Details about James Vickery

Access statistics for papers by James Vickery.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: pvi152

Working Papers

2022

1. Intermediation Frictions in Debt Relief: Evidence from CARES Act Forbearance
   Staff Reports, Federal Reserve Bank of New York View citations (2)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2022) View citations (2)
2. Mortgage-Backed Securities
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
   Staff Reports, Federal Reserve Bank of New York (2022)
   See also Chapter Mortgage-backed securities, Chapters, Edward Elgar Publishing (2023) (2023)

2021

3. Defragmenting Markets: Evidence from Agency MBS
   Staff Reports, Federal Reserve Bank of New York View citations (3)
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2021) View citations (3)
4. Does CFPB Oversight Crimp Credit?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2020)
   Staff Reports, Federal Reserve Bank of New York (2018) View citations (3)
5. How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic
   Working Papers, Federal Reserve Bank of Philadelphia View citations (7)
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2021) View citations (13)
   Working Papers, Federal Reserve Bank of Boston (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 (13)

2018

6. Analyzing the Effects of CFPB Oversight
   Liberty Street Economics, Federal Reserve Bank of New York
7. Credit risk transfer and de facto GSE reform
   Staff Reports, Federal Reserve Bank of New York View citations (5)
   See also Journal Article Credit risk transfer and de facto GSE reform, Economic Policy Review, Federal Reserve Bank of New York (2018) View citations (5) (2018)
8. How Is Technology Changing the Mortgage Market?
   Liberty Street Economics, Federal Reserve Bank of New York
9. Landing a Jumbo Is Getting Easier
   Liberty Street Economics, Federal Reserve Bank of New York
10. Peas in a pod? Comparing the U.S. and Danish mortgage finance systems
    Staff Reports, Federal Reserve Bank of New York View citations (1)
    See also Journal Article Peas in a pod? Comparing the U.S. and Danish mortgage finance systems, Economic Policy Review, Federal Reserve Bank of New York (2018) View citations (3) (2018)
11. Regulation and risk shuffling in bank securities portfolios
    Staff Reports, Federal Reserve Bank of New York View citations (5)
12. Ten Years after the Crisis, Is the Banking System Safer?
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
13. The Role of Technology in Mortgage Lending
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (32)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (38)
    Staff Reports, Federal Reserve Bank of New York (2018) View citations (55)
    See also Journal Article The Role of Technology in Mortgage Lending, The Review of Financial Studies, Society for Financial Studies (2019) View citations (235) (2019)
14. What Happens When Regulatory Capital Is Marked to Market?
    Liberty Street Economics, Federal Reserve Bank of New York

2016

15. Are Banks Being Roiled by Oil?
    Liberty Street Economics, Federal Reserve Bank of New York

2015

16. Available for Sale? Understanding Bank Securities Portfolios
    Liberty Street Economics, Federal Reserve Bank of New York
17. Bank Capital and Risk: Cautionary or Precautionary?
    Liberty Street Economics, Federal Reserve Bank of New York
18. Evaluating the Rescue of Fannie Mae and Freddie Mac
    Liberty Street Economics, Federal Reserve Bank of New York View citations (10)
19. Rethinking Mortgage Design
    Liberty Street Economics, Federal Reserve Bank of New York
20. The rescue of Fannie Mae and Freddie Mac
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (21)
    Also in Staff Reports, Federal Reserve Bank of New York (2015) View citations (20)
    See also Journal Article The Rescue of Fannie Mae and Freddie Mac, Journal of Economic Perspectives, American Economic Association (2015) View citations (24) (2015)

2014

21. Assessing financial stability: the Capital and Loss Assessment under Stress Scenarios (CLASS) model
    Staff Reports, Federal Reserve Bank of New York View citations (6)
    See also Journal Article Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model, Journal of Banking & Finance, Elsevier (2016) View citations (25) (2016)
22. Do Big Banks Have Lower Operating Costs?
    Liberty Street Economics, Federal Reserve Bank of New York View citations (14)
    See also Journal Article Do big banks have lower operating costs?, Journal of Financial Perspectives, EY Global FS Institute (2015) View citations (2) (2015)
23. How does risk management influence production decisions? evidence from a field experiment
    Staff Reports, Federal Reserve Bank of New York View citations (2)
    Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (16)
    Policy Research Working Paper Series, The World Bank (2013) View citations (32)
    See also Journal Article How Does Risk Management Influence Production Decisions? Evidence from a Field Experiment, The Review of Financial Studies, Society for Financial Studies (2017) View citations (69) (2017)
24. The CLASS Model: A Top-Down Assessment of the U.S. Banking System
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)

