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Details about Andreas Fuster

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Homepage:http://www.andreasfuster.com
Workplace:Collège du Management de la Technologie (College of Management of Technology), École Polytechnique Fédérale de Lausanne (EPFL) (Swiss Federal Institute of Technology of Lausanne), (more information at EDIRC)
Schweizerische Nationalbank (SNB) (Swiss National Bank), (more information at EDIRC)
Swiss Finance Institute, (more information at EDIRC)

Access statistics for papers by Andreas Fuster.

Last updated 2022-10-27. Update your information in the RePEc Author Service.

Short-id: pfu92


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Working Papers

2022

  1. Measuring and Stress-Testing Market-Implied Bank Capital
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    Also in Working Papers, Swiss National Bank (2022) Downloads
  2. Mortgage-Backed Securities
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2022) Downloads
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2022) Downloads
  3. Survey Experiments on Economic Expectations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)

2021

  1. Biases in Information Selection and Processing: Survey Evidence from the Pandemic
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (18)
    Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2021) Downloads View citations (17)
    NBER Working Papers, National Bureau of Economic Research, Inc (2021) Downloads View citations (17)
  2. 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) Downloads View citations (14)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2021) Downloads View citations (19)
  3. Does CFPB Oversight Crimp Credit?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in Staff Reports, Federal Reserve Bank of New York (2018) Downloads View citations (2)
    Working Papers, Federal Reserve Bank of Philadelphia (2020)
  4. FinTech Lending
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2021) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) Downloads
  5. How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic
    Working Papers, Federal Reserve Bank of Boston Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) Downloads
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2021) Downloads View citations (5)
    Working Papers, Federal Reserve Bank of Philadelphia (2021) Downloads View citations (2)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2021) Downloads View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2021) Downloads View citations (7)
  6. Scale Effects on Efficiency and Profitability in the Swiss Banking Sector
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    Also in Working Papers, Swiss National Bank (2021) Downloads

    See also Journal Article in Swiss Journal of Economics and Statistics (2022)
  7. Tiers of Joy? Reserve Tiering and Bank Behavior in a Negative-Rate Environment
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers, Swiss National Bank (2021) Downloads View citations (5)
  8. Whom do consumers trust with their data? US survey evidence
    BIS Bulletins, Bank for International Settlements Downloads View citations (1)

2020

  1. 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.) Downloads View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (5)

2018

  1. Analyzing the Effects of CFPB Oversight
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Expectations with Endogenous Information Acquisition: An Experimental Investigation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (36)
    See also Journal Article in The Review of Economics and Statistics (2022)
  3. How Is Technology Changing the Mortgage Market?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. How do mortgage refinances affect debt, default, and spending? Evidence from HARP
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (2)
    See also Journal Article in American Economic Journal: Macroeconomics (2021)
  5. Just Released: Is Housing a Good Investment? Where You Stand Depends on Where You Sit
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  6. Landing a Jumbo Is Getting Easier
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  7. Regulation and risk shuffling in bank securities portfolios
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (4)
  8. The Role of Technology in Mortgage Lending
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (29)
    Also in Staff Reports, Federal Reserve Bank of New York (2018) Downloads View citations (53)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (35)

    See also Journal Article in Review of Financial Studies (2019)
  9. What Happens When Regulatory Capital Is Marked to Market?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  10. What Would You Do With $500? Spending Responses to Gains, Losses, News and Loans
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (46)
    Also in Staff Reports, Federal Reserve Bank of New York (2018) Downloads View citations (30)

    See also Journal Article in Review of Economic Studies (2021)

