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Details about P. Dean Corbae

E-mail:
Homepage:https://sites.google.com/site/deancorbae/
Postal address:Department of Economics Sewell Social Science Bldg. 1180 Observatory Dr. Madison, WI 53706
Workplace:Economics Department, University of Wisconsin-Madison, (more information at EDIRC)

Access statistics for papers by P. Dean Corbae.

Last updated 2022-01-12. Update your information in the RePEc Author Service.

Short-id: pco94


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Working Papers

2021

  1. Capital Buffers in a Quantitative Model of Banking Industry Dynamics
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (17)
    See also Journal Article Capital Buffers in a Quantitative Model of Banking Industry Dynamics, Econometrica, Econometric Society (2021) Downloads View citations (18) (2021)
  2. Capital Buffers in a Quantitative Model of Banking Industry Dynamics
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (2)

2020

  1. A Quantitative Theory of the Credit Score
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (9)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2020) Downloads View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (8)
    Working Papers, Federal Reserve Bank of Philadelphia (2020) Downloads View citations (4)
  2. Reorganization or Liquidation: Bankruptcy Choice and Firm Dynamics
    Working Papers, Federal Reserve Bank of Minneapolis Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (21)
    Working Papers, Federal Reserve Bank of Philadelphia (2017) Downloads View citations (13)
  3. Rising Bank Concentration
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (7)

    See also Journal Article Rising bank concentration, Journal of Economic Dynamics and Control, Elsevier (2020) Downloads View citations (7) (2020)

2019

  1. Asset Quality Dynamics
    2019 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (4)
  2. Capital Requirements in a Quantitative Model of Banking Industry Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (38)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2014) Downloads View citations (10)
    2018 Meeting Papers, Society for Economic Dynamics (2018) Downloads View citations (9)

2018

  1. A Theory of Credit Scoring and the Competitive Pricing of Default Risk
    2018 Meeting Papers, Society for Economic Dynamics Downloads View citations (29)
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads View citations (15)
    2014 Meeting Papers, Society for Economic Dynamics (2014) Downloads
  2. Employer Credit Checks: Poverty Traps versus Matching Efficiency
    Working Papers, Human Capital and Economic Opportunity Working Group Downloads View citations (18)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (8)

2017

  1. A New Perspective on the Finance-Development Nexus
    2017 Meeting Papers, Society for Economic Dynamics Downloads
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2016) Downloads
  2. Financial Engineering and Economic Development
    Working Papers, Federal Reserve Bank of Cleveland Downloads
  3. The Costs and Benefits of Employer Credit Checks
    2017 Meeting Papers, Society for Economic Dynamics Downloads

2016

  1. Stress Testing in a Structural Model of Bank Behavior
    2016 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)

2015

  1. A Simple Dynamic Theory of Credit Scores Under Adverse Selection
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)
  2. Foreign Competition and Banking Industry Dynamics
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (6)
  3. Foreign competition and banking industry dynamics: an application to Mexico
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (6)
    See also Journal Article Foreign Competition and Banking Industry Dynamics: An Application to Mexico, IMF Economic Review, Palgrave Macmillan (2015) Downloads View citations (8) (2015)

2013

  1. Can Employer Credit Checks Create Poverty Traps?
    2013 Meeting Papers, Society for Economic Dynamics Downloads View citations (6)
  2. Leverage and the Foreclosure Crisis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    See also Journal Article Leverage and the Foreclosure Crisis, Journal of Political Economy, University of Chicago Press (2015) Downloads View citations (115) (2015)

2010

  1. A Quantitative Model of Banking Industry Dynamics
    2010 Meeting Papers, Society for Economic Dynamics Downloads View citations (10)
  2. Can Credit Market Signalling Improve Labor Market Outcomes?
    2010 Meeting Papers, Society for Economic Dynamics Downloads

2008

  1. Reorganization or Exit: Bankruptcy Decisions and Firm Dynamics
    2008 Meeting Papers, Society for Economic Dynamics

2007

  1. A finite-life private-information theory of unsecured consumer debt
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (5)
    See also Journal Article A finite-life private-information theory of unsecured consumer debt, Journal of Economic Theory, Elsevier (2008) Downloads View citations (23) (2008)
  2. A quantitative theory of unsecured consumer credit with risk of default
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (362)
    Also in Centro de Alti­simos Estudios Ri­os Pe©rez(CAERP), Centro de Altisimos Estudios Rios Perez (CAERP) (2002) Downloads

