Details about Sam Schulhofer-Wohl

Access statistics for papers by Sam Schulhofer-Wohl.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: psc282

Working Papers

2024

1. Open-Ended Treasury Purchases: From Market Functioning to Financial Easing
   Working Paper Series, Federal Reserve Bank of Chicago
2. Opening Remarks for FIA Forum: Commodities 2024, Panel Discussion on the 2025 Outlook
   Speeches and Essays, Federal Reserve Bank of Dallas

2023

3. Commodity derivatives markets and financial stability
   Speeches and Essays, Federal Reserve Bank of Dallas
4. Deposit Convexity, Monetary Policy and Financial Stability
   Working Papers, Federal Reserve Bank of Dallas
5. Monetary Policy Implementation with Ample Reserves
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
6. Price discovery, risk transfer and energy finance
   Speeches and Essays, Federal Reserve Bank of Dallas
7. Remarks before the Market Risk Advisory Committee of the U.S. Commodity Futures Trading
   Speeches and Essays, Federal Reserve Bank of Dallas

2021

8. Externalities in securities clearing and settlement: Should securities CCPs clear trades for everyone?
   Policy Discussion Paper Series, Federal Reserve Bank of Chicago

2020

9. Monetary Policy Implementation With an Ample Supply of Reserves
   Working Paper Series, Federal Reserve Bank of Chicago View citations (4)
   Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2020) View citations (4)
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020) View citations (5)
   Staff Reports, Federal Reserve Bank of New York (2020) View citations (6)
   Working Paper Series, Federal Reserve Bank of Chicago (2020) View citations (3)

2018

10. A Sequential Bargaining Model of the Fed Funds Market with Excess Reserves
    Working Paper Series, Federal Reserve Bank of Chicago View citations (4)
11. How Do the Fed's MBS Holdings Affect the Economy?
    Liberty Street Economics, Federal Reserve Bank of New York
12. How Do the Fed's MBS Purchases Affect Credit Allocation?
    Liberty Street Economics, Federal Reserve Bank of New York
13. The Changing (Dis-)Utility of Work
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (35)
    See also Journal Article The Changing (Dis-)utility of Work, Journal of Economic Perspectives, American Economic Association (2018) View citations (33) (2018)

2017

14. Inflation at the Household Level
    Working Paper Series, Federal Reserve Bank of Chicago View citations (109)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (5)
    Working Papers, Federal Reserve Bank of Minneapolis (2016) View citations (4)
    2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (8)
    See also Journal Article Inflation at the household level, Journal of Monetary Economics, Elsevier (2017) View citations (109) (2017)
15. The Age-Time-Cohort Problem and the Identification of Structural Parameters in Life-Cycle Models
    Working Paper Series, Federal Reserve Bank of Chicago
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (9)
    Working Papers, Federal Reserve Bank of Minneapolis (2013) View citations (4)
    See also Journal Article The age‐time‐cohort problem and the identification of structural parameters in life‐cycle models, Quantitative Economics, Econometric Society (2018) View citations (6) (2018)
16. Worker Betas: Five Facts About Systematic Earnings Risk
    Working Paper Series, Federal Reserve Bank of Chicago View citations (38)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2017) View citations (38)
    NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (63)
    See also Journal Article Worker Betas: Five Facts about Systematic Earnings Risk, American Economic Review, American Economic Association (2017) View citations (63) (2017)

2016

17. Inflation at the Household Level: Web Appendix
    Working Papers, Federal Reserve Bank of Minneapolis View citations (4)

2015

18. Measuring Job-Finding Rates and Matching Efficiency with Heterogeneous Jobseekers
    Working Papers, Federal Reserve Bank of Minneapolis View citations (13)
    Also in Economics Working Papers, Hoover Institution, Stanford University (2015) View citations (22)
    NBER Working Papers, National Bureau of Economic Research, Inc (2015) View citations (22)
    See also Journal Article Measuring Job-Finding Rates and Matching Efficiency with Heterogeneous Job-Seekers, American Economic Journal: Macroeconomics, American Economic Association (2018) View citations (55) (2018)
19. Migration, Congestion Externalities, and the Evaluation of Spatial Investments
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2015) View citations (8)
    Working Papers, Federal Reserve Bank of Minneapolis (2012) View citations (6)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (8)
    See also Journal Article Migration, congestion externalities, and the evaluation of spatial investments, Journal of Development Economics, Elsevier (2015) View citations (8) (2015)
20. Understanding the Long-Run Decline in Interstate Migration: Online Appendix
    Working Papers, Federal Reserve Bank of Minneapolis View citations (4)

2014

21. Measuring Matching Efficiency with Heterogeneous Jobseekers
    2014 Meeting Papers, Society for Economic Dynamics View citations (20)

