Details about Andreas Fuster
Access statistics for papers by Andreas Fuster.
Last updated 2023-11-06. Update your information in the RePEc Author Service.
Short-id: pfu92
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Working Papers
2023
- The Time-Varying Price of Financial Intermediation in the Mortgage Market
Swiss Finance Institute Research Paper Series, Swiss Finance Institute 
Also in Staff Reports, Federal Reserve Bank of New York (2017) View citations (6) NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (21) Working Papers, Federal Reserve Bank of Boston (2017) View citations (6)
2022
- Expectations with Endogenous Information Acquisition: An Experimental Investigation
SciencePo Working papers Main, HAL View citations (6)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (38) Post-Print, HAL (2022) View citations (6)
See also Journal Article in The Review of Economics and Statistics (2022)
- Measuring and Stress-Testing Market-Implied Bank Capital
Swiss Finance Institute Research Paper Series, Swiss Finance Institute 
Also in Working Papers, Swiss National Bank (2022)
- Mortgage-Backed Securities
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2022)  Staff Reports, Federal Reserve Bank of New York (2022) 
See also Chapter (2023)
- Survey Experiments on Economic Expectations
NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
2021
- Biases in Information Selection and Processing: Survey Evidence from the Pandemic
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (21)
Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2021) View citations (21) NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (20)
- Diverse Policy Committees Can Reach Underrepresented Groups
LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin) View citations (28)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)  NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (33)
- Does CFPB Oversight Crimp Credit?
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
Also in Working Papers, Federal Reserve Bank of Philadelphia (2020) Staff Reports, Federal Reserve Bank of New York (2018) View citations (3)
- FinTech Lending
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2021)  NBER Working Papers, National Bureau of Economic Research, Inc (2021) 
See also Journal Article in Annual Review of Financial Economics (2022)
- How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic
Working Papers, Federal Reserve Bank of Boston View citations (7)
Also in Working Papers, Federal Reserve Bank of Philadelphia (2021) View citations (7) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2021) View citations (7) NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (12) Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2021) View citations (12)
- Scale Effects on Efficiency and Profitability in the Swiss Banking Sector
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
Also in Working Papers, Swiss National Bank (2021) View citations (1)
See also Journal Article in Swiss Journal of Economics and Statistics (2022)
- Tiers of Joy? Reserve Tiering and Bank Behavior in a Negative-Rate Environment
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
Also in Working Papers, Swiss National Bank (2021) View citations (5)
- Whom do consumers trust with their data? US survey evidence
BIS Bulletins, Bank for International Settlements View citations (2)
2020
- Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
- Paying Too Much? Price Dispersion in the U.S. Mortgage Market
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
2018
- Analyzing the Effects of CFPB Oversight
Liberty Street Economics, Federal Reserve Bank of New York
- How Is Technology Changing the Mortgage Market?
Liberty Street Economics, Federal Reserve Bank of New York
- How do mortgage refinances affect debt, default, and spending? Evidence from HARP
Staff Reports, Federal Reserve Bank of New York View citations (4)
See also Journal Article in American Economic Journal: Macroeconomics (2021)
- Just Released: Is Housing a Good Investment? Where You Stand Depends on Where You Sit
Liberty Street Economics, Federal Reserve Bank of New York
- Landing a Jumbo Is Getting Easier
Liberty Street Economics, Federal Reserve Bank of New York
- Regulation and risk shuffling in bank securities portfolios
Staff Reports, Federal Reserve Bank of New York View citations (5)
- The Role of Technology in Mortgage Lending
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (37)
Also in Staff Reports, Federal Reserve Bank of New York (2018) View citations (55) NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (31)
See also Journal Article in Review of Financial Studies (2019)
- What Happens When Regulatory Capital Is Marked to Market?
Liberty Street Economics, Federal Reserve Bank of New York
- What Would You Do With $500? Spending Responses to Gains, Losses, News and Loans
NBER Working Papers, National Bureau of Economic Research, Inc View citations (48)
Also in Staff Reports, Federal Reserve Bank of New York (2018) View citations (31)
See also Journal Article in Review of Economic Studies (2021)
2017
- Houses as ATMs No Longer
Liberty Street Economics, Federal Reserve Bank of New York
- How Resilient Is the U.S. Housing Market Now?