    See also Journal Article A Quantitative Theory of Unsecured Consumer Credit with Risk of Default, Econometrica, Econometric Society (2007) Downloads View citations (474) (2007)
  3. Politico-Economic Consequences of Rising Wage Inequality
    2007 Meeting Papers, Society for Economic Dynamics Downloads
    See also Journal Article Politico-economic consequences of rising wage inequality, Journal of Monetary Economics, Elsevier (2009) Downloads View citations (40) (2009)

2006

  1. Finite-Life, Private-Information Theory of Unsecured Debt
    2006 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)
  2. Monetary and financial forces in the Great Depression
    Working Papers, Federal Reserve Bank of Philadelphia Downloads
  3. Motelling: A Hotelling Model with Money
    2006 Meeting Papers, Society for Economic Dynamics Downloads
  4. On the aggregate welfare cost of Great Depression unemployment
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (4)
    See also Journal Article On the aggregate welfare cost of Great Depression unemployment, Journal of Monetary Economics, Elsevier (2007) Downloads View citations (26) (2007)
  5. Politico economic consequences of rising income inequality
    2006 Meeting Papers, Society for Economic Dynamics View citations (1)

2004

  1. A Competitive Theory of Credit Scoring
    2004 Meeting Papers, Society for Economic Dynamics View citations (3)

2003

  1. Experiments with Network Formation
    Levine's Working Paper Archive, David K. Levine Downloads View citations (20)
    See also Journal Article Experiments with network formation, Games and Economic Behavior, Elsevier (2008) Downloads View citations (61) (2008)
  2. On the welfare gains of eliminating a small likelihood of economic crises: A case for stabilization policies?
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (4)

2001

  1. Financial collapse and active monetary policy: a lesson from the Great Depression
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (10)

2000

  1. Contagion: An Experimental Study
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (2)
  2. On the welfare gains of reducing the likelihood of economic crises
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (2)
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2000) Downloads View citations (5)

1999

  1. A welfare comparison of pre- and post-WWII business cycles: some implications for the role of postwar macroeconomic policies
    Working Papers, Federal Reserve Bank of Philadelphia Downloads
  2. Competitive theories for economies with general transactions technology
    Working Papers, Federal Reserve Bank of Philadelphia Downloads
  3. Financial Fragility in a Monetary Economy: Positive Implications and Policy Prescriptions
    Boston University - Institute for Economic Development, Boston University, Institute for Economic Development

1998

  1. Endogenous realignments and the sustainability of a target
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (1)
  2. Money and Price Dispersion
    Working Papers, University of Iowa, Department of Economics View citations (29)
    See also Journal Article Money and Price Dispersion, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1999) View citations (83) (1999)

1997

  1. Band Spectral Regression with Trending Data
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in Working Papers, University of Iowa, Department of Economics (1997) View citations (5)

    See also Journal Article Band Spectral Regression with Trending Data, Econometrica, Econometric Society (2002) View citations (73) (2002)
  2. Financial Fragility and the Great Depression
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in Working Papers, University of Iowa, Department of Economics (1997) View citations (13)

1996

  1. Money and finance with costly commitment
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (2)
    See also Journal Article Money and finance with costly commitment, Journal of Monetary Economics, Elsevier (1996) Downloads View citations (2) (1996)

1995

  1. Endogenous Realignments and the Sustainability of a Target Zone
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
  2. Valuation equilibria with transactions costs
    Working Papers, Federal Reserve Bank of Philadelphia View citations (4)
    See also Journal Article Valuation Equilibria with Transactions Costs, American Economic Review, American Economic Association (1995) Downloads View citations (4) (1995)

1994

  1. Money and Finance in a Model of Costly Commitment
    Working Papers, University of Iowa, Department of Economics View citations (3)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (1994) View citations (3)