2017

  1. Houses as ATMs No Longer
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. How Resilient Is the U.S. Housing Market Now?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. Predictably Unequal? The Effects of Machine Learning on Credit Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (17)
    See also Journal Article in Journal of Finance (2022)
  4. Regional Heterogeneity and Monetary Policy
    2017 Meeting Papers, Society for Economic Dynamics Downloads View citations (32)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (35)
  5. Supervision and Project Performance: A Principal-Agent Approach
    Working Papers, HAL Downloads View citations (11)
    Also in Working Papers, DIAL (Développement, Institutions et Mondialisation) (2015) Downloads View citations (6)
  6. The Evolution of Home Equity Ownership
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  7. The Time-Varying Price of Financial Intermediation in the Mortgage Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (19)
    Also in Working Papers, Federal Reserve Bank of Boston (2017) Downloads View citations (6)
    Staff Reports, Federal Reserve Bank of New York (2017) Downloads View citations (6)

2016

  1. Has MBS Market Liquidity Deteriorated?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Home price expectations and behavior: evidence from a randomized information experiment
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (14)
    See also Journal Article in Review of Economic Studies (2019)
  3. Tracking and stress-testing U.S. household leverage
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (7)
    See also Journal Article in Economic Policy Review (2018)

2015

  1. Evaluating the Rescue of Fannie Mae and Freddie Mac
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (8)
  2. Regional heterogeneity and the refinancing channel of monetary policy
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (6)
    See also Journal Article in The Quarterly Journal of Economics (2019)
  3. Rethinking Mortgage Design
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. The rescue of Fannie Mae and Freddie Mac
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (18)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2015) Downloads View citations (19)

    See also Journal Article in Journal of Economic Perspectives (2015)

2014

  1. Introducing the SCE Housing Survey
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. The sensitivity of housing demand to financing conditions: evidence from a survey
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (12)
    See also Journal Article in American Economic Journal: Economic Policy (2021)
  3. Understanding mortgage spreads
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (12)
    See also Journal Article in Review of Financial Studies (2019)

2013

  1. Payment Size, Negative Equity, and Mortgage Default
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
    Also in Staff Reports, Federal Reserve Bank of New York (2012) Downloads View citations (14)
    Public Policy Discussion Paper, Federal Reserve Bank of Boston (2012) Downloads View citations (4)

    See also Journal Article in American Economic Journal: Economic Policy (2017)
  2. Securitization and the fixed-rate mortgage
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (17)
    See also Journal Article in Review of Financial Studies (2015)
  3. The Endowment Effect
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Annual Review of Economics (2014)
  4. What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (39)
    See also Journal Article in American Economic Review (2013)

2012

  1. Investment Dynamics with Natural Expectations
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (14)
  2. Why Isn’t the Thirty-Year Fixed-Rate Mortgage at 2.6 Percent?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2011

  1. Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (40)
    Also in Scholarly Articles, Harvard University Department of Economics (2011) Downloads View citations (40)

    See also Chapter (2011)
    Journal Article in NBER Macroeconomics Annual (2012)

2010

  1. $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 Downloads View citations (33)
  2. Insuring Consumption Using Income-Linked Assets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in Working Papers, Federal Reserve Bank of Boston (2010) Downloads View citations (1)

    See also Journal Article in Review of Finance (2011)
  3. Natural Expectations and Macroeconomic Fluctuations
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (139)
    See also Journal Article in Journal of Economic Perspectives (2010)

2009

  1. Another hidden cost of incentives: the detrimental effect on norm enforcement
    Working Papers, Federal Reserve Bank of Boston Downloads View citations (8)
    See also Journal Article in Management Science (2010)
  2. Expectations as Endowments: Reference-Dependent Preferences and Exchange Behavior
    Levine's Working Paper Archive, David K. Levine Downloads View citations (1)

Journal Articles

2022

  1. Expectations with Endogenous Information Acquisition: An Experimental Investigation
    The Review of Economics and Statistics, 2022, 104, (5), 1059-1078 Downloads View citations (5)
    See also Working Paper (2018)
  2. Predictably Unequal? The Effects of Machine Learning on Credit Markets
    Journal of Finance, 2022, 77, (1), 5-47 Downloads View citations (4)
    See also Working Paper (2017)
  3. Scale effects on efficiency and profitability in the Swiss banking sector
    Swiss Journal of Economics and Statistics, 2022, 158, (1), 1-24 Downloads View citations (1)
    See also Working Paper (2021)