Liberty Street Economics, Federal Reserve Bank of New York
- Predictably Unequal? The Effects of Machine Learning on Credit Markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)
See also Journal Article in Journal of Finance (2022)
- Regional Heterogeneity and Monetary Policy
NBER Working Papers, National Bureau of Economic Research, Inc View citations (35)
Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (32)
- Supervision and Project Performance: A Principal-Agent Approach
Working Papers, HAL View citations (11)
Also in Working Papers, DIAL (Développement, Institutions et Mondialisation) (2015) View citations (6)
- The Evolution of Home Equity Ownership
Liberty Street Economics, Federal Reserve Bank of New York
2016
- Has MBS Market Liquidity Deteriorated?
Liberty Street Economics, Federal Reserve Bank of New York
- Home price expectations and behavior: evidence from a randomized information experiment
Staff Reports, Federal Reserve Bank of New York View citations (14)
See also Journal Article in Review of Economic Studies (2019)
- Tracking and stress-testing U.S. household leverage
Staff Reports, Federal Reserve Bank of New York View citations (7)
See also Journal Article in Economic Policy Review (2018)
2015
- Evaluating the Rescue of Fannie Mae and Freddie Mac
Liberty Street Economics, Federal Reserve Bank of New York View citations (10)
- Regional heterogeneity and the refinancing channel of monetary policy
Staff Reports, Federal Reserve Bank of New York View citations (6)
See also Journal Article in The Quarterly Journal of Economics (2019)
- Rethinking Mortgage Design
Liberty Street Economics, Federal Reserve Bank of New York
- The rescue of Fannie Mae and Freddie Mac
Staff Reports, Federal Reserve Bank of New York View citations (20)
Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2015) View citations (21)
See also Journal Article in Journal of Economic Perspectives (2015)
2014
- Introducing the SCE Housing Survey
Liberty Street Economics, Federal Reserve Bank of New York
- The sensitivity of housing demand to financing conditions: evidence from a survey
Staff Reports, Federal Reserve Bank of New York View citations (12)
See also Journal Article in American Economic Journal: Economic Policy (2021)
- Understanding mortgage spreads
Staff Reports, Federal Reserve Bank of New York View citations (12)
See also Journal Article in Review of Financial Studies (2019)
2013
- Payment Size, Negative Equity, and Mortgage Default
NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
Also in Public Policy Discussion Paper, Federal Reserve Bank of Boston (2012) View citations (7) Staff Reports, Federal Reserve Bank of New York (2012) View citations (14)
See also Journal Article in American Economic Journal: Economic Policy (2017)
- Securitization and the fixed-rate mortgage
Staff Reports, Federal Reserve Bank of New York View citations (17)
See also Journal Article in Review of Financial Studies (2015)
- The Endowment Effect
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
See also Journal Article in Annual Review of Economics (2014)
- What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting
Scholarly Articles, Harvard University Department of Economics View citations (40)
See also Journal Article in American Economic Review (2013)
2012
- Investment Dynamics with Natural Expectations
Scholarly Articles, Harvard University Department of Economics View citations (14)
- Why Isn’t the Thirty-Year Fixed-Rate Mortgage at 2.6 Percent?
