FRB Atlanta Working Paper

From Federal Reserve Bank of Atlanta
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2018-15: Financial Intermediation Chains in an OTC Market

Ji Shen, Bin Wei and Hongjun Yan

2018-14: Ambiguity Aversion and Variance Premium

Jianjun Miao, Bin Wei and Hao Zhou

2018-13: Can the U.S. Interbank Market Be Revived?

Kyungmin Kim, Antoine Martin and Ed Nosal

2018-12: Macroeconomic Effects of China's Financial Policies

Kaiji Chen and Tao Zha

2018-11: Technological Change and Financial Innovation in Banking: Some Implications for Fintech

W Frame, Larry Wall and Lawrence White

2018-10: Villains or Scapegoats? The Role of Subprime Borrowers in Driving the U.S. Housing Boom

James Conklin, W Frame, Kristopher Gerardi and Haoyang Liu

2018-1: Some Like It Hot: Assessing Longer-Term Labor Market Benefits from a High-Pressure Economy

Julie Hotchkiss and Robert Moore

2017-9: Too Good to Be True? Fallacies in Evaluating Risk Factor Models

Nikolay Gospodinov, Raymond Kan and Cesare Robotti

2017-8: Taxes and Market Hours: The Role of Gender and Skill

Robert Duval-Hernandez, Lei Fang and L. Rachel Ngai

2017-7: Family Welfare and the Cost of Unemployment

Julie Hotchkiss, Robert Moore and Fernando Rios-Avila

2017-6: Losing Public Health Insurance: TennCare Disenrollment and Personal Financial Distress

Laura Argys, Andrew Friedson, Melinda Pitts and Daniel Tello-Trillo

2017-5: An Early Experiment with \"Permazero\"

Stephen Quinn and William Roberds

2017-4: Fracking and Mortgage Default

Christopher Cunningham, Kristopher Gerardi and Yannan Shen

2017-3: Old, Frail, and Uninsured: Accounting for Puzzles in the U.S. Long-Term Care Insurance Market

R. Braun, Karen Kopecky and Tatyana Koreshkova

2017-2: Foreign Investment, Regulatory Arbitrage, and the Risk of U.S. Banking Organizations

W Frame, Atanas Mihov and Leandro Sanz

2017-14: Overconfidence, Subjective Perception, and Pricing Behavior

Pierpaolo Benigno and Anastasios Karantounias

2017-13: A Tax Plan for Endogenous Innovation

Mariano Croce, Anastasios Karantounias, Stephen Raymond and Lukas Schmid

2017-12: Optimal Time-Consistent Taxation with Default

Anastasios Karantounias

2017-11: Asset Co-movements: Features and Challenges

Nikolay Gospodinov

2017-10: General Aggregation of Misspecified Asset Pricing Models

Nikolay Gospodinov and Esfandiar Maasoumi

2017-1: Agency Conflicts in Residential Mortgage Securitization: What Does the Empirical Literature Tell Us?

W Frame

2016-9: Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China

Kaiji Chen, Patrick Higgins, Daniel Waggoner and Tao Zha

2016-8: Are Lemons Sold First? Dynamic Signaling in the Mortgage Market

Manuel Adelino, Kristopher Gerardi and Barney Hartman-Glaser

2016-7: Forecasting China's Economic Growth and Inflation

Patrick Higgins, Tao Zha and Karen Zhong

2016-6: Fiscal Austerity in Ambiguous Times

Axelle Ferriere and Anastasios Karantounias

2016-5: The role of commodity prices in forecasting U.S. core inflation

Nikolay Gospodinov

2016-4: Uninsured risk, stagnation, and fiscal policy

R. Braun and Tomoyuki Nakajima

2016-3: Forecasts of inflation and interest rates in no-arbitrage affine models

Nikolay Gospodinov and Bin Wei

2016-2: The federal home loan bank system and U.S. housing finance

W Frame

2016-16: Narrative Sign Restrictions for SVARs

Juan Antolin-Diaz and Juan F Rubio-Ramirez

2016-15: The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure

Jonas E. Arias, Dario Caldara and Juan F Rubio-Ramirez

2016-14: Killer Debt: The Impact of Debt on Mortality

Laura Argys, Andrew Friedson and Melinda Pitts

2016-13: The Usefulness of the Median CPI in Bayesian VARs Used for Macroeconomic Forecasting and Policy

Brent Meyer and Saeed Zaman

2016-12: Wage Determination in Social Occupations: The Role of Individual Social Capital

Julie Hotchkiss and Anil Rupasingha

2016-11: A Quantitative Theory of Time-Consistent Unemployment Insurance

Yun Pei and Zoe Xie

2016-10: Optimal Long-Term Contracting with Learning

Feng Gao, Zhiguo He, Bin Wei and Jianfeng Yu

2016-1: What we learn from China's rising shadow banking: exploring the nexus of monetary tightening and banks' role in entrusted lending

Kaiji Chen, Jue Ren and Tao Zha

2015-9: Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models

Nikolay Gospodinov, Raymond Kan and Cesare Robotti

2015-8: Assessing the macroeconomic impact of bank intermediation shocks: a structural approach

Kaiji Chen and Tao Zha

2015-7: Multivariate return decomposition: theory and implications

Stanislav Anatolyev and Nikolay Gospodinov

2015-6: Foreign exchange predictability during the financial crisis: implications for carry trade profitability

Stanislav Anatolyev, Nikolay Gospodinov, Ibrahim Jamali and Xiaochun Liu

2015-5: Trends and cycles in China's macroeconomy

Chun Chang, Kaiji Chen, Daniel Waggoner and Tao Zha

2015-4: Will talent attraction and retention improve metropolitan labor markets?

Stuart Andreason

2015-3: The failure of supervisory stress testing: Fannie Mae, Freddie Mac, and OFHEO

W Frame, Kristopher Gerardi and Paul Willen

2015-2: The rescue of Fannie Mae and Freddie Mac

W Frame, Andreas Fuster, Joseph Tracy and James Vickery

2015-15: Fitting a distribution to survey data for the half-life of deviations from PPP

Mark Fisher

2015-14: Project modifications and bidding in highway procurement auctions

Dakshina De Silva, Timothy Dunne, Georgia Kosmopoulou and Carlos Lamarche

2015-13: Liquidity backstops and dynamic debt runs

Bin Wei and Vivian Yue

2015-12: Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility

Mark Jensen

2015-11: Cross-border banking on the two sides of the Atlantic: does it have an impact on bank crisis management?

Maria J. Nieto and Larry Wall