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

---

Jump to Journal Articles Edited books Chapters

Working Papers

2021

1. Capital Buffers in a Quantitative Model of Banking Industry Dynamics
   Working Papers, Federal Reserve Bank of Minneapolis View citations (11)
   See also Journal Article in Econometrica (2021)
2. Capital Buffers in a Quantitative Model of Banking Industry Dynamics
   Working Papers, Federal Reserve Bank of Philadelphia View citations (2)

2020

3. A Quantitative Theory of the Credit Score
   Working Papers, Federal Reserve Bank of Minneapolis View citations (8)
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2020) View citations (3)
   NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (7)
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2020) View citations (7)
4. Reorganization or Liquidation: Bankruptcy Choice and Firm Dynamics
   Working Papers, Federal Reserve Bank of Minneapolis
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (21)
   Working Papers, Federal Reserve Bank of Philadelphia (2017) View citations (13)
5. Rising Bank Concentration
   Staff Report, Federal Reserve Bank of Minneapolis View citations (5)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (5)
   See also Journal Article in Journal of Economic Dynamics and Control (2020)

2019

6. Asset Quality Dynamics
   2019 Meeting Papers, Society for Economic Dynamics
   Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (4)
7. Capital Requirements in a Quantitative Model of Banking Industry Dynamics
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (34)
   Also in 2018 Meeting Papers, Society for Economic Dynamics (2018) View citations (8)
   Working Papers, Federal Reserve Bank of Philadelphia (2014) View citations (10)

2018

8. A Theory of Credit Scoring and the Competitive Pricing of Default Risk
   2018 Meeting Papers, Society for Economic Dynamics View citations (29)
   Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (15)
   2014 Meeting Papers, Society for Economic Dynamics (2014)
9. Employer Credit Checks: Poverty Traps versus Matching Efficiency
   Working Papers, Human Capital and Economic Opportunity Working Group View citations (17)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (7)

2017

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

2016

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

2015

14. A Simple Dynamic Theory of Credit Scores Under Adverse Selection
    2015 Meeting Papers, Society for Economic Dynamics View citations (2)
15. Foreign Competition and Banking Industry Dynamics
    2015 Meeting Papers, Society for Economic Dynamics View citations (6)
16. Foreign competition and banking industry dynamics: an application to Mexico
    Working Papers, Federal Reserve Bank of Philadelphia View citations (4)
    See also Journal Article in IMF Economic Review (2015)

2013

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

2010

19. A Quantitative Model of Banking Industry Dynamics
    2010 Meeting Papers, Society for Economic Dynamics View citations (8)
20. Can Credit Market Signalling Improve Labor Market Outcomes?
    2010 Meeting Papers, Society for Economic Dynamics

2008

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

2007

22. A finite-life private-information theory of unsecured consumer debt
    Working Papers, Federal Reserve Bank of Philadelphia View citations (5)
    See also Journal Article in Journal of Economic Theory (2008)
23. A quantitative theory of unsecured consumer credit with risk of default
    Working Papers, Federal Reserve Bank of Philadelphia View citations (359)
    Also in Centro de Alti­simos Estudios Ri­os Pe©rez(CAERP), Centro de Altisimos Estudios Rios Perez (CAERP) (2002)
    See also Journal Article in Econometrica (2007)
24. Politico-Economic Consequences of Rising Wage Inequality
    2007 Meeting Papers, Society for Economic Dynamics
    See also Journal Article in Journal of Monetary Economics (2009)

2006

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

2004

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

2003

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

2001

33. Financial collapse and active monetary policy: a lesson from the Great Depression
    Staff Report, Federal Reserve Bank of Minneapolis View citations (9)

2000

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

1999

36. 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
37. Competitive theories for economies with general transactions technology
    Working Papers, Federal Reserve Bank of Philadelphia
38. Financial Fragility in a Monetary Economy: Positive Implications and Policy Prescriptions
    Boston University - Institute for Economic Development, Boston University, Institute for Economic Development

1998

39. Endogenous realignments and the sustainability of a target
    Working Papers, Federal Reserve Bank of St. Louis View citations (1)
40. Money and Price Dispersion
    Working Papers, University of Iowa, Department of Economics View citations (29)
    See also Journal Article in International Economic Review (1999)

