U.S. bank lending at home and abroad
by Correa, Ricardo & Goldberg, Linda S. & Rice, Tara - 675 International banking and liquidity risk transmission: lessons from across countries
by Buch, Claudia M. & Goldberg, Linda S. - 674 Understanding mortgage spreads
by Boyarchenko, Nina & Fuster, Andreas & Lucca, David O. - 673 Dealer financial conditions and lender-of-last resort facilities
by Acharya, Viral V. & Fleming, Michael J. & Hrung, Warren B. & Sarkar, Asani - 672 The FRBNY staff underlying inflation gauge: UIG
by Amstad, Marlene & Potter, Simon M. & Rich, Robert W. - 671 A primer on the GCF Repo® Service
by Agueci, Paul & Alkan, Leyla & Copeland, Adam & Davis, Isaac & Martin, Antoine & Pingitore, Kate & Prugar, Caroline & Rivas, Tyisha - 670 Gates, fees, and preemptive runs
by Cipriani, Marco & Martin, Antoine & McCabe, Patrick E. & Parigi, Bruno - 669 Lights, camera,...income! Estimating poverty using national accounts, survey means, and lights
by Pinkovskiy, Maxim L. & Sala-i-Martin, Xavier X. - 668 Measuring student debt and its performance
by Lee, Donghoon & Van der Klaauw, Wilbert & Haughwout, Andrew F. & Brown, Meta & Scally, Joelle - 667 LIBOR: origins, economics, crisis, scandal, and reform
by Hou, David & Skeie, David R. - 666 Bank holding company dividends and repurchases during the financial crisis
by Hirtle, Beverly - 665 Arbitrage-free affine models of the forward price of foreign currency
by Durham, J. Benson - 664 Financial stability policies for shadow banking
by Adrian, Tobias - 663 The capital and loss assessment under stress scenarios (CLASS) model
by Hirtle, Beverly & Kovner, Anna & Vickery, James & Bhanot, Meru - 662 World welfare is rising: estimation using nonparametric bounds on welfare measures
by Pinkovskiy, Maxim L. - 661 Liquidity policies and systemic risk
by Adrian, Tobias & Boyarchenko, Nina - 660 The over-the-counter theory of the fed funds market: a primer
by Afonso, Gara M. & Lagos, Ricardo
2013
- 659 No guarantees, no trade: how banks affect export patterns
by Niepmann, Friederike - 658 Another view on U.S. Treasury term premiums
by Durham, J. Benson - 657 Momentum and the term structure of interest rates
by Durham, J. Benson - 656 Arbitrage-free models of stocks and bonds
by Durham, J. Benson - 655 Noisy information and fundamental disagreement
by Andrade, Philippe & Crump, Richard K. & Eusepi, Stefano & Moench, Emanuel - 654 ECB monetary operations and the interbank repo market
by Dunne, Peter G. & Fleming, Michael J. & Zholos, Andrey - 653 Coordinating monetary and macroprudential policies
by Bianca De Paoli & Matthias Paustian - 652 The effects of policy guidance on perceptions of the Fed’s reaction function
by Katherine Femia & Steven Friedman & Brian Sack - 651 Intermediary balance sheets
by Adrian, Tobias & Boyarchenko, Nina - 650 Did liquidity providers become liquidity seekers?
by Jaewon Choi & Or Shachar - 649 Fiscal foundations of inflation: imperfect knowledge
by Stefano Eusepi & Bruce Preston - 648 The Effects of the saving and banking glut on the U.S. economy
by Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti - 647 The FRBNY DSGE model
by Marco Del Negro & Stefano Eusepi & Marc Giannoni & Argia Sbordone & Andrea Tambalotti & Matthew Cocci & Raiden Hasegawa & M. Henry Linder - 646 Unemployment benefits and unemployment in the Great Recession: the role of macro effects
by Marcus Hagedorn & Fatih Karahan & Iourii Manovskii & Kurt Mitman - 645 Fire-sale spillovers and systemic risk
by Fernando Duarte & Thomas Eisenbach - 644 The capital structure and governance of a mortgage securitization utility
by Patricia C. Mosser & Joseph Tracy & Joshua Wright - 643 Did cuts in state aid during the Great Recession lead to changes in local property taxes?
