Details about Andreas Fuster
Access statistics for papers by Andreas Fuster.
Last updated 2025-05-15. Update your information in the RePEc Author Service.
Short-id: pfu92
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Working Papers
2025
- Affordable housing, unaffordable credit? Concentration and high-cost lending for manufactured homes
BIS Working Papers, Bank for International Settlements 
Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2025)
- Mortgage-Backed Securities
Working Papers, Federal Reserve Bank of Philadelphia
Also in Staff Reports, Federal Reserve Bank of New York (2022)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2022)
See also Chapter Mortgage-backed securities, Chapters, Edward Elgar Publishing (2023) View citations (1) (2023)
2024
- Biases in information selection and processing: Survey evidence from the pandemic
Other publications TiSEM, Tilburg University, School of Economics and Management View citations (5)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) View citations (25)
SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2021) View citations (25)
NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (24)
See also Journal Article Biases in Information Selection and Processing: Survey Evidence from the Pandemic, The Review of Economics and Statistics, MIT Press (2024) View citations (4) (2024)
- Nothing to hide? Gender and age differences in the willingness to share data
BIS Working Papers, Bank for International Settlements View citations (1)
Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2024) View citations (1)
- Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (2)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (16)
Working Papers, Federal Reserve Bank of Philadelphia (2024) View citations (2)
2023
- The Time-Varying Price of Financial Intermediation in the Mortgage Market
Swiss Finance Institute Research Paper Series, Swiss Finance Institute
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (23)
Working Papers, Federal Reserve Bank of Boston (2017) View citations (8)
Staff Reports, Federal Reserve Bank of New York (2017) View citations (8)
See also Journal Article The Time‐Varying Price of Financial Intermediation in the Mortgage Market, Journal of Finance, American Finance Association (2024) (2024)
2022
- Expectations with Endogenous Information Acquisition: An Experimental Investigation
Post-Print, HAL View citations (18)
Also in SciencePo Working papers Main, HAL (2022) View citations (9)
NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (40)
See also Journal Article Expectations with Endogenous Information Acquisition: An Experimental Investigation, The Review of Economics and Statistics, MIT Press (2022) View citations (23) (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)
- Survey Experiments on Economic Expectations
NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)
2021
- 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 (40)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (45)
- Does CFPB Oversight Crimp Credit?
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
Also in Staff Reports, Federal Reserve Bank of New York (2018) View citations (3)
Working Papers, Federal Reserve Bank of Philadelphia (2020)
- FinTech Lending
Swiss Finance Institute Research Paper Series, Swiss Finance Institute
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2021)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
See also Journal Article FinTech Lending, Annual Review of Financial Economics, Annual Reviews (2022) (2022)
- How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic
NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
Working Papers, Federal Reserve Bank of Boston (2021) View citations (8)
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2021) View citations (17)
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2021) View citations (8)
Working Papers, Federal Reserve Bank of Philadelphia (2021) View citations (8)
- 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 Scale effects on efficiency and profitability in the Swiss banking sector, Swiss Journal of Economics and Statistics, Springer (2022) View citations (4) (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 (9)
See also Journal Article Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment, Journal of Monetary Economics, Elsevier (2024) (2024)
- Whom do consumers trust with their data? US survey evidence
BIS Bulletins, Bank for International Settlements View citations (2)