1997

41. Band Spectral Regression with Trending Data
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    Also in Working Papers, University of Iowa, Department of Economics (1997) View citations (5)
    See also Journal Article in Econometrica (2002)
42. Financial Fragility and the Great Depression
    Working Papers, University of Iowa, Department of Economics View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1997) View citations (11)

1996

43. Money and finance with costly commitment
    Working Papers, Federal Reserve Bank of Philadelphia
    See also Journal Article in Journal of Monetary Economics (1996)

1995

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

1994

46. 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

47. A Rexamination of the Consumption Function Using Frequency Domain Regressions
    Working Papers, University of Iowa, Department of Economics
    See also Journal Article in Empirical Economics (1994)
48. Endogenous Market Participation and General Equilibrium Value of Money
    Working Papers, University of Iowa, Department of Economics View citations (1)
    Also in Working Papers, University of Iowa, Department of Economics (1990) View citations (28)
    See also Journal Article in Journal of Political Economy (1992)

Journal Articles

2021

1. Capital Buffers in a Quantitative Model of Banking Industry Dynamics
   Econometrica, 2021, 89, (6), 2975-3023 View citations (9)
   See also Working Paper (2021)

2020

2. CASH‐FLOW TRANCHING AND THE MACROECONOMY
   International Economic Review, 2020, 61, (4), 1815-1843 View citations (1)
3. Rising bank concentration
   Journal of Economic Dynamics and Control, 2020, 115, (C) View citations (5)
   See also Working Paper (2020)

2017

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

2015

5. Foreign Competition and Banking Industry Dynamics: An Application to Mexico
   IMF Economic Review, 2015, 63, (4), 830-867 View citations (6)
   See also Working Paper (2015)
6. Leverage and the Foreclosure Crisis
   Journal of Political Economy, 2015, 123, (1), 1 - 65 View citations (112)
   See also Working Paper (2013)

2011

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

2009

9. Politico-economic consequences of rising wage inequality
   Journal of Monetary Economics, 2009, 56, (1), 43-61 View citations (39)
   See also Working Paper (2007)

2008

10. A finite-life private-information theory of unsecured consumer debt
    Journal of Economic Theory, 2008, 142, (1), 149-177 View citations (23)
    See also Working Paper (2007)
11. Experiments with network formation
    Games and Economic Behavior, 2008, 64, (1), 81-120 View citations (59)
    See also Working Paper (2003)

2007

12. A Quantitative Theory of Unsecured Consumer Credit with Risk of Default
    Econometrica, 2007, 75, (6), 1525-1589 View citations (469)
    See also Working Paper (2007)
13. On the aggregate welfare cost of Great Depression unemployment
    Journal of Monetary Economics, 2007, 54, (6), 1529-1544 View citations (25)
    See also Working Paper (2006)

2005

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

2004

15. Decentralized credit and monetary exchange without public record keeping
    Economic Theory, 2004, 24, (4), 933-951 View citations (30)
    See also Chapter (2006)

2003

16. Directed Matching and Monetary Exchange
    Econometrica, 2003, 71, (3), 731-756 View citations (63)
17. Endogenous realignments in a target zone
    Oxford Economic Papers, 2003, 55, (3), 494-511

2002

18. Band Spectral Regression with Trending Data
    Econometrica, 2002, 70, (3), 1067-1109 View citations (68)
    See also Working Paper (1997)
19. Financial Collapse: A Lesson from the Great Depression
    Journal of Economic Theory, 2002, 107, (2), 159-190 View citations (33)
20. Matching and Money
    American Economic Review, 2002, 92, (2), 67-71 View citations (31)

1999

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

1996

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

1995

23. Valuation Equilibria with Transactions Costs
    American Economic Review, 1995, 85, (2), 287-90 View citations (4)
    See also Working Paper (1995)

1994

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

1993

25. Contracting Costs, Inflation, and Relative Price Variability: Comment
    Journal of Money, Credit and Banking, 1993, 25, (3), 602-08
26. 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 View citations (5)

1992

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

1991

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

1989

30. A Random Walk through the Gibson Paradox
    Journal of Applied Econometrics, 1989, 4, (3), 295-303 View citations (6)

1988

31. Cointegration and Tests of Purchasing Power Parity
    The Review of Economics and Statistics, 1988, 70, (3), 508-11 View citations (179)

1986

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

1985

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

Edited books

2011

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

2006

2. 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 in Economic Theory (2004)