by Rajashri Chakrabarti & Max Livingston & Joydeep Roy - 642 Federal Reserve tools for managing rates and reserves
by Antoine Martin & James McAndrews & Ali Palida & David Skeie - 641 Merit aid, student mobility, and the role of college selectivity
by Rajashri Chakrabarti & Joydeep Roy - 640 Banking globalization, transmission, and monetary policy autonomy
by Linda S. Goldberg - 639 Accounting for breakout in Britain: The Industrial Revolution through a Malthusian lens
by Alexander Tepper & Karol Jan Borowiecki - 638 Shadow bank monitoring
by Tobias Adrian & Adam B. Ashcraft & Nicola Cetorelli - 637 Heterogeneity and stability: bolster the strong, not the weak
by Dong Beom Choi - 636 Negative equity and housing investment
by Andrew Haughwout & Sarah Sutherland & Joseph Tracy - 635 Auctions implemented by the Federal Reserve Bank of New York during the Great Recession
by Olivier Armantier & John Sporn - 634 Financial education and the debt behavior of the young
by Meta Brown & Wilbert van der Klaauw & Jaya Wen & Basit Zafar - 633 Banks in international trade finance: evidence from the U.S
by Friederike Niepmann & Tim Schmidt-Eisenlohr - 632 Still not out of the woods? New Jersey schools during the recession and beyond
by Rajashri Chakrabarti & Max Livingston - 631 The long road to recovery: New York Schools in the aftermath of the Great Recession
by Rajashri Chakrabarti & Max Livingston - 630 The fragility of short-term secured funding markets
by Antoine Martin & David Skeie & Ernst-Ludwig von Thadden - 629 Evaluating the quality of fed funds lending estimates produced from Fedwire payments data
by Anna Kovner & David Skeie - 628 The macroeconomics of trend inflation
by Guido Ascari & Argia M. Sbordone - 627 Preferences and biases in educational choices and labor market expectations: shrinking the black box of gender
by Ernesto Reuben & Matthew Wiswall & Basit Zafar - 626 Time variation in asset price responses to macro announcements
by Linda S. Goldberg & Christian Grisse - 625 Leverage asset pricing
by Tobias Adrian & Emanuel Moench & Hyun Song Shin - 624 Order flow segmentation and the role of dark trading in the price discovery of U.S. treasury securities
by Michael Fleming & Giang Nguyen - 623 How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007
by Viral V. Acharya & Gara Afonso & Anna Kovner - 622 The microstructure of China's government bond market
by Jennie Bai & Michael Fleming & Casidhe Horan - 621 Inflation risk and the cross section of stock returns
by Fernando M. Duarte - 620 Trading partners in the interbank lending market
by Gara Afonso & Anna Kovner & Antoinette Schoar - 619 Time-varying structural vector autoregressions and monetary policy: a corrigendum
by Marco Del Negro & Giorgio Primiceri - 618 Inflation in the Great Recession and New Keynesian models
by Marco Del Negro & Marc P. Giannoni & Frank Schorfheide - 617 The impact of housing markets on consumer debt: credit report evidence from 1999 to 2012
by Meta Brown & Sarah Stein & Basit Zafar - 616 The risk of fire sales in the tri-party repo market
by Brian Begalle & Antoine Martin & James McAndrews & Susan McLaughlin - 615 Dynamic effects of credit shocks in a data-rich environment
by Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic - 614 Going global: markups and product quality in the Chinese art market
by Jennie Bai & Jia Guo & Benjamin Mandel - 613 The gender unemployment gap
by Stefania Albanesi & Aysegül Sahin - 612 Shared knowledge and the coagglomeration of occupations
by Todd M. Gabe & Jaison R. Abel - 611 A bargaining theory of trade invoicing and pricing
