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Details about Adam Matthew Copeland

E-mail:
Homepage:http://copeland.marginalq.com
Workplace:Research and Statistics Group, Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by Adam Matthew Copeland.

Last updated 2020-06-04. Update your information in the RePEc Author Service.

Short-id: pco241


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Working Papers

2020

  1. The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Influenza Pandemic
    Staff Reports, Federal Reserve Bank of New York Downloads
  2. The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Spanish Influenza Pandemic
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
  3. The Market Events of Mid-September 2019
    Staff Reports, Federal Reserve Bank of New York Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads
  4. The Value of Opacity in a Banking Crisis
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2019

  1. Are New Repo Participants Gaining Ground?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Information Management in Times of Crisis
    Staff Reports, Federal Reserve Bank of New York Downloads
  3. The Federal Funds Market over the 2007-09 Crisis
    Staff Reports, Federal Reserve Bank of New York Downloads
  4. What Can We Learn from the Timing of Interbank Payments?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2018

  1. Do You Know How Your Treasury Trades Are Cleared and Settled?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2017

  1. Excess Funding Capacity in Tri-Party Repo
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Introducing the Revised Broad Treasuries Financing Rate
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. The Cost and Duration of Excess Funding Capacity in Tri-Party Repo
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. The use of collateral in bilateral repurchase and securities lending agreements
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (4)
    See also Journal Article in Review of Economic Dynamics (2019)

2016

  1. Borrowing, Lending, and Swapping Collateral in GCF Repo®
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Do long-haul truckers undervalue future fuel savings?
    Staff Reports, Federal Reserve Bank of New York Downloads
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015) Downloads

    See also Journal Article in Energy Economics (2019)
  3. Investigating the Proposed Overnight Treasury GC Repo Benchmark Rates
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. The U.S. Bilateral Repo Market: Lessons from a New Survey
    Briefs, Office of Financial Research, US Department of the Treasury Downloads View citations (3)
  5. Why Dealers Trade in GCF Repo®
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2015

  1. End of the Road? Impact of Interest Rate Changes on the Automobile Market
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Interest Rates and the Market for New Light Vehicles
    Working Papers, Brandeis University, Department of Economics and International Businesss School Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2015) Downloads

    See also Journal Article in Journal of Money, Credit and Banking (2019)
  3. Nonlinear pricing with competition: the market for settling payments
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
  4. Reference Guide to U.S. Repo and Securities Lending Markets
    Working Papers, Office of Financial Research, US Department of the Treasury Downloads View citations (6)
    Also in Staff Reports, Federal Reserve Bank of New York (2015) Downloads View citations (19)

2014

  1. A primer on the GCF Repo® Service
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (4)
  2. Don’t Be Late! The Importance of Timely Settlement of Tri-Party Repo Contracts
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. Lifting the Veil on the U.S. Bilateral Repo Market
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. Repo runs: evidence from the tri-party repo market
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (99)
    See also Journal Article in Journal of Finance (2014)
  5. What’s Your WAM? Taking Stock of Dealers’ Funding Durability
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2013

  1. Are Higher Haircuts Better? A Paradox
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Magnifying the Risk of Fire Sales in the Tri-Party Repo Market
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. Price Setting in an Innovative Market
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (3)
  4. Repo and securities lending
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (31)

    See also Chapter (2013)

2012

  1. Assessing the quality of “Furfine-based” algorithms
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (38)
  2. Cash Assets of Foreign Banks: An Example of Seasonal Adjustment Gone Awry
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. Durable Goods Production and Inventory Dynamics: An Application to the Automobile Industry
    2012 Meeting Papers, Society for Economic Dynamics Downloads
  4. Exchange rate pass-through, markups, and inventories
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
  5. Income Evolution at BHCs: How Big BHCs Differ
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  6. Intraday Liquidity Flows
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  7. Mapping and Sizing the U.S. Repo Market
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  8. The Odd Behavior of Repo Haircuts during the Financial Crisis
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2011

  1. Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. The production impact of "cash-for-clunkers": implications for stabilization policy
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (2)
    See also Journal Article in Economic Inquiry (2013)

2010

  1. The Impact of Competition on Technology Adoption: An Apples-to-PCs Analysis
    BEA Working Papers, Bureau of Economic Analysis Downloads View citations (2)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) Downloads View citations (1)
    Staff Reports, Federal Reserve Bank of New York (2010) Downloads View citations (4)
  2. The tri-party repo market before the 2010 reforms
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (57)