2013

22. Heterogeneity and risk sharking in village economies
    Staff Report, Federal Reserve Bank of Minneapolis
    Also in Working Papers, Federal Reserve Bank of Minneapolis (2011) View citations (12)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (9)
    See also Journal Article Heterogeneity and risk sharing in village economies, Quantitative Economics, Econometric Society (2014) View citations (57) (2014)
23. Portfolio choices and risk preferences in village economies
    Working Papers, Federal Reserve Bank of Minneapolis View citations (2)

2012

24. Do newspapers matter? Short-run and long-run evidence from the closure of The Cincinnati Post
    Staff Report, Federal Reserve Bank of Minneapolis View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (9)
    Working Papers, Federal Reserve Bank of Minneapolis (2011) View citations (1)
    See also Journal Article Do Newspapers Matter? Short-Run and Long-Run Evidence From the Closure of The Cincinnati Post, Journal of Media Economics, Taylor & Francis Journals (2013) View citations (20) (2013)
25. Understanding the Long-Run Decline in Interstate Migration
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (64)
    Also in Working Papers, Federal Reserve Bank of Minneapolis (2012) View citations (18)
    See also Journal Article UNDERSTANDING THE LONG‐RUN DECLINE IN INTERSTATE MIGRATION, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2017) View citations (30) (2017)

2011

26. A sharp drop in interstate migration? not really
    Economic Policy Paper, Federal Reserve Bank of Minneapolis View citations (3)
27. Evaluating the welfare effects of a location-based program in the presence of migration: A method and some examples
    2011 Meeting Papers, Society for Economic Dynamics
28. Heterogeneity and tests of risk sharing
    Staff Report, Federal Reserve Bank of Minneapolis View citations (56)
    See also Journal Article Heterogeneity and Tests of Risk Sharing, Journal of Political Economy, University of Chicago Press (2011) View citations (54) (2011)
29. Interstate migration has fallen less than you think: consequences of hot deck imputation in the Current Population Survey
    Staff Report, Federal Reserve Bank of Minneapolis View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (22)
    Working Papers, Federal Reserve Bank of Minneapolis (2010) View citations (24)
    See also Journal Article Interstate Migration Has Fallen Less Than You Think: Consequences of Hot Deck Imputation in the Current Population Survey, Demography, Springer (2012) View citations (73) (2012)
30. Migration in a flattening world
    2011 Meeting Papers, Society for Economic Dynamics
31. Modeling the evolution of age and cohort effects in social research
    Staff Report, Federal Reserve Bank of Minneapolis View citations (3)
32. Negative Equity Does Not Reduce Homeowners' Mobility
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (45)
    Also in Working Papers, Federal Reserve Bank of Minneapolis (2010) View citations (10)
    See also Journal Article Negative equity does not reduce homeowners’ mobility, Quarterly Review, Federal Reserve Bank of Minneapolis (2012) View citations (54) (2012)

2009

33. Heterogeneity in income processes
    2009 Meeting Papers, Society for Economic Dynamics View citations (1)

2007

34. Heterogeneity, Risk Sharing and the Welfare Costs of Risk
    2007 Meeting Papers, Society for Economic Dynamics View citations (12)

Journal Articles

2021

1. Bank Exposure to Commercial Real Estate and the Covid-19 Pandemic
   Chicago Fed Letter, 2021, (463), 7

2019

2. Changing Patterns of Geographic Mobility and the Labor Market for Young Adults
   Journal of Labor Economics, 2019, 37, (S1), S199 - S241 View citations (11)
   See also Chapter Changing Patterns of Geographic Mobility and the Labor Market for Young Adults, NBER Chapters, 2016 (2016) View citations (2) (2016)
3. Understanding Recent Fluctuations in Short-Term Interest Rates
   Chicago Fed Letter, 2019 View citations (6)

2018

4. Measuring Job-Finding Rates and Matching Efficiency with Heterogeneous Job-Seekers
   American Economic Journal: Macroeconomics, 2018, 10, (1), 1-32 View citations (55)
   See also Working Paper Measuring Job-Finding Rates and Matching Efficiency with Heterogeneous Jobseekers, Working Papers (2015) View citations (13) (2015)
5. The Changing (Dis-)utility of Work
   Journal of Economic Perspectives, 2018, 32, (3), 239-58 View citations (33)
   See also Working Paper The Changing (Dis-)Utility of Work, NBER Working Papers (2018) View citations (35) (2018)
6. The Structure of Federal Reserve Liabilities
   Chicago Fed Letter, 2018
7. The age‐time‐cohort problem and the identification of structural parameters in life‐cycle models
   Quantitative Economics, 2018, 9, (2), 643-658 View citations (6)
   See also Working Paper The Age-Time-Cohort Problem and the Identification of Structural Parameters in Life-Cycle Models, Working Paper Series (2017) (2017)
8. Understanding the Demand for Currency at Home and Abroad
   Chicago Fed Letter, 2018 View citations (5)