by Linda Goldberg & Cédric Tille - 610 Up close it feels dangerous: 'anxiety' in the face of risk
by Thomas M. Eisenbach & Martin C. Schmalz - 609 Banking across borders with heterogeneous banks
by Friederike Niepmann - 608 The inflation-output trade-off revisited
by Gauti Eggertsson & Marc P. Giannoni - 607 Risk-neutral systemic risk indicators
by Allan M. Malz - 606 Buyout activity: the impact of aggregate discount rates
by Valentin Haddad & Erik Loualiche & Matthew Plosser - 605 Geographical reallocation and unemployment during the Great Recession: the role of the housing bust
by Fatih Karahan & Serena Rhee - 604 How much do bank shocks affect investment? Evidence from matched bank-firm loan data
by Mary Amiti & David E. Weinstein - 603 Identifying term interbank loans from Fedwire payments data
by Dennis Kuo & David Skeie & James Vickery & Thomas Youle - 602 Household leveraging and deleveraging
by Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti - 601 Financial stability monitoring
by Tobias Adrian & Daniel Covitz & Nellie J. Liang - 600 Capital controls: a normative analysis
by Bianca De Paoli & Anna Lipinska - 599 Money market funds intermediation, bank instability, and contagion
by Marco Cipriani & Antoine Martin & Bruno M. Parigi - 598 The high-frequency response of energy prices to monetary policy: understanding the empirical evidence
by Carlo Rosa - 597 Rollover risk as market discipline: a two-sided inefficiency
by Thomas M. Eisenbach - 596 A sampling-window approach to transactions-based Libor fixing
by Darrell Duffie & David Skeie & James Vickery - 595 Estimating the impacts of U.S. LSAPs on emerging market economies’ local currency bond markets
by Jeffrey Moore & Sunwoo Nam & Myeongguk Suh & Alexander Tepper - 594 Securitization and the fixed-rate mortgage
by Andreas Fuster & James Vickery - 593 Gender discrimination and social identity: experimental evidence from urban Pakistan
by Adeline Delavande & Basit Zafar - 592 A boost in the paycheck: survey evidence on workers’ response to the 2011 payroll tax cuts
by Grant Graziani & Wilbert van der Klaauw & Basit Zafar - 591 Chinese exports and U.S. import prices
by Benjamin R. Mandel
2012
- 590 Liquidity, volatility, and flights to safety in the U.S. treasury market: evidence from a new class of dynamic order book models
by Robert Engle & Michael Fleming & Eric Ghysels & Giang Nguyen - 589 No good deals—no bad models
by Nina Boyarchenko & Mario Cerrato & John Crosby & Stewart Hodges - 588 The measurement and behavior of uncertainty: evidence from the ECB Survey of Professional Forecasters
by Robert Rich & Joseph Song & Joseph Tracy - 587 Agglomeration and job matching among college graduates
by Jaison R. Abel & Richard Deitz - 586 Importers, exporters, and exchange rate disconnect
by Mary Amiti & Oleg Itskhoki & Jozef Konings - 585 Rare shocks, great recessions
by Vasco Cúrdia & Marco Del Negro & Daniel L. Greenwald - 584 Exchange rate pass-through, markups, and inventories
by Adam Copeland & James A. Kahn - 583 Discussion of “An Integrated Framework for Multiple Financial Regulations”
by Tobias Adrian - 582 Payment size, negative equity, and mortgage default
by Andreas Fuster & Paul S. Willen - 581 Forecasting through the rear-view mirror: data revisions and bond return predictability
by Eric Ghysels & Casidhe Horan & Emanuel Moench - 580 Shadow banking: a review of the literature
by Tobias Adrian & Adam B. Ashcraft - 579 When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads
by Jennie Bai & Shang-Jin Wei - 578 Have financial markets become more informative?