2009

  1. The dynamics of automobile expenditures
    Staff Reports, Federal Reserve Bank of New York Downloads
    Also in 2008 Meeting Papers, Society for Economic Dynamics (2008) Downloads

2007

  1. Estimating Prices for R&D Investment in the 2007 R&D Satellite Account
    BEA Papers, Bureau of Economic Analysis Downloads View citations (11)

2006

  1. The Response of Prices, Sales, and Output to Temporary Changes in Demand
    2006 Meeting Papers, Society for Economic Dynamics Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (3)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2005) Downloads View citations (3)

    See also Journal Article in Journal of Applied Econometrics (2011)

2005

  1. Prices, Production and Inventories over the Automotive Model Year
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) Downloads View citations (9)
    Working Papers, Yale University, Department of Economics (2005) Downloads View citations (13)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) Downloads View citations (10)

2004

  1. Learning dynamics with private and public signals
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
    See also Journal Article in Economic Theory (2007)

2003

  1. The welfare effects of incentive schemes
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
    See also Journal Article in Review of Economic Studies (2009)

Journal Articles

2019

  1. Do long-haul truckers undervalue future fuel savings?
    Energy Economics, 2019, 81, (C), 1148-1166 Downloads
    See also Working Paper (2016)
  2. Interest Rates and the Market for New Light Vehicles
    Journal of Money, Credit and Banking, 2019, 51, (5), 1137-1168 Downloads
    See also Working Paper (2015)
  3. Nonlinear Pricing and the Market for Settling Payments
    Journal of Money, Credit and Banking, 2019, 51, (1), 195-226 Downloads View citations (1)
  4. The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements
    Review of Economic Dynamics, 2019, 33, 228-249 Downloads
    See also Software Item (2019)
    Working Paper (2017)

2016

  1. Price Setting and Rapid Technology Adoption: The Case of the PC Industry
    The Review of Economics and Statistics, 2016, 98, (3), 601-616 Downloads View citations (3)

2015

  1. An empirical analysis of the GCF Repo® Service
    Economic Policy Review, 2015, (2), 25-37 Downloads View citations (1)
  2. Challenges in identifying interbank loans
    Economic Policy Review, 2015, (21-1), 1-17 Downloads View citations (3)
  3. Introduction [to A Primer on the GCF Repo® Service]
    Economic Policy Review, 2015, (2), 1-6 Downloads
  4. The financial plumbing of the GCF Repo® Service
    Economic Policy Review, 2015, (2), 7-24 Downloads

2014

  1. Intertemporal substitution and new car purchases
    RAND Journal of Economics, 2014, 45, (3), 624-644 Downloads View citations (4)
  2. Repo Runs: Evidence from the Tri-Party Repo Market
    Journal of Finance, 2014, 69, (6), 2343-2380 Downloads View citations (62)
    See also Working Paper (2014)

2013

  1. Seasonality, consumer heterogeneity and price indexes: the case of prepackaged software
    Journal of Productivity Analysis, 2013, 39, (1), 47-59 Downloads View citations (11)
  2. THE PRODUCTION IMPACT OF “CASH-FOR-CLUNKERS”: IMPLICATIONS FOR STABILIZATION POLICY
    Economic Inquiry, 2013, 51, (1), 288-303 Downloads View citations (22)
    See also Working Paper (2011)

2012

  1. Explaining the U.S. tri-party repo market
    Economic Policy Review, 2012, 18, (Nov), 17-28 Downloads View citations (1)
  2. MEASURING THE PRICE OF RESEARCH AND DEVELOPMENT OUTPUT
    Review of Income and Wealth, 2012, 58, (1), 166-182 Downloads View citations (14)

2011

  1. Inventories and the automobile market
    RAND Journal of Economics, 2011, 42, (1), 121-149 Downloads View citations (23)
  2. The response of prices, sales, and output to temporary changes in demand
    Journal of Applied Econometrics, 2011, 26, (2), 232-269 Downloads View citations (8)
    See also Working Paper (2006)

2009

  1. The Welfare Effects of Incentive Schemes
    Review of Economic Studies, 2009, 76, (1), 93-113 Downloads View citations (21)
    See also Working Paper (2003)

2007

  1. Learning Dynamics with Private and Public Signals
    Economic Theory, 2007, 31, (3), 523-538 Downloads View citations (2)
    See also Working Paper (2004)

Chapters

2013

  1. Repo and Securities Lending
    A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2013, pp 131-148 Downloads View citations (14)
    See also Working Paper (2013)

Software Items

2019

  1. Code and data files for "The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2019)
 
Page updated 2020-08-11