2020
- 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 (8)
See also Journal Article How Do Mortgage Refinances Affect Debt, Default, and Spending? Evidence from HARP, American Economic Journal: Macroeconomics, American Economic Association (2021) View citations (13) (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
NBER Working Papers, National Bureau of Economic Research, Inc View citations (33)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (39)
Staff Reports, Federal Reserve Bank of New York (2018) View citations (56)
See also Journal Article The Role of Technology in Mortgage Lending, The Review of Financial Studies, Society for Financial Studies (2019) View citations (327) (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 (33)
See also Journal Article What Would You Do with $500? Spending Responses to Gains, Losses, News, and Loans, The Review of Economic Studies, Review of Economic Studies Ltd (2021) View citations (39) (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 Predictably Unequal? The Effects of Machine Learning on Credit Markets, Journal of Finance, American Finance Association (2022) View citations (47) (2022)
- Regional Heterogeneity and Monetary Policy
NBER Working Papers, National Bureau of Economic Research, Inc View citations (43)
Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (41)
- Supervision and Project Performance: A Principal-Agent Approach
Working Papers, HAL View citations (12)
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 (15)
See also Journal Article Home Price Expectations and Behaviour: Evidence from a Randomized Information Experiment, The Review of Economic Studies, Review of Economic Studies Ltd (2019) View citations (144) (2019)
- Tracking and stress-testing U.S. household leverage
Staff Reports, Federal Reserve Bank of New York View citations (7)
See also Journal Article Tracking and stress-testing U.S. household leverage, Economic Policy Review, Federal Reserve Bank of New York (2018) View citations (3) (2018)
2015
- Evaluating the Rescue of Fannie Mae and Freddie Mac
Liberty Street Economics, Federal Reserve Bank of New York View citations (11)
- Regional heterogeneity and the refinancing channel of monetary policy
Staff Reports, Federal Reserve Bank of New York View citations (6)
See also Journal Article Regional Heterogeneity and the Refinancing Channel of Monetary Policy, The Quarterly Journal of Economics, President and Fellows of Harvard College (2019) View citations (109) (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 (21)
Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2015) View citations (22)
See also Journal Article The Rescue of Fannie Mae and Freddie Mac, Journal of Economic Perspectives, American Economic Association (2015) View citations (26) (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 (18)
See also Journal Article The Sensitivity of Housing Demand to Financing Conditions: Evidence from a Survey, American Economic Journal: Economic Policy, American Economic Association (2021) View citations (23) (2021)
- Understanding mortgage spreads
Staff Reports, Federal Reserve Bank of New York View citations (13)
See also Journal Article Understanding Mortgage Spreads, The Review of Financial Studies, Society for Financial Studies (2019) View citations (23) (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 (15)
See also Journal Article Payment Size, Negative Equity, and Mortgage Default, American Economic Journal: Economic Policy, American Economic Association (2017) View citations (88) (2017)
- Securitization and the fixed-rate mortgage
Staff Reports, Federal Reserve Bank of New York View citations (18)
See also Journal Article Securitization and the Fixed-Rate Mortgage, The Review of Financial Studies, Society for Financial Studies (2015) View citations (27) (2015)
- The Endowment Effect
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
See also Journal Article The Endowment Effect, Annual Review of Economics, Annual Reviews (2014) View citations (48) (2014)
- What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting
Scholarly Articles, Harvard University Department of Economics View citations (45)
See also Journal Article What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting, American Economic Review, American Economic Association (2013) View citations (48) (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
