Details about Andreas Fuster

Access statistics for papers by Andreas Fuster.

Last updated 2019-06-23. Update your information in the RePEc Author Service.

Short-id: pfu92

Working Papers

2018

1. Does CFPB oversight crimp credit?
   Staff Reports, Federal Reserve Bank of New York View citations (1)
2. Expectations with Endogenous Information Acquisition: An Experimental Investigation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
3. How do mortgage refinances affect debt, default, and spending? Evidence from HARP
   Staff Reports, Federal Reserve Bank of New York
4. Regional heterogeneity and the refinancing channel of monetary policy
   Staff Reports, Federal Reserve Bank of New York View citations (5)
5. Regulation and risk shuffling in bank securities portfolios
   Staff Reports, Federal Reserve Bank of New York View citations (1)
6. The Role of Technology in Mortgage Lending
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (15)
   Also in Staff Reports, Federal Reserve Bank of New York (2018) View citations (14)
   NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (10)
   See also Journal Article in Review of Financial Studies (2019)
7. Understanding mortgage spreads
   Staff Reports, Federal Reserve Bank of New York View citations (11)
8. 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 (8)
   Also in Staff Reports, Federal Reserve Bank of New York (2018) View citations (7)

2017

9. Predictably Unequal? The Effects of Machine Learning on Credit Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
10. Regional Heterogeneity and Monetary Policy
    2017 Meeting Papers, Society for Economic Dynamics View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (17)
11. Supervision and Project Performance: A Principal-Agent Approach
    Working Papers, HAL View citations (10)
    Also in Working Papers, DIAL (Développement, Institutions et Mondialisation) (2015) View citations (4)
12. The Time-Varying Price of Financial Intermediation in the Mortgage Market
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
    Also in Staff Reports, Federal Reserve Bank of New York (2017) View citations (2)
    Working Papers, Federal Reserve Bank of Boston (2017) View citations (2)

2016

13. Home price expectations and behavior: evidence from a randomized information experiment
    Staff Reports, Federal Reserve Bank of New York View citations (12)
14. Tracking and stress-testing U.S. household leverage
    Staff Reports, Federal Reserve Bank of New York View citations (2)
    See also Journal Article in Economic Policy Review (2018)

2015

15. Payment size, negative equity, and mortgage default
    Staff Reports, Federal Reserve Bank of New York View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (4)
    Public Policy Discussion Paper, Federal Reserve Bank of Boston (2012) View citations (4)
    See also Journal Article in American Economic Journal: Economic Policy (2017)
16. The rescue of Fannie Mae and Freddie Mac
    Staff Reports, Federal Reserve Bank of New York View citations (8)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2015) View citations (9)
    See also Journal Article in Journal of Economic Perspectives (2015)
17. The sensitivity of housing demand to financing conditions: evidence from a survey
    Staff Reports, Federal Reserve Bank of New York View citations (8)

2014

18. Securitization and the fixed-rate mortgage
    Staff Reports, Federal Reserve Bank of New York View citations (16)
    See also Journal Article in Review of Financial Studies (2015)

2013

19. The Endowment Effect
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
    See also Journal Article in Annual Review of Economics (2014)
20. What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting
    Scholarly Articles, Harvard University Department of Economics View citations (15)
    See also Journal Article in American Economic Review (2013)

2012

21. Investment Dynamics with Natural Expectations
    Scholarly Articles, Harvard University Department of Economics View citations (13)

2011

22. Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
    Scholarly Articles, Harvard University Department of Economics View citations (10)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (12)
    See also Journal Article in NBER Macroeconomics Annual (2012)
    Chapter (2011)

2010

23. $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 (31)
24. 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 (1)
    See also Journal Article in Review of Finance (2011)
25. Natural Expectations and Macroeconomic Fluctuations
    Scholarly Articles, Harvard University Department of Economics View citations (70)
    See also Journal Article in Journal of Economic Perspectives (2010)

2009

26. Another hidden cost of incentives: the detrimental effect on norm enforcement
    Working Papers, Federal Reserve Bank of Boston View citations (6)
    See also Journal Article in Management Science (2010)
27. Expectations as Endowments: Reference-Dependent Preferences and Exchange Behavior
    Levine's Working Paper Archive, David K. Levine View citations (1)

Journal Articles

2019

1. The Role of Technology in Mortgage Lending
   Review of Financial Studies, 2019, 32, (5), 1854-1899 View citations (1)
   See also Working Paper (2018)

2018

2. Tracking and stress-testing U.S. household leverage
   Economic Policy Review, 2018, (24-1), 35-63 View citations (1)
   See also Working Paper (2016)

2017

3. Payment Size, Negative Equity, and Mortgage Default
   American Economic Journal: Economic Policy, 2017, 9, (4), 167-91 View citations (6)
   See also Working Paper (2015)

2016

4. To Buy or Not to Buy: Consumer Constraints in the Housing Market
   American Economic Review, 2016, 106, (5), 636-40 View citations (7)

2015

5. Securitization and the Fixed-Rate Mortgage
   Review of Financial Studies, 2015, 28, (1), 176-211 View citations (15)
   See also Working Paper (2014)
6. The Rescue of Fannie Mae and Freddie Mac
   Journal of Economic Perspectives, 2015, 29, (2), 25-52 View citations (8)
   See also Working Paper (2015)

2014

7. The Endowment Effect
   Annual Review of Economics, 2014, 6, (1), 555-579 View citations (17)
   See also Working Paper (2013)

2013

8. The rising gap between primary and secondary mortgage rates
   Economic Policy Review, 2013, (Dec), 17-39 View citations (13)
9. What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting
   American Economic Review, 2013, 103, (3), 570-74 View citations (24)
   See also Working Paper (2013)

2012

10. Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
    NBER Macroeconomics Annual, 2012, 26, (1), 1 - 48 View citations (36)
    See also Working Paper (2011)
    Chapter (2011)

2011

11. 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 (107)
12. Insuring Consumption Using Income-Linked Assets
    Review of Finance, 2011, 15, (4), 835-873 View citations (3)
    See also Working Paper (2010)

2010

13. Another Hidden Cost of Incentives: The Detrimental Effect on Norm Enforcement
    Management Science, 2010, 56, (1), 57-70 View citations (47)
    See also Working Paper (2009)
14. Natural Expectations and Macroeconomic Fluctuations
    Journal of Economic Perspectives, 2010, 24, (4), 67-84 View citations (71)
    See also Working Paper (2010)

Chapters

2011

1. Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
   A chapter in NBER Macroeconomics Annual 2011, Volume 26, 2011, pp 1-48 View citations (15)
   See also Working Paper (2011)
   Journal Article in NBER Macroeconomics Annual (2012)