Details about Jose L Fillat

Access statistics for papers by Jose L Fillat.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pfi69

Working Papers

2024

1. Is Post-pandemic Wage Growth Fueling Inflation?
   Current Policy Perspectives, Federal Reserve Bank of Boston

2022

2. Cost-Price Relationships in a Concentrated Economy
   Current Policy Perspectives, Federal Reserve Bank of Boston View citations (6)
3. Did High Leverage Render Small Businesses Vulnerable to the COVID-19 Shock?
   Working Papers, Federal Reserve Bank of Boston View citations (1)

2021

4. A Helping Hand to Main Street Where and When It Was Needed
   Current Policy Perspectives, Federal Reserve Bank of Boston View citations (2)
5. COVID Response: The Main Street Lending Program
   Staff Reports, Federal Reserve Bank of New York View citations (1)
6. Corporate Finance and the Transmission of Shocks to the Real Economy
   Working Papers, Federal Reserve Bank of Boston View citations (1)
7. On the Origins of the Multinational Premium
   Working Papers, Federal Reserve Bank of Boston
8. The Main Street Lending Program
   Current Policy Perspectives, Federal Reserve Bank of Boston
   See also Journal Article The Main Street Lending Program, Economic Policy Review, Federal Reserve Bank of New York (2022) (2022)

2020

9. Corporate Debt Maturity and Monetary Policy
   Current Policy Perspectives, Federal Reserve Bank of Boston View citations (1)
10. The Impact of Regulatory Stress Tests on Bank Lending and Its Macroeconomic Consequences
    Working Papers, Federal Reserve Bank of Boston View citations (3)

2019

11. Household Choices with House Value Misperception
    2019 Meeting Papers, Society for Economic Dynamics
12. Stress testing effects on portfolio similarities among large US Banks
    Current Policy Perspectives, Federal Reserve Bank of Boston View citations (3)

2018

13. To Branch or not to Branch? A Quantitative Evaluation of the Consequences of Global Banks’ Organization
    2018 Meeting Papers, Society for Economic Dynamics View citations (2)
14. What are the Consequences of Global Banking for the International Transmission of Shocks? A Quantitative Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
    Also in Working Papers, Federal Reserve Bank of Boston (2018) View citations (7)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (8)
15. What are the consequences of global banking for the international transmission of shocks? A quantitative analysis∗
    Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics View citations (6)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2018) View citations (5)

2017

16. Becoming a Multinational: an Analysis of Market Access and Risk through Mergers
    2017 Meeting Papers, Society for Economic Dynamics
17. Portfolio choice with house value misperception
    Working Papers, Federal Reserve Bank of Boston View citations (2)

2015

18. Global Identification in DSGE Models Allowing for Indeterminacy
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (3)
19. Multinational Banks
    2015 Meeting Papers, Society for Economic Dynamics
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (2)

2014

20. Diversification, Cost Structure, and the Risk Premium of Multinational Corporations
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (4)
    See also Journal Article Diversification, cost structure, and the risk premium of multinational corporations, Journal of International Economics, Elsevier (2015) View citations (43) (2015)
21. Global Banks' Dynamics and the International Transmission of Shocks
    2014 Meeting Papers, Society for Economic Dynamics
22. Risk, Returns, and Multinational Production
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (5)
    Also in Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston (2010) View citations (23)
    2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (10)
    See also Journal Article Risk, Returns, and Multinational Production, The Quarterly Journal of Economics, President and Fellows of Harvard College (2015) View citations (91) (2015)

2013

23. Diversification, Cost Structure, and the Stock Returns of Multinational Corporations
    2013 Meeting Papers, Society for Economic Dynamics View citations (1)

2012

24. Optimal portfolio choice with predictability in house prices and transaction costs
    IESE Research Papers, IESE Business School View citations (3)
    Also in Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston (2010) View citations (14)
    Working Paper Series, European Central Bank (2012) View citations (14)
    See also Journal Article Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs, The Review of Financial Studies, Society for Financial Studies (2014) View citations (30) (2014)

2010

25. Addressing the pro-cyclicality of capital requirements with a dynamic loan loss provision system
    Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston View citations (28)

2008

26. Housing as a Measure for the Long Run Risk in Asset Pricing
    2008 Meeting Papers, Society for Economic Dynamics View citations (8)
27. Looking behind the aggregates: a reply to “Facts and Myths about the Financial Crisis of 2008”
    Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston View citations (41)

Journal Articles

2022

1. The Main Street Lending Program
   Economic Policy Review, 2022, 28, (1)
   See also Working Paper The Main Street Lending Program, Current Policy Perspectives (2021) (2021)

2015

2. Diversification, cost structure, and the risk premium of multinational corporations
   Journal of International Economics, 2015, 96, (1), 37-54 View citations (43)
   See also Working Paper Diversification, Cost Structure, and the Risk Premium of Multinational Corporations, Boston University - Department of Economics - Working Papers Series (2014) View citations (4) (2014)
3. Risk, Returns, and Multinational Production
   The Quarterly Journal of Economics, 2015, 130, (4), 2027-2073 View citations (91)
   See also Working Paper Risk, Returns, and Multinational Production, Boston University - Department of Economics - Working Papers Series (2014) View citations (5) (2014)

2014

4. Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs
   The Review of Financial Studies, 2014, 27, (3), 823-880 View citations (30)
   See also Working Paper Optimal portfolio choice with predictability in house prices and transaction costs, IESE Research Papers (2012) View citations (3) (2012)