Scholarly Articles, Harvard University Department of Economics View citations (43)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (43)
See also Journal Article Natural Expectations, Macroeconomic Dynamics, and Asset Pricing, NBER Macroeconomics Annual, University of Chicago Press (2012) View citations (72) (2012)
Chapter Natural Expectations, Macroeconomic Dynamics, and Asset Pricing, NBER Chapters, National Bureau of Economic Research, Inc (2011) View citations (44) (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 Insuring Consumption Using Income-Linked Assets, Review of Finance, European Finance Association (2011) View citations (4) (2011)
- Natural Expectations and Macroeconomic Fluctuations
Scholarly Articles, Harvard University Department of Economics View citations (160)
See also Journal Article Natural Expectations and Macroeconomic Fluctuations, Journal of Economic Perspectives, American Economic Association (2010) View citations (161) (2010)
2009
- Another hidden cost of incentives: the detrimental effect on norm enforcement
Working Papers, Federal Reserve Bank of Boston View citations (9)
See also Journal Article Another Hidden Cost of Incentives: The Detrimental Effect on Norm Enforcement, Management Science, INFORMS (2010) View citations (56) (2010)
- Expectations as Endowments: Reference-Dependent Preferences and Exchange Behavior
Levine's Working Paper Archive, David K. Levine View citations (1)
Journal Articles
2025
- The effect of macroprudential policies on homeownership: Evidence from Switzerland
Journal of Urban Economics, 2025, 146, (C)
2024
- Biases in Information Selection and Processing: Survey Evidence from the Pandemic
The Review of Economics and Statistics, 2024, 106, (3), 829-847 View citations (4)
See also Working Paper Biases in information selection and processing: Survey evidence from the pandemic, Other publications TiSEM (2024) View citations (5) (2024)
- The Time‐Varying Price of Financial Intermediation in the Mortgage Market
Journal of Finance, 2024, 79, (4), 2553-2602
See also Working Paper The Time-Varying Price of Financial Intermediation in the Mortgage Market, Swiss Finance Institute Research Paper Series (2023) (2023)
- Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment
Journal of Monetary Economics, 2024, 148, (C)
See also Working Paper Tiers of Joy? Reserve Tiering and Bank Behavior in a Negative-Rate Environment, CEPR Discussion Papers (2021) (2021)
2022
- Expectations with Endogenous Information Acquisition: An Experimental Investigation
The Review of Economics and Statistics, 2022, 104, (5), 1059-1078 View citations (23)
See also Working Paper Expectations with Endogenous Information Acquisition: An Experimental Investigation, Post-Print (2022) View citations (18) (2022)
- FinTech Lending
Annual Review of Financial Economics, 2022, 14, (1), 187-207
See also Working Paper FinTech Lending, Swiss Finance Institute Research Paper Series (2021) (2021)
- Predictably Unequal? The Effects of Machine Learning on Credit Markets
Journal of Finance, 2022, 77, (1), 5-47 View citations (47)
See also Working Paper Predictably Unequal? The Effects of Machine Learning on Credit Markets, CEPR Discussion Papers (2017) View citations (17) (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 (4)
See also Working Paper Scale Effects on Efficiency and Profitability in the Swiss Banking Sector, Swiss Finance Institute Research Paper Series (2021) View citations (1) (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 (13)
See also Working Paper How do mortgage refinances affect debt, default, and spending? Evidence from HARP, Staff Reports (2018) View citations (8) (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 (23)
See also Working Paper The sensitivity of housing demand to financing conditions: evidence from a survey, Staff Reports (2014) View citations (18) (2014)
- What Would You Do with $500? Spending Responses to Gains, Losses, News, and Loans
(The Spending and Debt Response to Minimum Wage Hikes)
The Review of Economic Studies, 2021, 88, (4), 1760-1795 View citations (39)
See also Working Paper What Would You Do With $500? Spending Responses to Gains, Losses, News and Loans, NBER Working Papers (2018) View citations (48) (2018)
2019
- Home Price Expectations and Behaviour: Evidence from a Randomized Information Experiment
The Review of Economic Studies, 2019, 86, (4), 1371-1410 View citations (144)
See also Working Paper Home price expectations and behavior: evidence from a randomized information experiment, Staff Reports (2016) View citations (15) (2016)