2021

  1. How Do Mortgage Refinances Affect Debt, Default, and Spending? Evidence from HARP
    American Economic Journal: Macroeconomics, 2021, 13, (2), 254-91 Downloads View citations (4)
    See also Working Paper (2018)
  2. The Sensitivity of Housing Demand to Financing Conditions: Evidence from a Survey
    American Economic Journal: Economic Policy, 2021, 13, (1), 231-65 Downloads View citations (7)
    See also Working Paper (2014)
  3. 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 Downloads View citations (12)
    See also Working Paper (2018)

2019

  1. Home Price Expectations and Behaviour: Evidence from a Randomized Information Experiment
    Review of Economic Studies, 2019, 86, (4), 1371-1410 Downloads View citations (86)
    See also Working Paper (2016)
  2. Regional Heterogeneity and the Refinancing Channel of Monetary Policy
    The Quarterly Journal of Economics, 2019, 134, (1), 109-183 Downloads View citations (58)
    See also Working Paper (2015)
  3. The Role of Technology in Mortgage Lending
    Review of Financial Studies, 2019, 32, (5), 1854-1899 Downloads View citations (103)
    See also Working Paper (2018)
  4. Understanding Mortgage Spreads
    Review of Financial Studies, 2019, 32, (10), 3799-3850 Downloads View citations (18)
    See also Working Paper (2014)

2018

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

2017

  1. Payment Size, Negative Equity, and Mortgage Default
    American Economic Journal: Economic Policy, 2017, 9, (4), 167-91 Downloads View citations (59)
    See also Working Paper (2013)

2016

  1. To Buy or Not to Buy: Consumer Constraints in the Housing Market
    American Economic Review, 2016, 106, (5), 636-40 Downloads View citations (24)

2015

  1. Securitization and the Fixed-Rate Mortgage
    Review of Financial Studies, 2015, 28, (1), 176-211 Downloads View citations (24)
    See also Working Paper (2013)
  2. The Rescue of Fannie Mae and Freddie Mac
    Journal of Economic Perspectives, 2015, 29, (2), 25-52 Downloads View citations (22)
    See also Working Paper (2015)

2014

  1. The Endowment Effect
    Annual Review of Economics, 2014, 6, (1), 555-579 Downloads View citations (42)
    See also Working Paper (2013)

2013

  1. The rising gap between primary and secondary mortgage rates
    Economic Policy Review, 2013, (Dec), 17-39 Downloads View citations (15)
  2. What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting
    American Economic Review, 2013, 103, (3), 570-74 Downloads View citations (42)
    See also Working Paper (2013)

2012

  1. Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
    NBER Macroeconomics Annual, 2012, 26, (1), 1 - 48 Downloads View citations (60)
    See also Working Paper (2011)
    Chapter (2011)

2011

  1. Expectations as Endowments: Evidence on Reference-Dependent Preferences from Exchange and Valuation Experiments
    The Quarterly Journal of Economics, 2011, 126, (4), 1879-1907 Downloads View citations (172)
  2. Insuring Consumption Using Income-Linked Assets
    Review of Finance, 2011, 15, (4), 835-873 Downloads View citations (4)
    See also Working Paper (2010)

2010

  1. Another Hidden Cost of Incentives: The Detrimental Effect on Norm Enforcement
    Management Science, 2010, 56, (1), 57-70 Downloads View citations (53)
    See also Working Paper (2009)
  2. Natural Expectations and Macroeconomic Fluctuations
    Journal of Economic Perspectives, 2010, 24, (4), 67-84 Downloads View citations (135)
    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 Downloads View citations (41)
    See also Journal Article in NBER Macroeconomics Annual (2012)
    Working Paper (2011)
 
Page updated 2022-12-03