1991

  1. A Rexamination of the Consumption Function Using Frequency Domain Regressions
    Working Papers, University of Iowa, Department of Economics
    See also Journal Article A Reexamination of the Consumption Function Using Frequency Domain Regressions, Empirical Economics, Springer (1994) View citations (20) (1994)
  2. Endogenous Market Participation and General Equilibrium Value of Money
    Working Papers, University of Iowa, Department of Economics View citations (2)
    Also in Working Papers, University of Iowa, Department of Economics (1990) View citations (28)

    See also Journal Article Endogenous Market Participation and the General Equilibrium Value of Money, Journal of Political Economy, University of Chicago Press (1992) Downloads View citations (70) (1992)

Journal Articles

2021

  1. Capital Buffers in a Quantitative Model of Banking Industry Dynamics
    Econometrica, 2021, 89, (6), 2975-3023 Downloads View citations (18)
    See also Working Paper Capital Buffers in a Quantitative Model of Banking Industry Dynamics, Working Papers (2021) Downloads View citations (17) (2021)

2020

  1. CASH‐FLOW TRANCHING AND THE MACROECONOMY
    International Economic Review, 2020, 61, (4), 1815-1843 Downloads View citations (1)
  2. Rising bank concentration
    Journal of Economic Dynamics and Control, 2020, 115, (C) Downloads View citations (7)
    See also Working Paper Rising Bank Concentration, Staff Report (2020) Downloads View citations (6) (2020)

2017

  1. RED Special Issue on Human Capital and Inequality, an introduction
    Review of Economic Dynamics, 2017, 25, 1-3 Downloads View citations (5)

2015

  1. Foreign Competition and Banking Industry Dynamics: An Application to Mexico
    IMF Economic Review, 2015, 63, (4), 830-867 Downloads View citations (8)
    See also Working Paper Foreign competition and banking industry dynamics: an application to Mexico, Working Papers (2015) Downloads View citations (6) (2015)
  2. Leverage and the Foreclosure Crisis
    Journal of Political Economy, 2015, 123, (1), 1 - 65 Downloads View citations (115)
    See also Working Paper Leverage and the Foreclosure Crisis, NBER Working Papers (2013) Downloads View citations (14) (2013)

2011

  1. Introduction to Incompleteness and Uncertainty in Economics
    Journal of Economic Theory, 2011, 146, (3), 775-784 Downloads
  2. On the welfare implications of restricting bankruptcy information
    Journal of Macroeconomics, 2011, 33, (1), 4-13 Downloads View citations (4)

2009

  1. Politico-economic consequences of rising wage inequality
    Journal of Monetary Economics, 2009, 56, (1), 43-61 Downloads View citations (40)
    See also Working Paper Politico-Economic Consequences of Rising Wage Inequality, 2007 Meeting Papers (2007) Downloads (2007)

2008

  1. A finite-life private-information theory of unsecured consumer debt
    Journal of Economic Theory, 2008, 142, (1), 149-177 Downloads View citations (23)
    See also Working Paper A finite-life private-information theory of unsecured consumer debt, Working Papers (2007) Downloads View citations (5) (2007)
  2. Experiments with network formation
    Games and Economic Behavior, 2008, 64, (1), 81-120 Downloads View citations (61)
    See also Working Paper Experiments with Network Formation, Levine's Working Paper Archive (2003) Downloads View citations (20) (2003)

2007

  1. A Quantitative Theory of Unsecured Consumer Credit with Risk of Default
    Econometrica, 2007, 75, (6), 1525-1589 Downloads View citations (474)
    See also Working Paper A quantitative theory of unsecured consumer credit with risk of default, Working Papers (2007) Downloads View citations (362) (2007)
  2. On the aggregate welfare cost of Great Depression unemployment
    Journal of Monetary Economics, 2007, 54, (6), 1529-1544 Downloads View citations (26)
    See also Working Paper On the aggregate welfare cost of Great Depression unemployment, Working Papers (2006) Downloads View citations (4) (2006)

2005

  1. COMMENTS ON HOWITT'S "BEYOND SEARCH: FIAT MONEY IN ORGANIZED EXCHANGE"
    International Economic Review, 2005, 46, (2), 431-436