2013

25. A Look at Bank Loan Performance
    Liberty Street Economics, Federal Reserve Bank of New York
26. A sampling-window approach to transactions-based Libor fixing
    Staff Reports, Federal Reserve Bank of New York View citations (8)
27. Identifying term interbank loans from Fedwire payments data
    Staff Reports, Federal Reserve Bank of New York View citations (28)
28. Securitization and the fixed-rate mortgage
    Staff Reports, Federal Reserve Bank of New York View citations (17)
    See also Journal Article Securitization and the Fixed-Rate Mortgage, The Review of Financial Studies, Society for Financial Studies (2015) View citations (26) (2015)

2012

29. Barriers to Household Risk Management: Evidence from India
    IMF Working Papers, International Monetary Fund View citations (96)
    Also in Working Papers, eSocialSciences (2011) View citations (5)
    Staff Reports, Federal Reserve Bank of New York (2009) View citations (41)
    Policy Research Working Paper Series, The World Bank (2010) View citations (22)
    See also Journal Article Barriers to Household Risk Management: Evidence from India, American Economic Journal: Applied Economics, American Economic Association (2013) View citations (328) (2013)
30. Peeling the Onion: A Structural View of U.S. Bank Holding Companies
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
31. The Dodd-Frank Act’s Potential Effects on the Credit Rating Industry
    Liberty Street Economics, Federal Reserve Bank of New York
32. Tracking the U.S. Banking Industry
    Liberty Street Economics, Federal Reserve Bank of New York
33. What’s Driving Up Money Growth?
    Liberty Street Economics, Federal Reserve Bank of New York

2011

34. Why are Adjustable Rate Mortgages So Rare These Days?
    Liberty Street Economics, Federal Reserve Bank of New York

2010

35. A private lender cooperative model for residential mortgage finance
    Staff Reports, Federal Reserve Bank of New York View citations (6)
36. MBS Ratings and the Mortgage Credit Boom
    Discussion Paper, Tilburg University, Center for Economic Research View citations (92)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2010) View citations (75)
    Staff Reports, Federal Reserve Bank of New York (2010) View citations (75)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2010) View citations (75)
37. Microinsurance: a case study of the Indian rainfall index insurance market
    Policy Research Working Paper Series, The World Bank View citations (25)
38. TBA trading and liquidity in the agency MBS market
    Staff Reports, Federal Reserve Bank of New York View citations (10)
    See also Journal Article TBA trading and liquidity in the agency MBS market, Economic Policy Review, Federal Reserve Bank of New York (2013) View citations (51) (2013)

2008

39. Summary \"how do financial frictions shape the product market? evidence from mortgage originations\"
    Proceedings, Federal Reserve Bank of Chicago View citations (5)

2007

40. Interest rates and consumer choice in the residential mortgage market: a summary
    Proceedings, Federal Reserve Bank of Chicago View citations (20)
41. Patterns of rainfall insurance participation in rural India
    Staff Reports, Federal Reserve Bank of New York View citations (59)
    Also in Policy Research Working Paper Series, The World Bank (2007) View citations (6)
    See also Journal Article Patterns of Rainfall Insurance Participation in Rural India, The World Bank Economic Review, World Bank (2008) View citations (212) (2008)
42. Statistical analysis of rainfall insurance payouts in southern India
    Policy Research Working Paper Series, The World Bank View citations (47)
    See also Journal Article Statistical Analysis of Rainfall Insurance Payouts in Southern India, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (2007) View citations (45) (2007)

2005

43. How and why do small firms manage interest rate risk? Evidence from commercial loans
    Staff Reports, Federal Reserve Bank of New York

2000

44. The Efficient Market Hypothesis: A Survey
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (49)

1999

45. Unemployment and Skills in Australia
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (6)

1998

46. Labour Market Adjustment: Evidence on Interstate Labour Mobility
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (22)
    See also Journal Article Labour Market Adjustment: Evidence on Interstate LabourMobility, Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research (1999) View citations (18) (1999)

1997

47. Is the Phillips Curve a Curve? Some Evidence and Implications for Australia
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (31)
    See also Journal Article Is the Phillips Curve A Curve? Some Evidence and Implications for Australia, The Economic Record, The Economic Society of Australia (1998) View citations (35) (1998)

Journal Articles

2022

1. The Pandemic Mortgage Boom
   Economic Insights, 2022, 7, (3), 18-24 View citations (1)

2019

2. The Role of Technology in Mortgage Lending
   The Review of Financial Studies, 2019, 32, (5), 1854-1899 View citations (235)
   See also Working Paper The Role of Technology in Mortgage Lending, NBER Working Papers (2018) View citations (32) (2018)

