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Details about John Robert Krainer

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Homepage:http://www.frbsf.org/economics/economists/jkrainer.html
Workplace:Federal Reserve Bank of San Francisco, (more information at EDIRC)

Access statistics for papers by John Robert Krainer.

Last updated 2014-03-13. Update your information in the RePEc Author Service.

Short-id: pkr64


Jump to Journal Articles

Working Papers

2017

  1. De-leveraging or de-risking? How banks cope with loss
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (5)
  2. Safe Collateral, Arm’s-Length Credit: Evidence from the Commercial Real Estate Market
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads

2015

  1. Aggregation level in stress testing models
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads

2014

  1. Did Consumers Want Less Debt? Consumer Credit Demand Versus Supply in the Wake of the 2008-2009 Financial Crisis
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (9)
    Also in SAFE Working Paper Series, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt (2014) Downloads View citations (2)

2012

  1. Housing supply and foreclosures
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads

2011

  1. Prepayment and delinquency in the mortgage crisis period
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (1)
  2. Regime shifts in real estate markets: Time-varying effects of the U.S. and Japanese economies on house prices in Hawaii
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads

2009

  1. Mortgage default and mortgage valuation
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (5)
  2. Mortgage loan securitization and relative loan performance
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (9)
  3. Subprime Mortgages
    2009 Meeting Papers, Society for Economic Dynamics Downloads

2007

  1. Innovations in mortgage markets and increased spending on housing
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (17)
  2. Regional economic conditions and the variability of rates of return in commercial banking
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (3)
  3. Subprime mortgage delinquency rates
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (17)

2006

  1. Estimating Static Models of Strategic Interaction
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (76)
    See also Journal Article in Journal of Business & Economic Statistics (2010)
  2. The Welfare Consequences of ATM Surcharges: Evidence from a Structural Entry Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2004) Downloads View citations (3)
    Working Papers, NET Institute (2004) Downloads View citations (3)

2005

  1. Asset price declines and real estate market illiquidity: evidence from Japanese land values
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (5)

2004

  1. An Empirical Model of Stock Analysts' Recommendations: Market Fundamentals, Conflicts of Interest, and Peer Effects
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
  2. House Prices and Consumer Welfare
    Research Papers, Stanford University, Graduate School of Business Downloads View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (11)

    See also Journal Article in Journal of Urban Economics (2005)
  3. Mortgages as Recursive Contracts
    Econometric Society 2004 North American Winter Meetings, Econometric Society Downloads View citations (1)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2003) Downloads View citations (2)
  4. Using securities market information for bank supervisory monitoring
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (1)
    See also Journal Article in International Journal of Central Banking (2008)

2003

  1. Does regional economic performance affect bank health? New analysis of an old question
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (1)
  2. Forecasting supervisory ratings using securities market information
    Proceedings, Federal Reserve Bank of Chicago View citations (3)

2001

  1. Incorporating equity market information into supervisory monitoring models
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (5)
    See also Journal Article in Journal of Money, Credit and Banking (2004)

1997

  1. Returns on illiquid assets: are they fair games?
    Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco Downloads

Journal Articles

2018

  1. How Do Banks Cope with Loss?
    FRBSF Economic Letter, 2018 Downloads

2016

  1. Aggregation in bank stress tests
    FRBSF Economic Letter, 2016 Downloads

2014

  1. Housing market headwinds
    FRBSF Economic Letter, 2014 Downloads
  2. The slowdown in existing home sales
    FRBSF Economic Letter, 2014 Downloads

2013

  1. Commercial real estate and low interest rates
    FRBSF Economic Letter, 2013, (apr22) Downloads
  2. Evidence and Implications of Regime Shifts: Time-Varying Effects of the United States and Japanese Economies on House Prices in Hawaii
    Real Estate Economics, 2013, 41, (3), 449-480 Downloads
  3. Why are housing inventories low?
    FRBSF Economic Letter, 2013, (oct21) Downloads

2012

  1. Consumer debt and the economic recovery
    FRBSF Economic Letter, 2012, (aug20) Downloads View citations (1)
  2. Credit access following a mortgage default
    FRBSF Economic Letter, 2012, (oct29) Downloads

2011

  1. Cap rates and commercial property prices
    FRBSF Economic Letter, 2011, (sep19) Downloads
  2. Entry and pricing in a differentiated products industry: evidence from the ATM market
    RAND Journal of Economics, 2011, 42, (1), 1-22 Downloads View citations (10)
  3. Fluctuating fortunes and Hawaiian house prices
    FRBSF Economic Letter, 2011, (dec.19) Downloads View citations (1)
  4. When will residential construction rebound?
    FRBSF Economic Letter, 2011, (july25) Downloads

2010

  1. Asset Price Persistence and Real Estate Market Illiquidity: Evidence from Japanese Land Values
    Real Estate Economics, 2010, 38, (2), 171-196 Downloads View citations (4)
  2. Estimating Static Models of Strategic Interactions
    Journal of Business & Economic Statistics, 2010, 28, (4), 469-482 Downloads View citations (105)
    See also Working Paper (2006)
  3. Mortgage choice and the pricing of fixed-rate and adjustable-rate mortgages
    FRBSF Economic Letter, 2010, (feb1) Downloads View citations (7)
  4. Mortgage prepayments and changing underwriting standards
    FRBSF Economic Letter, 2010, (jul19) Downloads
  5. Risky mortgages and mortgage default premiums
    FRBSF Economic Letter, 2010, (dec20) Downloads
  6. Underwater mortgages
    FRBSF Economic Letter, 2010, (oct18) Downloads View citations (1)