2004

  1. Decentralized credit and monetary exchange without public record keeping
    Economic Theory, 2004, 24, (4), 933-951 Downloads View citations (31)
    See also Chapter Decentralized credit and monetary exchange without public record keeping, Studies in Economic Theory, 2006, 235-253 (2006) (2006)

2003

  1. Directed Matching and Monetary Exchange
    Econometrica, 2003, 71, (3), 731-756 View citations (66)
  2. Endogenous realignments in a target zone
    Oxford Economic Papers, 2003, 55, (3), 494-511

2002

  1. Band Spectral Regression with Trending Data
    Econometrica, 2002, 70, (3), 1067-1109 View citations (73)
    See also Working Paper Band Spectral Regression with Trending Data, Cowles Foundation Discussion Papers (1997) Downloads (1997)
  2. Financial Collapse: A Lesson from the Great Depression
    Journal of Economic Theory, 2002, 107, (2), 159-190 Downloads View citations (33)
  3. Matching and Money
    American Economic Review, 2002, 92, (2), 67-71 Downloads View citations (31)

1999

  1. Money and Price Dispersion
    International Economic Review, 1999, 40, (4), 985-1008 View citations (83)
    See also Working Paper Money and Price Dispersion, Working Papers (1998) View citations (29) (1998)

1996

  1. Money and finance with costly commitment
    Journal of Monetary Economics, 1996, 37, (2-3), 225-248 Downloads View citations (2)
    See also Working Paper Money and finance with costly commitment, Working Papers (1996) Downloads View citations (2) (1996)

1995

  1. Valuation Equilibria with Transactions Costs
    American Economic Review, 1995, 85, (2), 287-90 Downloads View citations (4)
    See also Working Paper Valuation equilibria with transactions costs, Working Papers (1995) View citations (4) (1995)

1994

  1. A Reexamination of the Consumption Function Using Frequency Domain Regressions
    Empirical Economics, 1994, 19, (4), 595-609 View citations (20)
    See also Working Paper A Rexamination of the Consumption Function Using Frequency Domain Regressions, Working Papers (1991) (1991)

1993

  1. Contracting Costs, Inflation, and Relative Price Variability: Comment
    Journal of Money, Credit and Banking, 1993, 25, (3), 602-08 Downloads
  2. Relaxing the cash-in-advance constraint at a fixed cost Are simple trigger-target portfolio rules optimal?
    Journal of Economic Dynamics and Control, 1993, 17, (1-2), 51-64 Downloads View citations (5)

1992

  1. Endogenous Market Participation and the General Equilibrium Value of Money
    Journal of Political Economy, 1992, 100, (3), 615-46 Downloads View citations (70)
    See also Working Paper Endogenous Market Participation and General Equilibrium Value of Money, Working Papers (1991) View citations (2) (1991)
  2. On Cointegration and Tests of Forward Market Unbiasedness
    The Review of Economics and Statistics, 1992, 74, (4), 728-32 Downloads View citations (22)

1991

  1. A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks
    The Economic Record, 1991, 67, (1), 26-33 Downloads View citations (28)

1989

  1. A Random Walk through the Gibson Paradox
    Journal of Applied Econometrics, 1989, 4, (3), 295-303 Downloads View citations (7)

1988

  1. Cointegration and Tests of Purchasing Power Parity
    The Review of Economics and Statistics, 1988, 70, (3), 508-11 Downloads View citations (182)

1986

  1. Robust tests for unit roots in the foreign exchange market
    Economics Letters, 1986, 22, (4), 375-380 Downloads View citations (26)

1985

  1. The demand for money: A variable adjustment model
    Economics Letters, 1985, 18, (2-3), 197-200 Downloads View citations (1)

Edited books

2011

  1. Econometric Theory and Practice
    Cambridge Books, Cambridge University Press View citations (4)

2006

  1. Econometric Theory and Practice
    Cambridge Books, Cambridge University Press View citations (271)

Chapters

2006

  1. Decentralized credit and monetary exchange without public record keeping
    Springer
    See also Journal Article Decentralized credit and monetary exchange without public record keeping, Springer (2004) Downloads View citations (31) (2004)
 
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