2018

3. Credit risk transfer and de facto GSE reform
   Economic Policy Review, 2018, (24-3), 88-116 View citations (5)
   See also Working Paper Credit risk transfer and de facto GSE reform, Staff Reports (2018) View citations (5) (2018)
4. Peas in a pod? Comparing the U.S. and Danish mortgage finance systems
   Economic Policy Review, 2018, (24-3), 63-87 View citations (3)
   See also Working Paper Peas in a pod? Comparing the U.S. and Danish mortgage finance systems, Staff Reports (2018) View citations (1) (2018)

2017

5. How Does Risk Management Influence Production Decisions? Evidence from a Field Experiment
   The Review of Financial Studies, 2017, 30, (6), 1935-1970 View citations (69)
   See also Working Paper How does risk management influence production decisions? evidence from a field experiment, Staff Reports (2014) View citations (2) (2014)

2016

6. Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model
   Journal of Banking & Finance, 2016, 69, (S1), S35-S55 View citations (25)
   See also Working Paper Assessing financial stability: the Capital and Loss Assessment under Stress Scenarios (CLASS) model, Staff Reports (2014) View citations (6) (2014)

2015

7. Do big banks have lower operating costs?
   Journal of Financial Perspectives, 2015, 3, (1), 157-196 View citations (2)
   Also in Economic Policy Review, 2014, (Dec), 1-27 (2014) View citations (31)
   See also Working Paper Do Big Banks Have Lower Operating Costs?, Liberty Street Economics (2014) View citations (14) (2014)
8. Securitization and the Fixed-Rate Mortgage
   The Review of Financial Studies, 2015, 28, (1), 176-211 View citations (26)
   See also Working Paper Securitization and the fixed-rate mortgage, Staff Reports (2013) View citations (17) (2013)
9. The Rescue of Fannie Mae and Freddie Mac
   Journal of Economic Perspectives, 2015, 29, (2), 25-52 View citations (24)
   See also Working Paper The rescue of Fannie Mae and Freddie Mac, FRB Atlanta Working Paper (2015) View citations (21) (2015)

2013

10. Barriers to Household Risk Management: Evidence from India
    American Economic Journal: Applied Economics, 2013, 5, (1), 104-35 View citations (328)
    See also Working Paper Barriers to Household Risk Management: Evidence from India, IMF Working Papers (2012) View citations (96) (2012)
11. TBA trading and liquidity in the agency MBS market
    Economic Policy Review, 2013, 19, (May), 1-18 View citations (51)
    See also Working Paper TBA trading and liquidity in the agency MBS market, Staff Reports (2010) View citations (10) (2010)

2012

12. A Structural view of U.S. bank holding companies
    Economic Policy Review, 2012, (07), 65-81 View citations (52)

2011

13. Credit Ratings and Security Prices in the Subprime MBS Market
    American Economic Review, 2011, 101, (3), 115-19 View citations (31)

2010

14. Why is the market share of adjustable-rate mortgages so low?
    Current Issues in Economics and Finance, 2010, 16, (Dec) View citations (23)

2008

15. How and why do small firms manage interest rate risk
    Journal of Financial Economics, 2008, 87, (2), 446-470 View citations (49)
16. Patterns of Rainfall Insurance Participation in Rural India
    The World Bank Economic Review, 2008, 22, (3), 539-566 View citations (212)
    See also Working Paper Patterns of rainfall insurance participation in rural India, Staff Reports (2007) View citations (59) (2007)

2007

17. Statistical Analysis of Rainfall Insurance Payouts in Southern India
    American Journal of Agricultural Economics, 2007, 89, (5), 1248-1254 View citations (45)
    See also Working Paper Statistical analysis of rainfall insurance payouts in southern India, Policy Research Working Paper Series (2007) View citations (47) (2007)

1999

18. Labour Market Adjustment: Evidence on Interstate LabourMobility
    Australian Economic Review, 1999, 32, (3), 249-263 View citations (18)
    See also Working Paper Labour Market Adjustment: Evidence on Interstate Labour Mobility, RBA Research Discussion Papers (1998) View citations (22) (1998)

1998

19. Is the Phillips Curve A Curve? Some Evidence and Implications for Australia
    The Economic Record, 1998, 74, (227), 384-398 View citations (35)
    See also Working Paper Is the Phillips Curve a Curve? Some Evidence and Implications for Australia, RBA Research Discussion Papers (1997) View citations (31) (1997)

Chapters

2023

1. Mortgage-backed securities
   Chapter 15 in Research Handbook of Financial Markets, 2023, pp 331-357
   See also Working Paper Mortgage-Backed Securities, Swiss Finance Institute (2022) (2022)

1998

2. The Macroeconomics of Australian Unemployment
   A chapter in Unemployment and the Australian Labour Market, 1998 View citations (24)