Liberty Street Economics, Federal Reserve Bank of New York
2011
- Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
NBER Working Papers, National Bureau of Economic Research, Inc View citations (41)
Also in Scholarly Articles, Harvard University Department of Economics (2011) View citations (41)
See also Journal Article in NBER Macroeconomics Annual (2012) Chapter (2011)
2010
- $1.25 Trillion is still real money: some facts about the effects of the Federal Reserve’s mortgage market investments
Public Policy Discussion Paper, Federal Reserve Bank of Boston View citations (35)
- Insuring Consumption Using Income-Linked Assets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
Also in Working Papers, Federal Reserve Bank of Boston (2010) View citations (2)
See also Journal Article in Review of Finance (2011)
- Natural Expectations and Macroeconomic Fluctuations
Scholarly Articles, Harvard University Department of Economics View citations (155)
See also Journal Article in Journal of Economic Perspectives (2010)
2009
- Another hidden cost of incentives: the detrimental effect on norm enforcement
Working Papers, Federal Reserve Bank of Boston View citations (9)
- Expectations as Endowments: Reference-Dependent Preferences and Exchange Behavior
Levine's Working Paper Archive, David K. Levine View citations (1)
Journal Articles
2022
- Expectations with Endogenous Information Acquisition: An Experimental Investigation
The Review of Economics and Statistics, 2022, 104, (5), 1059-1078 View citations (11)
See also Working Paper (2022)
- FinTech Lending
Annual Review of Financial Economics, 2022, 14, (1), 187-207 
See also Working Paper (2021)
- Predictably Unequal? The Effects of Machine Learning on Credit Markets
Journal of Finance, 2022, 77, (1), 5-47 View citations (13)
See also Working Paper (2017)
- Scale effects on efficiency and profitability in the Swiss banking sector
Swiss Journal of Economics and Statistics, 2022, 158, (1), 1-24 View citations (1)
See also Working Paper (2021)
2021
- How Do Mortgage Refinances Affect Debt, Default, and Spending? Evidence from HARP
American Economic Journal: Macroeconomics, 2021, 13, (2), 254-91 View citations (6)
See also Working Paper (2018)
- The Sensitivity of Housing Demand to Financing Conditions: Evidence from a Survey
American Economic Journal: Economic Policy, 2021, 13, (1), 231-65 View citations (13)
See also Working Paper (2014)
- What Would You Do with $500? Spending Responses to Gains, Losses, News, and Loans
(The Spending and Debt Response to Minimum Wage Hikes)
Review of Economic Studies, 2021, 88, (4), 1760-1795 View citations (24)
See also Working Paper (2018)
2019
- Home Price Expectations and Behaviour: Evidence from a Randomized Information Experiment
Review of Economic Studies, 2019, 86, (4), 1371-1410 View citations (111)
See also Working Paper (2016)
- Regional Heterogeneity and the Refinancing Channel of Monetary Policy
The Quarterly Journal of Economics, 2019, 134, (1), 109-183 View citations (78)
See also Working Paper (2015)
- The Role of Technology in Mortgage Lending
Review of Financial Studies, 2019, 32, (5), 1854-1899 View citations (164)
See also Working Paper (2018)
- Understanding Mortgage Spreads
Review of Financial Studies, 2019, 32, (10), 3799-3850 View citations (19)
See also Working Paper (2014)
2018
- Tracking and stress-testing U.S. household leverage
Economic Policy Review, 2018, (24-1), 35-63 View citations (2)
See also Working Paper (2016)
2017
- Payment Size, Negative Equity, and Mortgage Default
American Economic Journal: Economic Policy, 2017, 9, (4), 167-91 View citations (68)
See also Working Paper (2013)
2016
- To Buy or Not to Buy: Consumer Constraints in the Housing Market
American Economic Review, 2016, 106, (5), 636-40 View citations (28)
2015
- Securitization and the Fixed-Rate Mortgage
Review of Financial Studies, 2015, 28, (1), 176-211 View citations (25)
See also Working Paper (2013)
- The Rescue of Fannie Mae and Freddie Mac
Journal of Economic Perspectives, 2015, 29, (2), 25-52 View citations (24)
See also Working Paper (2015)
2014
- The Endowment Effect
Annual Review of Economics, 2014, 6, (1), 555-579 View citations (42)
See also Working Paper (2013)
2013
- The rising gap between primary and secondary mortgage rates
Economic Policy Review, 2013, (Dec), 17-39 View citations (16)
- What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting
American Economic Review, 2013, 103, (3), 570-74 View citations (43)
See also Working Paper (2013)
2012
- Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
NBER Macroeconomics Annual, 2012, 26, (1), 1 - 48 View citations (65)
See also Working Paper (2011) Chapter (2011)
2011
- Expectations as Endowments: Evidence on Reference-Dependent Preferences from Exchange and Valuation Experiments
The Quarterly Journal of Economics, 2011, 126, (4), 1879-1907 View citations (189)
- Insuring Consumption Using Income-Linked Assets
Review of Finance, 2011, 15, (4), 835-873 View citations (4)
See also Working Paper (2010)
2010
- Natural Expectations and Macroeconomic Fluctuations
Journal of Economic Perspectives, 2010, 24, (4), 67-84 View citations (151)
See also Working Paper (2010)
Chapters
2023
- Mortgage-backed securities
Chapter 15 in Research Handbook of Financial Markets, 2023, pp 331-357 
See also Working Paper (2022)
2011
- Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
A chapter in NBER Macroeconomics Annual 2011, Volume 26, 2011, pp 1-48 View citations (42)
See also Journal Article in NBER Macroeconomics Annual (2012) Working Paper (2011)
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