by Jennie Bai & Thomas Philippon & Alexi Savov - 577 On bounding credit event risk premia
by Jennie Bai & Pierre Collin-Dufresne & Robert S. Goldstein & Jean Helwege - 576 Banking across borders
by Friederike Niepmann - 575 Assessing the quality of “Furfine-based” algorithms
by Olivier Armantier & Adam Copeland - 574 The forward guidance puzzle
by Marco Del Negro & Marc Giannoni & Christina Patterson - 573 Abbott and Bacon Districts: education finances during the Great Recession
by Rajashri Chakrabarti & Sarah Sutherland - 572 Doing well by doing good? Community development venture capital
by Anna Kovner & Josh Lerner - 571 Information acquisition and financial intermediation
by Nina Boyarchenko - 570 Pricing TIPS and treasuries with linear regressions
by Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench - 569 A new look at second liens
by Donghoon Lee & Christopher Mayer & Joseph Tracy - 568 Do informal referrals lead to better matches? Evidence from a firm's employee referral system
by Meta Brown & Elizabeth Setren & Giorgio Topa - 567 Intermediary leverage cycles and financial stability
by Tobias Adrian & Nina Boyarchenko - 566 Mismatch unemployment
by Aysegül Sahin & Joseph Song & Giorgio Topa & Giovanni L. Violante - 565 Housing markets and residential segregation: impacts of the Michigan school finance reform on inter- and intra-district sorting
by Rajashri Chakrabarti & Joydeep Roy - 564 The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds
by Patrick E. McCabe & Marco Cipriani & Michael Holscher & Antoine Martin - 563 Federal Reserve liquidity provision during the financial crisis of 2007-2009
by Michael J. Fleming - 562 Payment changes and default risk: theimpact of refinancing on expected credit losses
by Joseph Tracy & Joshua Wright - 561 Estimating a structural model of herd behavior in financial markets
by Marco Cipriani & Antonio Guarino - 560 How "unconventional" are large-scale asset purchases? The impact of monetary policy on asset prices
by Carlo Rosa - 559 Shadow banking regulation
by Tobias Adrian & Adam B. Ashcraft - 558 How deeply held are anti-American attitudes among Pakistani youth? Evidence using experimental variation in information
by Adeline Delavande & Basit Zafar - 557 An analysis of OTC interest rate derivatives transactions: implications for public reporting
by Michael Fleming & John Jackson & Ada Li & Asani Sarkar & Patricia Zobel - 556 The supply side of the housing boom and bust of the 2000s
by Andrew Haughwout & Richard W. Peach & John Sporn & Joseph Tracy - 555 Securities lending
by Paul C. Lipson & Bradley K. Sabel & Frank M. Keane - 554 DSGE model-based forecasting
by Marco Del Negro & Frank Schorfheide - 553 The private premium in public bonds
by Anna Kovner & Chenyang Wei - 552 Workforce skills across the urban-rural hierarchy
by Jaison R. Abel & Todd M. Gabe & Kevin Stolarick - 551 Deficits, public debt dynamics, and tax and spending multipliers
by Matthew Denes & Gauti B. Eggertsson & Sophia Gilbukh - 550 An empirical study of trade dynamics in the fed funds market
by Gara Afonso & Ricardo Lagos - 549 Trade dynamics in the market for federal funds
by Gara Afonso & Ricardo Lagos - 548 Leverage and asset prices: an experiment
by Marco Cipriani & Ana Fostel & Daniel Houser - 547 Long-term debt pricing and monetary policy transmission under imperfect knowledge
by Stefano Eusepi & Marc Giannoni & Bruce Preston - 546 Optimal interest rate rules and inflation stabilization versus price-level stabilization
by Marc P. Giannoni - 545 Follow the money: quantifying domestic effects of foreign bank shocks in the Great Recession
by Nicola Cetorelli & Linda S. Goldberg - 544 Defaults and losses on commercial real estate bonds during the Great Depression era