2009

  1. Do supervisory rating standards change over time?
    Economic Review, 2009, 13-24 Downloads View citations (10)
  2. House prices and bank loan performance
    FRBSF Economic Letter, 2009, (feb6) Downloads View citations (1)
  3. Recent developments in mortgage finance
    FRBSF Economic Letter, 2009, (oct26) Downloads View citations (3)

2008

  1. Falling house prices and rising time on the market
    FRBSF Economic Letter, 2008, (mar21) Downloads View citations (3)
  2. Using Securities Market Information for Bank Supervisory Monitoring
    International Journal of Central Banking, 2008, 4, (1), 125-164 Downloads View citations (11)
    See also Working Paper (2004)

2007

  1. House prices and subprime mortgage delinquencies
    FRBSF Economic Letter, 2007, (jun8) Downloads View citations (5)
  2. Regional economic conditions and community bank performance
    FRBSF Economic Letter, 2007, (jul27) Downloads
  3. The subprime mortgage market: national and Twelfth District developments
    Annual Report, 2007, 6-17 Downloads

2006

  1. Mortgage innovation and consumer choice
    FRBSF Economic Letter, 2006, (dec29) Downloads
  2. Residential investment over the real estate cycle
    FRBSF Economic Letter, 2006, (jun30) Downloads View citations (4)

2005

  1. Bank ATMs and ATM surcharges
    FRBSF Economic Letter, 2005, (dec16) Downloads View citations (1)
  2. House prices and consumer welfare
    Journal of Urban Economics, 2005, 58, (3), 474-487 Downloads View citations (26)
    See also Working Paper (2004)
  3. Housing markets and demographics
    FRBSF Economic Letter, 2005, (aug26) Downloads View citations (3)

2004

  1. House prices and fundamental value
    FRBSF Economic Letter, 2004, (oct1) Downloads View citations (18)
  2. Incorporating Equity Market Information into Supervisory Monitoring Models
    Journal of Money, Credit and Banking, 2004, 36, (6), 1043-67 View citations (40)
    See also Working Paper (2001)
  3. What determines the credit spread?
    FRBSF Economic Letter, 2004, (dec10) Downloads View citations (2)

2003

  1. House price bubbles
    FRBSF Economic Letter, 2003, (mar7) Downloads View citations (2)
  2. How might financial market information be used for supervisory purposes?
    Economic Review, 2003, 29-45 Downloads View citations (6)
  3. Monitoring debt market information for bank supervisory purposes
    FRBSF Economic Letter, 2003, (nov28) Downloads
  4. Mortgage refinancing
    FRBSF Economic Letter, 2003, (oct3) Downloads View citations (2)
  5. The current strength of the U.S. banking sector
    FRBSF Economic Letter, 2003, (dec19) Downloads
  6. Using equity market information to monitor banking institutions
    FRBSF Economic Letter, 2003, (jan24) Downloads View citations (2)

2002

  1. House price dynamics and the business cycle
    FRBSF Economic Letter, 2002, (may3) Downloads
  2. Off-site monitoring of bank holding companies
    FRBSF Economic Letter, 2002, (may17) Downloads View citations (2)
  3. Stock market volatility
    FRBSF Economic Letter, 2002, (oct25) Downloads View citations (2)

2001

  1. A Theory of Liquidity in Residential Real Estate Markets
    Journal of Urban Economics, 2001, 49, (1), 32-53 Downloads View citations (137)
  2. Banking and the business cycle
    FRBSF Economic Letter, 2001, (oct26) Downloads
  3. Equilibrium valuation of illiquid assets
    Economic Theory, 2002, 19, (2), 223-242 Downloads View citations (6)
  4. Natural vacancy rates in commercial real estate markets
    FRBSF Economic Letter, 2001, (oct5) Downloads
  5. Retail sweeps and reserves
    FRBSF Economic Letter, 2001, (jan.19) Downloads View citations (1)

2000

  1. REITs and the integration between capital markets and real estate markets
    FRBSF Economic Letter, 2000, (jan28) Downloads
  2. Tech stocks and house prices in California
    FRBSF Economic Letter, 2000, (sep15) Downloads
  3. The separation of banking and commerce
    Economic Review, 2000, 15-24 Downloads View citations (2)
    Also in FRBSF Economic Letter, 1998, (jul3) (1998) Downloads View citations (2)

1999

  1. Hot and cold real estate markets in the San Francisco Bay Area
    FRBSF Economic Letter, 1999, (aug6) Downloads
  2. Real estate liquidity
    Economic Review, 1999, 14-26 Downloads View citations (2)
  3. Small business lending patterns in California
    FRBSF Economic Letter, 1999, (jan22) Downloads View citations (1)

1998

  1. The 1997 Nobel Prize in economics
    FRBSF Economic Letter, 1998, (feb13) Downloads
 
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