- Regional Heterogeneity and the Refinancing Channel of Monetary Policy
The Quarterly Journal of Economics, 2019, 134, (1), 109-183 View citations (109)
See also Working Paper Regional heterogeneity and the refinancing channel of monetary policy, Staff Reports (2015) View citations (6) (2015)
- The Role of Technology in Mortgage Lending
The Review of Financial Studies, 2019, 32, (5), 1854-1899 View citations (327)
See also Working Paper The Role of Technology in Mortgage Lending, NBER Working Papers (2018) View citations (33) (2018)
- Understanding Mortgage Spreads
The Review of Financial Studies, 2019, 32, (10), 3799-3850 View citations (23)
See also Working Paper Understanding mortgage spreads, Staff Reports (2014) View citations (13) (2014)
2018
- Tracking and stress-testing U.S. household leverage
Economic Policy Review, 2018, (24-1), 35-63 View citations (3)
See also Working Paper Tracking and stress-testing U.S. household leverage, Staff Reports (2016) View citations (7) (2016)
2017
- Payment Size, Negative Equity, and Mortgage Default
American Economic Journal: Economic Policy, 2017, 9, (4), 167-91 View citations (88)
See also Working Paper Payment Size, Negative Equity, and Mortgage Default, NBER Working Papers (2013) View citations (13) (2013)
2016
- To Buy or Not to Buy: Consumer Constraints in the Housing Market
American Economic Review, 2016, 106, (5), 636-40 View citations (31)
2015
- Securitization and the Fixed-Rate Mortgage
The Review of Financial Studies, 2015, 28, (1), 176-211 View citations (27)
See also Working Paper Securitization and the fixed-rate mortgage, Staff Reports (2013) View citations (18) (2013)
- The Rescue of Fannie Mae and Freddie Mac
Journal of Economic Perspectives, 2015, 29, (2), 25-52 View citations (26)
See also Working Paper The rescue of Fannie Mae and Freddie Mac, Staff Reports (2015) View citations (21) (2015)
2014
- The Endowment Effect
Annual Review of Economics, 2014, 6, (1), 555-579 View citations (48)
See also Working Paper The Endowment Effect, NBER Working Papers (2013) View citations (5) (2013)
2013
- The rising gap between primary and secondary mortgage rates
Economic Policy Review, 2013, (Dec), 17-39 View citations (19)
- What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting
American Economic Review, 2013, 103, (3), 570-74 View citations (48)
See also Working Paper What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting, Scholarly Articles (2013) View citations (45) (2013)
2012
- Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
NBER Macroeconomics Annual, 2012, 26, (1), 1 - 48 View citations (72)
See also Working Paper Natural Expectations, Macroeconomic Dynamics, and Asset Pricing, Scholarly Articles (2011) View citations (43) (2011)
Chapter Natural Expectations, Macroeconomic Dynamics, and Asset Pricing, NBER Chapters, 2011, 1-48 (2011) View citations (44) (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 (209)
- Insuring Consumption Using Income-Linked Assets
Review of Finance, 2011, 15, (4), 835-873 View citations (4)
See also Working Paper Insuring Consumption Using Income-Linked Assets, NBER Working Papers (2010) View citations (2) (2010)
2010
- Another Hidden Cost of Incentives: The Detrimental Effect on Norm Enforcement
Management Science, 2010, 56, (1), 57-70 View citations (56)
See also Working Paper Another hidden cost of incentives: the detrimental effect on norm enforcement, Working Papers (2009) View citations (9) (2009)
- Natural Expectations and Macroeconomic Fluctuations
Journal of Economic Perspectives, 2010, 24, (4), 67-84 View citations (161)
See also Working Paper Natural Expectations and Macroeconomic Fluctuations, Scholarly Articles (2010) View citations (160) (2010)
Chapters
2023
- Mortgage-backed securities
Chapter 15 in Research Handbook of Financial Markets, 2023, pp 331-357 View citations (1)
See also Working Paper Mortgage-Backed Securities, Federal Reserve Bank of Philadelphia (2025) (2025)
2011
- Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
A chapter in NBER Macroeconomics Annual 2011, Volume 26, 2011, pp 1-48 View citations (44)
See also Working Paper Natural Expectations, Macroeconomic Dynamics, and Asset Pricing, Harvard University Department of Economics (2011) View citations (43) (2011)
Journal Article Natural Expectations, Macroeconomic Dynamics, and Asset Pricing, University of Chicago Press (2012) View citations (72) (2012)
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