by Tyler Wiggers & Adam B. Ashcraft - 543 The price is right: updating of inflation expectations in a randomized price information experiment
by Olivier Armantier & Scott Nelson & Giorgio Topa & Wilbert van der Klaauw & Basit Zafar - 542 Crime, house prices, and inequality: the effect of UPPs in Rio
by Claudio Frischtak & Benjamin R. Mandel - 541 House price booms, current account deficits, and low interest rates
by Andrea Ferrero - 540 Is increased price flexibility stabilizing? Redux
by Saroj Bhattarai & Gauti Eggertsson & Raphael Schoenle - 539 Corporate governance of financial institutions
by Hamid Mehran & Lindsay Mollineaux - 538 Precarious slopes? The Great Recession, federal stimulus, and New Jersey schools
by Rajashri Chakrabarti & Sarah Sutherland - 537 The hitchhiker’s guide to missing import price changes and pass-through
by Etienne Gagnon & Benjamin R. Mandel & Robert J. Vigfusson - 536 Heterogeneous inflation expectations, learning, and market outcomes
by Carlos Madeira & Basit Zafar - 535 Optimal target criteria for stabilization policy
by Marc P. Giannoni & Michael Woodford - 529 Repo and securities lending
by Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin
2011
- 534 The impact of the Great Recession on school district finances: evidence from New York
by Rajashri Chakrabarti & Elizabeth Setren - 533 Dodd-Frank one year on: implications for shadow banking
by Tobias Adrian - 532 Financial intermediary balance sheet management
by Tobias Adrian & Hyun Song Shin - 531 Financial Intermediary Balance Sheet Management
by John B. Donaldson & Natalia Gershun & Marc P. Giannoni - 530 What do drug monopolies cost consumers in developing countries?
by Rebecca Hellerstein - 528 Which financial frictions? Parsing the evidence from the financial crisis of 2007-09
by Tobias Adrian & Paolo Colla & Hyun Song Shin - 527 The macroeconomic effects of large-scale asset purchase programs
by Han Chen & Vasco Cúrdia & Andrea Ferrero - 526 Housing busts and household mobility: an update
by Fernando Ferreira & Joseph Gyourko & Joseph Tracy - 525 Incentives and responses under No Child Left Behind: credible threats and the role of competition
by Rajashri Chakrabarti - 524 Optimal disinflation under learning
by Timothy Cogley & Christian Matthes & Argia M. Sbordone - 523 Do we know what we owe? A comparison of borrower- and lender-reported consumer debt
by Meta Brown & Andrew Haughwout & Donghoon Lee & Wilbert van der Klaauw - 522 The international role of the dollar: Does it matter if this changes?
by Linda Goldberg - 521 Early contract renegotiation: An analysis of U.S. labor contracts from 1970 to 1995
by Robert Rich & Joseph Tracy - 520 The great escape? A quantitative evaluation of the Fed’s liquidity facilities
by Marco Del Negro & Gauti Eggertsson & Andrea Ferrero & Nobuhiro Kiyotaki - 519 Expectations versus fundamentals: does the cause of banking panics matter for prudential policy?
by Todd Keister & Vijay Narasiman - 518 Market declines: Is banning short selling the solution?
by Robert Battalio & Hamid Mehran & Paul Schultz - 517 An analysis of CDS transactions: implications for public reporting
by Kathryn Chen & Michael Fleming & John Jackson & Ada Li & Asani Sarkar - 516 Belief updating among college students: evidence from experimental variation in information
by Matthew Wiswall & Basit Zafar - 515 Learning the fiscal theory of the price level: some consequences of debt management policy
by Stefano Eusepi & Bruce Preston - 514 Real estate investors, the leverage cycle, and the housing market crisis
by Andrew Haughwout & Donghoon Lee & Joseph Tracy & Wilbert van der Klaauw - 513 Decomposing short-term return reversal
by Zhi Da & Qianqiu Liu & Ernst Schaumburg