2017

9. Inflation at the household level
   Journal of Monetary Economics, 2017, 91, (C), 19-38 View citations (109)
   See also Working Paper Inflation at the Household Level, Working Paper Series (2017) View citations (109) (2017)
10. UNDERSTANDING THE LONG‐RUN DECLINE IN INTERSTATE MIGRATION
    International Economic Review, 2017, 58, (1), 57-94 View citations (30)
    See also Working Paper Understanding the Long-Run Decline in Interstate Migration, NBER Working Papers (2012) View citations (64) (2012)
11. When It Comes to Wage Growth, the Measure Matters
    Chicago Fed Letter, 2017
12. Worker Betas: Five Facts about Systematic Earnings Risk
    American Economic Review, 2017, 107, (5), 398-403 View citations (63)
    See also Working Paper Worker Betas: Five Facts About Systematic Earnings Risk, Working Paper Series (2017) View citations (38) (2017)

2015

13. Migration, congestion externalities, and the evaluation of spatial investments
    Journal of Development Economics, 2015, 114, (C), 189-202 View citations (8)
    See also Working Paper Migration, Congestion Externalities, and the Evaluation of Spatial Investments, NBER Working Papers (2015) View citations (7) (2015)

2014

14. Heterogeneity and risk sharing in village economies
    Quantitative Economics, 2014, 5, 1-27 View citations (57)
    See also Working Paper Heterogeneity and risk sharking in village economies, Staff Report (2013) (2013)

2013

15. Do Newspapers Matter? Short-Run and Long-Run Evidence From the Closure of The Cincinnati Post
    Journal of Media Economics, 2013, 26, (2), 60-81 View citations (20)
    See also Working Paper Do newspapers matter? Short-run and long-run evidence from the closure of The Cincinnati Post, Staff Report (2012) View citations (2) (2012)

2012

16. Interstate Migration Has Fallen Less Than You Think: Consequences of Hot Deck Imputation in the Current Population Survey
    Demography, 2012, 49, (3), 1061-1074 View citations (73)
    See also Working Paper Interstate migration has fallen less than you think: consequences of hot deck imputation in the Current Population Survey, Staff Report (2011) View citations (7) (2011)
17. Negative equity does not reduce homeowners’ mobility
    Quarterly Review, 2012, (Feb), 1-17 View citations (54)
    See also Working Paper Negative Equity Does Not Reduce Homeowners' Mobility, NBER Working Papers (2011) View citations (45) (2011)

2011

18. Heterogeneity and Tests of Risk Sharing
    Journal of Political Economy, 2011, 119, (5), 925 - 958 View citations (54)
    See also Working Paper Heterogeneity and tests of risk sharing, Staff Report (2011) View citations (56) (2011)

2008

19. Heterogeneous Risk Preferences and the Welfare Cost of Business Cycles
    Review of Economic Dynamics, 2008, 11, (4), 761-780 View citations (20)
    See also Software Item Code and data files for "Heterogeneous Risk Preferences and the Welfare Cost of Business Cycles", Computer Codes (2008) (2008)

2006

20. Negative assortative matching of risk-averse agents with transferable expected utility
    Economics Letters, 2006, 92, (3), 383-388 View citations (27)

Chapters

2016

1. Changing Patterns of Geographic Mobility and the Labor Market for Young Adults
   A chapter in Youth Labor Markets, 2016 View citations (2)
   See also Journal Article Changing Patterns of Geographic Mobility and the Labor Market for Young Adults, University of Chicago Press (2019) View citations (11) (2019)

Software Items

2012

1. MCMCLINEAR: Stata module for MCMC sampling of linear models
   Statistical Software Components, Boston College Department of Economics
2. MCMCSTATS: Stata module to compute convergence and summary statistics for MCMC estimation
   Statistical Software Components, Boston College Department of Economics

2011

3. SMWOODBURY: Stata module to compute Sherman-Morrison-Woodbury rank-k update to matrix inverse
   Statistical Software Components, Boston College Department of Economics

2008

4. Code and data files for "Heterogeneous Risk Preferences and the Welfare Cost of Business Cycles"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Heterogeneous Risk Preferences and the Welfare Cost of Business Cycles, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2008) View citations (20) (2008)

2006

5. APC: Stata module for estimating age-period-cohort effects
   Statistical Software Components, Boston College Department of Economics